N-MFP3 0000857156 XXXXXXXX 2026-07-31 Charles Schwab Family of Funds 0000857156 549300I77JNLD629OV19 Schwab Prime Advantage Money Fund 54930034YSGPKXW97O22 S000004508 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y N 39 58 166062984574.58 217386370278.39 0.4223 0.5529 2026-07-01 157117173410.56 214703211894.34 0.4028 0.5504 2026-07-02 163234799843.79 216014007950.02 0.4164 0.5510 2026-07-06 164918530938.68 215592671702.11 0.4214 0.5509 2026-07-07 164612668202.47 215053778365.31 0.4211 0.5501 2026-07-08 154957665859.65 215459548241.06 0.3957 0.5502 2026-07-09 160101689569.66 215745958765.31 0.4085 0.5504 2026-07-10 166511480754.96 216450131153.87 0.4241 0.5513 2026-07-13 163080785211.36 215414697090.87 0.4164 0.5500 2026-07-14 161269188947.61 217241149848.83 0.4096 0.5518 2026-07-15 151832799910.86 216326931153.98 0.3860 0.5500 2026-07-16 152676916024.03 215913198204.78 0.3892 0.5504 2026-07-17 158617414098.55 215652012772.77 0.4049 0.5505 2026-07-20 159413086393.60 215344535384.51 0.4073 0.5501 2026-07-21 156945564519.95 217679336155.70 0.3983 0.5524 2026-07-22 152670606209.15 215956541617.99 0.3894 0.5509 2026-07-23 153671596617.11 214950993389.91 0.3919 0.5482 2026-07-24 154782370148.39 216757377952.23 0.3935 0.5511 2026-07-27 160277611167.20 216989373944.20 0.4076 0.5518 2026-07-28 157785567786.21 217095612776.27 0.4014 0.5523 2026-07-29 145966089644.42 217228725486.36 0.3712 0.5525 2026-07-30 151799497561.36 215346669192.80 0.3878 0.5502 2026-07-31 8909071556.29 381267576621.81 381293525974.79 1218449327.98 1843968070.59 389577078788.47 389573984679.4900 Y 1.0000 0.0383 2026-07-01 0.0383 2026-07-02 0.0383 2026-07-06 0.0383 2026-07-07 0.0383 2026-07-08 0.0382 2026-07-09 0.0380 2026-07-10 0.0379 2026-07-13 0.0379 2026-07-14 0.0380 2026-07-15 0.0380 2026-07-16 0.0382 2026-07-17 0.0382 2026-07-20 0.0381 2026-07-21 0.0381 2026-07-22 0.0382 2026-07-23 0.0383 2026-07-24 0.0383 2026-07-27 0.0384 2026-07-28 0.0385 2026-07-29 0.0385 2026-07-30 0.0386 2026-07-31 0.9999 2026-07-01 0.9999 2026-07-02 0.9999 2026-07-06 0.9999 2026-07-07 0.9999 2026-07-08 0.9999 2026-07-09 0.9999 2026-07-10 0.9999 2026-07-13 0.9999 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 0.9999 2026-07-17 1.0000 2026-07-20 0.9999 2026-07-21 0.9999 2026-07-22 0.9999 2026-07-23 0.9999 2026-07-24 0.9999 2026-07-27 0.9999 2026-07-28 0.9999 2026-07-29 1.0000 2026-07-30 0.9999 2026-07-31 N N Investor Shares C000012383 0.00 247332336514.49 247330506599.3300 0.9999 2026-07-01 0.9999 2026-07-02 0.9999 2026-07-06 0.9999 2026-07-07 0.9999 2026-07-08 0.9999 2026-07-09 0.9999 2026-07-10 0.9999 2026-07-13 0.9999 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 0.9999 2026-07-17 1.0000 2026-07-20 0.9999 2026-07-21 0.9999 2026-07-22 0.9999 2026-07-23 0.9999 2026-07-24 0.9999 2026-07-27 0.9999 2026-07-28 0.9999 2026-07-29 1.0000 2026-07-30 0.9999 2026-07-31 1693248145.18 990862684.03 2026-07-01 1073963184.99 1169817880.43 2026-07-02 1263426626.16 1027990228.45 2026-07-06 1147916623.60 1362614159.88 2026-07-07 950526122.01 1084740470.76 2026-07-08 912587591.40 936165526.77 2026-07-09 983614800.71 847109780.29 2026-07-10 1020160607.11 842470002.28 2026-07-13 926966205.22 1138405242.16 2026-07-14 844774224.82 915139828.60 2026-07-15 842337679.60 945630024.35 2026-07-16 937832631.32 922540227.80 2026-07-17 983434985.80 930216422.47 2026-07-20 972276734.54 1085810921.13 2026-07-21 961285815.73 922660892.79 2026-07-22 805740298.23 862532577.07 2026-07-23 887236340.15 1079040860.42 2026-07-24 935155777.54 836545247.07 2026-07-27 934018794.07 1118451055.64 2026-07-28 923135001.26 924227550.26 2026-07-29 899147149.26 993214938.42 2026-07-30 978896464.72 964170009.97 2026-07-31 21877681803.42 21900356531.04 0.0349 2026-07-01 0.0349 2026-07-02 0.0349 2026-07-06 0.0349 2026-07-07 0.0349 2026-07-08 0.0348 2026-07-09 0.0346 2026-07-10 0.0345 2026-07-13 0.0345 2026-07-14 0.0346 2026-07-15 0.0346 2026-07-16 0.0348 2026-07-17 0.0348 2026-07-20 0.0348 2026-07-21 0.0347 2026-07-22 0.0348 2026-07-23 0.0349 2026-07-24 0.0349 2026-07-27 0.0350 2026-07-28 0.0351 2026-07-29 0.0351 2026-07-30 0.0352 2026-07-31 Y 835793.00 Broker-dealer 0.9995 0.00 N Ultra Shares C000038267 1000000.00 142244742273.98 142243478080.1600 0.9999 2026-07-01 0.9999 2026-07-02 0.9999 2026-07-06 0.9999 2026-07-07 0.9999 2026-07-08 0.9999 2026-07-09 0.9999 2026-07-10 0.9999 2026-07-13 0.9999 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 0.9999 2026-07-17 1.0000 2026-07-20 0.9999 2026-07-21 0.9999 2026-07-22 0.9999 2026-07-23 0.9999 2026-07-24 0.9999 2026-07-27 0.9999 2026-07-28 0.9999 2026-07-29 1.0000 2026-07-30 0.9999 2026-07-31 998324227.12 686619562.02 2026-07-01 785343789.72 796000810.65 2026-07-02 1100440974.53 581609354.89 2026-07-06 1089604271.20 751832934.78 2026-07-07 811069034.39 573692561.31 2026-07-08 679647707.39 604797204.10 2026-07-09 745606138.09 559884523.89 2026-07-10 781139298.51 469029603.88 2026-07-13 648390809.43 800945910.41 2026-07-14 649727191.71 623347054.58 2026-07-15 643697091.78 854371671.17 2026-07-16 747280476.30 590382661.77 2026-07-17 734077927.83 765060615.56 2026-07-20 634052130.99 871933024.05 2026-07-21 583914184.62 676139860.50 2026-07-22 512449587.04 595495079.79 2026-07-23 550217583.93 720552322.93 2026-07-24 609715892.38 596344087.96 2026-07-27 626490036.67 700937691.03 2026-07-28 614336663.56 638036139.10 2026-07-29 487640826.33 651143466.50 2026-07-30 556574894.71 585106764.75 2026-07-31 15589740738.23 14693262905.62 0.0364 2026-07-01 0.0364 2026-07-02 0.0364 2026-07-06 0.0364 2026-07-07 0.0364 2026-07-08 0.0363 2026-07-09 0.0361 2026-07-10 0.0360 2026-07-13 0.0360 2026-07-14 0.0361 2026-07-15 0.0361 2026-07-16 0.0363 2026-07-17 0.0363 2026-07-20 0.0363 2026-07-21 0.0362 2026-07-22 0.0363 2026-07-23 0.0364 2026-07-24 0.0364 2026-07-27 0.0365 2026-07-28 0.0366 2026-07-29 0.0366 2026-07-30 0.0367 2026-07-31 Y 480966.00 Broker-dealer 0.9999 0.00 N ALBION CAPITAL LLC ALBION CAPITAL LLC 0.000000% 01329XKS7 N/A US01329XKS70 Asset Backed Commercial Paper Y 2026-10-26 2026-10-26 2026-10-26 N Y MUFG BANK LTD 1.0000 N 0.0390 76254463.50 76254463.50 0.0002 N N N N ANTALIS SA ANTALIS SA 0.000000% 03664BH33 549300G2LM2ZKZ0X4Y50 US03664BH334 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y Societe Generale SA 1.0000 N 0.0368 92371679.40 92371679.40 0.0002 N Y Y N ANTALIS SA ANTALIS SA 0.000000% 03664BH58 549300G2LM2ZKZ0X4Y50 US03664BH581 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y Societe Generale SA 1.0000 N 0.0368 119938596.00 119938596.00 0.0003 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BH74 549300G2LM2ZKZ0X4Y50 US03664BH748 Asset Backed Commercial Paper Y 2026-08-07 2026-08-07 2026-08-07 N Y Societe Generale SA 1.0000 N 0.0369 19985650.00 19985650.00 0.0001 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BHD1 549300G2LM2ZKZ0X4Y50 US03664BHD10 Asset Backed Commercial Paper Y 2026-08-13 2026-08-13 2026-08-13 N Y Societe Generale SA 1.0000 N 0.0372 44939533.50 44939533.50 0.0001 N N N N ANTALIS SA ANTALIS SA 0.000000% 03664BJP2 549300G2LM2ZKZ0X4Y50 US03664BJP22 Asset Backed Commercial Paper Y 2026-09-23 2026-09-23 2026-09-23 N Y Societe Generale SA 1.0000 N 0.0382 51403603.90 51403603.90 0.0001 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 3.860000% 04821PGW7 549300BUNY5BIX4CVW20 US04821PGW77 Asset Backed Commercial Paper Y 2026-08-03 2026-08-27 2026-08-27 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0379 100005298.00 100005298.00 0.0003 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 3.890000% 04821PGZ0 549300BUNY5BIX4CVW20 US04821PGZ09 Asset Backed Commercial Paper Y 2026-08-03 2026-09-14 2026-09-14 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0388 100002296.00 100002296.00 0.0003 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 3.950000% 04821PHE6 549300BUNY5BIX4CVW20 US04821PHE60 Asset Backed Commercial Paper Y 2026-08-03 2026-11-10 2026-11-10 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0390 150024711.00 150024711.00 0.0004 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UHM7 549300BUNY5BIX4CVW20 US04821UHM71 Asset Backed Commercial Paper Y 2026-08-21 2026-08-21 2026-08-21 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0374 199564280.00 199564280.00 0.0005 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UM33 549300BUNY5BIX4CVW20 US04821UM339 Asset Backed Commercial Paper Y 2026-12-03 2026-12-03 2026-12-03 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0395 49314235.00 49314235.00 0.0001 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CJ80 JHE42UYNWWTJB8YTTU19 US05253CJ809 Financial Company Commercial Paper Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0372 99596780.00 99596780.00 0.0003 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CK70 JHE42UYNWWTJB8YTTU19 US05253CK708 Financial Company Commercial Paper Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0375 198583840.00 198583840.00 0.0005 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CMB9 JHE42UYNWWTJB8YTTU19 US05253CMB99 Financial Company Commercial Paper Y 2026-12-11 2026-12-11 2026-12-11 N N N 0.0391 492787200.00 492787200.00 0.0013 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CMH6 JHE42UYNWWTJB8YTTU19 US05253CMH69 Financial Company Commercial Paper Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0392 492430950.00 492430950.00 0.0013 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CMN3 JHE42UYNWWTJB8YTTU19 US05253CMN38 Financial Company Commercial Paper Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0393 147639600.00 147639600.00 0.0004 N N N N BG APT INVESTORS LP M/F HOUSING RB (BELLA VISTA) SERIES 2025A 3.720000% 05494MAA1 2549002PC81GBGZF0752 US05494MAA18 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 23000000.00 23000000.00 0.0001 N N Y N BMW US CAPITAL LLC BMW US CAPITAL LLC 0.000000% 0556C3H38 KK5MZM9DIXLXZL9DZL15 US0556C3H384 Non-Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y Bayerische Motoren Werke AG 1.0000 N 0.0370 104967586.50 104967586.50 0.0003 N Y Y N BMW US CAPITAL LLC BMW US CAPITAL LLC 0.000000% 0556C3H61 KK5MZM9DIXLXZL9DZL15 US0556C3H616 Non-Financial Company Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y Bayerische Motoren Werke AG 1.0000 N 0.0371 229857837.00 229857837.00 0.0006 N N Y N BPCE SA BPCE SA 0.000000% 05571CH38 9695005MSX1OYEMGDF46 US05571CH386 Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 999699300.00 999699300.00 0.0026 N Y Y N BPCE SA BPCE SA 0.000000% 05571CJ36 9695005MSX1OYEMGDF46 US05571CJ366 Financial Company Commercial Paper Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0364 498281100.00 498281100.00 0.0013 N N N N BPCE SA BPCE SA 0.000000% 05571CK18 9695005MSX1OYEMGDF46 US05571CK182 Financial Company Commercial Paper Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0365 993711600.00 993711600.00 0.0026 N N N N BPCE SA BPCE SA 0.000000% 05571CL41 9695005MSX1OYEMGDF46 US05571CL412 Financial Company Commercial Paper Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0382 592894992.00 592894992.00 0.0015 N N N N BPCE SA BPCE SA 0.000000% 05571CL58 9695005MSX1OYEMGDF46 US05571CL586 Financial Company Commercial Paper Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0382 989696400.00 989696400.00 0.0025 N N N N BPCE SA BPCE SA 0.000000% 05571CM24 9695005MSX1OYEMGDF46 US05571CM246 Financial Company Commercial Paper Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0388 414387918.00 414387918.00 0.0011 N N N N BPCE SA BPCE SA 0.000000% 05571CMH1 9695005MSX1OYEMGDF46 US05571CMH15 Financial Company Commercial Paper Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0391 571234054.00 571234054.00 0.0015 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 3.950000% 05593DNT6 R0MUWSFPU8MPRO8K5P83 US05593DNT62 Certificate of Deposit Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0383 193032964.40 193032964.40 0.0005 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 3.960000% 05593DP64 R0MUWSFPU8MPRO8K5P83 US05593DP647 Certificate of Deposit Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0391 106003211.80 106003211.80 0.0003 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 4.000000% 05593DQQ9 R0MUWSFPU8MPRO8K5P83 US05593DQQ96 Certificate of Deposit Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0402 234957700.00 234957700.00 0.0006 N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 3.880000% 05971MHL2 K8MS7FD7N5Z2WQ51AZ71 US05971MHL28 Certificate of Deposit Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0381 500031800.00 500031800.00 0.0013 N N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) BANCO BILBAO VIZCAYA ARGENTARIA SA (NEW YORK BRANCH) 4.020000% 05971MJE6 K8MS7FD7N5Z2WQ51AZ71 US05971MJE66 Certificate of Deposit Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0393 500110900.00 500110900.00 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.940000% 06050TPJ5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-08-03 2027-02-08 2027-02-08 N N N 0.0392 300048288.00 300048288.00 0.0008 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.850000% 06050TPK2 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0422 498556990.00 498556990.00 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.040000% 06050TPM8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-08-03 2027-04-09 2027-04-09 N N N 0.0395 1000692820.00 1000692820.00 0.0026 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.020000% 06050TPY2 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-04-27 2027-04-27 2027-04-27 N N N 0.0418 620975721.50 620975721.50 0.0016 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.050000% 06050TQC9 B4TYDEB6GKMZO031MB27 US06050TQC98 0001102113 Other Instrument Bank Note Y 2027-05-06 2027-05-06 2027-05-06 N N N 0.0420 392378446.92 392378446.92 0.0010 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.050000% 06050TQS4 B4TYDEB6GKMZO031MB27 US06050TQS41 0001102113 Other Instrument Bank Note Y 2026-08-03 2027-07-02 2027-07-02 N N N 0.0399 584159245.12 584159245.12 0.0015 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.280000% 06050TQX3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-07-01 2027-07-01 2027-07-01 N N N 0.0431 155877098.52 155877098.52 0.0004 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.900000% 06051WXD1 B4TYDEB6GKMZO031MB27 US06051WXD19 0001102113 Certificate of Deposit Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 400046200.00 400046200.00 0.0010 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.760000% 06051WXN9 B4TYDEB6GKMZO031MB27 US06051WXN90 0001102113 Certificate of Deposit Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0378 499872550.00 499872550.00 0.0013 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.950000% 06054CMK8 549300HN4UKV1E2R3U73 US06054CMK89 0001675365 Financial Company Commercial Paper Y 2026-08-03 2026-08-06 2026-08-06 N N N 0.0375 350011130.00 350011130.00 0.0009 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 3.920000% 06054CNC5 549300HN4UKV1E2R3U73 US06054CNC54 0001675365 Financial Company Commercial Paper Y 2026-08-03 2026-10-09 2026-10-09 N N N 0.0378 399272016.14 399272016.14 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.900000% 06054CND3 549300HN4UKV1E2R3U73 US06054CND38 0001675365 Financial Company Commercial Paper Y 2026-08-03 2026-11-02 2026-11-02 N N N 0.0380 300075000.00 300075000.00 0.0008 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.950000% 06054CNT8 549300HN4UKV1E2R3U73 US06054CNT89 0001675365 Financial Company Commercial Paper Y 2026-08-03 2027-02-12 2027-02-12 N N N 0.0395 149999595.00 149999595.00 0.0004 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 3.960000% 06054CPB5 549300HN4UKV1E2R3U73 US06054CPB53 0001675365 Financial Company Commercial Paper Y 2026-08-03 2027-02-26 2027-02-26 N N N 0.0395 750041700.00 750041700.00 0.0019 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PJ31 549300HN4UKV1E2R3U73 US06054PJ315 0001675365 Financial Company Commercial Paper Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0377 199288780.00 199288780.00 0.0005 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PJU1 549300HN4UKV1E2R3U73 US06054PJU12 0001675365 Financial Company Commercial Paper Y 2026-09-28 2026-09-28 2026-09-28 N N N 0.0378 496902500.00 496902500.00 0.0013 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PK96 549300HN4UKV1E2R3U73 US06054PK966 0001675365 Financial Company Commercial Paper Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0380 148890690.00 148890690.00 0.0004 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PMJ2 549300HN4UKV1E2R3U73 US06054PMJ20 0001675365 Financial Company Commercial Paper Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0398 246130550.00 246130550.00 0.0006 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PNV4 549300HN4UKV1E2R3U73 US06054PNV49 0001675365 Financial Company Commercial Paper Y 2027-01-29 2027-01-29 2027-01-29 N N N 0.0402 97966320.00 97966320.00 0.0003 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PP83 549300HN4UKV1E2R3U73 US06054PP833 0001675365 Financial Company Commercial Paper Y 2027-02-08 2027-02-08 2027-02-08 N N N 0.0404 391389880.00 391389880.00 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PPC4 549300HN4UKV1E2R3U73 US06054PPC40 0001675365 Financial Company Commercial Paper Y 2027-02-12 2027-02-12 2027-02-12 N N N 0.0404 195599440.00 195599440.00 0.0005 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PQN9 549300HN4UKV1E2R3U73 US06054PQN95 0001675365 Financial Company Commercial Paper Y 2027-03-22 2027-03-22 2027-03-22 N N N 0.0409 194680400.00 194680400.00 0.0005 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PRK4 549300HN4UKV1E2R3U73 US06054PRK48 0001675365 Financial Company Commercial Paper Y 2027-04-19 2027-04-19 2027-04-19 N N N 0.0413 484973850.00 484973850.00 0.0012 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054PRM0 549300HN4UKV1E2R3U73 US06054PRM04 0001675365 Financial Company Commercial Paper Y 2027-04-21 2027-04-21 2027-04-21 N N N 0.0413 484849350.00 484849350.00 0.0012 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.760000% 06054RDK5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0408 499693430.00 499693430.00 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.820000% 06054RDT6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0401 199901274.00 199901274.00 0.0005 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.820000% 06054RDX7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0401 99935970.00 99935970.00 0.0003 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.820000% 06054RDY5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0404 179787799.80 179787799.80 0.0005 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.940000% 06054RE32 B4TYDEB6GKMZO031MB27 US06054RE320 0001102113 Other Instrument Bank Note Y 2026-08-03 2027-02-02 2027-02-02 N N N 0.0392 200031104.00 200031104.00 0.0005 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.770000% 06054REF5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0405 499495275.00 499495275.00 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.890000% 06054REM0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-08-03 2026-11-25 2026-11-25 N N N 0.0386 558071089.20 558071089.20 0.0014 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.050000% 06054REW8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0406 628962983.35 628962983.35 0.0016 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.070000% 06054RF23 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-01-04 2027-01-04 2027-01-04 N N N 0.0411 576799936.79 576799936.79 0.0015 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.050000% 06054RF64 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0411 336859454.15 336859454.15 0.0009 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.040000% 06054RFD9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-04-16 2027-04-16 2027-04-16 N N N 0.0422 229603756.00 229603756.00 0.0006 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 4.290000% 06054RFX5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0429 745000000.00 745000000.00 0.0019 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 4.150000% 06367DW68 NQQ6HPCNCCU6TUTQYE16 US06367DW682 Certificate of Deposit Y 2027-01-13 2027-01-13 2027-01-13 N N N 0.0407 500154800.00 500154800.00 0.0013 N N N N BANK OF MONTREAL BANK OF MONTREAL 3.950000% 06367L3Y1 NQQ6HPCNCCU6TUTQYE16 US06367L3Y10 0000009622 Financial Company Commercial Paper Y 2026-08-03 2026-12-04 2026-12-04 N N N 0.0390 250015075.00 250015075.00 0.0006 N N N N BANK OF MONTREAL BANK OF MONTREAL 3.970000% 06367L3Z8 NQQ6HPCNCCU6TUTQYE16 US06367L3Z84 0000009622 Financial Company Commercial Paper Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0391 250018517.50 250018517.50 0.0006 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 3.980000% 06367L4A2 NQQ6HPCNCCU6TUTQYE16 US06367L4A25 Certificate of Deposit Y 2026-08-03 2026-12-10 2026-12-10 N N N 0.0391 200017348.00 200017348.00 0.0005 N N N N BANK OF MONTREAL BANK OF MONTREAL 3.970000% 06367L4J3 NQQ6HPCNCCU6TUTQYE16 US06367L4J34 0000009622 Financial Company Commercial Paper Y 2026-08-03 2027-02-26 2027-02-26 N N N 0.0395 800140784.00 800140784.00 0.0021 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 4.020000% 06370B4V3 NQQ6HPCNCCU6TUTQYE16 US06370B4V33 Certificate of Deposit Y 2026-08-03 2026-11-13 2026-11-13 N N N 0.0386 248912691.41 248912691.41 0.0006 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 3.920000% 06370B5X8 NQQ6HPCNCCU6TUTQYE16 US06370B5X89 Certificate of Deposit Y 2026-08-03 2026-11-16 2026-11-16 N N N 0.0386 200005234.00 200005234.00 0.0005 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 4.050000% 06370B6R0 NQQ6HPCNCCU6TUTQYE16 US06370B6R03 Certificate of Deposit Y 2026-08-03 2026-11-24 2026-11-24 N N N 0.0386 350042549.50 350042549.50 0.0009 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 4.000000% 06370BAG9 NQQ6HPCNCCU6TUTQYE16 US06370BAG95 Certificate of Deposit Y 2026-08-03 2027-04-15 2027-04-15 N N N 0.0399 200019058.00 200019058.00 0.0005 N N N N BANK OF NEW YORK MELLON/THE BANK OF NEW YORK MELLON/THE 0.000000% 06406XM43 HPFHU0OQ28E4N0NFVK49 US06406XM430 Financial Company Commercial Paper Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0391 493154000.00 493154000.00 0.0013 N N N N BANK OF NEW YORK MELLON/THE BANK OF NEW YORK MELLON/THE 0.000000% 06406XQ49 HPFHU0OQ28E4N0NFVK49 US06406XQ498 Financial Company Commercial Paper Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0403 487916000.00 487916000.00 0.0013 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.920000% 06418NJY9 L3I9ZG2KFGXZ61BMYR72 US06418NJY94 Certificate of Deposit Y 2026-08-03 2026-08-06 2026-08-06 N N N 0.0372 199005492.40 199005492.40 0.0005 N N Y N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.960000% 06418NLJ9 L3I9ZG2KFGXZ61BMYR72 US06418NLJ99 Certificate of Deposit Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0374 748167252.80 748167252.80 0.0019 N N N N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 3.920000% 06418NMB5 L3I9ZG2KFGXZ61BMYR72 US06418NMB54 Certificate of Deposit Y 2026-08-03 2026-10-13 2026-10-13 N N N 0.0376 299639117.04 299639117.04 0.0008 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.900000% 06418NMG4 L3I9ZG2KFGXZ61BMYR72 US06418NMG42 Certificate of Deposit Y 2026-08-03 2026-10-27 2026-10-27 N N N 0.0378 950278540.00 950278540.00 0.0024 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.900000% 06418NMZ2 L3I9ZG2KFGXZ61BMYR72 US06418NMZ23 Certificate of Deposit Y 2026-08-03 2026-11-19 2026-11-19 N N N 0.0384 150024015.00 150024015.00 0.0004 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.900000% 06418NNB4 L3I9ZG2KFGXZ61BMYR72 US06418NNB46 Certificate of Deposit Y 2026-08-03 2026-11-19 2026-11-19 N N N 0.0384 1000160100.00 1000160100.00 0.0026 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.910000% 06418NNL2 L3I9ZG2KFGXZ61BMYR72 US06418NNL28 Certificate of Deposit Y 2026-08-03 2026-12-03 2026-12-03 N N N 0.0386 500069000.00 500069000.00 0.0013 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 3.950000% 06418NNR9 L3I9ZG2KFGXZ61BMYR72 US06418NNR97 Certificate of Deposit Y 2026-08-03 2026-12-09 2026-12-09 N N N 0.0387 1000274000.00 1000274000.00 0.0026 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EH78 G5GSEF7VJP5I7OUK5573 US06741EH786 Asset Backed Commercial Paper Y 2026-08-07 2026-08-07 2026-08-07 N Y Barclays Bank Plc 1.0000 N 0.0369 98929017.00 98929017.00 0.0003 N N Y N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EHD5 G5GSEF7VJP5I7OUK5573 US06741EHD58 Asset Backed Commercial Paper Y 2026-08-13 2026-08-13 2026-08-13 N Y Barclays Bank Plc 1.0000 N 0.0369 149800110.00 149800110.00 0.0004 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EHL7 G5GSEF7VJP5I7OUK5573 US06741EHL74 Asset Backed Commercial Paper Y 2026-08-20 2026-08-20 2026-08-20 N Y Barclays Bank Plc 1.0000 N 0.0369 129733240.00 129733240.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EJM3 G5GSEF7VJP5I7OUK5573 US06741EJM30 Asset Backed Commercial Paper Y 2026-09-21 2026-09-21 2026-09-21 N Y Barclays Bank Plc 1.0000 N 0.0378 298363380.00 298363380.00 0.0008 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EKG4 G5GSEF7VJP5I7OUK5573 US06741EKG43 Asset Backed Commercial Paper Y 2026-10-16 2026-10-16 2026-10-16 N Y Barclays Bank Plc 1.0000 N 0.0387 108098897.00 108098897.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EKN9 G5GSEF7VJP5I7OUK5573 US06741EKN93 Asset Backed Commercial Paper Y 2026-10-22 2026-10-22 2026-10-22 N Y Barclays Bank Plc 1.0000 N 0.0389 198208060.00 198208060.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EKS8 G5GSEF7VJP5I7OUK5573 US06741EKS80 Asset Backed Commercial Paper Y 2026-10-26 2026-10-26 2026-10-26 N Y Barclays Bank Plc 1.0000 N 0.0390 99057450.00 99057450.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EKT6 G5GSEF7VJP5I7OUK5573 US06741EKT63 Asset Backed Commercial Paper Y 2026-10-27 2026-10-27 2026-10-27 N Y Barclays Bank Plc 1.0000 N 0.0390 198091520.00 198091520.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EL24 G5GSEF7VJP5I7OUK5573 US06741EL242 Asset Backed Commercial Paper Y 2026-11-02 2026-11-02 2026-11-02 N Y Barclays Bank Plc 1.0000 N 0.0393 98974900.00 98974900.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EL99 G5GSEF7VJP5I7OUK5573 US06741EL994 Asset Backed Commercial Paper Y 2026-11-09 2026-11-09 2026-11-09 N Y Barclays Bank Plc 1.0000 N 0.0395 98891110.00 98891110.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741ELQ1 G5GSEF7VJP5I7OUK5573 US06741ELQ16 Asset Backed Commercial Paper Y 2026-11-24 2026-11-24 2026-11-24 N Y Barclays Bank Plc 1.0000 N 0.0401 197416140.00 197416140.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EM23 G5GSEF7VJP5I7OUK5573 US06741EM232 Asset Backed Commercial Paper Y 2026-12-02 2026-12-02 2026-12-02 N Y Barclays Bank Plc 1.0000 N 0.0403 291893296.00 291893296.00 0.0007 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EN71 G5GSEF7VJP5I7OUK5573 US06741EN719 Asset Backed Commercial Paper Y 2027-01-07 2027-01-07 2027-01-07 N Y Barclays Bank Plc 1.0000 N 0.0405 124713339.60 124713339.60 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741ENK2 G5GSEF7VJP5I7OUK5573 US06741ENK28 Asset Backed Commercial Paper Y 2027-01-19 2027-01-19 2027-01-19 N Y Barclays Bank Plc 1.0000 N 0.0405 196126900.00 196126900.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741ENN6 G5GSEF7VJP5I7OUK5573 US06741ENN66 Asset Backed Commercial Paper Y 2027-01-22 2027-01-22 2027-01-22 N Y Barclays Bank Plc 1.0000 N 0.0405 196058840.00 196058840.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EP12 G5GSEF7VJP5I7OUK5573 US06741EP128 Asset Backed Commercial Paper Y 2027-02-01 2027-02-01 2027-02-01 N Y Barclays Bank Plc 1.0000 N 0.0406 97913770.00 97913770.00 0.0003 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EP46 G5GSEF7VJP5I7OUK5573 US06741EP466 Asset Backed Commercial Paper Y 2027-02-04 2027-02-04 2027-02-04 N Y Barclays Bank Plc 1.0000 N 0.0406 195756680.00 195756680.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000% 06741EP87 G5GSEF7VJP5I7OUK5573 US06741EP870 Asset Backed Commercial Paper Y 2027-02-08 2027-02-08 2027-02-08 N Y Barclays Bank Plc 1.0000 N 0.0407 195662060.00 195662060.00 0.0005 N N N N BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.050000% 06741HRS4 G5GSEF7VJP5I7OUK5573 US06741HRS49 Asset Backed Commercial Paper Y 2026-08-03 2026-11-09 2026-11-09 N Y Barclays Bank Plc 1.0000 N 0.0384 120071322.00 120071322.00 0.0003 N N N N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RH35 213800UUGANOMFJ9X769 US06744RH352 Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 45985924.00 45985924.00 0.0001 N Y Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RH43 213800UUGANOMFJ9X769 US06744RH436 Financial Company Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 239901984.00 239901984.00 0.0006 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RH50 213800UUGANOMFJ9X769 US06744RH501 Financial Company Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0368 193900866.00 193900866.00 0.0005 N N Y N BARCLAYS BANK UK PLC BARCLAYS BANK UK PLC 0.000000% 06744RH68 213800UUGANOMFJ9X769 US06744RH683 Financial Company Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 74953957.50 74953957.50 0.0002 N N Y N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.100000% 06745GJC6 G5GSEF7VJP5I7OUK5573 US06745GJC69 Certificate of Deposit Y 2026-09-28 2026-09-28 2026-09-28 N N N 0.0383 1000356100.00 1000356100.00 0.0026 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.950000% 06745GJX0 G5GSEF7VJP5I7OUK5573 US06745GJX07 Certificate of Deposit Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0392 499982850.00 499982850.00 0.0013 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000% 06745GKJ9 G5GSEF7VJP5I7OUK5573 US06745GKJ93 Certificate of Deposit Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0401 499834800.00 499834800.00 0.0013 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.930000% 06745GKK6 G5GSEF7VJP5I7OUK5573 US06745GKK66 Certificate of Deposit Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0402 599793060.00 599793060.00 0.0015 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.910000% 06745GKL4 G5GSEF7VJP5I7OUK5573 US06745GKL40 Certificate of Deposit Y 2026-08-03 2026-11-16 2026-11-16 N N N 0.0382 500137750.00 500137750.00 0.0013 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.910000% 06745GKN0 G5GSEF7VJP5I7OUK5573 US06745GKN06 Certificate of Deposit Y 2026-08-03 2026-11-18 2026-11-18 N N N 0.0382 500134300.00 500134300.00 0.0013 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.980000% 06745GKY6 G5GSEF7VJP5I7OUK5573 US06745GKY60 Certificate of Deposit Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0408 999552200.00 999552200.00 0.0026 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.980000% 06745GKZ3 G5GSEF7VJP5I7OUK5573 US06745GKZ36 Certificate of Deposit Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0410 999482800.00 999482800.00 0.0026 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 3.970000% 06745GLB5 G5GSEF7VJP5I7OUK5573 US06745GLB58 Certificate of Deposit Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0408 356831995.80 356831995.80 0.0009 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.170000% 06745GLF6 G5GSEF7VJP5I7OUK5573 US06745GLF62 Certificate of Deposit Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0411 1000161200.00 1000161200.00 0.0026 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 4.170000% 06745GLG4 G5GSEF7VJP5I7OUK5573 US06745GLG46 Certificate of Deposit Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0411 600095340.00 600095340.00 0.0015 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MHT6 549300KOFKIMD0C37W24 US06945MHT62 Asset Backed Commercial Paper Y 2026-08-27 2026-08-27 2026-08-27 N Y Societe Generale SA 1.0000 N 0.0376 99718130.00 99718130.00 0.0003 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MHU3 549300KOFKIMD0C37W24 US06945MHU36 Asset Backed Commercial Paper Y 2026-08-28 2026-08-28 2026-08-28 N Y Societe Generale SA 1.0000 N 0.0376 99707390.00 99707390.00 0.0003 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.900000% 0727MDHQ1 549300DJ6F1V4GISFC11 US0727MDHQ12 Certificate of Deposit Y 2026-08-12 2026-08-12 2026-08-12 N N N 0.0368 100006100.00 100006100.00 0.0003 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.870000% 0727MDHX6 549300DJ6F1V4GISFC11 US0727MDHX62 Certificate of Deposit Y 2026-08-28 2026-08-28 2026-08-28 N N N 0.0368 200024740.00 200024740.00 0.0005 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 3.890000% 0727MDJC0 549300DJ6F1V4GISFC11 US0727MDJC08 Certificate of Deposit Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0369 250047375.00 250047375.00 0.0006 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BJU7 5493000JWH1Z48FX0180 US07644BJU70 Asset Backed Commercial Paper Y 2026-09-28 2026-09-28 2026-09-28 N Y Royal Bank of Canada 1.0000 N 0.0378 298141170.00 298141170.00 0.0008 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BKP6 5493000JWH1Z48FX0180 US07644BKP66 Asset Backed Commercial Paper Y 2026-10-23 2026-10-23 2026-10-23 N Y Royal Bank of Canada 1.0000 N 0.0383 99106800.00 99106800.00 0.0003 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BKS0 5493000JWH1Z48FX0180 US07644BKS06 Asset Backed Commercial Paper Y 2026-10-26 2026-10-26 2026-10-26 N Y Royal Bank of Canada 1.0000 N 0.0383 148610175.00 148610175.00 0.0004 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BKT8 5493000JWH1Z48FX0180 US07644BKT88 Asset Backed Commercial Paper Y 2026-10-27 2026-10-27 2026-10-27 N Y Royal Bank of Canada 1.0000 N 0.0384 99062310.00 99062310.00 0.0003 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BKV3 5493000JWH1Z48FX0180 US07644BKV35 Asset Backed Commercial Paper Y 2026-10-29 2026-10-29 2026-10-29 N Y Royal Bank of Canada 1.0000 N 0.0384 148560000.00 148560000.00 0.0004 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BL59 5493000JWH1Z48FX0180 US07644BL599 Asset Backed Commercial Paper Y 2026-11-05 2026-11-05 2026-11-05 N Y Royal Bank of Canada 1.0000 N 0.0386 98959680.00 98959680.00 0.0003 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BM74 5493000JWH1Z48FX0180 US07644BM746 Asset Backed Commercial Paper Y 2026-12-07 2026-12-07 2026-12-07 N Y Royal Bank of Canada 1.0000 N 0.0395 147877950.00 147877950.00 0.0004 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BNK4 5493000JWH1Z48FX0180 US07644BNK43 Asset Backed Commercial Paper Y 2027-01-19 2027-01-19 2027-01-19 N Y Royal Bank of Canada 1.0000 N 0.0401 196173320.00 196173320.00 0.0005 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BNM0 5493000JWH1Z48FX0180 US07644BNM09 Asset Backed Commercial Paper Y 2027-01-21 2027-01-21 2027-01-21 N Y Royal Bank of Canada 1.0000 N 0.0401 245159425.00 245159425.00 0.0006 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BNT5 5493000JWH1Z48FX0180 US07644BNT51 Asset Backed Commercial Paper Y 2027-01-27 2027-01-27 2027-01-27 N Y Royal Bank of Canada 1.0000 N 0.0401 244987500.00 244987500.00 0.0006 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BPA4 5493000JWH1Z48FX0180 US07644BPA43 Asset Backed Commercial Paper Y 2027-02-10 2027-02-10 2027-02-10 N Y Royal Bank of Canada 1.0000 N 0.0403 146744760.00 146744760.00 0.0004 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BPJ5 5493000JWH1Z48FX0180 US07644BPJ51 Asset Backed Commercial Paper Y 2027-02-18 2027-02-18 2027-02-18 N Y Royal Bank of Canada 1.0000 N 0.0404 97734860.00 97734860.00 0.0003 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 3.930000% 07647XAF8 5493000JWH1Z48FX0180 US07647XAF87 Asset Backed Commercial Paper Y 2026-08-03 2026-11-16 2026-11-16 N Y Royal Bank of Canada 1.0000 N 0.0379 150063525.00 150063525.00 0.0004 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MH49 549300PGDCWK6DU9QM65 US08224MH495 Asset Backed Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N Y Societe Generale SA 1.0000 N 0.0368 129042200.15 129042200.15 0.0003 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MH64 549300PGDCWK6DU9QM65 US08224MH644 Asset Backed Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y Societe Generale SA 1.0000 N 0.0369 443727162.00 443727162.00 0.0011 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MHS6 549300PGDCWK6DU9QM65 US08224MHS61 Asset Backed Commercial Paper Y 2026-08-26 2026-08-26 2026-08-26 N Y Societe Generale SA 1.0000 N 0.0376 244334114.50 244334114.50 0.0006 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MJ47 549300PGDCWK6DU9QM65 US08224MJ475 Asset Backed Commercial Paper Y 2026-09-04 2026-09-04 2026-09-04 N Y Societe Generale SA 1.0000 N 0.0378 124541025.00 124541025.00 0.0003 N N N N BRECKENRIDGE TERRACE, LLC HOUSING FACILITIES REVENUE NOTES SERIES 1999B 3.950000% 106538AB7 N/A US106538AB78 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2039-05-01 Y Bank of America NA 1.0000 7 N N N 0.0395 1000000.00 1000000.00 0.0000 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P3JB9 8O46YQAGJ63WE5QHIG35 US1247P3JB95 Asset Backed Commercial Paper Y 2026-09-11 2026-09-11 2026-09-11 N Y Citibank NA 1.0000 N 0.0378 74669422.50 74669422.50 0.0002 N N N N CP CANYONS WFH LLC TAXABLE M/F HOUSING RB (SKYVIEW RESIDENCES) SERIES 2025A 3.720000% 12658PAB0 254900F9PG6QUBCJUL32 US12658PAB04 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-02-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 20600000.00 20600000.00 0.0001 N N Y N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HH35 25490002FPRX2W8W9V23 US12710HH356 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0366 49984730.00 49984730.00 0.0001 N Y Y N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HKE7 25490002FPRX2W8W9V23 US12710HKE70 Asset Backed Commercial Paper Y 2026-10-14 2026-10-14 2026-10-14 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0382 119045004.00 119045004.00 0.0003 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HKK3 25490002FPRX2W8W9V23 US12710HKK31 Asset Backed Commercial Paper Y 2026-10-19 2026-10-19 2026-10-19 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0383 32580325.25 32580325.25 0.0001 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HL22 25490002FPRX2W8W9V23 US12710HL226 Asset Backed Commercial Paper Y 2026-11-02 2026-11-02 2026-11-02 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0386 118790748.00 118790748.00 0.0003 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HM70 25490002FPRX2W8W9V23 US12710HM703 Asset Backed Commercial Paper Y 2026-12-07 2026-12-07 2026-12-07 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0395 111671286.53 111671286.53 0.0003 N N N N CABOT TRAIL FUNDING LLC CABOT TRAIL FUNDING LLC 0.000000% 12710HN79 25490002FPRX2W8W9V23 US12710HN792 Asset Backed Commercial Paper Y 2027-01-07 2027-01-07 2027-01-07 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0401 49109630.00 49109630.00 0.0001 N N N N California Municipal Finance Auth VARIABLE RATE DEMAND M/F HOUSING RB (ELOWEN OAK APTS) SERIES 2026 3.720000% 130483LB4 5493000UQOV6R4ZWS346 US130483LB47 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2066-03-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 10000000.00 10000000.00 0.0000 N N Y N California Public Finance Auth RB (ADVENTIST HEALTH) SERIES 2024C 3.720000% 13057EHU1 N/A US13057EHU10 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2064-12-01 Y PNC Bank NA 1.0000 7 N N N 0.0372 45000000.00 45000000.00 0.0001 N N Y N California Enterprise Development Finance Auth RB (UNACEM NORTH AMERICA INC) SERIES 2025A 3.720000% 13067RGB3 549300544P6FSHU1HB46 US13067RGB33 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2045-12-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0372 67500000.00 67500000.00 0.0002 N N Y N California Enterprise Development Finance Auth TAXABLE VARIABLE RATE DEMAND RB (UNACEM NORTH AMERICA INC) SERIES 2025B 3.720000% 13067RGC1 549300544P6FSHU1HB46 US13067RGC16 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2045-12-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0372 22500000.00 22500000.00 0.0001 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.760000% 13606DSJ2 549300H8L46OOZOFHU82 US13606DSJ27 0000800030 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 99000415.80 99000415.80 0.0003 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.890000% 13606DVH2 549300H8L46OOZOFHU82 US13606DVH24 0000800030 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0384 250005750.00 250005750.00 0.0006 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 3.940000% 13606DVR0 549300H8L46OOZOFHU82 US13606DVR06 0000800030 Certificate of Deposit Y 2027-02-08 2027-02-08 2027-02-08 N N N 0.0413 249705525.00 249705525.00 0.0006 N N N N CELLMARK, INC TAXABLE NOTES SERIES 2018A 3.720000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0372 140000000.00 140000000.00 0.0004 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 4.020000% 15963W2A9 549300EEWRNP448AMT79 US15963W2A94 Asset Backed Commercial Paper Y 2026-08-03 2027-04-27 2027-04-27 N Y JPMorgan Chase Bank NA 1.0000 N 0.0401 395025675.00 395025675.00 0.0010 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 3.950000% 15963WX98 549300EEWRNP448AMT79 US15963WX982 Asset Backed Commercial Paper Y 2026-08-03 2026-12-18 2026-12-18 N Y JPMorgan Chase Bank NA 1.0000 N 0.0397 210992722.61 210992722.61 0.0005 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 3.950000% 15963WY55 549300EEWRNP448AMT79 US15963WY550 Asset Backed Commercial Paper Y 2026-08-03 2026-12-04 2026-12-04 N Y JPMorgan Chase Bank NA 1.0000 N 0.0394 325005151.25 325005151.25 0.0008 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 4.020000% 15963WZ96 549300EEWRNP448AMT79 US15963WZ961 Asset Backed Commercial Paper Y 2026-08-03 2027-04-30 2027-04-30 N Y JPMorgan Chase Bank NA 1.0000 N 0.0401 355023181.50 355023181.50 0.0009 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WJB4 5493000FNFK79LCM6M65 US16115WJB46 Asset Backed Commercial Paper Y 2026-09-11 2026-09-11 2026-09-11 N Y Citibank NA 1.0000 N 0.0378 99558770.00 99558770.00 0.0003 N N N N CHARTA LLC CHARTA LLC 3.900000% 16115YAE3 5493000FNFK79LCM6M65 US16115YAE32 Asset Backed Commercial Paper Y 2026-08-03 2026-12-02 2026-12-02 N Y Citibank NA 1.0000 N 0.0383 250063475.00 250063475.00 0.0006 N N N N CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000% 16537JH58 N/A US16537JH587 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y Societe Generale SA 1.0000 N 0.0368 149923395.00 149923395.00 0.0004 N N Y N CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000% 16538CH37 N/A US16538CH374 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y HONGKONG AND SHANGHAI BANKING CORPORATION LTD 0.6000 HSBC BANK PLC 0.4000 N 0.0367 261919775.60 261919775.60 0.0007 N Y Y N CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000% 16538CH60 N/A US16538CH606 Asset Backed Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y HONGKONG AND SHANGHAI BANKING CORPORATION LTD 0.6000 HSBC BANK PLC 0.4000 N 0.0368 205873701.40 205873701.40 0.0005 N N Y N CITIGROUP GLOBAL MARKETS HOLDINGS INC CITIGROUP GLOBAL MARKETS HOLDINGS INC 0.000000% 17291YLJ4 82VOJDD5PTRDMVVMGV31 US17291YLJ46 0000315030 Financial Company Commercial Paper Y 2026-11-18 2026-11-18 2026-11-18 N N N 0.0390 790466640.00 790466640.00 0.0020 N N N N CITIGROUP GLOBAL MARKETS HOLDINGS INC CITIGROUP GLOBAL MARKETS HOLDINGS INC 0.000000% 17291YLK1 82VOJDD5PTRDMVVMGV31 US17291YLK19 0000315030 Financial Company Commercial Paper Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0390 592779420.00 592779420.00 0.0015 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.950000% 1730QPCS4 MBNUM2BPBDO7JBLYG310 US1730QPCS44 0000315030 Financial Company Commercial Paper Y 2026-08-03 2026-09-02 2026-09-02 N N N 0.0378 155023281.00 155023281.00 0.0004 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.950000% 1730QPCU9 MBNUM2BPBDO7JBLYG310 US1730QPCU99 0000315030 Financial Company Commercial Paper Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0378 500078400.00 500078400.00 0.0013 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.940000% 19423RSA8 549300ZLXI3T111CH173 US19423RSA85 Asset Backed Commercial Paper Y 2026-08-03 2026-11-23 2026-11-23 N Y JP Morgan Securities LLC 1.0000 N 0.0393 124001070.12 124001070.12 0.0003 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.940000% 19423RSC4 549300ZLXI3T111CH173 US19423RSC42 Asset Backed Commercial Paper Y 2026-08-03 2026-11-24 2026-11-24 N Y JP Morgan Securities LLC 1.0000 N 0.0393 245002266.25 245002266.25 0.0006 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.970000% 19423RSD2 549300ZLXI3T111CH173 US19423RSD25 Asset Backed Commercial Paper Y 2026-08-03 2026-12-07 2026-12-07 N Y JP Morgan Securities LLC 1.0000 N 0.0394 365012716.60 365012716.60 0.0009 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.220000% 19423RSG5 549300ZLXI3T111CH173 US19423RSG55 Asset Backed Commercial Paper Y 2026-12-21 2026-12-21 2026-12-21 N Y JP Morgan Securities LLC 1.0000 N 0.0413 800082800.00 800082800.00 0.0021 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000% 19423RT25 549300ZLXI3T111CH173 US19423RT254 Asset Backed Commercial Paper Y 2027-01-12 2027-01-12 2027-01-12 N Y JP Morgan Securities LLC 1.0000 N 0.0418 284789242.50 284789242.50 0.0007 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.060000% 19423RT74 549300ZLXI3T111CH173 US19423RT742 Asset Backed Commercial Paper Y 2027-01-25 2027-01-25 2027-01-25 N Y JP Morgan Securities LLC 1.0000 N 0.0419 233805663.00 233805663.00 0.0006 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.050000% 19423RT82 549300ZLXI3T111CH173 US19423RT825 Asset Backed Commercial Paper Y 2027-01-26 2027-01-26 2027-01-26 N Y JP Morgan Securities LLC 1.0000 N 0.0419 129884833.00 129884833.00 0.0003 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 3.970000% 19423RTH2 549300ZLXI3T111CH173 US19423RTH20 Asset Backed Commercial Paper Y 2026-08-03 2027-02-12 2027-02-12 N Y JP Morgan Securities LLC 1.0000 N 0.0399 211989908.80 211989908.80 0.0005 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.110000% 19423RTN9 549300ZLXI3T111CH173 US19423RTN97 Asset Backed Commercial Paper Y 2027-02-23 2027-02-23 2027-02-23 N Y JP Morgan Securities LLC 1.0000 N 0.0422 599517060.00 599517060.00 0.0015 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.280000% 19423RU23 549300ZLXI3T111CH173 US19423RU237 Asset Backed Commercial Paper Y 2027-02-26 2027-02-26 2027-02-26 N Y JP Morgan Securities LLC 1.0000 N 0.0423 125025437.50 125025437.50 0.0003 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.430000% 19423RUV9 549300ZLXI3T111CH173 US19423RUV94 Asset Backed Commercial Paper Y 2027-04-23 2027-04-23 2027-04-23 N Y JP Morgan Securities LLC 1.0000 N 0.0418 263476424.50 263476424.50 0.0007 N N N N Colorado Housing & Finance Auth S/F MORTGAGE CLASS II BONDS SERIES 2023F2 3.720000% 1964802P1 5493005GIROYQAWBMC18 US1964802P13 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2043-05-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 23965000.00 23965000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS II BONDS SERIES 2023A2 3.720000% 196480T72 5493005GIROYQAWBMC18 US196480T724 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2043-05-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 20155000.00 20155000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025N2 3.720000% 19648G2A9 5493005GIROYQAWBMC18 US19648G2A90 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 19000000.00 19000000.00 0.0000 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025O2 3.720000% 19648G2X9 5493005GIROYQAWBMC18 US19648G2X93 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2049-05-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 39520000.00 39520000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2026C2 3.720000% 19648G6Z0 5493005GIROYQAWBMC18 US19648G6Z06 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2049-11-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 28000000.00 28000000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SEIRES 2026F2 3.720000% 19648G7B2 5493005GIROYQAWBMC18 US19648G7B29 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 15500000.00 15500000.00 0.0000 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2023N2 3.720000% 19648GAY8 5493005GIROYQAWBMC18 US19648GAY89 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2046-11-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 22000000.00 22000000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025H2 3.720000% 19648GF23 5493005GIROYQAWBMC18 US19648GF233 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2048-11-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 36760000.00 36760000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2024A2 3.720000% 19648GGW6 5493005GIROYQAWBMC18 US19648GGW69 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-11-01 Y Bank of America NA 1.0000 7 Y N N 0.0372 30750000.00 30750000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2024B2 3.720000% 19648GGY2 5493005GIROYQAWBMC18 US19648GGY26 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2050-05-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 14740000.00 14740000.00 0.0000 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2024C2 3.720000% 19648GHX3 5493005GIROYQAWBMC18 US19648GHX34 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2054-11-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 47490000.00 47490000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025L2 3.720000% 19648GM74 5493005GIROYQAWBMC18 US19648GM742 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2049-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 26000000.00 26000000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2024F2 3.720000% 19648GPD8 5493005GIROYQAWBMC18 US19648GPD87 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-05-01 Y TD Bank NA 1.0000 7 Y N N 0.0372 11325000.00 11325000.00 0.0000 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025D2 3.720000% 19648GWD0 5493005GIROYQAWBMC18 US19648GWD05 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2049-05-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 35000000.00 35000000.00 0.0001 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2025G2 3.720000% 19648GZH8 5493005GIROYQAWBMC18 US19648GZH81 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-05-01 Y Bank of America NA 1.0000 7 Y N N 0.0372 15910000.00 15910000.00 0.0000 N N Y N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2026G2 3.720000% 19648HAA8 5493005GIROYQAWBMC18 US19648HAA86 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2050-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 18000000.00 18000000.00 0.0000 N N Y N COLUMBIA ORANGE CT LLC VARIABLE RATE DEMAND M/F HOUSING RB SERIES 2026A 3.720000% 198238AA5 549300A7LCJ1MYXC2720 US198238AA53 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2046-03-11 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 41000000.00 41000000.00 0.0001 N N Y N COMMERZBANK AG (NEW YORK BRANCH) COMMERZBANK AG (NEW YORK BRANCH) 3.660000% 20259YSJ1 851WYGNLUQLFZBSYGB56 US20259YSJ19 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 500000200.00 500000200.00 0.0013 N Y Y N COMMERZBANK AG (NEW YORK BRANCH) COMMERZBANK AG (NEW YORK BRANCH) 3.680000% 20259YSM4 851WYGNLUQLFZBSYGB56 US20259YSM48 Certificate of Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 750002625.00 750002625.00 0.0019 N N Y N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.000000% 20272EJ82 MSFSBD3QN1GSN7Q6C537 US20272EJ822 0000008565 Financial Company Commercial Paper Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0372 497986100.00 497986100.00 0.0013 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.090000% 20632CFP7 549300B4YYZ4SNU1JB49 US20632CFP77 Asset Backed Commercial Paper Y 2026-08-03 2026-09-17 2026-09-17 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0388 211035401.58 211035401.58 0.0005 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.090000% 20632CFQ5 549300B4YYZ4SNU1JB49 US20632CFQ50 Asset Backed Commercial Paper Y 2026-08-03 2026-09-18 2026-09-18 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0388 183012315.90 183012315.90 0.0005 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.000000% 20632CFX0 549300B4YYZ4SNU1JB49 US20632CFX02 Asset Backed Commercial Paper Y 2026-08-03 2026-11-05 2026-11-05 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0392 63010125.99 63010125.99 0.0002 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.000000% 20632CGG6 549300B4YYZ4SNU1JB49 US20632CGG69 Asset Backed Commercial Paper Y 2026-08-03 2026-11-24 2026-11-24 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0396 58007778.38 58007778.38 0.0001 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.050000% 20632CGN1 549300B4YYZ4SNU1JB49 US20632CGN11 Asset Backed Commercial Paper Y 2026-08-03 2026-12-23 2026-12-23 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0398 289060273.84 289060273.84 0.0007 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES C CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.250000% 20632CGR2 549300B4YYZ4SNU1JB49 US20632CGR25 Asset Backed Commercial Paper Y 2027-01-11 2027-01-11 2027-01-11 N Y Mizuho Bank Ltd 0.9500 MIZUHO SECURITIES USA LLC 0.0500 N 0.0421 100012320.00 100012320.00 0.0003 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES B CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000% 20632LH59 549300B4YYZ4SNU1JB49 US20632LH594 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y GOLDMAN SACHS INTERNATIONAL 1.0000 N 0.0370 55714375.97 55714375.97 0.0001 N N Y N CONCORD MINUTEMEN CAPITAL CO LLC SERIES B CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000% 20632LHT7 549300B4YYZ4SNU1JB49 US20632LHT70 Asset Backed Commercial Paper Y 2026-08-27 2026-08-27 2026-08-27 N Y GOLDMAN SACHS INTERNATIONAL 1.0000 N 0.0380 219373286.00 219373286.00 0.0006 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES B CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 0.000000% 20632LK89 549300B4YYZ4SNU1JB49 US20632LK895 Asset Backed Commercial Paper Y 2026-10-08 2026-10-08 2026-10-08 N Y GOLDMAN SACHS INTERNATIONAL 1.0000 N 0.0386 119111976.00 119111976.00 0.0003 N N N N CONCORD MINUTEMEN CAPITAL CO LLC SERIES B CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 3.790000% 20634PEZ5 549300B4YYZ4SNU1JB49 US20634PEZ53 Asset Backed Commercial Paper Y 2026-08-03 2026-08-07 2027-01-07 Y CONCORD MINUTEMEN CAPITAL CO LLC SERIES B 1.0000 7 N Y GOLDMAN SACHS INTERNATIONAL 1.0000 N 0.0378 300054717.00 300054717.00 0.0008 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.890000% 21684MAD2 N/A US21684MAD20 0001098062 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0386 249995300.00 249995300.00 0.0006 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000% 21684MAE0 N/A US21684MAE03 0001098062 Certificate of Deposit Y 2027-02-01 2027-02-01 2027-02-01 N N N 0.0410 249746600.00 249746600.00 0.0006 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.220000% 21684MBD1 N/A US21684MBD11 0001098062 Certificate of Deposit Y 2027-03-25 2027-03-25 2027-03-25 N N N 0.0421 248987076.90 248987076.90 0.0006 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.210000% 21684MBE9 N/A US21684MBE93 0001098062 Certificate of Deposit Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0424 99967450.00 99967450.00 0.0003 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.940000% 21684X5C6 N/A US21684X5C67 0001098062 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0362 100001750.00 100001750.00 0.0003 N Y Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.870000% 21684X5P7 N/A US21684X5P70 0001098062 Certificate of Deposit Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0373 250009425.00 250009425.00 0.0006 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.850000% 21684X6U5 N/A US21684X6U56 0001098062 Certificate of Deposit Y 2026-12-09 2026-12-09 2026-12-09 N N N 0.0395 249853025.00 249853025.00 0.0006 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.790000% 22536XAH7 254900BN8XS34XZDJ223 US22536XAH70 0001330437 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0361 400003840.00 400003840.00 0.0010 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.800000% 22536XBR4 254900BN8XS34XZDJ223 US22536XBR44 0001330437 Certificate of Deposit Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0365 152011506.40 152011506.40 0.0004 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000% 22536XER1 254900BN8XS34XZDJ223 US22536XER17 0001330437 Certificate of Deposit Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0385 400110680.00 400110680.00 0.0010 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.980000% 22536XFE9 254900BN8XS34XZDJ223 US22536XFE94 0001330437 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0385 500116800.00 500116800.00 0.0013 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.960000% 22536XFF6 N/A US22536XFF69 0001098062 Certificate of Deposit Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0385 658119163.80 658119163.80 0.0017 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.920000% 22536XFK5 254900BN8XS34XZDJ223 US22536XFK54 0001330437 Certificate of Deposit Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0385 592043452.80 592043452.80 0.0015 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 3.900000% 22536XGA6 254900BN8XS34XZDJ223 US22536XGA63 0001330437 Certificate of Deposit Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0385 600017400.00 600017400.00 0.0015 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.000000% 22536XJD7 254900BN8XS34XZDJ223 US22536XJD75 0001330437 Certificate of Deposit Y 2026-12-08 2026-12-08 2026-12-08 N N N 0.0393 260046488.00 260046488.00 0.0007 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.090000% 22536XKN3 254900BN8XS34XZDJ223 US22536XKN39 0001330437 Certificate of Deposit Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0401 300084420.00 300084420.00 0.0008 N N N N CYNTHIA REESE ISSUING TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 3.720000% 23257MAA1 N/A US23257MAA18 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2073-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 28830000.00 28830000.00 0.0001 N N Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K1LA6 549300GKFG0RYRRQ1414 US2332K1LA60 0001498632 Financial Company Commercial Paper Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0385 296730180.00 296730180.00 0.0008 N N N N DMT LANCASTER LLC TAXABLE M/F HOUSING RB (DESERT MEADOWS TOWNHOMES) SERIES 2024A 3.720000% 23347EAA1 254900N3M1UTXY73BU36 US23347EAA10 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2062-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 23020000.00 23020000.00 0.0001 N N Y N EAGLE CNTY RB (BC HOUSING) SERIES 1997B 3.950000% 269476AB3 N/A US269476AB37 Variable Rate Demand Note Y 2026-08-06 2026-08-07 2027-06-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0395 1500000.00 1500000.00 0.0000 N N Y N EAGLE CNTY RB (TARNES AT BC) SERIES 1999B 3.950000% 269476AD9 N/A US269476AD92 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2039-05-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0395 2410000.00 2410000.00 0.0000 N N Y N EDUCATION LOAN FINANCE INC TAXABLE BONDS SERIES 2026-1 3.720000% 28140PAA4 54930082QM2EYHX0XK85 US28140PAA49 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2054-12-01 Y Bank of America NA 1.0000 7 N N N 0.0372 80087000.00 80087000.00 0.0002 N N Y N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WJR1 549300GKD6SUOVFV4H89 US30601WJR16 Asset Backed Commercial Paper Y 2026-09-25 2026-09-25 2026-09-25 N Y Bank of Montreal 1.0000 N 0.0380 74556667.50 74556667.50 0.0002 N N N N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WM48 549300GKD6SUOVFV4H89 US30601WM487 Asset Backed Commercial Paper Y 2026-12-04 2026-12-04 2026-12-04 N Y Bank of Montreal 1.0000 N 0.0396 49306300.00 49306300.00 0.0001 N N N N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WM89 549300GKD6SUOVFV4H89 US30601WM891 Asset Backed Commercial Paper Y 2026-12-08 2026-12-08 2026-12-08 N Y Bank of Montreal 1.0000 N 0.0397 98565190.00 98565190.00 0.0003 N N N N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WN54 549300GKD6SUOVFV4H89 US30601WN543 Asset Backed Commercial Paper Y 2027-01-05 2027-01-05 2027-01-05 N Y Bank of Montreal 1.0000 N 0.0403 98233330.00 98233330.00 0.0003 N N N N FALCON ASSET FUNDING LLC FALCON ASSET FUNDING LLC 3.950000% 30608HFA8 254900AGHU3V6ARMLZ93 US30608HFA86 Asset Backed Commercial Paper Y 2026-08-03 2026-12-15 2026-12-15 N Y JPMorgan Chase Bank NA 1.0000 N 0.0393 265008442.90 265008442.90 0.0007 N N N N FALCON ASSET FUNDING LLC FALCON ASSET FUNDING LLC 3.950000% 30608HFD2 254900AGHU3V6ARMLZ93 US30608HFD26 Asset Backed Commercial Paper Y 2026-08-03 2026-12-01 2026-12-01 N Y JPMorgan Chase Bank NA 1.0000 N 0.0393 482010035.24 482010035.24 0.0012 N N N N FALCON ASSET FUNDING LLC FALCON ASSET FUNDING LLC 4.020000% 30608HFQ3 254900AGHU3V6ARMLZ93 US30608HFQ39 Asset Backed Commercial Paper Y 2026-08-03 2027-04-30 2027-04-30 N Y JPMorgan Chase Bank NA 1.0000 N 0.0401 257016782.10 257016782.10 0.0007 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GJ38 549300B2Q47IR0CR5B54 US31428GJ384 Financial Company Commercial Paper Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0375 298938810.00 298938810.00 0.0008 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GNF6 549300B2Q47IR0CR5B54 US31428GNF62 Financial Company Commercial Paper Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0398 294425190.00 294425190.00 0.0008 N N N N 448 5TH STREET VENTURE LLC TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (THRIVE ON 5TH) SERIES 2026A 3.720000% 35085TAA8 254900TIYZ3UDEOUH222 US35085TAA88 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2066-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 27560000.00 27560000.00 0.0001 N N Y N FOXWOOD CROSSING LLC M/F HOUSING RB (FOXWOOD CROSSING) SERIES 2026A 3.720000% 35165CAA8 549300FU3521GKNY7B52 US35165CAA80 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2066-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 32000000.00 32000000.00 0.0001 N N Y N GINA RISTOW BELLING 2022 TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 3.720000% 37612DAA1 N/A US37612DAA19 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2074-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 37170000.00 37170000.00 0.0001 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MJ13 549300Z2ZR7VTUMRPR17 US38346MJ132 Asset Backed Commercial Paper Y 2026-09-01 2026-09-01 2026-09-01 N Y MUFG BANK LTD 1.0000 N 0.0377 99664770.00 99664770.00 0.0003 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346ML69 549300Z2ZR7VTUMRPR17 US38346ML690 Asset Backed Commercial Paper Y 2026-11-06 2026-11-06 2026-11-06 N Y MUFG BANK LTD 1.0000 N 0.0388 296828070.00 296828070.00 0.0008 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MMM3 549300Z2ZR7VTUMRPR17 US38346MMM37 Asset Backed Commercial Paper Y 2026-12-21 2026-12-21 2026-12-21 N Y MUFG BANK LTD 1.0000 N 0.0400 492063500.00 492063500.00 0.0013 N N N N GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000% 39014JH37 635400VTTJNS4TKPEZ96 US39014JH374 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y Bank of Nova Scotia 1.0000 N 0.0367 285912426.80 285912426.80 0.0007 N Y Y N GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000% 39014JH45 635400VTTJNS4TKPEZ96 US39014JH457 Asset Backed Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N Y Bank of Nova Scotia 1.0000 N 0.0368 269889732.00 269889732.00 0.0007 N N Y N GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000% 39014JH52 635400VTTJNS4TKPEZ96 US39014JH523 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y Bank of Nova Scotia 1.0000 N 0.0368 59969358.00 59969358.00 0.0002 N N Y N GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000% 39014JH60 635400VTTJNS4TKPEZ96 US39014JH606 Asset Backed Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y Bank of Nova Scotia 1.0000 N 0.0368 154904969.50 154904969.50 0.0004 N N Y N GREYSHOE ISSUING TRUST VARIABLE RATE DEMAND NOTES SERIES 2026 3.720000% 39808XAB5 N/A US39808XAB55 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2076-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 45020000.00 45020000.00 0.0001 N N Y N GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA 3.930000% 40054PMD4 KD3XUN7C6T14HNAYLU02 US40054PMD41 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0390 749663550.00 749663550.00 0.0019 N N N N HACIENDA INVESTORS LP M/F HOUSING RB (WINDMERE COURT) SERIES 2025A 3.720000% 40451HAA0 254900D8TWTW7UVMP939 US40451HAA05 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 11500000.00 11500000.00 0.0000 N N Y N HACIENDA INVESTORS LP M/F HOUSING RB (PINETREE TERRANCE) SERIES 2025A 3.720000% 40451HAB8 254900D8TWTW7UVMP939 US40451HAB87 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-08-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 13000000.00 13000000.00 0.0000 N N Y N HOUSING VENTURE IA CA LP M/F HOUSING RB (JEFFERY COURT SR APTS)SERIES 2015A 3.720000% 441822AA1 549300HDS5TMYS62B243 US441822AA18 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 11145000.00 11145000.00 0.0000 N N Y N ING US FUNDING LLC ING US FUNDING LLC 3.940000% 44988GHW1 254900QX5Y2ZDZ6XBT08 US44988GHW15 Financial Company Commercial Paper Y 2026-08-03 2026-10-22 2026-10-22 N Y ING Bank NV 1.0000 N 0.0384 500114450.00 500114450.00 0.0013 N N N N ILLINOIS HOUSING DEVELOPMENT AUTH HOUSING BONDS SERIES 2017A2 3.720000% 45201LA21 54930053Z6M9JVHBQZ16 US45201LA214 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2048-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 27595000.00 27595000.00 0.0001 N N Y N ILLINOIS HSG DEV AUTH 2016 M/F RB SERIES 2022C 3.720000% 45202BLE4 54930053Z6M9JVHBQZ16 US45202BLE47 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2052-01-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 12010000.00 12010000.00 0.0000 N N Y N Illinois Hsg Development Auth March 2016 S/F RB SERIES 2024G 3.720000% 45203ME80 54930053Z6M9JVHBQZ16 US45203ME806 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2050-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 66665000.00 66665000.00 0.0002 N N Y N Illinois Hsg Development Auth March 2016 S/F TAXABLE RB SERIES 2023J 3.720000% 45203MQE4 54930053Z6M9JVHBQZ16 US45203MQE48 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2048-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 15250000.00 15250000.00 0.0000 N N Y N ILLINOIS HOUSING DEVELOPMENT AUTH RB SERIES 2025F 3.720000% 45203MV65 54930053Z6M9JVHBQZ16 US45203MV651 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2051-10-01 Y Royal Bank of Canada 1.0000 7 Y N Y ILLINOIS HSG DEV AUTH SFH Corporate Underlier 1.0000 0.0372 21665000.00 21665000.00 0.0001 N N Y N Illinois Finance Auth RB (UNIV OF CHICAGO) SERIES 2025A 3.720000% 45204FQ99 549300ZG6UBPNNNRN315 US45204FQ992 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-04-01 Y NORTHERN TRUST COMPANY (THE) 1.0000 7 Y N Y UNIVERSITY OF CHICAGO Corporate Underlier 1.0000 0.0372 35500000.00 35500000.00 0.0001 N N Y N ING BANK NV ING BANK NV 0.000000% 45687UP10 3TK20IVIUJ8J3ZU0QE75 US45687UP106 0001017255 Financial Company Commercial Paper Y 2027-02-01 2027-02-01 2027-02-01 N N N 0.0406 974257434.00 974257434.00 0.0025 N N N N ING BANK NV ING BANK NV 0.000000% 45687UP51 3TK20IVIUJ8J3ZU0QE75 US45687UP510 0001017255 Financial Company Commercial Paper Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0406 293602350.00 293602350.00 0.0008 N N N N ING US FUNDING LLC ING US FUNDING LLC 3.960000% 45687W2L7 254900QX5Y2ZDZ6XBT08 US45687W2L74 Financial Company Commercial Paper Y 2026-08-03 2026-11-05 2026-11-05 N Y ING Bank NV 1.0000 N 0.0387 500125900.00 500125900.00 0.0013 N N N N IOWA STUDENT LOAN LIQUIDITY CORP TAXABLE RB SERIES 20231 3.720000% 462590NM8 549300FO1LWVSZKGJK70 US462590NM80 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-03-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0372 43935000.00 43935000.00 0.0001 N N Y N J MACE MEEKS 2022 INSURANCE TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.720000% 46593GAA8 N/A US46593GAA85 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2072-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 4970000.00 4970000.00 0.0000 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.260000% 46651VHQ2 ZBUT11V806EZRVTWT807 US46651VHQ23 0000782124 Financial Company Commercial Paper Y 2027-04-16 2027-04-16 2027-04-16 N N N 0.0425 300015990.00 300015990.00 0.0008 N N N N JCSJC ISSUING TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2026 3.720000% 47215EAA9 N/A US47215EAA91 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2076-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 5010000.00 5010000.00 0.0000 N N Y N JEFFERSON MENIFEE LLC TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 3.720000% 474208AA3 N/A US474208AA39 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2062-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 56330000.00 56330000.00 0.0001 N N Y N JEFFERSON WESTCHESTER LLC TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 3.720000% 475490AA6 N/A US475490AA66 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2063-11-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 45415000.00 45415000.00 0.0001 N N Y N Keep Memory Alive TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 3.830000% 487437AA3 N/A US487437AA34 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2037-05-01 Y PNC Bank NA 1.0000 7 N N N 0.0383 25600000.00 25600000.00 0.0001 N N Y N LABCON NORTH AMERICA TAXABLE BONDS SERIES 2010 4.100000% 50537AAA2 N/A US50537AAA25 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2040-01-01 Y BANK OF MONTREAL 1.0000 7 N N N 0.0410 1780000.00 1780000.00 0.0000 N N Y N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 0.000000% 53127UJP6 549300F33VRHM10B9391 US53127UJP66 Asset Backed Commercial Paper Y 2026-09-23 2026-09-23 2026-09-23 N Y Bank of Nova Scotia 1.0000 N 0.0378 248582500.00 248582500.00 0.0006 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 3.970000% 53128PBU3 549300F33VRHM10B9391 US53128PBU30 Asset Backed Commercial Paper Y 2026-08-03 2026-09-14 2026-09-14 N Y Bank of Nova Scotia 1.0000 N 0.0374 125035025.00 125035025.00 0.0003 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 3.920000% 53128PBZ2 549300F33VRHM10B9391 US53128PBZ27 Asset Backed Commercial Paper Y 2026-08-03 2026-11-10 2026-11-10 N Y Bank of Nova Scotia 1.0000 N 0.0388 300034470.00 300034470.00 0.0008 N N N N LION BAY FUNDING LLC LION BAY FUNDING LLC 0.000000% 53619YH59 635400IQAPDH9DJ1QL85 US53619YH594 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y HONGKONG AND SHANGHAI BANKING CORPORATION LTD 0.3554 HSBC BANK PLC 0.6446 N 0.0367 215889991.20 215889991.20 0.0006 N N Y N LION BAY FUNDING LLC LION BAY FUNDING LLC 3.730000% 53620ABH8 635400IQAPDH9DJ1QL85 US53620ABH86 Asset Backed Commercial Paper Y 2026-08-03 2026-08-07 2026-10-14 Y LION BAY FUNDING LLC 1.0000 7 N Y HSBC BANK PLC 1.0000 N 0.0372 170006106.40 170006106.40 0.0004 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHB7 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2026-08-11 2026-08-11 2026-08-11 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0371 101934295.71 101934295.71 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHJ0 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2026-08-18 2026-08-18 2026-08-18 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0373 49906675.00 49906675.00 0.0001 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHR2 969500DWS97CYSHCPT49 US53944RHR21 Asset Backed Commercial Paper Y 2026-08-25 2026-08-25 2026-08-25 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0377 99738550.00 99738550.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHT8 969500DWS97CYSHCPT49 US53944RHT86 Asset Backed Commercial Paper Y 2026-08-27 2026-08-27 2026-08-27 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0378 49858440.00 49858440.00 0.0001 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHU5 969500DWS97CYSHCPT49 US53944RHU59 Asset Backed Commercial Paper Y 2026-08-28 2026-08-28 2026-08-28 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0378 49853000.00 49853000.00 0.0001 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJ82 969500DWS97CYSHCPT49 US53944RJ828 Asset Backed Commercial Paper Y 2026-09-08 2026-09-08 2026-09-08 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 101630339.79 101630339.79 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJ90 969500DWS97CYSHCPT49 US53944RJ901 Asset Backed Commercial Paper Y 2026-09-09 2026-09-09 2026-09-09 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 149367225.00 149367225.00 0.0004 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJA7 969500DWS97CYSHCPT49 US53944RJA77 Asset Backed Commercial Paper Y 2026-09-10 2026-09-10 2026-09-10 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 99567530.00 99567530.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJB5 969500DWS97CYSHCPT49 US53944RJB50 Asset Backed Commercial Paper Y 2026-09-11 2026-09-11 2026-09-11 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 99556900.00 99556900.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJE9 969500DWS97CYSHCPT49 US53944RJE99 Asset Backed Commercial Paper Y 2026-09-14 2026-09-14 2026-09-14 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 99525000.00 99525000.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJF6 969500DWS97CYSHCPT49 US53944RJF64 Asset Backed Commercial Paper Y 2026-09-15 2026-09-15 2026-09-15 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 99514360.00 99514360.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJJ8 969500DWS97CYSHCPT49 US53944RJJ86 Asset Backed Commercial Paper Y 2026-09-18 2026-09-18 2026-09-18 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0380 50835511.51 50835511.51 0.0001 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RJN9 969500DWS97CYSHCPT49 US53944RJN98 Asset Backed Commercial Paper Y 2026-09-22 2026-09-22 2026-09-22 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0381 99439770.00 99439770.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RL22 969500DWS97CYSHCPT49 US53944RL220 Asset Backed Commercial Paper Y 2026-11-02 2026-11-02 2026-11-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0388 100273192.81 100273192.81 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RLA4 969500DWS97CYSHCPT49 US53944RLA40 Asset Backed Commercial Paper Y 2026-11-10 2026-11-10 2026-11-10 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0391 101167845.90 101167845.90 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RLC0 969500DWS97CYSHCPT49 US53944RLC06 Asset Backed Commercial Paper Y 2026-11-12 2026-11-12 2026-11-12 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0391 48841715.78 48841715.78 0.0001 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RM39 969500DWS97CYSHCPT49 US53944RM392 Asset Backed Commercial Paper Y 2026-12-03 2026-12-03 2026-12-03 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0397 98621530.00 98621530.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RM70 969500DWS97CYSHCPT49 US53944RM707 Asset Backed Commercial Paper Y 2026-12-07 2026-12-07 2026-12-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0398 78859640.00 78859640.00 0.0002 N N N N LONGSHIP FUNDING LLC LONGSHIP FUNDING LLC 0.000000% 54316UH51 549300HYL7N00LBQMI55 US54316UH511 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y NORDEA BANK ABP 1.0000 N 0.0370 6996405.50 6996405.50 0.0000 N N Y N LOUISVILLE INVESTORS LLC TAXABLE M/F HOUSING RB (HARMONY AT TUCKER STATION) SERIES 2026A 3.720000% 546724AA3 N/A US546724AA39 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2066-04-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 50000000.00 50000000.00 0.0001 N N Y N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.770000% 55381BRS9 C3GTMMZIHMY46P4OIX74 US55381BRS96 0000852743 Certificate of Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0364 220002178.00 220002178.00 0.0006 N N Y N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.850000% 55381BSB5 C3GTMMZIHMY46P4OIX74 US55381BSB52 0000852743 Certificate of Deposit Y 2026-08-03 2026-08-17 2026-08-17 N N N 0.0370 290016501.00 290016501.00 0.0007 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.860000% 55381BSL3 C3GTMMZIHMY46P4OIX74 US55381BSL35 0000852743 Certificate of Deposit Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0372 410045920.00 410045920.00 0.0011 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.000000% 55381BTC2 C3GTMMZIHMY46P4OIX74 US55381BTC27 0000852743 Certificate of Deposit Y 2026-08-03 2026-09-11 2026-09-11 N N N 0.0373 200057020.00 200057020.00 0.0005 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.000000% 55381BTE8 C3GTMMZIHMY46P4OIX74 US55381BTE82 0000852743 Certificate of Deposit Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0373 500137550.00 500137550.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.000000% 55381BTF5 C3GTMMZIHMY46P4OIX74 US55381BTF57 0000852743 Certificate of Deposit Y 2026-08-03 2026-09-08 2026-09-08 N N N 0.0373 300081000.00 300081000.00 0.0008 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.960000% 55381BTX6 C3GTMMZIHMY46P4OIX74 US55381BTX63 0000852743 Certificate of Deposit Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0387 499903250.00 499903250.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.960000% 55381BTZ1 C3GTMMZIHMY46P4OIX74 US55381BTZ12 0000852743 Certificate of Deposit Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0383 510094401.00 510094401.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.940000% 55381BUB2 C3GTMMZIHMY46P4OIX74 US55381BUB25 0000852743 Certificate of Deposit Y 2026-10-21 2026-10-21 2026-10-21 N N N 0.0384 660088770.00 660088770.00 0.0017 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.940000% 55381BUJ5 C3GTMMZIHMY46P4OIX74 US55381BUJ50 0000852743 Certificate of Deposit Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0392 204990816.00 204990816.00 0.0005 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BVC9 C3GTMMZIHMY46P4OIX74 US55381BVC98 0000852743 Certificate of Deposit Y 2026-08-03 2026-12-10 2026-12-10 N N N 0.0389 1000086000.00 1000086000.00 0.0026 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BVD7 C3GTMMZIHMY46P4OIX74 US55381BVD71 0000852743 Certificate of Deposit Y 2026-08-03 2026-12-11 2026-12-11 N N N 0.0389 1000085700.00 1000085700.00 0.0026 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BVJ4 C3GTMMZIHMY46P4OIX74 US55381BVJ42 0000852743 Certificate of Deposit Y 2026-08-03 2026-12-17 2026-12-17 N N N 0.0389 350028070.00 350028070.00 0.0009 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BVK1 C3GTMMZIHMY46P4OIX74 US55381BVK15 0000852743 Certificate of Deposit Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0389 499136384.39 499136384.39 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.150000% 55381BWC8 C3GTMMZIHMY46P4OIX74 US55381BWC89 0000852743 Certificate of Deposit Y 2027-01-20 2027-01-20 2027-01-20 N N N 0.0409 500132400.00 500132400.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.130000% 55381BWH7 C3GTMMZIHMY46P4OIX74 US55381BWH76 0000852743 Certificate of Deposit Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0409 500085400.00 500085400.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.180000% 55381BWS3 C3GTMMZIHMY46P4OIX74 US55381BWS32 0000852743 Certificate of Deposit Y 2027-02-02 2027-02-02 2027-02-02 N N N 0.0410 498702739.95 498702739.95 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 4.180000% 55381BWT1 C3GTMMZIHMY46P4OIX74 US55381BWT15 0000852743 Certificate of Deposit Y 2027-02-03 2027-02-03 2027-02-03 N N N 0.0410 500200750.00 500200750.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BWX2 C3GTMMZIHMY46P4OIX74 US55381BWX27 0000852743 Certificate of Deposit Y 2026-08-03 2027-02-10 2027-02-10 N N N 0.0391 500022050.00 500022050.00 0.0013 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 3.920000% 55381BWY0 C3GTMMZIHMY46P4OIX74 US55381BWY00 0000852743 Certificate of Deposit Y 2026-08-03 2027-01-29 2027-01-29 N N N 0.0392 500012050.00 500012050.00 0.0013 N N N N MAINBEACH FUNDING LLC MAINBEACH FUNDING LLC 3.950000% 56036ACE5 635400CWJW29VERCBI90 US56036ACE55 Asset Backed Commercial Paper Y 2026-08-03 2026-11-03 2026-11-12 Y MAINBEACH FUNDING LLC 1.0000 95 N Y Deutsche Bank AG 1.0000 N 0.0392 200022286.00 200022286.00 0.0005 N N N N MAINBEACH FUNDING LLC MAINBEACH FUNDING LLC 0.000000% 56037CH47 635400CWJW29VERCBI90 US56037CH477 Asset Backed Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N Y Deutsche Bank AG 1.0000 N 0.0370 94960993.00 94960993.00 0.0002 N N Y N MAINBEACH FUNDING LLC MAINBEACH FUNDING LLC 0.000000% 56037CH54 635400CWJW29VERCBI90 US56037CH543 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y Deutsche Bank AG 1.0000 N 0.0370 41978433.00 41978433.00 0.0001 N N Y N MAINBEACH FUNDING LLC MAINBEACH FUNDING LLC 0.000000% 56037CH62 635400CWJW29VERCBI90 US56037CH626 Asset Backed Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y Deutsche Bank AG 1.0000 N 0.0370 20987055.60 20987055.60 0.0001 N N Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MH39 549300S0NSJYSOB32S63 US56274MH392 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0367 24992345.00 24992345.00 0.0001 N Y Y N Maricopa Cnty IDA RB (BANNER HEALTH) SERIES 2021B1 3.730000% 56682HDD8 N/A US56682HDD89 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2056-01-01 Y BANNER HEALTH 1.0000 7 N N N 0.0373 30700000.00 30700000.00 0.0001 N N Y N Massachusetts HFA HOUSING BONDS SERIES 2025A 3.720000% 57586VDY6 549300NLJBK1VP6K2K81 US57586VDY65 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2064-12-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 Y N N 0.0372 18000000.00 18000000.00 0.0000 N N Y N Massachusetts HFA S/F HOUSING RB SERIES 251 3.720000% 57587G3W3 549300NLJBK1VP6K2K81 US57587G3W39 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N Y MASSACHUSETTS HSG FIN AGENCY SINGLE FAMILY HOUSING Corporate Underlier 1.0000 0.0372 22500000.00 22500000.00 0.0001 N N Y N Massachusetts HFA TAXABLE S/F HOUSING RB SERIES 244 3.720000% 57587GY58 549300NLJBK1VP6K2K81 US57587GY583 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y Royal Bank of Canada 1.0000 7 Y N Y MASSACHUSETTS HSG FIN AGENCY SINGLE FAMILY HOUSING Corporate Underlier 1.0000 0.0372 20000000.00 20000000.00 0.0001 N N Y N Massachusetts S/F HFA S/F HOUSING RB SERIES 248 3.720000% 57587GY90 549300NLJBK1VP6K2K81 US57587GY906 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y STATE STREET BANK AND TRUST COMPANY 1.0000 7 Y N N 0.0372 17500000.00 17500000.00 0.0000 N N Y N SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT SUB WATER REFUNDING RB SERIES 2021A 3.720000% 59266TTK7 5493003GD0S0P56RLT45 US59266TTK78 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2042-07-01 Y Bank of America NA 1.0000 7 Y N N 0.0372 132550000.00 132550000.00 0.0003 N N Y N MICHELLE LEIGH LEGACY TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.720000% 594109AA8 N/A US594109AA83 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2075-10-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 52840000.00 52840000.00 0.0001 N N Y N Michigan HDA S/F GO BONDS SERIES 2025-1 3.720000% 594649M93 549300NSWW1HVXE93T03 US594649M933 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0372 22000000.00 22000000.00 0.0001 N N Y N Michigan HDA S/F MORTGAGE RB SERIES 2022C 3.720000% 594654QF5 549300NSWW1HVXE93T03 US594654QF55 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2052-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 43240000.00 43240000.00 0.0001 N N Y N Minnesota HFA RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026E 3.720000% 60416UD36 549300R89XDTQBK4GE22 US60416UD361 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2052-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 10000000.00 10000000.00 0.0000 N N Y N Minnesota HFA RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026H 3.720000% 60416UG58 549300R89XDTQBK4GE22 US60416UG588 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2056-07-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 10000000.00 10000000.00 0.0000 N N Y N Minnesota HFA RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026J 3.720000% 60416UP41 549300R89XDTQBK4GE22 US60416UP415 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-07-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 12500000.00 12500000.00 0.0000 N N Y N Minnesota HFA RESIDENTIAL HOUSING FINANCE BONDS SERIES 2026C 3.720000% 60416UYT6 549300R89XDTQBK4GE22 US60416UYT68 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2056-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 Y N N 0.0372 12500000.00 12500000.00 0.0000 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.850000% 60683FEX8 JBONEPAGQXF4QP29B387 US60683FEX87 0001462160 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0372 400003360.00 400003360.00 0.0010 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.850000% 60683FFN9 JBONEPAGQXF4QP29B387 US60683FFN96 0001462160 Certificate of Deposit Y 2026-08-03 2026-08-24 2026-08-24 N N N 0.0370 370029711.00 370029711.00 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.850000% 60683FFV1 JBONEPAGQXF4QP29B387 US60683FFV13 0001462160 Certificate of Deposit Y 2026-08-03 2026-08-31 2026-08-31 N N N 0.0371 382537599.75 382537599.75 0.0010 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.860000% 60683FFZ2 JBONEPAGQXF4QP29B387 US60683FFZ27 0001462160 Certificate of Deposit Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0371 402047074.20 402047074.20 0.0010 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.980000% 60683FGN8 JBONEPAGQXF4QP29B387 US60683FGN87 0001462160 Certificate of Deposit Y 2026-08-03 2026-09-21 2026-09-21 N N N 0.0372 420147042.00 420147042.00 0.0011 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.000000% 60683FGR9 JBONEPAGQXF4QP29B387 US60683FGR91 0001462160 Certificate of Deposit Y 2026-08-03 2026-09-25 2026-09-25 N N N 0.0372 615252273.00 615252273.00 0.0016 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.000000% 60683FHA5 JBONEPAGQXF4QP29B387 US60683FHA57 0001462160 Certificate of Deposit Y 2026-08-03 2026-10-05 2026-10-05 N N N 0.0373 490228193.00 490228193.00 0.0013 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.910000% 60683FHX5 JBONEPAGQXF4QP29B387 US60683FHX50 0001462160 Certificate of Deposit Y 2026-08-03 2026-12-01 2026-12-01 N N N 0.0383 230059294.00 230059294.00 0.0006 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 3.930000% 60683FKC7 JBONEPAGQXF4QP29B387 US60683FKC76 0001462160 Certificate of Deposit Y 2026-08-03 2027-02-01 2027-02-01 N N N 0.0392 590028438.00 590028438.00 0.0015 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.860000% 60701AB28 RB0PEZSDGCO3JS6CEU02 US60701AB289 0001512734 Certificate of Deposit Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0373 509060163.80 509060163.80 0.0013 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.000000% 60701ABR3 RB0PEZSDGCO3JS6CEU02 US60701ABR32 0001512734 Certificate of Deposit Y 2026-08-03 2026-09-25 2026-09-25 N N N 0.0375 240093624.00 240093624.00 0.0006 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.000000% 60701ACD3 RB0PEZSDGCO3JS6CEU02 US60701ACD37 0001512734 Certificate of Deposit Y 2026-08-03 2026-10-06 2026-10-06 N N N 0.0376 500219400.00 500219400.00 0.0013 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.960000% 60701AD26 RB0PEZSDGCO3JS6CEU02 US60701AD269 0001512734 Certificate of Deposit Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0390 500024400.00 500024400.00 0.0013 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000% 60701AD34 RB0PEZSDGCO3JS6CEU02 US60701AD343 0001512734 Certificate of Deposit Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0390 300003750.00 300003750.00 0.0008 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.950000% 60701AD42 RB0PEZSDGCO3JS6CEU02 US60701AD426 0001512734 Certificate of Deposit Y 2026-10-19 2026-10-19 2026-10-19 N N N 0.0385 150019500.00 150019500.00 0.0004 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.960000% 60701AEF6 RB0PEZSDGCO3JS6CEU02 US60701AEF66 0001512734 Certificate of Deposit Y 2026-12-07 2026-12-07 2026-12-07 N N N 0.0398 299953500.00 299953500.00 0.0008 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.920000% 60701AEY5 RB0PEZSDGCO3JS6CEU02 US60701AEY55 0001512734 Certificate of Deposit Y 2026-08-03 2026-12-23 2026-12-23 N N N 0.0386 500115100.00 500115100.00 0.0013 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.150000% 60701AFW8 RB0PEZSDGCO3JS6CEU02 US60701AFW80 0001512734 Certificate of Deposit Y 2027-02-02 2027-02-02 2027-02-02 N N N 0.0410 250058700.00 250058700.00 0.0006 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 4.170000% 60701AFY4 RB0PEZSDGCO3JS6CEU02 US60701AFY47 0001512734 Certificate of Deposit Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0410 500164700.00 500164700.00 0.0013 N N N N MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC TAXABLE M/F HOUSING RB SERIES 2023A 3.720000% 62385RAA3 254900X1KY1446RI7R64 US62385RAA32 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2063-11-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 45000000.00 45000000.00 0.0001 N N Y N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 0.000000% 63254FK89 F8SB4JFBSYQFRQEH3Z21 US63254FK898 0000833029 Financial Company Commercial Paper Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0373 496424450.00 496424450.00 0.0013 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 0.000000% 63254FKU0 F8SB4JFBSYQFRQEH3Z21 US63254FKU02 0000833029 Financial Company Commercial Paper Y 2026-10-28 2026-10-28 2026-10-28 N N N 0.0378 247665200.00 247665200.00 0.0006 N N N N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 3.920000% 63254G4E2 F8SB4JFBSYQFRQEH3Z21 US63254G4E21 0000833029 Financial Company Commercial Paper Y 2026-08-03 2026-10-28 2026-10-28 N N N 0.0377 250092375.00 250092375.00 0.0006 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.750000% 63873TKN7 2549003L5ZG5M2ZSE107 US63873TKN71 0001503859 Certificate of Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0364 1000008000.00 1000008000.00 0.0026 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.750000% 63873TKP2 2549003L5ZG5M2ZSE107 US63873TKP20 0001503859 Certificate of Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0364 500004100.00 500004100.00 0.0013 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.850000% 63873TLG1 2549003L5ZG5M2ZSE107 US63873TLG12 0001503859 Certificate of Deposit Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0373 700042980.00 700042980.00 0.0018 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.940000% 63873TMK1 2549003L5ZG5M2ZSE107 US63873TMK15 0001503859 Certificate of Deposit Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0389 500005050.00 500005050.00 0.0013 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.920000% 63873TMM7 2549003L5ZG5M2ZSE107 US63873TMM70 0001503859 Certificate of Deposit Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0389 593982239.40 593982239.40 0.0015 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 3.950000% 63873TNH7 2549003L5ZG5M2ZSE107 US63873TNH76 0001503859 Certificate of Deposit Y 2026-12-07 2026-12-07 2026-12-07 N N N 0.0397 559895560.00 559895560.00 0.0014 N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION BV NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000% 65409SH43 724500BM7HQ28ZIB2058 US65409SH432 Asset Backed Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0367 449816265.00 449816265.00 0.0012 N N Y N NIEUW AMSTERDAM RECEIVABLES CORPORATION BV NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000% 65409SH50 724500BM7HQ28ZIB2058 US65409SH507 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0367 9994899.00 9994899.00 0.0000 N N Y N NIEUW AMSTERDAM RECEIVABLES CORPORATION BV NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000% 65409SH76 724500BM7HQ28ZIB2058 US65409SH762 Asset Backed Commercial Paper Y 2026-08-07 2026-08-07 2026-08-07 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0367 117915795.20 117915795.20 0.0003 N N Y N NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.900000% 65557LFA6 N/A US65557LFA61 Certificate of Deposit Y 2026-09-09 2026-09-09 2026-09-09 N N N 0.0371 300053280.00 300053280.00 0.0008 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 3.740000% 65558WSP4 529900ODI3047E2LIV03 US65558WSP40 0001002614 Certificate of Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0359 500007200.00 500007200.00 0.0013 N N Y N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 3.800000% 65558WTN8 529900ODI3047E2LIV03 US65558WTN82 0001002614 Certificate of Deposit Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0376 499986550.00 499986550.00 0.0013 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 3.900000% 65558WVQ8 529900ODI3047E2LIV03 US65558WVQ85 0001002614 Certificate of Deposit Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0381 200025260.00 200025260.00 0.0005 N N N N NORTH TEXAS HIGHER EDUCATION AUTH INC TAXABLE NOTES SERIES 2023-1 3.720000% 662826FR2 N/A US662826FR29 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-12-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0372 39444000.00 39444000.00 0.0001 N N Y N NORTH TEXAS HIGHER EDUCATION AUTH INC TAXABLE STUDENT LOAN NOTES SERIES 2026-1 3.720000% 662826FV3 N/A US662826FV31 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2056-02-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0372 62733000.00 62733000.00 0.0002 N N Y N NUVEEN FLOATING RATE INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.780000% 67072T850 HJXCPP3KYE3BVU373P27 US67072T8505 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2031-01-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0378 113000000.00 113000000.00 0.0003 N N Y N NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.780000% 67073B809 SQSNUOAGTXNFWCFS1I50 US67073B8090 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2037-08-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 N N N 0.0378 37500000.00 37500000.00 0.0001 N N Y N NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 3.780000% 67073B882 SQSNUOAGTXNFWCFS1I50 US67073B8827 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2032-07-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0378 100000000.00 100000000.00 0.0003 N N Y N NUVEEN CREDIT STRATEGIES INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.780000% 67073D854 W4CSTD4RDGQSJ4FOVO30 US67073D8544 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2032-07-01 Y Societe Generale SA 1.0000 7 N N N 0.0378 62000000.00 62000000.00 0.0002 N N Y N NUVEEN VARIABLE RATE PREFERRED & INCOME FUND TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 3.800000% 67080R201 549300B5AMVHD58MNL94 US67080R2013 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2034-02-01 Y Toronto-Dominion Bank/The 1.0000 7 N N N 0.0380 21250000.00 21250000.00 0.0001 N N Y N Olathe TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 3.740000% 679400NU1 N/A US679400NU14 Variable Rate Demand Note Y 2026-08-06 2026-08-07 2027-03-01 Y SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.0000 7 N N N 0.0374 8900000.00 8900000.00 0.0000 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UJB0 5493004QSN8OZAIU2J90 US67983UJB08 Asset Backed Commercial Paper Y 2026-09-11 2026-09-11 2026-09-11 N Y Royal Bank of Canada 1.0000 N 0.0378 199117060.00 199117060.00 0.0005 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UMM2 5493004QSN8OZAIU2J90 US67983UMM26 Asset Backed Commercial Paper Y 2026-12-21 2026-12-21 2026-12-21 N Y Royal Bank of Canada 1.0000 N 0.0400 246031750.00 246031750.00 0.0006 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983URF2 5493004QSN8OZAIU2J90 US67983URF20 Asset Backed Commercial Paper Y 2027-04-15 2027-04-15 2027-04-15 N Y Royal Bank of Canada 1.0000 N 0.0413 97039210.00 97039210.00 0.0002 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67985PAE2 5493004QSN8OZAIU2J90 US67985PAE25 Asset Backed Commercial Paper Y 2027-04-09 2027-04-09 2027-04-09 N Y Royal Bank of Canada 1.0000 N 0.0412 194229200.00 194229200.00 0.0005 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 3.930000% 68047BAC1 5493004QSN8OZAIU2J90 US68047BAC19 Asset Backed Commercial Paper Y 2026-08-03 2026-10-27 2026-10-27 N Y Royal Bank of Canada 1.0000 N 0.0387 150012075.00 150012075.00 0.0004 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000% 69033NNB7 5493007O3QFXCPOGWK22 US69033NNB72 Certificate of Deposit Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0383 500128650.00 500128650.00 0.0013 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.930000% 69033NNG6 5493007O3QFXCPOGWK22 US69033NNG69 Certificate of Deposit Y 2026-08-03 2026-12-04 2026-12-04 N N N 0.0382 600207060.00 600207060.00 0.0015 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000% 69033NPG4 5493007O3QFXCPOGWK22 US69033NPG42 Certificate of Deposit Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0394 299817780.00 299817780.00 0.0008 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.910000% 69033NPK5 5493007O3QFXCPOGWK22 US69033NPK53 Certificate of Deposit Y 2026-08-03 2026-11-12 2026-11-12 N N N 0.0380 300091380.00 300091380.00 0.0008 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.000000% 69033NQM0 5493007O3QFXCPOGWK22 US69033NQM01 Certificate of Deposit Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0408 499800900.00 499800900.00 0.0013 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.150000% 69033NQY4 5493007O3QFXCPOGWK22 US69033NQY49 Certificate of Deposit Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0414 200003240.00 200003240.00 0.0005 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.200000% 69033NRF4 5493007O3QFXCPOGWK22 US69033NRF41 Certificate of Deposit Y 2027-02-22 2027-02-22 2027-02-22 N N N 0.0417 300035490.00 300035490.00 0.0008 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.280000% 69033NRH0 5493007O3QFXCPOGWK22 US69033NRH07 Certificate of Deposit Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0418 500284800.00 500284800.00 0.0013 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 3.920000% 69033NRL1 5493007O3QFXCPOGWK22 US69033NRL19 Certificate of Deposit Y 2026-08-03 2027-02-03 2027-02-03 N N N 0.0099 300014160.00 300014160.00 0.0008 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034BHR4 5493007O3QFXCPOGWK22 US69034BHR42 Financial Company Commercial Paper Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0378 299213100.00 299213100.00 0.0008 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034BNL0 5493007O3QFXCPOGWK22 US69034BNL08 Financial Company Commercial Paper Y 2027-01-20 2027-01-20 2027-01-20 N N N 0.0407 220603792.50 220603792.50 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 3.920000% 69034CTL2 5493007O3QFXCPOGWK22 US69034CTL27 Financial Company Commercial Paper Y 2026-08-03 2026-11-04 2026-11-04 N N N 0.0379 250082150.00 250082150.00 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 3.910000% 69034CTM0 5493007O3QFXCPOGWK22 US69034CTM00 Financial Company Commercial Paper Y 2026-08-03 2026-11-05 2026-11-05 N N N 0.0380 300090210.00 300090210.00 0.0008 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 3.910000% 69034CTN8 5493007O3QFXCPOGWK22 US69034CTN82 Financial Company Commercial Paper Y 2026-08-03 2026-11-06 2026-11-06 N N N 0.0380 250075300.00 250075300.00 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 3.910000% 69034CTP3 5493007O3QFXCPOGWK22 US69034CTP31 Financial Company Commercial Paper Y 2026-08-03 2026-11-09 2026-11-09 N N N 0.0380 250075825.00 250075825.00 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 3.940000% 69034CUK2 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2026-08-03 2027-03-02 2027-03-02 N N N 0.0394 250000000.00 250000000.00 0.0006 N N N N PARADELLE FUNDING LLC PARADELLE FUNDING LLC 0.000000% 69901NP16 254900FFH2POKGD10532 US69901NP164 Asset Backed Commercial Paper Y 2027-02-01 2027-02-01 2027-02-01 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0402 48968085.00 48968085.00 0.0001 N N N N PARADELLE FUNDING LLC PARADELLE FUNDING LLC 0.000000% 69901NP40 254900FFH2POKGD10532 US69901NP404 Asset Backed Commercial Paper Y 2027-02-04 2027-02-04 2027-02-04 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0402 39160312.00 39160312.00 0.0001 N N N N PARADELLE FUNDING LLC PARADELLE FUNDING LLC 0.000000% 69901NPS7 254900FFH2POKGD10532 US69901NPS70 Asset Backed Commercial Paper Y 2027-02-26 2027-02-26 2027-02-26 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0405 278272404.00 278272404.00 0.0007 N N N N PARADELLE FUNDING LLC PARADELLE FUNDING LLC 0.000000% 69901NQ49 254900FFH2POKGD10532 US69901NQ493 Asset Backed Commercial Paper Y 2027-03-04 2027-03-04 2027-03-04 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0405 146351400.00 146351400.00 0.0004 N N N N PARADELLE FUNDING LLC PARADELLE FUNDING LLC 3.980000% 69901Q5P8 254900FFH2POKGD10532 US69901Q5P83 Asset Backed Commercial Paper Y 2026-08-03 2027-04-26 2027-04-26 N Y TORONTO-DOMINION BANK/THE 1.0000 N 0.0397 85005508.00 85005508.00 0.0002 N N N N PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY TAXABLE EDUCATION LOAN RB SERIES 2024A 3.720000% 70878CBK0 N/A US70878CBK09 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2054-06-01 Y Bank of America NA 1.0000 7 N N N 0.0372 27094000.00 27094000.00 0.0001 N N Y N PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY EDUCATIONAL LOAN RB SERIES 2025A 3.720000% 70878CBU8 N/A US70878CBU80 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-12-01 Y Bank of America NA 1.0000 7 N N N 0.0372 45259000.00 45259000.00 0.0001 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH37 HL3H1H2BGXWVG3BSWR90 US71838MH379 Non-Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 368387202.15 368387202.15 0.0009 N Y Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH45 HL3H1H2BGXWVG3BSWR90 US71838MH452 Non-Financial Company Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 474805915.00 474805915.00 0.0012 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH52 HL3H1H2BGXWVG3BSWR90 US71838MH528 Non-Financial Company Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0368 299846610.00 299846610.00 0.0008 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH60 HL3H1H2BGXWVG3BSWR90 US71838MH601 Non-Financial Company Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 472151778.88 472151778.88 0.0012 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH78 HL3H1H2BGXWVG3BSWR90 US71838MH783 Non-Financial Company Commercial Paper Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0369 479655600.00 479655600.00 0.0012 N N Y N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GHS1 N/A US73044GHS12 Asset Backed Commercial Paper Y 2026-08-26 2026-08-26 2026-08-26 N Y Bank of Montreal 1.0000 N 0.0373 149595675.00 149595675.00 0.0004 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GJF7 N/A US73044GJF72 Asset Backed Commercial Paper Y 2026-09-15 2026-09-15 2026-09-15 N Y Bank of Montreal 1.0000 N 0.0377 149277420.00 149277420.00 0.0004 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GJN0 N/A US73044GJN07 Asset Backed Commercial Paper Y 2026-09-22 2026-09-22 2026-09-22 N Y Bank of Montreal 1.0000 N 0.0377 99444970.00 99444970.00 0.0003 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GJQ3 N/A US73044GJQ38 Asset Backed Commercial Paper Y 2026-09-24 2026-09-24 2026-09-24 N Y Bank of Montreal 1.0000 N 0.0377 149136045.00 149136045.00 0.0004 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GKN8 N/A US73044GKN87 Asset Backed Commercial Paper Y 2026-10-22 2026-10-22 2026-10-22 N Y Bank of Montreal 1.0000 N 0.0387 148661745.00 148661745.00 0.0004 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GM89 N/A US73044GM895 Asset Backed Commercial Paper Y 2026-12-08 2026-12-08 2026-12-08 N Y Bank of Montreal 1.0000 N 0.0401 49275370.00 49275370.00 0.0001 N N N N PODIUM FUNDING TRUST PODIUM FUNDING TRUST 0.000000% 73044GNC9 N/A US73044GNC95 Asset Backed Commercial Paper Y 2027-01-12 2027-01-12 2027-01-12 N Y Bank of Montreal 1.0000 N 0.0408 215891038.00 215891038.00 0.0006 N N N N PRICOA SHORT TERM FUNDING LLC PRICOA SHORT TERM FUNDING LLC 0.000000% 74154GJG9 N/A US74154GJG91 Asset Backed Commercial Paper Y 2026-09-16 2026-09-16 2026-09-16 N Y PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.0000 N 0.0377 49753815.00 49753815.00 0.0001 N N N N PRICOA SHORT TERM FUNDING LLC PRICOA SHORT TERM FUNDING LLC 0.000000% 74154GK10 N/A US74154GK101 Asset Backed Commercial Paper Y 2026-10-01 2026-10-01 2026-10-01 N Y PRUDENTIAL INSURANCE COMPANY OF AMERICA 1.0000 N 0.0378 49674155.00 49674155.00 0.0001 N N N N Rhode Island Housing & Mortgage Finance Corp HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 3.720000% 76221R4X8 254900N9FNYNPO539444 US76221R4X86 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2053-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 40200000.00 40200000.00 0.0001 N N Y N Rhode Island Housing & Mortgage Finance Corp HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 3.720000% 76221SBW0 254900N9FNYNPO539444 US76221SBW08 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2054-10-01 Y Royal Bank of Canada 1.0000 7 Y N N 0.0372 26000000.00 26000000.00 0.0001 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 4.000000% 76582EPP4 N/A US76582EPP42 Asset Backed Commercial Paper Y 2026-08-03 2026-09-25 2026-09-25 N Y BNP Paribas SA 1.0000 N 0.0378 342089501.40 342089501.40 0.0009 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 3.950000% 76582EQA6 N/A US76582EQA63 Asset Backed Commercial Paper Y 2026-08-03 2026-12-09 2026-12-09 N Y BNP Paribas SA 1.0000 N 0.0386 185045676.50 185045676.50 0.0005 N N N N Ridgefield Funding Co, LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KH53 N/A US76582KH539 Asset Backed Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N Y BNP Paribas SA 1.0000 N 0.0368 104946376.50 104946376.50 0.0003 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KH61 N/A US76582KH612 Asset Backed Commercial Paper Y 2026-08-06 2026-08-06 2026-08-06 N Y BNP Paribas SA 1.0000 N 0.0368 9993869.00 9993869.00 0.0000 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KJF9 N/A US76582KJF93 Asset Backed Commercial Paper Y 2026-09-15 2026-09-15 2026-09-15 N Y BNP Paribas SA 1.0000 N 0.0378 314473435.60 314473435.60 0.0008 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KJR3 N/A US76582KJR32 Asset Backed Commercial Paper Y 2026-09-25 2026-09-25 2026-09-25 N Y BNP Paribas SA 1.0000 N 0.0379 156293754.09 156293754.09 0.0004 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KKG5 N/A US76582KKG57 Asset Backed Commercial Paper Y 2026-10-16 2026-10-16 2026-10-16 N Y BNP Paribas SA 1.0000 N 0.0384 228113241.00 228113241.00 0.0006 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WM98 ES7IP3U3RHIGC71XBU11 US78013WM983 0000352613 Financial Company Commercial Paper Y 2026-12-09 2026-12-09 2026-12-09 N N N 0.0393 492859300.00 492859300.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WQB9 ES7IP3U3RHIGC71XBU11 US78013WQB99 0000352613 Financial Company Commercial Paper Y 2027-03-11 2027-03-11 2027-03-11 N N N 0.0403 487517150.00 487517150.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WR10 ES7IP3U3RHIGC71XBU11 US78013WR107 0000352613 Financial Company Commercial Paper Y 2027-04-01 2027-04-01 2027-04-01 N N N 0.0407 388958520.00 388958520.00 0.0010 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WTM2 ES7IP3U3RHIGC71XBU11 US78013WTM28 0000352613 Financial Company Commercial Paper Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0416 192485100.00 192485100.00 0.0005 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WTR1 ES7IP3U3RHIGC71XBU11 US78013WTR15 0000352613 Financial Company Commercial Paper Y 2027-06-25 2027-06-25 2027-06-25 N N N 0.0417 384771360.00 384771360.00 0.0010 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WU65 ES7IP3U3RHIGC71XBU11 US78013WU655 0000352613 Financial Company Commercial Paper Y 2027-07-06 2027-07-06 2027-07-06 N N N 0.0417 552366850.00 552366850.00 0.0014 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WU73 ES7IP3U3RHIGC71XBU11 US78013WU739 0000352613 Financial Company Commercial Paper Y 2027-07-07 2027-07-07 2027-07-07 N N N 0.0417 144078210.00 144078210.00 0.0004 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WU81 ES7IP3U3RHIGC71XBU11 US78013WU812 0000352613 Financial Company Commercial Paper Y 2027-07-08 2027-07-08 2027-07-08 N N N 0.0417 240101200.00 240101200.00 0.0006 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78013WUM0 ES7IP3U3RHIGC71XBU11 US78013WUM09 0000352613 Financial Company Commercial Paper Y 2027-07-21 2027-07-21 2027-07-21 N N N 0.0417 239722000.00 239722000.00 0.0006 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.970000% 78014XRJ8 ES7IP3U3RHIGC71XBU11 US78014XRJ80 0000352613 Financial Company Commercial Paper Y 2026-08-03 2026-10-05 2026-10-05 N N N 0.0382 300077100.00 300077100.00 0.0008 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.920000% 78014XRV1 ES7IP3U3RHIGC71XBU11 US78014XRV19 0000352613 Financial Company Commercial Paper Y 2026-08-03 2026-08-10 2026-08-10 N N N 0.0375 750028500.00 750028500.00 0.0019 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.950000% 78014XSJ7 ES7IP3U3RHIGC71XBU11 US78014XSJ71 0000352613 Financial Company Commercial Paper Y 2026-08-03 2027-01-22 2027-01-22 N N N 0.0389 1305372.84 1305372.84 0.0000 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.950000% 78014XSN8 ES7IP3U3RHIGC71XBU11 US78014XSN83 0000352613 Financial Company Commercial Paper Y 2026-08-03 2027-02-02 2027-02-02 N N N 0.0390 1000240200.00 1000240200.00 0.0026 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.930000% 78014XSR9 ES7IP3U3RHIGC71XBU11 US78014XSR97 0000352613 Financial Company Commercial Paper Y 2026-08-03 2027-02-11 2027-02-11 N N N 0.0391 375045750.00 375045750.00 0.0010 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78015DP12 ES7IP3U3RHIGC71XBU11 US78015DP122 0000352613 Financial Company Commercial Paper Y 2027-02-01 2027-02-01 2027-02-01 N N N 0.0398 783624080.00 783624080.00 0.0020 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78015DQC7 ES7IP3U3RHIGC71XBU11 US78015DQC73 0000352613 Financial Company Commercial Paper Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0403 487453900.00 487453900.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78015DTA8 ES7IP3U3RHIGC71XBU11 US78015DTA80 0000352613 Financial Company Commercial Paper Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0415 192757620.00 192757620.00 0.0005 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.000000% 78015DTF7 ES7IP3U3RHIGC71XBU11 US78015DTF77 0000352613 Financial Company Commercial Paper Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0416 409347037.50 409347037.50 0.0011 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 3.850000% 78015JTQ0 B4TYDEB6GKMZO031MB27 US78015JTQ03 0001102113 Certificate of Deposit Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0370 500022500.00 500022500.00 0.0013 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.850000% 78015JU88 549300HXQQQCCUBS2Z23 US78015JU889 Certificate of Deposit Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0392 787543826.80 787543826.80 0.0020 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 3.740000% 78015JWL7 549300HXQQQCCUBS2Z23 US78015JWL78 Certificate of Deposit Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0376 499411388.70 499411388.70 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 4.000000% 78017CAD2 ES7IP3U3RHIGC71XBU11 US78017CAD20 0000352613 Financial Company Commercial Paper Y 2026-08-03 2027-05-11 2027-05-11 N N N 0.0394 500324580.00 500324580.00 0.0013 N N N N Santa Clara Valley Transportation Auth TAXABLE SALES TAX RB SERIES 2025B1 3.720000% 80168NKA6 549300R6Q7T4MD3V9H68 US80168NKA62 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2055-06-01 Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 7 Y N N 0.0372 12875000.00 12875000.00 0.0000 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QJ27 PTCQB104N23FMNK2RZ28 US80285QJ270 0000891478 Financial Company Commercial Paper Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0369 398645920.00 398645920.00 0.0010 N N N N SC LIFE INSURANCE TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2026 3.720000% 80585XAA0 N/A US80585XAA00 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2076-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 7795000.00 7795000.00 0.0000 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MHK9 549300MYF6MOTU9T3G29 US82124MHK99 Asset Backed Commercial Paper Y 2026-08-19 2026-08-19 2026-08-19 N Y Barclays Bank Plc 1.0000 N 0.0374 64871800.50 64871800.50 0.0002 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MKL3 549300MYF6MOTU9T3G29 US82124MKL36 Asset Backed Commercial Paper Y 2026-10-20 2026-10-20 2026-10-20 N Y Barclays Bank Plc 1.0000 N 0.0383 99137800.00 99137800.00 0.0003 N N N N Shil Park Irrev Life Ins TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 3.720000% 82451WAA9 N/A US82451WAA99 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2059-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 16095000.00 16095000.00 0.0000 N N Y N SIENNA HILLS LLC M/F HOUSING RB (OVATION SIENNA HILLS) SERIES 2026A 3.720000% 825920AA9 N/A US825920AA96 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2066-04-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 63325000.00 63325000.00 0.0002 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050UQ92 F3JS33DEI6XQ4ZBPTN86 US83050UQ926 0000917311 Financial Company Commercial Paper Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0406 292526880.00 292526880.00 0.0008 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050UQR2 F3JS33DEI6XQ4ZBPTN86 US83050UQR22 0000917311 Financial Company Commercial Paper Y 2027-03-25 2027-03-25 2027-03-25 N N N 0.0409 486528000.00 486528000.00 0.0012 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050UQW1 F3JS33DEI6XQ4ZBPTN86 US83050UQW17 0000917311 Financial Company Commercial Paper Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0410 486207100.00 486207100.00 0.0012 N N N N SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.000000% 83050UR18 F3JS33DEI6XQ4ZBPTN86 US83050UR189 0000917311 Financial Company Commercial Paper Y 2027-04-01 2027-04-01 2027-04-01 N N N 0.0411 291646980.00 291646980.00 0.0007 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 3.730000% 83050YFX3 N/A US83050YFX31 0001497973 Certificate of Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0364 100000100.00 100000100.00 0.0003 N N Y N SRM HAYWARD LLC TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 3.720000% 85235MAA7 N/A US85235MAA71 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2062-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 30400000.00 30400000.00 0.0001 N N Y N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MH30 549300A8DDPP6QJBB522 US85520MH302 Asset Backed Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N Y BNP Paribas SA 1.0000 N 0.0367 209935698.00 209935698.00 0.0005 N Y Y N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MJ12 549300A8DDPP6QJBB522 US85520MJ126 Asset Backed Commercial Paper Y 2026-09-01 2026-09-01 2026-09-01 N Y BNP Paribas SA 1.0000 N 0.0377 298994310.00 298994310.00 0.0008 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MK77 549300A8DDPP6QJBB522 US85520MK777 Asset Backed Commercial Paper Y 2026-10-07 2026-10-07 2026-10-07 N Y BNP Paribas SA 1.0000 N 0.0381 297843270.00 297843270.00 0.0008 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MKN2 549300A8DDPP6QJBB522 US85520MKN29 Asset Backed Commercial Paper Y 2026-10-22 2026-10-22 2026-10-22 N Y BNP Paribas SA 1.0000 N 0.0384 89204031.00 89204031.00 0.0002 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520ML27 549300A8DDPP6QJBB522 US85520ML270 Asset Backed Commercial Paper Y 2026-11-02 2026-11-02 2026-11-02 N Y BNP Paribas SA 1.0000 N 0.0387 29697267.00 29697267.00 0.0001 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520MM34 549300A8DDPP6QJBB522 US85520MM344 Asset Backed Commercial Paper Y 2026-12-03 2026-12-03 2026-12-03 N Y BNP Paribas SA 1.0000 N 0.0397 172587677.50 172587677.50 0.0004 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 3.880000% 86564TSJ3 254900S1KUTSTBKJ6286 US86564TSJ33 Certificate of Deposit Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0376 300040440.00 300040440.00 0.0008 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XHL1 5493006GGLR4BTEL8O61 US86564XHL10 Financial Company Commercial Paper Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0368 498979000.00 498979000.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XHM9 5493006GGLR4BTEL8O61 US86564XHM92 Financial Company Commercial Paper Y 2026-08-21 2026-08-21 2026-08-21 N N N 0.0368 473980080.00 473980080.00 0.0012 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XHQ0 5493006GGLR4BTEL8O61 US86564XHQ07 Financial Company Commercial Paper Y 2026-08-24 2026-08-24 2026-08-24 N N N 0.0370 498767800.00 498767800.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XHR8 5493006GGLR4BTEL8O61 US86564XHR89 Financial Company Commercial Paper Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0370 333141386.20 333141386.20 0.0009 N N N N SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000% 86564XLA0 5493006GGLR4BTEL8O61 US86564XLA09 Financial Company Commercial Paper Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0389 494491950.00 494491950.00 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.980000% 86565GA67 549300MS3WYYVQ4HXM15 US86565GA675 Certificate of Deposit Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0393 300000720.00 300000720.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.960000% 86565GA83 549300MS3WYYVQ4HXM15 US86565GA832 Certificate of Deposit Y 2026-08-03 2026-10-29 2026-10-29 N N N 0.0377 350164745.00 350164745.00 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000% 86565GB90 549300MS3WYYVQ4HXM15 US86565GB905 Certificate of Deposit Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0400 299276946.60 299276946.60 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000% 86565GC24 549300MS3WYYVQ4HXM15 US86565GC242 Certificate of Deposit Y 2026-11-18 2026-11-18 2026-11-18 N N N 0.0399 299884140.00 299884140.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.900000% 86565GC32 549300MS3WYYVQ4HXM15 US86565GC325 Certificate of Deposit Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0400 199920420.00 199920420.00 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000% 86565GC57 549300MS3WYYVQ4HXM15 US86565GC572 Certificate of Deposit Y 2026-08-03 2026-11-23 2026-11-23 N N N 0.0381 500161750.00 500161750.00 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000% 86565GC73 549300MS3WYYVQ4HXM15 US86565GC739 Certificate of Deposit Y 2026-08-03 2026-11-17 2026-11-17 N N N 0.0379 500176900.00 500176900.00 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000% 86565GE22 549300MS3WYYVQ4HXM15 US86565GE222 Certificate of Deposit Y 2026-08-03 2026-11-30 2026-11-30 N N N 0.0382 600174960.00 600174960.00 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.910000% 86565GE63 549300MS3WYYVQ4HXM15 US86565GE636 Certificate of Deposit Y 2026-08-03 2026-12-10 2026-12-10 N N N 0.0384 300079830.00 300079830.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.940000% 86565GF47 549300MS3WYYVQ4HXM15 US86565GF476 Certificate of Deposit Y 2026-08-03 2027-01-06 2027-01-06 N N N 0.0388 750211275.00 750211275.00 0.0019 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.160000% 86565GH37 254900S1KUTSTBKJ6286 US86565GH373 Certificate of Deposit Y 2027-02-02 2027-02-02 2027-02-02 N N N 0.0407 250106825.00 250106825.00 0.0006 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.850000% 86565GXT2 549300MS3WYYVQ4HXM15 US86565GXT20 Certificate of Deposit Y 2026-08-03 2026-08-10 2026-08-10 N N N 0.0372 500016900.00 500016900.00 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.850000% 86565GYD6 549300MS3WYYVQ4HXM15 US86565GYD68 Certificate of Deposit Y 2026-08-03 2026-08-25 2026-08-25 N N N 0.0372 495042223.50 495042223.50 0.0013 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.860000% 86565GYX2 549300MS3WYYVQ4HXM15 US86565GYX23 Certificate of Deposit Y 2026-08-03 2026-09-04 2026-09-04 N N N 0.0373 450053820.00 450053820.00 0.0012 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.860000% 86565GYY0 549300MS3WYYVQ4HXM15 US86565GYY06 Certificate of Deposit Y 2026-08-03 2026-09-03 2026-09-03 N N N 0.0373 300035100.00 300035100.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 3.920000% 86565GZG8 549300MS3WYYVQ4HXM15 US86565GZG80 Certificate of Deposit Y 2026-08-03 2026-09-18 2026-09-18 N N N 0.0374 480115968.00 480115968.00 0.0012 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.000000% 86565GZT0 549300MS3WYYVQ4HXM15 US86565GZT02 Certificate of Deposit Y 2026-08-03 2026-10-07 2026-10-07 N N N 0.0375 200094160.00 200094160.00 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.000000% 86565GZU7 549300MS3WYYVQ4HXM15 US86565GZU74 Certificate of Deposit Y 2026-08-03 2026-10-09 2026-10-09 N N N 0.0375 200096100.00 200096100.00 0.0005 N N N N SUNSHINE ENCINITAS LLC TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 3.720000% 867825AA9 254900TB696MCVHSOA79 US867825AA94 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2064-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 43250000.00 43250000.00 0.0001 N N Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.770000% 86959TTG1 NHBDILHZTYCNBV5UYZ31 US86959TTG12 0001448613 Certificate of Deposit Y 2026-08-12 2026-08-12 2026-08-12 N N N 0.0364 200003600.00 200003600.00 0.0005 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.760000% 86959TTP1 NHBDILHZTYCNBV5UYZ31 US86959TTP11 0001448613 Certificate of Deposit Y 2026-10-26 2026-10-26 2026-10-26 N N N 0.0378 249943450.00 249943450.00 0.0006 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.850000% 86959TUL8 NHBDILHZTYCNBV5UYZ31 US86959TUL87 0001448613 Certificate of Deposit Y 2026-12-09 2026-12-09 2026-12-09 N N N 0.0393 499740650.00 499740650.00 0.0013 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.940000% 86959TVG8 NHBDILHZTYCNBV5UYZ31 US86959TVG83 0001448613 Certificate of Deposit Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0386 500051550.00 500051550.00 0.0013 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.960000% 86959TVK9 NHBDILHZTYCNBV5UYZ31 US86959TVK95 0001448613 Certificate of Deposit Y 2027-01-20 2027-01-20 2027-01-20 N N N 0.0409 198830929.60 198830929.60 0.0005 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.890000% 86959TVS2 NHBDILHZTYCNBV5UYZ31 US86959TVS22 0001448613 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0380 250031575.00 250031575.00 0.0006 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 3.960000% 86959TVT0 NHBDILHZTYCNBV5UYZ31 US86959TVT05 0001448613 Certificate of Deposit Y 2027-02-04 2027-02-04 2027-02-04 N N N 0.0413 644293596.00 644293596.00 0.0017 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.230000% 86959TWU6 NHBDILHZTYCNBV5UYZ31 US86959TWU68 0001448613 Certificate of Deposit Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0423 244974177.00 244974177.00 0.0006 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.280000% 86959TXA9 NHBDILHZTYCNBV5UYZ31 US86959TXA95 0001448613 Certificate of Deposit Y 2027-04-13 2027-04-13 2027-04-13 N N N 0.0426 225024502.50 225024502.50 0.0006 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.000000% 86960KMU3 NHBDILHZTYCNBV5UYZ31 US86960KMU33 0001448613 Financial Company Commercial Paper Y 2026-12-28 2026-12-28 2026-12-28 N N N 0.0394 491785150.00 491785150.00 0.0013 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87020XH37 M312WZV08Y7LYUC71685 US87020XH373 0001367624 Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0362 249924525.00 249924525.00 0.0006 N Y Y N TENDERFOOT SEASONAL HSG LLC COLO HSG FACS TAXABLE NOTES SERIES 2000B 3.950000% 88033VAB3 N/A US88033VAB36 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2035-07-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0395 5885000.00 5885000.00 0.0000 N N Y N Texas TAXABLE VETERANS BONDS SERIES 2025A 3.720000% 8827242P1 549300X9CH74QB747L76 US8827242P13 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2056-12-01 Y TEXAS (STATE OF) 1.0000 7 Y N N 0.0372 25000000.00 25000000.00 0.0001 N N Y N THOMAS J MUELLER LEGACY TRUST TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 3.720000% 884434AA9 N/A US884434AA92 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2075-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 78650000.00 78650000.00 0.0002 N N Y N 315/333 W DAWSON ASSOCIATES TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (CLEARWATER AT GLENDORA) SERIES 2025A 3.720000% 88556UAB2 254900K6G938JUXWC522 US88556UAB26 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 43250000.00 43250000.00 0.0001 N N Y N WILSHIRE TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 3.720000% 88581RAA0 2549001AUX5O8934U667 US88581RAA05 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2064-10-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 56350000.00 56350000.00 0.0001 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UJB7 549300D7DHGDB5EMW139 US88602UJB70 Asset Backed Commercial Paper Y 2026-09-11 2026-09-11 2026-09-11 N Y Royal Bank of Canada 1.0000 N 0.0377 99560400.00 99560400.00 0.0003 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UKF6 549300D7DHGDB5EMW139 US88602UKF65 Asset Backed Commercial Paper Y 2026-10-15 2026-10-15 2026-10-15 N Y Royal Bank of Canada 1.0000 N 0.0380 99197500.00 99197500.00 0.0003 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UKV1 549300D7DHGDB5EMW139 US88602UKV16 Asset Backed Commercial Paper Y 2026-10-29 2026-10-29 2026-10-29 N Y Royal Bank of Canada 1.0000 N 0.0382 29713500.00 29713500.00 0.0001 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UL40 549300D7DHGDB5EMW139 US88602UL409 Asset Backed Commercial Paper Y 2026-11-04 2026-11-04 2026-11-04 N Y Royal Bank of Canada 1.0000 N 0.0384 98976530.00 98976530.00 0.0003 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UL99 549300D7DHGDB5EMW139 US88602UL995 Asset Backed Commercial Paper Y 2026-11-09 2026-11-09 2026-11-09 N Y Royal Bank of Canada 1.0000 N 0.0385 74189265.00 74189265.00 0.0002 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UPA2 549300D7DHGDB5EMW139 US88602UPA24 Asset Backed Commercial Paper Y 2027-02-10 2027-02-10 2027-02-10 N Y Royal Bank of Canada 1.0000 N 0.0401 146760915.00 146760915.00 0.0004 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 3.950000% 88605BAC3 549300D7DHGDB5EMW139 US88605BAC37 Asset Backed Commercial Paper Y 2026-08-03 2026-11-09 2026-11-09 N Y Royal Bank of Canada 1.0000 N 0.0390 100016382.00 100016382.00 0.0003 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.050000% 89115DEH5 PT3QB789TSUIDF371261 US89115DEH52 0000947263 Certificate of Deposit Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0389 416093088.32 416093088.32 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.050000% 89115DK54 PT3QB789TSUIDF371261 US89115DK540 0000947263 Certificate of Deposit Y 2026-08-03 2027-01-11 2027-01-11 N N N 0.0387 90069786.00 90069786.00 0.0002 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.800000% 89115DP59 PT3QB789TSUIDF371261 US89115DP598 0000947263 Certificate of Deposit Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0390 909533079.00 909533079.00 0.0023 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.990000% 89115DQ90 PT3QB789TSUIDF371261 US89115DQ901 0000947263 Certificate of Deposit Y 2026-08-03 2027-02-16 2027-02-16 N N N 0.0389 244086171.04 244086171.04 0.0006 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.970000% 89115DQZ2 PT3QB789TSUIDF371261 US89115DQZ23 0000947263 Certificate of Deposit Y 2026-08-03 2027-02-26 2027-02-26 N N N 0.0389 953309181.79 953309181.79 0.0024 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.970000% 89115DRM0 PT3QB789TSUIDF371261 US89115DRM01 0000947263 Certificate of Deposit Y 2026-08-03 2027-03-10 2027-03-10 N N N 0.0392 1129505071.59 1129505071.59 0.0029 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.960000% 89115DS98 PT3QB789TSUIDF371261 US89115DS980 0000947263 Certificate of Deposit Y 2026-08-03 2027-02-12 2027-02-12 N N N 0.0389 580150057.60 580150057.60 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.970000% 89115DSV9 PT3QB789TSUIDF371261 US89115DSV90 0000947263 Certificate of Deposit Y 2026-08-03 2027-03-17 2027-03-17 N N N 0.0392 895238401.15 895238401.15 0.0023 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 3.850000% 89115DWZ5 PT3QB789TSUIDF371261 US89115DWZ58 0000947263 Certificate of Deposit Y 2027-04-05 2027-04-05 2027-04-05 N N N 0.0419 444775863.80 444775863.80 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.060000% 89115M2C9 PT3QB789TSUIDF371261 US89115M2C91 0000947263 Certificate of Deposit Y 2026-08-03 2027-04-20 2027-04-20 N N N 0.0394 340300832.00 340300832.00 0.0009 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.110000% 89115M4J2 PT3QB789TSUIDF371261 US89115M4J27 0000947263 Certificate of Deposit Y 2026-08-03 2027-04-16 2027-04-16 N N N 0.0394 360323992.80 360323992.80 0.0009 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000% 89115M5G7 PT3QB789TSUIDF371261 US89115M5G78 0000947263 Certificate of Deposit Y 2027-05-05 2027-05-05 2027-05-05 N N N 0.0425 1041962383.62 1041962383.62 0.0027 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.080000% 89115M7E0 PT3QB789TSUIDF371261 US89115M7E03 0000947263 Certificate of Deposit Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0379 1500556200.00 1500556200.00 0.0039 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.090000% 89115MA48 PT3QB789TSUIDF371261 US89115MA484 0000947263 Certificate of Deposit Y 2027-05-18 2027-05-18 2027-05-18 N N N 0.0427 499152800.00 499152800.00 0.0013 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000% 89115MBV7 PT3QB789TSUIDF371261 US89115MBV72 0000947263 Certificate of Deposit Y 2027-07-06 2027-07-06 2027-07-06 N N N 0.0434 546018291.00 546018291.00 0.0014 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.000000% 89119BSB3 PT3QB789TSUIDF371261 US89119BSB35 0000947263 Financial Company Commercial Paper Y 2027-05-11 2027-05-11 2027-05-11 N N N 0.0412 967488200.00 967488200.00 0.0025 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.020000% 89120FGA6 PT3QB789TSUIDF371261 US89120FGA66 0000947263 Certificate of Deposit Y 2026-08-03 2026-11-09 2026-11-09 N N N 0.0385 735098313.60 735098313.60 0.0019 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DLG7 HJZQGXYTVV2NWJZLPW74 US89232DLG78 Non-Financial Company Commercial Paper Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0396 53259021.20 53259021.20 0.0001 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DNK6 HJZQGXYTVV2NWJZLPW74 US89232DNK62 Non-Financial Company Commercial Paper Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0409 53925415.50 53925415.50 0.0001 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HHH0 Z2VZBHUMB7PWWJ63I008 US89233HHH03 Non-Financial Company Commercial Paper Y 2026-08-17 2026-08-17 2026-08-17 N N N 0.0368 99826020.00 99826020.00 0.0003 N N N N Triborough Bridge & Tunnel Auth GENERAL REFUNDING RB SERIES 2018E 3.720000% 89602RPF6 54930020ZN4LQF7K3456 US89602RPF63 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2032-11-15 Y Royal Bank of Canada 1.0000 7 N N N 0.0372 60470000.00 60470000.00 0.0002 N N Y N TRUIST BANK TRUIST BANK 3.880000% 89788LGN8 JJKC32MCHWDI71265Z06 US89788LGN82 Certificate of Deposit Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0376 1000087900.00 1000087900.00 0.0026 N N N N TRUIST BANK TRUIST BANK 3.900000% 89788LGQ1 JJKC32MCHWDI71265Z06 US89788LGQ14 Certificate of Deposit Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 400041720.00 400041720.00 0.0010 N N N N TRUIST BANK TRUIST BANK 3.901000% 89788LGR9 JJKC32MCHWDI71265Z06 US89788LGR96 Certificate of Deposit Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 750079125.00 750079125.00 0.0019 N N N N TRUIST BANK TRUIST BANK 3.930000% 89788LGS7 JJKC32MCHWDI71265Z06 US89788LGS79 Certificate of Deposit Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0380 400068520.00 400068520.00 0.0010 N N N N TRUIST BANK TRUIST BANK 3.931000% 89788LGV0 JJKC32MCHWDI71265Z06 US89788LGV09 Certificate of Deposit Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0380 600104220.00 600104220.00 0.0015 N N N N TRUIST BANK TRUIST BANK 3.950000% 89788LGY4 JJKC32MCHWDI71265Z06 US89788LGY48 Certificate of Deposit Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0383 500093750.00 500093750.00 0.0013 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 3.870000% 90276JA30 BFM8T61CT2L1QCEMIK50 US90276JA305 Financial Company Commercial Paper Y 2026-08-03 2026-09-09 2026-09-09 N N N 0.0384 400000364.00 400000364.00 0.0010 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 3.930000% 90276JA55 BFM8T61CT2L1QCEMIK50 US90276JA552 Financial Company Commercial Paper Y 2026-08-03 2026-12-02 2026-12-02 N N N 0.0390 200006514.00 200006514.00 0.0005 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 3.930000% 90276JA63 BFM8T61CT2L1QCEMIK50 US90276JA636 Financial Company Commercial Paper Y 2026-08-03 2026-12-03 2026-12-03 N N N 0.0390 250008512.50 250008512.50 0.0006 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 3.930000% 90276JA71 BFM8T61CT2L1QCEMIK50 US90276JA719 Financial Company Commercial Paper Y 2026-08-03 2026-12-04 2026-12-04 N N N 0.0393 250002140.00 250002140.00 0.0006 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 3.960000% 90276JA97 BFM8T61CT2L1QCEMIK50 US90276JA974 Financial Company Commercial Paper Y 2026-08-03 2026-12-07 2026-12-07 N N N 0.0393 498018321.42 498018321.42 0.0013 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.050000% 90276JB21 BFM8T61CT2L1QCEMIK50 US90276JB212 Financial Company Commercial Paper Y 2026-08-03 2026-12-17 2026-12-17 N N N 0.0392 500087980.00 500087980.00 0.0013 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.050000% 90276JB39 BFM8T61CT2L1QCEMIK50 US90276JB394 Financial Company Commercial Paper Y 2026-08-03 2026-12-18 2026-12-18 N N N 0.0392 500090110.00 500090110.00 0.0013 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.040000% 90276JB96 BFM8T61CT2L1QCEMIK50 US90276JB964 Financial Company Commercial Paper Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0413 299811690.00 299811690.00 0.0008 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.050000% 90276JC61 BFM8T61CT2L1QCEMIK50 US90276JC616 Financial Company Commercial Paper Y 2027-02-12 2027-02-12 2027-02-12 N N N 0.0415 249515371.82 249515371.82 0.0006 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.300000% 90276JD45 BFM8T61CT2L1QCEMIK50 US90276JD457 Financial Company Commercial Paper Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0421 509835196.66 509835196.66 0.0013 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 4.250000% 90276JD78 BFM8T61CT2L1QCEMIK50 US90276JD788 Financial Company Commercial Paper Y 2027-04-06 2027-04-06 2027-04-06 N N N 0.0425 199988980.00 199988980.00 0.0005 N N N N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UH30 549300GHBMY8T5GXDE41 US91058UH308 Non-Financial Company Commercial Paper Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 2899113470.00 2899113470.00 0.0074 N Y Y N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UH48 549300GHBMY8T5GXDE41 US91058UH480 Non-Financial Company Commercial Paper Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 1599347360.00 1599347360.00 0.0041 N N Y N UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC 0.000000% 91058UH55 549300GHBMY8T5GXDE41 US91058UH555 Non-Financial Company Commercial Paper Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0367 96950500.90 96950500.90 0.0002 N N Y N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QK24 IO66REGK3RCBAMA8HR66 US91127QK246 Financial Company Commercial Paper Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0379 149005920.00 149005920.00 0.0004 N N N N Utah Housing Corp M/F HOUSING RB (WAYMARK AT FOLSOM TRAIL) SERIES 2025 3.720000% 917434DK5 549300YXWQEI0S47WI02 US917434DK53 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 18350000.00 18350000.00 0.0000 N N Y N VSL PROPERTY HOLDINGS STB LLC TAXABLE BONDS SERIES 2024 3.720000% 918299AA6 549300UTYH2EEYYWKE94 US918299AA68 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2054-05-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 17390000.00 17390000.00 0.0000 N N Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MK65 N/A US92512MK650 Asset Backed Commercial Paper Y 2026-10-06 2026-10-06 2026-10-06 N Y Natixis SA 1.0000 N 0.0384 198569420.00 198569420.00 0.0005 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MK73 N/A US92512MK734 Asset Backed Commercial Paper Y 2026-10-07 2026-10-07 2026-10-07 N Y Natixis SA 1.0000 N 0.0385 198546820.00 198546820.00 0.0005 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512ML64 N/A US92512ML641 Asset Backed Commercial Paper Y 2026-11-06 2026-11-06 2026-11-06 N Y Natixis SA 1.0000 N 0.0391 197873040.00 197873040.00 0.0005 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MLG2 N/A US92512MLG23 Asset Backed Commercial Paper Y 2026-11-16 2026-11-16 2026-11-16 N Y Natixis SA 1.0000 N 0.0392 197649200.00 197649200.00 0.0005 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LJ19 549300D0F37QF0LP7F94 US92646LJ197 Asset Backed Commercial Paper Y 2026-09-01 2026-09-01 2026-09-01 N Y MUFG BANK LTD 1.0000 N 0.0379 99663110.00 99663110.00 0.0003 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LJ43 549300D0F37QF0LP7F94 US92646LJ437 Asset Backed Commercial Paper Y 2026-09-04 2026-09-04 2026-09-04 N Y MUFG BANK LTD 1.0000 N 0.0379 298894590.00 298894590.00 0.0008 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LJQ4 549300D0F37QF0LP7F94 US92646LJQ41 Asset Backed Commercial Paper Y 2026-09-24 2026-09-24 2026-09-24 N Y MUFG BANK LTD 1.0000 N 0.0379 119305164.00 119305164.00 0.0003 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LJU5 549300D0F37QF0LP7F94 US92646LJU52 Asset Backed Commercial Paper Y 2026-09-28 2026-09-28 2026-09-28 N Y MUFG BANK LTD 1.0000 N 0.0379 248447150.00 248447150.00 0.0006 N N N N WASHINGTON MORGAN CAPITAL COMPANY LLC WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000% 93930MH79 2549001B50UEKC5ND641 US93930MH790 Asset Backed Commercial Paper Y 2026-08-07 2026-08-07 2026-08-07 N Y GOLDMAN SACHS & CO LLC 1.0000 N 0.0375 74945310.00 74945310.00 0.0002 N N Y N WASHINGTON MORGAN CAPITAL COMPANY LLC WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000% 93930MHM6 2549001B50UEKC5ND641 US93930MHM64 Asset Backed Commercial Paper Y 2026-08-21 2026-08-21 2026-08-21 N Y GOLDMAN SACHS & CO LLC 1.0000 N 0.0378 224503537.50 224503537.50 0.0006 N N N N WASHINGTON MORGAN CAPITAL COMPANY LLC WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000% 93930MKP5 2549001B50UEKC5ND641 US93930MKP58 Asset Backed Commercial Paper Y 2026-10-23 2026-10-23 2026-10-23 N Y GOLDMAN SACHS & CO LLC 1.0000 N 0.0392 198170660.00 198170660.00 0.0005 N N N N WASHINGTON MORGAN CAPITAL COMPANY LLC WASHINGTON MORGAN CAPITAL COMPANY LLC 0.000000% 93930MKV2 2549001B50UEKC5ND641 US93930MKV27 Asset Backed Commercial Paper Y 2026-10-29 2026-10-29 2026-10-29 N Y GOLDMAN SACHS & CO LLC 1.0000 N 0.0394 247537500.00 247537500.00 0.0006 N N N N WASHINGTON MORGAN CAPITAL COMPANY LLC WASHINGTON MORGAN CAPITAL COMPANY LLC 3.790000% 93930NBC2 2549001B50UEKC5ND641 US93930NBC20 Asset Backed Commercial Paper Y 2026-08-03 2026-08-07 2027-01-07 Y WASHINGTON MORGAN CAPITAL COMPANY LLC 1.0000 7 N Y GOLDMAN SACHS & CO LLC 1.0000 N 0.0378 225003390.75 225003390.75 0.0006 N N Y N WEATHERLY INN-RENTON LLC TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (WEATHERLY INN RENTON) SERIES 2025A 3.720000% 947184AA5 549300MCMGT11YMCCO14 US947184AA57 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2065-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 51000000.00 51000000.00 0.0001 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVF8 KB1H1DSPRFMYMCUFXT09 US95001KVF82 0000740906 Certificate of Deposit Y 2026-10-26 2026-10-26 2026-10-26 N N N 0.0387 749653500.00 749653500.00 0.0019 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVG6 KB1H1DSPRFMYMCUFXT09 US95001KVG65 0000740906 Certificate of Deposit Y 2027-01-26 2027-01-26 2027-01-26 N N N 0.0404 748661100.00 748661100.00 0.0019 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVH4 KB1H1DSPRFMYMCUFXT09 US95001KVH49 0000740906 Certificate of Deposit Y 2026-10-26 2026-10-26 2026-10-26 N N N 0.0387 499769500.00 499769500.00 0.0013 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVQ4 KB1H1DSPRFMYMCUFXT09 US95001KVQ48 0000740906 Certificate of Deposit Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0388 249867475.00 249867475.00 0.0006 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVR2 KB1H1DSPRFMYMCUFXT09 US95001KVR21 0000740906 Certificate of Deposit Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0405 748572150.00 748572150.00 0.0019 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KVS0 KB1H1DSPRFMYMCUFXT09 US95001KVS04 0000740906 Certificate of Deposit Y 2027-02-02 2027-02-02 2027-02-02 N N N 0.0405 499048100.00 499048100.00 0.0013 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.930000% 95001KWY6 KB1H1DSPRFMYMCUFXT09 US95001KWY62 0000740906 Certificate of Deposit Y 2026-08-03 2027-02-18 2027-02-18 N N N 0.0392 500040800.00 500040800.00 0.0013 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.750000% 95001KXN9 KB1H1DSPRFMYMCUFXT09 US95001KXN98 0000740906 Certificate of Deposit Y 2026-12-02 2026-12-02 2026-12-02 N N N 0.0392 199843000.00 199843000.00 0.0005 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.850000% 95001KXQ2 KB1H1DSPRFMYMCUFXT09 US95001KXQ20 0000740906 Certificate of Deposit Y 2026-12-11 2026-12-11 2026-12-11 N N N 0.0394 999453200.00 999453200.00 0.0026 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 4.050000% 95001KYB4 KB1H1DSPRFMYMCUFXT09 US95001KYB42 0000740906 Certificate of Deposit Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0401 499850200.00 499850200.00 0.0013 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 4.060000% 95001KYM0 KB1H1DSPRFMYMCUFXT09 US95001KYM07 0000740906 Certificate of Deposit Y 2027-04-16 2027-04-16 2027-04-16 N N N 0.0419 199753660.00 199753660.00 0.0005 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.920000% 95001KYQ1 KB1H1DSPRFMYMCUFXT09 US95001KYQ11 0000740906 Certificate of Deposit Y 2026-08-03 2027-03-08 2027-03-08 N N N 0.0392 424990522.50 424990522.50 0.0011 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 4.250000% 95001KYU2 KB1H1DSPRFMYMCUFXT09 US95001KYU23 0000740906 Certificate of Deposit Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0422 400043240.00 400043240.00 0.0010 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.000000% 95008BNF0 VYVVCKR63DVZZN70PB21 US95008BNF03 0001224385 Financial Company Commercial Paper Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0397 441658800.00 441658800.00 0.0011 N N N N YAVAPAI CNTY IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 3.700000% 98521YAB5 N/A US98521YAB56 Variable Rate Demand Note Y 2026-08-07 2026-08-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0370 55425000.00 55425000.00 0.0001 N N Y N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.780000% ACI388V66 F8SB4JFBSYQFRQEH3Z21 0000833029 ACI388V66 Certificate of Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0386 496985090.00 496985090.00 0.0013 N N Y N BANK OF MONTREAL (LONDON BRANCH) BANK OF MONTREAL (LONDON BRANCH) 3.770000% ACI38CGM9 NQQ6HPCNCCU6TUTQYE16 0000009622 ACI38CGM9 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0370 350000035.00 350000035.00 0.0009 N Y Y N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.810000% ACI38D0P7 969500TJ5KRTCJQWXH05 0001191672 ACI38D0P7 Certificate of Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0379 499997150.00 499997150.00 0.0013 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 3.820000% ACI38DNF4 1VUV7VQFKUOQSJ21A208 0001330437 ACI38DNF4 Certificate of Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0379 274998432.50 274998432.50 0.0007 N N Y N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.760000% ACI38GNX8 969500TJ5KRTCJQWXH05 0001191672 ACI38GNX8 Certificate of Deposit Y 2026-08-10 2026-08-10 2026-08-10 N N N 0.0379 299991870.00 299991870.00 0.0008 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.790000% ACI38PGH1 969500TJ5KRTCJQWXH05 0001191672 ACI38PGH1 Certificate of Deposit Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0379 499969850.00 499969850.00 0.0013 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.020000% ACI396HV0 F8SB4JFBSYQFRQEH3Z21 0000833029 ACI396HV0 Certificate of Deposit Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0386 500088600.00 500088600.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 3.985000% ACI39K872 5493006GGLR4BTEL8O61 0001046017 ACI39K872 Certificate of Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 395008374.00 395008374.00 0.0010 N Y Y N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000% ACI39MSW1 969500TJ5KRTCJQWXH05 0001191672 ACI39MSW1 Certificate of Deposit Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0390 1000012200.00 1000012200.00 0.0026 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.950000% ACI39NB80 969500TJ5KRTCJQWXH05 0001191672 ACI39NB80 Certificate of Deposit Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0391 1000006900.00 1000006900.00 0.0026 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 3.920000% ACI39X2F2 F8SB4JFBSYQFRQEH3Z21 0000833029 ACI39X2F2 Certificate of Deposit Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0396 599860620.00 599860620.00 0.0015 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 3.970000% ACI3B15F6 969500TJ5KRTCJQWXH05 0001191672 ACI3B15F6 Certificate of Deposit Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0400 599941260.00 599941260.00 0.0015 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 4.100000% ACI3BN9P2 969500TJ5KRTCJQWXH05 0001191672 ACI3BN9P2 Certificate of Deposit Y 2027-01-11 2027-01-11 2027-01-11 N N N 0.0408 150010515.00 150010515.00 0.0004 N N N N BNP PARIBAS SA BNP PARIBAS SA 3.940000% ARP1F14G4 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1F14G4 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ZF NORTH AMER CAP INC 144A NT 7.125%30 529900JYGMS9CW9IQX78 98877DAE5 2030-04-14 7.125000 0.00 342000.00 351339.02 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 32 549300JE8XHZZ7OHN517 988498AR2 2032-04-01 5.375000 0.00 2751000.00 2761444.63 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 5%37 L2Z2MO2EQURH3BREWI15 25470DCS6 2037-09-20 5.000000 0.00 4224000.00 3202613.33 Corporate Debt Securities BOMBARDIER INC SR 144A NT 35 W7L3VLU8EHQY34Z36697 097751CE9 2035-01-15 5.875000 0.00 3823000.00 3833218.03 Corporate Debt Securities CNX MIDSTREAM PARTNERS LP SR GLBL 144A 30 N/A 12654AAA9 2030-04-15 4.750000 0.00 300000.00 291109.83 Corporate Debt Securities BOYD GAMING CORP SR GLBL 144A 31 254900787YGRYS2A1Z35 103304BV2 2031-06-15 4.750000 0.00 2000.00 1953.57 Corporate Debt Securities CAPITAL ONE FINL CORP PERP SUB -M NT ZUE8T73ROZOF6FLBAR73 14040HCF0 2500-12-31 3.950000 0.00 61000.00 61253.96 Corporate Debt Securities CAPITAL ONE FINL CORP PERP SUB -M NT ZUE8T73ROZOF6FLBAR73 14040HCF0 2500-12-31 3.950000 0.00 484000.00 486015.05 Corporate Debt Securities CANPACK GROUP INC / CANPACK SA SR 144A NT 6%31 N/A 13804MAA0 2031-05-15 6.000000 0.00 327000.00 330909.83 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK31 5493003WEAK2PJ5WS063 146869AM4 2031-06-01 9.000000 0.00 1942561.00 2259384.07 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK31 5493003WEAK2PJ5WS063 146869AM4 2031-06-01 9.000000 0.00 8849656.00 10292995.56 Corporate Debt Securities CLEARWAY ENERGY OPER LLC SR GLBL 144A 34 549300Z3NFMM54NWBB87 18539UAG0 2034-01-15 5.750000 0.00 91000.00 88112.17 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 30 L2Z2MO2EQURH3BREWI15 25470DCR8 2030-05-15 3.625000 0.00 2500000.00 2325381.94 Corporate Debt Securities ENCOMPASS HEALTH CORP SR GLBL 144A 34 549300FVRPM9DRQZRG64 29261AAF7 2034-06-01 5.875000 0.00 14000.00 14038.89 Corporate Debt Securities EDGED COMPUTE LLC SR SEC 144A 31 N/A 28002AAA4 2031-04-30 7.500000 0.00 4708000.00 4563119.15 Corporate Debt Securities RB GLOBAL HOLDINGS INC SR GLBL 144A 31 254900LH3N0EGB1LQ203 76774LAC1 2031-03-15 7.750000 0.00 98000.00 104042.46 Corporate Debt Securities ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30 N/A 75606DAV3 2030-04-15 9.750000 0.00 202000.00 222189.56 Corporate Debt Securities US FOODS INC SR GLBL 144A 32 5493000JOOFAOUY1JZ87 90290MAH4 2032-01-15 7.250000 0.00 534000.00 553267.91 Corporate Debt Securities TRINET GROUP INC SR GLBL 144A 31 5299003FJVBETSFKE990 896288AC1 2031-08-15 7.125000 0.00 221000.00 232347.06 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30 N/A 69318FAM0 2030-03-15 9.875000 0.00 21000.00 23264.76 Corporate Debt Securities TRANSDIGM INC 2LIEN GLBL 32 88Q84GB3X55CF5OC7582 893647BV8 2032-03-01 6.625000 0.00 1820000.00 1902144.18 Corporate Debt Securities NRG ENERGY INC SR GLBL 144A 34 5E2UPK5SW04M13XY7I38 629377DF6 2034-05-15 5.875000 0.00 449000.00 447508.01 Corporate Debt Securities MOZART DEBT MERGER SUB INC SR 144A NT 29 254900QT3R363TVK6F09 62482BAB8 2029-10-01 5.250000 0.00 331000.00 334025.34 Corporate Debt Securities SIRIUS XM RADIO LLC SR GLBL 144A 30 WP5O65E6BMU84LNO4227 82967NBG2 2030-07-01 4.125000 0.00 1052000.00 985405.77 Corporate Debt Securities YONDR JK 1 LLC SR SEC 144A 31 N/A 985925AA4 2031-06-30 6.875000 0.00 3150000.00 2999647.88 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 31 549300NQQCEQ46YHZ591 60855RAN0 2031-02-15 6.500000 0.00 338000.00 356356.59 Corporate Debt Securities SUNCOKE ENERGY INC SR SEC GLBL 29 1KF1J2NXQE2PI0QOB943 86722AAD5 2029-06-30 4.875000 0.00 395000.00 380148.99 Corporate Debt Securities SUNCOKE ENERGY INC SR SEC GLBL 29 1KF1J2NXQE2PI0QOB943 86722AAD5 2029-06-30 4.875000 0.00 2841000.00 2734185.50 Corporate Debt Securities SPEEDWAY MOTORSPORTS LLC / SP SR GLBL 144A 27 N/A 84779MAA2 2027-11-01 4.875000 0.00 1226000.00 1233279.38 Corporate Debt Securities SE COSMOS LLC SR SEC 144A NT31 2549000W7FTUJ3INRY47 78438PAA0 2031-05-01 8.875000 0.00 37609000.00 37522436.62 Corporate Debt Securities UNITED STATES STL CORP SR GLBL NT 29 JNLUVFYJT1OZSIQ24U47 912909AU2 2029-03-01 6.875000 0.00 103000.00 105950.52 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 28 BUGSFQZERKRBFWIG5267 85571BBF1 2028-10-15 5.250000 0.00 1691000.00 1702935.64 Corporate Debt Securities SE COSMOS LLC SR SEC 144A NT31 2549000W7FTUJ3INRY47 78438PAA0 2031-05-01 8.875000 0.00 28000.00 27935.55 Corporate Debt Securities IQVIA INC SR GLBL 144A 32 549300PLWY28YB00C717 46266TAG3 2032-06-01 6.250000 0.00 100000.00 102510.67 Corporate Debt Securities GFL ENVIRONMENTAL HOLDINGS US SR GLBL 144A 34 N/A 36273TAA8 2034-02-01 5.500000 0.00 1000000.00 959751.67 Corporate Debt Securities GFL ENVIRONMENTAL HOLDINGS US SR GLBL 144A 34 N/A 36273TAA8 2034-02-01 5.500000 0.00 4552000.00 4368789.59 Corporate Debt Securities GFL ENVIRONMENTAL HOLDINGS US SR GLBL 144A 31 N/A 36273TAB6 2031-07-01 5.625000 0.00 2000.00 1955.85 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW 1LIEN 144A NT 32 549300FA4CTCW903Y781 12769GAC4 2032-02-15 6.500000 0.00 389000.00 383368.14 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW 1LIEN 144A NT 32 549300FA4CTCW903Y781 12769GAC4 2032-02-15 6.500000 0.00 197000.00 194147.88 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 32 549300JH4DTA7U42GL91 043436AX2 2032-02-15 5.000000 0.00 775000.00 748042.06 Corporate Debt Securities ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 33 N/A 03690AAM8 2033-10-15 5.750000 0.00 344000.00 344268.51 Corporate Debt Securities FIRSTCASH HOLDINGS INC SR GLBL 144A 34 549300V2X3UU7K0DG350 33767DAF2 2034-05-01 6.125000 0.00 288000.00 288415.44 Corporate Debt Securities FIRSTCASH HOLDINGS INC SR GLBL 144A 34 549300V2X3UU7K0DG350 33767DAF2 2034-05-01 6.125000 0.00 417000.00 417601.52 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 24819000.00 24728624.37 Corporate Debt Securities CORECIVIC INC SR GLBL NT 29 529900JFA3K6PTLT8B15 21871NAC5 2029-04-15 8.250000 0.00 603000.00 640013.15 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 4094000.00 4079092.15 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 6922000.00 6896794.31 Corporate Debt Securities ARBOR REALTY SENIOR INC SR GLBL 144A 28 549300TW7RTL2CI3CN08 03881NAL1 2028-12-15 8.500000 0.00 2230000.00 2186740.48 Corporate Debt Securities ASBURY AUTOMOTIVE GROUP INC SR GLBL 144A 32 549300JH4DTA7U42GL91 043436AX2 2032-02-15 5.000000 0.00 289000.00 278947.30 Corporate Debt Securities BRANDYWINE OPER PARTNERSHIP L SR GLBL NT 31 IXBXSCONLDQ1ZI73YU71 105340AT0 2031-01-15 6.125000 0.00 361000.00 348502.98 Corporate Debt Securities BRISTOW GROUP INC SR SEC GLBL 33 5493005Q24EN3UC1PV68 11040GAB9 2033-02-01 6.750000 0.00 800000.00 829766.00 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT32 54930011XLBUWMQUC829 92332YAD3 2032-02-01 9.875000 0.00 1192000.00 1327548.28 Corporate Debt Securities TRINITY INDS INC SR GLBL 144A 28 R1JB4KXN77XFCXOQKV49 896522AJ8 2028-07-15 7.750000 0.00 400000.00 409409.78 Corporate Debt Securities MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31 54930007WQ6S3GFCM563 L6364EAB9 2031-10-15 12.500000 0.00 500000.00 552477.78 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29 N/A 70052LAC7 2029-05-15 4.875000 0.00 154000.00 151568.60 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29 N/A 70052LAC7 2029-05-15 4.875000 0.00 1287000.00 1266680.42 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29 N/A 70052LAC7 2029-05-15 4.875000 0.00 6161000.00 6063728.08 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30 549300FNENFFSMO3GT38 71647NBE8 2030-01-15 5.093000 0.00 76000.00 75067.75 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 30 549300NQQCEQ46YHZ591 60855RAK6 2030-11-15 3.875000 0.00 460000.00 429562.06 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 30 549300NQQCEQ46YHZ591 60855RAK6 2030-11-15 3.875000 0.00 492000.00 459444.63 Corporate Debt Securities ROCKIES EXPRESS PIPELINE LLC SR GLBL 144A 29 W2ZGZGZKY5GGNY6F3V51 77340RAR8 2029-07-15 4.950000 0.00 340000.00 335277.40 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 1976000.00 1812453.07 Corporate Debt Securities VALARIS LTD 2LIEN 144A NT 30 5299008BQ9IREYWBTS30 91889FAC5 2030-04-30 8.375000 0.00 7224000.00 7630909.86 Corporate Debt Securities MITER BRANDS ACQUISITION HOLDC 1LIEN 144A NT 32 N/A 60672JAA7 2032-04-01 6.750000 0.00 3154000.00 3168792.26 Corporate Debt Securities SBL HOLDINGS LLC PERP GLBL A 144A 635400MJW3QDSBJRKQ59 78397DAA6 2500-12-31 9.508000 0.00 14496000.00 14070901.58 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 31 549300NQQCEQ46YHZ591 60855RAN0 2031-02-15 6.500000 0.00 2000.00 2108.62 Corporate Debt Securities SPEEDWAY MOTORSPORTS LLC / SP SR GLBL 144A 27 N/A 84779MAA2 2027-11-01 4.875000 0.00 36000.00 36213.75 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR SEC GLBL 33 549300CQGEN0CH65UD62 829259BH2 2033-02-15 8.125000 0.00 16054000.00 17083146.13 Corporate Debt Securities GAP INC SR GLBL 144A 29 T2ZG1WRWZ4BUCMQL9224 364760AP3 2029-10-01 3.625000 0.00 200000.00 190830.67 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 31 549300IJP90T4MV2GL84 92676XAG2 2031-07-15 9.125000 0.00 1259000.00 1323870.67 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 31 549300MVHZ20SBIOEQ79 P7S81YAC9 2031-05-11 2.875000 0.00 600000.00 504035.42 Corporate Debt Securities NEMAK S A B DE C V SR GLBL REGS 31 5493000MY3DAIB0BP706 P71340AD8 2031-06-28 3.625000 0.00 449000.00 380232.47 Corporate Debt Securities WULF COMPUTE LLC 1LIEN AMZ 144A30 N/A 982911AA7 2030-10-15 7.750000 0.00 87000.00 92390.47 Corporate Debt Securities OPEN TEXT HLDGS INC SR GLBL 144A 31 N/A 683720AC0 2031-12-01 4.125000 0.00 1251000.00 1110506.44 Corporate Debt Securities BEACON ROOFING SUPPLY 1LIEN GLBL 32 549300HDXQWWCBOYXP31 74825NAA5 2032-04-30 6.750000 0.00 36000.00 37423.62 Corporate Debt Securities NRG ENERGY INC SR GLBL 144A 29 5E2UPK5SW04M13XY7I38 629377CQ3 2029-02-15 3.375000 0.00 205000.00 197807.06 Corporate Debt Securities MURPHY OIL CORP CR SEN SR STP 42 QBKYQD0ODE7DC7PDIN91 626717AG7 2042-12-01 5.875000 0.00 372000.00 327311.02 Corporate Debt Securities RXO INC SR GLBL 144A 31 549300KL8CA6GP8XPM30 74982TAA1 2031-05-15 6.375000 0.00 2000.00 2053.62 Corporate Debt Securities MINERAL RES LTD SR 144A NT 7%31 5299007V1ACKFFX2P066 603051AF0 2031-04-01 7.000000 0.00 884000.00 929458.23 Corporate Debt Securities NRG ENERGY INC SR GLBL 144A 29 5E2UPK5SW04M13XY7I38 629377CY6 2029-07-15 5.750000 0.00 392000.00 392476.50 Corporate Debt Securities WILLIAM CARTER CO SR GLBL 144A 31 TGI2A0HXEYNQPU7TYV27 96926JAG2 2031-02-15 7.375000 0.00 275000.00 297083.65 Corporate Debt Securities MEXICO REMITTANCES FDG FIDUCIA SR SEC REGS 31 54930007WQ6S3GFCM563 L6364EAB9 2031-10-15 12.500000 0.00 7500000.00 8287166.67 Corporate Debt Securities BRF SA SR GLBL REGS 30 254900MTXR9LUVQFU480 P1905CJX9 2030-01-24 4.875000 0.00 696000.00 657293.99 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 29 5493008I795YYBFWFU90 85172FAR0 2029-11-15 5.375000 0.00 543000.00 536922.32 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 35 549300MVHZ20SBIOEQ79 P7S81YBK0 2035-05-13 7.500000 0.00 400000.00 410928.00 Corporate Debt Securities PETROLEOS MEXICANOS GLBL NT 6.84%30 549300CAZKPF4HKMPX17 71654QDC3 2030-01-23 6.840000 0.00 2298000.00 2335848.06 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR NT 6.75%41 549300FNENFFSMO3GT38 71645WAS0 2041-01-27 6.750000 0.00 700000.00 687344.00 Corporate Debt Securities PETROLEOS MEXICANOS FR 6.75%092147 549300CAZKPF4HKMPX17 71654QCC4 2047-09-21 6.750000 0.00 1720000.00 1443725.00 Corporate Debt Securities ROCKIES EXPRESS PIPELINE LLC SR GLBL 144A 38 W2ZGZGZKY5GGNY6F3V51 77340RAD9 2038-07-15 7.500000 0.00 400000.00 423161.33 Corporate Debt Securities PANOCHE ENERGY CTR LLC SR SEC GLBL 29 N/A 698525AA0 2029-07-31 6.885000 0.00 1498000.00 372942.26 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 29 5493003EG7H0N1E4XV50 432833AJ0 2029-05-01 3.750000 0.00 81000.00 78493.46 Corporate Debt Securities GALAXY HELIOS DATA CENTERS II SR SEC 144A 31 N/A 36322DAA4 2031-08-01 9.875000 0.00 12039000.00 12013151.26 Corporate Debt Securities GALAXY HELIOS DATA CENTERS II SR SEC 144A 31 N/A 36322DAA4 2031-08-01 9.875000 0.00 33700000.00 33627643.29 Corporate Debt Securities GARDA WORLD SECURITY CORP 1LIEN GLBL 31 549300ZF1NDXLMCHNO20 36485MAQ2 2031-01-15 6.500000 0.00 15979000.00 16195657.49 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 31 5493003EG7H0N1E4XV50 432833AL5 2031-05-01 4.000000 0.00 80000.00 75930.40 Corporate Debt Securities GLOBAL INFRASTRUCTURE SOLUTION SR GLBL 144A 34 2549003BGLQITAJ6ZT28 379968AA8 2034-07-15 6.375000 0.00 2028000.00 2049609.19 Corporate Debt Securities LEVI STRAUSS & CO NEW SR GLBL 144A 31 MB0UERO0RDFKU8258G77 52736RBJ0 2031-03-01 3.500000 0.00 23000.00 21569.71 Corporate Debt Securities KB HOME SR GLBL NT 30 549300LGUCWQURMWLG09 48666KBA6 2030-07-15 7.250000 0.00 12000.00 12209.79 Corporate Debt Securities KB HOME SR GLBL NT 30 549300LGUCWQURMWLG09 48666KBA6 2030-07-15 7.250000 0.00 2000.00 2034.96 Corporate Debt Securities TRANSDIGM INC 1LIEN GLBL 29 88Q84GB3X55CF5OC7582 893647BU0 2029-03-01 6.375000 0.00 6236000.00 6474043.71 Corporate Debt Securities GRANITE CONSTR INC SR GLBL 144A 34 549300OM4BWMCIXVCZ39 387328AG2 2034-06-15 6.375000 0.00 8651000.00 8743720.70 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 32 84BUTVXV5ODI6BXNMH43 78454LAY6 2032-08-01 7.000000 0.00 390000.00 409195.80 Corporate Debt Securities SIRIUS XM RADIO LLC SR GLBL 144A 29 WP5O65E6BMU84LNO4227 82967NBC1 2029-07-01 5.500000 0.00 28000.00 27975.17 Corporate Debt Securities NASSAU COS NEW YORK SR 144A NT 30 N/A 63155AAA6 2030-07-15 7.875000 0.00 378000.00 356457.78 Corporate Debt Securities NOBLE FIN II LLC SR GLBL 144A 30 N/A 65505PAA5 2030-04-15 8.000000 0.00 4501000.00 4756591.79 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR 144A NT 27 549300ZOD6N7RI2FJP09 66977WAR0 2027-06-01 5.250000 0.00 50000.00 50461.50 Corporate Debt Securities NOVELIS CORP SR GLBL 144A 30 549300G5F3W3B52WYL23 670001AL0 2030-01-30 6.875000 0.00 100000.00 102431.00 Corporate Debt Securities QUIKRETE HLDGS INC SR SEC 144A NT32 5493007KIN86DIZWZT22 74843PAA8 2032-03-01 6.375000 0.00 210000.00 217949.02 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 29 84BUTVXV5ODI6BXNMH43 78454LAX8 2029-08-01 6.750000 0.00 2000.00 2094.34 Corporate Debt Securities SABRE GLBL INC SR SEC GLBL 30 F2TJC7HPPHLHU1AQMP98 78573NAM4 2030-07-15 11.125000 0.00 2252000.00 2161794.89 Corporate Debt Securities SALLY HLDGS LLC SR GLBL NT 32 N/A 79546VAQ9 2032-03-01 6.750000 0.00 22000.00 23113.31 Corporate Debt Securities YUM BRANDS INC SR GLBL 144A 30 549300JE8XHZZ7OHN517 988498AL5 2030-01-15 4.750000 0.00 26000.00 25464.43 Corporate Debt Securities SERVICE CORP INTL SR GLBL NT 32 549300RKVM2ME20JHZ15 817565CH5 2032-10-15 5.750000 0.00 40000.00 40405.62 Corporate Debt Securities SIX FLAGS ENTERTAINMENT CORP 1LIEN GLBL 32 N/A 83002YAA7 2032-05-01 6.625000 0.00 535000.00 547798.54 Corporate Debt Securities SIX FLAGS ENTERTAINMENT CORP 1LIEN GLBL 32 N/A 83002YAA7 2032-05-01 6.625000 0.00 5361000.00 5489248.52 Corporate Debt Securities WHIRLPOOL CORP 2LIEN GLBL 31 WHENKOULSSK7WUM60H03 963320BF2 2031-07-01 7.500000 0.00 175000.00 173653.38 Corporate Debt Securities DISCOVERY GLOBAL HOLDINGS INC SR GLBL NT 52 549300DXR29GD4N0A520 55903VBU6 2052-03-15 5.141000 0.00 500000.00 315710.78 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 33 549300NQQCEQ46YHZ591 60855RAM2 2033-01-15 6.250000 0.00 41000.00 40644.85 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 33 549300NQQCEQ46YHZ591 60855RAM2 2033-01-15 6.250000 0.00 596000.00 590837.32 Corporate Debt Securities GRAPHIC PACKAGING INTL LLC SR GLBL 144A 32 SO75N4VY5NXGQSK8YQ65 38869AAE7 2032-07-15 6.375000 0.00 500000.00 501221.67 Corporate Debt Securities CRESCENT ENERGY FINANCE LLC SR GLBL 144A 30 54930061FUL6DBLFUW14 45344LAJ2 2030-10-15 9.750000 0.00 15945000.00 17266335.57 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28 N/A 70052LAB9 2028-10-01 5.875000 0.00 2000000.00 2036246.67 Corporate Debt Securities MATCH GROUP HOLDINGS II LLC SR GLBL 144A 33 5493003RFFE030RC9167 57667JAC6 2033-09-15 6.125000 0.00 140000.00 139963.44 Corporate Debt Securities OLIN CORP SR GLBL NT 29 549300GKK294V7W57P06 680665AL0 2029-08-01 5.625000 0.00 2921000.00 2980778.27 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28 N/A 70052LAB9 2028-10-01 5.875000 0.00 176000.00 179189.71 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 32 549300NQQCEQ46YHZ591 60855RAL4 2032-05-15 3.875000 0.00 137000.00 123491.88 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 32 549300NQQCEQ46YHZ591 60855RAL4 2032-05-15 3.875000 0.00 816000.00 735542.85 Corporate Debt Securities GGAM FIN LTD SR 144A NT 8%27 254900X2QXEN0FVXRF65 36170JAC0 2027-02-15 8.000000 0.00 300000.00 303318.67 Corporate Debt Securities EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30 LGL4IE90TNTFYJ55BK06 30069UAA6 2030-05-15 8.000000 0.00 438000.00 466395.05 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 28 84BUTVXV5ODI6BXNMH43 17888HAA1 2028-07-01 8.375000 0.00 200000.00 205775.83 Corporate Debt Securities COEUR MNG INC SR GLBL 144A 32 5493003AVK173D48DR70 192120AA1 2032-04-01 6.875000 0.00 17000.00 17757.46 Corporate Debt Securities CROWN AMERS LLC SR GLBL NT 33 RPPGGRL1J75WGF2DFO04 22819CAA6 2033-06-01 5.875000 0.00 381000.00 384239.14 Corporate Debt Securities CROWN AMERS LLC SR GLBL NT 33 RPPGGRL1J75WGF2DFO04 22819CAA6 2033-06-01 5.875000 0.00 570000.00 574845.95 Corporate Debt Securities COMMERCIAL METALS CO SR GLBL 144A 33 549300OQS2LO07ZJ7N73 201723AS2 2033-11-15 5.750000 0.00 200000.00 199103.78 Corporate Debt Securities DARLING INGREDIENTS INC SR GLBL 144A 30 L1N0SPPKS7EXZYUMZ898 237266AJ0 2030-06-15 6.000000 0.00 81000.00 81921.51 Corporate Debt Securities US FOODS INC SR GLBL 144A 29 5493000JOOFAOUY1JZ87 90290MAD3 2029-02-15 4.750000 0.00 10000.00 10083.33 Corporate Debt Securities VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT34 549300TKP4I6OJ02BF90 922966AF3 2034-06-15 6.500000 0.00 409000.00 424818.30 Corporate Debt Securities V F CORP SR GLBL NT 37 CWAJJ9DJ5Z7P057HV541 918204AT5 2037-11-01 6.450000 0.00 308000.00 296269.82 Corporate Debt Securities V F CORP SR GLBL NT 37 CWAJJ9DJ5Z7P057HV541 918204AT5 2037-11-01 6.450000 0.00 225000.00 216430.88 Corporate Debt Securities THOR INDS INC SR GLBL 144A 29 254900XZO1228PDSG060 885160AA9 2029-10-15 4.000000 0.00 183000.00 174918.31 Corporate Debt Securities VIAVI SOLUTIONS INC SR GLBL 144A 29 5493006K3E3N1QOBF092 925550AF2 2029-10-01 3.750000 0.00 69000.00 65988.84 Corporate Debt Securities LATAM AIRLINES GROUP SA SR SEC REGS NT31 549300HX3UUDPEFTG707 P62138AC9 2031-01-07 7.625000 0.00 455000.00 465521.12 Corporate Debt Securities ALLEGIANT TRAVEL CO SR SEC GLBL 31 549300JM9OZXOHWL2K18 01748XAE2 2031-07-01 7.125000 0.00 49000.00 50115.38 Corporate Debt Securities ADVANCE AUTO PARTS INC SR GLBL 144A 30 529900UCNQ5H9FSL0Y70 00751YAK2 2030-08-01 7.000000 0.00 2000.00 2121.24 Corporate Debt Securities TELEFLEX INCORPORATED SR GLBL 144A 28 UUL85LWXB4NGSWWXIQ25 879369AG1 2028-06-01 4.250000 0.00 637000.00 629141.54 Corporate Debt Securities PRA GROUP INC SR 144A NT 30 549300Q5HW3JSSB86K27 69354NAF3 2030-01-31 8.875000 0.00 337000.00 346870.73 Corporate Debt Securities MATCH GROUP HOLDINGS II LLC SR 144A NT 31 5493003RFFE030RC9167 57667JAA0 2031-10-01 3.625000 0.00 200000.00 180638.67 Corporate Debt Securities METHANEX CORP SR GLBL NT 29 549300TSJHRXT9QXRD13 59151KAL2 2029-12-15 5.250000 0.00 2000.00 1995.62 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR SEC GLBL 29 N/A 451102CK1 2029-11-15 10.000000 0.00 40352000.00 41249473.32 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 32 549300JE8XHZZ7OHN517 988498AP6 2032-01-31 4.625000 0.00 1039000.00 1003909.51 Corporate Debt Securities ZF NORTH AMER CAP INC 144A NT 6.75%30 529900JYGMS9CW9IQX78 98877DAF2 2030-04-23 6.750000 0.00 334000.00 337355.03 Corporate Debt Securities ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 N/A E4181MAA7 2032-06-30 8.499000 0.00 500000.00 520166.25 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 31 549300JE8XHZZ7OHN517 988498AN1 2031-03-15 3.625000 0.00 943000.00 882539.03 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 4%30 5493008I795YYBFWFU90 682691AA8 2030-09-15 4.000000 0.00 139000.00 129865.07 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 32 5493008I795YYBFWFU90 682691AK6 2032-09-15 7.125000 0.00 37000.00 38362.96 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 32 5493008I795YYBFWFU90 682691AJ9 2032-03-15 6.750000 0.00 157000.00 160085.05 Corporate Debt Securities RAKUTEN GROUP INC SR 144A NT 29 529900IMXUCQKUL1H943 75102WAK4 2029-04-15 9.750000 0.00 4500000.00 5006422.50 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 34 N/A 69318FAN8 2034-06-01 7.250000 0.00 250000.00 257164.38 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 34 N/A 69318FAN8 2034-06-01 7.250000 0.00 410000.00 421749.57 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 30 5493008I795YYBFWFU90 682691AL4 2030-05-15 6.125000 0.00 534000.00 537118.86 Corporate Debt Securities PRA GROUP INC SR GLBL 144A 28 549300Q5HW3JSSB86K27 69354NAE6 2028-02-01 8.375000 0.00 1554000.00 1638203.49 Corporate Debt Securities NISSAN MTR ACCEP CO LLC FR 5.55%091329 7D6DIU2QXTUJRFNNJA49 65480CAH8 2029-09-13 5.550000 0.00 5000.00 4982.93 Corporate Debt Securities PRA GROUP INC SR GLBL 144A 28 549300Q5HW3JSSB86K27 69354NAE6 2028-02-01 8.375000 0.00 5940000.00 6261858.90 Corporate Debt Securities PERFORMANCE FOOD GROUP INC SR GLBL 144A 29 549300OMUOGBYK0FFO76 71376LAE0 2029-08-01 4.250000 0.00 86000.00 85014.44 Corporate Debt Securities PETROLEOS MEXICANOS SR BD 6.375%45 549300CAZKPF4HKMPX17 71654QBR2 2045-01-23 6.375000 0.00 1323000.00 1086403.50 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 29 549300W1D516HBDEU871 70932MAD9 2029-12-15 7.875000 0.00 5149000.00 5354097.54 Corporate Debt Securities RAKUTEN GROUP INC SR 144A NT 29 529900IMXUCQKUL1H943 75102WAK4 2029-04-15 9.750000 0.00 1148000.00 1277194.01 Corporate Debt Securities PARAMOUNT GLOBAL JR SB GLBL DB 62 5KYC8KF17ROCY24M3H09 92556HAE7 2062-03-30 6.375000 0.00 2000.00 1691.18 Corporate Debt Securities VIRGIN MEDIA SECD FIN PLC 1LIEN GLBL 29 213800X3RLP4NOTPY579 92769XAP0 2029-05-15 5.500000 0.00 21626000.00 19903945.65 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR 144A NT 33 K5K33XN0PQAU1XF7NN66 87422VAP3 2033-05-01 6.375000 0.00 93399000.00 93662540.85 Corporate Debt Securities SOMNIGROUP INTERNATIONAL INC SR GLBL 144A 31 549300HFEKVR3US71V91 88023UAJ0 2031-10-15 3.875000 0.00 1767000.00 1635534.71 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 32 549300JE8XHZZ7OHN517 988498AP6 2032-01-31 4.625000 0.00 133000.00 128508.15 Corporate Debt Securities LAMAR MEDIA CORP SR GLBL 144A 33 N/A 513075CA7 2033-11-01 5.375000 0.00 123000.00 121230.95 Corporate Debt Securities DISCOVERY GLOBAL HOLDINGS INC SR GLBL NT 32 549300DXR29GD4N0A520 55903VBC6 2032-03-15 4.279000 0.00 88000.00 69182.53 Corporate Debt Securities MACYS RETAIL HLDGS LLC SR NT 4.3%43 N/A 55616XAJ6 2043-02-15 4.300000 0.00 91000.00 67100.47 Corporate Debt Securities OCEANEERING INTL INC SR 144A NT 34 549300L6PH74701W0R30 675232AE2 2034-07-15 6.875000 0.00 1472000.00 1511691.46 Corporate Debt Securities PLS GROUP LTD SR 144A NT 31 5299000VV1CZVF5K9C16 69393GAA2 2031-05-01 6.875000 0.00 36000.00 37134.22 Corporate Debt Securities STINGRAY COMPUTE LLC SR SEC GLBL 31 N/A 86083AAA4 2031-06-15 6.000000 0.00 536000.00 525380.05 Corporate Debt Securities STINGRAY COMPUTE LLC SR SEC GLBL 31 N/A 86083AAA4 2031-06-15 6.000000 0.00 546000.00 535181.92 Corporate Debt Securities SOLSTICE ADVANCED MATLS INC SR 144A NT 33 2138004GZ4H9TW6HK435 83443QAA1 2033-09-30 5.625000 0.00 400000.00 399264.00 Corporate Debt Securities HILCORP ENERGY I L P / HILCORP SR 144A NT 33 N/A 431318BC7 2033-11-01 8.375000 0.00 406000.00 434118.54 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 34 5493003EG7H0N1E4XV50 432833AT8 2034-03-31 5.500000 0.00 72000.00 71351.76 Corporate Debt Securities OLIN CORP SR GLBL NT 5%30 549300GKK294V7W57P06 680665AK2 2030-02-01 5.000000 0.00 35000.00 34774.95 Corporate Debt Securities HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30 N/A 431318AY0 2030-04-15 6.000000 0.00 30000.00 30188.90 Corporate Debt Securities GFL ENVIRONMENTAL INC SR GLBL 144A 28 894500E7NLBY9VZRT696 36168QAL8 2028-08-01 4.000000 0.00 875000.00 871823.75 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 33 5493003EG7H0N1E4XV50 432833AS0 2033-09-15 5.750000 0.00 200000.00 199953.44 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 32 5493003EG7H0N1E4XV50 432833AN1 2032-02-15 3.625000 0.00 108000.00 99591.69 Corporate Debt Securities LITHIA MTRS INC SR GLBL 144A 30 SE8N1EZEHPZQBCBVKD53 536797AJ2 2030-10-01 5.500000 0.00 405000.00 407751.30 Corporate Debt Securities HLF FING SARL LLC / HERBALIFE SR SEC GLBL 33 N/A 40390DAE5 2033-05-01 7.750000 0.00 326000.00 333985.55 Corporate Debt Securities FMC CORP GLBL NT 6.375%53 CKDHZ2X64EEBQCSP7013 302491AY1 2053-05-18 6.375000 0.00 717000.00 567360.01 Corporate Debt Securities CITIGROUP INC PERP JR SB AA NT 6SHGI4ZSSLCXXQSBB395 172967PE5 2500-12-31 7.625000 0.00 4840000.00 5073516.56 Corporate Debt Securities CIENA CORP SR GLBL 144A 30 W0CZ7N0GH8UIGXDM1H41 171779AL5 2030-01-31 4.000000 0.00 165000.00 156152.70 Corporate Debt Securities CRANE NXT CO SR GLBL NT4.2%48 549300EXNPSXEWUD3N21 224399AT2 2048-03-15 4.200000 0.00 112000.00 71541.87 Corporate Debt Securities CITGO PETE CORP SR SEC 144A NT29 YX52P86PXMLYDOTUQ225 17302XAN6 2029-01-15 8.375000 0.00 16930000.00 17451143.02 Corporate Debt Securities BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 31 549300G8S4PO686J7H97 018581AR9 2031-05-15 6.750000 0.00 187000.00 193294.42 Corporate Debt Securities ADVANCE AUTO PARTS INC SR GLBL 144A 33 529900UCNQ5H9FSL0Y70 00751YAL0 2033-08-01 7.375000 0.00 2000.00 2140.85 Corporate Debt Securities ALTAGAS LTD JR SB GLBL 54 2549008X5V70MOS4HM10 021361AD2 2054-10-15 7.200000 0.00 300000.00 316437.00 Corporate Debt Securities ALTAGAS LTD JR SB GLBL 54 2549008X5V70MOS4HM10 021361AD2 2054-10-15 7.200000 0.00 4800000.00 5062992.00 Corporate Debt Securities ALTAGAS LTD JR SB GLBL 54 2549008X5V70MOS4HM10 021361AD2 2054-10-15 7.200000 0.00 6549000.00 6907819.71 Corporate Debt Securities BREAD FINANCIAL HOLDINGS INC SUB GLBL 144A 35 549300G8S4PO686J7H97 018581AQ1 2035-06-15 8.375000 0.00 100000.00 104347.14 Corporate Debt Securities ALLISON TRANSMISSION INC SR GLBL 144A 31 MWKQ3I0U1GXP2YDSZW75 019736AG2 2031-01-30 3.750000 0.00 131000.00 121437.00 Corporate Debt Securities AK AIRLINES INC SR GLBL 144A 31 PG4W4UTDTMMEBRGLO537 011662AJ2 2031-06-01 6.500000 0.00 75000.00 75502.04 Corporate Debt Securities SM ENERGY COMPANY SR 144A NT 31 84BUTVXV5ODI6BXNMH43 17888HAB9 2031-07-01 8.750000 0.00 1431000.00 1502981.69 Corporate Debt Securities CHAMPION IRON CDA INC SR 144A NT 32 N/A 15853BAA9 2032-07-15 7.875000 0.00 1623000.00 1671479.01 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT 34 CD30XVRLT4QO00B1C706 15089QBD5 2034-02-15 7.375000 0.00 94000.00 101044.26 Corporate Debt Securities CELANESE US HLDGS LLC CR SEN SR GLBL27 CD30XVRLT4QO00B1C706 15089QAM6 2027-07-15 7.165000 0.00 21000.00 21318.03 Corporate Debt Securities CINEMARK USA INC SR GLBL 144A 32 54930008H2137JSCPQ09 172441BH9 2032-08-01 7.000000 0.00 2000.00 2122.38 Corporate Debt Securities COMMERCIAL METALS CO SR GLBL NT 30 549300OQS2LO07ZJ7N73 201723AQ6 2030-01-15 4.125000 0.00 174000.00 166657.78 Corporate Debt Securities HUDSON PAC PPTYS L P SR GLBL NT 30 5493007NTUGLGZ8T3526 44409MAC0 2030-01-15 3.250000 0.00 19001000.00 16621969.24 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 32 5493003EG7H0N1E4XV50 432833AN1 2032-02-15 3.625000 0.00 127000.00 117112.45 Corporate Debt Securities VIKING CRUISES LTD SR GLBL 144A 33 549300IJP90T4MV2GL84 92676XAH0 2033-10-15 5.875000 0.00 9074000.00 9140953.52 Corporate Debt Securities VISTRA CORP PERP SUB -B 144A 549300KP43CPCUJOOG15 92840MAC6 2500-12-31 7.000000 0.00 2299000.00 2329655.89 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT36 54930011XLBUWMQUC829 92332YAH4 2036-06-15 6.625000 0.00 10000.00 9905.71 Corporate Debt Securities VIKING CRUISES LTD SR GLBL 144A 33 549300IJP90T4MV2GL84 92676XAH0 2033-10-15 5.875000 0.00 231000.00 232704.46 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 31 BUGSFQZERKRBFWIG5267 85571BBH7 2031-06-01 6.125000 0.00 297000.00 300822.10 Corporate Debt Securities STONEBRIAR ABF ISSUER LLC SR 144A NT 7%31 984500A76E25968C4F70 86177CAB5 2031-08-15 7.000000 0.00 476000.00 477860.63 Corporate Debt Securities APLD COMPUTECO LLC 1LIEN GLBL 30 N/A 00202DAA5 2030-12-15 9.250000 0.00 424000.00 454396.32 Corporate Debt Securities EVERFORTH INC SR GLBL 144A 28 LZBNYYCBUKY537072438 00191UAA0 2028-05-15 4.625000 0.00 249000.00 238699.84 Corporate Debt Securities ADIENT GLOBAL HLDGS LTD SR GLBL 144A 33 213800VA38VCKE6M8790 00687YAD7 2033-02-15 7.500000 0.00 65000.00 69138.12 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME 1LIEN GLBL 29 N/A 00253XAB7 2029-04-20 5.750000 0.00 301611.00 276381.90 Corporate Debt Securities FMC CORP GLBL NT 5.65%33 CKDHZ2X64EEBQCSP7013 302491AX3 2033-05-18 5.650000 0.00 358000.00 323161.93 Corporate Debt Securities ENCOMPASS HEALTH CORP SR GLBL NT4.5%28 549300FVRPM9DRQZRG64 29261AAA8 2028-02-01 4.500000 0.00 397000.00 402073.66 Corporate Debt Securities FMC CORP GLBL NT 5.65%33 CKDHZ2X64EEBQCSP7013 302491AX3 2033-05-18 5.650000 0.00 29000.00 26177.92 Corporate Debt Securities EDISON INTL JR SB GLBL NT 53 549300I7ROF15MAEVP56 281020AX5 2053-06-15 8.125000 0.00 350000.00 361792.18 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK30 5493003WEAK2PJ5WS063 146869AN2 2030-06-01 9.000000 0.00 9932967.00 10837705.78 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT 7%31 CD30XVRLT4QO00B1C706 15089QBC7 2031-02-15 7.000000 0.00 2000.00 2136.11 Corporate Debt Securities VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT30 549300TKP4I6OJ02BF90 922966AE6 2030-12-15 6.125000 0.00 125000.00 128025.80 Corporate Debt Securities SIRIUS XM RADIO LLC SR GLBL REGS 30 WP5O65E6BMU84LNO4227 U82764AS7 2030-07-01 4.125000 0.00 100000.00 93669.75 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 30 549300A2JKMG5PGOGF82 947075AU1 2030-04-30 8.625000 0.00 433000.00 441579.90 Corporate Debt Securities VIAVI SOLUTIONS INC SR GLBL 144A 29 5493006K3E3N1QOBF092 925550AF2 2029-10-01 3.750000 0.00 2000.00 1912.72 Corporate Debt Securities AMC GLOBAL MEDIA INC 1LIEN GLBL 32 549300VGG9K75226LR46 00164VAK9 2032-07-15 10.500000 0.00 11556000.00 11921015.52 Corporate Debt Securities AAR CORP SR GLBL 144A 29 N/A 00253PAA6 2029-03-15 6.750000 0.00 616000.00 645463.28 Corporate Debt Securities ADVANCED DRAIN SYS INC DEL SR 144A NT 34 6QQTOZ5MF5DHM7K92I60 00790RAC8 2034-03-01 5.375000 0.00 95000.00 94172.84 Corporate Debt Securities APLD COMPUTECO LLC 1LIEN GLBL 30 N/A 00202DAA5 2030-12-15 9.250000 0.00 2985000.00 3198992.99 Corporate Debt Securities ACADEMY LTD / ACADEMY FIN CORP 1LIEN GLBL 31 549300BN53IR80C35Z14 00401YAB6 2031-05-15 5.875000 0.00 2000.00 2002.77 Corporate Debt Securities ALBERTSONS COMPANIES INC / SR GLBL 144A 28 N/A 01309QAA6 2028-02-15 6.500000 0.00 100000.00 103528.22 Corporate Debt Securities CELANESE US HLDGS LLC CR SEN SR GLBL32 CD30XVRLT4QO00B1C706 15089QAP9 2032-07-15 7.379000 0.00 23000.00 24145.16 Corporate Debt Securities CITIZENS FINL GROUP INC PERP -J NT 6.75% 2138004JDDA4ZQUPFW65 174610BL8 2500-12-31 6.750000 0.00 301000.00 297719.10 Corporate Debt Securities RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 32 N/A 749571AK1 2032-04-01 6.500000 0.00 123000.00 127706.80 Corporate Debt Securities RAKUTEN GROUP INC SR 144A NT 27 529900IMXUCQKUL1H943 75102WAG3 2027-02-15 11.250000 0.00 4556000.00 4915536.74 Corporate Debt Securities PRA GROUP INC SR GLBL 144A 29 549300Q5HW3JSSB86K27 69354NAD8 2029-10-01 5.000000 0.00 10000.00 9624.27 Corporate Debt Securities PROMIGAS S A E S P/GASES SUB 144A NT 56 N/A 74350WAA8 2056-01-24 7.750000 0.00 300000.00 308089.58 Corporate Debt Securities LATAM AIRLINES GROUP SA SR SEC GLBL 30 549300HX3UUDPEFTG707 51817RAD8 2030-04-15 7.875000 0.00 558000.00 584419.91 Corporate Debt Securities UNITED AIRLS HLDGS INC SR GLBL NT 29 98450079DA0B78DD6764 910047AM1 2029-03-01 4.875000 0.00 100000.00 100834.79 Corporate Debt Securities ZIFF DAVIS INC SR GLBL 144A 30 5493008OJYGLHD7MXA18 48123VAF9 2030-10-15 4.625000 0.00 12000.00 11383.30 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 30 5493008I795YYBFWFU90 682691AL4 2030-05-15 6.125000 0.00 421000.00 423458.87 Corporate Debt Securities ON SEMICONDUCTOR CORP SR GLBL 144A 28 ZV20P4CNJVT8V1ZGJ064 682189AQ8 2028-09-01 3.875000 0.00 12000.00 11803.99 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT30 54930011XLBUWMQUC829 92332YAE1 2030-01-15 7.000000 0.00 3452000.00 3518696.48 Corporate Debt Securities SM ENERGY COMPANY SR GLBL NT 27 84BUTVXV5ODI6BXNMH43 78454LAP5 2027-01-15 6.625000 0.00 300000.00 301432.33 Corporate Debt Securities WESCO DISTR INC SR GLBL 144A 33 549300I2CEZJG9N4AH67 95081QAS3 2033-03-15 6.375000 0.00 857000.00 892696.91 Corporate Debt Securities NOVA CHEMICALS CORP MTN BE SR 144A NT 29 549300ZOD6N7RI2FJP09 66977WAS8 2029-05-15 4.250000 0.00 7000.00 6867.58 Corporate Debt Securities LAND O LAKES INC PERP JR SB 144A 4ONCJWH5BBCYSJIJYX61 514666AM8 2079-12-31 7.250000 0.00 15838000.00 14519706.47 Corporate Debt Securities HUNTSMAN INTERNATIONAL LLC 4.5%29 3YTEJFW18LGIUQ2N5J61 44701QBE1 2029-05-01 4.500000 0.00 2592000.00 2534120.64 Corporate Debt Securities HILCORP ENERGY I L P / HILCORP SR 144A NT 35 N/A 431318BG8 2035-02-15 7.250000 0.00 721000.00 740575.55 Corporate Debt Securities INGEVITY CORP SR GLBL 144A 28 5493009UTFC4B5IMGF87 45688CAB3 2028-11-01 3.875000 0.00 2900000.00 2833872.75 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 31 5493008I795YYBFWFU90 682691AG5 2031-11-15 7.125000 0.00 100000.00 102744.17 Corporate Debt Securities LAND O LAKES INC PERP SUB -A 144A 4ONCJWH5BBCYSJIJYX61 514666AK2 2079-12-31 8.000000 0.00 7363000.00 7401451.22 Corporate Debt Securities SOCIETE GENERALE ALT TIER I PERP O2RNE8IBXP4R0TD8PU41 83371GAA9 2500-12-31 10.000000 0.00 200000.00 220807.78 Corporate Debt Securities BATH & BODY WORKS INC SR GLBL NT7.5%29 GR3KVMWVCR54YWQNXU90 501797AR5 2029-06-15 7.500000 0.00 39000.00 39872.56 Corporate Debt Securities HUNT COS INC SR SEC 144A NT29 549300ODPWDNCH5TKM49 445587AE8 2029-04-15 5.250000 0.00 1000.00 996.67 Corporate Debt Securities HILCORP ENERGY I L P / HILCORP SR 144A NT 34 N/A 431318BE3 2034-05-15 6.875000 0.00 729000.00 724628.84 Corporate Debt Securities KORN FERRY SR GLBL 144A 27 549300FOD20OM0GT5G40 50067PAA7 2027-12-15 4.625000 0.00 125000.00 125034.97 Corporate Debt Securities GRUPO AEROMEXICO SAB DE CV SR SEC REGS NT29 529900BECKHBL62WD126 P4955JAB4 2029-11-15 8.250000 0.00 996000.00 1021016.20 Corporate Debt Securities YUM BRANDS INC SR GLBL 144A 30 549300JE8XHZZ7OHN517 988498AL5 2030-01-15 4.750000 0.00 2913000.00 2852995.44 Corporate Debt Securities USIMINAS INTL S A R L SR GLBL REGS 32 529900KLYX6QPXVIVP43 L95806AB8 2032-01-27 7.500000 0.00 448000.00 460075.09 Corporate Debt Securities BANISTMO SA SR GLBL REGS 27 549300E94AMW3HSSMU17 P15383CD5 2027-07-31 4.250000 0.00 500000.00 493840.00 Corporate Debt Securities NORDSTROM INC SR GLBL NT 4%27 549300S3IZB5P35KNV16 655664AS9 2027-03-15 4.000000 0.00 200000.00 200000.22 Corporate Debt Securities UNITED AIRLS HLDGS INC SR GLBL NT 29 98450079DA0B78DD6764 910047AM1 2029-03-01 4.875000 0.00 22000.00 22183.65 Corporate Debt Securities TURNING PT BRANDS INC SR SEC 144A NT32 549300IYG00QF0VVP302 90041LAG0 2032-03-15 7.625000 0.00 16524000.00 17269489.44 Corporate Debt Securities SAFEWAY INC SR GLBL DEB 31 549300NKZ6VCN5P3K723 786514BA6 2031-02-01 7.250000 0.00 98000.00 105249.06 Corporate Debt Securities SAFEWAY INC SR GLBL DEB 31 549300NKZ6VCN5P3K723 786514BA6 2031-02-01 7.250000 0.00 2000.00 2147.94 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 32 84BUTVXV5ODI6BXNMH43 78454LAY6 2032-08-01 7.000000 0.00 999000.00 1048170.78 Corporate Debt Securities RYAN SPECIALTY LLC SR SEC GLBL 32 549300K52N7QBO3PYY45 78351GAA3 2032-08-01 5.875000 0.00 1250000.00 1269531.25 Corporate Debt Securities VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33 549300TKP4I6OJ02BF90 922966AA4 2033-05-01 7.500000 0.00 445000.00 491084.20 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT34 54930011XLBUWMQUC829 92332YAG6 2034-12-15 6.375000 0.00 1300000.00 1278412.42 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT34 54930011XLBUWMQUC829 92332YAG6 2034-12-15 6.375000 0.00 1337000.00 1314798.00 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT30 54930011XLBUWMQUC829 92332YAE1 2030-01-15 7.000000 0.00 1218000.00 1241533.11 Corporate Debt Securities VENTURE GLOBAL PLAQUEMINES LNG SR SEC 144A NT33 549300TKP4I6OJ02BF90 922966AA4 2033-05-01 7.500000 0.00 120000.00 132427.20 Corporate Debt Securities QUIKRETE HLDGS INC SR SEC 144A NT32 5493007KIN86DIZWZT22 74843PAA8 2032-03-01 6.375000 0.00 3508000.00 3640786.57 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT34 54930011XLBUWMQUC829 92332YAG6 2034-12-15 6.375000 0.00 2000.00 1966.79 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK31 5493003WEAK2PJ5WS063 146869AM4 2031-06-01 9.000000 0.00 154171.00 179315.60 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 34 549300W0SKP6L3H7DP63 12008RAS6 2034-03-01 6.375000 0.00 23000.00 23179.00 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT1.4%26 CD30XVRLT4QO00B1C706 15089QAK0 2026-08-05 1.400000 0.00 6000.00 6030.21 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT1.4%26 CD30XVRLT4QO00B1C706 15089QAK0 2026-08-05 1.400000 0.00 26000.00 26130.90 Corporate Debt Securities BURFORD CAPITAL GLOBAL FIN LLC SR GLBL 144A 33 549300JVAOO67CSCH406 12116LAG4 2033-07-15 7.500000 0.00 638000.00 542914.61 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 34 549300W0SKP6L3H7DP63 12008RAS6 2034-03-01 6.375000 0.00 575000.00 579474.94 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT1.4%26 CD30XVRLT4QO00B1C706 15089QAK0 2026-08-05 1.400000 0.00 56000.00 56281.93 Corporate Debt Securities CENTRAL GARDEN & PET CO SR GLBL NT 28 5493004DVZLD37DJ0H83 153527AM8 2028-02-01 5.125000 0.00 2845000.00 2910762.17 Corporate Debt Securities CELANESE US HLDGS LLC SR GLBL NT 33 CD30XVRLT4QO00B1C706 15089QBA1 2033-04-15 6.750000 0.00 149000.00 155020.35 Corporate Debt Securities CQP HOLDCO LP & BIP-V CHINOOK SR SEC 144A NT31 N/A 12657NAA8 2031-06-15 5.500000 0.00 282000.00 276407.31 Corporate Debt Securities CELANESE US HLDGS LLC CR SEN SR GLBL33 CD30XVRLT4QO00B1C706 15089QAY0 2033-11-15 7.700000 0.00 51000.00 54789.07 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK30 5493003WEAK2PJ5WS063 146869AN2 2030-06-01 9.000000 0.00 8593741.00 9376497.12 Corporate Debt Securities Y 2026-08-03 2026-08-07 2026-08-12 Y BNP Paribas SA 1.0000 7 N N N 0.0394 600000000.00 600000000.00 0.0015 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.940000% ARP1F6OQ9 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1F6OQ9 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y CHARTER COMMUNICATIONS OPER 1LIEN NT 5.75%48 N/A 161175BN3 2048-04-01 5.750000 0.00 200000.00 161455.33 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT29 N/A 161175CQ5 2029-06-01 6.100000 0.00 2000.00 2050.45 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW 1LIEN GLBL 30 549300FA4CTCW903Y781 12769GAB6 2030-02-15 7.000000 0.00 2642000.00 2737476.01 Corporate Debt Securities BUILDERS FIRSTSOURCE INC SR GLBL 144A 34 549300W0SKP6L3H7DP63 12008RAS6 2034-03-01 6.375000 0.00 2000.00 2015.57 Corporate Debt Securities KONINKLIJKE AHOLD DELHAIZE N SR NT 5.7%40 724500C9GNBV20UYRX36 24668PAE7 2040-10-01 5.700000 0.00 1000.00 983.86 Corporate Debt Securities TRANSDIGM INC SR SEC 144A NT33 88Q84GB3X55CF5OC7582 893647BW6 2033-01-15 6.000000 0.00 454000.00 464544.91 Corporate Debt Securities TKC HOLDINGS INCORPORATED 2LIEN GLBL 31 N/A 87256YAG8 2031-02-15 12.000000 0.00 365000.00 402038.98 Corporate Debt Securities ARBOR REALTY SENIOR INC SR GLBL 144A 30 549300TW7RTL2CI3CN08 03881NAJ6 2030-07-15 7.875000 0.00 1197000.00 1097433.54 Corporate Debt Securities ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32 N/A 03690AAK2 2032-02-01 6.625000 0.00 748000.00 786667.86 Corporate Debt Securities ARKO CORP SR 144A NT 29 N/A 041242AA6 2029-11-15 5.125000 0.00 1768000.00 1672527.02 Corporate Debt Securities BCC MIDDLE MK CLO LLC 2018-1RR D-RR 20380420 FLT N/A 055328BL1 2038-04-20 11.429200 0.00 3383580.00 3395396.33 Asset-Backed Securities GOLDMAN SACHS GROUP INC PERP -AA NT 6.5% 784F5XWPLTWKTBV3E584 38141GF66 2500-12-31 6.500000 0.00 1941000.00 1927320.26 Corporate Debt Securities GORILLA TECHNOLOGY GROUP INC SR COCO 31 N/A 38305QAB0 2031-06-15 7.500000 0.00 4000000.00 3741666.67 Corporate Debt Securities ING GROEP N.V. ALT TIER I PERP 549300NYKK9MWM7GGW15 456837BT9 2500-12-31 7.000000 0.00 8717000.00 8997890.80 Corporate Debt Securities FIRST QUANTUM MINERALS LTD 144A NT 8.625%31 549300I7UVBGWRYMYZ18 335934AU9 2031-06-01 8.625000 0.00 41149000.00 43388945.81 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31 N/A 55342UAM6 2031-03-15 3.500000 0.00 39000.00 27187.38 Corporate Debt Securities ONEMAIN FIN CORP SR GLBL NT 33 5493008I795YYBFWFU90 682691AN0 2033-09-15 6.750000 0.00 3000.00 3028.50 Corporate Debt Securities LFS TOPCO LLC SR 144A NT 30 N/A 50203TAB2 2030-07-15 8.750000 0.00 70000.00 70289.02 Corporate Debt Securities TREEHOUSE FOODS INC SR SEC GLBL 33 254900VSX7CEW7CNTO51 456142AA6 2033-02-11 7.750000 0.00 21000.00 22073.67 Corporate Debt Securities HILTON DOMESTIC OPER CO INC SR GLBL 144A 31 5493003EG7H0N1E4XV50 432833AU5 2031-09-15 5.500000 0.00 811000.00 813013.08 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP 549300PPXHEU2JF0AM85 53944YAV5 2500-12-31 8.000000 0.00 1058000.00 1123221.00 Corporate Debt Securities LIFEPOINT HEALTH INC SR SEC 144A NT32 549300G8ZVHRTBBBSZ90 53219LAY5 2032-02-15 8.375000 0.00 15750000.00 16523136.88 Corporate Debt Securities EUSHI FINANCE INC. JR SB GLBL NT 54 N/A 29882DAB9 2054-12-15 7.625000 0.00 6000000.00 6262878.33 Corporate Debt Securities CITIGROUP INC PERP SR GLBL -CC 6SHGI4ZSSLCXXQSBB395 172967PK1 2500-12-31 7.125000 0.00 2000.00 2062.72 Corporate Debt Securities CLYDESDALE ACQUISITION HLDGS SR SEC GLBL 30 254900QKSDYFR3K5YD98 18972EAC9 2030-01-15 6.875000 0.00 1411000.00 1401384.82 Corporate Debt Securities SM ENERGY COMPANY SR 144A NT 31 84BUTVXV5ODI6BXNMH43 17888HAB9 2031-07-01 8.750000 0.00 704000.00 739412.37 Corporate Debt Securities CLOUD SOFTWARE GROUP INC SR SEC 144A NT32 04EEB871XLHVNY4RZJ65 18912UAC6 2032-06-30 8.250000 0.00 2000.00 1905.75 Corporate Debt Securities ENOVA INTL INC SR GLBL 144A 29 549300O8XOCQSB49UO63 29357KAK9 2029-08-01 9.125000 0.00 6658000.00 7249596.59 Corporate Debt Securities ENBRIDGE INC LW TIER II GLBL 98TPTUM4IVMFCZBCUR27 29250NBP9 2083-01-15 7.625000 0.00 4084000.00 4403119.22 Corporate Debt Securities ENBRIDGE INC LW TIER II GLBL 98TPTUM4IVMFCZBCUR27 29250NBT1 2084-01-15 8.500000 0.00 5808000.00 6577547.09 Corporate Debt Securities ECHOSTAR CORP SR SEC GLBL NT29 549300EE20907QZ9GT38 278768AC0 2029-11-30 10.750000 0.00 581533.00 639003.97 Corporate Debt Securities AP CORE HOLDINGS II LLC SR SEC 144A NT31 549300PND8ZZ4RWYRZ56 001874AA4 2031-05-15 11.000000 0.00 8456000.00 9022542.60 Corporate Debt Securities PERU LNG S.R.L. SR GLBL REGS 30 254900F70J1LOALV5K70 P7721BAE1 2030-03-22 5.375000 0.00 14000000.00 9252867.43 Corporate Debt Securities LITHIA MTRS INC SR GLBL 144A 30 SE8N1EZEHPZQBCBVKD53 536797AJ2 2030-10-01 5.500000 0.00 323000.00 325194.25 Corporate Debt Securities STARZ CAP HOLDINGS LLC SR GLBL 144A 29 549300MWJHNLR35C0837 53627NAE1 2029-04-15 5.500000 0.00 811000.00 743033.69 Corporate Debt Securities CONNECT HLDG II LLC SR SEC 144A NT31 254900LCX7S2QHYUOI31 20753PAD3 2031-04-03 10.500000 0.00 412000.00 406339.12 Corporate Debt Securities AGL CORE CLO 0.01 20JUL39 144A FRN 549300EIBQDZ5WXOZ105 001200AS3 2039-07-20 5.129200 0.00 7189360.00 7200627.59 Asset-Backed Securities TALEN ENERGY SUPPLY LLC SR 144A NT 33 K5K33XN0PQAU1XF7NN66 87422VAP3 2033-05-01 6.375000 0.00 8989000.00 9014363.96 Corporate Debt Securities HILCORP ENERGY I L P / HILCORP SR 144A NT 32 N/A 431318AZ7 2032-04-15 6.250000 0.00 600000.00 593701.67 Corporate Debt Securities CORELOGIC INC 1LIEN GLBL 31 54930086CD8K2UIL0516 21871DAG8 2031-08-01 9.000000 0.00 1552000.00 1526640.32 Corporate Debt Securities BAUSCH HEALTH COS INC 1LIEN GLBL 28 B3BS7ACMDUWISF18KY76 071734AN7 2028-06-01 4.875000 0.00 600000.00 563343.00 Corporate Debt Securities BEACH ACQUISITION BIDCO LLC SR GLBL PIK 33 254900F2FNX3GBTB6202 07337JAC1 2033-07-15 10.000000 0.00 608.00 656.22 Corporate Debt Securities BANCO SANTANDER SA ALT TIER I PERP 5493006QMFDDMYWIAM13 05971KAQ2 2500-12-31 9.625000 0.00 3400000.00 4018239.94 Corporate Debt Securities BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 31 549300G8S4PO686J7H97 018581AR9 2031-05-15 6.750000 0.00 3542000.00 3661223.72 Corporate Debt Securities ACCREDITED MTG LN TR 2007-1 M-3 20370225 FLT N/A 00438QAG9 2037-02-25 4.128900 0.00 37000.00 32466.94 Asset-Backed Securities CLEAR CHANNEL OUTDOOR HLDGS IN 1LIEN GLBL 33 N/A 18453HAH9 2033-03-15 7.500000 0.00 5314000.00 5721760.93 Corporate Debt Securities CREDIT ACCEP CORP MICH SR GLBL 144A 30 N/A 225310AS0 2030-03-15 6.625000 0.00 189000.00 193656.54 Corporate Debt Securities CLEAN HARBORS INC SR GLBL 144A 33 5493000SJVZVZJKHJF48 184496AR8 2033-10-15 5.750000 0.00 413000.00 418451.83 Corporate Debt Securities CERDIA FINANZ GMBH SR SEC 144A NT31 391200KURNDJSX9GX570 15679GAC6 2031-10-03 9.375000 0.00 5722000.00 5243378.54 Corporate Debt Securities FIFTH THIRD BANCORP PERP SB H NT5.1% THRNG6BD57P9QWTQLG42 316773CM0 2500-12-31 7.026800 0.00 1000.00 995.02 Corporate Debt Securities FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT29 N/A 31556TAA7 2029-01-15 4.625000 0.00 5619000.00 5470071.53 Corporate Debt Securities FERTITTA ENTMT LLC / FERTITTA SR SEC 144A NT29 N/A 31556TAA7 2029-01-15 4.625000 0.00 5911000.00 5754332.23 Corporate Debt Securities FREEDOM MTG HLDGS LLC SR 144A NT 29 254900ROJ91RGM43S156 35641AAA6 2029-02-01 9.250000 0.00 4173000.00 4496407.50 Corporate Debt Securities FORD MOTOR CREDIT COMPANY SR GLBL NT 34 UDSQCVRUX5BONN0VY111 345397E66 2034-03-08 6.125000 0.00 300000.00 306263.96 Corporate Debt Securities NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT N/A 66987XHA6 2036-01-25 4.723900 0.00 674000.00 576945.26 Asset-Backed Securities THE REALREAL INC SR SEC PIK 29 549300O00VUGT4H1PE90 88339PAE1 2029-03-01 13.000000 0.00 237.00 255.17 Corporate Debt Securities BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 31 549300G8S4PO686J7H97 018581AR9 2031-05-15 6.750000 0.00 3000.00 3100.98 Corporate Debt Securities VIKING CRUISES LTD SR GLBL 144A 33 549300IJP90T4MV2GL84 92676XAH0 2033-10-15 5.875000 0.00 7000.00 7051.65 Corporate Debt Securities TENET HEALTHCARE CORP SR NT 6.875%31 0W9AIBT6U6ADJ2I8HK17 88033GAV2 2031-11-15 6.875000 0.00 560000.00 601363.78 Corporate Debt Securities AVIS BUDGET CAR RENT LLC /AVIS SR GLBL REGS 32 N/A U05375AX5 2032-06-15 8.375000 0.00 300000.00 303513.42 Corporate Debt Securities RAKUTEN GROUP INC SR 144A NT 29 529900IMXUCQKUL1H943 75102WAK4 2029-04-15 9.750000 0.00 1608000.00 1788961.64 Corporate Debt Securities WOLFSPEED INC SR SEC GLBL 30 N/A 977852AK8 2030-06-23 13.875000 0.00 8084218.00 8999883.69 Corporate Debt Securities 1261229 BC LTD 1LIEN GLBL 32 N/A 68288AAA5 2032-04-15 10.000000 0.00 622000.00 653637.68 Corporate Debt Securities MAXIM CRANE WKS HLDGS CAP LLC SR SEC 144A NT28 N/A 57779EAA6 2028-09-01 11.500000 0.00 100000.00 108610.67 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 33 549300NQQCEQ46YHZ591 60855RAM2 2033-01-15 6.250000 0.00 2000.00 1982.68 Corporate Debt Securities PERU LNG S.R.L. SR GLBL 144A 30 254900F70J1LOALV5K70 715604AA2 2030-03-22 5.375000 0.00 84391000.00 55775623.92 Corporate Debt Securities LIFEPOINT HEALTH INC SR SEC 144A NT34 549300G8ZVHRTBBBSZ90 53219LBA6 2034-05-01 7.000000 0.00 83000.00 79031.86 Corporate Debt Securities MINERAL RES LTD SR 144A NT8.5%30 5299007V1ACKFFX2P066 603051AD5 2030-05-01 8.500000 0.00 6872000.00 7228175.76 Corporate Debt Securities MARRIOTT OWNERSHIP RESORTS INC SR GLBL 144A 29 BW4532OH033VURR0IT68 57164PAH9 2029-06-15 4.500000 0.00 9000.00 8728.47 Corporate Debt Securities BAUSCH PLUS LOMB CORP 1LIEN GLBL 28 549300NY6OZM39SO6475 071705AA5 2028-10-01 8.375000 0.00 200000.00 211115.33 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.3%33 254900FRO0P7RIINYT25 00440KAH6 2033-07-10 5.300000 0.00 4680000.00 4681131.00 Corporate Debt Securities AMERICAN GREETINGS CORP SR SEC 144A NT32 549300WMJOT8C9DNMF90 026375AS4 2032-01-15 8.875000 0.00 1396000.00 1388391.99 Corporate Debt Securities ALGOMA STL INC SR SEC GLBL 29 5493006RXIB5GVHWJS53 01566MAD7 2029-04-15 9.125000 0.00 1046000.00 1017954.71 Corporate Debt Securities AMERICAN GREETINGS CORP SR SEC 144A NT32 549300WMJOT8C9DNMF90 026375AS4 2032-01-15 8.875000 0.00 9559000.00 9506904.78 Corporate Debt Securities FRONTERA ENERGY CORP SR REGS NT 28 A25574TZFLBNK7NWQT47 C35898AB8 2028-06-21 7.875000 0.00 6030000.00 6048512.10 Corporate Debt Securities FRONTERA ENERGY CORP SR REGS NT 28 A25574TZFLBNK7NWQT47 C35898AB8 2028-06-21 7.875000 0.00 13697000.00 13739049.79 Corporate Debt Securities WIND RIV CLO LTD 2021-4 E-2 20350122 FLT N/A 97316VAJ5 2035-01-22 10.390800 0.00 1274914.00 989518.09 Asset-Backed Securities WELLS FARGO & CO PERP GG NT6.125% PBLD0EJDB5FWOLXP3B76 95002YAE3 2500-12-31 6.125000 0.00 5507000.00 5542279.98 Corporate Debt Securities XEROX HOLDINGS CORP SR GLBL 144A 29 5493000Y33XDVO2CXC18 98421MAC0 2029-11-30 8.875000 0.00 354000.00 161810.45 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR 144A NT 34 549300TM2WLI2BJMDD86 18589GAA3 2034-01-15 7.625000 0.00 1724000.00 1751737.24 Corporate Debt Securities DARLING INGREDIENTS INC SR GLBL 144A 27 L1N0SPPKS7EXZYUMZ898 237266AH4 2027-04-15 5.250000 0.00 625000.00 633692.71 Corporate Debt Securities CITIGROUP INC PERP JR SB AA NT 6SHGI4ZSSLCXXQSBB395 172967PE5 2500-12-31 7.625000 0.00 1436000.00 1505283.01 Corporate Debt Securities COEUR MNG INC SR GLBL 144A 32 5493003AVK173D48DR70 192120AA1 2032-04-01 6.875000 0.00 1424000.00 1487448.69 Corporate Debt Securities TRUCK HERO INC 2LIEN GLBL PIK31 54930007KT5CX7XNSD31 75603CAA4 2031-07-31 6.250000 0.00 2.00 0.34 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 33 549300NQQCEQ46YHZ591 60855RAM2 2033-01-15 6.250000 0.00 806000.00 799018.25 Corporate Debt Securities NABORS INDS INC SR 144A NT 32 549300VFQWRKICUFNU92 62957HAR6 2032-11-15 7.625000 0.00 325000.00 335642.85 Corporate Debt Securities MILLICOM INTL CELLULAR S A SR GLBL 144A 31 549300CTHC1CP86P2G96 600814AR8 2031-04-27 4.500000 0.00 6000000.00 5613960.00 Corporate Debt Securities SHARONAI HOLDINGS INC SR GLBL COCO 32 529900B1KAZH4TJD6T41 778920AC2 2032-06-15 4.750000 0.00 922000.00 830579.86 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 34 549300W1D516HBDEU871 70932MAH0 2034-02-15 6.750000 0.00 171000.00 164590.07 Corporate Debt Securities UNIGEL LUXEMBOURG SA GLBL PIK REGS 27 213800Y16R77O7LH7X62 L9467UAD9 2027-12-31 13.500000 0.00 20.00 0.62 Corporate Debt Securities OUTFRONT MEDIA CAP / OUTFRONT SR SEC GLBL 31 N/A 69007TAG9 2031-02-15 7.375000 0.00 240000.00 251855.87 Corporate Debt Securities RITHM CAPITAL CORP SR GLBL 144A 30 549300WNTHGEO5LP2G31 64828TAC6 2030-07-15 8.000000 0.00 5360000.00 5370749.78 Corporate Debt Securities OFFICE PROPERTIES INCOME SR SEC GLBL 29 N/A 67624RAA3 2029-12-31 8.375000 0.00 9689000.00 9012863.90 Corporate Debt Securities SAMARCO MINERACAO SA GLBL STEP PIK 31 529900U8HKV15GJC4O60 79588YAA7 2031-06-30 9.500000 0.00 27845082.00 28224888.92 Corporate Debt Securities SABRE FINL BORROWER LLC 1LIEN GLBL 29 N/A 78573XAA8 2029-06-15 11.125000 0.00 20797000.00 22159313.26 Corporate Debt Securities SAMARCO MINERACAO SA GLBL STEP PIK 31 529900U8HKV15GJC4O60 P8405QAA7 2031-06-30 9.500000 0.00 4395876.00 4455835.75 Corporate Debt Securities SAMARCO MINERACAO SA GLBL STEP PIK 31 529900U8HKV15GJC4O60 P8405QAA7 2031-06-30 9.500000 0.00 11026080.00 11176475.73 Corporate Debt Securities PITNEY BOWES INC SR GLBL 144A 29 549300N2O26NW4ST6W55 724479AQ3 2029-03-15 7.250000 0.00 14311000.00 14816877.95 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL REGS 44 549300MVHZ20SBIOEQ79 P57908AF5 2044-09-17 5.875000 0.00 300000.00 246647.42 Corporate Debt Securities PETROBRAS GLOBAL FINANCE BV SR GLBL NT 30 549300FNENFFSMO3GT38 71647NBM0 2030-09-10 5.125000 0.00 813000.00 808717.86 Corporate Debt Securities PITNEY BOWES INC SR GLBL 144A 29 549300N2O26NW4ST6W55 724479AQ3 2029-03-15 7.250000 0.00 379000.00 392397.23 Corporate Debt Securities WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31 N/A 97381AAA0 2031-10-01 8.250000 0.00 161000.00 172067.14 Corporate Debt Securities WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31 N/A 97381AAA0 2031-10-01 8.250000 0.00 3742000.00 3999225.08 Corporate Debt Securities MULTI-COLOR CORP SR SEC GLBL 33 5493002OTV1C4F4YVI40 624943AC0 2033-05-11 8.500000 0.00 112.00 99.84 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 1000.00 917.23 Corporate Debt Securities MORGAN STANLEY FR 2.511%102032 IGJSJL3JD5P30I6NJZ34 61747YEH4 2032-10-20 2.511000 0.00 380000.00 335792.60 Corporate Debt Securities UNIGEL LUXEMBOURG SA SR SEC GLBL 28 213800Y16R77O7LH7X62 L9467UAE7 2028-12-31 11.000000 0.00 2.00 0.04 Corporate Debt Securities ZIGGO BD CO BV SR GLBL 144A 30 213800JYI4P7V5QDOG59 98953GAD7 2030-02-28 5.125000 0.00 736000.00 598123.48 Corporate Debt Securities NRG ENERGY INC SR GLBL NT 28 5E2UPK5SW04M13XY7I38 629377CE0 2028-01-15 5.750000 0.00 5000.00 5011.38 Corporate Debt Securities GRAPHIC PACKAGING INTL LLC SR GLBL 144A 30 SO75N4VY5NXGQSK8YQ65 38869AAD9 2030-02-01 3.750000 0.00 813000.00 772317.48 Corporate Debt Securities VERICAST CORPORATION 2M GLBL PIK 30 N/A 92342NAL7 2030-12-15 13.000000 0.00 2020.00 2579.36 Corporate Debt Securities BEUSA INVESTMENTS LLC SR GLBL 144A 31 254900LSHKD9PYNOU509 08782JAA3 2031-08-01 7.000000 0.00 803000.00 791186.98 Corporate Debt Securities AVIANCA MIDCO 2 LTD SR SEC 144A NT30 213800AMPX5VKH9AMX10 05369YAA7 2030-02-14 9.625000 0.00 200000.00 201541.86 Corporate Debt Securities AVIANCA MIDCO 2 LTD SR SEC 144A NT30 213800AMPX5VKH9AMX10 05369YAA7 2030-02-14 9.625000 0.00 711000.00 716481.32 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 36 N/A 1248EPCV3 2036-02-01 7.375000 0.00 374000.00 370885.52 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW 1LIEN GLBL 29 5493007X5NC5XI1BB106 12543DBH2 2029-01-15 6.000000 0.00 35000.00 34524.58 Corporate Debt Securities CWABS INC 2005-4 MV-7 20350725 FLT N/A 126673R53 2035-07-25 5.713900 0.00 260000.00 194450.29 Asset-Backed Securities COMMUNITY HEALTH SYS INC NEW 1LIEN GLBL 31 5493007X5NC5XI1BB106 12543DBK5 2031-02-15 4.750000 0.00 73000.00 66760.89 Corporate Debt Securities ENCORE CAP GROUP INC SR SEC GLBL 32 5493000UVC6H49CIH830 292554AT9 2032-06-01 6.625000 0.00 800000.00 809222.33 Corporate Debt Securities DANAOS CORPORATION SR GLBL 144A 32 734IM3DNDNT36T7YTD24 23585WAC8 2032-10-15 6.875000 0.00 769000.00 807023.85 Corporate Debt Securities RR DONNELLEY & SONS CO SR SEC 144A NT29 SU4X0P4WWRGOQDTSV032 257867BK6 2029-08-01 10.875000 0.00 144000.00 154712.88 Corporate Debt Securities GOLDMAN SACHS GROUP INC PERP -W NT 7.5% 784F5XWPLTWKTBV3E584 38141GA38 2500-12-31 7.500000 0.00 8356000.00 8960765.50 Corporate Debt Securities GOODYEAR TIRE & RUBR CO SR GLBL NT 32 5493002BI0S2ZQUY3437 382550BT7 2032-07-15 8.875000 0.00 529000.00 552546.89 Corporate Debt Securities FREEDOM MORTGAGE CORPORATION SR REGS NT 27 549300LYRWPSYPK6S325 U31333AG9 2027-01-15 6.625000 0.00 9024000.00 9074213.55 Corporate Debt Securities SOPAIPILLA INV LLC 1LIEN AMZ 144A48 N/A 83577VAA8 2048-11-30 7.534000 0.00 10524000.00 10903179.72 Corporate Debt Securities US FOODS INC SR GLBL 144A 29 5493000JOOFAOUY1JZ87 90290MAD3 2029-02-15 4.750000 0.00 786000.00 792549.56 Corporate Debt Securities GRAY MEDIA INC SR GLBL 144A 31 529900TM5726KDN7UU35 389286AA3 2031-11-15 5.375000 0.00 635000.00 476495.89 Corporate Debt Securities GULFPORT ENERGY CORP SR GLBL 144A 29 549300FJX18IDUFPHD40 402635AT3 2029-09-01 6.750000 0.00 6192000.00 6441692.40 Corporate Debt Securities NAVIENT CORPORATION SR GLBL NT 31 54930067J0ZNOEBRW338 63938CAR9 2031-10-15 9.375000 0.00 2936000.00 2979880.97 Corporate Debt Securities LABRADOR AVIA FIN LTD 2016-1 A-1 20420115 FLT N/A 50543LAA0 2042-01-15 4.300000 0.00 250000.00 37705.49 Asset-Backed Securities LFS TOPCO LLC SR 144A NT 30 N/A 50203TAB2 2030-07-15 8.750000 0.00 15000.00 15061.93 Corporate Debt Securities CLARITEV CORPORATION SR SEC GLBL 31 N/A 62548MAA8 2031-03-31 6.750000 0.00 48.00 27.84 Corporate Debt Securities DYE & DURHAM CORP SR SEC 144A NT29 529900C86KMAEWGA2H90 267486AA6 2029-04-15 8.625000 0.00 147000.00 92187.50 Corporate Debt Securities ECHOSTAR CORP SR SEC GLBL 30 549300EE20907QZ9GT38 278768AA4 2030-11-30 6.750000 0.00 4933.00 5060.32 Corporate Debt Securities Y 2026-08-03 2026-08-07 2026-08-12 Y BNP Paribas SA 1.0000 7 N N N 0.0394 400000000.00 400000000.00 0.0010 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.900000% ARP1FR1Y1 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1FR1Y1 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y KONINKLIJKE AHOLD DELHAIZE N SR NT 5.7%40 724500C9GNBV20UYRX36 24668PAE7 2040-10-01 5.700000 0.00 1000.00 983.86 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 2.8%071829 E0KSF7PFQ210NWI8Z391 24422EUY3 2029-07-18 2.800000 0.00 4000.00 3812.44 Corporate Debt Securities DUKE ENERGY CORP NEW JR SB GLBL DB 54 I1BZKREC126H0VB1BL91 26441CCG8 2054-09-01 6.450000 0.00 5147000.00 5402780.17 Corporate Debt Securities EIDP INC SR GLBL NT4.8%33 GLU7INWNWH88J9XBXD45 263534CR8 2033-05-15 4.800000 0.00 32000.00 31461.87 Corporate Debt Securities DEVON ENERGY CORP NEW GLBL NT 5.25%27 54930042348RKR3ZPN35 25179MBD4 2027-10-15 5.250000 0.00 50000.00 50770.42 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 4.3%28 I1BZKREC126H0VB1BL91 26441CBS3 2028-03-15 4.300000 0.00 10000.00 10115.34 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 26 FGLT0EWZSUIRRITFOA30 291011BP8 2026-10-15 0.875000 0.00 22000.00 21909.94 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 26 FGLT0EWZSUIRRITFOA30 291011BP8 2026-10-15 0.875000 0.00 50000.00 49795.32 Corporate Debt Securities DEERE & CO SR GLBL NT 35 PWFTNG3EI0Y73OXWDH08 244199BL8 2035-01-16 5.450000 0.00 35000.00 35740.63 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5.45%34 I1BZKREC126H0VB1BL91 26441CCE3 2034-06-15 5.450000 0.00 119000.00 120624.81 Corporate Debt Securities EMERA US FIN LLC SR GLBL NT4.5%29 N/A 29103HAC1 2029-04-01 4.500000 0.00 1476000.00 1483616.16 Corporate Debt Securities DISNEY WALT CO FR 2.95%061527 7260JQNI6SCF9FIV2392 25468PDV5 2027-06-15 2.950000 0.00 26000.00 25815.65 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.375%101530 E0KSF7PFQ210NWI8Z391 24422EYF0 2030-10-15 4.375000 0.00 5000.00 5000.01 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG -20252 REGS NT30 635400B4JJBON4TCHF02 29450LAW7 2030-03-27 5.000000 0.00 91000.00 92273.29 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT 34 549300XH8D8K6OYWGD17 11271LAK8 2034-01-05 6.350000 0.00 512000.00 537510.97 Corporate Debt Securities CVS HEALTH CORP 4.78%38 549300EJG376EN5NQE29 126650CY4 2038-03-25 4.780000 0.00 1290000.00 1203711.90 Corporate Debt Securities COLT MTG LN TR 2024-INV1 B-1 20681226 FLT 213800D3JCL6LSBI3544 12672RAE2 2068-12-26 8.063500 0.00 3068286.00 3111375.76 Private Label Collateralized Mortgage Obligations CVS HEALTH CORP SR GLBL NT 31 549300EJG376EN5NQE29 126650DR8 2031-09-15 2.125000 0.00 400000.00 350687.11 Corporate Debt Securities BROOKFIELD INFRASTRUCTURE FIN SUB GLBL NT 55 984500CDDWC47U7DBA74 11276BAA7 2055-03-15 6.750000 0.00 6957000.00 7197225.21 Corporate Debt Securities BROADCOM INC SR GLBL NT 34 549300WV6GIDOZJTV909 11135FCT6 2034-04-15 3.469000 0.00 100000.00 87351.43 Corporate Debt Securities CARVANA AUTO REC TR 2022-N1 B 20281210 2.9 N/A 14686GAC0 2028-12-10 2.950000 0.00 4000.00 206.86 Asset-Backed Securities CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL 2IGI19DL77OX0HC3ZE78 13607QUM2 2086-07-28 6.500000 0.00 2999000.00 2961067.65 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL 2IGI19DL77OX0HC3ZE78 13607QUM2 2086-07-28 6.500000 0.00 5490000.00 5420560.65 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3%50 5493009NTB34VXE1T760 10373QBG4 2050-02-24 3.000000 0.00 1000.00 633.98 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 34 CCU46N3GJMF4OK4N7U60 14149YBP2 2034-02-15 5.450000 0.00 717000.00 739456.84 Corporate Debt Securities BROWN UNIV SR -2020A BD 50 9M13ULPHBPDR83N6CB89 11575TAC2 2050-09-01 2.924000 0.00 100000.00 64400.33 Corporate Debt Securities BROADCOM INC SR GLBL NT 35 549300WV6GIDOZJTV909 11135FBM2 2035-11-15 3.137000 0.00 15604000.00 12782680.64 Corporate Debt Securities THE CAMPBELLS COMPANY SR GLBL NT 31 5493007JDSMX8Z5Z1902 134462AA8 2031-03-21 4.550000 0.00 4021000.00 3959480.93 Corporate Debt Securities ARES STRATEGIC INCOME FD SR GLBL NT 31 549300IANZJVZPTICV54 04020EAS6 2031-01-15 5.150000 0.00 76000.00 72579.92 Corporate Debt Securities AMPHENOL CORP SR GLBL NT4.4%33 549300D3L3G0R4U4VT04 032095AZ4 2033-02-15 4.400000 0.00 15000.00 14716.93 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG SR GLBL NT 27 JHE42UYNWWTJB8YTTU19 05253JAZ4 2027-01-18 4.750000 0.00 3491000.00 3503795.48 Corporate Debt Securities ARES STRATEGIC INCOME FD SR GLBL NT 28 549300IANZJVZPTICV54 04020EAM9 2028-09-09 5.450000 0.00 412000.00 418697.98 Corporate Debt Securities INVERSIONES CMPC S A SR GLBL REGS 33 549300G475ACIABB4385 P58072AX0 2033-06-23 6.125000 0.00 200000.00 197281.03 Corporate Debt Securities HONEYWELL AEROSPACE INC SR REGS NT 56 213800ZUAQRBYL67JS90 U43781AJ9 2056-03-16 5.732000 0.00 968000.00 944405.00 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR GLBL NT2.9%32 549300LO13MQ9HYSTR83 039482AD6 2032-03-01 2.900000 0.00 50000.00 45788.67 Corporate Debt Securities APA CORPORATION GLBL NT 5.35%49 549300VCIWLRHYVSHC79 03743QBG2 2049-07-01 5.350000 0.00 545000.00 461406.99 Corporate Debt Securities AUDAX SENIOR DEBT CLO 2023-8R A-1-R 20380120 FLT 254900IA8H0BF2UXPL13 05070WAX1 2038-01-20 5.179200 0.00 10609537.00 10562542.44 Asset-Backed Securities BANK OF AMER CORP FR 5.872%091534 9DJT3UXIJIZJI4WXO774 06051GLU1 2034-09-15 5.872000 0.00 2000.00 2104.23 Corporate Debt Securities BFLD TRUST 2020-EYP C 20351015 FLT N/A 05493AAJ9 2035-10-15 5.891500 0.00 18000.00 675.15 Private Label Collateralized Mortgage Obligations FAIRFAX FINL HLDGS LTD SR NT 5.625%32 GLS7OQD0WOEDI8YAP031 303901BL5 2032-08-16 5.625000 0.00 34000.00 35396.42 Corporate Debt Securities UNION PAC CORP GLBL NT 2.973%62 549300LMMRSZZCZ8CL11 907818FN3 2062-09-16 2.973000 0.00 1000.00 566.47 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG 144A NT 4.6%30 635400DPNHEAUHB7ZI15 64952WFN8 2030-06-03 4.600000 0.00 290000.00 289733.52 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT 31 NKNQHM6BLECKVOQP7O46 760759AX8 2031-02-15 1.450000 0.00 45000.00 39148.47 Corporate Debt Securities US BANCORP FR 5.85%102133 N1GZ7BBF3NP8GI976H15 91159HJJ0 2033-10-21 5.850000 0.00 3000.00 3144.18 Corporate Debt Securities NUCOR CORP SR GLBL NT4.4%48 549300GGJCRSI2TIEJ46 670346AQ8 2048-05-01 4.400000 0.00 667000.00 550361.71 Corporate Debt Securities JOHNS HOPKINS HEALTH SYS CORP SR -2016 BD 46 549300D81FCFUS7TQR04 478111AC1 2046-05-15 3.837000 0.00 1000.00 780.72 Corporate Debt Securities LIBERTY MUT GROUP INC EXT JR SB GLBL87 QUR0DG15Z6FFGYCHH861 53079EAN4 2087-03-07 7.800000 0.00 10913000.00 12315393.25 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.95%080532 ES7IP3U3RHIGC71XBU11 78017DAZ1 2032-08-05 4.950000 0.00 6000.00 5983.43 Corporate Debt Securities PALMER SQ CLO 2019-1R2 LTD A-1-R2 20380816 FLT 549300Y43K78UTRMTN21 69700GAU6 2038-08-16 4.896300 0.00 10290600.00 10425908.39 Asset-Backed Securities PFIZER INC SR GLBL NT 4%36 765LHXWGK1KXCLTFYQ30 717081EC3 2036-12-15 4.000000 0.00 7582000.00 6868314.76 Corporate Debt Securities JP MORGAN MTG TR 2018-1 B-6 20480625 FLT N/A 46648RBD2 2048-06-25 3.572400 0.00 111160.00 52070.38 Private Label Collateralized Mortgage Obligations PRESIDENT&FELLOW HARVARD COLL -2016B BD3.15%46 6S3X7J22E861RNTJSA74 740816AM5 2046-07-15 3.150000 0.00 338000.00 236035.54 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PBP0 2031-05-13 2.956000 0.00 6000.00 5606.43 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.81%36 8I5DZWZKVSZI1NUHU748 46647PFE1 2036-10-22 4.810000 0.00 4123000.00 3981199.72 Corporate Debt Securities HOLCIM FINANCE US LLC SR GLBL NT6.5%43 529900FB2F1WKLFNGY62 43475RAW6 2043-09-12 6.500000 0.00 700000.00 734767.06 Corporate Debt Securities KELLANOVA GLBL NT 5.75%54 LONOZNOJYIBXOHXWDB86 487836CA4 2054-05-16 5.750000 0.00 6000.00 5767.32 Corporate Debt Securities KENNAMETAL INC SR GLBL NT5.8%36 549300GZDSG25XUV0Y08 489170AG5 2036-05-28 5.800000 0.00 935000.00 936159.40 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 27 UMI46YPGBLUE4VGNNT48 65339KCH1 2027-07-15 4.625000 0.00 281000.00 282190.19 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEK8 2035-07-22 5.294000 0.00 252000.00 250564.48 Corporate Debt Securities SMBC AVIATION CAP FIN SR GLBL 144A 36 549300OD7VKRVNWB2J98 78448TAR3 2036-07-23 5.700000 0.00 3607000.00 3584516.37 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 4.55%012833 635400DPNHEAUHB7ZI15 64952WEZ2 2033-01-28 4.550000 0.00 42000.00 40584.99 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 31 5493003STKEZ2S0RNU91 50077LBF2 2031-03-01 4.250000 0.00 45000.00 44442.82 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 4096000.00 4174383.79 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT5.8%35 549300PDHUGWPWGOT525 494550AT3 2035-03-15 5.800000 0.00 3886000.00 4056599.72 Corporate Debt Securities NIKE INC SR GLBL NT 27 787RXPR0UX0O0XUXPZ81 654106AJ2 2027-03-27 2.750000 0.00 55000.00 54984.17 Corporate Debt Securities LENNAR CORP SR GLBL NT 27 529900G61XVRLX5TJX09 526057CD4 2027-11-29 4.750000 0.00 400000.00 403724.22 Corporate Debt Securities GENUINE PARTS CO SR GLBL NT 30 549300D46DQVEU651W04 372460AA3 2030-11-01 1.875000 0.00 400000.00 349627.00 Corporate Debt Securities SAN DIEGO GAS & ELEC CO 1M GLBL -BBBB 54 KNIRVXKVNJJ4P8OTMS63 797440CF9 2054-04-15 5.550000 0.00 366000.00 342858.43 Corporate Debt Securities LEIDOS INC CR SEN SR GLBL31 5493006I78VIN6J1BQ95 52532XAH8 2031-02-15 2.300000 0.00 100000.00 89539.56 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280EH8 2500-12-31 6.875000 0.00 5786000.00 6034486.20 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280BP3 2079-12-31 6.500000 0.00 7360000.00 7576833.78 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 34 MLU0ZO3ML4LN2LL2TL39 404280DV8 2034-03-09 6.254000 0.00 698000.00 747124.23 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280EH8 2500-12-31 6.875000 0.00 2448000.00 2553132.08 Corporate Debt Securities HSBC USA INC NEW SR GLBL FL NT 28 549300LBOHZ4QSIWU288 40428HS29 2028-06-03 4.618000 0.00 307000.00 311289.49 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 34 MLU0ZO3ML4LN2LL2TL39 404280DX4 2034-06-20 6.547000 0.00 227000.00 239309.37 Corporate Debt Securities MORGAN STANLEY FR 4.654%101830 IGJSJL3JD5P30I6NJZ34 61747YFU4 2030-10-18 4.654000 0.00 201000.00 201539.81 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 4.05%020929 4NYF266XZC35SCTGX023 63743HGE6 2029-02-09 4.050000 0.00 10000.00 10040.40 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 29 5493008B6JBRUJ90QL97 37045XEU6 2029-07-15 5.550000 0.00 116000.00 118287.13 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 34 5493008B6JBRUJ90QL97 37045XEV4 2034-04-04 5.950000 0.00 26000.00 27048.78 Corporate Debt Securities GARTNER INC SR GLBL 144A 30 PP55B5R38BFB8O8HH686 366651AE7 2030-10-01 3.750000 0.00 1214000.00 1120072.82 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 306000.00 307802.17 Corporate Debt Securities NRG ENERGY INC 1LIEN GLBL 35 5E2UPK5SW04M13XY7I38 629377DB5 2035-10-15 5.407000 0.00 1633000.00 1595997.22 Corporate Debt Securities MORGAN STANLEY FR 4.892%102236 IGJSJL3JD5P30I6NJZ34 61748UAN2 2036-10-22 4.892000 0.00 2459000.00 2369278.47 Corporate Debt Securities GUARDIAN LIFE GLOBAL FDG MTN 144A NT 4.748%29 635400NHILJ5JEKILC36 40139LBS1 2029-07-16 4.748000 0.00 505000.00 505095.11 Corporate Debt Securities GUARDIAN LIFE GLOBAL FDG MTN 144A NT 4.748%29 635400NHILJ5JEKILC36 40139LBS1 2029-07-16 4.748000 0.00 1975000.00 1975371.96 Corporate Debt Securities SNAP ON INC SR GLBL NT4.1%48 HHWAT5TDOYZMM26KKQ73 833034AL5 2048-03-01 4.100000 0.00 42000.00 33294.80 Corporate Debt Securities SOCIETE GENERALE VR 011226-041230 O2RNE8IBXP4R0TD8PU41 83368TCN6 2030-04-12 4.752400 0.00 202000.00 202818.61 Corporate Debt Securities SEMPRA GLBL NT 5.4%26 PBBKGKLRK5S5C0Y4T545 816851BQ1 2026-08-01 5.400000 0.00 100000.00 102687.00 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAR1 2032-01-21 4.516000 0.00 9590000.00 9330633.12 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL DEB 28 2S72QS2UO2OESLG6Y829 362320BA0 2028-04-15 6.940000 0.00 64000.00 67347.48 Corporate Debt Securities HCA INC. SR GLBL FL NT 28 L3CJ6J7LJ2DX62FTXD46 404119CX5 2028-03-01 4.517000 0.00 3500000.00 3536901.08 Corporate Debt Securities HEALTH CARE SVC CORP SR GLBL 144A 30 549300TMJ1FKCKECR148 42218SAF5 2030-06-01 2.200000 0.00 107000.00 96928.80 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 35 MLU0ZO3ML4LN2LL2TL39 404280EL9 2035-11-18 5.874000 0.00 670000.00 681183.08 Corporate Debt Securities GOLDMAN SACHS PRIVATE CR CORP SR GLBL NT 28 549300TD27G6372IYJ65 38152BAK7 2028-02-23 5.050000 0.00 2070000.00 2104225.15 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38141GF41 2037-06-03 5.425000 0.00 3318000.00 3279910.28 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 54 ILUL7B6Z54MRYCF6H308 25746UDU0 2054-06-01 7.000000 0.00 9000.00 9506.13 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 54 ILUL7B6Z54MRYCF6H308 25746UDU0 2054-06-01 7.000000 0.00 5386000.00 5688890.69 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 54 ILUL7B6Z54MRYCF6H308 25746UDU0 2054-06-01 7.000000 0.00 6885000.00 7272189.45 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 54 ILUL7B6Z54MRYCF6H308 25746UDU0 2054-06-01 7.000000 0.00 8785000.00 9279039.12 Corporate Debt Securities CORPORACION ANDINA DE FOMENTO SR GLBL NT 5%30 UKZ46SXGNYCZK0UOZE76 219868CL8 2030-01-22 5.000000 0.00 16000.00 16250.40 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1MTG REF BD 26 MWIUSDMN17TCR56VW396 26442CAS3 2026-12-01 2.950000 0.00 10000.00 10009.17 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 51 MWIUSDMN17TCR56VW396 26442CBC7 2051-04-15 3.450000 0.00 361000.00 245486.62 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 27 0NIFZ782LS46WOC9QK20 26442UAT1 2027-03-06 4.350000 0.00 355000.00 361322.85 Corporate Debt Securities DUKE ENERGY CORP NEW JR SB GLBL DB 54 I1BZKREC126H0VB1BL91 26441CCG8 2054-09-01 6.450000 0.00 4784000.00 5021740.88 Corporate Debt Securities DCP MIDSTREAM OPERATING LP SR GLBL NT 27 549300Y6CTBSE0QIPL28 23311VAJ6 2027-07-15 5.625000 0.00 30000.00 30291.00 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 5.15%090833 E0KSF7PFQ210NWI8Z391 24422EXE4 2033-09-08 5.150000 0.00 14000.00 14393.08 Corporate Debt Securities EQT CORP SR GLBL NT 34 4NT01YGM4X7ZX86ISY52 26884LAR0 2034-02-01 5.750000 0.00 1082000.00 1124836.38 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT5.1%31 HLYYNH7UQUORYSJQCN42 110122EG9 2031-02-22 5.100000 0.00 33000.00 34141.64 Corporate Debt Securities CVS HEALTH CORP SR SEC AMRTZ 30 N/A 126650BQ2 2030-01-10 6.943000 0.00 2000.00 564.18 Corporate Debt Securities BOEING CO SR GLBL NT 59 RVHJWBXLJ1RFUBSY1F30 097023CR4 2059-08-01 3.950000 0.00 4955000.00 3424202.30 Corporate Debt Securities BOEING CO SR GLBL NT 59 RVHJWBXLJ1RFUBSY1F30 097023CR4 2059-08-01 3.950000 0.00 5925000.00 4094530.50 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 27 0NIFZ782LS46WOC9QK20 26442UAT1 2027-03-06 4.350000 0.00 9000.00 9160.30 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT 29 5IDHQUFVC8Q2KIBBFF06 03040WBJ3 2029-06-01 4.625000 0.00 100000.00 100683.15 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT2.3%31 5IDHQUFVC8Q2KIBBFF06 03040WAY1 2031-06-01 2.300000 0.00 6000.00 5346.68 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 33 R4PP93JZOLY261QX3811 025816DA4 2033-08-03 4.420000 0.00 47000.00 46291.92 Corporate Debt Securities CENCORA INC SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 03073EAQ8 2047-12-15 4.300000 0.00 90000.00 71784.40 Corporate Debt Securities ASTRAZENECA FINANCE LLC SR GLBL NT4.6%36 549300C3HATU4Q460S18 04636NAS2 2036-03-02 4.600000 0.00 88000.00 85332.62 Corporate Debt Securities ANGEL OAK MTG TR 2025-6 A-1 20700425 FLT 254900GRN1I3WMM1H095 034937AA0 2070-04-25 5.515000 0.00 7578370.00 5918259.43 Private Label Collateralized Mortgage Obligations ASTRAZENECA FINANCE LLC GLBL NT 4.875%28 549300C3HATU4Q460S18 04636NAF0 2028-03-03 4.875000 0.00 45000.00 46217.33 Corporate Debt Securities AMGEN INC SR GLBL NT2.6%26 62QBXGPJ34PQ72Z12S66 031162CJ7 2026-08-19 2.600000 0.00 104000.00 105119.04 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT2.3%31 5IDHQUFVC8Q2KIBBFF06 03040WAY1 2031-06-01 2.300000 0.00 63000.00 56140.14 Corporate Debt Securities AMGEN INC SR GLBL NT 40 62QBXGPJ34PQ72Z12S66 031162BC3 2040-03-15 5.750000 0.00 2110000.00 2167206.79 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 47 8MYN82XMYQH89CTMTH67 036752AD5 2047-12-01 4.375000 0.00 1000.00 792.32 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT 27 GYVOE5EZ4GDAVTU4CQ61 032654BA2 2027-06-15 3.450000 0.00 2800000.00 2792827.33 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 4.989%34 5493009NTB34VXE1T760 10373QBW9 2034-04-10 4.989000 0.00 1218000.00 1220037.41 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 49 549300RLHFT5RU20WM87 084664CR0 2049-01-15 4.250000 0.00 12000.00 9470.51 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR BD 8.48%28 549300JD0S5IZJE9LY15 129466AM0 2028-09-15 8.480000 0.00 49000.00 54117.83 Corporate Debt Securities BROADCOM INC SR GLBL NT3.5%41 549300WV6GIDOZJTV909 11135FCV1 2041-02-15 3.500000 0.00 288000.00 221817.28 Corporate Debt Securities CVS HEALTH CORP 4.78%38 549300EJG376EN5NQE29 126650CY4 2038-03-25 4.780000 0.00 124000.00 115705.64 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 28 549300VIWYMSIGT1U456 125523AH3 2028-10-15 4.375000 0.00 40000.00 40259.28 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT4.9%29 HLYYNH7UQUORYSJQCN42 110122EF1 2029-02-22 4.900000 0.00 1405000.00 1449582.99 Corporate Debt Securities COMM MTG TR 2017-COR2 D 20500912 3.0 N/A 12595EAN5 2050-09-12 3.000000 0.00 339478.00 308455.48 Private Label Collateralized Mortgage Obligations BAYLOR SCOTT & WHITE HLDGS SR SEC GLBL 50 549300JQDKSBWYRGGV95 072863AJ2 2050-11-15 2.839000 0.00 1000.00 615.09 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 6%34 2EULGUTUI56JI9SAL165 03938LBG8 2034-06-17 6.000000 0.00 57000.00 59208.37 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 33 5493006QMFDDMYWIAM13 05964HAV7 2033-08-08 6.921000 0.00 200000.00 220575.85 Corporate Debt Securities ANTARES CLO LTD 2018-1R A-2-R 20380420 FLT 254900BLLG7F7B4DGG41 03665MAL5 2038-04-20 5.329200 0.00 10787751.00 10806137.32 Asset-Backed Securities BARCLAYS PLC SR GLBL NT 30 213800LBQA1Y9L22JB70 06738EDL6 2030-06-26 4.911000 0.00 270000.00 270084.94 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 4.893%33 5493009NTB34VXE1T760 10373QBV1 2033-09-11 4.893000 0.00 1000.00 1002.73 Corporate Debt Securities AUTOZONE INC SR GLBL NT 31 GA3JGKJ41LJKXDN23E90 053332BN1 2031-07-15 4.950000 0.00 276000.00 275579.79 Corporate Debt Securities AUTOZONE INC SR GLBL NT 31 GA3JGKJ41LJKXDN23E90 053332BN1 2031-07-15 4.950000 0.00 1064000.00 1062380.06 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT 34 5IDHQUFVC8Q2KIBBFF06 03040WBD6 2034-03-01 5.150000 0.00 10000.00 10165.58 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 37 PY6ZZQWO2IZFZC3IOL08 046353AD0 2037-09-15 6.450000 0.00 53000.00 58855.26 Corporate Debt Securities BAT CAPITAL CORP GLBL NT 5.65%52 2138005GYEXN7XRHFA84 05526DBV6 2052-03-16 5.650000 0.00 2000.00 1854.08 Corporate Debt Securities ANGLO AMERICAN PLC SR 144A NT 5%33 TINT358G1SSHR3L3PW36 034863BH2 2033-03-21 5.000000 0.00 4814000.00 4810068.57 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.2%040833 B6Q2VFHD1797Q7NZ3E43 02665WGY1 2033-04-08 5.200000 0.00 730000.00 732747.23 Corporate Debt Securities BAT CAPITAL CORP SR GLBL NT 47 2138005GYEXN7XRHFA84 05526DBF1 2047-08-15 4.540000 0.00 17000.00 13849.30 Corporate Debt Securities ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46 5493000EYEKDT0FBSQ91 035242AN6 2046-02-01 4.900000 0.00 88000.00 79163.04 Corporate Debt Securities AMAZON COM INC SR GLBL NT 44 ZXTILKJKG63JELOEG630 023135AQ9 2044-12-05 4.950000 0.00 418000.00 372922.88 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 1.8%011331 B6Q2VFHD1797Q7NZ3E43 02665WDT5 2031-01-13 1.800000 0.00 34000.00 29592.58 Corporate Debt Securities ATHENE GLOBAL FDG SR SEC REGS NT30 549300LM1QSI4MSIL320 04686E4R0 2030-01-07 5.380000 0.00 30000.00 30048.80 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.1%33 ZXTILKJKG63JELOEG630 023135ED4 2033-07-09 5.100000 0.00 186000.00 185032.18 Corporate Debt Securities ALABAMA PWR CO SR -2015A NT 45 0RL818ELFOHP5JHOFU19 010392FM5 2045-03-01 3.750000 0.00 1000.00 765.14 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.05%070831 B6Q2VFHD1797Q7NZ3E43 02665WHB0 2031-07-08 5.050000 0.00 260000.00 259265.86 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT4.2%48 5IDHQUFVC8Q2KIBBFF06 03040WAT2 2048-09-01 4.200000 0.00 1000.00 791.07 Corporate Debt Securities COMCAST CORP NEW GLBL 144A NT 37 51M0QTTNCGUN7KFCFZ59 20030NES6 2037-01-15 5.168000 0.00 210000.00 196912.15 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 31 51M0QTTNCGUN7KFCFZ59 20030NDM0 2031-01-15 1.950000 0.00 25000.00 21894.67 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 35 549300R22LSX6OHWEN64 25278XBC2 2035-04-01 5.550000 0.00 500000.00 512555.00 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 36 N/A 24703TAJ5 2036-07-15 8.100000 0.00 795000.00 925912.65 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR NT 4.55%29 S2PEWKCZFFECR4533P43 210385AS9 2029-06-01 4.550000 0.00 147000.00 147353.09 Corporate Debt Securities COREBRIDGE FINL INC JR SB GLBL NT 54 549300XY1661QCIA7J65 21871XAT6 2054-09-15 6.375000 0.00 2000000.00 2010226.67 Corporate Debt Securities COREBRIDGE FINL INC JR SB GLBL NT 54 549300XY1661QCIA7J65 21871XAT6 2054-09-15 6.375000 0.00 3452000.00 3469651.23 Corporate Debt Securities COMMONSPIRIT HEALTH GLBL 2025A BD 55 4SXHN5XW08IBO0UG2V58 20268JBC6 2055-09-01 5.662000 0.00 1000.00 949.29 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT3.6%29 CD4SPTZ3YBTHY0C1AH38 25389JAU0 2029-07-01 3.600000 0.00 48000.00 46545.60 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT5.1%32 32SXKSJ72K64GM3HOU64 92277GBB2 2032-07-15 5.100000 0.00 1405000.00 1404489.52 Corporate Debt Securities UBS AG LONDON BRANCH GLBL NT 5.65%28 BFM8T61CT2L1QCEMIK50 902674ZW3 2028-09-11 5.650000 0.00 447000.00 466722.63 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 N/A 92564RAE5 2030-08-15 4.125000 0.00 1918000.00 1862839.92 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 N/A 92564RAE5 2030-08-15 4.125000 0.00 4751000.00 4614365.20 Corporate Debt Securities VALLEY NATL BANCORP SUB GLBL NT 36 549300ET52S1UBIB9762 919794AH0 2036-06-01 6.219000 0.00 4604000.00 4611987.94 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613BF4 2500-12-31 9.250000 0.00 9549000.00 10409476.31 Corporate Debt Securities TRUIST FINL CORP FR 4.916%072833 549300DRQQI75D2JP341 89788NAA8 2033-07-28 4.916000 0.00 1742000.00 1693101.48 Corporate Debt Securities TRINITY CAP INC SR GLBL NT 7%31 549300YGT4SBRQYDVU48 896442AL4 2031-05-21 7.000000 0.00 119000.00 121509.84 Corporate Debt Securities UNION PAC CORP SR GLBL NT 51 549300LMMRSZZCZ8CL11 907818EM6 2051-10-01 3.799000 0.00 137000.00 100191.30 Corporate Debt Securities UBS AG STAMFORD BRH SR NT 4.864%28 254900R882POXXVAK772 90261AAD4 2028-01-10 4.864000 0.00 7790000.00 7825190.03 Corporate Debt Securities US BANCORP FR 5.678%012335 N1GZ7BBF3NP8GI976H15 91159HJR2 2035-01-23 5.678000 0.00 5804000.00 5903026.56 Corporate Debt Securities US BANCORP FR 2.677%012733 N1GZ7BBF3NP8GI976H15 91159HJD3 2033-01-27 2.677000 0.00 850000.00 751176.83 Corporate Debt Securities FRESNILLO PLC SR GLBL REGS 50 549300JXWH1UV5J0XV81 G371E72B2 2050-10-02 4.250000 0.00 451000.00 344125.90 Corporate Debt Securities TOYOTA MOTOR CORP SR GLBL NT 28 5493006W3QUS5LMH6R84 892331AQ2 2028-07-13 5.118000 0.00 2000.00 2030.84 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT 51 549300FGFN7VOK8BZR03 78081BAP8 2051-09-02 3.350000 0.00 25000.00 16286.13 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2008A 38 9R1Z5I36FERIBVKW4P77 842400FH1 2038-02-01 5.950000 0.00 1000.00 1027.40 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2023B 53 9R1Z5I36FERIBVKW4P77 842400HV8 2053-03-01 5.700000 0.00 39000.00 35693.58 Corporate Debt Securities PACIFICORP 1M GLBL BD 53 SGY07Y7FNYBNLM6Z1M11 695114CZ9 2053-12-01 5.350000 0.00 23000.00 19915.16 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.5%33 549300GHBMY8T5GXDE41 91324PEV0 2033-04-15 4.500000 0.00 33000.00 32227.47 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY 1M GLBL BD 29 NINLOILYRTLIMK26MZ18 595620AT2 2029-04-15 3.650000 0.00 95000.00 93677.34 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 34 1HNPXZSMMB7HMBMVBS46 694308KP1 2034-03-15 6.950000 0.00 445000.00 491144.52 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 27 K2NEH8QNVW44JIWK7Z55 780153BK7 2027-07-15 5.375000 0.00 400000.00 401655.56 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 29 54930003T4SXCIWVXY35 776743AG1 2029-09-15 2.950000 0.00 122000.00 116756.98 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PBR6 2028-06-01 2.182000 0.00 1471000.00 1447768.01 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDA1 2028-04-26 4.323000 0.00 2000.00 2018.64 Corporate Debt Securities WESTERN ALLIANCE BANCORP LW TIER II 31 5493003VJXZ5JXT9S762 957638AD1 2031-06-15 5.917500 0.00 9445000.00 9153574.71 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 34 784F5XWPLTWKTBV3E584 38141GF25 2034-04-20 5.094000 0.00 27000.00 26856.13 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 27 5493008B6JBRUJ90QL97 37045XDR4 2027-02-26 2.350000 0.00 1864000.00 1861405.42 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT5.2%33 213800STG1QDNBY87K49 378272CD8 2033-07-01 5.200000 0.00 10000.00 9912.33 Corporate Debt Securities LINDE INC SR NT 3.55%42 ZU69GUVJQGZ6Z1UOOO79 74005PBD5 2042-11-07 3.550000 0.00 65000.00 50563.72 Corporate Debt Securities PROVIDENCE ST JOSEPH HEALTH SR -2021A BD 51 N/A 743820AB8 2051-10-01 2.700000 0.00 359000.00 205531.09 Corporate Debt Securities MORGAN STANLEY FR 2.943%012133 IGJSJL3JD5P30I6NJZ34 61747YEL5 2033-01-21 2.943000 0.00 90000.00 80259.07 Corporate Debt Securities MORGAN STANLEY FR 4.868%071229 IGJSJL3JD5P30I6NJZ34 61748UAY8 2029-07-12 4.868000 0.00 2127000.00 2131494.59 Corporate Debt Securities MORGAN STANLEY FR 5.17%071432 IGJSJL3JD5P30I6NJZ34 61748UBA9 2032-07-14 5.170000 0.00 1000.00 999.97 Corporate Debt Securities MORGAN STANLEY FR 5.424%072134 IGJSJL3JD5P30I6NJZ34 61747YFG5 2034-07-21 5.424000 0.00 14000.00 14043.21 Corporate Debt Securities NLG GLOBAL FDG -20251 144A NT30 635400SKBQOWEJZLTW68 62915W2A0 2030-01-23 5.400000 0.00 8000.00 8099.84 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT 31 6S552MUG6KGJVEBSEC55 620076BU2 2031-05-24 2.750000 0.00 66000.00 59795.87 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.361%042329 PT3QB789TSUIDF371261 89115KAP5 2029-04-23 4.361000 0.00 10000.00 10020.72 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD144A FR 3.347%011237 F8SB4JFBSYQFRQEH3Z21 632525BB6 2037-01-12 3.347000 0.00 300000.00 269986.94 Corporate Debt Securities MORGAN STANLEY VR 041924-041328 IGJSJL3JD5P30I6NJZ34 61747YFN0 2028-04-13 4.681300 0.00 253000.00 254254.08 Corporate Debt Securities NASDAQ INC CR SEN SR NT 50 549300L8X1Q78ERXFD06 63111XAB7 2050-04-28 3.250000 0.00 1755000.00 1144919.59 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 N/A 62954HBA5 2031-05-11 2.500000 0.00 14000.00 12524.90 Corporate Debt Securities TRITON CONTAINER INTL LTD / TA SR GLBL NT 33 N/A 89681LAC6 2033-02-15 5.150000 0.00 3193000.00 3184540.32 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC -O 5.65%79 UMI46YPGBLUE4VGNNT48 65339KBK5 2079-05-01 5.650000 0.00 492000.00 495899.10 Corporate Debt Securities RTX CORPORATION GLBL NT 4.875%40 I07WOS4YJ0N7YRFE7309 75513ECA7 2040-10-15 4.875000 0.00 6000.00 5657.79 Corporate Debt Securities NETFLIX INC. SR GLBL NT 28 549300Y7VHGU0I7CE873 64110LAS5 2028-04-15 4.875000 0.00 87000.00 88732.53 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEW2 2036-01-24 5.502000 0.00 6000.00 6027.30 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PEA0 2028-01-23 5.040000 0.00 1400000.00 1405026.00 Corporate Debt Securities ROCKWELL AUTOMATION INC SR GLBL NT4.2%49 VH3R4HHBHH12O0EXZJ88 773903AJ8 2049-03-01 4.200000 0.00 1468000.00 1196493.40 Corporate Debt Securities PROLOGIS L P SR GLBL NT4.9%36 GL16H1DHB0QSHP25F723 74340XCV1 2036-06-15 4.900000 0.00 40000.00 38857.96 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEK8 2035-07-22 5.294000 0.00 120000.00 119316.42 Corporate Debt Securities ROCKEFELLER FOUNDATION -2020 BD2.492%50 549300JU3NX0IK5I9038 77310VAA2 2050-10-01 2.492000 0.00 95000.00 55819.78 Corporate Debt Securities ROYAL BK CDA FR 4.24%080327 ES7IP3U3RHIGC71XBU11 78016FZS6 2027-08-03 4.240000 0.00 96000.00 97971.31 Corporate Debt Securities ROCKEFELLER FOUNDATION -2020 BD2.492%50 549300JU3NX0IK5I9038 77310VAA2 2050-10-01 2.492000 0.00 1000.00 587.58 Corporate Debt Securities PUBLIC SVC CO NEW HAMPSHIRE 1M GLBL -Y BD 28 549300SHPFALUPKK2351 744538AH2 2028-07-01 4.400000 0.00 381000.00 381798.83 Corporate Debt Securities REGATTA FUNDING LTD 2024-29 C 20370908 FLT N/A 758971AJ4 2037-09-08 5.702900 0.00 1000000.00 1003504.63 Asset-Backed Securities MORGAN STANLEY FR 4.555%041030 IGJSJL3JD5P30I6NJZ34 61748UAV4 2030-04-10 4.555000 0.00 1098000.00 1102280.98 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 35 2S72QS2UO2OESLG6Y829 92343VGY4 2035-02-15 4.780000 0.00 9000.00 8721.19 Corporate Debt Securities WEBSTER FINL CORP SUB GLBL NT 35 KMRURHT0VWKYS6Z5KU67 947890AK5 2035-09-11 5.784000 0.00 6366000.00 6521797.24 Corporate Debt Securities UNITED RENTALS NORTH AMER INC 1LIEN GLBL 29 NGIZXNT70J2LYT3FBI09 911365BQ6 2029-12-15 6.000000 0.00 26713000.00 27232745.94 Corporate Debt Securities WEBSTER FINL CORP SUB GLBL NT 35 KMRURHT0VWKYS6Z5KU67 947890AK5 2035-09-11 5.784000 0.00 4922000.00 5042457.75 Corporate Debt Securities WELLS FARGO CO MTG TR 2017-C39 C 20500916 FLT N/A 95000XAL1 2050-09-16 4.118000 0.00 6096305.00 5619437.80 Private Label Collateralized Mortgage Obligations VOYA FINANCIAL INC SR GLBL NT 5%34 549300T065Z4KJ686G75 929089AH3 2034-09-20 5.000000 0.00 11000.00 10831.09 Corporate Debt Securities WELLS FARGO CO MTG TR 2017-C39 C 20500916 FLT N/A 95000XAL1 2050-09-16 4.118000 0.00 3880600.00 3577050.41 Private Label Collateralized Mortgage Obligations PHILLIPS 66 CO JR SB GLBL -B 56 RVJMT2IZVVSKIRJJBH76 718547BA9 2056-03-15 6.200000 0.00 3201000.00 3261762.09 Corporate Debt Securities PHILLIPS 66 CO JR SB GLBL -B 56 RVJMT2IZVVSKIRJJBH76 718547BA9 2056-03-15 6.200000 0.00 3591000.00 3659165.16 Corporate Debt Securities PHILLIPS 66 CO JR SB GLBL -B 56 RVJMT2IZVVSKIRJJBH76 718547BA9 2056-03-15 6.200000 0.00 3924000.00 3998486.24 Corporate Debt Securities APOLLO MGMT HLDGS LP SR GLBL REGS 30 5493006XQW0V5K38YM64 U0044VAG1 2030-06-05 2.650000 0.00 98000.00 90497.34 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 H42097ES2 2500-12-31 9.250000 0.00 7980000.00 8699091.10 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 35 HL3H1H2BGXWVG3BSWR90 718172EA3 2035-10-29 4.625000 0.00 22000.00 21085.45 Corporate Debt Securities SOCIETE GENERALE VR 011924-011928 O2RNE8IBXP4R0TD8PU41 83368RBU5 2028-01-19 5.322000 0.00 201000.00 202330.84 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 30 D71FAKCBLFS2O0RBPG08 969457CR9 2030-06-30 4.625000 0.00 86000.00 85289.14 Corporate Debt Securities STARBUCKS CORP SR GLBL NT 47 OQSJ1DU9TAOC51A47K68 855244AM1 2047-12-01 3.750000 0.00 69000.00 50002.23 Corporate Debt Securities WISCONSIN PUB SVC CORP SR GLBL NT 31 549300BJRHJVYNUMQZ30 976843BR2 2031-01-15 4.250000 0.00 20000.00 19579.78 Corporate Debt Securities NETFLIX INC. SR GLBL NT 29 549300Y7VHGU0I7CE873 64110LAX4 2029-05-15 6.375000 0.00 216000.00 228575.16 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.5%27 FRDRIPF3EKNDJ2CQJL29 532457CJ5 2027-02-09 4.500000 0.00 35000.00 35809.55 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT5.8%35 549300PDHUGWPWGOT525 494550AT3 2035-03-15 5.800000 0.00 1000.00 1043.90 Corporate Debt Securities SANOFI SA SR GLBL NT 28 549300E9PC51EN656011 801060AD6 2028-06-19 3.625000 0.00 237000.00 234973.45 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 39 5493003STKEZ2S0RNU91 50076QAR7 2039-01-26 6.875000 0.00 451000.00 483938.72 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG SR SEC GLBL 29 635400DPNHEAUHB7ZI15 64953BCG1 2029-04-20 4.200000 0.00 100000.00 99978.33 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT 40 984500A51LA0B8EB4053 50249AAH6 2040-10-01 3.375000 0.00 362000.00 265117.94 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT3.8%60 984500A51LA0B8EB4053 50249AAK9 2060-10-01 3.800000 0.00 2759000.00 1719951.40 Corporate Debt Securities LEIDOS INC SR GLBL NT 33 5493006I78VIN6J1BQ95 52532XAJ4 2033-03-15 5.750000 0.00 25000.00 25989.56 Corporate Debt Securities GEORGIA PWR CO SR NT -2012A 42 D981X4Z4RWS7PDMJUZ03 373334JW2 2042-03-15 4.300000 0.00 1000.00 855.30 Corporate Debt Securities GEORGIA PWR CO SR GLBL 2025E 55 D981X4Z4RWS7PDMJUZ03 373334LD1 2055-10-01 5.500000 0.00 100000.00 93773.33 Corporate Debt Securities HYUNDAI CAP AMER SR REGS NT5.4%31 549300RIPPWJB5Z0FK07 44891CDD2 2031-06-24 5.400000 0.00 22000.00 22285.12 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 35 QEKMOTMBBKA8I816DO57 437076DK5 2035-09-15 4.650000 0.00 12000.00 11709.56 Corporate Debt Securities GLOBE LIFE INC SR GLBL NT4.8%32 5493001JFHKQOPP6XA71 37959EAB8 2032-06-15 4.800000 0.00 50000.00 49284.67 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GD43 2036-10-21 4.939000 0.00 1000.00 963.30 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 51 QEKMOTMBBKA8I816DO57 437076CK6 2051-09-15 2.750000 0.00 100000.00 59111.89 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.041%32 8I5DZWZKVSZI1NUHU748 48128BAU5 2032-07-23 5.041000 0.00 138000.00 137810.97 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.041%32 8I5DZWZKVSZI1NUHU748 48128BAU5 2032-07-23 5.041000 0.00 3115000.00 3110733.14 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL28 549300L8X1Q78ERXFD06 63111XAH4 2028-06-28 5.350000 0.00 100000.00 101746.42 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 54 2S72QS2UO2OESLG6Y829 92343VCM4 2054-08-21 5.012000 0.00 30000.00 25070.57 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 54 2S72QS2UO2OESLG6Y829 92343VCM4 2054-08-21 5.012000 0.00 70000.00 58497.99 Corporate Debt Securities TRUIST FINL CORP FR 4.873%012629 549300DRQQI75D2JP341 89788MAL6 2029-01-26 4.873000 0.00 934000.00 936556.18 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEY8 2031-04-22 5.103000 0.00 69000.00 70246.36 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.05%031329 Z2VZBHUMB7PWWJ63I008 89236TPQ2 2029-03-13 4.050000 0.00 111000.00 111234.76 Corporate Debt Securities TARGA RES CORP SR GLBL NT 33 5493003QENHHS261UR94 87612GAC5 2033-03-15 6.125000 0.00 236000.00 250851.22 Corporate Debt Securities WSP GLOBAL INC SR GLBL 144A 36 549300IQ87LU6X6ERQ78 92938WAH6 2036-09-18 5.714000 0.00 85000.00 84215.45 Corporate Debt Securities QUALCOMM INC FR 3.25%052027 H1J8DDZKZP6H7RWC0H53 747525AU7 2027-05-20 3.250000 0.00 245000.00 244546.68 Corporate Debt Securities SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT3.2%31 549300OVKLRFSIQG0H81 78574MAA1 2031-12-01 3.200000 0.00 1900000.00 1722337.33 Corporate Debt Securities WELLS FARGO & CO FR 4.15%012429 PBLD0EJDB5FWOLXP3B76 95000U2D4 2029-01-24 4.150000 0.00 1000.00 988.32 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BS7 2054-10-01 6.875000 0.00 2394000.00 2481468.78 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BS7 2054-10-01 6.875000 0.00 4951000.00 5131893.04 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BT5 2054-10-01 6.400000 0.00 381000.00 386331.46 Corporate Debt Securities WP CAREY INC SR GLBL NT 32 54930042CRNE713E3Q67 92936UAJ8 2032-02-01 2.450000 0.00 20000.00 17613.20 Corporate Debt Securities QUALCOMM INC SR GLBL NT 50 H1J8DDZKZP6H7RWC0H53 747525BJ1 2050-05-20 3.250000 0.00 100000.00 64074.97 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR 144A NT 31 254900SHCOQLVJ21CT59 79588TAD2 2031-04-16 3.350000 0.00 10000.00 9272.81 Corporate Debt Securities TARGET CORP SR GLBL NT 28 8WDDFXB5T1Z6J0XC1L66 87612EBU9 2028-06-15 4.350000 0.00 7000.00 7033.10 Corporate Debt Securities RADIAN GROUP INC SR NT 4.875%27 54930005OUP720S5U385 750236AW1 2027-03-15 4.875000 0.00 3530000.00 3593740.03 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -C NT 50 549300SVYJS666PQJH88 337932AM9 2050-03-01 3.400000 0.00 10000.00 6657.87 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 38 549300GHBMY8T5GXDE41 91324PBK7 2038-02-15 6.875000 0.00 326000.00 373707.29 Corporate Debt Securities UNITEDHEALTH GROUP INC SR NT 6.5%37 549300GHBMY8T5GXDE41 91324PAX0 2037-06-15 6.500000 0.00 12000.00 13031.23 Corporate Debt Securities PECO ENERGY CO 1M GLBL BD3.7%47 YH65D4JBECK76IFEJ279 693304AV9 2047-09-15 3.700000 0.00 705000.00 519590.48 Corporate Debt Securities STRUCTURED ASSET MTG 2006-AR3 I-2A-3 20360425 FLT N/A 86360KAG3 2036-04-25 4.378900 0.00 6697000.00 232321.93 Private Label Collateralized Mortgage Obligations UNITEDHEALTH GROUP INC SR GLBL NT 35 549300GHBMY8T5GXDE41 91324PCQ3 2035-07-15 4.625000 0.00 10000.00 9537.26 Corporate Debt Securities MOLEX ELECTRONIC TECHNOLOGIES SR 144A NT 32 549300WTBVUFUPSIWI20 60856BAF1 2032-04-30 5.250000 0.00 9000.00 9144.50 Corporate Debt Securities MORGAN STANLEY FR 4.708%031232 IGJSJL3JD5P30I6NJZ34 61747YGB5 2032-03-12 4.708000 0.00 319000.00 318185.70 Corporate Debt Securities MORGAN STANLEY FR 1.928%042832 IGJSJL3JD5P30I6NJZ34 6174468X0 2032-04-28 1.928000 0.00 215000.00 186817.94 Corporate Debt Securities PROLOGIS L P SR GLBL NT 33 GL16H1DHB0QSHP25F723 74340XBT7 2033-01-15 4.625000 0.00 10000.00 9771.36 Corporate Debt Securities PROTECTIVE LIFE CORP SR GLBL 144A 28 549300ZWIT8J8Y2EXL07 743674BD4 2028-09-30 4.300000 0.00 51000.00 51151.64 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29 353800V2V8PUY9TK3E06 606822BM5 2029-07-18 3.195000 0.00 779000.00 745178.74 Corporate Debt Securities MERCK & CO INC SR GLBL NT 31 4YV9Y5M8S0BRK1RP0397 58933YBE4 2031-12-10 2.150000 0.00 22000.00 19309.09 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDG8 2028-07-25 4.851000 0.00 10000.00 10030.39 Corporate Debt Securities PFIZER INC SR GLBL NT 31 765LHXWGK1KXCLTFYQ30 717081FB4 2031-08-18 1.750000 0.00 373000.00 325820.58 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT4.3%46 CUMYEZJOAF02RYZ1JJ85 74251VAN2 2046-11-15 4.300000 0.00 3289000.00 2641388.59 Corporate Debt Securities PRESIDENT&FELLOW HARVARD COLL GLBL 2022A BD 52 6S3X7J22E861RNTJSA74 740816AQ6 2052-11-15 3.745000 0.00 243000.00 179318.47 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEC6 2035-01-23 5.336000 0.00 100000.00 99946.58 Corporate Debt Securities PRUDENTIAL FINL INC FR 4.35%022550 5PRBRS5FEH7NREC8OR45 74432QCE3 2050-02-25 4.350000 0.00 436000.00 348826.16 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 27 9C1X8XOOTYY2FNYTVH06 369550AZ1 2027-11-15 2.625000 0.00 38000.00 37417.52 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 5.125%031553 549300RUHPVD434XUK18 74456QCM6 2053-03-15 5.125000 0.00 42000.00 37918.07 Corporate Debt Securities GSAA HEQ TR 2006-16 A-1 20361027 FLT N/A 362256AA7 2036-10-27 3.958900 0.00 247432.00 3680.79 Private Label Collateralized Mortgage Obligations MARSH & MCLENNAN COS INC SR GLBL NT4.9%49 549300XMP3KDCKJXIU47 571748BJ0 2049-03-15 4.900000 0.00 34000.00 29517.14 Corporate Debt Securities MORGAN STANLEY BK N A SR NT 4.952%28 G1MLHIS0N32I3QPILB75 61690U8A1 2028-01-14 4.952000 0.00 309000.00 310349.85 Corporate Debt Securities MORGAN STANLEY FR 4.375%012247 IGJSJL3JD5P30I6NJZ34 61746BEG7 2047-01-22 4.375000 0.00 1000.00 804.66 Corporate Debt Securities GS MTG SEC CORP 2021-ROSS TR G 20360616 FLT N/A 36264YAQ3 2036-06-16 8.591000 0.00 113299.00 44391.86 Private Label Collateralized Mortgage Obligations GENERAL MTRS FINL CO INC SR GLBL NT 36 5493008B6JBRUJ90QL97 37045XFN1 2036-01-08 5.450000 0.00 56000.00 55008.91 Corporate Debt Securities ALLY FINL INC SR NT 8%31 549300JBN1OSM8YNAI90 36186CBY8 2031-11-01 8.000000 0.00 2084000.00 2345291.92 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%34 A89MY1K3YLIGJMYWVX50 341081GU5 2034-06-15 5.300000 0.00 350000.00 353864.78 Corporate Debt Securities FHLMC REMIC SERIES K-J42 A-2 20321125 4.1 S6XOOCT0IEG5ABCC6L87 3137H92P3 2032-11-25 4.118000 0.00 1000.00 978.90 Agency Collateralized Mortgage Obligation COMCAST CORP NEW GLBL NT 3.25%39 51M0QTTNCGUN7KFCFZ59 20030NCY5 2039-11-01 3.250000 0.00 2000.00 1474.27 Corporate Debt Securities COMCAST CORP NEW SR NT 2.35%27 51M0QTTNCGUN7KFCFZ59 20030NBW0 2027-01-15 2.350000 0.00 435000.00 431561.08 Corporate Debt Securities COCA COLA CO SR GLBL NT2.5%40 UWJKFUJFZ02DKWI3RY53 191216CW8 2040-06-01 2.500000 0.00 59000.00 42455.02 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 4.818%092533 969500TJ5KRTCJQWXH05 22535WAS6 2033-09-25 4.818000 0.00 10924000.00 10771861.45 Corporate Debt Securities PERMIAN RES OPER LLC SR 144A NT 29 5493004CTVUMQLRPOE23 19416MAB5 2029-07-01 5.875000 0.00 698000.00 702645.77 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -A 55 ILUL7B6Z54MRYCF6H308 25746UDT3 2055-02-01 6.875000 0.00 1825000.00 1930986.88 Corporate Debt Securities CONOCOPHILLIPS SR NT 6.95%29 6VJJ5GQWIRDQ06DUXG89 208251AE8 2029-04-15 6.950000 0.00 1000.00 1078.96 Corporate Debt Securities CUMMINS INC SR GLBL NT5.3%35 ZUNI8PYC725B6H8JU438 231021BA3 2035-05-09 5.300000 0.00 22000.00 22297.05 Corporate Debt Securities COMCAST CORP NEW GLBL NT 5.3%34 51M0QTTNCGUN7KFCFZ59 20030NEJ6 2034-06-01 5.300000 0.00 23000.00 22825.28 Corporate Debt Securities CREDIT AGRICOLE S A FR 7.125% 969500TJ5KRTCJQWXH05 225313AT2 2500-12-31 7.125000 0.00 4399000.00 4490370.90 Corporate Debt Securities CUMMINS INC SR GLBL NT4.7%31 ZUNI8PYC725B6H8JU438 231021AZ9 2031-02-15 4.700000 0.00 11000.00 11201.76 Corporate Debt Securities CITY OF HOPE SR -2018 NT 48 549300QIQJNNQEIXBL15 17858PAB7 2048-08-15 4.378000 0.00 1000.00 785.50 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.939%51 5493009NTB34VXE1T760 10373QBP4 2051-06-04 2.939000 0.00 1000.00 611.54 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 44 N/A 12189LAU5 2044-09-01 4.550000 0.00 374000.00 324320.96 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 4.812%33 5493009NTB34VXE1T760 10373QBU3 2033-02-13 4.812000 0.00 23000.00 23096.51 Corporate Debt Securities FHLMC REMIC SERIES K-138 A-2 20320125 FLT S6XOOCT0IEG5ABCC6L87 3137H5QM2 2032-01-25 2.476000 0.00 1656.00 1485.73 Agency Collateralized Mortgage Obligation WELLS FARGO & CO FR 5.389%042434 PBLD0EJDB5FWOLXP3B76 95000U3D3 2034-04-24 5.389000 0.00 17000.00 17279.32 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 32 549300GHBMY8T5GXDE41 91324PFH0 2032-01-15 4.950000 0.00 68000.00 68174.08 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT2.6%31 D71FAKCBLFS2O0RBPG08 969457BY5 2031-03-15 2.600000 0.00 5000.00 4540.01 Corporate Debt Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.955200 0.00 100.00 100.08 U.S. Treasuries (including strips) 280 PARK AVE 2017-280P F 20340915 FLT N/A 90205FAQ3 2034-09-15 6.796000 0.00 101120.00 100057.48 Private Label Collateralized Mortgage Obligations TRUIST FINL CORP FR 5.867%060834 549300DRQQI75D2JP341 89788MAP7 2034-06-08 5.867000 0.00 5117000.00 5282368.79 Corporate Debt Securities AMERICAN ASSETS TRUST L P SR GLBL NT 34 549300V1TI0SMG9Z6U69 02401LAB0 2034-10-01 6.150000 0.00 944000.00 959698.72 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.1%30 ZXTILKJKG63JELOEG630 023135CT1 2030-11-20 4.100000 0.00 95000.00 92940.03 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.1%30 ZXTILKJKG63JELOEG630 023135CT1 2030-11-20 4.100000 0.00 568000.00 555683.55 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.6%29 ZXTILKJKG63JELOEG630 023135EB8 2029-07-09 4.600000 0.00 755000.00 755370.79 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.8%31 ZXTILKJKG63JELOEG630 023135EC6 2031-07-09 4.800000 0.00 802000.00 796629.27 Corporate Debt Securities AMERICAN EXPRESS CO PERP JR SB -D NT R4PP93JZOLY261QX3811 025816CH0 2079-12-31 3.550000 0.00 2988000.00 2988257.30 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.9%041031 B6Q2VFHD1797Q7NZ3E43 02665WGX3 2031-04-10 4.900000 0.00 5000.00 5013.84 Corporate Debt Securities AMAZON COM INC SR GLBL NT 35 ZXTILKJKG63JELOEG630 023135CV6 2035-11-20 4.650000 0.00 89000.00 84670.22 Corporate Debt Securities ALPHABET INC SR GLBL NT3.7%29 5493006MHB84DD0ZWV18 02079KBJ5 2029-02-15 3.700000 0.00 4000.00 3991.79 Corporate Debt Securities AMAZON COM INC SR GLBL NT 35 ZXTILKJKG63JELOEG630 023135CV6 2035-11-20 4.650000 0.00 814000.00 774399.58 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49 8MYN82XMYQH89CTMTH67 036752AK9 2049-09-15 3.700000 0.00 1000.00 707.43 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT 34 GYVOE5EZ4GDAVTU4CQ61 032654BB0 2034-04-01 5.050000 0.00 25000.00 25231.58 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.3%36 ZXTILKJKG63JELOEG630 023135EE2 2036-07-09 5.300000 0.00 14459000.00 14266823.82 Corporate Debt Securities AMGEN INC SR GLBL NT 2%32 62QBXGPJ34PQ72Z12S66 031162CZ1 2032-01-15 2.000000 0.00 147000.00 126211.10 Corporate Debt Securities AMGEN INC SR GLBL NT3.2%27 62QBXGPJ34PQ72Z12S66 031162CQ1 2027-11-02 3.200000 0.00 12000.00 11904.49 Corporate Debt Securities AMGEN INC SR GLBL NT3.2%27 62QBXGPJ34PQ72Z12S66 031162CQ1 2027-11-02 3.200000 0.00 20000.00 19840.82 Corporate Debt Securities BRIDGET LD AUTO SEC TR 2025-2 B 20290815 4.8 N/A 10807HAD8 2029-08-15 4.810000 0.00 130000.00 130669.21 Asset-Backed Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 56 N/A 12189LBN0 2056-03-15 5.550000 0.00 22000.00 21039.85 Corporate Debt Securities BOEING CO CR SEN SR GLBL64 RVHJWBXLJ1RFUBSY1F30 097023DU6 2064-05-01 7.008000 0.00 2000.00 2207.32 Corporate Debt Securities BOEING CO CR SEN SR GLBL54 RVHJWBXLJ1RFUBSY1F30 097023DT9 2054-05-01 6.858000 0.00 1179000.00 1291706.50 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.85%020130 L3I9ZG2KFGXZ61BMYR72 06417XAP6 2030-02-01 4.850000 0.00 415000.00 425271.25 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 36 54930093Q75GSEM74I71 07274EAP8 2036-07-20 5.625000 0.00 986000.00 971967.99 Corporate Debt Securities TARGET CORP SR GLBL NT4.5%32 8WDDFXB5T1Z6J0XC1L66 87612EBP0 2032-09-15 4.500000 0.00 91000.00 91561.47 Corporate Debt Securities MASSACHUSETTS ELEC CO SR GLBL 144A 30 549300XN8GZY5U5O1B96 575634AU4 2030-11-24 1.729000 0.00 39000.00 34110.49 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT3.7%26 549300RS7EWPM9MA6C78 87165BAL7 2026-08-04 3.700000 0.00 461000.00 469307.99 Corporate Debt Securities PFIZER INVT ENTERPRISES SR GLBL NT 28 5493000FQO8XF9C0RT95 716973AC6 2028-05-19 4.450000 0.00 196000.00 197534.68 Corporate Debt Securities MITSUBISHI CORP SR 144A NT 36 KVIPTY4PULAPGC1VVD26 606769AS6 2036-06-23 5.125000 0.00 4900000.00 4807388.64 Corporate Debt Securities PRESBYTERIAN HEALTHCARE SVCS -2022 BD4.875%52 549300PILQ3W3CCH7D05 74071PAB9 2052-08-01 4.875000 0.00 11000.00 9404.28 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -Q NT 36 R64UBJHEC74EB3HGQ410 845437BV3 2036-04-01 5.200000 0.00 45000.00 44512.70 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 9000000.00 9791200.00 Corporate Debt Securities PRUDENTIAL FINL INC FR 2.1%031030 5PRBRS5FEH7NREC8OR45 74432QCG8 2030-03-10 2.100000 0.00 50000.00 46237.75 Corporate Debt Securities MASS INST TECH MTN BE GLBL -C BD 14 DLZO3A31IADZ27B62557 575718AB7 2114-07-01 4.678000 0.00 190000.00 149533.48 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 65000.00 70714.22 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 159000.00 172977.87 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 19000.00 20670.31 Corporate Debt Securities MERCK & CO INC SR GLBL NT 27 4YV9Y5M8S0BRK1RP0397 58933YBP9 2027-09-15 3.850000 0.00 1490000.00 1504444.72 Corporate Debt Securities MATTEL INC SR GLBL 144A 29 549300VELLG24KHTJ564 577081BF8 2029-04-01 3.750000 0.00 35000.00 34216.70 Corporate Debt Securities MATTEL INC SR GLBL 144A 29 549300VELLG24KHTJ564 577081BF8 2029-04-01 3.750000 0.00 65000.00 63545.30 Corporate Debt Securities MICROSOFT CORP SR NT 4.5%40 INR2EJN1ERAN0W5ZP974 594918AJ3 2040-10-01 4.500000 0.00 271000.00 249572.03 Corporate Debt Securities TMSQ MTG TR 2014-1500 A 20361010 3.6 N/A 87264JAA4 2036-10-10 3.680000 0.00 616374.00 575119.88 Private Label Collateralized Mortgage Obligations STATE STR CORP SR GLBL NT 26 549300ZFEEJ2IP5VME73 857477CD3 2026-08-03 5.272000 0.00 1957000.00 2008013.34 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.4%52 549300V2JRLO5DIFGE82 87264ACT0 2052-10-15 3.400000 0.00 25000.00 15534.03 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.4%52 549300V2JRLO5DIFGE82 87264ACT0 2052-10-15 3.400000 0.00 151000.00 93825.53 Corporate Debt Securities MASS INST TECH MTN BE GLBL -G BD 51 DLZO3A31IADZ27B62557 575718AH4 2051-07-01 2.294000 0.00 1000.00 549.74 Corporate Debt Securities HUMANA INC SR GLBL NT 33 529900YLDW34GJAO4J06 444859BV3 2033-03-01 5.875000 0.00 3003000.00 3133387.76 Corporate Debt Securities MPLX LP SR GLBL NT4.7%48 5493000CZJ19CK4P3G36 55336VAN0 2048-04-15 4.700000 0.00 238000.00 194041.14 Corporate Debt Securities INGERSOLL RAND INC SR GLBL NT5.7%33 5299004C02FMZCUOIR50 45687VAB2 2033-08-14 5.700000 0.00 8330000.00 8757842.68 Corporate Debt Securities INTESA SANPAOLO S P A FR 4.198%060132 2W8N8UU78PMDQKZENC08 46115HBQ9 2032-06-01 4.198000 0.00 378000.00 357601.86 Corporate Debt Securities METLIFE INC EXT JR SB GLBL68 C4BXATY60WC6XEOZDX54 59156RBS6 2068-04-08 9.250000 0.00 9681000.00 11445407.97 Corporate Debt Securities MERCK & CO INC SR GLBL NT 31 4YV9Y5M8S0BRK1RP0397 58933YCK9 2031-05-22 4.650000 0.00 258000.00 259024.90 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 33 AR5L2ODV9HN37376R084 57636QAX2 2033-03-09 4.850000 0.00 22000.00 22280.29 Corporate Debt Securities PFIZER INC SR GLBL NT 35 765LHXWGK1KXCLTFYQ30 717081FF5 2035-11-15 4.875000 0.00 278000.00 272651.74 Corporate Debt Securities PHILLIPS 66 CO JR SB GLBL -A 56 RVJMT2IZVVSKIRJJBH76 718547AZ5 2056-03-15 5.875000 0.00 1300000.00 1309404.78 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BT5 2054-10-01 6.400000 0.00 2091000.00 2120260.06 Corporate Debt Securities PEPSICO INC SR GLBL NT 50 FJSUNZKFNQ5YPJ5OT455 713448EU8 2050-03-19 3.625000 0.00 30000.00 21807.35 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT1.9%31 AR5L2ODV9HN37376R084 57636QAS3 2031-03-15 1.900000 0.00 16000.00 14258.04 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 44 HL3H1H2BGXWVG3BSWR90 718172BL2 2044-11-10 4.250000 0.00 41000.00 33738.59 Corporate Debt Securities RTX CORPORATION SR GLBL NT 38 I07WOS4YJ0N7YRFE7309 913017BP3 2038-07-15 6.125000 0.00 4774000.00 5059209.37 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP -W NT 6.25% CFGNEKW0P8842LEUIA51 693475BP9 2079-12-31 6.250000 0.00 4446000.00 4519475.09 Corporate Debt Securities ROCHE HOLDINGS INC SR GLBL 144A 27 PVJRP0EQNV6OGDPZGY95 771196BL5 2027-01-28 2.375000 0.00 400000.00 396591.17 Corporate Debt Securities SPIRE INC JR SB GLBL -B 56 549300NXSY15DRY2R511 84857LAE1 2056-06-01 6.450000 0.00 6000000.00 6040080.00 Corporate Debt Securities TOTALENERGIES CAP SA GLBL NT 5.15%34 529900QI55ZLJVCMPA71 89157XAA9 2034-04-05 5.150000 0.00 30000.00 30528.73 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 32 HCHV7422L5HDJZCRFL38 883556CU4 2032-11-21 4.950000 0.00 20000.00 20215.30 Corporate Debt Securities SHELL FIN US INC SR GLBL NT5.5%40 N/A 822905AW5 2040-03-25 5.500000 0.00 21000.00 21195.72 Corporate Debt Securities OBX TRUST 2024-NQM8 A-2 20640525 FLT 254900Y1YRD8JNADSC78 67119CAB6 2064-05-25 6.436000 0.00 485939.00 226522.10 Private Label Collateralized Mortgage Obligations SOCIETE GENERALE SUB 144A NT 55 O2RNE8IBXP4R0TD8PU41 83368RBY7 2055-01-19 7.132000 0.00 1738000.00 1738290.83 Corporate Debt Securities ORACLE CORP SR GLBL NT5.5%35 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 2035-08-03 5.500000 0.00 26000.00 24544.64 Corporate Debt Securities ORACLE CORP SR GLBL NT5.5%35 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 2035-08-03 5.500000 0.00 87000.00 82130.13 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 27 2138006TSNBEUA761G16 76720AAQ9 2027-03-12 4.375000 0.00 17000.00 17307.23 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 27 2138006TSNBEUA761G16 76720AAQ9 2027-03-12 4.375000 0.00 190000.00 193433.75 Corporate Debt Securities T MOBILE USA INC GLBL NT 6%54 549300V2JRLO5DIFGE82 87264ADD4 2054-06-15 6.000000 0.00 3244000.00 3025084.07 Corporate Debt Securities WELLS FARGO & CO FR 4.96%012337 PBLD0EJDB5FWOLXP3B76 95000U4E0 2037-01-23 4.960000 0.00 1000.00 958.61 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAD7 2039-09-30 4.875000 0.00 4580.00 4076.20 Corporate Debt Securities TARGET CORP SR GLBL NT4.5%34 8WDDFXB5T1Z6J0XC1L66 87612EBS4 2034-09-15 4.500000 0.00 766000.00 745478.86 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR NT 4%32 N/A 87612BBU5 2032-01-15 4.000000 0.00 40000.00 37722.71 Corporate Debt Securities WEC ENERGY GROUP INC GLBL NT 5.6%26 549300IGLYTZUK3PVP70 92939UAM8 2026-09-12 5.600000 0.00 149000.00 152373.69 Corporate Debt Securities WELLS FARGO & CO FR 4.478%040431 PBLD0EJDB5FWOLXP3B76 95000U2L6 2031-04-04 4.478000 0.00 1000.00 998.83 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT5.1%35 WDJNR2L6D8RWOEB8T652 882508CM4 2035-05-23 5.100000 0.00 944000.00 938830.03 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 36 HCHV7422L5HDJZCRFL38 883556DJ8 2036-02-12 4.902000 0.00 370000.00 366807.70 Corporate Debt Securities SOCIETE GENERALE FR 4.027%012143 O2RNE8IBXP4R0TD8PU41 83368TBK3 2043-01-21 4.027000 0.00 819000.00 606271.80 Corporate Debt Securities HUMANA INC SR GLBL NT 35 529900YLDW34GJAO4J06 444859CD2 2035-05-01 5.550000 0.00 3553000.00 3548008.04 Corporate Debt Securities SOUND POINT CLO LTD 2020-27R D-R 20341025 FLT N/A 83611VBC1 2034-10-25 7.421800 0.00 812186.00 783665.80 Asset-Backed Securities STRYKER CORPORATION SR GLBL NT 46 5493002F0SC4JTBU5137 863667AJ0 2046-03-15 4.625000 0.00 59000.00 51254.02 Corporate Debt Securities TD SYNNEX CORPORATION CR SEN SR GLBL26 5493004HI6PFLF46NS53 87162WAF7 2026-08-09 1.750000 0.00 130000.00 130988.14 Corporate Debt Securities MICROSOFT CORP SR GLBL NT 47 INR2EJN1ERAN0W5ZP974 594918CA0 2047-02-06 4.250000 0.00 300000.00 247400.92 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL OO NT 34 225YDZ14ZO8E1TXUSU86 571903BQ5 2034-05-15 5.300000 0.00 4000.00 4018.68 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 35 AR5L2ODV9HN37376R084 57636QBC7 2035-01-15 4.550000 0.00 1320000.00 1269090.53 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 3.45%121826 635400MMSOCXNNNZDZ82 59217HBB2 2026-12-18 3.450000 0.00 150000.00 150201.12 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL N/A 58551TAA5 2079-12-31 4.522600 0.00 1000.00 836.00 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.8%34 1HNPXZSMMB7HMBMVBS46 694308KR7 2034-05-15 5.800000 0.00 47000.00 48016.35 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT4.6%31 AR5L2ODV9HN37376R084 57636QBL7 2031-06-08 4.600000 0.00 42000.00 41910.21 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 32 AR5L2ODV9HN37376R084 57636QBB9 2032-01-15 4.350000 0.00 83000.00 81087.96 Corporate Debt Securities STATE STR CORP GLBL NT 4.993%27 549300ZFEEJ2IP5VME73 857477CL5 2027-03-18 4.993000 0.00 323000.00 330282.47 Corporate Debt Securities STATE STR CORP SR GLBL NT 32 549300ZFEEJ2IP5VME73 857477DF7 2032-04-23 4.558000 0.00 31000.00 30807.53 Corporate Debt Securities MCDONALDS CORP FR 3.8%040128 UE2136O97NLB5BYP9H04 58013MFF6 2028-04-01 3.800000 0.00 3508000.00 3512934.59 Corporate Debt Securities MARRIOTT INTL INC NEW CR SEN GLBL JJ27 225YDZ14ZO8E1TXUSU86 571903BJ1 2027-10-15 5.000000 0.00 95000.00 96877.41 Corporate Debt Securities MARS INC SR GLBL 144A 45 54930073HKEO6GZBSS03 571676BB0 2045-05-01 5.650000 0.00 102000.00 99391.35 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT4.3%32 5493002KF87V5RSRQS84 66989HAZ1 2032-11-05 4.300000 0.00 213000.00 208697.87 Corporate Debt Securities SOUTHERN CO SR GLBL NT 36 549300FC3G3YU2FBZD92 842587CW5 2036-07-01 4.250000 0.00 36000.00 32689.86 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 30 UDTZ87G0STFETI6HGH41 844741BF4 2030-02-10 2.625000 0.00 7000.00 6523.71 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2024E 54 9R1Z5I36FERIBVKW4P77 842400JD6 2054-04-15 5.750000 0.00 1000.00 912.56 Corporate Debt Securities IMPERIAL TOB FIN PLC SR GLBL 144A 35 2138008L3B3MCG1DFS50 45262BAK9 2035-07-01 5.625000 0.00 480000.00 478554.00 Corporate Debt Securities ONEOK INC NEW SR NT 6.4%37 2T3D6M0JSY48PSZI1Q41 682680BT9 2037-05-01 6.400000 0.00 5000.00 5284.25 Corporate Debt Securities INTEL CORP SR GLBL NT 27 KNX4USFCNGPY45LOCE31 458140BQ2 2027-03-25 3.750000 0.00 64000.00 64538.56 Corporate Debt Securities INTUIT SR GLBL NT5.2%33 VI90HBPH7XSFMB9E4M29 46124HAG1 2033-09-15 5.200000 0.00 205000.00 207378.91 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 31 549300XMP3KDCKJXIU47 571748CB6 2031-11-15 4.850000 0.00 333000.00 334398.23 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SR 144A NT 33 98450051B2E65CAA7E94 37959GAD9 2033-06-15 7.950000 0.00 47000.00 51275.98 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT 35 549300147YMUQB3GW319 46188BAG7 2035-02-01 4.875000 0.00 11000.00 10778.40 Corporate Debt Securities M & T BK CORP FR 5.179%070831 549300WYXDDBYRASEG81 55261FAY0 2031-07-08 5.179000 0.00 657000.00 660790.11 Corporate Debt Securities MASSACHUSETTS ELEC CO SR GLBL 144A 56 549300XN8GZY5U5O1B96 575634AW0 2056-07-20 6.236000 0.00 1073000.00 1055033.09 Corporate Debt Securities MACQUARIE BK LTD SR 144A NT 26 4ZHCHI4KYZG2WVRT8631 55608PBQ6 2026-12-07 5.391000 0.00 192000.00 194359.01 Corporate Debt Securities PARKER-HANNIFIN CORP SR GLBL NT 27 5493002CONDB4N2HKI23 701094AR5 2027-09-15 4.250000 0.00 35000.00 35492.64 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 316773DG2 2030-07-28 4.772000 0.00 2030000.00 2020718.16 Corporate Debt Securities GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR 20361020 FLT N/A 381933AC4 2036-10-20 5.479200 0.00 12479741.00 12452338.02 Asset-Backed Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.5%28 549300BX44RGX6ANDV88 42824CCC1 2028-03-23 4.500000 0.00 7000.00 7090.58 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 51 QEKMOTMBBKA8I816DO57 437076CG5 2051-03-15 2.375000 0.00 21000.00 11511.83 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280FA2 2099-12-31 7.050000 0.00 1839000.00 1891552.49 Corporate Debt Securities COREBRIDGE FINL INC JR SB GLBL NT 52 549300XY1661QCIA7J65 21871XAP4 2052-12-15 6.875000 0.00 3405000.00 3466782.78 Corporate Debt Securities COCA COLA CO SR GLBL NT 27 UWJKFUJFZ02DKWI3RY53 191216CR9 2027-03-25 3.375000 0.00 73000.00 73513.37 Corporate Debt Securities COSTCO WHOLESALE CORPORATION GLBL NT 1.375%27 29DX7H14B9S6O3FD6V18 22160KAN5 2027-06-20 1.375000 0.00 57000.00 55723.54 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2020 A30 VZFZPMWDHTQCFKYOBP05 209111FX6 2030-04-01 3.350000 0.00 50000.00 48071.33 Corporate Debt Securities COREBRIDGE FINL INC JR SB GLBL NT 52 549300XY1661QCIA7J65 21871XAP4 2052-12-15 6.875000 0.00 7813000.00 7954764.71 Corporate Debt Securities DH EUROPE FIN II S A R L SR GLBL NT 39 222100KDGL314CKTZ511 23291KAJ4 2039-11-15 3.250000 0.00 59000.00 46495.02 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR NT 5.3%36 S2PEWKCZFFECR4533P43 210385AU4 2036-06-01 5.300000 0.00 40000.00 39476.24 Corporate Debt Securities CNO GLOBAL FUNDING FR 4.95%090929 6354008GTNR4833ULD48 18977W2F6 2029-09-09 4.950000 0.00 2000.00 2032.03 Corporate Debt Securities CONCENTRIX CORP GLBL NT 6.6%28 5493000EAJN1KMPVA737 20602DAB7 2028-08-02 6.600000 0.00 837000.00 866241.99 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967NS6 2028-05-24 4.658000 0.00 11430000.00 11529658.81 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 34 6VJJ5GQWIRDQ06DUXG89 20826FAF3 2034-11-15 4.150000 0.00 29000.00 26690.76 Corporate Debt Securities COMCAST CORP NEW SR NT 4.65%42 51M0QTTNCGUN7KFCFZ59 20030NBE0 2042-07-15 4.650000 0.00 10000.00 8113.67 Corporate Debt Securities CONNECTICUT LT & PWR CO 1M GLBL -A BD 27 549300O45IUXEDS1VZ32 207597EJ0 2027-03-15 3.200000 0.00 28000.00 28135.49 Corporate Debt Securities COMCAST CORP NEW GLBL NT 1.5%31 51M0QTTNCGUN7KFCFZ59 20030NDN8 2031-02-15 1.500000 0.00 3000.00 2583.89 Corporate Debt Securities ENTERGY CORP NEW SR GLBL NT 26 4XM3TW50JULSLG8BNC79 29364GAJ2 2026-09-01 2.950000 0.00 472000.00 477188.07 Corporate Debt Securities ENSTAR GROUP LTD JR SB GLBL 45 213800AMAL5QFXVUCN04 29359UAD1 2045-04-01 7.500000 0.00 4000000.00 4267720.00 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG SR SEC 144A 28 635400B4JJBON4TCHF02 29449WAQ0 2028-03-03 5.450000 0.00 180000.00 185649.40 Corporate Debt Securities EVEREST REINS HLDGS INC EXT JR SB GLBL67 254900P29PM5UJR3VU91 299808AE5 2067-05-01 6.297700 0.00 9858000.00 9479256.01 Corporate Debt Securities EVERGY INC JR SB GLBL NT 55 549300PGTHDQY6PSUI61 30034WAE6 2055-06-01 6.650000 0.00 268000.00 275207.41 Corporate Debt Securities ENTERGY CORP NEW JR SB GLBL DB 54 4XM3TW50JULSLG8BNC79 29364GAQ6 2054-12-01 7.125000 0.00 3674000.00 3809001.13 Corporate Debt Securities EMBRAER NETHERLANDS FIN SR GLBL NT5.4%38 724500PBR8LR26XBSP67 29082HAF9 2038-01-09 5.400000 0.00 2201000.00 2101844.95 Corporate Debt Securities ENBRIDGE INC GLBL NT 2.5%33 98TPTUM4IVMFCZBCUR27 29250NBF1 2033-08-01 2.500000 0.00 21000.00 17924.34 Corporate Debt Securities EVERGY INC JR SB GLBL NT 55 549300PGTHDQY6PSUI61 30034WAE6 2055-06-01 6.650000 0.00 4771000.00 4899308.09 Corporate Debt Securities CWALT INC ALT LN TR 2006-OA9 2-A-1A 20460720 FLT N/A 02146YAC0 2046-07-20 4.204100 0.00 25038.00 1239.61 Private Label Collateralized Mortgage Obligations AMAZON COM INC SR GLBL NT 27 ZXTILKJKG63JELOEG630 023135CP9 2027-12-01 4.550000 0.00 2000.00 2019.77 Corporate Debt Securities BANK OF AMER CORP PERP GLBL -OO NT 9DJT3UXIJIZJI4WXO774 06055HAH6 2149-12-31 6.625000 0.00 1000.00 1035.61 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I GLBL L3I9ZG2KFGXZ61BMYR72 0641598V1 2084-01-27 8.000000 0.00 2981000.00 3126886.83 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I GLBL L3I9ZG2KFGXZ61BMYR72 0641598V1 2084-01-27 8.000000 0.00 4486000.00 4705539.86 Corporate Debt Securities BANK OF AMER CORP FR 4.078%042340 9DJT3UXIJIZJI4WXO774 06051GHU6 2040-04-23 4.078000 0.00 1022000.00 885410.95 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I GLBL L3I9ZG2KFGXZ61BMYR72 06419GEE2 2085-10-27 6.875000 0.00 4399000.00 4364133.04 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I GLBL L3I9ZG2KFGXZ61BMYR72 0641598S8 2082-10-27 8.625000 0.00 5624000.00 5837702.63 Corporate Debt Securities BELROSE FDG TR II SR 144A NT 55 N/A 08079KAA2 2055-05-15 6.792000 0.00 2670000.00 2666285.14 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 46 XSGZFLO9YTNO9VCQV219 02209SAV5 2046-09-16 3.875000 0.00 283000.00 206751.66 Corporate Debt Securities ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 02209SAR4 2044-01-31 5.375000 0.00 2193000.00 1975213.17 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.932%021429 L3I9ZG2KFGXZ61BMYR72 06418GAP2 2029-02-14 4.932000 0.00 2000.00 2052.14 Corporate Debt Securities JPMORGAN CHASE & CO 8.75%30 8I5DZWZKVSZI1NUHU748 06423AAJ2 2030-09-01 8.750000 0.00 114000.00 133618.07 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.379%61 5493009NTB34VXE1T760 10373QBQ2 2061-02-08 3.379000 0.00 1000.00 632.06 Corporate Debt Securities BOEING CO CR SEN SR GLBL60 RVHJWBXLJ1RFUBSY1F30 097023CX1 2060-05-01 5.930000 0.00 117000.00 111418.51 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.06%41 5493009NTB34VXE1T760 10373QBR0 2041-06-17 3.060000 0.00 1000.00 737.84 Corporate Debt Securities BOEING CO SR GLBL NT 39 RVHJWBXLJ1RFUBSY1F30 097023AX3 2039-03-15 6.875000 0.00 2000.00 2246.56 Corporate Debt Securities BOEING CO SR GLBL NT 39 RVHJWBXLJ1RFUBSY1F30 097023AX3 2039-03-15 6.875000 0.00 5653000.00 6349914.40 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT2.3%27 549300RLHFT5RU20WM87 084664CZ2 2027-03-15 2.300000 0.00 108000.00 107759.04 Corporate Debt Securities BANK OF AMER CORP FR 1.922%102431 9DJT3UXIJIZJI4WXO774 06051GJL4 2031-10-24 1.922000 0.00 515000.00 457087.59 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.4%35 51M0QTTNCGUN7KFCFZ59 20030NBP5 2035-08-15 4.400000 0.00 90000.00 83132.00 Corporate Debt Securities CITIBANK N A SR NT 4.554%29 E57ODZWZ7FF32TWEFA76 17325FBT4 2029-06-18 4.554000 0.00 2091000.00 2095891.89 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%34 A89MY1K3YLIGJMYWVX50 341081GU5 2034-06-15 5.300000 0.00 4000.00 4044.17 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%34 A89MY1K3YLIGJMYWVX50 341081GU5 2034-06-15 5.300000 0.00 315000.00 318478.30 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 27 THRNG6BD57P9QWTQLG42 316773DA5 2027-05-05 2.550000 0.00 5100000.00 5065277.50 Corporate Debt Securities FIRST CTZNS BANCSHARES INC DEL SB GLBL NT5.6%35 549300N3Z00ZHE2XC526 319626AA5 2035-09-05 5.600000 0.00 1960000.00 1961589.78 Corporate Debt Securities TAMPA ELEC CO SR GLBL NT 44 WS423EPRKJIIJUITXD73 875127BC5 2044-05-15 4.350000 0.00 1000.00 820.64 Corporate Debt Securities INVERSIONES CMPC S A SR REGS NT 3%31 549300G475ACIABB4385 P58072AT9 2031-04-06 3.000000 0.00 1286000.00 1130372.57 Corporate Debt Securities SYSCO CORP SR GLBL NT 51 5RGWIFLMGH3YS7KWI652 871829BR7 2051-12-14 3.150000 0.00 2706000.00 1661193.10 Corporate Debt Securities SUZANO AUSTRIA GMBH SR GLBL NT 31 254900287ZNSGVP1R341 86964WAJ1 2031-01-15 4.000000 0.00 159000.00 148828.42 Corporate Debt Securities WELLS FARGO & CO FR 5.707%042228 PBLD0EJDB5FWOLXP3B76 95000U3L5 2028-04-22 5.707000 0.00 4339000.00 4441245.28 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 00206RBH4 2042-12-15 4.300000 0.00 1000.00 788.05 Corporate Debt Securities AT&T INC SR GLBL NT 35 549300Z40J86GGSTL398 00206RMY5 2035-08-15 5.375000 0.00 100000.00 100425.47 Corporate Debt Securities AT&T INC SR GLBL NT4.1%28 549300Z40J86GGSTL398 00206RGL0 2028-02-15 4.100000 0.00 2000.00 2020.75 Corporate Debt Securities AETNA INC NEW SR GLBL NT 36 549300QKBENKLBXQ8968 00817YAF5 2036-06-15 6.625000 0.00 893000.00 963078.42 Corporate Debt Securities ABBVIE INC SR GLBL NT4.3%36 FR5LCKFTG8054YNNRU85 00287YAV1 2036-05-14 4.300000 0.00 50000.00 46840.36 Corporate Debt Securities AT&T INC GLBL NT 2.55%33 549300Z40J86GGSTL398 00206RMM1 2033-12-01 2.550000 0.00 506000.00 419423.40 Corporate Debt Securities AT&T INC SR GLBL NT3.8%27 549300Z40J86GGSTL398 00206RHW5 2027-02-15 3.800000 0.00 1000.00 1014.31 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT5.5%56 54930036474DURYNB481 13645RBS2 2056-03-15 5.500000 0.00 500000.00 474481.39 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967MP3 2031-03-31 4.412000 0.00 5000.00 4973.28 Corporate Debt Securities COMCAST CORP NEW 3.2%36 51M0QTTNCGUN7KFCFZ59 20030NBT7 2036-07-15 3.200000 0.00 57000.00 46106.29 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 33 5493005UEC8AZ34LDV29 16411QAQ4 2033-06-30 5.950000 0.00 55000.00 57055.26 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.7%48 51M0QTTNCGUN7KFCFZ59 20030NCM1 2048-10-15 4.700000 0.00 958000.00 737984.66 Corporate Debt Securities CONCENTRIX CORP GLBL NT 6.85%33 5493000EAJN1KMPVA737 20602DAC5 2033-08-02 6.850000 0.00 9783000.00 9372404.77 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 26 549300GZKULIZ0WOW665 254687DK9 2026-11-15 3.375000 0.00 205000.00 205954.27 Corporate Debt Securities EBAY INC. SR GLBL NT 35 OML71K8X303XQONU6T67 278642BE2 2035-11-06 5.125000 0.00 623000.00 610926.69 Corporate Debt Securities DUPONT DE NEMOURS INC SR GLBL NT 28 5493004JF0SDFLM8GD76 26078JAD2 2028-11-15 4.725000 0.00 49000.00 49527.97 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -C 55 ILUL7B6Z54MRYCF6H308 25746UDV8 2055-05-15 6.625000 0.00 3444000.00 3523439.69 Corporate Debt Securities ENTERGY LA LLC 1M GLBL BD 4%33 0V5453U14HDZO63CGH17 29364WBA5 2033-03-15 4.000000 0.00 18000.00 17095.34 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -C 55 ILUL7B6Z54MRYCF6H308 25746UDV8 2055-05-15 6.625000 0.00 4490000.00 4593566.84 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 53 0NIFZ782LS46WOC9QK20 26442UAR5 2053-03-15 5.350000 0.00 39000.00 35910.07 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR 144A NT 35 549300X3UK4GG3FNMO06 268317AP9 2035-10-13 4.750000 0.00 2000.00 1923.80 Corporate Debt Securities BANQUE FED DU CRED MUTUEL SNR PREF 144A 29 VBHFXSYT7OG62HNT8T76 06675DCV2 2029-07-09 4.475600 0.00 5250000.00 5265785.03 Corporate Debt Securities BANK OF AMER CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 06055HAB9 2079-12-31 6.125000 0.00 79000.00 79365.81 Corporate Debt Securities BANK OF AMER CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 06055HAB9 2079-12-31 6.125000 0.00 4962000.00 4984976.82 Corporate Debt Securities BANK OF AMER CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 06055HAB9 2079-12-31 6.125000 0.00 5321000.00 5345639.19 Corporate Debt Securities BMW US CAP LLC SR 144A NT 5%33 KK5MZM9DIXLXZL9DZL15 05565EDJ1 2033-03-19 5.000000 0.00 215000.00 214009.57 Corporate Debt Securities BANK OF AMER CORP FR 5.511%012436 9DJT3UXIJIZJI4WXO774 06051GMM8 2036-01-24 5.511000 0.00 50000.00 50203.58 Corporate Debt Securities BEAR STRNS MTG FDG 2006-AR5 II-A-2 20370126 FLT N/A 07401NAQ2 2037-01-26 4.298900 0.00 52230.00 3634.87 Private Label Collateralized Mortgage Obligations BSREP COMM MTG TR 2021-DC D 20380816 FLT N/A 05591UAG2 2038-08-16 5.691500 0.00 645100.00 463140.65 Private Label Collateralized Mortgage Obligations BANK OF NY MELLON CORP FR 6.474%102534 WFLLPEPC7FZXENRZV188 06406RBU0 2034-10-25 6.474000 0.00 27000.00 29388.26 Corporate Debt Securities BANK OF NY MELLON CORP FR 6.474%102534 WFLLPEPC7FZXENRZV188 06406RBU0 2034-10-25 6.474000 0.00 170000.00 185037.18 Corporate Debt Securities EQUINIX EUROPE 2 FI COR LLC SR GLBL NT5.5%34 254900FSZR46BPMCKI50 29390XAA2 2034-06-15 5.500000 0.00 610000.00 610651.34 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG FR 1.75%111530 635400B4JJBON4TCHF02 29449WAD9 2030-11-15 1.750000 0.00 12000.00 10477.85 Corporate Debt Securities GOLDMAN SACHS PRIVATE CR CORP SR GLBL NT 30 549300TD27G6372IYJ65 38152BAD3 2030-05-06 6.250000 0.00 3135000.00 3206248.97 Corporate Debt Securities LLOYDS BANKING GROUP PLC GLBL NT 5.721%30 549300PPXHEU2JF0AM85 53944YBA0 2030-06-05 5.721000 0.00 6087000.00 6271066.82 Corporate Debt Securities WESTERN ALLIANCE BANCORP LW TIER II 31 5493003VJXZ5JXT9S762 957638AD1 2031-06-15 5.917500 0.00 100000.00 96914.50 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR NT 5.25%35 2S72QS2UO2OESLG6Y829 92343VGZ1 2035-04-02 5.250000 0.00 286000.00 284614.09 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 5%34 549300GHBMY8T5GXDE41 91324PFB3 2034-04-15 5.000000 0.00 966000.00 965818.61 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 34 549300GHBMY8T5GXDE41 91324PFJ6 2034-07-15 5.150000 0.00 6553000.00 6527436.02 Corporate Debt Securities INVERSIONES CMPC S A SR GLBL REGS 33 549300G475ACIABB4385 P58072AX0 2033-06-23 6.125000 0.00 247000.00 243642.07 Corporate Debt Securities VAR ENERGI ASA SR 144A NT7.5%28 549300LIVN3FFOJN2K47 92212WAD2 2028-01-15 7.500000 0.00 200000.00 207566.67 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.2%32 549300GHBMY8T5GXDE41 91324PEJ7 2032-05-15 4.200000 0.00 98000.00 95130.23 Corporate Debt Securities ADOBE INC SR GLBL NT 27 FU4LY2G4933NH2E1CP29 00724PAC3 2027-02-01 2.150000 0.00 2538000.00 2539345.14 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED JR SB GLBL NT 56 N/A 00774MBQ7 2056-01-31 6.500000 0.00 1343000.00 1351017.71 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED JR SB GLBL NT 56 N/A 00774MBQ7 2056-01-31 6.500000 0.00 7385000.00 7429088.45 Corporate Debt Securities ALTRIA GROUP INC SR NT 6.875%33 XSGZFLO9YTNO9VCQV219 02209SBR3 2033-11-01 6.875000 0.00 12000.00 13311.81 Corporate Debt Securities ALIBABA GROUP HLDG LTD SR GLBL NT4.5%34 5493001NTNQJDH60PM02 01609WAR3 2034-11-28 4.500000 0.00 299000.00 288207.59 Corporate Debt Securities AT&T INC GLBL NT 3.65%51 549300Z40J86GGSTL398 00206RKA9 2051-06-01 3.650000 0.00 1059000.00 679807.40 Corporate Debt Securities ALASKA AIRLINES EQ TR 2020-1B A 20290215 4.8 N/A 01166VAA7 2029-02-15 4.800000 0.00 3000.00 1745.35 Asset-Backed Securities AERCAP IRELAND CAP DESIGNATED JR SB GLBL NT 55 N/A 00774MBK0 2055-03-10 6.950000 0.00 4620000.00 4852158.85 Corporate Debt Securities AETNA INC NEW SR GLBL NT 47 549300QKBENKLBXQ8968 00817YAZ1 2047-08-15 3.875000 0.00 1894000.00 1399548.68 Corporate Debt Securities ADOBE INC SR GLBL NT 27 FU4LY2G4933NH2E1CP29 00724PAE9 2027-04-04 4.850000 0.00 412000.00 420002.07 Corporate Debt Securities AERCAP FDG DAC SR GLBL NT 31 2138002K2ANIUHTPY762 00784MAA1 2031-07-07 4.875000 0.00 438000.00 433795.20 Corporate Debt Securities ALLIANT ENERGY FIN LLC SR GLBL 144A 29 54930033ER6EOI5DL570 01882YAE6 2029-03-30 5.950000 0.00 156000.00 162917.56 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.3%33 254900FRO0P7RIINYT25 00440KAH6 2033-07-10 5.300000 0.00 9799000.00 9801368.09 Corporate Debt Securities BANK OF NY MELLON CORP PERP SR GLBL -J WFLLPEPC7FZXENRZV188 064058AN0 2500-12-31 6.300000 0.00 51000.00 53003.54 Corporate Debt Securities BANK OF AMER CORP FXD/FLT SR NT 48 9DJT3UXIJIZJI4WXO774 06051GGG8 2048-01-20 4.443000 0.00 64000.00 52308.33 Corporate Debt Securities BEAR STEARNS ARM TR 2005-1 I-A-1 20350325 FLT N/A 07387AAA3 2035-03-25 5.299400 0.00 57526.00 502.06 Private Label Collateralized Mortgage Obligations ENTERGY CORP NEW JR SB GLBL DB 54 4XM3TW50JULSLG8BNC79 29364GAQ6 2054-12-01 7.125000 0.00 13000.00 13477.68 Corporate Debt Securities ECOLAB INC SR GLBL NT 33 82DYEISM090VG8LTLS26 278865BW9 2033-06-15 5.150000 0.00 50000.00 50501.97 Corporate Debt Securities ECOLAB INC SR GLBL NT4.8%30 82DYEISM090VG8LTLS26 278865BE9 2030-03-24 4.800000 0.00 20000.00 20353.47 Corporate Debt Securities ENTERPRISE PRODS OPER LLC GLBL NT 4.85%34 5493004LGN656HWLDA30 29379VCF8 2034-01-31 4.850000 0.00 11000.00 10764.16 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS 1LIEN GLBL AMZ39 549300I7CIEWU1BBLQ53 16412XAL9 2039-12-31 2.742000 0.00 100000.00 84158.50 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967ML2 2031-01-29 2.666000 0.00 1000.00 924.20 Corporate Debt Securities CITIGROUP INC SR NT FXD/FLT 28 6SHGI4ZSSLCXXQSBB395 172967LP4 2028-07-24 3.668000 0.00 2000.00 1983.15 Corporate Debt Securities CHENIERE ENERGY INC SR GLBL 144A 36 MIHC87W9WTYSYZWV1J40 16411RAP4 2036-07-30 5.200000 0.00 303000.00 293964.54 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 4%47 51M0QTTNCGUN7KFCFZ59 20030NBZ3 2047-08-15 4.000000 0.00 10000.00 7056.74 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS 1LIEN GLBL NT 27 549300I7CIEWU1BBLQ53 16412XAG0 2027-06-30 5.125000 0.00 429000.00 431668.74 Corporate Debt Securities BMW US CAP LLC GLBL 144A NT 35 KK5MZM9DIXLXZL9DZL15 05565EDD4 2035-08-11 5.200000 0.00 10000.00 9944.46 Corporate Debt Securities BANK MONTREAL MEDIUM FR 4.879%060232 NQQ6HPCNCCU6TUTQYE16 06368MS62 2032-06-02 4.879000 0.00 77000.00 76890.36 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.06%072232 WFLLPEPC7FZXENRZV188 06406RBZ9 2032-07-22 5.060000 0.00 4647000.00 4663752.43 Corporate Debt Securities BANK OF AMER CORP FR 5.202%042529 9DJT3UXIJIZJI4WXO774 06051GLG2 2029-04-25 5.202000 0.00 10000000.00 10224620.00 Corporate Debt Securities BANK MONTREAL MEDIUM ALT TIER I GLBL NQQ6HPCNCCU6TUTQYE16 06368L8V1 2085-11-26 6.875000 0.00 5324000.00 5431348.85 Corporate Debt Securities BANK OF AMER CORP FR 2.087%061429 9DJT3UXIJIZJI4WXO774 06051GJZ3 2029-06-14 2.087000 0.00 1400000.00 1337748.57 Corporate Debt Securities BANK MONTREAL MEDIUM ALT TIER I GLBL NQQ6HPCNCCU6TUTQYE16 06368LQ58 2084-05-26 7.700000 0.00 5370000.00 5641199.92 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 33 549300BX44RGX6ANDV88 42824CCE7 2033-04-01 5.250000 0.00 351000.00 354168.36 Corporate Debt Securities NORFOLK SOUTHN CORP GLBL NT 3.155%55 54930036C8MWP850MI84 655844CH9 2055-05-15 3.155000 0.00 24000.00 14757.61 Corporate Debt Securities SIEMENS FUNDING B.V. SR GLBL 144A 28 213800CCRGH2TO338X64 82622RAA4 2028-05-26 4.350000 0.00 219000.00 220516.39 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 31 549300VSGCJ7E698NM85 808513CK9 2031-11-14 4.343000 0.00 25000.00 24662.98 Corporate Debt Securities NORTHWESTERN UNIV -2015 SINK BD 38 OBWWNZE695DUK77DTI34 668444AM4 2038-12-01 3.688000 0.00 353000.00 309251.53 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 27 QEKMOTMBBKA8I816DO57 437076DB5 2027-06-25 4.875000 0.00 50000.00 50516.25 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP 549300PPXHEU2JF0AM85 53944YAV5 2500-12-31 8.000000 0.00 200000.00 212329.11 Corporate Debt Securities BLUE OWL CAPITAL CORPORATION NT 6.45%28 2549000BD79OOCPF2L94 69121KAK0 2028-09-15 6.450000 0.00 1283000.00 1323879.59 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.2%36 1HNPXZSMMB7HMBMVBS46 694308LA3 2036-05-01 5.200000 0.00 200000.00 195573.11 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT2.4%26 D01LMJZU09ULLNCY6Z23 911312AY2 2026-11-15 2.400000 0.00 300000.00 300071.00 Corporate Debt Securities PROVIDENCE HEALTH & SVCS OBLIG -2016I SNK BD 47 N/A 743756AC2 2047-10-01 3.744000 0.00 445000.00 321721.65 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP 549300PPXHEU2JF0AM85 53944YAV5 2500-12-31 8.000000 0.00 983000.00 1043597.58 Corporate Debt Securities JOHNSON & JOHNSON SR NT 4.85%41 549300G0CFPGEF6X2043 478160BA1 2041-05-15 4.850000 0.00 144000.00 138912.32 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL RR NT 32 225YDZ14ZO8E1TXUSU86 571903BT9 2032-04-15 5.100000 0.00 8000.00 8131.17 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.3%51 549300V2JRLO5DIFGE82 87264ABN4 2051-02-15 3.300000 0.00 1878000.00 1177387.06 Corporate Debt Securities STATE STR CORP PERP GLBL -I NT 549300ZFEEJ2IP5VME73 857477CH4 2500-12-31 6.700000 0.00 4654000.00 4798186.09 Corporate Debt Securities TRUIST FINL CORP PERP SUB GLBL -Q 549300DRQQI75D2JP341 89832QAF6 2079-12-31 5.100000 0.00 3848000.00 3899948.00 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.65%090332 Z2VZBHUMB7PWWJ63I008 89236TNT8 2032-09-03 4.650000 0.00 68000.00 67917.49 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT2.2%31 MR92GTD0MJTTTTQDVG45 828807DM6 2031-02-01 2.200000 0.00 30000.00 27123.00 Corporate Debt Securities UNION PAC CORP SR GLBL NT 46 549300LMMRSZZCZ8CL11 907818EK0 2046-08-15 3.350000 0.00 2348000.00 1667918.76 Corporate Debt Securities WESTERN ALLIANCE BK PHOENIX LW TIER II 35 SI7YQSVPFZBSQ878IC17 95758BCL1 2035-11-15 6.537000 0.00 3341000.00 3321556.49 Corporate Debt Securities WASTE MGMT INC DEL SR GLBL NT 34 549300YX8JIID70NFS41 94106LBW8 2034-02-15 4.875000 0.00 65000.00 65806.60 Corporate Debt Securities WELLS FARGO & CO VR 091525-091529 PBLD0EJDB5FWOLXP3B76 95000U3Z4 2029-09-15 4.531000 0.00 3386000.00 3415664.58 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613BS6 2500-12-31 7.000000 0.00 3799000.00 3891286.15 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 46 213800ITMMKU4Z7I4F78 822582BY7 2046-09-12 3.750000 0.00 178000.00 132177.31 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT2.3%31 549300VSGCJ7E698NM85 808513BS3 2031-05-13 2.300000 0.00 128000.00 114618.03 Corporate Debt Securities SIERRA PAC PWR CO JR SB GLBL 55 QB888G5GSVGE1LD1WV84 826418BR5 2055-12-15 6.200000 0.00 3088000.00 3048573.10 Corporate Debt Securities OBX TRUST 2025-NQM4 A-1 20550225 FLT 254900IAVXYLOCPK6W54 67120QAA4 2055-02-25 5.400000 0.00 7620289.00 4733776.56 Private Label Collateralized Mortgage Obligations WESTERN & SOUTHN FINL GROUP SR 144A NT 33 54930077BZ6U5AC0NJ12 957576AA9 2033-07-15 5.750000 0.00 200000.00 205337.11 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC GLBL NT 5.4%33 549300UTE50ZMDBG8A20 502431AQ2 2033-07-31 5.400000 0.00 389000.00 392038.09 Corporate Debt Securities ONE GAS INC SR GLBL NT 44 549300HXDWI0LATTX840 68235PAF5 2044-02-01 4.658000 0.00 470000.00 414713.90 Corporate Debt Securities ORACLE CORP SR GLBL NT 30 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 2030-05-15 3.250000 0.00 15000.00 13723.82 Corporate Debt Securities INTEL CORP SR GLBL NT 62 KNX4USFCNGPY45LOCE31 458140CC2 2062-08-05 5.050000 0.00 116000.00 92384.59 Corporate Debt Securities HALLIBURTON CO SR GLBL NT6.7%38 ENYF8GB5SMQZ25S06U51 406216AW1 2038-09-15 6.700000 0.00 6108000.00 6750934.87 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 41 HKUPACFHSSASQK8HLS17 681919BT2 2041-03-01 3.375000 0.00 3183000.00 2325730.57 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT2.7%29 ISRPG12PN4EIEOEMW547 438516BU9 2029-08-15 2.700000 0.00 4000.00 3827.16 Corporate Debt Securities HUMANA INC SR GLBL NT 6%55 529900YLDW34GJAO4J06 444859CC4 2055-05-01 6.000000 0.00 522000.00 489098.34 Corporate Debt Securities ILLINOIS TOOL WKS INC SR GLBL NT 26 76NA4I14SZCFAYMNSV04 452308AX7 2026-11-15 2.650000 0.00 3574000.00 3578340.42 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.9%35 FRDRIPF3EKNDJ2CQJL29 532457DE5 2035-10-15 4.900000 0.00 18000.00 17892.86 Corporate Debt Securities ORACLE CORP SR GLBL NT6.1%65 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 2065-09-26 6.100000 0.00 1317000.00 1060343.77 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR GLBL 144A 28 529900IKZG65COT1D505 806851AK7 2028-05-17 3.900000 0.00 1090000.00 1085941.57 Corporate Debt Securities LAM RESEARCH CORP SR GLBL NT 50 549300I4GMO6D34U1T02 512807AW8 2050-06-15 2.875000 0.00 11250000.00 6868615.62 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.4%30 DPRBOZP0K5RM2YE8UU08 539830CL1 2030-08-15 4.400000 0.00 18000.00 18195.64 Corporate Debt Securities GOLDMAN SACHS PRIVATE CR CORP SR GLBL NT 31 549300TD27G6372IYJ65 38152BAH4 2031-01-31 5.875000 0.00 2221000.00 2183664.99 Corporate Debt Securities OBX TR 2024-NQM15 A-1 20641025 5.3 254900YXEB756F6RCA13 67449DAA7 2064-10-25 5.316000 0.00 100000.00 56437.70 Private Label Collateralized Mortgage Obligations GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38145GAW0 2037-07-21 5.655000 0.00 11137000.00 11133668.18 Corporate Debt Securities OCHSNER LSU HEALTH SYS NORTH SR -2021 BD 31 N/A 67555JAA4 2031-05-15 2.510000 0.00 5000.00 4278.39 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.7%31 DPRBOZP0K5RM2YE8UU08 539830CG2 2031-12-15 4.700000 0.00 34000.00 34129.39 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL 2021A 51 E8CD46SWUD2TSN8PA636 8426EPAE8 2051-09-30 3.150000 0.00 901000.00 573432.44 Corporate Debt Securities MGIC INVT CORP WIS SR GLBL NT 28 254900S8483WM4M98R28 552848AG8 2028-08-15 5.250000 0.00 3697000.00 3779880.58 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 49 N/A 822905BA2 2049-11-07 3.125000 0.00 153000.00 99822.05 Corporate Debt Securities SERVICENOW INC SR GLBL NT 33 549300HJTQM36M0E1G39 81762PAH5 2033-05-15 5.050000 0.00 66000.00 65792.83 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 29 MR92GTD0MJTTTTQDVG45 828807DF1 2029-09-13 2.450000 0.00 100000.00 94478.17 Corporate Debt Securities LOWES COS INC SR GLBL NT 33 WAFCR4OKGSC504WU3E95 548661EQ6 2033-07-01 5.150000 0.00 17253000.00 17241986.84 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP SUB GLBL -V CFGNEKW0P8842LEUIA51 693475BF1 2500-12-31 6.200000 0.00 2000.00 2032.16 Corporate Debt Securities LOWES COS INC SR GLBL NT 62 WAFCR4OKGSC504WU3E95 548661EF0 2062-04-01 4.450000 0.00 432000.00 324515.52 Corporate Debt Securities PACCAR FINANCIAL CORP FR 5.05%081026 PH3S12DWZBHHQKVYZ297 69371RS56 2026-08-10 5.050000 0.00 10000.00 10241.27 Corporate Debt Securities PNC BK N A PITTSBURGH PA DISC FR 3.25%012228 AD6GFRVSDT01YPT1CS68 69353RFJ2 2028-01-22 3.250000 0.00 300000.00 295272.75 Corporate Debt Securities M & T BK CORP FR 7.413%103029 549300WYXDDBYRASEG81 55261FAS3 2029-10-30 7.413000 0.00 14000.00 15020.35 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT4.6%33 5493000F4ZO33MV32P92 45866FAW4 2033-03-15 4.600000 0.00 8000.00 7889.42 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 5%27 549300IRDTHJQ1PVET45 35671DCC7 2027-09-01 5.000000 0.00 35000.00 35736.17 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 5%27 549300IRDTHJQ1PVET45 35671DCC7 2027-09-01 5.000000 0.00 20000.00 20420.67 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 30 5493008CT3N3JR7P1552 49427RAP7 2030-02-15 3.050000 0.00 14000.00 13068.07 Corporate Debt Securities GOLUB CAP PAR CLO 2020-47(M)R A-1A-R 20370805 FLT N/A 381948AA6 2037-08-05 5.278100 0.00 18094724.00 18268893.54 Asset-Backed Securities GOLDMAN SACHS GROUP INC SR GLBL NT 35 784F5XWPLTWKTBV3E584 38141GB37 2035-07-23 5.330000 0.00 13000.00 12826.51 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT3.5%27 9C1X8XOOTYY2FNYTVH06 369550BL1 2027-04-01 3.500000 0.00 12000.00 12081.08 Corporate Debt Securities KYNDRYL HLDGS INC SR GLBL NT 31 549300LQ4LWX2R8ZV130 50155QAL4 2031-10-15 3.150000 0.00 2922000.00 2457533.49 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 42 784F5XWPLTWKTBV3E584 38141GYC2 2042-04-22 3.210000 0.00 26000.00 19133.60 Corporate Debt Securities KEYCORP FR 6.401%030635 RKPI3RZGV1V1FJTH5T61 49326EEP4 2035-03-06 6.401000 0.00 2634000.00 2824469.30 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.2%45 54930070NSV60J38I987 37045VAJ9 2045-04-01 5.200000 0.00 2580000.00 2254335.20 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GD35 2031-10-21 4.369000 0.00 1000.00 980.85 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT 31 549300UTE50ZMDBG8A20 502431AT6 2031-06-01 5.250000 0.00 67000.00 68347.37 Corporate Debt Securities KYNDRYL HLDGS INC SR GLBL NT 31 549300LQ4LWX2R8ZV130 50155QAL4 2031-10-15 3.150000 0.00 3619000.00 3043741.85 Corporate Debt Securities GE AEROSPACE SR GLBL NT4.3%30 3C7474T6CDKPR9K6YT90 369604BZ5 2030-07-29 4.300000 0.00 16000.00 15762.22 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 56 784F5XWPLTWKTBV3E584 38141GC51 2056-01-28 5.734000 0.00 34000.00 31732.47 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 31 213800STG1QDNBY87K49 378272BE7 2031-04-27 2.850000 0.00 62000.00 56664.38 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 38 784F5XWPLTWKTBV3E584 38148YAA6 2038-10-31 4.017000 0.00 91000.00 78528.68 Corporate Debt Securities AVIATION CAP GROUP LLC SR 144A NT 33 549300ODEK8HY3445C77 05369AAU5 2033-01-28 4.875000 0.00 4600000.00 4429598.75 Corporate Debt Securities BANK OF AMER CORP FR 2.687%042232 9DJT3UXIJIZJI4WXO774 06051GJT7 2032-04-22 2.687000 0.00 103000.00 93331.31 Corporate Debt Securities AVIATION CAP GROUP LLC SR GLBL 144A 27 549300ODEK8HY3445C77 05369AAA9 2027-11-01 3.500000 0.00 1071000.00 1062485.55 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 26 5493003NUVITP3TMY274 055451BB3 2026-09-08 5.250000 0.00 33000.00 33718.88 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 55 549300H316CT32FQXI76 04686JAL5 2055-05-19 6.625000 0.00 246000.00 234327.30 Corporate Debt Securities BANK MONTREAL MEDIUM SR NT 5.203%28 NQQ6HPCNCCU6TUTQYE16 06368LGV2 2028-02-01 5.203000 0.00 6000.00 6208.89 Corporate Debt Securities ARIS WTR HLDGS LLC SR GLBL 144A 30 L6D8A6MLSY454J2JXJ60 04041NAA0 2030-04-01 7.250000 0.00 2520000.00 2689891.40 Corporate Debt Securities BANK OF AMER CORP VR 012425-012429 9DJT3UXIJIZJI4WXO774 06051GMN6 2029-01-24 4.496600 0.00 7372000.00 7400086.64 Corporate Debt Securities BMW US CAP LLC 144A NT 1.25%26 KK5MZM9DIXLXZL9DZL15 05565EBW4 2026-08-12 1.250000 0.00 100000.00 100479.81 Corporate Debt Securities ARES LOAN FDG LTD 2025-9 D-1 20380331 FLT N/A 03990HAJ7 2038-03-31 6.352900 0.00 1079000.00 1083449.28 Asset-Backed Securities APPLE INC SR GLBL NT 41 HWUPKR0MPOU8FGXBT394 037833EE6 2041-02-08 2.375000 0.00 2000.00 1400.73 Corporate Debt Securities APPLE INC SR GLBL NT 30 HWUPKR0MPOU8FGXBT394 037833EU0 2030-05-10 4.150000 0.00 300000.00 300296.25 Corporate Debt Securities BMW US CAP LLC GLBL REGS NT 27 KK5MZM9DIXLXZL9DZL15 U09513JK6 2027-04-01 3.450000 0.00 302000.00 303627.78 Corporate Debt Securities EXPAND ENERGY CORPORATION SR GLBL NT 30 X2MT1W32SPAZ9WSKLE78 845467AS8 2030-03-15 5.375000 0.00 6000.00 6138.15 Corporate Debt Securities LELAND STANFORD JR UNIV CALIF GLBL -2017 BD 48 JIUV0DC2REIJXQ26CR37 85440KAA2 2048-05-01 3.647000 0.00 316000.00 238648.73 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID GLBL REGS NT 33 4469000001BFPONMPF32 P30179BK3 2033-07-26 3.875000 0.00 1100000.00 938903.01 Corporate Debt Securities SOUTHWESTERN PUB SVC CO 1M GLBL 14 BD 56 OL6FE7QD5EQ3DOYEO258 845743CA9 2056-08-15 5.875000 0.00 34000.00 32517.34 Corporate Debt Securities SOUTHERN CALIF GAS CO 1M GLBL BBB BD54 XY0N0J73VHV5F4CUJV89 842434DA7 2054-04-01 5.600000 0.00 101000.00 94867.95 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 32 549300V2JRLO5DIFGE82 87264ADS1 2032-05-15 5.125000 0.00 574000.00 578023.42 Corporate Debt Securities TJX COS INC NEW SR GLBL NT 26 V167QI9I69W364E2DY52 872540AQ2 2026-09-15 2.250000 0.00 11000.00 11067.54 Corporate Debt Securities STATE STR CORP SR SB GLBL NT 31 549300ZFEEJ2IP5VME73 857477BP7 2031-03-03 2.200000 0.00 15000.00 13419.67 Corporate Debt Securities SOUTHERN CO JR SB 2026A NT58 549300FC3G3YU2FBZD92 842587EJ2 2058-04-01 6.000000 0.00 1985000.00 2009852.20 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2013D 43 9R1Z5I36FERIBVKW4P77 842400FZ1 2043-10-01 4.650000 0.00 29000.00 24139.31 Corporate Debt Securities SOUTHERN CO JR SB 2026A NT58 549300FC3G3YU2FBZD92 842587EJ2 2058-04-01 6.000000 0.00 8060000.00 8160911.20 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2021G 31 9R1Z5I36FERIBVKW4P77 842400HD8 2031-06-01 2.500000 0.00 547000.00 487260.31 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2023D 53 9R1Z5I36FERIBVKW4P77 842400HX4 2053-12-01 5.875000 0.00 28000.00 25914.89 Corporate Debt Securities M&T BANK AUTO RECV TR 2026-1 A-4 20331017 4.7 N/A 551922AD9 2033-10-17 4.790000 0.00 143000.00 143692.10 Asset-Backed Securities TRUIST FINL CORP FR 5.071%052031 549300DRQQI75D2JP341 89788MAU6 2031-05-20 5.071000 0.00 282000.00 285223.58 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 5%26 HCHV7422L5HDJZCRFL38 883556CZ3 2026-12-05 5.000000 0.00 532000.00 537281.58 Corporate Debt Securities HERSHEY CO SR GLBL NT 32 21X2CX66SU2BR6QTAD08 427866BM9 2032-02-24 4.950000 0.00 16000.00 16439.16 Corporate Debt Securities SEMPRA JR SB GLBL NT 52 PBBKGKLRK5S5C0Y4T545 816851BM0 2052-04-01 4.125000 0.00 9893000.00 9949785.82 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT2.9%31 254900NAOGHJ88RZ4C73 423452AG6 2031-09-29 2.900000 0.00 65000.00 58549.26 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56 19EOSPKL8HML7MY3UE63 649322AD6 2056-08-01 4.063000 0.00 2000.00 1523.41 Corporate Debt Securities NORDEA BK ABP MED TERM NTS FR 6.75% 529900ODI3047E2LIV03 65558RAQ2 2500-12-31 6.750000 0.00 211000.00 213404.87 Corporate Debt Securities NISOURCE INC SR NT 5.25%43 549300D8GOWWH0SJB189 65473QBB8 2043-02-15 5.250000 0.00 4000.00 3739.99 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 43 RIMU48P07456QXSO0R61 666807BH4 2043-06-01 4.750000 0.00 221000.00 196085.93 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 47 RIMU48P07456QXSO0R61 666807BP6 2047-10-15 4.030000 0.00 1232000.00 954092.97 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT3.1%27 5493002KF87V5RSRQS84 66989HAN8 2027-05-17 3.100000 0.00 15000.00 14968.98 Corporate Debt Securities KLA CORP SR GLBL NT4.1%29 549300H0BF5JCG96TJ81 482480AG5 2029-03-15 4.100000 0.00 18000.00 18014.92 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 35 5493008CT3N3JR7P1552 49427RAT9 2035-10-15 5.875000 0.00 1420000.00 1405897.43 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 60 549300GHBMY8T5GXDE41 91324PEA6 2060-05-15 3.125000 0.00 92000.00 53503.26 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT 6%36 549300RS7EWPM9MA6C78 87165BAY9 2036-07-29 6.000000 0.00 1501000.00 1483233.16 Corporate Debt Securities WALMART INC SR GLBL FL NT 27 Y87794H0US1R65VBXU25 931142FM0 2027-04-28 4.096600 0.00 2000.00 2003.42 Corporate Debt Securities NORTHWESTERN UNIV GLBL -2025 BD 35 OBWWNZE695DUK77DTI34 668444AT9 2035-12-01 4.940000 0.00 1000.00 991.87 Corporate Debt Securities SEMPRA JR SB GLBL 55 PBBKGKLRK5S5C0Y4T545 816851BV0 2055-04-01 6.550000 0.00 3142000.00 3205164.67 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 56 QMPJLLDULY5C1M8PNY21 906548DD1 2056-09-15 5.750000 0.00 92000.00 88012.82 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 35 5493008CT3N3JR7P1552 49427RAT9 2035-10-15 5.875000 0.00 1381000.00 1367284.75 Corporate Debt Securities CITIGRP COML MTG TR 2016-P3 G 20490416 FLT N/A 29429CAT2 2049-04-16 4.868800 0.00 30226.00 848.02 Private Label Collateralized Mortgage Obligations DELL INTL LLC/EMC CORP SR GLBL NT 33 N/A 24703DBL4 2033-02-01 5.750000 0.00 482000.00 506153.02 Corporate Debt Securities EQUITABLE AMER GLOBAL FDG GLBL 144A 32 98450066CCBIACF06694 29446Q2E2 2032-09-15 4.700000 0.00 31000.00 30530.83 Corporate Debt Securities EQUITABLE AMER GLOBAL FDG GLBL 144A 32 98450066CCBIACF06694 29446Q2E2 2032-09-15 4.700000 0.00 687000.00 676602.64 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -B 56 ILUL7B6Z54MRYCF6H308 25746UEA3 2056-02-15 6.200000 0.00 3571000.00 3625668.04 Corporate Debt Securities DUPONT DE NEMOURS INC SR GLBL NT 28 5493004JF0SDFLM8GD76 26078JAD2 2028-11-15 4.725000 0.00 22000.00 22237.05 Corporate Debt Securities CHEVRON USA INC SR GLBL NT 27 VA8TZDWPEZYU430RZ444 166756BG0 2027-08-13 3.950000 0.00 25000.00 25392.08 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 31 549300VIWYMSIGT1U456 125523CM0 2031-03-15 2.375000 0.00 9000.00 8139.89 Corporate Debt Securities CHEVRON USA INC SR GLBL FL NT 28 VA8TZDWPEZYU430RZ444 166756BC9 2028-02-26 4.112000 0.00 658000.00 664430.24 Corporate Debt Securities CARVANA AUTO REC TR 2021-P4 A-4 20271210 1.6 N/A 14687KAD8 2027-12-10 1.640000 0.00 10000.00 928.32 Asset-Backed Securities CHUBB INA HLDGS INC SR GLBL NT 5%34 CZCBJZWDMLTHWJDXU843 171239AK2 2034-03-15 5.000000 0.00 24000.00 24161.97 Corporate Debt Securities BANK OF AMER CORP FR 5.162%012431 9DJT3UXIJIZJI4WXO774 06051GML0 2031-01-24 5.162000 0.00 40000.00 40281.75 Corporate Debt Securities CANADIAN NATL RY CO 3.65%48 3SU7BEP7TH9YEQOZCS77 136375CP5 2048-02-03 3.650000 0.00 2000.00 1488.75 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 5%34 CZCBJZWDMLTHWJDXU843 171239AK2 2034-03-15 5.000000 0.00 92000.00 92620.90 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 4.375%081629 EDBQKYOPJUCJKLOJDE72 14913UAQ3 2029-08-16 4.375000 0.00 65000.00 65869.84 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 26 N/A 24703TAE6 2026-10-01 4.900000 0.00 2000.00 2032.59 Corporate Debt Securities Y 2026-08-03 2026-08-07 2026-09-02 Y BNP Paribas SA 1.0000 7 N N N 0.0390 875000000.00 875000000.00 0.0022 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.000000% ARP1HIYX5 ZBUT11V806EZRVTWT807 0000782124 ARP1HIYX5 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BX TRUST 2025-VLT7 A 20440715 FLT N/A 123913AA3 2044-07-15 5.376400 0.00 9214300.00 9210406.94 Private Label Collateralized Mortgage Obligations CARRIER GLOBAL CORPORATION GLBL NT 6.2%54 549300JE3W6CWY2NAN77 14448CBD5 2054-03-15 6.200000 0.00 233000.00 243704.54 Corporate Debt Securities BX TR 2026-ORBT B 20430715 FLT N/A 12434JAC3 2043-07-15 5.226400 0.00 1750000.00 1758415.46 Private Label Collateralized Mortgage Obligations DELL INTL LLC/EMC CORP SR GLBL NT 5%34 N/A 24703DBW0 2034-02-15 5.000000 0.00 24702000.00 24189680.52 Corporate Debt Securities WELLS FARGO MTG SEC 2020-1 B-4 20491225 FLT N/A 95002KBL6 2049-12-25 3.360900 0.00 2242800.00 1383343.03 Private Label Collateralized Mortgage Obligations WASTE MGMT INC DEL SR GLBL NT 54 549300YX8JIID70NFS41 94106LCF4 2054-10-15 5.350000 0.00 676000.00 636570.80 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL -B NT 48 CQKUMNNZVDJLRYV2PT43 927804GA6 2048-12-01 4.600000 0.00 389000.00 321347.71 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT2.3%31 54930036C8MWP850MI84 655844CK2 2031-05-15 2.300000 0.00 496000.00 443952.52 Corporate Debt Securities REGENERON PHARMACEUTICALS SR GLBL NT2.8%50 549300RCBFWIRX3HYQ56 75886FAF4 2050-09-15 2.800000 0.00 25000.00 14768.19 Corporate Debt Securities STARBUCKS CORP SR GLBL NT4.5%28 OQSJ1DU9TAOC51A47K68 855244BN8 2028-05-15 4.500000 0.00 4811000.00 4851364.29 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL 144A 37 U4LOSYZ7YG4W3S5F2G91 85325C2L5 2037-01-13 5.243000 0.00 5000000.00 4829207.50 Corporate Debt Securities HCA INC. SR GLBL NT 28 L3CJ6J7LJ2DX62FTXD46 404121AJ4 2028-09-01 5.625000 0.00 20000.00 20719.15 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 4.55%012833 635400DPNHEAUHB7ZI15 64952XEV9 2033-01-28 4.550000 0.00 55000.00 53147.00 Corporate Debt Securities HCA INC. SR GLBL NT 35 L3CJ6J7LJ2DX62FTXD46 404119DB2 2035-03-01 5.750000 0.00 95000.00 98381.84 Corporate Debt Securities CARMAX AUTO OWNER TR 2025-4 A-3 20301216 3.9 N/A 14320HAD8 2030-12-16 3.970000 0.00 11051000.00 10971979.21 Asset-Backed Securities BX TRUST 2025-GW D 20420715 FLT N/A 12433GAG1 2042-07-15 6.426000 0.00 2599000.00 2619417.74 Private Label Collateralized Mortgage Obligations COLT MTG TR 2023-4 A-1 20681025 FLT 213800EHDFO4A3F7P416 12598WAA0 2068-10-25 7.163000 0.00 55208500.00 23906462.72 Private Label Collateralized Mortgage Obligations ECOLAB INC GLBL NT 2.75%55 82DYEISM090VG8LTLS26 278865BJ8 2055-08-18 2.750000 0.00 7019000.00 4064151.13 Corporate Debt Securities AUGUSTA SPINCO CORP SR GLBL NT 33 N/A 051473AE6 2033-03-23 4.945000 0.00 21885000.00 21915687.63 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR GLBL NT 30 549300LO13MQ9HYSTR83 039482AB0 2030-03-27 3.250000 0.00 2799000.00 2689767.47 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT 31 549300QHC068L40NNM71 120568BC3 2031-05-14 2.750000 0.00 4819000.00 4397780.58 Corporate Debt Securities JW COML MTG TR 2026-MRCO D 20390615 FLT N/A 481948AG2 2039-06-15 6.126400 0.00 220000.00 221836.52 Private Label Collateralized Mortgage Obligations HA SUSTAINABLE INFRA CAP INC SR GLBL NT 34 254900ZZRL7MWL1X8E92 41068XAF7 2034-07-01 6.375000 0.00 7498000.00 7582071.33 Corporate Debt Securities SMBC AVIATION CAP FIN SR 144A NT2.3%28 549300OD7VKRVNWB2J98 78448TAF9 2028-06-15 2.300000 0.00 366000.00 351268.09 Corporate Debt Securities SEMPRA GLBL NT 3.7%29 PBBKGKLRK5S5C0Y4T545 816851BP3 2029-04-01 3.700000 0.00 80000.00 78876.27 Corporate Debt Securities TRUIST FINL CORP PERP SUB GLBL -Q 549300DRQQI75D2JP341 89832QAF6 2079-12-31 5.100000 0.00 40000.00 40540.00 Corporate Debt Securities WASTE CONNECTIONS INC SR GLBL NT 35 549300HDLRTPBQU69P29 94106BAJ0 2035-09-01 5.250000 0.00 198000.00 201675.87 Corporate Debt Securities UBS AG SR NT 4.678%30 254900R882POXXVAK772 90261AAJ1 2030-11-29 4.678000 0.00 61525000.00 61684137.83 Corporate Debt Securities SALLIE MAE RESECURITIZATION 20 06-9-A 20410125 FLT N/A 79545WAB1 2041-01-25 4.027700 0.00 1695000.00 1516405.19 Asset-Backed Securities TOYOTA MOTOR CORP SR GLBL NT 29 5493006W3QUS5LMH6R84 892331AG4 2029-07-02 2.760000 0.00 490000.00 468784.63 Corporate Debt Securities TAPESTRY INC SR GLBL NT5.5%35 549300LJNVY5SW3VTN33 876030AL1 2035-03-11 5.500000 0.00 8683000.00 8787967.82 Corporate Debt Securities RENAISSANCERE HLDGS LTD SR GLBL NT3.6%29 EK6GB9U3U58PDI411C94 75968NAD3 2029-04-15 3.600000 0.00 20000.00 19587.60 Corporate Debt Securities REPSOL E&P CAPITAL MARKETS US SR 144A NT 35 894500D0J12FRZ3Q0M15 76026AAC1 2035-09-16 5.976000 0.00 36198000.00 37231452.90 Corporate Debt Securities JP MORGAN MTG TR 2017-6 A-3 20481225 FLT N/A 46649HAC6 2048-12-25 3.500000 0.00 8000000.00 251398.82 Private Label Collateralized Mortgage Obligations PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 31 5493009254WI1A8WXT48 71427QAB4 2031-04-01 1.625000 0.00 9406000.00 8113960.49 Corporate Debt Securities COOPERATIEVE RABOBANK U.A. FR 4.99%052731 DG3RU1DBUFHT4ZF9WN62 74977RDV3 2031-05-27 4.990000 0.00 296000.00 298619.93 Corporate Debt Securities SG RESIDENTIAL MTG TR 2025-1 A-1 20651226 FLT N/A 81880NAC8 2065-12-26 5.098000 0.00 2500000.00 2313380.54 Private Label Collateralized Mortgage Obligations SYMETRA LIFE INSURANCE COMPANY SUB 144A NT 55 2CKADF5K7JYB5EG0VY36 87151KAA7 2055-10-01 6.550000 0.00 89000.00 89752.35 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL 144A 30 U4LOSYZ7YG4W3S5F2G91 85325C2K7 2030-01-13 4.299000 0.00 200000.00 197263.90 Corporate Debt Securities SYSTEM ENERGY RESOURCES INC 1M GLBL BD 6%28 N/A 871911AU7 2028-04-15 6.000000 0.00 23000.00 23841.49 Corporate Debt Securities VALLOUREC SA SR GLBL 144A 32 969500P2Q1B47H4MCJ34 92023RAA8 2032-04-15 7.500000 0.00 2999000.00 3200752.73 Corporate Debt Securities BANC AMERICA FDG 2006-G 1-A-1 20360720 FLT N/A 05950MAA8 2036-07-20 4.164100 0.00 9999997.00 91276.17 Private Label Collateralized Mortgage Obligations BANK MONTREAL MEDIUM SR NT 5.203%28 NQQ6HPCNCCU6TUTQYE16 06368LGV2 2028-02-01 5.203000 0.00 499000.00 516372.68 Corporate Debt Securities BANK5 2023-5YR2 A-3 20560717 FLT N/A 06211CAG0 2056-07-17 6.656000 0.00 51000.00 52607.76 Private Label Collateralized Mortgage Obligations GOLDMAN SACHS GROUP INC SR GLBL NT 28 784F5XWPLTWKTBV3E584 38141GZK3 2028-02-24 2.640000 0.00 11000.00 11003.78 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4.8%070844 784F5XWPLTWKTBV3E584 38141EC31 2044-07-08 4.800000 0.00 38000.00 32709.51 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 51 213800STG1QDNBY87K49 378272BH0 2051-09-23 3.375000 0.00 1140000.00 744420.00 Corporate Debt Securities HUNTINGTON BANCSHARES INC GLBL NT 2.55%30 549300XTVCVV9I7B5T19 446150AS3 2030-02-04 2.550000 0.00 259000.00 241389.94 Corporate Debt Securities KSL COML MTG TR 2026-HT3 C 20430615 FLT N/A 48269AAE2 2043-06-15 5.726400 0.00 2300000.00 2314421.12 Private Label Collateralized Mortgage Obligations FLOWERS FOODS INC SR GLBL NT 35 7YNCQQNDK8FBM9BBTK25 343498AD3 2035-03-15 5.750000 0.00 6796000.00 6569232.58 Corporate Debt Securities FIVE CORNERS FDG TR III SR 144A NT 33 N/A 33830GAA9 2033-02-15 5.791000 0.00 6494000.00 6808783.30 Corporate Debt Securities INVERSIONES CMPC S A SR GLBL 144A 30 549300G475ACIABB4385 46128MAN1 2030-01-13 3.850000 0.00 554000.00 515073.19 Corporate Debt Securities LONG TRUST 2026-ISL C 20430615 FLT N/A 54300CAE7 2043-06-15 6.326400 0.00 5000000.00 5014023.60 Private Label Collateralized Mortgage Obligations PECO ENERGY CO 1M GLBL BD 35 YH65D4JBECK76IFEJ279 693304BH9 2035-09-15 4.875000 0.00 30000.00 29702.60 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 31 549300B3CEAHYG7K8164 65535HCL1 2031-07-14 5.166000 0.00 230000.00 229663.05 Corporate Debt Securities ONEMEAIN FINL TR 2020-2 A 20350914 1.7 N/A 682696AA7 2035-09-14 1.750000 0.00 4000000.00 1509561.98 Asset-Backed Securities ONCOR ELEC DELIVERY CO LLC SR SEC GLBL NT33 549300SP2X2BS1KERD24 68233JCS1 2033-11-15 5.650000 0.00 12552000.00 13026437.71 Corporate Debt Securities MSSG TR 2017-237P B 20390913 FLT N/A 55375KAE6 2039-09-13 3.690000 0.00 1968000.00 1880571.60 Private Label Collateralized Mortgage Obligations PFP LTD 2025-12 B 20421218 FLT N/A 69382JAC5 2042-12-18 5.711700 0.00 5000000.00 5020724.92 Private Label Collateralized Mortgage Obligations INVESCO U.S CLO 2023-1R2 LTD D-R2 20370422 FLT 54930008KXQ75MGXPQ71 46146GBE1 2037-04-22 6.733200 0.00 250000.00 249273.33 Asset-Backed Securities LYONDELLBASELL INDUSTRIES NV SR GLBL NT 55 BN6WCCZ8OVP3ITUUVN49 552081AM3 2055-02-26 4.625000 0.00 3307000.00 2506088.23 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2021A 51 9R1Z5I36FERIBVKW4P77 842400GY3 2051-02-01 2.950000 0.00 45000.00 26594.10 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.9%54 1HNPXZSMMB7HMBMVBS46 694308KT3 2054-10-01 5.900000 0.00 414000.00 385130.40 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 50 N/A 822905AG0 2050-04-06 3.250000 0.00 50000.00 33638.10 Corporate Debt Securities STATE STR CORP PERP GLBL -J NT 549300ZFEEJ2IP5VME73 857477CM3 2500-12-31 6.700000 0.00 52000.00 53634.42 Corporate Debt Securities STATE STR CORP SR GLBL NT 36 549300ZFEEJ2IP5VME73 857477CX9 2036-02-28 5.146000 0.00 1715000.00 1725530.96 Corporate Debt Securities MFA TRUST 2021-INV2 A-1 20561125 FLT N/A 552732AA7 2056-11-25 1.906000 0.00 345000.00 158289.72 Private Label Collateralized Mortgage Obligations LINCOLN NATL CORP IND SR NT 7%40 EFQMQROEDSNBRIP7LE47 534187BA6 2040-06-15 7.000000 0.00 67000.00 72640.36 Corporate Debt Securities KROGER CO SR GLBL NT5.4%49 6CPEOKI6OYJ13Q6O7870 501044DM0 2049-01-15 5.400000 0.00 90000.00 81466.20 Corporate Debt Securities NRTH COML MTG TR 2025-PARK A 20401015 FLT N/A 669985AA1 2040-10-15 5.069600 0.00 750000.00 753564.88 Private Label Collateralized Mortgage Obligations GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38145GAW0 2037-07-21 5.655000 0.00 8864000.00 8861348.19 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 5.15%45 784F5XWPLTWKTBV3E584 38148LAF3 2045-05-22 5.150000 0.00 714000.00 631340.81 Corporate Debt Securities MFA 2020-NQM2 TR B-1 20650425 FLT N/A 552751AE9 2065-04-25 4.039000 0.00 14456000.00 13963322.65 Private Label Collateralized Mortgage Obligations INTEL CORP SR GLBL NT3.2%61 KNX4USFCNGPY45LOCE31 458140BX7 2061-08-12 3.200000 0.00 81000.00 44723.52 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT5.6%64 549300WTZWR07K8MNV44 375558CE1 2064-11-15 5.600000 0.00 75000.00 70743.17 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 43 784F5XWPLTWKTBV3E584 38141GZN7 2043-02-24 3.436000 0.00 30000.00 22472.54 Corporate Debt Securities LBA TRUST 2024-7IND D 20411015 FLT N/A 52109XAL2 2041-10-15 6.317400 0.00 3500000.00 2502750.80 Private Label Collateralized Mortgage Obligations MADISON PARK FUNDING 2024-67R B-R 20390725 FLT N/A 55821YAU0 2039-07-25 0.010000 0.00 3300000.00 3300003.67 Asset-Backed Securities REALTY INCOME CORP SR GLBL NT 34 549300CUWDAUZSH43859 756109CG7 2034-02-15 5.125000 0.00 475000.00 481983.42 Corporate Debt Securities OCEANVIEW MTG 2021-1 TR A-7 20510525 FLT N/A 67647LAG6 2051-05-25 2.500000 0.00 1000000.00 671908.33 Private Label Collateralized Mortgage Obligations WILLIAMS COS INC SR -A DEB 7.5%31 D71FAKCBLFS2O0RBPG08 969457BB5 2031-01-15 7.500000 0.00 55000.00 60854.38 Corporate Debt Securities 20 TIMES SQ TR 2018-20TS A 20350517 FLT N/A 90137LAA8 2035-05-17 3.099900 0.00 490000.00 132617.62 Private Label Collateralized Mortgage Obligations SAMMONS FINANCIAL GROUP INC SR 144A NT 34 254900SHCOQLVJ21CT59 79588TAF7 2034-04-15 6.875000 0.00 100000.00 108158.31 Corporate Debt Securities TRIMBLE INC SR GLBL NT6.1%33 549300E2MI7NSZFQWS19 896239AE0 2033-03-15 6.100000 0.00 10000.00 10533.24 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS SR GLBL NT 31 549300F5XIFGNNW4CF72 80281LAV7 2031-04-15 5.694000 0.00 303000.00 312837.10 Corporate Debt Securities KROGER CO SR GLBL NT5.5%54 6CPEOKI6OYJ13Q6O7870 501044DW8 2054-09-15 5.500000 0.00 1174000.00 1076719.75 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280CQ0 2079-12-31 4.700000 0.00 446000.00 420180.56 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 52 QEKMOTMBBKA8I816DO57 437076CT7 2052-09-15 4.950000 0.00 165000.00 145237.95 Corporate Debt Securities BANK OF AMER CORP FR 4.183%112527 9DJT3UXIJIZJI4WXO774 06051GGC7 2027-11-25 4.183000 0.00 2147000.00 2152536.76 Corporate Debt Securities BANK OF AMER CORP FR 4.477%042330 9DJT3UXIJIZJI4WXO774 06051GMY2 2030-04-23 4.477000 0.00 200000.00 200489.48 Corporate Debt Securities BANK OF AMER CORP FR 5.511%012436 9DJT3UXIJIZJI4WXO774 06051GMM8 2036-01-24 5.511000 0.00 46023000.00 46210386.48 Corporate Debt Securities BX COML MTG TR 2026-AHP A 20430615 FLT N/A 05620QAA9 2043-06-15 4.926400 0.00 13754000.00 13762630.61 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 4.623%050929 9DJT3UXIJIZJI4WXO774 06051GMT3 2029-05-09 4.623000 0.00 13000.00 13117.78 Corporate Debt Securities BANK MONTREAL MEDIUM FR 4.439%011432 NQQ6HPCNCCU6TUTQYE16 06368ME67 2032-01-14 4.439000 0.00 130000.00 126954.91 Corporate Debt Securities BANK5 2026-5YR23 D 20590717 FLT N/A 06211KAL1 2059-07-17 4.500000 0.00 5000000.00 4115990.00 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP PERP GLBL -RR NT 9DJT3UXIJIZJI4WXO774 060505GB4 2500-12-31 4.375000 0.00 798000.00 793663.76 Corporate Debt Securities BANK OF AMER CORP FR 2.496%021331 9DJT3UXIJIZJI4WXO774 06051GHZ5 2031-02-13 2.496000 0.00 185000.00 172332.68 Corporate Debt Securities BX COMMERCIAL MTG TR 2025-VOLT D 20441215 FLT N/A 05619PAG1 2044-12-15 6.426400 0.00 3500000.00 3501246.58 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 2.299%072132 9DJT3UXIJIZJI4WXO774 06051GKA6 2032-07-21 2.299000 0.00 31788000.00 27894561.61 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 27 213800LBQA1Y9L22JB70 06738EBU8 2027-11-24 2.279000 0.00 323000.00 322183.29 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 35 5493006QMFDDMYWIAM13 05971KAS8 2035-11-06 5.127000 0.00 2800000.00 2737239.17 Corporate Debt Securities BANK OF AMER CORP FR 5.045%020637 9DJT3UXIJIZJI4WXO774 060505GR9 2037-02-06 5.045000 0.00 28000.00 27719.56 Corporate Debt Securities BENCHMARK MTG TR 2026-V22 D 20590516 FLT N/A 081942AG9 2059-05-16 4.500000 0.00 4000000.00 3267004.00 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 1.922%102431 9DJT3UXIJIZJI4WXO774 06051GJL4 2031-10-24 1.922000 0.00 31000.00 27514.01 Corporate Debt Securities BANK OF AMER CORP PERP GLBL -OO NT 9DJT3UXIJIZJI4WXO774 06055HAH6 2149-12-31 6.625000 0.00 38000.00 39353.28 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 35 5493005GKEG8QCVY7037 21036PBT4 2035-11-01 4.950000 0.00 500000.00 484442.50 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 54 CCU46N3GJMF4OK4N7U60 14149YBT4 2054-11-15 5.750000 0.00 699000.00 673912.11 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 17327CAT0 2030-09-19 4.542000 0.00 25000.00 25145.10 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2005A 35 VZFZPMWDHTQCFKYOBP05 209111EH2 2035-03-01 5.300000 0.00 64000.00 65255.25 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 29 6SHGI4ZSSLCXXQSBB395 17327CAX1 2029-03-04 4.518600 0.00 56000.00 56499.34 Corporate Debt Securities CIM TR 2023-R2 M1 20640825 FLT N/A 17181KAC4 2064-08-25 5.691800 0.00 8937400.00 8285596.63 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2021-J2 A-3A 20510725 FLT N/A 17329MAY5 2051-07-25 2.500000 0.00 400000.00 219675.81 Private Label Collateralized Mortgage Obligations EQUIFAX INC GLBL NT 2.35%31 5493004MCF8JDC86VS77 294429AT2 2031-09-15 2.350000 0.00 17000.00 14987.67 Corporate Debt Securities ECOLAB INC GLBL NT 2.7%51 82DYEISM090VG8LTLS26 278865BN9 2051-12-15 2.700000 0.00 73000.00 42753.91 Corporate Debt Securities LAUDER ESTEE COS INC SR GLBL NT 53 549300VFZ8XJ9NUPU221 29736RAU4 2053-05-15 5.150000 0.00 4250000.00 3751909.44 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 31 BQ4BKCS1HXDV9HN80Z93 30303MAF9 2031-05-15 4.550000 0.00 4643000.00 4583132.38 Corporate Debt Securities META PLATFORMS INC SR GLBL NT6.2%46 BQ4BKCS1HXDV9HN80Z93 30303MAJ1 2046-05-15 6.200000 0.00 26376000.00 25118744.00 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD2.5%50 0NIFZ782LS46WOC9QK20 26442UAK0 2050-08-15 2.500000 0.00 78000.00 44248.45 Corporate Debt Securities AIRCASTLE LTD SR GLBL 144A 28 549300PNK8AKY3OIKP58 00928QAX9 2028-07-18 6.500000 0.00 684000.00 704518.10 Corporate Debt Securities ABBVIE INC SR GLBL NT4.3%36 FR5LCKFTG8054YNNRU85 00287YAV1 2036-05-14 4.300000 0.00 510000.00 477771.68 Corporate Debt Securities GOODMAN US FIN FOUR LLC SR GLBL 144A 37 N/A 38239KAA6 2037-10-15 4.500000 0.00 1000000.00 904070.00 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.3%62 DPRBOZP0K5RM2YE8UU08 539830BT5 2062-06-15 4.300000 0.00 450000.00 337695.50 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT5.7%55 VGRQXHF3J8VDLUA7XE92 459200LK5 2055-02-10 5.700000 0.00 1370000.00 1250720.95 Corporate Debt Securities GEORGETOWN UNIV SR -2019B BD 49 549300GCL3B0KVXSX752 37310PAC5 2049-04-01 4.315000 0.00 16000.00 13013.65 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GYN8 2032-10-21 2.650000 0.00 2961000.00 2627032.10 Corporate Debt Securities LAS VEGAS SANDS CORP SR GLBL NT 6%30 549300DUOO1KXOHPM605 517834AN7 2030-06-14 6.000000 0.00 590000.00 606156.17 Corporate Debt Securities GEORGIA PWR CO GLBL 2022B NT 52 D981X4Z4RWS7PDMJUZ03 373334KR1 2052-05-15 5.125000 0.00 19797000.00 17731963.93 Corporate Debt Securities LLOYDS BANKING GROUP PLC LW TIER II 36 549300PPXHEU2JF0AM85 539439BE8 2036-06-13 6.068000 0.00 532000.00 543496.87 Corporate Debt Securities GRUPO NUTRESA SA PERP SUB 144A NT 254900KKAX7B7RJUE255 40052JAA9 2500-12-31 7.875000 0.00 261000.00 258151.84 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 29 784F5XWPLTWKTBV3E584 38141GWV2 2029-04-23 3.814000 0.00 160000.00 159011.61 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GYJ7 2032-07-21 2.383000 0.00 72712000.00 63652226.18 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 31 2IGI19DL77OX0HC3ZE78 13607QFE7 2031-09-08 4.580000 0.00 288000.00 288190.88 Corporate Debt Securities CANADIAN NATL RY CO SR NT 3.2%46 3SU7BEP7TH9YEQOZCS77 136375CK6 2046-08-02 3.200000 0.00 51000.00 35826.54 Corporate Debt Securities CITIGROUP MTG LN TR 2019-RP1 B-3 20660125 FLT N/A 17327RAG5 2066-01-25 4.000000 0.00 11085540.00 8309256.90 Private Label Collateralized Mortgage Obligations CMS ENERGY CORP SR GLBL NT 27 549300IA9XFBAGNIBW29 125896BS8 2027-08-15 3.450000 0.00 87000.00 87388.74 Corporate Debt Securities BACARDI LTD / BACARDI MARTINI 144A NT 5.4%33 N/A 05635JAB6 2033-06-15 5.400000 0.00 411000.00 405841.95 Corporate Debt Securities BANK OF AMERICA NA SB FR 6%101536 B4TYDEB6GKMZO031MB27 06050TJZ6 2036-10-15 6.000000 0.00 9029000.00 9487913.97 Corporate Debt Securities BX TR 2026-RISE C 20410415 FLT N/A 05595AAE7 2041-04-15 5.326400 0.00 1012000.00 1016609.77 Private Label Collateralized Mortgage Obligations CANADIAN NATL RY CO SR GLBL NT4.4%52 3SU7BEP7TH9YEQOZCS77 136375DB5 2052-08-05 4.400000 0.00 370000.00 305487.21 Corporate Debt Securities CONAGRA BRANDS INC SR NT 7%28 54930035UDEIH090K650 205887AR3 2028-10-01 7.000000 0.00 10000.00 10654.33 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA FR 3.61%091234 MSFSBD3QN1GSN7Q6C537 202712BK0 2034-09-12 3.610000 0.00 200000.00 193793.72 Corporate Debt Securities CHASE HME LND MRG TR 2024-8 A-9-A 20550825 FLT N/A 16159XAV4 2055-08-25 5.500000 0.00 625000.00 247755.00 Private Label Collateralized Mortgage Obligations CHASE HOME LDG MTG TR 2024-10 A-11 20551025 FLT 529900OE9S6KWRJHHJ57 16159YAX8 2055-10-25 4.866100 0.00 100000.00 46753.94 Private Label Collateralized Mortgage Obligations CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967MP3 2031-03-31 4.412000 0.00 475000.00 472461.92 Corporate Debt Securities CITIGROUP INC SR GLBL NT 29 6SHGI4ZSSLCXXQSBB395 172967LW9 2029-04-23 4.075000 0.00 6000.00 6002.30 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT 50 YG6VT0TPHRH4TFVAQV64 040555DC5 2050-09-15 2.650000 0.00 56000.00 33053.50 Corporate Debt Securities BX COM MTG TR 2026-LP3 C 20430415 FLT N/A 05620HAE1 2043-04-15 5.426400 0.00 4000000.00 3989334.29 Private Label Collateralized Mortgage Obligations BHP BILLITON FIN USA LTD SR GLBL NT5.3%35 5493003NUVITP3TMY274 055451BL1 2035-02-21 5.300000 0.00 5617000.00 5749760.92 Corporate Debt Securities A&D MTG TR 2026-NQM1 A-3 20710225 FLT 984500FEB1BEC4C6Y473 00040DAG8 2071-02-25 5.265000 0.00 1645000.00 1555606.10 Private Label Collateralized Mortgage Obligations AT&T INC SR GLBL NT 56 549300Z40J86GGSTL398 00206RMZ2 2056-08-15 6.050000 0.00 659000.00 614851.76 Corporate Debt Securities ACREC LLC 2025-FL3 D 20420818 FLT N/A 00112HAJ6 2042-08-18 6.710600 0.00 4000000.00 4007742.87 Private Label Collateralized Mortgage Obligations ABBOTT LABORATORIES SR NT 5.6%66 HQD377W2YR662HK5JX27 002824BX7 2066-03-15 5.600000 0.00 5449000.00 5200737.51 Corporate Debt Securities AT&T INC SR GLBL NT 44 549300Z40J86GGSTL398 00206RJK9 2044-06-01 4.650000 0.00 97000.00 78897.86 Corporate Debt Securities ACM AUTO TR 2025-1 B 20311120 7.8 N/A 00161EAC8 2031-11-20 7.870000 0.00 3450000.00 3447273.54 Asset-Backed Securities SIGMA FOODS SAB DE CV SR GLBL REGS 44 549300ZCGJ6T8YDJ4M34 P0156PAC3 2044-03-25 6.875000 0.00 449000.00 479497.20 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 37 549300XTO5VR8SKV1V74 91913YAL4 2037-06-15 6.625000 0.00 538000.00 585879.46 Corporate Debt Securities VERIZON MASTER TR 2025-4 A 20330321 4.7 5493007MUBNP1GFMEB89 92348KEC3 2033-03-21 4.760000 0.00 1439000.00 1444476.03 Asset-Backed Securities TR FIN LLC SR GLBL NT 40 254900OWSTRTOV8P5W25 87268LAB3 2040-04-15 5.850000 0.00 72000.00 71409.96 Corporate Debt Securities PROMIGAS S A E S P/GASES SUB REGS NT 56 N/A P7923WAA9 2056-01-24 7.750000 0.00 350000.00 359437.85 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT 6%36 549300RS7EWPM9MA6C78 87165BAY9 2036-07-29 6.000000 0.00 2234000.00 2207556.89 Corporate Debt Securities FRESNILLO PLC SR GLBL 144A 50 549300JXWH1UV5J0XV81 358070AB6 2050-10-02 4.250000 0.00 245000.00 186942.01 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT34 21380048QROAMGM6EP30 350930AA1 2034-01-25 5.875000 0.00 6136000.00 6098810.73 Corporate Debt Securities GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 52 549300OI9J7XOWZMUN85 36267VAM5 2052-11-22 6.377000 0.00 399000.00 412694.71 Corporate Debt Securities BNP PARIBAS FR 4.375%030133 R0MUWSFPU8MPRO8K5P83 09659T2A8 2033-03-01 4.375000 0.00 210000.00 211131.73 Corporate Debt Securities BOEING CO SR GLBL NT 33 RVHJWBXLJ1RFUBSY1F30 097023AU9 2033-02-15 6.125000 0.00 1894000.00 2030904.11 Corporate Debt Securities BIOGEN INC SR GLBL NT 51 W8J5WZB5IY3K0NDQT671 09062XAK9 2051-02-15 3.250000 0.00 8000.00 5139.97 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.298%060237 NQQ6HPCNCCU6TUTQYE16 06368MS70 2037-06-02 5.298000 0.00 29000.00 28715.88 Corporate Debt Securities BANK 2025-BNK50 A-5 20680517 FLT N/A 064908AH9 2068-05-17 5.652000 0.00 111000.00 114374.96 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 5.202%042529 9DJT3UXIJIZJI4WXO774 06051GLG2 2029-04-25 5.202000 0.00 211000.00 215739.48 Corporate Debt Securities BARCLAYS MTG LN TR 2026-NQM2 A-2 20651225 FLT N/A 06745FAF0 2065-12-25 4.999000 0.00 10000000.00 9175915.26 Private Label Collateralized Mortgage Obligations ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT5.5%35 MGCJBT4MKTQBVLNUIS88 015271BE8 2035-10-01 5.500000 0.00 777000.00 775479.67 Corporate Debt Securities ALPHABET INC SR GLBL NT4.4%33 5493006MHB84DD0ZWV18 02079KBL0 2033-02-15 4.400000 0.00 5149000.00 5053245.76 Corporate Debt Securities AMERICAN CREDIT ACCEPTANCE 202 E 20311112 7.8 N/A 02531BAJ8 2031-11-12 7.870000 0.00 1813000.00 1874333.08 Asset-Backed Securities CONSTELLATION ENERGY GENERATI SR NT 5.3%36 S2PEWKCZFFECR4533P43 210385AU4 2036-06-01 5.300000 0.00 5115000.00 5048024.76 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.45%50 51M0QTTNCGUN7KFCFZ59 20030NCZ2 2050-02-01 3.450000 0.00 8209000.00 5118639.86 Corporate Debt Securities CITIGROUP INC SR GLBL NT 45 6SHGI4ZSSLCXXQSBB395 172967JU6 2045-07-30 4.650000 0.00 1956000.00 1662834.72 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.75%37 784F5XWPLTWKTBV3E584 38141GFD1 2037-10-01 6.750000 0.00 58000.00 63075.58 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 31 549300BX44RGX6ANDV88 42824CBU2 2031-10-15 4.850000 0.00 19734000.00 19749403.48 Corporate Debt Securities INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 47 BZLRL03D3GPGMOGFO832 459506AE1 2047-06-01 4.375000 0.00 20000.00 15944.23 Corporate Debt Securities PMT LN TR 2025-INV3 B-3 20560325 FLT N/A 69382CCL8 2056-03-25 6.803600 0.00 3955504.00 3859071.18 Private Label Collateralized Mortgage Obligations HOST HOTELS & RESORTS LP SR -H NT3.375%29 FXB7X4WXVA8QPMNOGS12 44107TAY2 2029-12-15 3.375000 0.00 75000.00 71478.19 Corporate Debt Securities HILT 2025-NVIL D 20420715 FLT N/A 432826AG0 2042-07-15 7.366400 0.00 7050000.00 7125956.30 Private Label Collateralized Mortgage Obligations HONDA AUTO REC OWNER TR 2024-2 A-4 20300718 5.2 N/A 437930AD2 2030-07-18 5.210000 0.00 115000.00 116227.09 Asset-Backed Securities INGERSOLL RAND INC SR GLBL NT 31 5299004C02FMZCUOIR50 45687VAE6 2031-06-15 5.314000 0.00 182000.00 185734.66 Corporate Debt Securities SOUTHERN PWR CO SR GLBL 2026A 31 5LADC78JBG2BMZD5XF57 843646AZ3 2031-06-15 4.800000 0.00 225000.00 224433.00 Corporate Debt Securities NYC COMMERCIAL MTG TR 2025-11X D 20401015 FLT N/A 67122NAG6 2040-10-15 6.867400 0.00 18500000.00 18648965.03 Private Label Collateralized Mortgage Obligations PACIFIC GAS & ELEC CO 1M GLBL BD 29 1HNPXZSMMB7HMBMVBS46 694308KQ9 2029-05-15 5.550000 0.00 95000.00 97615.03 Corporate Debt Securities PEPSICO INC SR GLBL NT 31 FJSUNZKFNQ5YPJ5OT455 713448FE3 2031-10-21 1.950000 0.00 93000.00 81642.53 Corporate Debt Securities PAYCHEX INC SR GLBL NT 32 529900K900DW6SUBM174 704326AB3 2032-04-15 5.350000 0.00 1492000.00 1521008.62 Corporate Debt Securities MELLO MTG CAP ACPTNC 2021-INV1 A-5 20510625 FLT N/A 58549KAJ0 2051-06-25 2.500000 0.00 1579310.00 1042084.54 Private Label Collateralized Mortgage Obligations MERCK & CO INC SR GLBL NT5.7%55 4YV9Y5M8S0BRK1RP0397 58933YBT1 2055-09-15 5.700000 0.00 300000.00 293383.00 Corporate Debt Securities ALPHABET INC SR GLBL NT5.3%65 5493006MHB84DD0ZWV18 02079KAN7 2065-05-15 5.300000 0.00 284000.00 243001.44 Corporate Debt Securities AMER AIRLINES PT TR 2015-2 AA 20290322 3.6 N/A 02377BAB2 2029-03-22 3.600000 0.00 34000.00 17944.22 Asset-Backed Securities AEROPUERTO INTERNACIONAL 1LIEN GLBL 61 254900FO1PHX49ZIGB14 00787CAE2 2061-08-11 5.125000 0.00 471000.00 398513.75 Corporate Debt Securities ALPHABET INC SR GLBL NT 56 5493006MHB84DD0ZWV18 02079KBP1 2056-02-15 5.650000 0.00 6988000.00 6631728.47 Corporate Debt Securities AMAZON COM INC SR GLBL NT 41 ZXTILKJKG63JELOEG630 023135CA2 2041-05-12 2.875000 0.00 6302000.00 4519158.07 Corporate Debt Securities 3M CO SR GLBL NT4.8%30 LUZQVYP4VS22CLWDAR65 88579YBQ3 2030-03-15 4.800000 0.00 3302000.00 3365376.39 Corporate Debt Securities TRUIST BK SR NT 4.136%29 JJKC32MCHWDI71265Z06 89788JAH2 2029-10-23 4.136000 0.00 422000.00 420898.20 Corporate Debt Securities TARGET CORP SR GLBL NT4.5%34 8WDDFXB5T1Z6J0XC1L66 87612EBS4 2034-09-15 4.500000 0.00 2976000.00 2896272.96 Corporate Debt Securities NEXT PROPERTIES TR 2401 SR REGS NT 44 N/A P9402MAD1 2044-01-30 6.950000 0.00 268000.00 266220.48 Corporate Debt Securities WASTE MGMT INC DEL SR GLBL NT 31 549300YX8JIID70NFS41 94106LBY4 2031-07-03 4.950000 0.00 175000.00 176555.75 Corporate Debt Securities SYSCO CORP SR GLBL NT5.1%30 5RGWIFLMGH3YS7KWI652 871829BU0 2030-09-23 5.100000 0.00 77000.00 78574.91 Corporate Debt Securities T MOBILE USA INC GLBL NT 6%54 549300V2JRLO5DIFGE82 87264ADD4 2054-06-15 6.000000 0.00 3537000.00 3298311.45 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 961214EX7 2036-11-18 3.020000 0.00 10000.00 8922.24 Corporate Debt Securities ORACLE CORP SR GLBL NT 54 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 2054-09-27 5.375000 0.00 97000.00 72216.88 Corporate Debt Securities MERCK & CO INC SR GLBL NT5.5%46 4YV9Y5M8S0BRK1RP0397 58933YCA1 2046-03-15 5.500000 0.00 609000.00 590259.72 Corporate Debt Securities MARVELL TECHNOLOGY INC SR GLBL NT 35 254900WVU0BM7ZCJ9E93 573874AS3 2035-07-15 5.450000 0.00 9046000.00 8913586.66 Corporate Debt Securities LBJ INFRASTRUCTURE GROUP LLC SR SEC 144A 57 254900DEJSU2OQFZWQ97 50203UAA1 2057-12-31 3.797000 0.00 19000.00 13188.17 Corporate Debt Securities WELLS FARGO COML MTG 2025-AURA A 20421015 FLT N/A 95004VAA5 2042-10-15 5.269400 0.00 600000.00 599980.36 Private Label Collateralized Mortgage Obligations SOCIETE GENERALE SUB 144A NT 55 O2RNE8IBXP4R0TD8PU41 83368RBY7 2055-01-19 7.132000 0.00 4904000.00 4904820.60 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 37 02S2RPPVO9RP4NEU2740 761713AT3 2037-06-15 7.250000 0.00 906000.00 1026184.42 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 961214EP4 2035-11-15 2.668000 0.00 53000.00 47785.99 Corporate Debt Securities NORTHWEST NAT HLDG CO JR SB GLBL DB 55 254900PSJL6ZEC8FR782 66765NAA3 2055-09-15 7.000000 0.00 90000.00 93514.90 Corporate Debt Securities GLENCORE FINANCE CANADA LTD SR GLBL 144A 37 5493005TTO0UJ33KCK70 98417EAC4 2037-11-15 6.900000 0.00 99000.00 109743.15 Corporate Debt Securities TOTALENERGIES CAP SA GLBL NT 5.15%34 529900QI55ZLJVCMPA71 89157XAA9 2034-04-05 5.150000 0.00 24000.00 24422.99 Corporate Debt Securities PLYM COMMERCIAL MG TR 2026-IND D 20430316 FLT N/A 69292BAG2 2043-03-16 5.826400 0.00 6492000.00 6529098.51 Private Label Collateralized Mortgage Obligations ROGERS COMMUNICATIONS INC SR GLBL NT 52 5493000M6Z4XFIP6PF03 775109CK5 2052-03-15 4.550000 0.00 2449000.00 1890992.63 Corporate Debt Securities MITSUBISHI HC FIN AMER LLC SR 144A NT 28 3538008O2MCHLB9FAL82 606790AB9 2028-09-12 5.807000 0.00 366000.00 380625.90 Corporate Debt Securities MASSACHUSETTS MUT LIFE SUB 144A NT 56 R6ZXK5P01NP6HXSY1S07 575767AU2 2056-06-01 5.950000 0.00 756000.00 721715.19 Corporate Debt Securities REPUBLIC SVCS INC GLBL NT 3.05%50 NKNQHM6BLECKVOQP7O46 760759AW0 2050-03-01 3.050000 0.00 1563000.00 1020401.94 Corporate Debt Securities QTS ISSUER ABS LLC 2026-3 A-2 20560105 6.1 N/A 74690FAY2 2056-01-05 6.156000 0.00 7020700.00 6743192.79 Asset-Backed Securities SUMITOMO MITSUI FIN GRP INC SUB GLBL NT 43 35380028MYWPB6AUO129 86562MCY4 2043-07-13 6.184000 0.00 1400000.00 1437522.80 Corporate Debt Securities ORACLE CORP SR GLBL NT 31 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 2031-02-04 4.950000 0.00 1601000.00 1569536.35 Corporate Debt Securities SOFI CONSUMER LN PROGRM 2025-3 A 20340825 4.4 N/A 83390JAA0 2034-08-25 4.470000 0.00 205000.00 72962.79 Asset-Backed Securities HP INC SR GLBL NT 4%29 WHKXQACZ14C5XRO8LW03 40434LAK1 2029-04-15 4.000000 0.00 332000.00 328798.78 Corporate Debt Securities MCDONALDS CORP FR 6.3%101537 UE2136O97NLB5BYP9H04 58013MEC4 2037-10-15 6.300000 0.00 24000.00 26086.80 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 26 353800CI5L6DDAN5XZ33 60687YAG4 2026-09-13 2.839000 0.00 1543000.00 1557061.10 Corporate Debt Securities MARS INC SR GLBL 144A 30 54930073HKEO6GZBSS03 571676AY1 2030-03-01 4.800000 0.00 250000.00 254502.50 Corporate Debt Securities MORGAN STANLEY FR 6.627%110134 IGJSJL3JD5P30I6NJZ34 61747YFJ9 2034-11-01 6.627000 0.00 2533000.00 2744980.44 Corporate Debt Securities J P MORGAN MTG TR 2025-INV2 A3 20560525 FLT N/A 46594LAL2 2056-05-25 6.375000 0.00 13971580.00 12094322.34 Private Label Collateralized Mortgage Obligations MELLO MTG CAP ACCP 2022-INV2 B-2 20520425 FLT N/A 58549JCC6 2052-04-25 3.524900 0.00 531000.00 404231.66 Private Label Collateralized Mortgage Obligations MCDONALDS CORP FR 2.125%030130 UE2136O97NLB5BYP9H04 58013MFM1 2030-03-01 2.125000 0.00 1119000.00 1032282.16 Corporate Debt Securities MCCORMICK & CO INC SR GLBL NT2.5%30 549300JQQA6MQ4OJP259 579780AQ0 2030-04-15 2.500000 0.00 250000.00 231722.78 Corporate Debt Securities PRUDENTIAL FINL INC FR 5.7%121436 5PRBRS5FEH7NREC8OR45 74432QAQ8 2036-12-14 5.700000 0.00 121000.00 123967.12 Corporate Debt Securities MILL CITY MTG LN TR 2021-NMR1 A1 20601125 FLT N/A 59982HAC4 2060-11-25 1.125000 0.00 6482928.00 982616.02 Asset-Backed Securities SEQUOIA MTG TR 2026-1NV1 A-8 20560125 FLT N/A 816942AH9 2056-01-25 4.500000 0.00 13057000.00 11662368.77 Private Label Collateralized Mortgage Obligations MARVELL TECHNOLOGY INC SR GLBL NT 33 254900WVU0BM7ZCJ9E93 573874AQ7 2033-09-15 5.950000 0.00 327000.00 342705.08 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT 5%53 WDJNR2L6D8RWOEB8T652 882508CC6 2053-03-14 5.000000 0.00 451000.00 398200.43 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER FLT 144A NT 27 549300423Z16BB673J12 58769JAY3 2027-11-15 4.481200 0.00 3000000.00 3042009.60 Corporate Debt Securities BNP PARIBAS FR 5.906%111935 R0MUWSFPU8MPRO8K5P83 09660V2D4 2035-11-19 5.906000 0.00 291000.00 295083.31 Corporate Debt Securities BBVA MEXICO SA INSTITUCION DE LW TIER II 39 549300WIWQK5Q9MCUN92 07336UAB9 2039-01-08 8.125000 0.00 400000.00 421700.39 Corporate Debt Securities BINOM SEC TR 2022-INV1 A-3 20570825 FLT N/A 090975AC7 2057-08-25 4.441000 0.00 2626050.00 1615194.59 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 1.898%072331 9DJT3UXIJIZJI4WXO774 06051GJF7 2031-07-23 1.898000 0.00 377000.00 335070.73 Corporate Debt Securities BENCHMARK MTG TR 2021-B30 D 20541118 FLT N/A 08163KAL5 2054-11-18 2.000000 0.00 6000000.00 3700024.00 Private Label Collateralized Mortgage Obligations BAYER US FIN LLC SR GLBL 144A 56 54930093Q75GSEM74I71 07274EAQ6 2056-07-20 6.375000 0.00 3448000.00 3342311.62 Corporate Debt Securities BRAVO RES FDG TR 2025-CES3 A-1A 20551225 FLT 254900E8SFNM64X0JQ70 10570AAB2 2055-12-25 5.036000 0.00 29128000.00 24998633.96 Asset-Backed Securities BARRICK NORTH AMERICA FIN LLC SR GLBL NT 43 N/A 06849RAK8 2043-05-01 5.750000 0.00 818000.00 808670.71 Corporate Debt Securities BANKUNITED INC LW TIER II 30 96OVUWEW5D4YX6PFXD91 06652KAB9 2030-06-11 5.125000 0.00 490000.00 485069.65 Corporate Debt Securities AMER AIRLINES PT TR 2017-2 AA 20310415 3.3 N/A 02376AAA7 2031-04-15 3.350000 0.00 499000.00 274503.19 Asset-Backed Securities ALPHABET INC SR GLBL NT 55 5493006MHB84DD0ZWV18 02079KBA4 2055-11-15 5.450000 0.00 30276000.00 27366644.60 Corporate Debt Securities AMAZON COM INC SR GLBL NT2.1%31 ZXTILKJKG63JELOEG630 023135BZ8 2031-05-12 2.100000 0.00 67000.00 59254.02 Corporate Debt Securities AMGEN INC SR GLBL NT 2%32 62QBXGPJ34PQ72Z12S66 031162CZ1 2032-01-15 2.000000 0.00 434000.00 372623.24 Corporate Debt Securities ALPHABET INC SR GLBL NT1.9%40 5493006MHB84DD0ZWV18 02079KAE7 2040-08-15 1.900000 0.00 6250000.00 4065569.44 Corporate Debt Securities TOWD POINT MTG TR 2019-4 B4 20591025 FLT N/A 89178BAH7 2059-10-25 3.875500 0.00 4000000.00 2679862.37 Private Label Collateralized Mortgage Obligations UNION PAC CORP SR GLBL NT 53 549300LMMRSZZCZ8CL11 907818GF9 2053-05-15 4.950000 0.00 9389000.00 8211619.40 Corporate Debt Securities PETRONAS ENERGY CANADA LIMITED FR 2.112%032328 5493001PEB90YGTDC638 C7274KAB2 2028-03-23 2.112000 0.00 290000.00 280769.11 Corporate Debt Securities TRINITY HEALTH CORP DISC COML SR 2019 SNK BD48 TWSRHFGEDJDX0GKMGJ67 896517AA7 2048-12-01 3.434000 0.00 33000.00 24130.70 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT5.9%32 MYF1DAS6G5WY7PRWCU78 904764AH0 2032-11-15 5.900000 0.00 64000.00 68557.80 Corporate Debt Securities VERIZON MASTER TRUST 2024-5 A 20320621 5.0 N/A 92348KDB6 2032-06-21 5.000000 0.00 7310000.00 7390006.32 Asset-Backed Securities VAR ENERGI ASA SR 144A NT 8%32 549300LIVN3FFOJN2K47 92212WAE0 2032-11-15 8.000000 0.00 2510000.00 2858560.91 Corporate Debt Securities WELLS FARGO COML MTG 2025-AURA D 20421015 FLT N/A 95004VAG2 2042-10-15 6.567600 0.00 7000000.00 6982612.52 Private Label Collateralized Mortgage Obligations UNITEDHEALTH GROUP INC SR GLBL NT4.8%30 549300GHBMY8T5GXDE41 91324PFG2 2030-01-15 4.800000 0.00 39000.00 39172.51 Corporate Debt Securities WESTERN UN CO CR SEN SR GLBL29 28ID94QU1140NC23S047 959802BB4 2029-06-15 4.750000 0.00 45000.00 45367.92 Corporate Debt Securities CENTERPOINT ENERGY RES CORP SR GLBL NT 4%28 2JADVB0458J06WCD4N56 15189WAL4 2028-04-01 4.000000 0.00 100000.00 100310.33 Corporate Debt Securities COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53 N/A 19828TAC0 2053-11-15 6.544000 0.00 11631000.00 12053497.37 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR -2008 B DB 38 VZFZPMWDHTQCFKYOBP05 209111EU3 2038-04-01 6.750000 0.00 67000.00 75547.19 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT5.3%53 6VJJ5GQWIRDQ06DUXG89 20826FBE5 2053-05-15 5.300000 0.00 90000.00 81137.60 Corporate Debt Securities COMCAST CORP NEW GLBL NT 5.65%54 51M0QTTNCGUN7KFCFZ59 20030NEK3 2054-06-01 5.650000 0.00 1831000.00 1573115.86 Corporate Debt Securities DBGS MORTGAGE TRUST 2024-SBL B 20340815 FLT N/A 23306QAC9 2034-08-15 6.416900 0.00 962000.00 741346.77 Private Label Collateralized Mortgage Obligations FARMERS EXCHANGE CAP SUB 144A NT 28 N/A 309588AC5 2028-07-15 7.050000 0.00 499000.00 523827.74 Corporate Debt Securities META PLATFORMS INC GLBL NT 5.6%53 BQ4BKCS1HXDV9HN80Z93 30303M8Q8 2053-05-15 5.600000 0.00 1272000.00 1082093.23 Corporate Debt Securities COREVEST AMERIC FIN TR 2021-2 X-A 20540717 FLT N/A 21873BAC9 2054-07-17 2.909400 0.00 133805000.00 519846.92 Asset-Backed Securities VESTA REAL ESTATE CORP SR 144A NT5.5%33 4469000001BIRIFZJ959 21989DAB8 2033-01-30 5.500000 0.00 5240000.00 5010907.20 Corporate Debt Securities CROSS 2026-NQM5 MORTGAGE TR A-1B 20710325 FLT N/A 22759BAD4 2071-03-25 5.094000 0.00 8419520.00 8174020.65 Private Label Collateralized Mortgage Obligations META PLATFORMS INC SR GLBL NT4.6%32 BQ4BKCS1HXDV9HN80Z93 30303MAC6 2032-11-15 4.600000 0.00 48655000.00 47354992.46 Corporate Debt Securities GATX CORP SR GLBL NT3.5%32 549300IHYHCQP2PIR591 361448BJ1 2032-06-01 3.500000 0.00 499000.00 461077.66 Corporate Debt Securities GS MORTGAGE SECS TR 2019-GSA1 A-4 20521113 3.0 N/A 36261PAT9 2052-11-13 3.047900 0.00 30000.00 28378.83 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM TR 2021-NYAH C 20380615 FLT N/A 46654EAE1 2038-06-15 5.331500 0.00 1100000.00 995676.37 Private Label Collateralized Mortgage Obligations J.P MORGAN MTG TR 2024-11 B-3 20550425 FLT N/A 46659ABR4 2055-04-25 6.790600 0.00 4821580.00 4850386.69 Private Label Collateralized Mortgage Obligations J.P. MORGAN MTG TR 2025-VIS3 A-1 20660225 5.0 N/A 46594EAC8 2066-02-25 5.062000 0.00 6506100.00 5984237.16 Private Label Collateralized Mortgage Obligations MELLO MTG CAP ACCEP 2021-INV4 A-3 20511225 FLT N/A 58550NAC5 2051-12-25 2.500000 0.00 13535800.00 8291389.61 Private Label Collateralized Mortgage Obligations MOSAIC CO SR GLBL NT 29 2YD5STGSJNMUB7H76907 61945CAJ2 2029-01-15 4.350000 0.00 57000.00 56476.93 Corporate Debt Securities MORGAN STANLEY FR 1.928%042832 IGJSJL3JD5P30I6NJZ34 6174468X0 2032-04-28 1.928000 0.00 13000.00 11295.97 Corporate Debt Securities MORGAN STANLEY PRIVATE BK NATL SR -A NT4.213%30 549300GS0W0TEUQS8571 61776NU43 2030-02-08 4.213000 0.00 810000.00 813748.66 Corporate Debt Securities MORGAN STANLEY FR 5.948%011938 IGJSJL3JD5P30I6NJZ34 61747YFB6 2038-01-19 5.948000 0.00 74000.00 75241.92 Corporate Debt Securities MORGAN STANLEY FR 5.25%042134 IGJSJL3JD5P30I6NJZ34 61747YFE0 2034-04-21 5.250000 0.00 78000.00 78530.66 Corporate Debt Securities PMT LOAN TRUST 2025-INV2 B-3 20560225 FLT N/A 73015JCL0 2056-02-25 6.533900 0.00 4745000.00 5027282.11 Private Label Collateralized Mortgage Obligations SYNOPSYS INC SR GLBL NT 5%32 QG7T915N9S0NY5UKNE63 871607AD9 2032-04-01 5.000000 0.00 304000.00 306513.07 Corporate Debt Securities ORACLE CORP SR GLBL NT5.2%35 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 2035-09-26 5.200000 0.00 28694000.00 26291610.79 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 33 1HNPXZSMMB7HMBMVBS46 694308KJ5 2033-01-15 6.150000 0.00 150000.00 155556.50 Corporate Debt Securities STELLANTIS FINL SVC US CORP SR GLBL REGS 28 5493000KNKFDOC1BOW59 U8586FAA6 2028-09-15 4.950000 0.00 300000.00 303570.00 Corporate Debt Securities BANCO INTERNATIONAL DEL PERU SR GLBL REGS 26 5493001TRCGXJLRLHN14 P13435AC9 2026-10-04 3.250000 0.00 664000.00 667739.98 Corporate Debt Securities NEW YORK ST ELEC & GAS CORP SR REGS NT5.3%34 549300GEC6J0YHUXA160 U64962AH3 2034-08-15 5.300000 0.00 495000.00 503459.00 Corporate Debt Securities FISERV INC SR GLBL NT 31 GI7UBEJLXYLGR2C7GV83 337738BK3 2031-03-15 5.350000 0.00 5052000.00 5158249.17 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS SR GLBL NT 36 549300F5XIFGNNW4CF72 80281LAY1 2036-09-22 5.136000 0.00 700000.00 682600.80 Corporate Debt Securities THP MTG TR 2023-THL C 20341214 FLT N/A 87252LAG0 2034-12-14 8.533700 0.00 7000000.00 7057787.92 Private Label Collateralized Mortgage Obligations RENTOKIL TERMINIX FUNDING LLC SR 144A NT 35 984500D5BAA7560EKJ44 760130AB0 2035-04-28 5.625000 0.00 1267000.00 1270865.93 Corporate Debt Securities RCKT MTG TR 2024-INV2 B-3 20540925 FLT N/A 749425DJ0 2054-09-25 7.034100 0.00 6132000.00 5849149.38 Private Label Collateralized Mortgage Obligations UNITEDHEALTH GROUP INC SR GLBL NT5.2%63 549300GHBMY8T5GXDE41 91324PEX6 2063-04-15 5.200000 0.00 94000.00 81464.26 Corporate Debt Securities RCKT MTG TR 2026 5.612 01JUL56 144A N/A 74940GAB8 2056-07-01 5.612000 0.00 978850.00 980818.14 Private Label Collateralized Mortgage Obligations TOYOTA MTR CR CORP FR 1.9%091231 Z2VZBHUMB7PWWJ63I008 89236TJQ9 2031-09-12 1.900000 0.00 480000.00 418567.73 Corporate Debt Securities NORFOLK SOUTHN CORP GLBL NT 5.35%54 54930036C8MWP850MI84 655844CS5 2054-08-01 5.350000 0.00 2837000.00 2640140.57 Corporate Debt Securities STANFORD UNIV CALIF SR GLBL 2020 A50 JIUV0DC2REIJXQ26CR37 85440KAD6 2050-06-01 2.413000 0.00 654000.00 366515.77 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 36 254900BA3U6G5DNV5V04 91911TAH6 2036-11-21 6.875000 0.00 300000.00 332069.42 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT4.5%31 549300S4KLFTLO7GSQ80 67066GAR5 2031-06-15 4.500000 0.00 15295000.00 15059533.47 Corporate Debt Securities PMT LN TR 2026-J2 A-19 20570325 FLT N/A 729921AU0 2057-03-25 5.500000 0.00 1013890.00 935479.79 Private Label Collateralized Mortgage Obligations TORONTO DOMINION BK ONT FR 4.783%121729 PT3QB789TSUIDF371261 89115A3C4 2029-12-17 4.783000 0.00 42000.00 42358.09 Corporate Debt Securities NEWMONT CORP GTD NT 6.25%39 549300VSP3RIX7FGDZ51 651639AM8 2039-10-01 6.250000 0.00 61000.00 64536.37 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 5%020731 4NYF266XZC35SCTGX023 63743HFP2 2031-02-07 5.000000 0.00 83000.00 85475.61 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 34 54930036C8MWP850MI84 655844CT3 2034-03-15 5.550000 0.00 60000.00 62730.40 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT3.7%49 5493000M6Z4XFIP6PF03 775109BP5 2049-11-15 3.700000 0.00 4336000.00 3038760.34 Corporate Debt Securities UNION PAC CORP SR GLBL NT 70 549300LMMRSZZCZ8CL11 907818FL7 2070-02-05 3.750000 0.00 50000.00 33288.67 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -R 54 UMI46YPGBLUE4VGNNT48 65339KDB3 2054-06-15 6.750000 0.00 10000.00 10348.65 Corporate Debt Securities VOYA CLO LTD 2019-3R C-R 20321018 FLT N/A 92918FAJ3 2032-10-18 6.161100 0.00 2030000.00 2036206.19 Asset-Backed Securities NEW RESI MTG TR 2017-3 B-3 20570425 FLT N/A 64828MBK2 2057-04-25 5.181300 0.00 1200000.00 419430.13 Private Label Collateralized Mortgage Obligations NAVIENT REFINANCE LN TR 2025-C A 20551015 4.8 N/A 638973AA5 2055-10-15 4.800000 0.00 12254000.00 9456982.44 Asset-Backed Securities J.P. MORGAN MTG TR 2025-VIS2 A-3 20551225 FLT 529900371ZWA9WXVGB88 46659RAE7 2055-12-25 5.739000 0.00 2119000.00 1934560.70 Private Label Collateralized Mortgage Obligations PRKCM TR 2023-AFC1 M-1 20580225 FLT N/A 693981AD4 2058-02-25 7.289600 0.00 1480000.00 1484693.19 Private Label Collateralized Mortgage Obligations PACIFIC GAS & ELEC CO 1M GLBL BD2.5%31 1HNPXZSMMB7HMBMVBS46 694308JG3 2031-02-01 2.500000 0.00 390000.00 353386.80 Corporate Debt Securities TORONTO DOMINION BK ONT LW TIER II GLBL PT3QB789TSUIDF371261 891160MJ9 2031-09-15 3.625000 0.00 39000.00 39470.90 Corporate Debt Securities GS MTG BACKED TR 2024-PJ7 A25 20541125 FLT N/A 362949BR9 2054-11-25 4.966700 0.00 300000.00 134837.54 Private Label Collateralized Mortgage Obligations HSBC HLDGS PLC SB GLBL NT6.5%37 MLU0ZO3ML4LN2LL2TL39 404280DM8 2037-09-15 6.500000 0.00 1684000.00 1801131.56 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 33 MLU0ZO3ML4LN2LL2TL39 404280DC0 2033-03-29 4.762000 0.00 2000000.00 1962675.78 Corporate Debt Securities J.P. MRG COMM TR 2022-OPO A 20390107 FLT N/A 46655AAA6 2039-01-07 3.024200 0.00 18339000.00 15680214.82 Private Label Collateralized Mortgage Obligations HSBC HLDGS PLC SR GLBL NT 35 MLU0ZO3ML4LN2LL2TL39 404280EE5 2035-03-04 5.719000 0.00 1705000.00 1763349.50 Corporate Debt Securities GS MTG SECS TR 2021-GSA3 E 20541217 2.2 N/A 36263UAD1 2054-12-17 2.250000 0.00 5000000.00 2598560.00 Private Label Collateralized Mortgage Obligations ING BANK NV SR GLBL 144A 31 3TK20IVIUJ8J3ZU0QE75 449786BN1 2031-07-07 4.711000 0.00 1572000.00 1560415.41 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT6.1%34 5493008B6JBRUJ90QL97 37045XEP7 2034-01-07 6.100000 0.00 45000.00 46548.75 Corporate Debt Securities HOME DEPOT INC SR GLBL NT3.9%28 QEKMOTMBBKA8I816DO57 437076BW1 2028-12-06 3.900000 0.00 487000.00 484724.90 Corporate Debt Securities HALLIBURTON CO SR GLBL NT 30 ENYF8GB5SMQZ25S06U51 406216BL4 2030-03-01 2.920000 0.00 145000.00 137413.12 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 64 2T3D6M0JSY48PSZI1Q41 682680CG6 2064-11-01 5.850000 0.00 247000.00 225524.58 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 45 549300BX44RGX6ANDV88 42824CAY5 2045-10-15 6.350000 0.00 2899000.00 2902093.88 Corporate Debt Securities LAM RESEARCH CORP 4%29 549300I4GMO6D34U1T02 512807AU2 2029-03-15 4.000000 0.00 2800000.00 2795635.11 Corporate Debt Securities NORTHERN NAT GAS CO DEL SR GLBL 144A 54 5493007M02M6CT9EXE41 665501AN2 2054-02-01 5.625000 0.00 35000.00 33258.57 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 29 54930036C8MWP850MI84 655844CE6 2029-11-01 2.550000 0.00 93000.00 87565.54 Corporate Debt Securities NORDEA BK ABP MED TERM NTS FR 6.3% 529900ODI3047E2LIV03 65558RAK5 2500-12-31 6.300000 0.00 200000.00 204152.00 Corporate Debt Securities KALLPA GENERACION S A SR 144A NT5.5%35 549300NG1PWEI5BZG095 48344FAC4 2035-09-11 5.500000 0.00 450000.00 451457.50 Corporate Debt Securities LLOYDS BANKING GROUP PLC SB GLBL NT5.3%45 549300PPXHEU2JF0AM85 539439AN9 2045-12-01 5.300000 0.00 1061000.00 970128.89 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5.95%011527 784F5XWPLTWKTBV3E584 38141GES9 2027-01-15 5.950000 0.00 499000.00 503712.78 Corporate Debt Securities LAM RESEARCH CORP SR GLBL NT 60 549300I4GMO6D34U1T02 512807AX6 2060-06-15 3.125000 0.00 499000.00 291622.11 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT 29 549300S4KLFTLO7GSQ80 67066GAQ7 2029-06-15 4.350000 0.00 34358000.00 34212866.08 Corporate Debt Securities SIMON PPTY GROUP LP GLBL NT 5.85%53 MR92GTD0MJTTTTQDVG45 828807DV6 2053-03-08 5.850000 0.00 1079000.00 1074918.68 Corporate Debt Securities SEQUOIA MTG TR 2026-8 A-CH4 20560725 FLT N/A 81751BBH8 2056-07-25 1.500000 0.00 14500000.00 12489295.88 Private Label Collateralized Mortgage Obligations WHISTLER PIPELINE LLC SR 144A NT5.7%31 549300NG57SGLTNW5C85 96337RAB8 2031-09-30 5.700000 0.00 277000.00 286886.13 Corporate Debt Securities STATE GRID OVERSEAS INVT 2016 FR 4%050447 3003006V8BHG5158QO96 G8450LAM6 2047-05-04 4.000000 0.00 300000.00 255197.00 Corporate Debt Securities PHILLIPS 66 CO JR SB GLBL -B 56 RVJMT2IZVVSKIRJJBH76 718547BA9 2056-03-15 6.200000 0.00 104000.00 105974.15 Corporate Debt Securities EMPRESA ELECTRICA ANGAMO SA SR SEC GLBL 29 529900PQ7VWZL30RZ733 P3713QAA5 2029-05-25 4.875000 0.00 200000.00 48121.51 Corporate Debt Securities NORINCHUKIN BANK LTD GLBL REGS NT 28 5493007VSMFZCPV1NB83 J5901UCR1 2028-03-09 5.430000 0.00 200000.00 206353.67 Corporate Debt Securities PMT LOAN TR 2025-CNF2 A-26 20561225 FLT N/A 729911BE6 2056-12-25 5.016100 0.00 1745600.00 1563871.04 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-J3 A-24 20570625 FLT N/A 73015NBA6 2057-06-25 5.416100 0.00 2000000.00 1962231.58 Private Label Collateralized Mortgage Obligations VERIZON COMMUNICATIONS INC JR SB GLBL NT 56 2S72QS2UO2OESLG6Y829 92343VHN7 2056-05-14 6.200000 0.00 98000.00 97278.83 Corporate Debt Securities INVERSIONES CMPC S A SR GLBL REGS 30 549300G475ACIABB4385 P58072AS1 2030-01-13 3.850000 0.00 300000.00 278920.50 Corporate Debt Securities BPCE FR 6.714%101929 9695005MSX1OYEMGDF46 F11494BY0 2029-10-19 6.714000 0.00 300000.00 316725.90 Corporate Debt Securities GE AEROSPACE FR 6.75%031532 3C7474T6CDKPR9K6YT90 36962GXZ2 2032-03-15 6.750000 0.00 75000.00 83870.25 Corporate Debt Securities MORGAN STANLEY VR 012026-010930 IGJSJL3JD5P30I6NJZ34 61748UAQ5 2030-01-09 4.456700 0.00 408000.00 407410.44 Corporate Debt Securities JACKSON NATL LIFE GLOBAL FDG GLBL 144A NT 31 635400PQXLYXWJI5QD78 46849LVK4 2031-06-16 5.250000 0.00 339000.00 339648.34 Corporate Debt Securities JP MORGAN MTG TR 2024-HE2 M-3 20541020 FLT 529900ELA1S09AZO9Q54 46593HAD0 2054-10-20 5.971400 0.00 1282000.00 1113755.53 Asset-Backed Securities MIZUHO BANK LTD. SR GLBL 144A 36 RB0PEZSDGCO3JS6CEU02 60688XBQ2 2036-04-16 5.185000 0.00 600000.00 596635.75 Corporate Debt Securities PUBLIC SVC ENTERPRISE GROUP SR GLBL NT1.6%30 PUSS41EMO3E6XXNV3U28 744573AQ9 2030-08-15 1.600000 0.00 84000.00 74354.93 Corporate Debt Securities JP MORGAN MTG TR 2019-8 A-11 20500325 FLT N/A 46591KAZ6 2050-03-25 4.688900 0.00 99880.00 5519.29 Private Label Collateralized Mortgage Obligations MIZUHO FINANCIAL GROUP INC SR GLBL NT 34 353800CI5L6DDAN5XZ33 60687YCT4 2034-05-27 5.754000 0.00 262000.00 270263.31 Corporate Debt Securities NRG ENERGY INC 1LIEN GLBL 29 5E2UPK5SW04M13XY7I38 629377CL4 2029-06-15 4.450000 0.00 100000.00 98767.61 Corporate Debt Securities NTT FINANCE CORP GLBL 144A NT 27 3538007PR116187GD960 62954WAL9 2027-07-02 5.104000 0.00 318000.00 321120.07 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL DEB 5.25%34 UMI46YPGBLUE4VGNNT48 65339KCU2 2034-03-15 5.250000 0.00 88000.00 89388.05 Corporate Debt Securities NEW RES MTG LN TR 2022-INV1 A4 20520325 FLT N/A 64831DAD4 2052-03-25 3.000000 0.00 215000.00 135810.94 Private Label Collateralized Mortgage Obligations RCKT MTG TR 2024-INV2 B-1A 20540925 FLT N/A 749425DE1 2054-09-25 7.034100 0.00 712400.00 685809.96 Private Label Collateralized Mortgage Obligations JOHNSON & JOHNSON SR GLBL NT 60 549300G0CFPGEF6X2043 478160CT9 2060-09-01 2.450000 0.00 191000.00 99762.80 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 55 213800STG1QDNBY87K49 378272CB2 2055-04-01 6.141000 0.00 277000.00 277678.65 Corporate Debt Securities UBS COML MTG TR 2017-C5 C 20501117 FLT N/A 90276TAM6 2050-11-17 4.465800 0.00 625000.00 589927.19 Private Label Collateralized Mortgage Obligations J.P. MORGAN MTG TR 2026-NQM3 A-2 20661025 FLT 529900HUVRKWBRYVE531 46596KAF5 2066-10-25 5.683000 0.00 5785900.00 5692896.30 Private Label Collateralized Mortgage Obligations SG COML MTG SECS TR 2016-C5 A-M 20481013 3.3 549300SZQW4U3UN4A157 78419CAF1 2048-10-13 3.379000 0.00 6500000.00 4462540.71 Private Label Collateralized Mortgage Obligations STATE STR CORP SR GLBL NT 34 549300ZFEEJ2IP5VME73 857477CA9 2034-01-26 4.821000 0.00 370000.00 362966.15 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT5.3%36 HKUPACFHSSASQK8HLS17 681919BX3 2036-06-02 5.300000 0.00 289000.00 277207.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GD43 2036-10-21 4.939000 0.00 4461000.00 4297278.82 Corporate Debt Securities GS MTG SECS TR 2017-GS7 C 20500812 FLT N/A 36254CBB5 2050-08-12 4.236000 0.00 17500000.00 16002105.00 Private Label Collateralized Mortgage Obligations BAYER US FIN LLC SR REGS NT 26 54930093Q75GSEM74I71 U07264AH4 2026-11-21 6.125000 0.00 200000.00 202999.94 Corporate Debt Securities MAPLE PARENT HOLDINGS CORP CR SEN SR REGS56 254900J6FBJ1E892Q074 U5649LAD8 2056-03-26 6.625000 0.00 200000.00 207548.69 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR REGS NT2.6%31 5493001NEDZNIFRP2R92 U22018AY8 2031-06-15 2.600000 0.00 9845000.00 8608785.23 Corporate Debt Securities SUZANO AUSTRIA GMBH SR GLBL REGS 47 254900287ZNSGVP1R341 A8372TAC2 2047-03-16 7.000000 0.00 448000.00 482204.80 Corporate Debt Securities PANASONIC HLDGS CORP SR GLBL REGS 29 254900GE1G59KGWPHX32 J6354YAQ7 2029-07-19 3.113000 0.00 685000.00 653378.80 Corporate Debt Securities BANCO ACTINVER SA SR GLBL REGS 36 549300PN33H8IMG2PD83 P3990QAA9 2036-05-28 7.125000 0.00 300000.00 298340.62 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV4 A-10 20511225 5.0 N/A 918307AT6 2051-12-25 5.000000 0.00 150000.00 104652.20 Private Label Collateralized Mortgage Obligations J P MORGAN MTG TR 2025-INV2 B2 20560525 FLT N/A 46594LFB9 2056-05-25 6.739400 0.00 336960.00 341702.66 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 5.449%072029 IGJSJL3JD5P30I6NJZ34 61747YFF7 2029-07-20 5.449000 0.00 1097000.00 1111058.02 Corporate Debt Securities JP MRGN CHASE COM TR 2022-NLP D 20370415 FLT N/A 466317AL8 2037-04-15 6.092800 0.00 2198000.00 2033987.66 Private Label Collateralized Mortgage Obligations JOHN DEERE OWNER TR 2023-C A-3 20280515 5.4 N/A 47787CAC7 2028-05-15 5.480000 0.00 354000.00 109443.79 Asset-Backed Securities J P MORGAN MTG TR 2025-HE2 M-2 20551122 FLT 529900TXCH9G2RM4XB25 46593XAC7 2055-11-22 5.421400 0.00 1179000.00 1163262.16 Asset-Backed Securities GOLDMAN SACHS GROUP INC SR GLBL NT 28 784F5XWPLTWKTBV3E584 38141GZU1 2028-08-23 4.482000 0.00 78000.00 79368.20 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 34 784F5XWPLTWKTBV3E584 38141GF25 2034-04-20 5.094000 0.00 499000.00 496341.08 Corporate Debt Securities GALTON FD MTG TR 2018-1 B1 20571125 FLT N/A 36417JBU2 2057-11-25 3.800000 0.00 100000.00 64700.74 Private Label Collateralized Mortgage Obligations UBS GROUP AG SR GLBL REGS 35 549300SZJ9VS8SGXAN81 H42097EU7 2035-02-08 5.699000 0.00 1555000.00 1616075.52 Corporate Debt Securities TRINITY HEALTH CORP IND SR -2021 NT 40 TWSRHFGEDJDX0GKMGJ67 896517AB5 2040-12-01 2.632000 0.00 19000.00 13402.73 Corporate Debt Securities UWM MTG TR 2021-INV3 B-3 20511125 FLT N/A 90355RBH4 2051-11-25 3.220100 0.00 458000.00 338260.76 Private Label Collateralized Mortgage Obligations NEXT PROPERTIES TR 2401 SR 144A NT 34 N/A 89834MAC0 2034-02-13 7.375000 0.00 572000.00 624055.81 Corporate Debt Securities US BANCORP FR 5.384%012330 N1GZ7BBF3NP8GI976H15 91159HJQ4 2030-01-23 5.384000 0.00 33000.00 33449.67 Corporate Debt Securities UBS GROUP AG SR GLBL 144A 45 549300SZJ9VS8SGXAN81 902613BM9 2045-09-06 5.379000 0.00 17513000.00 16532541.99 Corporate Debt Securities VEGS 2024-GCS C 20360710 FLT N/A 92254BAA3 2036-07-10 6.216500 0.00 2900000.00 2930106.11 Private Label Collateralized Mortgage Obligations CREDIT SUISSE USA INC BD 7.125%32 T2E64KWP8B9GCLM28W20 22541LAE3 2032-07-15 7.125000 0.00 53000.00 58482.14 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 33 549300GZKULIZ0WOW665 254687DV5 2033-03-15 6.550000 0.00 164000.00 182350.69 Corporate Debt Securities DEVON ENERGY CORP NEW GLBL NT 5.75%54 54930042348RKR3ZPN35 25179MBH5 2054-09-15 5.750000 0.00 4596000.00 4348469.65 Corporate Debt Securities EXTENDED STAY AMER TR 2025-ESH D 20421015 FLT N/A 30227TAG5 2042-10-15 6.276400 0.00 3000000.00 2922649.76 Private Label Collateralized Mortgage Obligations ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 36 MGCJBT4MKTQBVLNUIS88 015271BF5 2036-03-15 5.250000 0.00 3306000.00 3253765.20 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.2%030535 B6Q2VFHD1797Q7NZ3E43 02665WFZ9 2035-03-05 5.200000 0.00 1222000.00 1220678.88 Corporate Debt Securities AMERICAN CR ACC RECV TR 2022-4 E 20300114 10. N/A 02529XAE5 2030-01-14 10.000000 0.00 12213000.00 12293544.73 Asset-Backed Securities AMAZON COM INC SR GLBL NT 61 ZXTILKJKG63JELOEG630 023135CC8 2061-05-12 3.250000 0.00 127000.00 72754.74 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.1%30 5493006ORUSIL88JOE18 03027XBC3 2030-06-15 2.100000 0.00 238000.00 214414.99 Corporate Debt Securities APOLLO DEBT SOLUTIONS BDC SR GLBL NT6.7%31 549300UMUGX092P8DW87 03770DAD5 2031-07-29 6.700000 0.00 49028000.00 49671846.59 Corporate Debt Securities AMERICAN EXPRESS CO SUB GLBL NT 34 R4PP93JZOLY261QX3811 025816DK2 2034-07-28 5.625000 0.00 442000.00 445672.47 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 33 ODVCVCQG2BP6VHV36M30 026874DS3 2033-03-27 5.125000 0.00 20000.00 20241.86 Corporate Debt Securities APPLE INC SR NT 3.45%45 HWUPKR0MPOU8FGXBT394 037833BA7 2045-02-09 3.450000 0.00 79000.00 59002.20 Corporate Debt Securities AUTODESK INC SR GLBL NT2.4%31 FRKKVKAIQEF3FCSTPG55 052769AH9 2031-12-15 2.400000 0.00 3621000.00 3165212.66 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.25%070833 B6Q2VFHD1797Q7NZ3E43 02665WHC8 2033-07-08 5.250000 0.00 38000.00 37675.64 Corporate Debt Securities SITIOS LATINOAMERICA S A B DE GLBL 144A NT 32 984500D2C0CDC0BFDD35 03217KAB4 2032-04-04 5.375000 0.00 265000.00 265474.02 Corporate Debt Securities AMAZON COM INC SR GLBL NT 46 ZXTILKJKG63JELOEG630 023135DG8 2046-03-13 5.650000 0.00 640000.00 611467.73 Corporate Debt Securities BX COML MTG TR 2020-VIVA D 20440311 3.6 N/A 12433XAG4 2044-03-11 3.548800 0.00 120000.00 111056.08 Private Label Collateralized Mortgage Obligations BUNGE LTD FIN CORP SR GLBL NT 35 549300QHC068L40NNM71 120568BR0 2035-08-04 5.150000 0.00 6325000.00 6351823.27 Corporate Debt Securities BELL CDA SR GLBL -US11 36 5493000G3EFX9S7TDE29 0778FPAS8 2036-11-15 5.450000 0.00 21746000.00 21247098.44 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 52 549300RLHFT5RU20WM87 084664DB4 2052-03-15 3.850000 0.00 30000.00 22122.13 Corporate Debt Securities BX COML MTG TR 2026-XL6 C 20430315 FLT N/A 12433NAE1 2043-03-15 5.276400 0.00 17545000.00 15960730.27 Private Label Collateralized Mortgage Obligations CVS HEALTH CORP 4.78%38 549300EJG376EN5NQE29 126650CY4 2038-03-25 4.780000 0.00 395000.00 368578.45 Corporate Debt Securities BOOZ ALLEN HAMILTON INC SR GLBL 144A 28 549300D7XCH2480XU542 09951LAA1 2028-09-01 3.875000 0.00 26126000.00 25930729.92 Corporate Debt Securities CSMC TR 2018-RPL9 A-1 20570925 FLT N/A 12654PAA6 2057-09-25 3.850000 0.00 1000000.00 126250.68 Private Label Collateralized Mortgage Obligations BINOM SEC TR 2022-INV1 M-1 20570825 FLT N/A 090975AD5 2057-08-25 4.594100 0.00 11000000.00 9810024.95 Private Label Collateralized Mortgage Obligations APOLLO DEBT SOLUTIONS BDC SR 144A NT 33 549300UMUGX092P8DW87 03770DAN3 2033-06-30 6.350000 0.00 3309000.00 3280779.75 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.85%64 8MYN82XMYQH89CTMTH67 036752BF9 2064-11-01 5.850000 0.00 85000.00 80684.98 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS SR GLBL NT2.9%51 N/A 03740LAB8 2051-08-23 2.900000 0.00 278000.00 166229.48 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 2.25%31 549300C3HATU4Q460S18 04636NAB9 2031-05-28 2.250000 0.00 20000.00 17880.15 Corporate Debt Securities APA CORPORATION GLBL NT 6.1%35 549300VCIWLRHYVSHC79 03743QAR9 2035-02-15 6.100000 0.00 1399000.00 1463462.81 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.3%31 5493006ORUSIL88JOE18 03027XBS8 2031-09-15 2.300000 0.00 99000.00 87430.75 Corporate Debt Securities BNSF RAILWAY CO 2015-1 CTF 20280616 3.4 N/A 05581JAA2 2028-06-16 3.442000 0.00 321000.00 183161.97 Asset-Backed Securities AMERICAN EXPRESS CO SR GLBL FL NT 26 R4PP93JZOLY261QX3811 025816CL1 2026-11-04 4.276700 0.00 19000.00 19209.78 Corporate Debt Securities AMERICAN WTR CAP CORP SR NT 6.593%37 5IDHQUFVC8Q2KIBBFF06 03040WAD7 2037-10-15 6.593000 0.00 85000.00 94706.38 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 33 R4PP93JZOLY261QX3811 025816DA4 2033-08-03 4.420000 0.00 4653000.00 4582899.97 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 33 549300H316CT32FQXI76 04686JAF8 2033-02-01 6.650000 0.00 473000.00 509298.02 Corporate Debt Securities DANAHER CORP DEL GLBL NT 2.8%51 S4BKK9OTCEWQ3YHPFM11 235851AW2 2051-12-10 2.800000 0.00 1453000.00 868220.78 Corporate Debt Securities UBS AG N Y BRH FR 1.25%080726 254900R882POXXVAK772 22550L2G5 2026-08-07 1.250000 0.00 1200000.00 1206590.00 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD3.7%47 MWIUSDMN17TCR56VW396 26442CAT1 2047-12-01 3.700000 0.00 18000.00 13082.34 Corporate Debt Securities DK TRUST 2025-LXP D 20370817 FLT N/A 23292LAG7 2037-08-17 6.596200 0.00 6500000.00 6545381.90 Private Label Collateralized Mortgage Obligations DISNEY WALT CO SR GLBL NT3.8%60 549300GZKULIZ0WOW665 254687GA8 2060-05-13 3.800000 0.00 80000.00 55605.87 Corporate Debt Securities COSTCO WHOLESALE CORPORATION GLBL NT 1.6%30 29DX7H14B9S6O3FD6V18 22160KAP0 2030-04-20 1.600000 0.00 345000.00 311682.97 Corporate Debt Securities THE CIGNA GROUP GLBL NT 3.875%47 549300VIWYMSIGT1U456 125523BK5 2047-10-15 3.875000 0.00 60000.00 44533.18 Corporate Debt Securities BNP PARIBAS SNR NPF 144A 33 R0MUWSFPU8MPRO8K5P83 09659W2U7 2033-01-20 3.132000 0.00 635000.00 569897.89 Corporate Debt Securities CSX CORP SR GLBL NT4.5%52 549300JVQR4N1MMP3Q88 126408HV8 2052-11-15 4.500000 0.00 619000.00 505481.59 Corporate Debt Securities EFMT 2024--NQM1 M-1 20691125 FLT 254900GTI06L3BTCLG55 26845DAE5 2069-11-25 6.523000 0.00 937000.00 945943.51 Private Label Collateralized Mortgage Obligations DUKE ENERGY CAROLINAS LLC 1M GLBL BD 51 MWIUSDMN17TCR56VW396 26442CBC7 2051-04-15 3.450000 0.00 328000.00 223046.01 Corporate Debt Securities DBWF MTG TR 2016-85T A 20361211 3.7 N/A 23307CAA3 2036-12-11 3.791000 0.00 4895060.00 4880542.07 Private Label Collateralized Mortgage Obligations DEUTSCHE TELEKOM AG GLBL 144A NT 50 549300V9QSIG4WX4GJ96 251566AA3 2050-01-21 3.625000 0.00 2212000.00 1529945.16 Corporate Debt Securities EFMT 2026-CES2 A-3 20610625 FLT N/A 26846UAE6 2061-06-25 5.906000 0.00 691000.00 692456.40 Asset-Backed Securities DENSO CORP SR 144A NT 30 549300RYPA10CQM3QK38 24872BAC4 2030-09-17 4.282000 0.00 204000.00 202710.43 Corporate Debt Securities DOMINION ENERGY INC JR SB GLBL -A 56 ILUL7B6Z54MRYCF6H308 25746UDZ9 2056-02-15 6.000000 0.00 50000.00 50915.33 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D31 7LTWFZYICNSX8D621K86 251526CD9 2031-09-18 3.547000 0.00 20283000.00 19269543.57 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GZM9 2033-02-24 3.102000 0.00 50000.00 45463.41 Corporate Debt Securities SALESFORCE INC SR GLBL NT 56 RCGZFPDMRW58VJ54VR07 79466LAW4 2056-03-15 6.550000 0.00 8517000.00 8361976.40 Corporate Debt Securities ALCOA NEDERLAND HLDG B V SR GLBL REGS 29 5493000UL1QLQLT1VQ42 N02175AE2 2029-03-31 4.125000 0.00 300000.00 293730.00 Corporate Debt Securities NEXT PROPERTIES TR 2401 SR REGS NT 50 N/A P9402MAE9 2050-01-15 6.390000 0.00 300000.00 271422.00 Corporate Debt Securities BIMBO BAKERIES USA INC SR REGS NT 29 549300HOXXHHT7926W92 U0901RAB3 2029-01-15 6.050000 0.00 2001000.00 2052763.65 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR NT 4.934%32 35380028MYWPB6AUO129 86562MEM8 2032-07-07 4.934000 0.00 673000.00 668113.57 Corporate Debt Securities SFO COMMERCIAL MTG TR 2021-555 D 20380517 FLT N/A 78432WAG8 2038-05-17 6.440500 0.00 2540000.00 2541716.74 Private Label Collateralized Mortgage Obligations STARBUCKS CORP SR GLBL NT 47 OQSJ1DU9TAOC51A47K68 855244AM1 2047-12-01 3.750000 0.00 75000.00 54350.25 Corporate Debt Securities STATE STR CORP SR GLBL NT 34 549300ZFEEJ2IP5VME73 857477CC5 2034-05-18 5.159000 0.00 8202000.00 8265084.09 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 53 549300GHBMY8T5GXDE41 91324PES7 2053-02-15 5.875000 0.00 21801000.00 21630958.26 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL NT2.3%32 2572IBTT8CCZW6AU4141 742718FW4 2032-02-01 2.300000 0.00 493000.00 446618.56 Corporate Debt Securities PUBLIC STORAGE OPER CO SR GLBL NT 5%35 549300LMZF40TKJ6DM64 74464AAD3 2035-07-01 5.000000 0.00 3707000.00 3631142.42 Corporate Debt Securities MUTUAL OMAHA INS CO SUB 144A NT 64 P2LER0UPV1DKOU8RO042 628312AE0 2064-01-16 6.144000 0.00 46000.00 45830.26 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 28 2S72QS2UO2OESLG6Y829 92343VER1 2028-09-21 4.329000 0.00 425000.00 428864.31 Corporate Debt Securities NTT FINANCE CORP SR GLBL 144A 29 3538007PR116187GD960 62954WBB0 2029-06-20 4.480200 0.00 249000.00 249788.24 Corporate Debt Securities NATIONAL LIFE INS CO 144A NT 5.25%68 0JRPR7R1EOV4Z2M47L22 636792AB9 2068-07-19 5.250000 0.00 55000.00 42816.95 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL28 549300L8X1Q78ERXFD06 63111XAH4 2028-06-28 5.350000 0.00 76000.00 77327.28 Corporate Debt Securities NEW RESI MTG TR 2019-RPL3 M2 20590725 FLT N/A 64830NAF8 2059-07-25 3.500000 0.00 4098100.00 3595585.51 Private Label Collateralized Mortgage Obligations VERIZON COMMUNICATIONS INC SR GLBL NT 50 2S72QS2UO2OESLG6Y829 92343VFU3 2050-11-20 2.875000 0.00 2381000.00 1383528.00 Corporate Debt Securities GS MRTG-BCK SEC 2022-NQM1 B-4 20620525 FLT N/A 36264EBG8 2062-05-25 4.072400 0.00 1640000.00 1274652.23 Private Label Collateralized Mortgage Obligations HALLIBURTON CO SR GLBL NT 39 ENYF8GB5SMQZ25S06U51 406216AY7 2039-09-15 7.450000 0.00 424000.00 497663.40 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 36 MLU0ZO3ML4LN2LL2TL39 404280FB0 2036-09-10 5.741000 0.00 31977000.00 32423257.69 Corporate Debt Securities NEW RESI MTG LN TR 2019-1 A-1 20570925 FLT N/A 64830CAA3 2057-09-25 3.735800 0.00 8773000.00 1716689.94 Private Label Collateralized Mortgage Obligations JOHNSON & JOHNSON SR GLBL NT 54 549300G0CFPGEF6X2043 478160CX0 2054-06-01 5.250000 0.00 51000.00 49387.89 Corporate Debt Securities HERCULES CAPITAL INC SR NT 6.3%31 549300UJ5OC256GR2B73 42711MAB9 2031-07-24 6.300000 0.00 440000.00 435448.20 Corporate Debt Securities OBX TRUST 2021-NQM4 M-1 20611025 3.2 N/A 67115DAD4 2061-10-25 3.248000 0.00 12153000.00 8524900.10 Private Label Collateralized Mortgage Obligations HCA INC. SR GLBL NT 5%33 L3CJ6J7LJ2DX62FTXD46 404119DK2 2033-05-15 5.000000 0.00 1733000.00 1715877.96 Corporate Debt Securities JP MORGAN MTG TR 2026-ACES1 A2-IO 20660425 FLT 529900YPO46YLJDFF157 46664MAM3 2066-04-25 1.589000 0.00 49936000.00 3048151.72 Asset-Backed Securities J.P.MORGAN MTG TR 2026-NQM2 A-1B 20660925 FLT 529900RSI65K84EMSY59 46664AAD9 2066-09-25 5.154000 0.00 4009120.00 3883824.23 Private Label Collateralized Mortgage Obligations ROGERS COMMUNICATIONS INC SR NT 5%44 5493000M6Z4XFIP6PF03 775109BB6 2044-03-15 5.000000 0.00 61000.00 53251.10 Corporate Debt Securities KSL COML MTG TR 2026-HT3 B 20430615 FLT N/A 48269AAC6 2043-06-15 5.476400 0.00 5019000.00 5040561.34 Private Label Collateralized Mortgage Obligations NOMURA HLDGS INC SR GLBL NT 33 549300B3CEAHYG7K8164 65535HBP3 2033-07-12 6.087000 0.00 300000.00 312819.77 Corporate Debt Securities NESTLE HLDGS INC GLBL 144A NT 51 549300EAEU8YV8MQXP30 641062AZ7 2051-09-14 2.625000 0.00 740000.00 446027.29 Corporate Debt Securities HCA INC. SR GLBL NT5.5%33 L3CJ6J7LJ2DX62FTXD46 404119CQ0 2033-06-01 5.500000 0.00 1661000.00 1686623.69 Corporate Debt Securities JP MRGN CHASE COM TR 2022-NLP B 20370415 FLT N/A 466317AG9 2037-04-15 5.033200 0.00 6000000.00 5563721.71 Private Label Collateralized Mortgage Obligations BLUE OWL CAPITAL CORPORATION SR GLBL NT 29 2549000BD79OOCPF2L94 69121KAH7 2029-03-15 5.950000 0.00 16412000.00 16756123.17 Corporate Debt Securities TORONTO DOMINION BK ONT FR 5.298%013032 PT3QB789TSUIDF371261 89115A3G5 2032-01-30 5.298000 0.00 62000.00 62817.78 Corporate Debt Securities NEW RESI MTG TR 2019-RPL3 A1 20590725 FLT N/A 64830NAA9 2059-07-25 2.750000 0.00 700000.00 155949.95 Private Label Collateralized Mortgage Obligations NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -M 77 UMI46YPGBLUE4VGNNT48 65339KAV2 2077-12-01 4.800000 0.00 870000.00 865084.50 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT 55 D01LMJZU09ULLNCY6Z23 911312CK0 2055-05-14 5.950000 0.00 2416000.00 2402848.24 Corporate Debt Securities ARDN MORTGAGE TR 2025-ARCP D 20350615 FLT N/A 039961AG2 2035-06-15 6.676400 0.00 28280000.00 28390420.84 Private Label Collateralized Mortgage Obligations APPLE INC SR GLBL NT2.7%51 HWUPKR0MPOU8FGXBT394 037833EK2 2051-08-05 2.700000 0.00 400000.00 237752.00 Corporate Debt Securities ARBOR RLTY COML 2025-FL1 A 20430121 FLT N/A 03881KAA1 2043-01-21 5.023600 0.00 5580600.00 5596141.93 Private Label Collateralized Mortgage Obligations BANK OF AMER CORP FR 5.872%091534 9DJT3UXIJIZJI4WXO774 06051GLU1 2034-09-15 5.872000 0.00 108000.00 113628.22 Corporate Debt Securities APTIV PLC / APTIV GLOBAL FING SR GLBL NT 54 N/A 03837AAC4 2054-09-13 5.750000 0.00 744000.00 681698.68 Corporate Debt Securities ARBOR RLTY COML 2025-FL1 D 20430121 FLT N/A 03881KAJ2 2043-01-21 6.962600 0.00 3400000.00 3419813.38 Private Label Collateralized Mortgage Obligations APOLLO GLOBAL MGMT INC SR GLBL NT4.6%31 254900LMFT1CY9IYB476 03769MAF3 2031-01-15 4.600000 0.00 480000.00 471112.53 Corporate Debt Securities BFLD TRUST 2025-EWEST C 20420616 FLT N/A 05494JAE0 2042-06-16 5.776400 0.00 15000000.00 15038434.14 Private Label Collateralized Mortgage Obligations ARROYO MTG TR 2019-1 A-3 20490125 FLT N/A 042859AC2 2049-01-25 4.208000 0.00 215000.00 15476.94 Private Label Collateralized Mortgage Obligations ARES MANAGEMENT CORPORATION GLBL NT 5.6%54 529900JUV61FH7B8VW38 03990BAB7 2054-10-11 5.600000 0.00 2055000.00 1822581.78 Corporate Debt Securities BANK OF AMER CORP FR 3.311%042242 9DJT3UXIJIZJI4WXO774 06051GJW0 2042-04-22 3.311000 0.00 1115000.00 849223.30 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 34 549300SZJ9VS8SGXAN81 H42097DT1 2034-01-12 5.959000 0.00 530000.00 545266.66 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT 5%32 54930049QLLMPART6V29 04316JAM1 2032-02-15 5.000000 0.00 35000.00 35595.19 Corporate Debt Securities APPLE INC SR GLBL NT 60 HWUPKR0MPOU8FGXBT394 037833EA4 2060-08-20 2.550000 0.00 809000.00 418450.53 Corporate Debt Securities BX COMMERCIAL MTG TR 2024-SLCT D 20420115 FLT N/A 12433JAG5 2042-01-15 6.617500 0.00 5000000.00 5014845.64 Private Label Collateralized Mortgage Obligations BRISTOL-MYERS SQUIBB CO SR GLBL NT6.4%63 HLYYNH7UQUORYSJQCN42 110122EC8 2063-11-15 6.400000 0.00 4096000.00 4401934.79 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 27 5493009NTB34VXE1T760 10373QAV2 2027-01-16 3.017000 0.00 1835000.00 1827012.40 Corporate Debt Securities BX COML MTG TR 2026-CSMO D 20430217 FLT N/A 12433LAG0 2043-02-17 6.126400 0.00 823000.00 832442.14 Private Label Collateralized Mortgage Obligations BROADCOM INC SR GLBL NT 36 549300WV6GIDOZJTV909 11135FDB4 2036-01-15 4.950000 0.00 367000.00 345603.90 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT 37 54930036474DURYNB481 13645RAF1 2037-05-15 5.950000 0.00 72000.00 75538.16 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 5.15%090833 E0KSF7PFQ210NWI8Z391 24422EXE4 2033-09-08 5.150000 0.00 1782000.00 1832033.11 Corporate Debt Securities DEL AMO FASHION CR TR 2017-AMO D 20350607 FLT N/A 24500EAL8 2035-06-07 3.636200 0.00 3652000.00 3528015.15 Private Label Collateralized Mortgage Obligations Y 2026-08-03 2026-10-29 2026-11-02 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0400 1450000000.00 1450000000.00 0.0037 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.050000% ARP1HIYY3 ZBUT11V806EZRVTWT807 0000782124 ARP1HIYY3 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y DIAGEO INVT CORP SR NT 4.25%42 S4G8DPIPDVCF6CB81Z61 25245BAA5 2042-05-11 4.250000 0.00 62000.00 52094.54 Corporate Debt Securities ENTERPRISE PRODS OPER LLC JR SB GLBL NT 77 5493004LGN656HWLDA30 29379VBM4 2077-08-16 6.896500 0.00 318000.00 323129.14 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT7.5%38 MTLVN9N7JE8MIBIJ1H73 29273RAJ8 2038-07-01 7.500000 0.00 95000.00 108006.45 Corporate Debt Securities DUKE ENERGY OHIO INC 1M GLBL BD5.3%35 L6KC0HABGHNFU1Z6QY21 26442EAM2 2035-06-15 5.300000 0.00 54000.00 53873.22 Corporate Debt Securities BOEING CO SR GLBL NT2.8%27 RVHJWBXLJ1RFUBSY1F30 097023BU8 2027-03-01 2.800000 0.00 24000.00 24036.64 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT5.2%34 HLYYNH7UQUORYSJQCN42 110122EH7 2034-02-22 5.200000 0.00 13000.00 13367.60 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT4.7%48 54930036474DURYNB481 13648TAF4 2048-05-01 4.700000 0.00 33000.00 28280.67 Corporate Debt Securities CARDINAL HEALTH INC SR NT 4.6%43 CCU46N3GJMF4OK4N7U60 14149YAW8 2043-03-15 4.600000 0.00 64000.00 55189.62 Corporate Debt Securities CD MTG TR 2018-C7 D 20510817 FLT N/A 12512JAE4 2051-08-17 3.087600 0.00 1250000.00 1066806.24 Private Label Collateralized Mortgage Obligations CENTERPOINT ENERGY RES CORP SR GLBL NT 28 2JADVB0458J06WCD4N56 15189YAG1 2028-03-01 5.250000 0.00 240000.00 247602.00 Corporate Debt Securities CF INDS INC SR GLBL NT5.3%35 5FVKT86LAD2F40NPC183 12527GAL7 2035-11-26 5.300000 0.00 29000.00 28712.01 Corporate Debt Securities CIGNA CORP SR GLBL DEB 27 45RS2W538ZOGNWLVIX82 125509AZ2 2027-05-15 7.875000 0.00 9000.00 9354.47 Corporate Debt Securities DAYTON PWR & LT CO 1M GLBL BD 30 1ELKY8G44MKGCQWG6864 240019BX6 2030-08-15 4.550000 0.00 98000.00 97786.41 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 30 MWIUSDMN17TCR56VW396 26442CBA1 2030-02-01 2.450000 0.00 3564000.00 3340786.68 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.95%31 8MYN82XMYQH89CTMTH67 036752BC6 2031-11-01 4.950000 0.00 70000.00 70601.65 Corporate Debt Securities ARES FIN CO II LLC SR GLBL 144A 30 54930012GWL4VKKENG46 04015KAB6 2030-06-15 3.250000 0.00 45000.00 42101.68 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 49 5493004KVU1HWZCP0C66 970648AK7 2049-09-15 3.875000 0.00 76000.00 55268.64 Corporate Debt Securities AVOLON HLDGS FDG LTD SR 144A NT 29 635400ZRKEX9L1BKCH30 05401AAV3 2029-11-15 5.750000 0.00 500000.00 514874.44 Corporate Debt Securities BAT CAPITAL CORP GLBL NT 4.7%27 2138005GYEXN7XRHFA84 05526DBP9 2027-04-02 4.700000 0.00 16000.00 16271.62 Corporate Debt Securities APPLE INC SR GLBL NT 31 HWUPKR0MPOU8FGXBT394 037833ED8 2031-02-08 1.650000 0.00 13000.00 11586.50 Corporate Debt Securities BAT CAPITAL CORP FR 2.726%032531 2138005GYEXN7XRHFA84 05526DBS3 2031-03-25 2.726000 0.00 120000.00 110126.52 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL -2032 32 2EULGUTUI56JI9SAL165 03938LBF0 2032-11-29 6.800000 0.00 655000.00 719878.48 Corporate Debt Securities AVNET INC SR GLBL NT 28 XJI53DCPL7QABOWK4Z75 053807AW3 2028-03-15 6.250000 0.00 45000.00 46949.00 Corporate Debt Securities AMGEN INC SR GLBL NT4.4%62 62QBXGPJ34PQ72Z12S66 031162DG2 2062-02-22 4.400000 0.00 61000.00 46566.38 Corporate Debt Securities RADIAN GROUP INC SR GLBL NT6.2%29 54930005OUP720S5U385 750236AY7 2029-05-15 6.200000 0.00 59000.00 61555.81 Corporate Debt Securities KAISER FNDTN HOSP/HLTH MTN BE SR -2021 BD 41 DW4Z57L3G4IRMHYZYK62 48305QAF0 2041-06-01 2.810000 0.00 58000.00 42009.59 Corporate Debt Securities NLG GLOBAL FDG -20251 144A NT30 635400SKBQOWEJZLTW68 62915W2A0 2030-01-23 5.400000 0.00 86000.00 87073.28 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.05%031329 Z2VZBHUMB7PWWJ63I008 89236TPQ2 2029-03-13 4.050000 0.00 60000.00 60126.90 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 26 BD 28 1HNPXZSMMB7HMBMVBS46 694308JK4 2028-07-01 3.750000 0.00 499727.00 492043.70 Corporate Debt Securities ITC HLDGS CORP 3.35%27 549300HTO5U9D3SLE207 465685AP0 2027-11-15 3.350000 0.00 1737000.00 1721874.59 Corporate Debt Securities USAA CAP CORP FR 4.375%060128 5493007XLF4LU3U2W757 90327QDA4 2028-06-01 4.375000 0.00 170000.00 170704.08 Corporate Debt Securities JP MORGAN MORTG TR 2024-9 B-1 20550225 FLT N/A 46593DBL0 2055-02-25 6.946000 0.00 7360500.00 7529640.30 Private Label Collateralized Mortgage Obligations TORONTO DOMINION BK ONT FR 4.847%072729 PT3QB789TSUIDF371261 89115KAS9 2029-07-27 4.847000 0.00 3472000.00 3479374.24 Corporate Debt Securities OHIO PWR CO SR GLBL -Q NT 31 06ZODLC132CY1O2Y7D77 677415CT6 2031-01-15 1.625000 0.00 77000.00 66854.65 Corporate Debt Securities PEPSICO INC SR GLBL NT 41 FJSUNZKFNQ5YPJ5OT455 713448FF0 2041-10-21 2.625000 0.00 17000.00 11963.44 Corporate Debt Securities TEXAS EASTN TRANSMISSION LP SR 144A NT 48 549300SIOULUXXIDGA69 882384AE0 2048-01-15 4.150000 0.00 15000.00 11348.92 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 33 HL3H1H2BGXWVG3BSWR90 718172DB2 2033-02-15 5.375000 0.00 90000.00 93469.92 Corporate Debt Securities MORGAN STANLEY FR 5.664%041736 IGJSJL3JD5P30I6NJZ34 61747YGA7 2036-04-17 5.664000 0.00 95000.00 97162.45 Corporate Debt Securities KROGER CO SR GLBL NT1.7%31 6CPEOKI6OYJ13Q6O7870 501044DQ1 2031-01-15 1.700000 0.00 116000.00 101346.36 Corporate Debt Securities ROYAL BK CDA FR 4.24%080327 ES7IP3U3RHIGC71XBU11 78016FZS6 2027-08-03 4.240000 0.00 18000.00 18369.62 Corporate Debt Securities KEYSPAN GAS EAST CORP MTN BE SR GLBL 144A 26 K8TS3HOE1568DUBUJL44 49338CAB9 2026-08-15 2.742000 0.00 25000.00 25294.09 Corporate Debt Securities NORTHERN STS PWR CO MINN 1M GLBL BD2.9%50 3S1GHB0TEH85KX44SB51 665772CR8 2050-03-01 2.900000 0.00 12000.00 7715.56 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 34 MLU0ZO3ML4LN2LL2TL39 404280FQ7 2034-05-12 5.208000 0.00 4263000.00 4248798.53 Corporate Debt Securities NVR INC SR GLBL NT 3%30 529900RWXR4JI3JYTV70 62944TAF2 2030-05-15 3.000000 0.00 75000.00 70304.50 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 27 5493003STKEZ2S0RNU91 50077LBC9 2027-05-15 3.875000 0.00 2742000.00 2750556.56 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 28 5493008B6JBRUJ90QL97 37045XCG9 2028-01-05 3.850000 0.00 43000.00 42658.60 Corporate Debt Securities HCA INC. SR SEC GLBL NT29 L3CJ6J7LJ2DX62FTXD46 404119BX6 2029-06-15 4.125000 0.00 20000.00 19756.62 Corporate Debt Securities J.P. MORGAN MTG TR 2025-12MPR A-1D 20560625 FLT N/A 46660LAD9 2056-06-25 5.055000 0.00 36700.00 26555.98 Private Label Collateralized Mortgage Obligations J P MRGN MTG TR 2025-DSC1 A3 20650825 FLT N/A 46593TAE2 2065-08-25 5.982000 0.00 300000.00 255847.88 Private Label Collateralized Mortgage Obligations HCA INC. 5.875%29 L3CJ6J7LJ2DX62FTXD46 404119BW8 2029-02-01 5.875000 0.00 90000.00 94430.25 Corporate Debt Securities GLENCORE FDG LLC SR REGS NT 36 213800STG1QDNBY87K49 U37818CA4 2036-04-01 5.508000 0.00 55000.00 55339.90 Corporate Debt Securities PROLOGIS L P GLBL NT 3.05%50 GL16H1DHB0QSHP25F723 74340XCC3 2050-03-01 3.050000 0.00 90000.00 58199.25 Corporate Debt Securities STEEL DYNAMICS INC SR GLBL NT 55 549300HGGKEL4FYTTQ83 858119BT6 2055-05-15 5.750000 0.00 290000.00 280800.88 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL REGS NT 30 549300UVMBCBCIPSUI70 P3143NBH6 2030-01-14 3.150000 0.00 330000.00 307707.67 Corporate Debt Securities GLENCORE FDG LLC SR GLBL REGS 30 213800STG1QDNBY87K49 U37818AX6 2030-09-01 2.500000 0.00 50000.00 45762.83 Corporate Debt Securities SEQUOIA MORTGAGE TRUST 2025-12 A-4 20551225 FLT N/A 81749XAD5 2055-12-25 5.500000 0.00 8456600.00 6639554.76 Private Label Collateralized Mortgage Obligations WILLIAMS COS INC SR GLBL NT 36 D71FAKCBLFS2O0RBPG08 969457CV0 2036-03-15 5.150000 0.00 140000.00 139034.04 Corporate Debt Securities GEORGIA PWR CO SR GLBL 2022A 32 D981X4Z4RWS7PDMJUZ03 373334KQ3 2032-05-15 4.700000 0.00 1200000.00 1200758.67 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 26 9C1X8XOOTYY2FNYTVH06 369550AX6 2026-08-15 2.125000 0.00 29000.00 29252.84 Corporate Debt Securities DH EUROPE FIN II S A R L SR GLBL NT3.4%49 222100KDGL314CKTZ511 23291KAK1 2049-11-15 3.400000 0.00 76000.00 51892.63 Corporate Debt Securities DOMINION ENERGY INC SR -B NT 7%38 ILUL7B6Z54MRYCF6H308 25746UBD0 2038-06-15 7.000000 0.00 96000.00 106710.19 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL 144A 29 54930042348RKR3ZPN35 25179MBK8 2029-03-15 4.375000 0.00 422000.00 424062.64 Corporate Debt Securities DCP MIDSTREAM OPERATING LP SR GLBL NT 29 549300Y6CTBSE0QIPL28 23311VAH0 2029-05-15 5.125000 0.00 593000.00 603294.15 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM GLBL NT 5%29 549300T15RIMIKZC5Q38 136385BD2 2029-12-15 5.000000 0.00 100000.00 101319.89 Corporate Debt Securities COTERRA ENERGY INC SR GLBL NT 29 FCNMH6O7VWU7LHXMK351 127097AK9 2029-03-15 4.375000 0.00 50000.00 50244.39 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 53 3QRVFYR22IUIEOORTK28 25731VAB0 2053-10-15 6.250000 0.00 372000.00 387654.79 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT3.7%49 5493006ORUSIL88JOE18 03027XAY6 2049-10-15 3.700000 0.00 72000.00 51020.96 Corporate Debt Securities ANGEL OAK MTG TR 2020-1 A-1 20591225 FLT N/A 03464RAA1 2059-12-25 2.466000 0.00 277200.00 13262.59 Private Label Collateralized Mortgage Obligations ANGEL OAK MTG LN 2020-6 TR A-1 20650525 FLT N/A 03465AAA7 2065-05-25 1.261000 0.00 88340.00 13304.46 Private Label Collateralized Mortgage Obligations ANHEUSER BUSCH INBEV FIN INC SR NT 4%43 5493000EYEKDT0FBSQ91 035242AB2 2043-01-17 4.000000 0.00 85000.00 68299.67 Corporate Debt Securities BANNER HEALTH SR GLBL 2020A 30 PLD0E0WJKFN8IZJ2WD85 06654DAB3 2030-01-01 2.338000 0.00 1000.00 921.82 Corporate Debt Securities BLOCK FINL LLC SR GLBL NT 32 N/A 093662AK0 2032-09-15 5.375000 0.00 3569000.00 3585223.09 Corporate Debt Securities CB RICHARD ELLIS SVCS INC SR GLBL NT 36 549300CTE3HOMEUMM603 12505BAM2 2036-06-01 5.250000 0.00 1484000.00 1455963.53 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN VR 030525-030328 B6Q2VFHD1797Q7NZ3E43 02665WFW6 2028-03-03 4.468000 0.00 9000.00 9071.40 Corporate Debt Securities BBCMS MORTGAGE TRUST 2022-C17 E 20550917 2.5 N/A 054976AT2 2055-09-17 2.500000 0.00 1500000.00 1022634.50 Private Label Collateralized Mortgage Obligations ANHEUSER-BUSCH INBEV WLDW INC SR NT 3.75%42 549300CRGMZK3K53BF92 03523TBQ0 2042-07-15 3.750000 0.00 97000.00 76077.75 Corporate Debt Securities AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT 34 549300FKD9KVWNHSUU79 03063UAA9 2034-09-12 5.409000 0.00 102000.00 100039.02 Corporate Debt Securities AMERICAN HOMES 4 RENT L P SR GLBL NT 30 549300N4PXZ37U8QKI55 02666TAK3 2030-06-15 4.950000 0.00 90000.00 90156.15 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.15%010829 B6Q2VFHD1797Q7NZ3E43 02665WGR6 2029-01-08 4.150000 0.00 16000.00 15808.50 Corporate Debt Securities ATHENE GLOBAL FDG REGS NT 5.583%29 549300LM1QSI4MSIL320 04686E3W0 2029-01-09 5.583000 0.00 9000.00 9114.59 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT2.8%30 5IDHQUFVC8Q2KIBBFF06 03040WAW5 2030-05-01 2.800000 0.00 58000.00 54363.40 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT 28 5IDHQUFVC8Q2KIBBFF06 03040WAS4 2028-09-01 3.750000 0.00 71000.00 70987.57 Corporate Debt Securities AMGEN INC SR GLBL NT3.2%27 62QBXGPJ34PQ72Z12S66 031162CQ1 2027-11-02 3.200000 0.00 50000.00 49602.06 Corporate Debt Securities ALPHABET INC SR GLBL NT 32 5493006MHB84DD0ZWV18 02079KAX5 2032-11-15 4.375000 0.00 96000.00 93729.23 Corporate Debt Securities AMAZON COM INC SR GLBL NT 28 ZXTILKJKG63JELOEG630 023135DB9 2028-03-13 3.850000 0.00 85000.00 85497.96 Corporate Debt Securities AMERICAN HOMES 4 RENT L P 4.9%29 549300N4PXZ37U8QKI55 02666TAB3 2029-02-15 4.900000 0.00 445000.00 455615.23 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT4.8%45 I1BZKREC126H0VB1BL91 26441CAP0 2045-12-15 4.800000 0.00 65000.00 55445.22 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT5.4%48 54930035UDEIH090K650 205887CE0 2048-11-01 5.400000 0.00 326000.00 280154.62 Corporate Debt Securities COOPERATIEVE RABOBANK UA NY SNR PREF FL NT26 DG3RU1DBUFHT4ZF9WN62 21688ABG6 2026-08-28 4.266500 0.00 1000000.00 1007840.11 Corporate Debt Securities BECLE SAB DE CV SR REGS NT2.5%31 529900JY55CZKMJLCE09 P0929YAA4 2031-10-14 2.500000 0.00 330000.00 283925.58 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.456%060832 PT3QB789TSUIDF371261 89115A2E1 2032-06-08 4.456000 0.00 98000.00 95865.58 Corporate Debt Securities UBS AG STAMFORD BRH SR NT 4.864%28 254900R882POXXVAK772 90261AAD4 2028-01-10 4.864000 0.00 750000.00 753388.00 Corporate Debt Securities ENEL FIN INTL N.V. GLBL REGS NT 34 0YQH6LCEF474UTUV4B96 N30707AX6 2034-06-26 5.500000 0.00 250000.00 250759.31 Corporate Debt Securities MARKS AND SPENCER PLC SR GLBL REGS 37 213800CN1RI3UCIZWB95 G5825LAA6 2037-12-01 7.125000 0.00 150000.00 162212.25 Corporate Debt Securities ROYAL BK CDA FR 5%050233 ES7IP3U3RHIGC71XBU11 78016HZQ6 2033-05-02 5.000000 0.00 13000.00 13071.38 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP JR SB GLBL CFGNEKW0P8842LEUIA51 693475BD6 2079-12-31 6.000000 0.00 88000.00 89034.59 Corporate Debt Securities SOUTHERN CO JR SB GLBL 55 549300FC3G3YU2FBZD92 842587EB9 2055-03-15 6.375000 0.00 10000.00 10390.33 Corporate Debt Securities BPCE FR 4.76%011332 9695005MSX1OYEMGDF46 F11494CN3 2032-01-13 4.760000 0.00 426000.00 417654.66 Corporate Debt Securities MID-AMERICA APTS LP SR GLBL NT 51 549300FXWGE3QSYCUJ38 59523UAU1 2051-09-15 2.875000 0.00 16000.00 9825.30 Corporate Debt Securities MOODYS CORP SR GLBL NT 50 549300GCEDD8YCF5WU84 615369AT2 2050-05-20 3.250000 0.00 12000.00 7728.24 Corporate Debt Securities MOODYS CORP SR GLBL NT 5%34 549300GCEDD8YCF5WU84 615369BA2 2034-08-05 5.000000 0.00 11000.00 11063.96 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT 33 CUMYEZJOAF02RYZ1JJ85 74251VAT9 2033-03-15 5.375000 0.00 377000.00 387056.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 57 784F5XWPLTWKTBV3E584 38145GAX8 2057-07-21 6.215000 0.00 1048000.00 1043112.54 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.561%34 784F5XWPLTWKTBV3E584 38141GA53 2034-10-24 6.561000 0.00 1500000.00 1620927.38 Corporate Debt Securities NUCOR CORP SR GLBL REGS 55 549300GGJCRSI2TIEJ46 U66980AC4 2055-12-15 2.979000 0.00 300000.00 179470.95 Corporate Debt Securities MASSACHUSETTS MUT LIFE SB REGS NT3.2%61 R6ZXK5P01NP6HXSY1S07 U57576AJ6 2061-12-01 3.200000 0.00 125000.00 72495.42 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 31 5493008B6JBRUJ90QL97 37045XER3 2031-02-08 5.750000 0.00 37000.00 38877.08 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 31 CFGNEKW0P8842LEUIA51 693475CB9 2031-01-29 5.222000 0.00 11000.00 11098.89 Corporate Debt Securities PNW TR 2026-ARTE D 20410415 FLT N/A 73020TAG4 2041-04-15 7.185200 0.00 6180000.00 6183444.79 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 2.239%072132 IGJSJL3JD5P30I6NJZ34 61747YED3 2032-07-21 2.239000 0.00 44634000.00 38874069.09 Corporate Debt Securities RENAISSANCERE HLDGS LTD SR GLBL NT5.8%35 EK6GB9U3U58PDI411C94 75968NAG6 2035-04-01 5.800000 0.00 96000.00 98756.48 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR GLBL NT 66 N/A 472140AK8 2066-04-15 6.375000 0.00 5331000.00 5078421.66 Corporate Debt Securities NYT MTG TR 2019-NYT C 20351217 FLT N/A 62954PAJ9 2035-12-17 5.674000 0.00 6820000.00 6223398.53 Private Label Collateralized Mortgage Obligations TRANE TECHNOLOGIES FINANCING L SR GLBL NT 33 549300A5OEF3CJI2CO89 892938AA9 2033-03-03 5.250000 0.00 1120000.00 1153659.73 Corporate Debt Securities MORGAN STANLEY FR 5.466%011835 IGJSJL3JD5P30I6NJZ34 61747YFL4 2035-01-18 5.466000 0.00 252000.00 252434.41 Corporate Debt Securities NEW RES MTG LN TR 2022-NQM4 B-1 20620725 FLT N/A 64831UAE4 2062-07-25 4.911200 0.00 4903000.00 4206860.54 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 4.133%101829 IGJSJL3JD5P30I6NJZ34 61748UAK8 2029-10-18 4.133000 0.00 87000.00 86677.66 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT4.6%35 549300WTZWR07K8MNV44 375558BG7 2035-09-01 4.600000 0.00 51000.00 49722.28 Corporate Debt Securities J.P. MORGAN MTG TR 2023-HE2 M-3 20540320 FLT N/A 46657FAD7 2054-03-25 6.871400 0.00 263080.00 199213.71 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VR 012026-010930 IGJSJL3JD5P30I6NJZ34 61748UAQ5 2030-01-09 4.456700 0.00 1000.00 998.56 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR DEB 6.25%36 549300HOF34RGOJ5YL07 472319AC6 2036-01-15 6.250000 0.00 6000.00 6070.13 Corporate Debt Securities J.P. MORGAN MTG TR 2026-4MPR A-3 20561025 FLT N/A 46594UAH1 2056-10-25 6.296000 0.00 250000.00 237962.32 Private Label Collateralized Mortgage Obligations UWM MTG TR 2021-INV3 A-7 20511125 FLT N/A 90355RAK8 2051-11-25 2.500000 0.00 800360.00 568715.27 Private Label Collateralized Mortgage Obligations ENEL FIN INTL N.V. SR GLBL REGS 37 0YQH6LCEF474UTUV4B96 L2967VCZ6 2037-09-15 6.800000 0.00 254000.00 279514.02 Corporate Debt Securities YALE NEW HAVEN HEALTH SVCS COR SR -2020 BD 50 549300AVJD56IH6OKW11 98459HAA0 2050-07-01 2.496000 0.00 175000.00 99200.50 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 51 549300XTO5VR8SKV1V74 91913YBD1 2051-12-01 3.650000 0.00 10450000.00 7124113.33 Corporate Debt Securities EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 30 959800T4M5QUPYMSCH69 P37466AR3 2030-05-07 3.650000 0.00 640000.00 607863.47 Corporate Debt Securities STATE STR CORP 4.141%29 549300ZFEEJ2IP5VME73 857477BD4 2029-12-03 4.141000 0.00 496000.00 493699.36 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 35 HL3H1H2BGXWVG3BSWR90 718172EA3 2035-10-29 4.625000 0.00 62000.00 59422.63 Corporate Debt Securities NATIONAL HEALTH INVS INC SR GLBL NT 33 549300ZPKZIG6DKDEC02 63633DAG9 2033-02-01 5.350000 0.00 495000.00 498865.95 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR 144A NT 5%27 529900IKZG65COT1D505 806851AL5 2027-05-29 5.000000 0.00 1392000.00 1409693.87 Corporate Debt Securities SAN DIEGO GAS & ELEC CO 1M GLBL -CCCC 35 KNIRVXKVNJJ4P8OTMS63 797440CG7 2035-04-15 5.400000 0.00 98000.00 99549.38 Corporate Debt Securities LPL HLDGS INC SR GLBL NT 35 549300Z5YF8CCRMYUL26 50212YAQ7 2035-06-15 5.750000 0.00 98000.00 97118.71 Corporate Debt Securities HEALTH CARE SVC CORP SR GLBL 144A 50 549300TMJ1FKCKECR148 42218SAH1 2050-06-01 3.200000 0.00 57000.00 35773.96 Corporate Debt Securities JETBLUE AIRWAYS CORP 2020-1 1A 20340515 4.0 N/A 477164AA5 2034-05-15 4.000000 0.00 10000.00 6034.74 Asset-Backed Securities LAS VEGAS SANDS CORP SR GLBL NT5.3%31 549300DUOO1KXOHPM605 517834AR8 2031-05-15 5.300000 0.00 414000.00 414034.50 Corporate Debt Securities HOME DEPOT INC SR GLBL NT3.5%56 QEKMOTMBBKA8I816DO57 437076BP6 2056-09-15 3.500000 0.00 93000.00 62515.74 Corporate Debt Securities NEWMONT CORP/NEWCREST FIN P SR GLBL NT 30 N/A 65163LAB5 2030-05-13 3.250000 0.00 253000.00 242268.16 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT4.4%29 549300WTZWR07K8MNV44 375558CK7 2029-05-20 4.400000 0.00 9000.00 9029.59 Corporate Debt Securities JONES LANG LASALLE INC SR GLBL NT 28 6SYKCME112RT8TQUO411 48020QAB3 2028-12-01 6.875000 0.00 201000.00 211893.86 Corporate Debt Securities GEORGIA PWR CO GLBL 2024B NT 34 D981X4Z4RWS7PDMJUZ03 373334KW0 2034-03-15 5.250000 0.00 2774000.00 2829877.61 Corporate Debt Securities JERSEY CENT PWR & LT CO SR GLBL NT4.4%31 549300W9UGH9ZPLNPF79 476556DL6 2031-01-15 4.400000 0.00 13000.00 12708.74 Corporate Debt Securities GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31 549300OI9J7XOWZMUN85 36266GAB3 2031-01-15 4.800000 0.00 75000.00 74698.00 Corporate Debt Securities PROLOGIS L P SR GLBL NT 3%50 GL16H1DHB0QSHP25F723 74340XBP5 2050-04-15 3.000000 0.00 19000.00 12116.74 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT5.2%32 6S552MUG6KGJVEBSEC55 620076CB3 2032-08-15 5.200000 0.00 10000.00 10197.48 Corporate Debt Securities NORTHWESTERN MUTUAL GLOBAL FDG FR 4.4%033029 635400LZXFVELZDVP257 66815L3A5 2029-03-30 4.400000 0.00 11000.00 11078.50 Corporate Debt Securities PETRONAS CAPITAL LTD FR 3.404%042861 549300G7YFX3540OYR85 Y6886MAC4 2061-04-28 3.404000 0.00 870000.00 557325.19 Corporate Debt Securities SUTTER HEALTH SR GLBL 2018A 48 549300MJCC12LU768G81 86944BAE3 2048-08-15 4.091000 0.00 80000.00 63491.52 Corporate Debt Securities SYDNEY AIRPORT FINANCE COM PTY SR SEC GLBL 36 549300MJAANHLHOVTO40 Q8809VAP4 2036-03-26 5.248000 0.00 600000.00 595339.33 Corporate Debt Securities UNITEDHEALTH GROUP INC SR NT 4.375%42 549300GHBMY8T5GXDE41 91324PBW1 2042-03-15 4.375000 0.00 75000.00 64709.83 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BS7 2054-10-01 6.875000 0.00 105000.00 108836.35 Corporate Debt Securities SYSCO CORP SR GLBL NT 31 5RGWIFLMGH3YS7KWI652 871829BQ9 2031-12-14 2.450000 0.00 491000.00 433719.26 Corporate Debt Securities DAIMLER TRUCKS FIN NORTH AMER GLBL REGS NT 31 5493003HSDTSCZRXBA58 U2340BAH0 2031-12-14 2.500000 0.00 200000.00 175962.78 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT2.3%31 549300GHBMY8T5GXDE41 91324PED0 2031-05-15 2.300000 0.00 10000.00 8944.56 Corporate Debt Securities S&P GLOBAL INC SR GLBL NT3.9%62 Y6X4K52KMJMZE7I7MY94 78409VBM5 2062-03-01 3.900000 0.00 96000.00 67634.88 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM SUB 144A NT 39 O06XD7BJ4EPXNABVFN69 878091BC0 2039-12-16 6.850000 0.00 2000.00 2187.16 Corporate Debt Securities PRUDENTIAL FINL INC FR 3.7%031351 5PRBRS5FEH7NREC8OR45 74432QCF0 2051-03-13 3.700000 0.00 217000.00 154222.62 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY LW TIER II 47 549300Y0HHMFW3EVWY08 654579AF8 2047-09-19 4.000000 0.00 300000.00 301277.00 Corporate Debt Securities NATIONWIDE MUT INS CO SUB GLBL 144A 39 Z7LVXXWM8HZPKF5T2355 638671AK3 2039-08-15 9.375000 0.00 27000.00 35399.14 Corporate Debt Securities WASHINGTON UNIV SR 2022 SNK BD54 2V765680J33YAZOYW441 940663AC1 2054-04-15 3.524000 0.00 4000.00 2812.46 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT4.2%34 5493002KF87V5RSRQS84 66989HAV0 2034-09-18 4.200000 0.00 10439000.00 10048546.60 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.2%47 549300GHBMY8T5GXDE41 91324PCX8 2047-01-15 4.200000 0.00 1000000.00 786136.67 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 29 THRNG6BD57P9QWTQLG42 316773DK3 2029-07-27 6.339000 0.00 73000.00 75145.06 Corporate Debt Securities SOCIETE GENERALE FR 3.337%012133 O2RNE8IBXP4R0TD8PU41 83368TBJ6 2033-01-21 3.337000 0.00 200000.00 179895.39 Corporate Debt Securities RENAISSANCERE FIN INC SR GLBL NT 27 54930048ETFU7B0OJ457 75973QAA5 2027-07-01 3.450000 0.00 888000.00 882561.00 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY 1M GLBL BD5.3%55 NINLOILYRTLIMK26MZ18 595620AZ8 2055-02-01 5.300000 0.00 803000.00 736784.62 Corporate Debt Securities J.P. MORGAN MTG TR 2025-VIS3 M-1 20660225 FLT N/A 46594EAF1 2066-02-25 6.010000 0.00 1044000.00 1041082.37 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 5.042%071930 IGJSJL3JD5P30I6NJZ34 61747YFS9 2030-07-19 5.042000 0.00 71000.00 71325.23 Corporate Debt Securities MID-AMERICA APTS LP SR GLBL NT 30 549300FXWGE3QSYCUJ38 59523UAR8 2030-03-15 2.750000 0.00 69000.00 65018.62 Corporate Debt Securities MICROSOFT CORP SR GLBL NT2.4%26 INR2EJN1ERAN0W5ZP974 594918BR4 2026-08-08 2.400000 0.00 12000.00 12131.92 Corporate Debt Securities PULTE GROUP INC SR GLBL NT4.9%36 N/A 745867AZ4 2036-03-01 4.900000 0.00 75000.00 73512.29 Corporate Debt Securities RCKT MRTG TR 2024-CES6 A-3 20440925 FLT N/A 749410AD8 2044-09-25 5.991000 0.00 350000.00 352727.73 Asset-Backed Securities MICRON TECHNOLOGY INC SR GLBL NT 32 B3DXGBC8GAIYWI2Z0172 595112CG6 2032-11-01 5.650000 0.00 23000.00 23691.49 Corporate Debt Securities PROLOGIS L P SR GLBL NT 48 GL16H1DHB0QSHP25F723 74340XBJ9 2048-09-15 4.375000 0.00 69000.00 56314.89 Corporate Debt Securities HONEYWELL AEROSPACE INC SR GLBL 144A 28 213800ZUAQRBYL67JS90 43849RAA3 2028-03-16 3.900000 0.00 262000.00 262892.11 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -C NT 50 549300SVYJS666PQJH88 337932AM9 2050-03-01 3.400000 0.00 3380000.00 2250358.93 Corporate Debt Securities CITIZENS AUTO REC TR 2024-1 A-3 20280417 5.1 N/A 17331QAD8 2028-04-17 5.110000 0.00 3000.00 921.61 Asset-Backed Securities DTE ELEC CO 1M GLBL -B BD 35 9N0FWODEJVKHC2DYLO03 23338VAY2 2035-05-15 5.250000 0.00 548000.00 550451.39 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD 52 7NKTFWJ1G6MELP9TU740 210518DN3 2052-08-15 2.650000 0.00 18000.00 10513.97 Corporate Debt Securities DEUTSCHE BK AG N Y LW TIER II 34 7LTWFZYICNSX8D621K86 251526CT4 2034-02-10 7.079000 0.00 250000.00 275021.31 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP GLBL NT 2.5%31 549300CJHBL7JBUA6503 11120VAL7 2031-08-16 2.500000 0.00 22000.00 19731.32 Corporate Debt Securities WELLS FARGO & CO SUB GLBL NT 44 PBLD0EJDB5FWOLXP3B76 949746RF0 2044-01-15 5.606000 0.00 2445000.00 2288548.25 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL -D NT 53 CQKUMNNZVDJLRYV2PT43 927804GN8 2053-08-15 5.700000 0.00 26000.00 25080.99 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 33 2S72QS2UO2OESLG6Y829 92343VGT5 2033-05-09 5.050000 0.00 38000.00 38085.61 Corporate Debt Securities SOLVAY FIN AMER LLC SR GLBL REGS 29 54930073OEL5K0Y7NK81 U8344PAE9 2029-06-04 5.650000 0.00 360000.00 370247.70 Corporate Debt Securities TRUIST FINL CORP FR 5.153%080532 549300DRQQI75D2JP341 89788MAT9 2032-08-05 5.153000 0.00 163000.00 166816.23 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 56 N/A 893574AV5 2056-03-15 5.750000 0.00 11036000.00 10617208.32 Corporate Debt Securities AMERICAN EXPRESS CO SR NT 4.009%29 R4PP93JZOLY261QX3811 025816EN5 2029-02-09 4.009000 0.00 50000.00 50511.14 Corporate Debt Securities AMGEN INC SR GLBL NT2.3%31 62QBXGPJ34PQ72Z12S66 031162CW8 2031-02-25 2.300000 0.00 41000.00 37119.62 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT3.5%49 LGJNMI9GH8XIDG5RCM61 98389BAX8 2049-12-01 3.500000 0.00 80000.00 54492.27 Corporate Debt Securities FORTRESS CR OPP CLO LTD 025-37 C 20330720 FLT N/A G3641FAC2 2033-07-20 7.229200 0.00 17220000.00 17032627.89 Asset-Backed Securities BNP PARIBAS FR 2.871%041932 R0MUWSFPU8MPRO8K5P83 09659W2P8 2032-04-19 2.871000 0.00 1640000.00 1494375.38 Corporate Debt Securities BANK 2024-BNK47 A-5 20570615 5.7 N/A 06540GAV0 2057-06-15 5.716000 0.00 12050.00 12462.91 Private Label Collateralized Mortgage Obligations BAYER US FIN II LLC SR GLBL 144A 35 529900XWNEXYNJ3X6T40 07274NBA0 2035-07-30 5.500000 0.00 12000.00 11738.64 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 49 549300JD0S5IZJE9LY15 084659AR2 2049-01-15 4.450000 0.00 2353000.00 1866300.25 Corporate Debt Securities MERCADOLIBRE INC SR GLBL NT 31 549300DKPDN9M5S8GB14 58733RAF9 2031-01-14 3.125000 0.00 363000.00 330448.23 Corporate Debt Securities PROLOGIS L P SR GLBL NT 35 GL16H1DHB0QSHP25F723 74340XCR0 2035-05-15 5.250000 0.00 121000.00 121336.78 Corporate Debt Securities HYUNDAI CAP AMER FR 5.68%062628 549300RIPPWJB5Z0FK07 44891CCH4 2028-06-26 5.680000 0.00 10000.00 10204.32 Corporate Debt Securities ORACLE CORP SR GLBL NT 51 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 2051-03-25 3.950000 0.00 6593000.00 4081495.54 Corporate Debt Securities MELLO MTG CAP ACCPT 2021-INV3 A-5 20511025 FLT N/A 585491AJ2 2051-10-25 2.500000 0.00 1316000.00 862687.13 Private Label Collateralized Mortgage Obligations INTERNATIONAL FLAVORS&FRAGRANC SR GLBL NT 28 BZLRL03D3GPGMOGFO832 459506AK7 2028-09-26 4.450000 0.00 4159000.00 4197642.89 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR NT 5.15%42 N/A 72650RBA9 2042-06-01 5.150000 0.00 13000.00 11744.37 Corporate Debt Securities MERCY HEALTH 2018A BD4.302%28 5493006NA7JSVYYYF398 58942HAC5 2028-07-01 4.302000 0.00 50000.00 49772.25 Corporate Debt Securities PACIFICORP 1M GLBL BD3.3%51 SGY07Y7FNYBNLM6Z1M11 695114CX4 2051-03-15 3.300000 0.00 32000.00 20071.89 Corporate Debt Securities MEDTRONIC INC SR GLBL NT 45 D56MRZY2INAN94ZONZ37 585055BU9 2045-03-15 4.625000 0.00 42000.00 37266.27 Corporate Debt Securities HUT 8 DC LLC 1LIEN GLBL 42 2549001DBTVKADI7M690 44813DAA4 2042-11-15 6.192000 0.00 5000000.00 4928600.00 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 2.871%011433 ACMHD8HWFMFUIQQ8Y590 55608JAZ1 2033-01-14 2.871000 0.00 15000.00 13308.99 Corporate Debt Securities WISCONSIN ELEC PWR CO GLBL DEB 4.75%32 AENKIFMULUAWOUU8Q584 976656CN6 2032-09-30 4.750000 0.00 60000.00 60402.20 Corporate Debt Securities SIXTH STREET SPECIALTY LENDING SR GLBL NT 31 549300TX61566GJWCN05 83012AAE9 2031-08-15 5.650000 0.00 2788000.00 2757874.89 Corporate Debt Securities PROLOGIS TA US LOG FD L P SR 144A NT 31 5493004DTBWUQ9F2VJ87 74350LAD6 2031-01-15 4.250000 0.00 3000.00 2908.23 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR NT 5.15%43 549300JD0S5IZJE9LY15 59562VBD8 2043-11-15 5.150000 0.00 382000.00 351987.11 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2023A 28 9R1Z5I36FERIBVKW4P77 842400HU0 2028-03-01 5.300000 0.00 65000.00 66950.87 Corporate Debt Securities STATE STR CORP SR GLBL NT 29 549300ZFEEJ2IP5VME73 857477CF8 2029-11-21 5.684000 0.00 85000.00 87831.54 Corporate Debt Securities ORACLE CORP SR GLBL NT4.3%34 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 2034-07-08 4.300000 0.00 7225000.00 6200980.68 Corporate Debt Securities ICON INVTS SIX DESIGNATED ACTI SR SEC GLBL NT34 635400FQ1M7J2CHLAS59 45115AAC8 2034-05-08 6.000000 0.00 5314000.00 5457814.55 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 28 5493000F4ZO33MV32P92 45866FBB9 2028-09-01 3.625000 0.00 76000.00 76125.94 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -K NT 51 F3TJNSIZRGXRH8GEIK79 744533BP4 2051-08-15 3.150000 0.00 12000.00 7643.34 Corporate Debt Securities METLIFE INC SR GLBL NT 5%52 C4BXATY60WC6XEOZDX54 59156RCC0 2052-07-15 5.000000 0.00 385000.00 332136.51 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT5.1%35 54930003T4SXCIWVXY35 776696AM8 2035-09-15 5.100000 0.00 64000.00 62350.51 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 34 CFGNEKW0P8842LEUIA51 693475BM6 2034-01-24 5.068000 0.00 202000.00 199429.64 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 33 5493004KVU1HWZCP0C66 970648AM3 2033-05-15 5.350000 0.00 410000.00 414561.02 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 5%36 549300V2JRLO5DIFGE82 87264ADZ5 2036-02-15 5.000000 0.00 8920000.00 8711351.29 Corporate Debt Securities 3M CO FR 2.25%091926 LUZQVYP4VS22CLWDAR65 88579YAV3 2026-09-19 2.250000 0.00 1313000.00 1320431.58 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAD7 2039-09-30 4.875000 0.00 628.00 558.92 Corporate Debt Securities TEXAS HEALTH RES SR SEC 2020 BD50 54930008C10TUBW7Z611 882484AC2 2050-11-15 2.328000 0.00 28000.00 15401.53 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 34 D71FAKCBLFS2O0RBPG08 88339WAC0 2034-03-15 5.150000 0.00 12114000.00 12146653.96 Corporate Debt Securities TOYOTA MTR CR CORP FR 5%070833 Z2VZBHUMB7PWWJ63I008 89236TQF5 2033-07-08 5.000000 0.00 8544000.00 8479027.63 Corporate Debt Securities MARTIN MARIETTA MATLS INC SR GLBL NT5.5%54 5299005MZ4WZECVATV08 573284BB1 2054-12-01 5.500000 0.00 45000.00 41332.80 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT5.4%48 HKUPACFHSSASQK8HLS17 681919BU9 2048-10-01 5.400000 0.00 35000.00 30535.05 Corporate Debt Securities INTEL CORP SR GLBL NT 43 KNX4USFCNGPY45LOCE31 458140CH1 2043-02-10 5.625000 0.00 20000.00 19026.17 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 4.75%020331 254900OYVDRYS9J51J61 71568QAZ0 2031-02-03 4.750000 0.00 500000.00 484460.00 Corporate Debt Securities MCR MORTGAGE 2024-HTL C 20370217 FLT N/A 55286PAE3 2037-02-17 6.783500 0.00 2200000.00 1776533.82 Private Label Collateralized Mortgage Obligations INTERNATIONAL BUSINESS MACHS SR GLBL DEB 32 VGRQXHF3J8VDLUA7XE92 459200BB6 2032-11-29 5.875000 0.00 75000.00 78704.85 Corporate Debt Securities INTERSTATE PWR & LT CO SR GLBL DB3.7%46 EF9UQIIO4KY2BWOK3P26 461070AN4 2046-09-15 3.700000 0.00 10000.00 7377.88 Corporate Debt Securities MANUFACTURERS & TRADERS TR CO LW TIER II 27 WWB2V0FCW3A0EE3ZJN75 55279HAQ3 2027-08-17 3.400000 0.00 295000.00 296294.72 Corporate Debt Securities OGLETHORPE POWER CORP 1M GLBL 144A 31 3EERXCUSWMS9GV5D9M98 677050AC0 2031-01-01 6.191000 0.00 3897000.00 2522599.14 Corporate Debt Securities INTEL CORP SR GLBL NT5.7%53 KNX4USFCNGPY45LOCE31 458140CJ7 2053-02-10 5.700000 0.00 176000.00 160548.08 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 31 QEKMOTMBBKA8I816DO57 437076CJ9 2031-09-15 1.875000 0.00 69000.00 60516.68 Corporate Debt Securities LIFE MORTGAGE TRUST 2022-BMR2 B 20380517 FLT N/A 53218DAE8 2038-05-17 5.470300 0.00 6750000.00 5888910.84 Private Label Collateralized Mortgage Obligations HOME DEPOT INC SR GLBL NT 31 QEKMOTMBBKA8I816DO57 437076CF7 2031-03-15 1.375000 0.00 13000.00 11263.91 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 172967LU3 2039-01-24 3.878000 0.00 4201000.00 3573345.63 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967QA2 2031-05-07 4.952000 0.00 36000.00 36293.93 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT3.8%28 54930012H97VSM0I2R19 22822VAK7 2028-02-15 3.800000 0.00 370000.00 371088.62 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.85%101129 E0KSF7PFQ210NWI8Z391 24422EWN5 2029-10-11 4.850000 0.00 1000.00 1025.41 Corporate Debt Securities CITIGROUP INC JR SB GLBL NT 34 6SHGI4ZSSLCXXQSBB395 17327CAR4 2034-05-25 6.174000 0.00 901000.00 936705.73 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 34 6SHGI4ZSSLCXXQSBB395 172967PN5 2034-11-19 5.592000 0.00 66000.00 67334.78 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR GLBL NT 34 S2PEWKCZFFECR4533P43 210385AD2 2034-01-15 6.125000 0.00 11000.00 11518.67 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 53 5493001NEDZNIFRP2R92 224044CT2 2053-12-15 5.800000 0.00 2103000.00 1669426.83 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 55 BQ4BKCS1HXDV9HN80Z93 30303MAE2 2055-11-15 5.625000 0.00 427000.00 361666.86 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 54 MTLVN9N7JE8MIBIJ1H73 29273VBB5 2054-09-01 6.050000 0.00 36000.00 34482.18 Corporate Debt Securities ENERGY TRANSFER L P SR NT 5.15%45 MTLVN9N7JE8MIBIJ1H73 29273RBF5 2045-03-15 5.150000 0.00 81000.00 71585.82 Corporate Debt Securities ABBVIE INC SR GLBL NT 56 FR5LCKFTG8054YNNRU85 00287YEH8 2056-03-15 5.550000 0.00 17271000.00 16561723.21 Corporate Debt Securities ADOBE INC SR GLBL NT 27 FU4LY2G4933NH2E1CP29 00724PAE9 2027-04-04 4.850000 0.00 44000.00 44854.59 Corporate Debt Securities SUMISHO AIR LEASE CORP SR GLBL NT 28 5493004NW4M4P8TMMK63 00912XBF0 2028-10-01 4.625000 0.00 144000.00 145445.28 Corporate Debt Securities BANK OF AMER CORP FR 5.015%072233 9DJT3UXIJIZJI4WXO774 06051GKY4 2033-07-22 5.015000 0.00 130000.00 129156.79 Corporate Debt Securities BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 31 549300ORP3TTCNXSYO43 09261HCC9 2031-05-15 5.950000 0.00 10000.00 9956.36 Corporate Debt Securities BANK OF AMER CORP FR 3.248%102127 9DJT3UXIJIZJI4WXO774 06051GGA1 2027-10-21 3.248000 0.00 20000.00 19925.44 Corporate Debt Securities ALLY FINL INC SR GLBL NT 31 549300JBN1OSM8YNAI90 02005NBW9 2031-01-17 5.543000 0.00 70000.00 70358.09 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT2.3%27 549300RLHFT5RU20WM87 084664CZ2 2027-03-15 2.300000 0.00 10000.00 9977.69 Corporate Debt Securities CITIGROUP INC GLBL SB NT 33 6SHGI4ZSSLCXXQSBB395 172967CC3 2033-10-31 6.000000 0.00 835000.00 871714.95 Corporate Debt Securities CITIGROUP INC SR NT 6.875%98 6SHGI4ZSSLCXXQSBB395 172967AS0 2098-02-15 6.875000 0.00 10000.00 11290.81 Corporate Debt Securities CONCENTRIX CORP GLBL NT 6.65%26 5493000EAJN1KMPVA737 20602DAA9 2026-08-02 6.650000 0.00 55000.00 56809.24 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 C53 VZFZPMWDHTQCFKYOBP05 209111GG2 2053-11-15 5.900000 0.00 13000.00 12688.07 Corporate Debt Securities FORD CR AUTO OWNER TR 2024-D A-2A 20271015 4.5 N/A 34535VAB0 2027-10-15 4.590000 0.00 1000.00 33.23 Asset-Backed Securities T. ROWE PRICE OHA SELECT PRIVA SR GLBL 144A 31 549300VHXBFPDWCF4J14 87286VAA1 2031-07-02 6.500000 0.00 2704000.00 2687468.04 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 4%50 2S72QS2UO2OESLG6Y829 92343VFD1 2050-03-22 4.000000 0.00 54000.00 39800.34 Corporate Debt Securities AEP TEX INC SR GLBL -I NT 30 5493001L78U618KXNZ75 00108WAM2 2030-07-01 2.100000 0.00 52000.00 46885.80 Corporate Debt Securities ABBVIE INC SR GLBL NT 28 FR5LCKFTG8054YNNRU85 00287YBF5 2028-11-14 4.250000 0.00 145000.00 145548.14 Corporate Debt Securities ABBOTT LABORATORIES SR GLBL NT4.9%46 HQD377W2YR662HK5JX27 002824BH2 2046-11-30 4.900000 0.00 506000.00 452716.51 Corporate Debt Securities CNO GLOBAL FUNDING SR SEC GLBL 29 6354008GTNR4833ULD48 18977W2C3 2029-01-06 2.650000 0.00 4019000.00 3808003.62 Corporate Debt Securities COCA COLA CONS INC SR GLBL NT 29 57VG5X0E00X0QJU7CQ58 191098AM4 2029-06-01 5.250000 0.00 13000.00 13301.34 Corporate Debt Securities CONAGRA BRANDS INC CR SEN SR NT 31 54930035UDEIH090K650 205887CM2 2031-08-01 5.400000 0.00 1157000.00 1158851.20 Corporate Debt Securities CAMDEN PPTY TR SR GLBL NT2.8%30 5493002MYX22OHYJBD89 133131AZ5 2030-05-15 2.800000 0.00 64000.00 59886.79 Corporate Debt Securities ENEL CHILE SA SR GLBL NT 28 549300YM5CWCAUVOPB53 29278DAA3 2028-06-12 4.875000 0.00 11000.00 11066.94 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D29 7LTWFZYICNSX8D621K86 251526CU1 2029-11-20 6.819000 0.00 526000.00 554881.91 Corporate Debt Securities DOVER CORP SR GLBL DEB 35 549300FMC2ALGA7N9E80 260003AF5 2035-10-15 5.375000 0.00 228000.00 232914.86 Corporate Debt Securities EQT TR 2026-IND1 A 20410715 0.0 N/A 29439AAA5 2041-07-15 4.850000 0.00 9857000.00 9877768.15 Private Label Collateralized Mortgage Obligations ENTERPRISE PRODS OPER LLC SR GLBL NT4.8%49 5493004LGN656HWLDA30 29379VBU6 2049-02-01 4.800000 0.00 2821000.00 2457909.09 Corporate Debt Securities EXETER AUTOMOBILE RECV 2026-3 D 20311015 5.4 N/A 30167AAF0 2031-10-15 5.440000 0.00 1000.00 1000.92 Asset-Backed Securities BALTIMORE GAS & ELEC CO SR NT 6.05%56 88V8C2WYSOD1SPSSLH72 059165EW6 2056-06-01 6.050000 0.00 10000.00 9917.36 Corporate Debt Securities BANK OF AMER CORP FR 2.972%072152 9DJT3UXIJIZJI4WXO774 06051GKB4 2052-07-21 2.972000 0.00 180000.00 111271.60 Corporate Debt Securities BPCE FR 3.5%102327 9695005MSX1OYEMGDF46 05584KAC2 2027-10-23 3.500000 0.00 350000.00 348452.22 Corporate Debt Securities BMW US CAP LLC SR GLBL 144A 30 KK5MZM9DIXLXZL9DZL15 05565EBL8 2030-04-09 4.150000 0.00 300000.00 295134.33 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 32 5493003NUVITP3TMY274 055451BK3 2032-02-21 5.125000 0.00 71000.00 73058.13 Corporate Debt Securities BANK OF AMER CORP FR 5.518%102535 9DJT3UXIJIZJI4WXO774 06051GMD8 2035-10-25 5.518000 0.00 14000.00 14070.07 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 28 MTLVN9N7JE8MIBIJ1H73 29278NAF0 2028-06-15 4.950000 0.00 37000.00 37375.00 Corporate Debt Securities EFMT 2023-1 2023-1 B-1 20680225 FLT N/A 26844QAE7 2068-02-25 6.601600 0.00 825000.00 826010.93 Private Label Collateralized Mortgage Obligations DUKE ENERGY CORP NEW SR GLBL NT 29 I1BZKREC126H0VB1BL91 26441CCC7 2029-01-05 4.850000 0.00 41000.00 41282.19 Corporate Debt Securities LAUDER ESTEE COS INC SR GLBL NT 49 549300VFZ8XJ9NUPU221 29736RAM2 2049-12-01 3.125000 0.00 250000.00 160397.08 Corporate Debt Securities INTEL CORP SR GLBL NT 50 KNX4USFCNGPY45LOCE31 458140BM1 2050-03-25 4.750000 0.00 77000.00 61256.96 Corporate Debt Securities KROGER CO SR GLBL NT 26 6CPEOKI6OYJ13Q6O7870 501044DE8 2026-10-15 2.650000 0.00 6000.00 6026.48 Corporate Debt Securities ABBVIE INC SR NT 4.7%45 FR5LCKFTG8054YNNRU85 00287YAS8 2045-05-14 4.700000 0.00 3255000.00 2833128.49 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 54 MGCJBT4MKTQBVLNUIS88 015271BD0 2054-05-15 5.625000 0.00 787000.00 724539.74 Corporate Debt Securities ABBVIE INC GLBL NT 5.05%34 FR5LCKFTG8054YNNRU85 00287YDU0 2034-03-15 5.050000 0.00 497000.00 504438.99 Corporate Debt Securities AETNA INC NEW SR GLBL NT 37 549300QKBENKLBXQ8968 00817YAG3 2037-12-15 6.750000 0.00 259000.00 279449.34 Corporate Debt Securities ABBVIE INC SR GLBL NT 39 FR5LCKFTG8054YNNRU85 00287YCA5 2039-11-21 4.050000 0.00 89000.00 77053.09 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR NT 4.5%29 MGCJBT4MKTQBVLNUIS88 015271AG4 2029-07-30 4.500000 0.00 120000.00 118380.00 Corporate Debt Securities ABBVIE INC 4.875%48 FR5LCKFTG8054YNNRU85 00287YBD0 2048-11-14 4.875000 0.00 3595000.00 3135620.41 Corporate Debt Securities BANCO DE CHILE SR GLBL REGS 31 8B4EZFY8IHJC44TT2K84 P09376DD6 2031-12-09 2.990000 0.00 269000.00 242298.76 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL NT34 549300YGMGQDO0NMJD09 913903BC3 2034-10-15 5.050000 0.00 52000.00 49898.65 Corporate Debt Securities VERUS SECURITIZATION TR 2025-8 M-1 20700925 FLT 213800K8E68XJS6Z1D09 924930AH3 2070-09-25 5.731000 0.00 1750000.00 1738855.71 Private Label Collateralized Mortgage Obligations EQUINIX INC SR GLBL NT 3%50 549300EVUN2BTLJ3GT74 29444UBJ4 2050-07-15 3.000000 0.00 75000.00 45325.00 Corporate Debt Securities ENTERGY CORP NEW JR SB GLBL DB 54 4XM3TW50JULSLG8BNC79 29364GAQ6 2054-12-01 7.125000 0.00 11000.00 11404.19 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD4.5%31 7NKTFWJ1G6MELP9TU740 210518DY9 2031-01-15 4.500000 0.00 11000.00 10851.94 Corporate Debt Securities CATERPILLAR INC SR NT 4.75%64 WRJR7GS4GTRECRRTVX92 149123CE9 2064-05-15 4.750000 0.00 76000.00 64247.95 Corporate Debt Securities CENTRA HEALTH INC -2018 BD 4.7%48 549300Q8RNBDU210L043 15236AAA9 2048-01-01 4.700000 0.00 133000.00 102515.07 Corporate Debt Securities COCA COLA CO SR GLBL NT 41 UWJKFUJFZ02DKWI3RY53 191216DQ0 2041-05-05 2.875000 0.00 8000.00 5980.06 Corporate Debt Securities CITIGROUP INC SR GLBL NT 32 6SHGI4ZSSLCXXQSBB395 172967NE7 2032-11-03 2.520000 0.00 18000.00 15925.32 Corporate Debt Securities CITIGROUP INC JR SB GLBL NT 35 6SHGI4ZSSLCXXQSBB395 172967PG0 2035-02-13 5.827000 0.00 1000.00 1031.59 Corporate Debt Securities BENCHMART MTG TR 2019-B12 A-AB 20520816 FLT N/A 08162FAF0 2052-08-16 3.041600 0.00 21858.00 13201.31 Private Label Collateralized Mortgage Obligations AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 30 PTVU09TE3QPJPL7K4E13 081437AT2 2030-06-19 2.630000 0.00 413000.00 380632.50 Corporate Debt Securities BANK OF AMER CORP SR GLBL NT 28 9DJT3UXIJIZJI4WXO774 06051GHD4 2028-12-20 3.419000 0.00 488000.00 481882.36 Corporate Debt Securities BANK OF AMER CORP FR 5.744%021236 9DJT3UXIJIZJI4WXO774 06051GMQ9 2036-02-12 5.744000 0.00 13000.00 13398.51 Corporate Debt Securities OHANA MILITARY CMNTYS LLC 2006A-1 144A 26 549300S2UFVVKP439S12 677071AM4 2026-10-01 5.462000 0.00 14000.00 685.52 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT3.8%28 EFQMQROEDSNBRIP7LE47 534187BH1 2028-03-01 3.800000 0.00 55000.00 54581.08 Corporate Debt Securities LEAR CORP SR GLBL NT2.6%32 549300UPNBTXA1SYTQ33 521865BC8 2032-01-15 2.600000 0.00 91000.00 79905.79 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT 2%31 549300WR7IX8XE0TBO16 49456BAR2 2031-02-15 2.000000 0.00 239000.00 212390.27 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 31 5493002WXOPRPTXWTU06 553283AE2 2031-03-31 6.750000 0.00 1.00 0.59 Corporate Debt Securities MSD INVT CORP SR 144A NT 31 549300K4HV7AOWFSAO65 55354LAC3 2031-02-05 6.125000 0.00 12000.00 12106.95 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL NT 31 2572IBTT8CCZW6AU4141 742718FQ7 2031-04-23 1.950000 0.00 2000.00 1787.82 Corporate Debt Securities KROGER CO SR GLBL NT4.5%29 6CPEOKI6OYJ13Q6O7870 501044DL2 2029-01-15 4.500000 0.00 50000.00 49893.50 Corporate Debt Securities THOMAS JEFFERSON UNIV BD 22A BAM-TC 57 DB1TWPCZX5RK7VR27A68 88444NAT5 2057-11-01 3.847000 0.00 400000.00 282979.00 Corporate Debt Securities SEQUOIA MORTGAGE TRUST 2024-3 A-10 20540425 FLT N/A 81749JAK0 2054-04-25 5.965700 0.00 167004.00 13198.19 Private Label Collateralized Mortgage Obligations PNC FINL SVCS GROUP INC GLBL NT 5.401%35 CFGNEKW0P8842LEUIA51 693475BZ7 2035-07-23 5.401000 0.00 1325000.00 1321356.54 Corporate Debt Securities HORACE MANN EDUCATORS CORP NEW SR GLBL -2025 30 254900G5YAV3A2YK8T32 440327AM6 2030-10-01 4.700000 0.00 90000.00 89824.20 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT5.5%34 984500A51LA0B8EB4053 50249AAM5 2034-03-01 5.500000 0.00 99000.00 99651.09 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT 30 549300WR7IX8XE0TBO16 49456BBB6 2030-06-01 5.150000 0.00 106000.00 107916.83 Corporate Debt Securities HP INC SR GLBL NT 31 WHKXQACZ14C5XRO8LW03 40434LAJ4 2031-06-17 2.650000 0.00 81000.00 72344.25 Corporate Debt Securities INDYMAC HM EQ MTG 2002-B AF 20331025 4.1 N/A 456606DG4 2033-10-25 4.610000 0.00 12124000.00 14065.85 Asset-Backed Securities HYUNDAI CAP AMER FR 4.25%010829 549300RIPPWJB5Z0FK07 44891CED1 2029-01-08 4.250000 0.00 59000.00 58287.59 Corporate Debt Securities HYUNDAI CAP AMER FR 5.6%033028 549300RIPPWJB5Z0FK07 44891CCD3 2028-03-30 5.600000 0.00 21000.00 21633.71 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 29 QEKMOTMBBKA8I816DO57 437076BY7 2029-06-15 2.950000 0.00 77000.00 74083.97 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT5.8%35 549300PDHUGWPWGOT525 494550AT3 2035-03-15 5.800000 0.00 232000.00 242185.06 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GC36 2031-01-28 5.207000 0.00 127000.00 127523.74 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 34 CFGNEKW0P8842LEUIA51 693475BU8 2034-10-20 6.875000 0.00 55000.00 60822.20 Corporate Debt Securities MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.5%31 549300MCGUSL5B852H65 55609NAD0 2031-03-26 6.500000 0.00 499000.00 530092.41 Corporate Debt Securities SCHWAB CHARLES CORP SR NT 4.603%29 549300VSGCJ7E698NM85 808513CS2 2029-07-27 4.603000 0.00 96000.00 95879.18 Corporate Debt Securities PT PERTAMINA PERSERO FR 3.65%073029 254900NDAKGNZ2IBBL45 69370PAD3 2029-07-30 3.650000 0.00 445000.00 426479.10 Corporate Debt Securities ORACLE CORP SR GLBL NT4.8%28 1Z4GXXU7ZHVWFCD8TV52 68389XCY9 2028-08-03 4.800000 0.00 33000.00 33470.69 Corporate Debt Securities ICNQ MORTGAGE TRUST 2024-MF A 20341212 FLT N/A 450953AA2 2034-12-12 5.778000 0.00 13080.00 13324.54 Private Label Collateralized Mortgage Obligations ELI LILLY & CO GLBL NT 4.9%32 FRDRIPF3EKNDJ2CQJL29 532457CW6 2032-02-12 4.900000 0.00 12000.00 12341.55 Corporate Debt Securities KYNDRYL HLDGS INC SR GLBL NT2.7%28 549300LQ4LWX2R8ZV130 50155QAK6 2028-10-15 2.700000 0.00 15000.00 14294.85 Corporate Debt Securities KIMCO RLTY OP LLC SR GLBL NT3.7%49 549300EA7I6T15IBYS12 49446RAV1 2049-10-01 3.700000 0.00 95000.00 69392.12 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 41 549300PDHUGWPWGOT525 494550BH8 2041-03-01 6.375000 0.00 427000.00 452855.92 Corporate Debt Securities BX TRUST 2024-CNYN A 20410415 FLT N/A 05612HAA9 2041-04-15 5.118300 0.00 10394600.00 7228915.47 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2024-BIO2 D 20410815 FLT N/A 05613GAG7 2041-08-15 7.712700 0.00 800000.00 756247.41 Private Label Collateralized Mortgage Obligations BSREP COMM MTG TR 2021-DC C 20380816 FLT N/A 05591UAE7 2038-08-16 5.341500 0.00 5706000.00 4351053.08 Private Label Collateralized Mortgage Obligations GALLAGHER ARTHUR J & CO SR GLBL NT 55 54930049QLLMPART6V29 04316JAP4 2055-02-15 5.550000 0.00 8000.00 7417.69 Corporate Debt Securities APOLLO GLOBAL MGMT INC SR GLBL NT5.8%54 254900LMFT1CY9IYB476 03769MAC0 2054-05-21 5.800000 0.00 921000.00 855229.34 Corporate Debt Securities AVALONBAY CMNTYS INC SR GLBL NT 30 K9G90K85RBWD2LAGQX17 053484AH4 2030-12-01 4.350000 0.00 1099000.00 1087130.80 Corporate Debt Securities STARWOOD MTG RES TR 2020-3 B-2 20650425 FLT N/A 85573MAF6 2065-04-25 4.750000 0.00 5176200.00 4441352.14 Private Label Collateralized Mortgage Obligations UBS GROUP AG SR GLBL REGS 33 549300SZJ9VS8SGXAN81 H3698DDS0 2033-08-12 6.537000 0.00 800000.00 872198.07 Corporate Debt Securities SMBC AVIATION CAP FIN SR GLBL REGS 33 549300OD7VKRVNWB2J98 G82296AJ6 2033-07-25 5.700000 0.00 320000.00 323353.60 Corporate Debt Securities SOUTHERN CO SR GLBL NT4.4%46 549300FC3G3YU2FBZD92 842587CX3 2046-07-01 4.400000 0.00 762000.00 615967.78 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT3.8%49 Z15BMIOX8DDH0X2OBP21 824348BK1 2049-08-15 3.800000 0.00 498000.00 368874.69 Corporate Debt Securities TRITON CONTAINER INTL LTD / TA SR GLBL NT 32 N/A 89681LAA0 2032-03-15 3.250000 0.00 92000.00 82916.64 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.8%051530 Z2VZBHUMB7PWWJ63I008 89236TNJ0 2030-05-15 4.800000 0.00 2942000.00 2972989.07 Corporate Debt Securities TENNESSEE GAS PIPELINE CO SR NT 8.375%32 N/A 880451AW9 2032-06-15 8.375000 0.00 33000.00 38286.98 Corporate Debt Securities SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT3.2%26 549300XK5HGW68R8K327 82481LAD1 2026-09-23 3.200000 0.00 65000.00 65598.51 Corporate Debt Securities UNION PAC CORP GLBL NT 3.839%60 549300LMMRSZZCZ8CL11 907818FG8 2060-03-20 3.839000 0.00 60000.00 42066.58 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT4.5%47 Z15BMIOX8DDH0X2OBP21 824348AX4 2047-06-01 4.500000 0.00 754000.00 617571.24 Corporate Debt Securities ONEOK INC NEW SR NT 4.95%47 2T3D6M0JSY48PSZI1Q41 682680AT0 2047-07-13 4.950000 0.00 217000.00 180412.72 Corporate Debt Securities WELLS FARGO & CO FR 6.303%102329 PBLD0EJDB5FWOLXP3B76 95000U3G6 2029-10-23 6.303000 0.00 60000.00 62924.89 Corporate Debt Securities OBX TR 2024-NQM13 M-1 20640625 FLT 254900W2SY2Z6X7UAX78 67119PAD3 2064-06-25 5.688000 0.00 1267000.00 1269357.89 Private Label Collateralized Mortgage Obligations JPMDB COML MT SEC TR 2020-COR7 A-5 20530515 FLT N/A 46652JAW2 2053-05-15 2.179800 0.00 15340.00 13279.60 Private Label Collateralized Mortgage Obligations DOMINION ENERGY GAS HLDGS LLC SR GLBL -A NT 54 549300BFOD6TDMVV4O24 27636AAA0 2054-10-15 5.650000 0.00 38000.00 35513.89 Corporate Debt Securities CENOVUS ENERGY INC GLBL NT 2.65%32 254900LJGL2N2XEMD470 15135UAW9 2032-01-15 2.650000 0.00 34000.00 30209.94 Corporate Debt Securities BNP PARIBAS FR 5.176%010930 R0MUWSFPU8MPRO8K5P83 05581LAH2 2030-01-09 5.176000 0.00 260000.00 262335.61 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 172967ME8 2030-03-20 3.980000 0.00 44000.00 43640.20 Corporate Debt Securities CITIGROUP INC JR SB GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967KU4 2028-07-25 4.125000 0.00 1000.00 988.18 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 32 5493005UEC8AZ34LDV29 16411QAN1 2032-01-31 3.250000 0.00 5332000.00 4829032.44 Corporate Debt Securities CAMDEN PPTY TR SR GLBL NT4.9%36 5493002MYX22OHYJBD89 133131BC5 2036-02-28 4.900000 0.00 65000.00 63755.90 Corporate Debt Securities CHOICE HOTELS INTL INC CR SEN SR GLBL31 5493003CYRY5RFGTIR97 169905AG1 2031-01-15 3.700000 0.00 85000.00 79971.78 Corporate Debt Securities Y 2026-08-03 2026-10-29 2026-11-02 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0405 305000000.00 305000000.00 0.0008 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.000000% ARP1HIZC0 ZBUT11V806EZRVTWT807 0000782124 ARP1HIZC0 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y CHIPMOS TECHNOLOGIES INC SPONSORD ADS NEW N/A 16965P202 2500-12-31 N/A 0.00 61616.00 2899032.80 Equities QUANTUM SI INC COM CL A N/A 74765K105 2500-12-31 N/A 0.00 96523.00 69496.56 Equities NEXT TECHNOLOGY HOLDING INC COM 529900KMKRM7VE8RY236 961884301 2500-12-31 N/A 0.00 1224.00 630.73 Equities MOBILICOM LTD ORD SHS NEW N/A Q6297L120 2500-12-31 N/A 0.00 45553.00 214099.10 Equities TERNIUM SA SPONSORED ADS 529900QG4KU23TEI2E46 880890108 2500-12-31 N/A 0.00 250237.00 12289139.07 Equities SELECT SECTOR SPDR TR ST STR UTIL ETF 549300ERQDM80PRYUH21 81369Y886 2500-12-31 N/A 0.00 58581.00 2616227.46 Equities HUADI INTERNATIONAL GRP CO LTD SHS N/A G4645E105 2500-12-31 N/A 0.00 13.00 9.31 Equities WELLCHANGE HLDGS CO LTD SHS NEW CL A N/A G9545M123 2500-12-31 N/A 0.00 27.00 21.87 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1440143.00 2203418.79 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36570.00 266595.30 Equities ARIS MINING CORPORATION COM 5493001GJ5TILX6L1F82 04040Y109 2500-12-31 N/A 0.00 1413940.00 20148645.00 Equities JANUS DETROIT STR TR HEND CORP BD ETF 549300BE7KFCC1T7K773 47103U779 2500-12-31 N/A 0.00 436.00 17697.24 Equities GLOBAL X FDS CYBRSCURTY ETF 549300X47IEM37AA7M52 37954Y384 2500-12-31 N/A 0.00 209392.00 7854293.92 Equities PLDT INC SPONSORED ADR 254900ADE8GQHM5P2648 69344D408 2500-12-31 N/A 0.00 156096.00 3078213.12 Equities NUSHARES ETF TR NUVE MUN INC ETF 254900W0WH2J1NCK8I36 67092P714 2500-12-31 N/A 0.00 5372.00 133225.60 Equities GRANITESHARES PLATINUM TR SHS BEN INT N/A 38748T103 2500-12-31 N/A 0.00 9746.00 154863.94 Equities NOMURA ETF TR ENERG TRANS ETF 254900ITDSQNVEY4S470 555927201 2500-12-31 N/A 0.00 758.00 31597.46 Equities MANULIFE FINL CORP COM 5493007GBX87QOZACS27 56501R106 2500-12-31 N/A 0.00 51263.00 2283766.65 Equities INTERCORP FINL SVCS INC SHS 5299004181WFTEWB1398 P5626F128 2500-12-31 N/A 0.00 61202.00 3580929.02 Equities VISTA ENERGY S.A.B. DE C.V. SPONSORED ADS 549300UDOHP7958KNS89 92837L109 2500-12-31 N/A 0.00 368037.00 25236297.09 Equities OCEANAGOLD CORP COM NEW 549300CBMSE8I9N3E232 675222400 2500-12-31 N/A 0.00 167389.00 4167986.10 Equities COLUMBIA ETF TR II INDIA CONSMR ETF 549300U1UWFK3M3QVP09 19762B707 2500-12-31 N/A 0.00 1033.00 63910.26 Equities GORES HLDGS X INC SHS CL A N/A G4002F109 2500-12-31 N/A 0.00 55920.00 586041.60 Equities VANECK ETF TRUST SEMICONDUCTR ETF 549300MJTG2N9QRH7I02 92189F676 2500-12-31 N/A 0.00 46829.00 25236148.10 Equities ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 300300GO8QHPMV87NZ73 00215W100 2500-12-31 N/A 0.00 725804.00 25236205.08 Equities ATA CREATIVITY GLOBAL SPONSORED ADS N/A 00211V106 2500-12-31 N/A 0.00 228.00 207.48 Equities LLOYDS BANKING GROUP PLC SPONSORED ADR 549300PPXHEU2JF0AM85 539439109 2500-12-31 N/A 0.00 4037808.00 25236300.00 Equities GOLDMAN SACHS ETF TRUST II MARK TO INTL ETF 549300CTMHO2AI4CDP62 38150W206 2500-12-31 N/A 0.00 1655.00 104033.30 Equities INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 46090E103 2500-12-31 N/A 0.00 36918.00 25235298.90 Equities ETFIS SER TR I VIRTUS PVT CR 549300CDY5S895RWHU42 26923G798 2500-12-31 N/A 0.00 21374.00 315148.94 Equities CELLECTIS S A SPON ADS 5493000KKX5VQ37Q2W83 15117K103 2500-12-31 N/A 0.00 33019.00 94104.15 Equities ALPS ETF TR OSHARES US QUALT 549300XWMVX8V2F5VQ96 00162Q387 2500-12-31 N/A 0.00 7000.00 426090.00 Equities ALPS ETF TR OSHS GBL INTER 549300R6V1BEN08RW638 00162Q361 2500-12-31 N/A 0.00 10212.00 472898.32 Equities ABRDN PALLADIUM ETF TRUST PHYSICAL PALLADM 549300EIRBI2WQDV5H69 003262102 2500-12-31 N/A 0.00 46605.00 1111529.25 Equities AB ACTIVE ETFS INC TAX AW INTER ETF 2549007AIWCBHH687761 00039J889 2500-12-31 N/A 0.00 33638.00 847341.22 Equities TON STRATEGY CO COM 54930048C3BMORBXZM88 92337U302 2500-12-31 N/A 0.00 276484.00 857100.40 Equities FRANKLIN TEMPLETON ETF TR BRAN U S FIX ETF 254900I9X1KO3NEWGC71 35473P413 2500-12-31 N/A 0.00 478.00 11620.18 Equities FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP 549300U2JRM8TRVDVY22 33740F813 2500-12-31 N/A 0.00 1245.00 50547.00 Equities FIDELITY COVINGTON TRUST MSCI INFO TECH I 549300Q9FB9YGVO3MI74 316092808 2500-12-31 N/A 0.00 20626.00 5590883.56 Equities COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR 529900WQB1ZU9KB6EL71 204448104 2500-12-31 N/A 0.00 792100.00 25236306.00 Equities BASSETT FURNITURE INDS INC COM N/A 070203104 2500-12-31 N/A 0.00 18879.00 365686.23 Equities GOLDMAN SACHS ETF TR INDIA EQUITY ETF 984500B92F857BC1XC39 38149W481 2500-12-31 N/A 0.00 10393.00 255615.83 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities STANDARD BIOTOOLS INC COM 549300GX8Y96GSB6YP89 34385P108 2500-12-31 N/A 0.00 3294128.00 2955821.05 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD 549300CW37D800HX4P40 46140H106 2500-12-31 N/A 0.00 45538.00 1251384.24 Equities INVESCO EXCHANGE-TRADED FD TR TAXABLE MUN BD 5493005CJDPIU03Q9Y94 46138G805 2500-12-31 N/A 0.00 18665.00 492196.05 Equities INVESCO EXCHANGE TRADED FD TR DORSEY WRGT FINL 5493003OM7YNRICIDU40 46137V860 2500-12-31 N/A 0.00 83.00 5185.01 Equities ISHARES TR GLOB INDSTRL ETF 5493003UKBOV50PZCU60 464288729 2500-12-31 N/A 0.00 2735.00 539451.40 Equities IRON HORSE ACQUISIT II CORP COM N/A 46283H103 2500-12-31 N/A 0.00 45850.00 459417.00 Equities INNOVATOR ETFS TRUST INTL MAN FLO ETF 529900P7XTM1QBP2PY24 45784N387 2500-12-31 N/A 0.00 4445.00 238051.98 Equities INVESCO EXCH TRD SLF IDX FD TR BULLETSHS 2030 549300ZJ6WLMKVXOZW10 46139W841 2500-12-31 N/A 0.00 1832.00 46981.64 Equities INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV 549300X260FXDC4LKO42 46139W502 2500-12-31 N/A 0.00 6446.00 156798.95 Equities SENESTECH INC COM NEW 549300YVNQPK8VJ8TT73 81720R604 2500-12-31 N/A 0.00 8494.00 11212.08 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities EA SERIES TRUST STAN SU BETA ETF 529900Y34YQ4F77O7P87 02072L151 2500-12-31 N/A 0.00 2111.00 68663.23 Equities ARQ INC COM 52990086HRJSW2EZQH40 00770C101 2500-12-31 N/A 0.00 399002.00 821944.12 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 280712.00 215586.82 Equities STEALTHGAS INC SHS 549300JCJUO3WBVVKJ89 Y81669106 2500-12-31 N/A 0.00 126283.00 1116341.72 Equities PROSHARES TR PSHS ULT NASB SL5GC2XPBUL7EXVSNF27 74347R214 2500-12-31 N/A 0.00 50.00 5016.02 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1836.00 46441.62 Equities CLPS INCORPORATION COM 5493001SK6OL0NWMTW78 G31642104 2500-12-31 N/A 0.00 29.00 23.78 Equities WISDOMTREE TR EUROP DEFEN FD 254900GLSVAJCSQ6LU45 97717Y337 2500-12-31 N/A 0.00 1235.00 37225.62 Equities CHAMPIONSGATE ACQUISITION CORP SHS CL A N/A G2124S108 2500-12-31 N/A 0.00 4520.00 46872.40 Equities WISDOMTREE TR 7 10 YR LADDERED 254900ZQUIZ04H8V3G84 97717Y410 2500-12-31 N/A 0.00 825.00 40321.88 Equities ISHARES TR U.S. PHARMA ETF 549300K3OFF3L3ODU217 464288836 2500-12-31 N/A 0.00 26426.00 2707607.96 Equities ISHARES TR IBONDS DEC 2036 529900R89HE7YDVEL018 46438G158 2500-12-31 N/A 0.00 8505.00 208218.56 Equities MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS 353800V2V8PUY9TK3E06 606822104 2500-12-31 N/A 0.00 65140.00 1465650.00 Equities MATTHEWS ASIA FDS EMERGING MKT DIS 254900US9047UCA1JC17 577125743 2500-12-31 N/A 0.00 1295.00 37375.25 Equities MILESTONE PHARMACEUTICALS INC COM N/A 59935V107 2500-12-31 N/A 0.00 1756048.00 2019455.20 Equities BAUSCH PLUS LOMB CORP COMMON SHARES 549300NY6OZM39SO6475 071705107 2500-12-31 N/A 0.00 208145.00 3536383.55 Equities BITWISE BITCOIN ETF TR SHS BEN INT 529900ZAA28Q7XD31174 09174C104 2500-12-31 N/A 0.00 718164.00 25236282.96 Equities BONDBLOXX ETF TRUST BBB RATED 10 YE N/A 09789C762 2500-12-31 N/A 0.00 993.00 45758.23 Equities FENBO HOLDINGS LTD CL A ORD SHS N/A G3413G102 2500-12-31 N/A 0.00 300.00 264.00 Equities XSQUARE SER TR MUN INCOME ETF 5493000JSRY4R3A1Y464 98422R104 2500-12-31 N/A 0.00 2341.00 59695.50 Equities UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 91167Q100 2500-12-31 N/A 0.00 34922.00 1734226.52 Equities VANGUARD MALVERN FDS TOTAL INFLATION 529900768499D67A7L33 922020698 2500-12-31 N/A 0.00 74.00 5563.32 Equities WEST FRASER TIMBER CO LTD COM 5493005WD1ZK6WBVR988 952845105 2500-12-31 N/A 0.00 190540.00 12137398.00 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 103696.00 1049403.52 Equities WEN ACQUISITION CORP COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 50516.00 521830.28 Equities COHEN CIRCLE ACQUISIT CORP II SHS CL A N/A G2254C121 2500-12-31 N/A 0.00 45772.00 472824.76 Equities INVESCO EXCHANGE-TRADED FD TR S&P 500 HB ETF 549300CSGNWSDP34JR53 46138E370 2500-12-31 N/A 0.00 7945.00 1110552.10 Equities ICICI BANK LIMITED ADR R7RX8ER1V4666J8D1I38 45104G104 2500-12-31 N/A 0.00 833980.00 25236234.80 Equities PROSHARES TR ON-DEMAND ETF 549300Q204YT8L82XZ48 74347G523 2500-12-31 N/A 0.00 386.00 13516.21 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1521.00 17430.66 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 2126512.00 1437309.46 Equities VANECK ETF TRUST RETAIL ETF 549300MSLPYE6ZHQBG49 92189F684 2500-12-31 N/A 0.00 2853.00 743245.59 Equities SIMPLIFY EXCHANGE TRADED FUNDS CHINESE COME 529900AWXC88EBFRY242 82889N236 2500-12-31 N/A 0.00 247.00 5863.78 Equities RANGE CAP ACQUISITION CORP II CL A ORD SHS N/A G7375J103 2500-12-31 N/A 0.00 27166.00 274648.26 Equities NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS N/A G6476A102 2500-12-31 N/A 0.00 95464.00 995689.52 Equities CBAK ENERGY TECHNOLOGY LTD COM N/A G20080100 2500-12-31 N/A 0.00 4539.00 2247.26 Equities EVOLUTION GLOBAL ACQUISITION C USD CL A ORD SHS N/A G3226F101 2500-12-31 N/A 0.00 20854.00 209791.24 Equities SSGA ACTIVE TR STATE STREET MY 984500A3C53D3F6DA578 78470P598 2500-12-31 N/A 0.00 938.00 23257.71 Equities TEUCRIUM COMMODITY TR HASHDEX BITCOIN 529900IXSLQKCNNNXE30 88634V100 2500-12-31 N/A 0.00 1732.00 127084.98 Equities SPDR SERIES TRUST ST STR P500ETF 5493004K4F0RL72RIJ47 78464A854 2500-12-31 N/A 0.00 289040.00 25236082.40 Equities TRULIEVE CANNABIS CORP SUB VTG SHS 549300122MBOJDGEZ014 89788C104 2500-12-31 N/A 0.00 28682.00 245804.74 Equities HDFC BANK LTD SPONSORED ADS 335800ZQ6I4E2JXENC50 40415F101 2500-12-31 N/A 0.00 1045408.00 25236149.12 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 270.00 16647.23 Equities ROGERS COMMUNICATIONS INC CL B 5493000M6Z4XFIP6PF03 775109200 2500-12-31 N/A 0.00 101447.00 3457313.76 Equities SPDR SERIES TRUST ST STR SW SERV 5493005QE6PTF3R7AJ47 78464A599 2500-12-31 N/A 0.00 1930.00 350584.50 Equities GRUPO CIBEST SA SPON ADS 529900OSSJBGZREZ2C28 40090E106 2500-12-31 N/A 0.00 240158.00 22548434.62 Equities SPDR INDEX SHS FDS ST STR EU 50 ETF 549300FS6B2JRJXYB418 78463X202 2500-12-31 N/A 0.00 362070.00 25236279.00 Equities RENOVORX INC COM NEW N/A 75989R107 2500-12-31 N/A 0.00 133119.00 125291.60 Equities PROQR THRAPEUTICS N V SHS EURO 549300NGS2FJGGDBGS06 N71542109 2500-12-31 N/A 0.00 899704.00 1601473.12 Equities SKYAI INC COM N/A 82003F309 2500-12-31 N/A 0.00 42678.00 57188.52 Equities ZEPP HEALTH CORPORATION SPONSORED ADR 529900B5C2R4FTJCRN49 98945L204 2500-12-31 N/A 0.00 11490.00 50785.80 Equities VANGUARD INDEX FDS MRNGSTR SM CP GR N/A 922908595 2500-12-31 N/A 0.00 36402.00 12426914.76 Equities ASTRAZENECA PLC ORD PY6ZZQWO2IZFZC3IOL08 G0593M107 2500-12-31 N/A 0.00 147286.00 25235983.24 Equities KRAKACQUISITION CORPORATION CL A ORD SHS N/A G5315G106 2500-12-31 N/A 0.00 42500.00 424575.00 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 N/A 0.00 43060.00 1934259.51 Equities ISHARES TR 0-3 MTH TREASURY 549300L2T50TTT4U6186 46436E718 2500-12-31 N/A 0.00 133032.00 13394992.08 Equities M EVO GBL ACQUISITION CORP II ORD SHS CL A N/A G6071J102 2500-12-31 N/A 0.00 23410.00 233163.60 Equities POLYPID LTD COM 984500F57A3EF3ED5425 M8001Q126 2500-12-31 N/A 0.00 5307.00 23191.59 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 N/A 0.00 32254.00 326571.75 Equities INFOBIRD CO LTD COM NEW N/A G47724300 2500-12-31 N/A 0.00 194.00 190.76 Equities BBB FOODS INC CL A COM N/A G0896C103 2500-12-31 N/A 0.00 151661.00 6096772.20 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities ORIGIN INVT CORP I ORD SHS N/A G67751100 2500-12-31 N/A 0.00 12899.00 133504.65 Equities GRUPO AVAL ACCIONES Y VALORES SPONSORED ADS 549300BBUKBHWLSUZM17 40053W101 2500-12-31 N/A 0.00 118174.00 608596.10 Equities IZEA WORLDWIDE INC COM NEW 549300ZNN8UBT1IUHO61 46604H204 2500-12-31 N/A 0.00 9503.00 32120.14 Equities BLUE WTR ACQUISITION CORP. III ORD SHS CL A N/A G1368E106 2500-12-31 N/A 0.00 27792.00 288203.04 Equities SHELL PLC SPON ADS 21380068P1DRHMJ8KU70 780259305 2500-12-31 N/A 0.00 25940.00 2347829.40 Equities ROMAN DBDR ACQUISITION CORP II ORD SHS CL A N/A G7633M104 2500-12-31 N/A 0.00 102082.00 1082069.20 Equities SCIENJOY HOLDING CORP CLASS A ORD N/A G7864D112 2500-12-31 N/A 0.00 1172.00 1152.19 Equities OYSTER ENTERPRISES II ACQUISIT ORD SHS CL A N/A G6861F104 2500-12-31 N/A 0.00 10270.00 106191.80 Equities INFLARX NV COM 391200708PAUDLQ31581 N44821101 2500-12-31 N/A 0.00 1633100.00 2808932.00 Equities UCLOUDLINK GROUP INC SPONSORED ADS N/A 90354D104 2500-12-31 N/A 0.00 5.00 4.34 Equities YATRA ONLINE INC ORD SHS N/A G98338109 2500-12-31 N/A 0.00 908.00 762.72 Equities INTELLIGENT LIVING APPLICATION ORD SHS N/A G4804S119 2500-12-31 N/A 0.00 3105.00 9346.05 Equities COLUMBIA ETF TR I SHORT DURTN HIGH 529900WK4REQHLNVIB89 19761L847 2500-12-31 N/A 0.00 5054.00 101357.97 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 454786.00 1823691.86 Equities FULL HSE RESORTS INC COM 5493009DKIWW0H901Y82 359678109 2500-12-31 N/A 0.00 23545.00 51563.55 Equities FRANKLIN TEMPLETON ETF TR FTSE AUSTRALIA 54930046370UAXVTMD60 35473P843 2500-12-31 N/A 0.00 2424.00 86132.72 Equities FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM 549300IEDB7KPSY32N93 33738R829 2500-12-31 N/A 0.00 159.00 5713.01 Equities FIRST TR EXCHANGE-TRADED FD II INDLS PROD DUR 5493008AE9LL1V8KK557 33734X150 2500-12-31 N/A 0.00 7452.00 657862.56 Equities BITWISE DOGECOIN ETF COM SHS BEN INT 5299006XIRGZLIYK4T27 09175Q102 2500-12-31 N/A 0.00 419.00 4856.21 Equities DOUBLELINE ETF TRUST COMMO STRAT ETF 52990029G3JPVI1A4F65 25861R501 2500-12-31 N/A 0.00 1352.00 44973.20 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 464286400 2500-12-31 N/A 0.00 435848.00 15921527.44 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 37960A792 2500-12-31 N/A 0.00 243.00 4661.13 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities HAOXIN HLDGS LTD CL A N/A G4290D105 2500-12-31 N/A 0.00 345.00 155.32 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities PROSHARES TR ULTRASHORT FTSE I5P8CWQ9REYR8K9HN560 74349Y720 2500-12-31 N/A 0.00 8398.00 145253.49 Equities PROSHARES TR SP500 EX HLTH 5493001L2ZGJ40PRHY65 74347B565 2500-12-31 N/A 0.00 1055.00 85669.16 Equities VANGUARD CHARLOTTE FDS TOTAL INT BD ETF N/A 92203J407 2500-12-31 N/A 0.00 201796.00 9661992.48 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities KB FINL GROUP INC SPONSORED ADR 529900TKE4MXG3Q6GW86 48241A105 2500-12-31 N/A 0.00 15868.00 1921456.12 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 6003.00 146713.32 Equities STATE STR SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 78462F103 2500-12-31 N/A 0.00 34024.00 25235260.56 Equities PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities TALON CAP CORP ORD SHS CL A N/A G86652107 2500-12-31 N/A 0.00 18068.00 184654.96 Equities SONO GROUP N V SHS NEW 391200GTRCF4TK71DT34 N81409125 2500-12-31 N/A 0.00 3061.00 11478.75 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 663856.00 336176.68 Equities Y 2026-08-03 2026-10-29 2026-11-02 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0400 500000000.00 500000000.00 0.0013 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.000000% ARP1I8F82 ZBUT11V806EZRVTWT807 0000782124 ARP1I8F82 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y EHEALTH INC COM 5299003O8Y5OKXUZQ421 28238P109 2500-12-31 N/A 0.00 437564.00 603838.32 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities X3 ACQUISITION CORP LTD ORD SHS CL A N/A G9831H101 2500-12-31 N/A 0.00 39178.00 389821.10 Equities ALLOT LTD SHS 5493008MLSB5KCVNRK06 M0854Q105 2500-12-31 N/A 0.00 40160.00 301601.60 Equities RANGE CAP ACQUISITION CORP II CL A ORD SHS N/A G7375J103 2500-12-31 N/A 0.00 27166.00 274648.26 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities EURO TECH HOLDINGS CO LTD SHS NEW N/A G32030127 2500-12-31 N/A 0.00 4517.00 6956.18 Equities PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities TALON CAP CORP ORD SHS CL A N/A G86652107 2500-12-31 N/A 0.00 18068.00 184654.96 Equities ETF SER SOLUTIONS BAHL GAY CAP ETF 5299003YU3Y52B8BIR71 268961604 2500-12-31 N/A 0.00 2518.00 69011.83 Equities GAXOS.AI INC COM N/A 62911P300 2500-12-31 N/A 0.00 235036.00 186924.13 Equities JANUS DETROIT STR TR HENDRSN SHRT ETF 549300N11CDGSC01GZ40 47103U886 2500-12-31 N/A 0.00 11002.00 539042.99 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities HDFC BANK LTD SPONSORED ADS 335800ZQ6I4E2JXENC50 40415F101 2500-12-31 N/A 0.00 1668688.00 40282128.32 Equities ISHARES TR IBONDS 27 TRM TS 54930020FRFZSOL6BW27 46436E841 2500-12-31 N/A 0.00 8926.00 199629.99 Equities GRABAGUN DIGITAL HLDGS INC COMMON STOCK N/A 38387Q105 2500-12-31 N/A 0.00 135033.00 338932.83 Equities GAIA INC NEW CL A 529900QUX8SBA2D93M92 36269P104 2500-12-31 N/A 0.00 126729.00 234448.65 Equities ISHARES TR IBONDS DEC 2031 549300LPRACPC43DIL75 46436E460 2500-12-31 N/A 0.00 17558.00 351511.16 Equities NETSOL TECHNOLOGIES INC COM PAR $.001 529900EXOTPTUR7O6B54 64115A402 2500-12-31 N/A 0.00 25172.00 107736.16 Equities STATE STR SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 78462F103 2500-12-31 N/A 0.00 54310.00 40281183.90 Equities SPDR SERIES TRUST SP O&G EQP SERV 549300AODH2G148UDX39 78468R549 2500-12-31 N/A 0.00 561.00 60498.24 Equities POWERBANK CORP COM SHS 9845003BC9DC8EG01A86 73933V100 2500-12-31 N/A 0.00 1907888.00 963483.44 Equities PROSPERITY BANCSHARES INC COM N/A 743606105 2500-12-31 N/A 0.00 165071.00 12350612.22 Equities NANO DIMENSION LTD SPONSORD ADS NEW 529900VO8AZA0A4ZUM77 63008G203 2500-12-31 N/A 0.00 3547468.00 5463100.72 Equities SPDR INDEX SHS FDS ST STR NAT ETF 549300TY1RVQ2C1UO359 78463X541 2500-12-31 N/A 0.00 7185.00 525654.60 Equities T ROWE PRICE EXCHANGE-TRADED INTL EQT RESEARC 2549000A93JD046CHJ45 87283Q735 2500-12-31 N/A 0.00 4623.00 148194.43 Equities PROSHARES TR S&P KENSHO SMRT 549300GUHFMKDS1TUG22 74347G481 2500-12-31 N/A 0.00 399.00 25559.94 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 23518.00 239413.24 Equities ELME COMMUNITIES SH BEN INT 549300DI34BGS8LVKW95 939653101 2500-12-31 N/A 0.00 1456852.00 2360100.24 Equities LYONDELLBASELL INDUSTRIES NV SHS - A - BN6WCCZ8OVP3ITUUVN49 N53745100 2500-12-31 N/A 0.00 81112.00 4902409.28 Equities WISDOMTREE TR INTK MLTIFACTR 5493008WED0ED5IK6W75 97717Y774 2500-12-31 N/A 0.00 2285.00 77120.58 Equities INSIGHT DIGITAL PARTNERS II CL A ORD N/A G4814G105 2500-12-31 N/A 0.00 25928.00 261354.24 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities ISHARES TR U.S. FINLS ETF 549300XJFHQIYSJ58K73 464287788 2500-12-31 N/A 0.00 4962.00 668728.74 Equities CYCLERION THERAPEUTICS INC COM N/A 23255M204 2500-12-31 N/A 0.00 129626.00 453691.00 Equities DBX ETF TR XTRACKERS MSCI 549300HHK8O56L87LZ06 233051218 2500-12-31 N/A 0.00 2773.00 107592.40 Equities BOUNDLESS BIO INC COM N/A 10170A100 2500-12-31 N/A 0.00 898988.00 2247470.00 Equities BULLFROG AI HLDGS INC COM N/A 12021E109 2500-12-31 N/A 0.00 15703.00 9029.23 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 33734H106 2500-12-31 N/A 0.00 733856.00 36861586.88 Equities LAFAYETTE ACQUISITION CORP ORD SHS N/A G53426105 2500-12-31 N/A 0.00 13539.00 137014.68 Equities PODCASTONE INC COM N/A 22275C105 2500-12-31 N/A 0.00 52035.00 181081.80 Equities COOPER COS INC COM QJKMVPIGLH7530PCUE20 216648501 2500-12-31 N/A 0.00 45503.00 3305792.95 Equities COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS 254900BRPZR4IDPUUA20 222067100 2500-12-31 N/A 0.00 867.00 15909.45 Equities COLUMBIA ETF TR I DIVERSIFID FXD 5493000XJTC3ZADRR062 19761L508 2500-12-31 N/A 0.00 5695.00 102139.82 Equities UNIFIED SER TR ONEASCENT EMGRG 549300ZNHGZUOCGDNW74 90470L469 2500-12-31 N/A 0.00 24621.00 1131827.37 Equities VANECK ETF TRUST BIOTECH ETF 549300PGHG6VYS4R2K51 92189F726 2500-12-31 N/A 0.00 162.00 33697.41 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 59083.00 40282198.57 Equities SCULLY ROYALTY LTD COM SHS 529900HPRN328AU1YQ13 G7T96K107 2500-12-31 N/A 0.00 13398.00 67659.90 Equities PROQR THRAPEUTICS N V SHS EURO 549300NGS2FJGGDBGS06 N71542109 2500-12-31 N/A 0.00 899704.00 1601473.12 Equities ALPHA COMPUTE CORP SHS NEW 894500P8W3I5IQUHDJ84 G7185A136 2500-12-31 N/A 0.00 938833.00 186827.77 Equities LAFAYETTE DIGITAL ACQUISITION ORD CLASS A N/A G5345D107 2500-12-31 N/A 0.00 20950.00 209081.00 Equities GIGCAPITAL8 CORP ORD CL A N/A G3864J100 2500-12-31 N/A 0.00 33234.00 336328.08 Equities STELLAR V CAP CORP SHS CL A N/A G8475V103 2500-12-31 N/A 0.00 3576.00 37977.12 Equities ORIGIN INVT CORP I ORD SHS N/A G67751100 2500-12-31 N/A 0.00 12899.00 133504.65 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities VICTORY PORTFOLIOS II VCTRYSHS INTL MO 549300E7201NTWCGJH16 92647N550 2500-12-31 N/A 0.00 1294.00 98627.39 Equities VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 91912E105 2500-12-31 N/A 0.00 2687280.00 40282327.20 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 93455.00 147658.90 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 37960A792 2500-12-31 N/A 0.00 243.00 4661.13 Equities MONEYHERO LIMITED ORD SHS N/A G6202B101 2500-12-31 N/A 0.00 5990.00 5690.50 Equities LIGHTWAVE ACQUISITION CORP USD CL A ORD SHS N/A G5490M100 2500-12-31 N/A 0.00 6291.00 64545.66 Equities IMPERIAL PETE INC COM NEW 549300ZKLCVJXKUHBS50 Y3894J187 2500-12-31 N/A 0.00 371573.00 1738961.64 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 N/A 0.00 32254.00 326571.75 Equities WEN ACQUISITION CORP COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 50516.00 521830.28 Equities ISHARES TR CHINA SM-CAP ETF 549300P5G20CVN24B747 46429B200 2500-12-31 N/A 0.00 15379.00 441377.30 Equities ISHARES TR MSCI PERU GL ETF 5493004LUWWHLLHWFK32 464289842 2500-12-31 N/A 0.00 12442.00 1080463.28 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 1097600.00 40281920.00 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 99878.00 40281796.18 Equities SPROTT FDS TR LITHIUM MINERS 254900JY2LXZIY50ZC92 85208P709 2500-12-31 N/A 0.00 1174.00 11818.89 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1521.00 17430.66 Equities ISHARES TR LIFEPATH TGT2040 529900W6G98CWY0VYW76 46438G794 2500-12-31 N/A 0.00 1224.00 46793.52 Equities ART TECHNOLOGY ACQUISITION COR USD CL A ORD SHS N/A G0579E103 2500-12-31 N/A 0.00 52997.00 529440.03 Equities WISDOMTREE TR HIGH IN LA MU FD 254900NB40DM4SJJCB30 97717Y378 2500-12-31 N/A 0.00 539.00 13493.86 Equities PHUNWARE INC COM NEW 549300HLAJYKT2FUQZ26 71948P209 2500-12-31 N/A 0.00 5251.00 11237.14 Equities SPINNAKER ETF SERIES OBRA OPPOR STRU 5299009MTQMPRL4QJD89 84858T848 2500-12-31 N/A 0.00 32952.00 332650.44 Equities VALENS SEMICONDUCTOR LTD ORDINARY SHARES N/A M9607U115 2500-12-31 N/A 0.00 236345.00 368698.20 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 6003.00 146713.32 Equities SPDR SERIES TRUST ST STR SP AERO 5493006TZ0473G1GOE68 78464A631 2500-12-31 N/A 0.00 6463.00 1698670.29 Equities GAOTU TECHEDU INC SPONSORED ADS 549300R5BPFFORR9ET36 36257Y109 2500-12-31 N/A 0.00 53011.00 97540.24 Equities TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 88034P109 2500-12-31 N/A 0.00 872528.00 8271565.44 Equities PHILLIPS 66 COM 5493005JBO5YSIGK1814 718546104 2500-12-31 N/A 0.00 94125.00 19822725.00 Equities PLIANT THERAPEUTICS INC COM 5493002Q5LITR7VHZH02 729139105 2500-12-31 N/A 0.00 524296.00 555753.76 Equities SPDR SERIES TRUST ST STR SP HCSVC 549300JPXFHZOFFNSZ24 78464A573 2500-12-31 N/A 0.00 17586.00 2361054.15 Equities KRAKACQUISITION CORPORATION CL A ORD SHS N/A G5315G106 2500-12-31 N/A 0.00 42500.00 424575.00 Equities VANGUARD WHITEHALL FDS HIGH DIV YLD N/A 921946406 2500-12-31 N/A 0.00 60604.00 9815423.84 Equities RANI THERAPEUTICS HLDGS INC COM CL A N/A 753018100 2500-12-31 N/A 0.00 1019056.00 835931.64 Equities FIREFLY NEUROSCIENCE INC COM N/A 317970101 2500-12-31 N/A 0.00 7906.00 7985.06 Equities NOVA VISION ACQUISITION CORP SHS CL A N/A G7410G106 2500-12-31 N/A 0.00 164151.00 54169.83 Equities SIMPLIFY EXCHANGE TRADED FUNDS CHINESE COME 529900AWXC88EBFRY242 82889N236 2500-12-31 N/A 0.00 247.00 5863.78 Equities LOBO TECHNOLOGIES LTD ORD SHS CL A 984500F4BD2EDE6DCO41 G00350119 2500-12-31 N/A 0.00 11035.00 7503.80 Equities SONY GROUP CORP SPONSORED ADR 529900R5WX9N2OI2N910 835699307 2500-12-31 N/A 0.00 380144.00 8655878.88 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 2126512.00 1437309.46 Equities 21SHARES DOGECOIN ETF SH BEN INT N/A 90137N106 2500-12-31 N/A 0.00 2902.00 41257.44 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 N/A 0.00 43060.00 1934259.51 Equities INNOVATOR ETFS TRUST INTL MAN FLO ETF 529900P7XTM1QBP2PY24 45784N387 2500-12-31 N/A 0.00 13419.00 718654.55 Equities PROSHARES TR ON-DEMAND ETF 549300Q204YT8L82XZ48 74347G523 2500-12-31 N/A 0.00 386.00 13516.21 Equities PRUDENTIAL PLC ADR 5493001Z3ZE83NGK8Y12 74435K204 2500-12-31 N/A 0.00 525623.00 16283800.54 Equities ISHARES TR CORE 30 70 ETF 5493006RWQOSWQVI0659 464289883 2500-12-31 N/A 0.00 20643.00 845124.42 Equities PEOPLE INC COM NEW 549300TO56L57RP6P031 44891N208 2500-12-31 N/A 0.00 163413.00 6773468.85 Equities INVESCO EXCHANGE-TRADED FD TR GLOBAL EX US HGH 549300GTL6XXLFU4LC25 46138E669 2500-12-31 N/A 0.00 12639.00 247724.40 Equities GLOBAL X FDS LONG-TERM TREAS 529900QDE7VJY88TOZ66 37960A388 2500-12-31 N/A 0.00 220.00 9537.79 Equities GENMAB A/S SPONSORED ADS 529900MTJPDPE4MHJ122 372303206 2500-12-31 N/A 0.00 1406504.00 40282274.56 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 464286400 2500-12-31 N/A 0.00 1102720.00 40282361.60 Equities ISHARES TR GOV/CRED BD ETF 5493005N2TW2082UOF16 464288596 2500-12-31 N/A 0.00 8191.00 838199.77 Equities ADAGIO MED HLDGS INC COM N/A 00534B100 2500-12-31 N/A 0.00 119832.00 44877.08 Equities AMERICAN CENTY ETF TR US SML CP VALU 549300OVTYY3CGRMI219 025072877 2500-12-31 N/A 0.00 31987.00 4006051.88 Equities VANGUARD WORLD FD MRNGSTR VAL ETF N/A 921910840 2500-12-31 N/A 0.00 14864.00 2431453.12 Equities VANGUARD INDEX FDS MRNGSTR GRWT ETF N/A 922908736 2500-12-31 N/A 0.00 50000.00 4213500.00 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 103696.00 1049403.52 Equities YHN ACQUISITION I LTD SHS N/A G1514D101 2500-12-31 N/A 0.00 584.00 6383.12 Equities GESHER ACQUISITION CORP. II USD CL A ORD SHS N/A G3852D107 2500-12-31 N/A 0.00 4942.00 51989.84 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities GSR IV ACQUISITION CORP CL A SHS N/A G4R12K107 2500-12-31 N/A 0.00 22914.00 232806.24 Equities VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD N/A 92206C409 2500-12-31 N/A 0.00 512070.00 40281986.55 Equities WEST FRASER TIMBER CO LTD COM 5493005WD1ZK6WBVR988 952845105 2500-12-31 N/A 0.00 189787.00 12089431.90 Equities CELLECTIS S A SPON ADS 5493000KKX5VQ37Q2W83 15117K103 2500-12-31 N/A 0.00 33019.00 94104.15 Equities COYA THERAPEUTICS INC COMMON STOCK N/A 22407B108 2500-12-31 N/A 0.00 115295.00 470403.60 Equities ISHARES TR CORE S&P TTL STK 549300E44NRXZV2OY345 464287150 2500-12-31 N/A 0.00 52977.00 8616709.05 Equities PDS BIOTECHNOLOGY CORP COM 5493002KU8ACFTSMC935 70465T107 2500-12-31 N/A 0.00 201253.00 140675.85 Equities PONY AI INC SPONSORED ADS 9845006P7613D2A61368 732908108 2500-12-31 N/A 0.00 212883.00 1690291.02 Equities MEREO BIOPHARMA GROUP PLC SPON ADS 213800U8JQHIJOS5AS09 589492107 2500-12-31 N/A 0.00 876172.00 275994.18 Equities MOBILE INFRASTRUCTURE CORP COM SHS 254900BL5PV89M4T7T50 60739N101 2500-12-31 N/A 0.00 58406.00 102794.56 Equities PROSHARES TR ULTRPRO S&P500 GFX121535M001RJL0037 74347X864 2500-12-31 N/A 0.00 52254.00 7188582.78 Equities INOVIO PHARMACEUTICALS INC COM SHS 529900B9W875XDZXTM97 45773H409 2500-12-31 N/A 0.00 2755420.00 1807555.52 Equities PATRIOT NATL BANCORP INC COM NEW 549300T1270P6QIGPD23 70336F203 2500-12-31 N/A 0.00 452533.00 493260.97 Equities MATERIALISE NV SPONSORED ADS 5493004CXYDPCZ5RQK28 57667T100 2500-12-31 N/A 0.00 10835.00 69452.35 Equities MERCER INTL INC COM 549300Z5IAG39VRTY874 588056101 2500-12-31 N/A 0.00 45898.00 27084.41 Equities WISDOMTREE TR GLOBAL DEFENSE 25490004S367LLWBL050 97717Y329 2500-12-31 N/A 0.00 5290.00 165319.91 Equities PHARMACYTE BIOTECH INC COM NEW N/A 71715X203 2500-12-31 N/A 0.00 15343.00 9205.80 Equities STEALTHGAS INC SHS 549300JCJUO3WBVVKJ89 Y81669106 2500-12-31 N/A 0.00 13701.00 121116.84 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities ENERGYS GROUP LTD SHS N/A G3040B104 2500-12-31 N/A 0.00 265476.00 695547.12 Equities CRANE HBR ACQUISITION CORP II ORD SHS CL A N/A G25014104 2500-12-31 N/A 0.00 44518.00 450967.34 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1836.00 46441.62 Equities BLUE WTR ACQUISITION CORP. III ORD SHS CL A N/A G1368E106 2500-12-31 N/A 0.00 27792.00 288203.04 Equities CHAMPIONSGATE ACQUISITION CORP SHS CL A N/A G2124S108 2500-12-31 N/A 0.00 4520.00 46872.40 Equities WISDOMTREE TR 7 10 YR LADDERED 254900ZQUIZ04H8V3G84 97717Y410 2500-12-31 N/A 0.00 825.00 40321.88 Equities VANGUARD WORLD FD INF TECH ETF N/A 92204A702 2500-12-31 N/A 0.00 155890.00 17705986.20 Equities COINSHARES BITCOIN ETF COM 529900PMBUO893YWRZ42 91916J100 2500-12-31 N/A 0.00 195964.00 3576343.00 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities TALPHERA INC COM NEW 549300U8W781S4RBUE66 00444T209 2500-12-31 N/A 0.00 239765.00 324881.58 Equities ALLSPRING EXCHANGE TRADED FUND SPECIAL LARG VAL 254900I1LB8986SN3Y35 01989A605 2500-12-31 N/A 0.00 2520.00 76677.05 Equities AMERICAN CENTY ETF TR AVANTIS US LARG 5493000ANZ2ZIWJ5YV47 025072158 2500-12-31 N/A 0.00 2636.00 234103.16 Equities INSPIREMD INC COM 549300OQ16IJ5DIS5D30 45779A846 2500-12-31 N/A 0.00 233456.00 157536.11 Equities ISHARES INC MSCI STH AFR ETF 549300N26GW1II0BPW20 464286780 2500-12-31 N/A 0.00 100612.00 6450235.32 Equities ISHARES TR CORE S&P US GWT 549300JOHA1VZHAEBP32 464287671 2500-12-31 N/A 0.00 11527.00 2101833.18 Equities INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP 549300TV9CCUPVE03787 46138J452 2500-12-31 N/A 0.00 9429.00 204703.59 Equities ISHARES TR RUS 1000 GRW ETF 549300H1KWQVEKI25E14 464287614 2500-12-31 N/A 0.00 9019.00 1059101.17 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities BANCO BBVA ARGENTINA S A SPONSORED ADS 579100KKDBKJFDKKD024 058934100 2500-12-31 N/A 0.00 467502.00 9247189.56 Equities BIOATLA INC COM NEW N/A 09077B203 2500-12-31 N/A 0.00 48712.00 164646.56 Equities BITWISE FUNDS TRUST TREND BITCO ETF 549300JSEQ2C9KN8A350 091748202 2500-12-31 N/A 0.00 2740.00 101136.41 Equities BONDBLOXX ETF TRUST B RT USD HI YLD N/A 09789C804 2500-12-31 N/A 0.00 12611.00 491156.83 Equities FIDELITY COVINGTON TRUST DISRU AUTOM ETF 5493000DCL7HFDFDQS84 316092170 2500-12-31 N/A 0.00 3693.00 137711.97 Equities FORT TECHNOLOGY INC COM NEW N/A 349024307 2500-12-31 N/A 0.00 11359.00 10404.84 Equities STANDARD BIOTOOLS INC COM 549300GX8Y96GSB6YP89 34385P108 2500-12-31 N/A 0.00 3294128.00 2955821.05 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 337345102 2500-12-31 N/A 0.00 135303.00 40282409.16 Equities VANGUARD INDEX FDS MRNGSTR VAL ETF N/A 922908744 2500-12-31 N/A 0.00 3646.00 804088.84 Equities ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 24392.00 40281924.48 Equities T ROWE PRICE EXCHANGE-TRADED GLOBA EQUIT ETF 254900QYQ4UUIZGC6P89 87283Q727 2500-12-31 N/A 0.00 762.00 22178.77 Equities GLOBUS MARITIME LIMITED NEW COM NEW 549300UI7941O67A7N93 Y27265126 2500-12-31 N/A 0.00 133329.00 394653.84 Equities ALPS ETF TR O SHARES INTL D 549300RLW0C5BA1V5209 00162Q379 2500-12-31 N/A 0.00 779.00 27921.93 Equities ADVISORS INNER CIRCLE FD III BROWN ADV FLEXIB 529900MN8DLR6PB56488 00775Y322 2500-12-31 N/A 0.00 9312.00 271283.70 Equities CARDIOL THERAPEUTICS INC COM CL A 549300EXSOITGMUJOK20 14161Y200 2500-12-31 N/A 0.00 697442.00 843904.82 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 159751.00 1849916.58 Equities GOLDMAN SACHS ETF TR JUST US LRG CP 549300K6TPD8ER34P886 381430396 2500-12-31 N/A 0.00 801.00 85602.71 Equities GRANITESHARES ETF TR YIELDBOOST T 254900B3WKU54P35KX12 38747R116 2500-12-31 N/A 0.00 978.00 10943.82 Equities RITHM PPTY TR INC COM NEW SHS 5493004ID2QQWNGDYC18 38983D854 2500-12-31 N/A 0.00 7620.00 95250.00 Equities SUZANO S A SPON ADS 391200AW174YQSDMGG41 86959K105 2500-12-31 N/A 0.00 299074.00 2524184.56 Equities VANGUARD TAX-MANAGED FDS VAN FTSE DEV MKT N/A 921943858 2500-12-31 N/A 0.00 388091.00 27589389.19 Equities SSGA ACTIVE TR ST STR BD ETF 984500E6C92EB1EE8540 78470P556 2500-12-31 N/A 0.00 426.00 10690.47 Equities SPDR SERIES TRUST SP O&G EXPL PRO 5493001H1FSSB667C124 78468R556 2500-12-31 N/A 0.00 178040.00 31133854.80 Equities WERIDE INC SPONSORED ADS 254900R1B7IWBCPDQ262 950915108 2500-12-31 N/A 0.00 80587.00 479492.65 Equities SIBANYE STILLWATER LTD SPONSORED ADR 378900F238434B74D281 82575P107 2500-12-31 N/A 0.00 4431504.00 40282371.36 Equities SELECT SECTOR SPDR TR ST STR REAL ETF 549300SPMSTD3BRHL041 81369Y860 2500-12-31 N/A 0.00 109385.00 4955140.50 Equities BARK INC COM NEW N/A 68622E203 2500-12-31 N/A 0.00 79374.00 700872.42 Equities IBIO INC COM NEW 529900EW4RXUITGKUT34 451033708 2500-12-31 N/A 0.00 950084.00 1320616.76 Equities HAIN CELESTIAL GROUP INC COM 5493000S8QXWHLIXDP75 405217100 2500-12-31 N/A 0.00 1137154.00 558911.19 Equities INVESCO INDIA EXCHANGE-TRADED INDIA ETF 54930046WR5OHZ9EQC23 46137R109 2500-12-31 N/A 0.00 25002.00 505790.46 Equities LONGEVERON INC CL A NEW N/A 54303L203 2500-12-31 N/A 0.00 448860.00 303115.16 Equities SPDR SERIES TRUST ST STR 1500MOM 549300NWI9BNQYU67S03 78468R705 2500-12-31 N/A 0.00 23.00 6869.15 Equities NORTHERN LTS FD TR II WEIT MULT BD ETF 529900VJWJ730ADVUH24 664925807 2500-12-31 N/A 0.00 8553.00 212926.93 Equities INMED PHARMACEUTICALS INC COM NEW 549300VA5DNHEJGHG397 457637700 2500-12-31 N/A 0.00 132562.00 198843.00 Equities GEOVAX LABS INC COM NEW 2025 549300KXK8Z4UZ4J7S86 373678705 2500-12-31 N/A 0.00 294769.00 207104.70 Equities GLOBAL X FDS EMER MA CHIN ETF 5493007HCPLWY6XUYM41 37960A636 2500-12-31 N/A 0.00 10080.00 411511.97 Equities AMERICAN BEACON SELECT FUNDS GLG NAT RES ETF 5299006S3GSL57W1YI52 02368W408 2500-12-31 N/A 0.00 100224.00 4929016.32 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1440144.00 2203420.32 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 706688.00 40281216.00 Equities VICTORY PORTFOLIOS II VICTORYSHS EMERG 549300KFJKPEO1ORBS50 92647N543 2500-12-31 N/A 0.00 5749.00 345046.93 Equities SSGA ACTIVE TR STATE STREET IG 984500C1B55G865B0079 78470P523 2500-12-31 N/A 0.00 2618.00 65319.10 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities PLAYSTUDIOS INC CLASS A COM N/A 72815G108 2500-12-31 N/A 0.00 768110.00 455566.04 Equities PUTNAM ETF TRUST FRANKLIN SHT TRM 254900AZCU6YVDGDES57 746729730 2500-12-31 N/A 0.00 75036.00 740605.32 Equities TEN HLDGS INC COM USD0.0001 N/A 880245204 2500-12-31 N/A 0.00 17974.00 19591.66 Equities VIOMI TECHNOLOGY CO LTD SPONSORED ADS N/A 92762J103 2500-12-31 N/A 0.00 220441.00 166565.22 Equities Y 2026-08-03 2026-10-29 2026-11-24 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0400 800000000.00 800000000.00 0.0021 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.060000% ARP1IJC73 VYVVCKR63DVZZN70PB21 0001224385 ARP1IJC73 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y WF CARD ISSUANCE TR 2024-2 A 20291015 4.2 N/A 92970QAE5 2029-10-15 4.290000 0.00 13950000.00 13980225.00 Asset-Backed Securities PRPM 2025-RPL3 LLC A-1 20550425 FLT N/A 69392NAA8 2055-04-25 3.250000 0.00 390000.00 316133.05 Asset-Backed Securities USAA AUTO OWNER TR 2023-A A-3 20280515 5.5 N/A 90291VAC4 2028-05-15 5.580000 0.00 450000.00 58984.57 Asset-Backed Securities SANTANDER AUTO REC TR 2022-4 C 20291115 5.0 N/A 80286FAE3 2029-11-15 5.000000 0.00 845000.00 444142.35 Asset-Backed Securities SCF EQUIP LEASING LLC 2025-2 A-3 20360620 4.3 N/A 78439XAC8 2036-06-20 4.330000 0.00 175000.00 173199.43 Asset-Backed Securities RCKT MTG TR 2026-CES4 M-1A 20560425 FLT 254900CKI9AZ0W58BI27 74940CAE1 2056-04-25 5.942000 0.00 1500000.00 1501406.50 Asset-Backed Securities GLS AUTO RECV ISSUER TR 2023-1 D 20290116 7.0 N/A 36266XAE0 2029-01-16 7.010000 0.00 6725000.00 4885851.74 Asset-Backed Securities GM FINANCIAL ATMB LT 2024-3 A-4 20281020 4.2 N/A 38012QAE8 2028-10-20 4.220000 0.00 2648000.00 2651695.14 Asset-Backed Securities LAD AUTO RECV TR 2026-A C 20321115 5.2 N/A 501697AE6 2032-11-15 5.250000 0.00 5500000.00 5506917.17 Asset-Backed Securities OSCAR US FUNDING XIII LLC SR-A-4 144A 28 N/A 68785BAD5 2028-09-11 1.270000 0.00 5900000.00 113011.74 Asset-Backed Securities GOLUB CAP PAR CLO 2016-31(M)RR A-1-RR 20371105 FLT N/A 38180JAA8 2037-11-05 5.258100 0.00 3000000.00 3031911.30 Asset-Backed Securities M&T BANK AR TR 2024-1 A-3 20320217 5.2 N/A 55286TAC9 2032-02-17 5.220000 0.00 545000.00 356890.40 Asset-Backed Securities WESTLAKE AUTOMOBILE REC 2025-3 A-2A 20280417 4.3 N/A 96043QAB5 2028-04-17 4.310000 0.00 3603000.00 1712969.19 Asset-Backed Securities PRPM LLC 2024-RCF4 A-1 20540725 FLT N/A 74448JAA1 2054-07-25 4.000000 0.00 255000.00 137476.99 Asset-Backed Securities GLS AUTO SEL RECV TR 2026-2 B 20320615 0.0 N/A 379958AC5 2032-06-15 4.790000 0.00 5175000.00 5161637.58 Asset-Backed Securities CHASE AUTO OWNER TRUST 2024-1 A-3 20290525 5.1 N/A 16144BAC2 2029-05-25 5.130000 0.00 3194363.00 1582261.15 Asset-Backed Securities CAPITAL ONE PR AR TR 2024-1 A-3 20290716 4.6 N/A 14043NAD1 2029-07-16 4.620000 0.00 691000.00 608583.55 Asset-Backed Securities EXETER AUTO REC TR 2026-1 D 20320517 5.0 N/A 30168HAF4 2032-05-17 5.000000 0.00 50000.00 49429.36 Asset-Backed Securities ENTERPRISE FLET FINCNG 2022-3 A-3 20290720 4.2 N/A 29374FAC7 2029-07-20 4.290000 0.00 3898000.00 857380.67 Asset-Backed Securities ENTERPRISE FLEET FING 2022-4 A-3 20291022 5.6 N/A 29374GAC5 2029-10-22 5.650000 0.00 7794000.00 5495406.66 Asset-Backed Securities BAIN CAPITAL CR CLO LTD 2024-6 A-1 20380121 FLT 254900HQYGN91X5XN386 05685XAA6 2038-01-21 5.063700 0.00 5000000.00 5014282.96 Asset-Backed Securities CARMAX AUTO OWNER TR 2026-3 B 20321015 4.8 N/A 14321HAF2 2032-10-15 4.870000 0.00 1500000.00 1499835.75 Asset-Backed Securities DRIVE AUTO RECEIVABL TR 2024-2 B 20290716 4.5 N/A 26207AAE3 2029-07-16 4.520000 0.00 2613000.00 2620438.92 Asset-Backed Securities AFFIRM ASSET SEC TR 2025-X2 A 20301015 4.4 N/A 00835DAA0 2030-10-15 4.450000 0.00 5389000.00 1708944.95 Asset-Backed Securities AGL CLO LTD 2020-6RR A-1RR 20380420 FLT 5493008ZSC34VKNPZN79 00119VAY5 2038-04-20 5.009200 0.00 2000000.00 2005201.18 Asset-Backed Securities FORD CR AUTO 2026-B A-3 20291215 4.6 N/A 34528JAD2 2029-12-15 4.680000 0.00 18500000.00 18539534.50 Asset-Backed Securities FORD CR AUTO OWNER TR 2024-D A-2A 20271015 4.5 N/A 34535VAB0 2027-10-15 4.590000 0.00 765000.00 25418.54 Asset-Backed Securities FORD CRDT AT OWR TR 2025-REV2 A 20380215 4.3 N/A 34536BAA5 2038-02-15 4.370000 0.00 9164000.00 9074121.52 Asset-Backed Securities FIRST INVES AT OWNER TR 2025-1 C 20311215 4.7 N/A 32059WAJ1 2031-12-15 4.750000 0.00 7965000.00 7936557.87 Asset-Backed Securities FIGRE TRUST 2025-HE3 B 20550525 FLT N/A 31684LAB7 2055-05-25 5.710000 0.00 2107000.00 1552459.57 Asset-Backed Securities FIRST INVES AT OWNER TR 2025-1 A-2 20281215 4.3 N/A 32059WAC6 2028-12-15 4.310000 0.00 120000.00 71755.82 Asset-Backed Securities CEDAR FDG CLO LTD 2018-9R A-R 20370720 FLT N/A 15033EAN8 2037-07-20 5.149200 0.00 2350000.00 2353109.92 Asset-Backed Securities EXETER AUTO RECV TR 2022-5 D 20290215 7.4 N/A 30167FAF9 2029-02-15 7.400000 0.00 120000.00 63960.07 Asset-Backed Securities EXTER AUTOMOBILE REC TR 2025-3 A-3 20290716 4.7 N/A 30166XAC8 2029-07-16 4.780000 0.00 3180000.00 2732030.73 Asset-Backed Securities CARMAX SELECT RECIEV TR 2025-A A-2A 20280515 4.7 N/A 14319UAB6 2028-05-15 4.760000 0.00 1714000.00 388778.90 Asset-Backed Securities ENT AUTO RECEIVABLES 2023-1 A-3 20290116 6.2 N/A 293601AE0 2029-01-16 6.240000 0.00 5800000.00 863982.08 Asset-Backed Securities HARLEY-DAVIDSON MOTORCYCLE TRU A-3 20280815 5.6 N/A 41285YAC9 2028-08-15 5.690000 0.00 13150000.00 3799075.55 Asset-Backed Securities STELLANTIS FINL TR 2026-B A-4 20300722 4.5 N/A 85855QAE9 2030-07-22 4.560000 0.00 13990000.00 13969803.10 Asset-Backed Securities MADISON PARK FDG LTD 2022-54R C-R 20371021 FLT N/A 558188AJ7 2037-10-21 5.733700 0.00 500000.00 501311.35 Asset-Backed Securities OCTANE RECTRUST 2024-2 E 20320720 9.0 N/A 67578YAF3 2032-07-20 9.040000 0.00 4000000.00 4270832.89 Asset-Backed Securities AFFIRM MASTER TRUST 2025-2 D 20330715 5.6 N/A 00833BAK4 2033-07-15 5.600000 0.00 7250000.00 7294369.19 Asset-Backed Securities TESLA ELECTRC VEHICLE 2023-1 A-3 20280620 5.3 N/A 881943AD6 2028-06-20 5.380000 0.00 35000.00 17841.44 Asset-Backed Securities TEXAS DEBT CAP CLO LTD 2024-1R A-1-R 20390722 FLT N/A 88240JAN3 2039-07-22 4.859600 0.00 21360000.00 21452713.72 Asset-Backed Securities WESTLAKE AM RECEVIBALE 2025-P1 A-3 20290615 4.5 N/A 96043LAC4 2029-06-15 4.580000 0.00 1189000.00 1192776.92 Asset-Backed Securities TEXAS DEBT C 5.80961 24APR38 144A F N/A 881936AC2 2038-04-24 5.325100 0.00 30000000.00 30100063.02 Asset-Backed Securities ONEMAIN FINANL ISSUANCE 2024-1 C 20410514 6.4 N/A 68269NAC6 2041-05-14 6.420000 0.00 1500000.00 1572805.00 Asset-Backed Securities BRIDGECREST LEN AUTO 2024-1 C 20290416 5.6 N/A 107933AE3 2029-04-16 5.650000 0.00 125000.00 105121.10 Asset-Backed Securities WESTLAKE AT REC TR 2024-1 E 20310515 7.4 N/A 96043RAH0 2031-05-15 7.420000 0.00 55364000.00 56394256.39 Asset-Backed Securities MORGAN STNY ETN VC CL 2023-19R B-R 20380715 FLT N/A 617934AQ7 2038-07-15 5.502900 0.00 2418241.00 2429983.35 Asset-Backed Securities MERCEDES AUTO REC TR 2023-1 A-3 20271115 4.5 N/A 58770AAC7 2027-11-15 4.510000 0.00 173000.00 6210.05 Asset-Backed Securities FORD CR AUTO LEASE 2024-B A-4 20280115 4.9 N/A 345279AE3 2028-01-15 4.990000 0.00 100000.00 100541.18 Asset-Backed Securities FIGRE TRUST 2026-HE4 A 20560525 FLT N/A 31685MAC2 2056-05-25 5.300000 0.00 16500000.00 15291501.81 Asset-Backed Securities SANT DR AUTOREC TR 2024-3 A-3 20290116 5.6 N/A 80287LAC3 2029-01-16 5.630000 0.00 1840000.00 59684.77 Asset-Backed Securities GREAT AMER LEAS REC FDG 2025-2 A-4 20320915 4.2 549300JFP7GIDD4UWO79 39154TCR7 2032-09-15 4.290000 0.00 3173000.00 3142877.65 Asset-Backed Securities JAMESTOWN CLO LTD 2020-15R2 A1-R2 20350716 FLT N/A 47050EBC2 2035-07-16 4.802900 0.00 260000.00 260786.40 Asset-Backed Securities PROGRESS RESIDENTIAL 2025-SFR3 A 20420717 3.3 N/A 74334BAA5 2042-07-17 3.390000 0.00 10000000.00 9368930.00 Asset-Backed Securities GLS AUTO REC ISS TR 2025-1 A-3 20280915 4.7 N/A 36271KAE1 2028-09-15 4.770000 0.00 1500000.00 869657.38 Asset-Backed Securities KKR-KIMM CLO LLC 2026-2 B 20380415 FLT 2549009C3Q4W09L5HP03 48279AAE0 2038-04-15 5.452900 0.00 6800000.00 6911590.64 Asset-Backed Securities LCM LTD 2022-38R2 A-R2 20381104 FLT N/A 50204HBG5 2038-11-04 5.022900 0.00 4550000.00 4567664.96 Asset-Backed Securities NELNET STUDENT LN TR 2021-D A-FL 20620420 FLT N/A 64034YAA9 2062-04-20 4.474100 0.00 60000000.00 15768837.97 Asset-Backed Securities SCF EQUIP LEASING LLC 2025-1 A-3 20331121 5.1 N/A 78437DAC4 2033-11-21 5.110000 0.00 290000.00 292525.14 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 M-1 20591125 FLT N/A 64828XAC7 2059-11-25 3.250000 0.00 3447600.00 3037529.81 Asset-Backed Securities HYUNDAI AUTO LEASE TR 2024-C A-3 20280417 4.6 N/A 448984AD6 2028-04-17 4.620000 0.00 6150000.00 5517094.59 Asset-Backed Securities OCTAGON INVEST PART 2019-20RR A-1-RR 20370812 FLT N/A 67576WBA9 2037-08-12 5.043300 0.00 2000000.00 2022354.62 Asset-Backed Securities SBA TOWER TRUST 2021-2 20212C 20511015 1.8 N/A 78403DAV2 2051-10-15 1.840000 0.00 742000.00 727948.58 Asset-Backed Securities WORLD OMNI AUTO REC TR 2025-A A-2A 20280417 4.4 N/A 98164YAB7 2028-04-17 4.490000 0.00 491000.00 23736.35 Asset-Backed Securities WILLIS ENGINE STRUCT TR 2025-B A 20501215 5.1 N/A 970910AA3 2050-12-15 5.159000 0.00 300000.00 288430.05 Asset-Backed Securities JOHN DEERE OWNER TR 2026-B A-4 20330515 4.6 N/A 47800VAE4 2033-05-15 4.610000 0.00 2250000.00 2247647.62 Asset-Backed Securities MVW LLC 2024-1 A 20430220 5.3 N/A 62847RAA5 2043-02-20 5.320000 0.00 150000.00 63152.89 Asset-Backed Securities KKR FINL CLO 2013-1R3 LTD A-1-R3 20381015 FLT 549300ZUUB37M3VWNC17 48249VBG5 2038-10-15 5.002900 0.00 7000000.00 7023684.64 Asset-Backed Securities NEUBERGER BERMAN CLO 2014-17R4 A-1-R4 20400723 FLT 549300XVEYZNG956Y145 64129UCS2 2040-07-23 4.864700 0.00 15000000.00 15078363.20 Asset-Backed Securities WORD FIN NT CR MS NT TR 2024-B A 20310515 4.6 N/A 981464HU7 2031-05-15 4.620000 0.00 41000.00 41160.73 Asset-Backed Securities CREDIT ACCEPT AUT LN TR 2024-1 A 20340315 5.6 N/A 22537GAA8 2034-03-15 5.680000 0.00 5400000.00 3139707.50 Asset-Backed Securities AMERICAN CR ACCEPT RECV 2025-1 D 20310812 5.5 N/A 02528DAG5 2031-08-12 5.540000 0.00 100000.00 101152.29 Asset-Backed Securities BRIDGECREST LD AUTO SEC 2023-1 C 20290815 7.1 N/A 108056AE2 2029-08-15 7.100000 0.00 25000.00 16151.97 Asset-Backed Securities AMERICAN EXP CR MS TR 2023-3 A 20280915 5.2 549300Y4SA5G3GIJTP18 02582JKD1 2028-09-15 5.230000 0.00 290000.00 291192.32 Asset-Backed Securities BRIDGECRE LDG AT SEC TR 2026-2 A-2 20280915 4.2 N/A 10807VAB1 2028-09-15 4.240000 0.00 164000.00 164329.88 Asset-Backed Securities BENEFIT STR PARTNERS 2016-10R3 B-R3 20380720 FLT 549300MYLNCW81S1Y182 08181LBJ5 2038-07-20 5.579200 0.00 1000000.00 1004154.76 Asset-Backed Securities BRAVO RES FDG TR 2025-CES2 A-1 20550725 FLT 254900H5A4PX072RRR06 10568RAA1 2055-07-25 4.960000 0.00 12200000.00 9645452.11 Asset-Backed Securities CNH EQUIP TR 2022-C A-4 20291115 5.2 N/A 12664JAD2 2029-11-15 5.250000 0.00 355000.00 357623.21 Asset-Backed Securities FORD CR AUTO OWNER TR 2025-A A-2A 20271215 4.4 N/A 34535KAB4 2027-12-15 4.470000 0.00 335000.00 88495.82 Asset-Backed Securities AMERICAN CR ACC RECV TR 2023-1 D 20290412 6.3 N/A 02530UAG3 2029-04-12 6.350000 0.00 9530000.00 5739486.62 Asset-Backed Securities BRIDGECREST LDG AUTO 2026-3 D 20320415 5.5 N/A 10807WAF0 2032-04-15 5.590000 0.00 13500000.00 13507735.50 Asset-Backed Securities BRIDGECRST LDG AT SC TR 2025-4 B 20310815 4.3 N/A 10807UAD9 2031-08-15 4.300000 0.00 4430000.00 4417512.32 Asset-Backed Securities DIAMETER CAP PC CLO 2026-1 A-1 20380115 FLT 254900NGZ88KVVN6PL58 25256WAA5 2038-01-15 5.242900 0.00 36000000.00 35903886.73 Asset-Backed Securities FORD CREDIT AUTO 2023-C A-3 20280915 5.5 N/A 344940AD3 2028-09-15 5.530000 0.00 249000.00 94027.99 Asset-Backed Securities TRINITAS CLO LTD 2024-29 A-1 20370723 FLT 2549000HOL90CNMWDO78 89643BAA9 2037-07-23 5.242200 0.00 1285000.00 1286175.68 Asset-Backed Securities VENTURE CLO LTF 2023-48R B-R 20361020 FLT 254900Q5GN624I1YXD24 92340YAS0 2036-10-20 5.479200 0.00 450000.00 451630.89 Asset-Backed Securities TWIN BROOK CLO LLC 2025-1 C 20370420 FLT 254900FXTBDNJ02I6A12 900926AE6 2037-04-20 5.829200 0.00 24000000.00 23503347.55 Asset-Backed Securities TOWD POINT MTG TR 2026-FIX1 A1 20660125 FLT 254900HMDJT9KG22DU68 89183TAA6 2066-01-25 4.980000 0.00 14999984.00 13116054.03 Asset-Backed Securities GLS AUTO RECEIVABLES 2025-4 A-2 20281016 4.3 N/A 36273HAC0 2028-10-16 4.370000 0.00 8918000.00 5402693.38 Asset-Backed Securities BA CREDIT CARD TRUST 2025-1 A 20300515 4.3 5493006DQ60M1CRKHH19 05522RDK1 2030-05-15 4.310000 0.00 35000.00 35021.44 Asset-Backed Securities CARVANA AUTO RECB TR 2021-N1 C 20280110 1.3 N/A 14687DAC6 2028-01-10 1.300000 0.00 1660000.00 70044.01 Asset-Backed Securities CARVANA AUTO REC TR 2021-P4 A-4 20271210 1.6 N/A 14687KAD8 2027-12-10 1.640000 0.00 8352000.00 775333.92 Asset-Backed Securities Y 2026-10-05 2026-10-05 2026-10-05 N N N 0.0406 400000000.00 400000000.00 0.0010 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.130000% ARP1IQ1X2 ZBUT11V806EZRVTWT807 0000782124 ARP1IQ1X2 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y DOCGO INC COM N/A 256086109 2500-12-31 N/A 0.00 232639.00 155146.95 Equities ENDAVA PLC ADS 213800JJ6CRPCWCQVZ25 29260V105 2500-12-31 N/A 0.00 76773.00 221873.97 Equities APARTMENT INVT & MGMT CO CL A 549300O8FT5GJ4RU1D57 03748R747 2500-12-31 N/A 0.00 1423630.00 3786855.80 Equities ASHFORD HOSPITALITY TR INC COM NEW N/A 044103794 2500-12-31 N/A 0.00 30996.00 99807.12 Equities ARCADIA BIOSCIENCES INC COM 54930027ZPNA80B8O763 039014303 2500-12-31 N/A 0.00 23113.00 14630.53 Equities HELIX ACQUISITION CORP III USD CL A ORD SHS N/A G4444S107 2500-12-31 N/A 0.00 11664.00 122938.56 Equities TALON CAP CORP ORD SHS CL A N/A G86652107 2500-12-31 N/A 0.00 18068.00 184654.96 Equities LAFAYETTE ACQUISITION CORP ORD SHS N/A G53426105 2500-12-31 N/A 0.00 13539.00 137014.68 Equities PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities ACTIVATE ENERGY ACQUISIT CORP CL A ORD SHS N/A G0081J103 2500-12-31 N/A 0.00 34160.00 342283.20 Equities CHENGHE ACQUISITION III CO ORD SHS CL A N/A G2086N105 2500-12-31 N/A 0.00 7830.00 79631.10 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities CANTOR EQUITY PARTNERS VI INC CL A ORD SHS N/A G1828R101 2500-12-31 N/A 0.00 20119.00 209237.60 Equities METALPHA TECHN HOLDING LTD SHS 875500IK4ZZEEGL9MD76 G28365107 2500-12-31 N/A 0.00 58481.00 53802.52 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities NORTHERN LTS FD TR II WEIT MULT BD ETF 529900VJWJ730ADVUH24 664925807 2500-12-31 N/A 0.00 4447.00 110708.07 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities NORTHERN FDS SHORT-TERM TAX 254900T3TGI3PM8D9Z41 665162228 2500-12-31 N/A 0.00 17253.00 864806.62 Equities NEUPHORIA THERAPEUTICS INC COM N/A 64136E102 2500-12-31 N/A 0.00 19876.00 77913.92 Equities PROSHARES TR ULTRASHORT MSCI KZU4C19RPVWWUXE45Q21 74349Y712 2500-12-31 N/A 0.00 3192.00 55981.30 Equities PROSHARES TR SP500 EX HLTH 5493001L2ZGJ40PRHY65 74347B565 2500-12-31 N/A 0.00 1055.00 85669.16 Equities SPDR SERIES TRUST ST STR SP HOME 549300MSE80LL1UJS132 78464A888 2500-12-31 N/A 0.00 66549.00 6955701.48 Equities INSIGHT DIGITAL PARTNERS II CL A ORD N/A G4814G105 2500-12-31 N/A 0.00 25928.00 261354.24 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS N/A G6476A102 2500-12-31 N/A 0.00 95464.00 995689.52 Equities SIMPLIFY EXCHANGE TRADED FUNDS TARA INDIA OPPO 529900NV4L7IURHC8W50 82889N491 2500-12-31 N/A 0.00 2532.00 67417.03 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 270.00 16647.23 Equities GRAVITY CO LTD SPONSORED ADS NE 529900NZDBA9C6G28L55 38911N206 2500-12-31 N/A 0.00 23745.00 1471002.75 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities FRANKLIN TEMPLETON ETF TR FTSE MEXICO 549300RR8MFO12KKU693 35473P736 2500-12-31 N/A 0.00 4354.00 163278.92 Equities FLEXSHARES TR ESG & CLM INVEST 549300O6OIB1MH003G37 33939L571 2500-12-31 N/A 0.00 4079.00 163363.95 Equities BRITISH AMERN TOB PLC SPONSORED ADR 213800FKA5MF17RJKT63 110448107 2500-12-31 N/A 0.00 429616.00 26503011.04 Equities BEONE MEDICINES LTD SPONSORED ADS 549300JFUK6FRD5MH739 07725L102 2500-12-31 N/A 0.00 82287.00 26502996.96 Equities BLACKROCK ETF TRUST ISHA TECH OP ETF 529900CP2ONU3P4MXJ42 09290C772 2500-12-31 N/A 0.00 5492.00 197538.45 Equities ART TECHNOLOGY ACQUISITION COR USD CL A ORD SHS N/A G0579E103 2500-12-31 N/A 0.00 52997.00 529440.03 Equities TITAN ACQUISITION CORP CL A N/A G8901A103 2500-12-31 N/A 0.00 66404.00 693257.76 Equities COTWO ADVISORS PHYSICAL EUROPE COMMON UNITS 254900BRPZR4IDPUUA20 222067100 2500-12-31 N/A 0.00 470.00 8624.50 Equities DRDGOLD LIMITED SPON ADR REPSTG 529900Z0P3GRRN23MG34 26152H301 2500-12-31 N/A 0.00 44534.00 928533.90 Equities COLUMBIA ETF TR I INTL EQ INCO ETF 549300AZD93FII3ZYW76 19761L862 2500-12-31 N/A 0.00 4887.00 201893.21 Equities DIREXION SHARES ETF TRUST DAIL HO SUPP ETF 549300R16KXSBVCMYA81 25490K596 2500-12-31 N/A 0.00 18013.00 692779.98 Equities COLUMBUS CIRCLE CAP CORP II USD CL A ORD SHS N/A G2296M103 2500-12-31 N/A 0.00 105800.00 1058000.00 Equities ROMAN DBDR ACQUISITION CORP II ORD SHS CL A N/A G7633M104 2500-12-31 N/A 0.00 7780.00 82468.00 Equities SIDDHI ACQUISITION CORP CL A SHS N/A G8118C124 2500-12-31 N/A 0.00 26404.00 277242.00 Equities AMERICAN DRIVE ACQUISITION CO USD CL A ORD SHS N/A G0R91M105 2500-12-31 N/A 0.00 6704.00 67576.32 Equities SPRUCE POWER HOLDING CORP COM NEW 549300W71XJ8DIF9RQ35 9837FR209 2500-12-31 N/A 0.00 6640.00 12948.00 Equities CRANE HBR ACQUISITION CORP II ORD SHS CL A N/A G25014104 2500-12-31 N/A 0.00 44518.00 450967.34 Equities UNIFIED SER TR ONEASCENT EMGRG 549300ZNHGZUOCGDNW74 90470L469 2500-12-31 N/A 0.00 13016.00 598345.52 Equities ALPS GROUP INC ORD SHS N/A G0231P108 2500-12-31 N/A 0.00 80617.00 35874.57 Equities XSOLLA SPAC 1 USD CL A ORD SHS N/A G9833K102 2500-12-31 N/A 0.00 42276.00 418955.16 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 N/A 0.00 32254.00 326571.75 Equities YPF SOCIEDAD ANONIMA SPON ADR CL D 5493003N7447U18U5U53 984245100 2500-12-31 N/A 0.00 300209.00 15655899.35 Equities TWELVE SEAS INVT CO III ORD SHS CL A N/A G9145D101 2500-12-31 N/A 0.00 8919.00 89190.00 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities GRIFOLS S A SP ADR REP B NVT 959800HSSNXWRKBK4N60 398438408 2500-12-31 N/A 0.00 182336.00 1495155.20 Equities ISHARES TR 1 3 YR TREAS BD 549300W0WX9TL4G6HM56 464287457 2500-12-31 N/A 0.00 62025.00 5086670.25 Equities ISHARES TR CORE LT USDB ETF 549300AS0BPHN7FEW779 464289479 2500-12-31 N/A 0.00 3598.00 170530.81 Equities ISHARES TR BBB RATED CORP 549300LLQ2RTRMS0KN04 46436E494 2500-12-31 N/A 0.00 2791.00 236970.69 Equities NIO INC SPON ADS 549300JBU4TV5OCKJV96 62914V106 2500-12-31 N/A 0.00 578193.00 2798454.12 Equities PULMONX CORP COM 549300WZMFR0ZK7RJY40 745848101 2500-12-31 N/A 0.00 480336.00 773340.96 Equities NOKIA CORP SPONSORED ADR 549300A0JPRWG1KI7U06 654902204 2500-12-31 N/A 0.00 2915616.00 26502949.44 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1521.00 17430.66 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 65712.00 26502306.72 Equities SYNERGY CHC CORP COM NEW N/A 87165D208 2500-12-31 N/A 0.00 156102.00 26568.56 Equities TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 88034P109 2500-12-31 N/A 0.00 2795680.00 26503046.40 Equities VANGUARD SCOTTSDALE FDS VNG RUS2000IDX N/A 92206C664 2500-12-31 N/A 0.00 29812.00 3524672.76 Equities PHOENIX NEW MEDIA LTD SPONSORED ADS 529900QQ1GX85WOUID50 71910C202 2500-12-31 N/A 0.00 6407.00 9450.33 Equities VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF N/A 922042858 2500-12-31 N/A 0.00 3958.00 230316.02 Equities BLUEPORT ACQUISITION LTD USD CL A ORD SHS N/A G1196A102 2500-12-31 N/A 0.00 8540.00 86766.40 Equities ZHIHU INC SPONSORED ADS N/A 98955N207 2500-12-31 N/A 0.00 276259.00 906129.52 Equities BIOCERES CROP SOLUTIONS CORP SHS 549300SBSSIZUVSY4U27 G1117K114 2500-12-31 N/A 0.00 91390.00 30624.79 Equities WISDOMTREE TR US S CAP QTY DIV 549300CLRU7ONPPEZY45 97717X651 2500-12-31 N/A 0.00 4860.00 289764.86 Equities SOHU COM LTD SPONSORED ADS N/A 83410S108 2500-12-31 N/A 0.00 54473.00 749548.48 Equities IPERIONX LTD SPONSORED ADS 98450096B1C9E094C832 44916E100 2500-12-31 N/A 0.00 290466.00 6256637.64 Equities SPDR SERIES TRUST ST STR BLO 1 ETF 549300GQCVCME1YJ6B50 78468R663 2500-12-31 N/A 0.00 289177.00 26503072.05 Equities LESLIES INC COM N/A 527064208 2500-12-31 N/A 0.00 56617.00 49143.56 Equities SPDR INDEX SHS FDS ST STR MSCI WLD 549300L6NXGVZIUJB982 78463X418 2500-12-31 N/A 0.00 930.00 144139.03 Equities SPDR SERIES TRUST ST STR SP BIOT 549300Y3ODFMPD5XXL58 78464A870 2500-12-31 N/A 0.00 62934.00 9531983.64 Equities SPDR SERIES TRUST ST STR BL 12 ETF 549300KSPVYDNRIJIN54 78468R523 2500-12-31 N/A 0.00 9410.00 935542.20 Equities NOVONIX LIMITED SPONSORED ADS 222100J5P8E39WB5ER62 67010L100 2500-12-31 N/A 0.00 61210.00 24477.88 Equities NEW YORK LIFE INVTS ACTIVE ETF MACKAY MUNI SHRT 529900IUV9ITS9M0DL55 64953X100 2500-12-31 N/A 0.00 15771.00 398138.90 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 464960.00 26502720.00 Equities SSGA ACTIVE TR STATE STREET MY 984500A3C53D3F6DA578 78470P598 2500-12-31 N/A 0.00 938.00 23257.71 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities PUTNAM ETF TRUST FRANKLIN SHT TRM 254900AZCU6YVDGDES57 746729730 2500-12-31 N/A 0.00 75036.00 740605.32 Equities VANECK ETF TRUST AFRICA INDEX ETF 549300T4XTKM8K058620 92189F866 2500-12-31 N/A 0.00 1671.00 43596.39 Equities FRACTYL HEALTH INC COM N/A 35168W103 2500-12-31 N/A 0.00 1744908.00 1203986.52 Equities VTEX SHS CL A N/A G9470A102 2500-12-31 N/A 0.00 196543.00 858892.91 Equities ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 16048.00 26502309.12 Equities SIMPLIFY EXCHANGE TRADED FUNDS CHINESE COME 529900AWXC88EBFRY242 82889N236 2500-12-31 N/A 0.00 247.00 5863.78 Equities FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL 5493000JAIO4HZXNFP81 33740F383 2500-12-31 N/A 0.00 7350.00 135403.17 Equities FRANKLIN TEMPLETON ETF TR INVT GRADE CORPT 549300AGICP0BF7KSG70 35473P603 2500-12-31 N/A 0.00 2615.00 54993.45 Equities FIDELITY COVINGTON TRUST METAVERSE ETF 549300TQXUXRFBANFP96 316092188 2500-12-31 N/A 0.00 3903.00 146826.57 Equities FIDELITY MERRIMACK STR TR CORP BOND ETF 549300KFU5ERJA35G588 316188101 2500-12-31 N/A 0.00 12436.00 575475.90 Equities ISHARES TR ESG MSCI KLD ETF 549300F924TT3OXSR002 464288570 2500-12-31 N/A 0.00 8941.00 1248431.83 Equities ISHARES TR U.S. MED DVC ETF 549300MTJJWSCQO9N641 464288810 2500-12-31 N/A 0.00 104519.00 5512332.06 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 464287739 2500-12-31 N/A 0.00 223056.00 23570327.52 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 2126512.00 1437309.46 Equities TIDAL TRUST I SOFI AGENTIC AI 254900YOJMTITF5S6V34 886365303 2500-12-31 N/A 0.00 2258.00 52331.18 Equities ISHARES INC MSCI EMRG CHN 549300OO3LEZN53XCB15 46434G764 2500-12-31 N/A 0.00 17020.00 1551883.60 Equities ISHARES TR ESG MSCI LEADR 549300PL7K003G75NG20 46435U218 2500-12-31 N/A 0.00 5697.00 746250.03 Equities ISHARES TR GENOMICS IMMUN 549300KS9JS2Z81CYC21 46435U192 2500-12-31 N/A 0.00 44341.00 1453910.35 Equities IMMUNOCORE HLDGS PLC ADS 213800IUE3DFS84BVN18 45258D105 2500-12-31 N/A 0.00 485136.00 16431556.32 Equities WEN ACQUISITION CORP COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 50516.00 521830.28 Equities ARMADA ACQUISITION CORP III ORD SHS CL A N/A G0R38M101 2500-12-31 N/A 0.00 28478.00 284495.22 Equities TRANSACT TECHNOLOGIES INC COM N/A 892918103 2500-12-31 N/A 0.00 39867.00 194550.96 Equities AMERICAN CENTY ETF TR INTL EQT ETF 549300J3U01FFJ07XD39 025072703 2500-12-31 N/A 0.00 85745.00 7856814.35 Equities AMERICAN CENTY ETF TR US QUALITY VAL 549300MVBKFDHGBLXN54 025072208 2500-12-31 N/A 0.00 1236.00 86404.56 Equities BIO GREEN MED SOLUTION INC COM JUNE 2025 549300IE74IVYY7IL203 23254L876 2500-12-31 N/A 0.00 16548.00 14961.05 Equities DIMENSIONAL ETF TRUST US SMALL CAP ETF 549300ZX1UG1MY980943 25434V815 2500-12-31 N/A 0.00 6526.00 258821.16 Equities INTERCONTINENTAL HOTELS GROUP SPONSORED ADS 2138007ZFQYRUSLU3J98 45857P806 2500-12-31 N/A 0.00 163005.00 26502982.95 Equities WISDOMTREE TR INTL EQUITY FD 549300X1IP4KC9V84C74 97717W703 2500-12-31 N/A 0.00 2009.00 151248.77 Equities ISHARES TR S&P 500 VAL ETF 549300CBC7RH6BCDVO32 464287408 2500-12-31 N/A 0.00 5111.00 1186569.76 Equities MADISON ETFS TRUST SHOR TERM ST ETF 5493000IALOEBWLDVK15 557441201 2500-12-31 N/A 0.00 5980.00 120347.50 Equities MAXCYTE INC COM 54930053YHXULRFCU991 57777K106 2500-12-31 N/A 0.00 1125488.00 1181762.40 Equities ICICI BANK LIMITED ADR R7RX8ER1V4666J8D1I38 45104G104 2500-12-31 N/A 0.00 875844.00 26503039.44 Equities PROFESIONALLY MANAGED PORTFOLI CONG SMID GR ETF 254900NYAXOL69FD7C15 74316P645 2500-12-31 N/A 0.00 1905.00 63874.65 Equities INVESCO EXCHANGE TRADED FD TR NEXT GEN MEDIA 5493009XXQ959LF9QP20 46137V696 2500-12-31 N/A 0.00 1695.00 104045.88 Equities ISHARES TR IBONDS OCT 2026 529900MT48LA3S83VH14 46438G505 2500-12-31 N/A 0.00 2309.00 59145.04 Equities ISHARES INC MSCI MLY ETF NEW QHNU1WJWRSX7LW7ZHE41 46434G814 2500-12-31 N/A 0.00 39510.00 1116552.60 Equities WISDOMTREE TR INTK MLTIFACTR 5493008WED0ED5IK6W75 97717Y774 2500-12-31 N/A 0.00 2285.00 77120.58 Equities TIDAL TR IV VOYA CORE BOND 254900LI92UYC6EFSG22 88636N205 2500-12-31 N/A 0.00 1051.00 51262.53 Equities TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 549300ZLMVP4X0OGR454 874060205 2500-12-31 N/A 0.00 277807.00 4792170.75 Equities TIDAL TRUST I RPAR RISK PARI 549300P6SPNYGRUISQ43 886364603 2500-12-31 N/A 0.00 23162.00 505862.71 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities WISDOMTREE TR US MIDCAP DIVID 549300PV2MVB1I9EGF54 97717W505 2500-12-31 N/A 0.00 999.00 57512.43 Equities OUTSET MED INC COM NEW N/A 690145206 2500-12-31 N/A 0.00 190845.00 906513.75 Equities INVESCO EXCHANGE TRADED FD TR S&P500 QUALITY 549300CMNB8U49G4GY75 46137V241 2500-12-31 N/A 0.00 16823.00 1431132.61 Equities IRON HORSE ACQUISIT II CORP COM N/A 46283H103 2500-12-31 N/A 0.00 28509.00 285660.18 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities FRANKLIN TEMPLETON ETF TR BRAN U S FIX ETF 254900I9X1KO3NEWGC71 35473P413 2500-12-31 N/A 0.00 478.00 11620.18 Equities FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID 549300LJBZBTP6M4DR25 33738R688 2500-12-31 N/A 0.00 19259.00 437564.48 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities FTC SOLAR INC COM NEW 5493009MODNZ2HMPX761 30320C301 2500-12-31 N/A 0.00 6969.00 18328.47 Equities BIOATLA INC COM NEW N/A 09077B203 2500-12-31 N/A 0.00 16583.00 56050.54 Equities BINGEX LTD SPONSORED ADS A N/A 090337106 2500-12-31 N/A 0.00 4126.00 8829.64 Equities FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT 549300XQG1DXCIO5RA29 33736N101 2500-12-31 N/A 0.00 470.00 20472.82 Equities VANGUARD SPECIALIZED FUNDS DIV APP ETF N/A 921908844 2500-12-31 N/A 0.00 16057.00 3854643.42 Equities T ROWE PRICE EXCHANGE-TRADED GLOBA EQUIT ETF 254900QYQ4UUIZGC6P89 87283Q727 2500-12-31 N/A 0.00 762.00 22178.77 Equities SUNCAR TECHNOLOGY GROUP INC CL A N/A G85727108 2500-12-31 N/A 0.00 37784.00 29792.68 Equities VANGUARD INDEX FDS MRNGSTR SML CAP N/A 922908751 2500-12-31 N/A 0.00 2951.00 872905.80 Equities CELLECTIS S A SPON ADS 5493000KKX5VQ37Q2W83 15117K103 2500-12-31 N/A 0.00 33019.00 94104.15 Equities CNS PHARMACEUTICALS INC COM 529900FDJ7WGF2Q7UN44 18978H508 2500-12-31 N/A 0.00 6466.00 32136.02 Equities CHEETAH MOBILE INC SPONSORED ADS 529900JR51JXQWYK5B18 163075203 2500-12-31 N/A 0.00 3310.00 9433.50 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 159751.00 1849916.58 Equities BT BRANDS INC COM NEW 549300UBLN17SSQJQQ44 0557MQ206 2500-12-31 N/A 0.00 11146.00 12594.98 Equities EHANG HLDGS LTD ADS 529900RPWTHQC2WF6O10 26853E102 2500-12-31 N/A 0.00 22097.00 114462.46 Equities DOUYU INTL HLDGS LTD SPONSORED ADS 549300M2ADOHTIMACT54 25985W204 2500-12-31 N/A 0.00 4865.00 22670.90 Equities COLUMBIA ETF TR I LARG CAP GRO ETF N/A 19761L755 2500-12-31 N/A 0.00 24189.00 267784.32 Equities ELEVATION SERIES TRUST SOVE CAP FLOU FD 254900VR3E8EK5A82F82 210322202 2500-12-31 N/A 0.00 1380.00 42452.11 Equities BIOTE CORP CLASS A COM N/A 090683103 2500-12-31 N/A 0.00 265606.00 589645.32 Equities CELESTICA INC COM 549300J3CG5T6RZWLN53 15101Q207 2500-12-31 N/A 0.00 42807.00 15093320.13 Equities HARTFORD FDS EXCHANGE TRADED T DYNAMIC BOND ETF 254900JC02M3QDW7E853 41653L842 2500-12-31 N/A 0.00 6206.00 240947.95 Equities INVESTMENT MANAGERS SER TR II TRAD 2X 100 QUAR 98450054B7C6D1DAD433 46092D731 2500-12-31 N/A 0.00 169.00 33591.86 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities EA SERIES TRUST SEQU GLO VAL ETF 529900RGVG0PW882UT58 02072L276 2500-12-31 N/A 0.00 1085.00 38897.90 Equities ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 300300GO8QHPMV87NZ73 00215W100 2500-12-31 N/A 0.00 762236.00 26502945.72 Equities ADAGIO MED HLDGS INC COM N/A 00534B100 2500-12-31 N/A 0.00 82811.00 31012.72 Equities ASTRAZENECA PLC ORD PY6ZZQWO2IZFZC3IOL08 G0593M107 2500-12-31 N/A 0.00 154680.00 26502871.20 Equities VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF N/A 922042742 2500-12-31 N/A 0.00 31855.00 4951859.75 Equities VANECK MERK GOLD ETF GOLD SHS N/A 921078101 2500-12-31 N/A 0.00 12786.00 505302.72 Equities VANGUARD QUANTITATIVE FDS CORE PLUS BD ETF 529900BLKV05EQ2PWT56 921913869 2500-12-31 N/A 0.00 8876.00 650433.28 Equities UNILEVER PLC SPON ADR NEW 549300MKFYEKVRWML317 904767803 2500-12-31 N/A 0.00 406052.00 26503014.04 Equities GOSSAMER BIO INC COM 549300ZOC0N2W6PSFR58 38341P102 2500-12-31 N/A 0.00 6549448.00 1167766.58 Equities OSISKO GOLD GROUP INC COM NEW 984500A8CC57F67DJ124 68827X105 2500-12-31 N/A 0.00 2199750.00 5235405.00 Equities INVESCO ACTIVELY MANAGED EXCHA QQQ INC ADV ETF 254900ZOJ7ERT3IN7R51 46090A689 2500-12-31 N/A 0.00 3503.00 189389.69 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL TEC 549300AMYKGRJ1UHN136 46137V282 2500-12-31 N/A 0.00 266743.00 16025919.44 Equities LISTED FDS TR HORZN KINTCS BL 549300FMOBCGFQ3ZDA61 53656G209 2500-12-31 N/A 0.00 1902.00 60905.84 Equities LONGEVERON INC CL A NEW N/A 54303L203 2500-12-31 N/A 0.00 448860.00 303115.16 Equities BARK INC COM NEW N/A 68622E203 2500-12-31 N/A 0.00 79369.00 700828.27 Equities INMED PHARMACEUTICALS INC COM NEW 549300VA5DNHEJGHG397 457637700 2500-12-31 N/A 0.00 132562.00 198843.00 Equities ILLINOIS TOOL WKS INC COM 76NA4I14SZCFAYMNSV04 452308109 2500-12-31 N/A 0.00 45276.00 12844801.20 Equities GLOBAL X FDS EMER MA CHIN ETF 5493007HCPLWY6XUYM41 37960A636 2500-12-31 N/A 0.00 10080.00 411511.97 Equities GLOBAL X FDS INFORMATION TEC 549300OSYURCME3JN490 37960A743 2500-12-31 N/A 0.00 3125.00 124145.00 Equities GOLDMAN SACHS ETF TR INDIA EQUITY ETF 984500B92F857BC1XC39 38149W481 2500-12-31 N/A 0.00 10393.00 255615.83 Equities FIRST TR EXCH TRD ALPHDX FD II LATIN AMER ALP 54930064HZE0RSQ7YB04 33737J125 2500-12-31 N/A 0.00 15720.00 410005.90 Equities VIRTUS ETF TR II VIRTUS EM MKTS 254900U3W79KCUKN3848 92790A793 2500-12-31 N/A 0.00 357.00 9469.89 Equities SSGA ACTIVE TR STATE STREET IG 984500C1B55G865B0079 78470P622 2500-12-31 N/A 0.00 30219.00 750186.68 Equities VICTORY PORTFOLIOS II VICTORYSHS EMERG 549300KFJKPEO1ORBS50 92647N543 2500-12-31 N/A 0.00 5749.00 345046.93 Equities NORTHERN FDS TAX-EXEMPT BD 254900H10OQJQWTG5Q74 665162194 2500-12-31 N/A 0.00 4162.00 211658.51 Equities CELULARITY INC CL A NEW N/A 151190204 2500-12-31 N/A 0.00 10724.00 7292.32 Equities DEFINITIVE HEALTHCARE CORP CLASS A COM N/A 24477E103 2500-12-31 N/A 0.00 82128.00 58893.99 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1358800.00 2078964.00 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36570.00 266595.30 Equities OMS ENERGY TECHNOLOGIES INC ORD SHS 2549000M18Z0L5YXYO51 G6755S105 2500-12-31 N/A 0.00 16326.00 68895.72 Equities NIU TECHNOLOGIES ADS 549300NJKNSC80EVQ065 65481N100 2500-12-31 N/A 0.00 95008.00 246070.72 Equities SIMPLIFY EXCHANGE TRADED FUNDS US EQUITY INCOME 549300CV9WBB54HLYP95 82889N301 2500-12-31 N/A 0.00 8507.00 411994.01 Equities RISKIFIED LTD SHS CL A 894500GU19M0O0BYWM49 M8216R109 2500-12-31 N/A 0.00 453802.00 2377922.48 Equities Y 2026-08-03 2026-10-29 2026-12-07 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0413 527000000.00 527000000.00 0.0014 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.050000% ARP1IV2D4 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1IV2D4 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y STARWOOD PPTY TR INC SR GLBL 144A 29 BUGSFQZERKRBFWIG5267 85571BBJ3 2029-08-15 5.875000 0.00 200000.00 201061.42 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 29 BUGSFQZERKRBFWIG5267 85571BBJ3 2029-08-15 5.875000 0.00 723000.00 726837.02 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 29 BUGSFQZERKRBFWIG5267 85571BBJ3 2029-08-15 5.875000 0.00 905000.00 909802.91 Corporate Debt Securities LEHMAN ABS MTG LN TR 2007-1 2-A3 20370625 FLT N/A 52521MAD4 2037-06-25 4.068900 0.00 12137920.00 2152269.61 Asset-Backed Securities SYMPHONY CLO LTD 2020-23R2 E-R2 20340117 FLT 54930001DQI1CFLYVB48 87167PAG5 2034-01-17 9.252900 0.00 4755000.00 4460058.80 Asset-Backed Securities STRUCTURED ASSET SEC 2006-OPT1 M1 20360425 FLT N/A 86359UAG4 2036-04-25 4.138900 0.00 5770000.00 3913035.15 Asset-Backed Securities CARLYLE US CLO 2024-4 LTD E 20370720 FLT N/A 142927AA0 2037-07-20 9.679200 0.00 8779900.00 8283076.51 Asset-Backed Securities CARMAX SELECT REC TR 2025-B E 20320915 6.8 N/A 14320BAG4 2032-09-15 6.890000 0.00 2658000.00 2660616.06 Asset-Backed Securities TRINITAS CLO LTD 2019-10R E-R 20350116 FLT 549300W90X4BIMRJ8H82 89640CAG7 2035-01-16 11.042900 0.00 250580.00 218192.03 Asset-Backed Securities OZLM VI LTD2018-6 D-S 20310417 FLT N/A 67108PAG9 2031-04-17 10.061100 0.00 17375000.00 16562265.33 Asset-Backed Securities SECURITIZED ASSET REC 2006-FR2 A-3 20360325 FLT N/A 81376VAC1 2036-03-25 4.338900 0.00 2400000.00 812994.84 Asset-Backed Securities CFG INVESTMENTS LTD 2025-1 B 20360325 9.1 549300C3OD89QRWQ1Y92 12528GAN2 2036-03-25 9.160000 0.00 3358000.00 3395836.83 Asset-Backed Securities CWABS INC 2004-12 MV-6 20350225 FLT N/A 126673NY4 2035-02-25 5.638900 0.00 13500000.00 11526553.94 Asset-Backed Securities EXETER AUTOMOBILE REC 2022-3 E 20300115 9.0 N/A 30166YAG7 2030-01-15 9.090000 0.00 14949000.00 15059413.31 Asset-Backed Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT N/A 32027LAF2 2036-10-25 4.148900 0.00 4500000.00 3608568.03 Asset-Backed Securities FIGRE TRUST 2026-HE2 E 20560125 FLT N/A 31684VAG4 2056-01-25 7.060000 0.00 9000000.00 9026949.00 Asset-Backed Securities ING GROEP N.V. ALT TIER I PERP 549300NYKK9MWM7GGW15 456837BT9 2500-12-31 7.000000 0.00 17096000.00 17646890.11 Corporate Debt Securities GLS AUTO RECV ISSUER TR 2025-2 E 20320615 7.7 N/A 37989BAN2 2032-06-15 7.730000 0.00 1590000.00 1646822.71 Asset-Backed Securities LCM LTD 2022-37 E 20340417 FLT N/A 50204FAA3 2034-04-17 11.382900 0.00 10000000.00 6996290.76 Asset-Backed Securities SAXON ASSET SEC TR 2007-3 1-M1 20470925 FLT N/A 80557BAF1 2047-09-25 4.638900 0.00 6690000.00 5502869.07 Asset-Backed Securities SOUNDVIEW HM LN 2007-1 M-1 20370325 FLT N/A 83612PAF7 2037-03-25 4.318900 0.00 6000000.00 5035907.25 Asset-Backed Securities MCF CLO LLC 2017-5RR E-R2 20371020 FLT 549300V4SY3C34M6JH02 55280QBL0 2037-10-20 11.229200 0.00 4261600.00 4047945.31 Asset-Backed Securities LONG BEACH MTG LN TR 2005-WL1 I/IIM5 20350625 FLT N/A 542514LM4 2035-06-25 4.963900 0.00 24120315.00 19167277.74 Asset-Backed Securities ICAHN ENTERPRISES LP/CORP SR SEC GLBL NT29 N/A 451102CF2 2029-01-15 9.750000 0.00 100000.00 99756.33 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP 549300PPXHEU2JF0AM85 53944YAV5 2500-12-31 8.000000 0.00 4976000.00 5282748.28 Corporate Debt Securities LCM LTD 2019-30R E-R 20310421 FLT N/A 50201AAE9 2031-04-21 10.490800 0.00 1761373.00 1359595.94 Asset-Backed Securities SECURITIZED ASSET REC 2006-OP1 M-6 20351025 FLT N/A 81375WJL1 2035-10-25 4.843900 0.00 4000000.00 3168333.55 Asset-Backed Securities XP INC SR REGS NT 29 5493008KDA8NBZRJST80 G98239AB5 2029-07-02 6.750000 0.00 591000.00 604242.83 Corporate Debt Securities ACE SECS HEQ 2006-OP1 M-1 20360425 FLT N/A 00442PAG5 2036-04-25 4.258900 0.00 24346500.00 19316761.63 Asset-Backed Securities ACE SECS HEQ 2006-NC1 M-2 20351225 FLT N/A 004421UV3 2035-12-25 4.483900 0.00 15000000.00 8179639.37 Asset-Backed Securities ACE SECS HEQ 2006-OP2 M-1 20360825 FLT N/A 00441YAF9 2036-08-25 4.213900 0.00 32389000.00 21204341.79 Asset-Backed Securities MCF CLO LTD 2023-10R E-R 20370415 FLT N/A 55293MAE1 2037-04-15 10.202900 0.00 5488000.00 4965935.51 Asset-Backed Securities LCM XVI LTD 2014-16R E-R2 20311015 FLT 549300RB1XGNK3FHRH35 50181HAC2 2031-10-15 10.394500 0.00 4000000.00 2753705.78 Asset-Backed Securities CITIGROUP INC PERP SR GLBL -CC 6SHGI4ZSSLCXXQSBB395 172967PK1 2500-12-31 7.125000 0.00 1599000.00 1649147.31 Corporate Debt Securities CLOUD SOFTWARE GROUP INC SR SEC 144A NT32 04EEB871XLHVNY4RZJ65 18912UAC6 2032-06-30 8.250000 0.00 2000.00 1905.75 Corporate Debt Securities BEAR STEARNS ABS TR 2006-AQ1 I-2A 20361027 FLT N/A 07389PAD2 2036-10-27 4.118900 0.00 24899900.00 653289.75 Asset-Backed Securities CWABS INC 2006-6 M-1 20350925 FLT N/A 126670ZN1 2035-09-25 4.318900 0.00 4000000.00 2631833.36 Asset-Backed Securities CWABS INC 2004-AB2 M-4 20341125 FLT N/A 126673QJ4 2034-11-25 5.113900 0.00 4900000.00 4478694.12 Asset-Backed Securities EXETER ATMBL REC TR 2022-4 E 20300315 8.2 N/A 30166BAG7 2030-03-15 8.230000 0.00 13466000.00 13700722.84 Asset-Backed Securities ENCORE CREDIT REC TR 2005-3 M-7 20351025 FLT N/A 29256PAL8 2035-10-25 5.593900 0.00 7955000.00 5988547.70 Asset-Backed Securities EUSHI FINANCE INC. JR SB GLBL NT 54 N/A 29882DAB9 2054-12-15 7.625000 0.00 9014000.00 9408930.88 Corporate Debt Securities ENBRIDGE INC LW TIER II GLBL 98TPTUM4IVMFCZBCUR27 29250NBT1 2084-01-15 8.500000 0.00 1324000.00 1499427.06 Corporate Debt Securities EXETER AUTOMOBILE TR 2022-6 E 20300617 11. N/A 30168AAG7 2030-06-17 11.610000 0.00 46994000.00 49018219.56 Asset-Backed Securities CWABS INC 2005-3 MV-8 20350425 FLT N/A 126673C34 2035-04-25 5.938900 0.00 6691000.00 5531683.55 Asset-Backed Securities CWABS INC 2006-23 M-1 20351225 FLT N/A 12666CAF0 2035-12-25 4.213900 0.00 5000000.00 4084874.28 Asset-Backed Securities ASSET BACKED FDG 2005-HE1 M-5 20350325 FLT N/A 04542BKW1 2035-03-25 4.888900 0.00 24649389.00 4890612.29 Asset-Backed Securities CWABS INC 2007-5 2-A-4 20360225 FLT N/A 12668KAE3 2036-02-25 4.478900 0.00 8000000.00 6387586.59 Asset-Backed Securities CHEMOURS CO SR GLBL 144A 34 549300M1BOLNXL8DOV14 163851AL2 2034-03-15 7.875000 0.00 200000.00 201839.25 Corporate Debt Securities CARRINGTON MTG LN 2006-OPT1 M-2 20360225 FLT N/A 144531FP0 2036-02-25 4.378900 0.00 5213000.00 3726730.52 Asset-Backed Securities CWABS INC 2005-14 M-5 20360225 FLT N/A 126670LT3 2036-02-25 5.008900 0.00 4000000.00 3555136.79 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC2 A-3C 20370125 FLT N/A 17311XAC9 2037-01-25 4.338900 0.00 3273479.00 680584.23 Asset-Backed Securities CWABS INC 2007-12 1-M-1 20370925 FLT 549300XF11BHS5IOB463 126697AG6 2037-09-25 4.808900 0.00 4453000.00 3968724.32 Asset-Backed Securities CITIGROUP INC PERP GLBL -HH NT 6SHGI4ZSSLCXXQSBB395 172967QJ3 2500-12-31 6.625000 0.00 1000.00 1016.02 Corporate Debt Securities EXETER AUTOMOBILE REC 2022-2 E 20291015 6.3 N/A 30166QAG4 2029-10-15 6.340000 0.00 3730000.00 3643011.84 Asset-Backed Securities TGS ASA SR SEC 144A NT30 549300NUPLAXPB0WYH90 87243KAA7 2030-01-15 8.500000 0.00 710000.00 745285.42 Corporate Debt Securities W & T OFFSHORE INC SR SEC GLBL 29 549300Q7EOY2YIO3YK85 92922PAN6 2029-02-01 10.750000 0.00 187000.00 203800.08 Corporate Debt Securities STRUCTURED ASSET SECS 2007-BC1 M1 20370225 FLT N/A 86362PAG0 2037-02-25 4.183900 0.00 84737000.00 46585041.70 Asset-Backed Securities STRUCTURED ASSET SECS 2006-BC2 A4 20360925 FLT N/A 86361GAD8 2036-09-25 4.078900 0.00 7200000.00 4596553.50 Asset-Backed Securities RUMO LUXEMBOURG S A R L SR GLBL REGS 28 222100HOIQFT7YOSPB46 L79090AC7 2028-01-10 5.250000 0.00 500000.00 491086.25 Corporate Debt Securities STRUCTURED ASSET INV 2005-HE3 M2 20350925 FLT N/A 86358EWY8 2035-09-25 4.573900 0.00 1206224.00 942641.70 Asset-Backed Securities AMC GLOBAL MEDIA INC 1LIEN GLBL 32 549300VGG9K75226LR46 00164VAK9 2032-07-15 10.500000 0.00 299000.00 308444.41 Corporate Debt Securities FIFTH THIRD BANCORP PERP SB H NT5.1% THRNG6BD57P9QWTQLG42 316773CM0 2500-12-31 7.026800 0.00 16228000.00 16147198.86 Corporate Debt Securities ACCREDITED MTG LN TR 2007-1 M-3 20370225 FLT N/A 00438QAG9 2037-02-25 4.128900 0.00 6917000.00 6069562.11 Asset-Backed Securities BAIN CAPITAL CREDIT 2019-3RR E-RR 20341023 FLT 549300434Q955VK1W392 05683UAG1 2034-10-23 10.583700 0.00 6500000.00 5992674.51 Asset-Backed Securities CITIGROUP MTG LN TR 2006-HE1 M-5 20360125 FLT N/A 17307G5A2 2036-01-25 4.588900 0.00 9900000.00 9450767.88 Asset-Backed Securities EXETER ATMB REC TR 2026-2 E 20331115 7.5 N/A 30166WAG1 2033-11-15 7.540000 0.00 3845000.00 3876448.68 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC2 A-3A 20370125 FLT N/A 17311XAA3 2037-01-25 3.998900 0.00 75363818.00 2125122.71 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A-2B 20361226 FLT N/A 17311BAB9 2036-12-26 4.138900 0.00 16899900.00 2671345.32 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A-1 20361226 FLT N/A 17311BAS2 2036-12-26 4.158900 0.00 5500000.00 500213.67 Asset-Backed Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT N/A 40430FAD4 2037-01-25 4.218900 0.00 7535000.00 2612781.50 Asset-Backed Securities LCM XXV LTD 2017-25 E 20300722 FLT 549300FY8UGGJMQNCO13 50181KAA9 2030-07-22 10.390800 0.00 2100000.00 1388766.74 Asset-Backed Securities OZLM XV LTD 2016-15R D-R 20330420 FLT 5493008RJIODIVVGSK16 67111FAE1 2033-04-20 10.740800 0.00 4745000.00 4385385.55 Asset-Backed Securities PEOPLES CHOICE HM LN 2005-3 M4 20350825 FLT N/A 71085PCU5 2035-08-25 4.888900 0.00 8187000.00 6617632.03 Asset-Backed Securities SECURITIZED ASSET REC 2005-FR4 M-2 20360125 FLT N/A 81375WFJ0 2036-01-25 4.798900 0.00 6398400.00 613019.47 Asset-Backed Securities LCM 33 LTD E 20340720 FLT 5493006LYYH2XWCWW153 50202FAA5 2034-07-20 10.340800 0.00 6000000.00 3427378.17 Asset-Backed Securities LCM LTD 2021-34 E 20341020 FLT 54930038DJKYPKSVRB29 50203DAA9 2034-10-20 10.530800 0.00 6550000.00 4242485.76 Asset-Backed Securities MASTR ABS TRUST 2006-AM2 A-3 20360625 FLT N/A 57645FAC1 2036-06-25 4.178900 0.00 20360000.00 2846233.90 Asset-Backed Securities ACE SECS HEQ 2006-HE1 M-1 20360225 FLT N/A 004421WR0 2036-02-25 4.423900 0.00 12171400.00 8394995.82 Asset-Backed Securities VENTURE XXIIR CLO LTD2016-22R E-R 20310115 FLT 549300ERIHFJJFMGMG87 92331JAG0 2031-01-15 9.664500 0.00 11050000.00 3651635.94 Asset-Backed Securities STRUCTURED ASSET SECS 2007-OSI A4 20370625 FLT N/A 863619AD4 2037-06-25 4.238900 0.00 11673000.00 5023750.51 Asset-Backed Securities SUMMIT MIDSTREAM HLDGS LLC / SR SEC GLBL 29 N/A 86614JAA3 2029-10-31 8.625000 0.00 283000.00 305116.69 Corporate Debt Securities STRUCTURED ASSET INV 2005-9 M2 20351125 FLT N/A 86358EYG5 2035-11-25 4.041800 0.00 5230612.00 3536405.66 Asset-Backed Securities MASTR ASSET BKD SECS 2006-NC1 M-2 20360125 FLT N/A 57643LNH5 2036-01-25 4.453900 0.00 11030000.00 8269649.55 Asset-Backed Securities MARINER FIN ISSUANCE 2025-B E 20381122 7.5 N/A 56847TAE5 2038-11-22 7.510000 0.00 660000.00 659446.74 Asset-Backed Securities POPULAR ABS 2006-A M-2 20360225 FLT N/A 73316PJX9 2036-02-25 4.708900 0.00 1988400.00 1388365.52 Asset-Backed Securities JP MORGAN MTG ACQ 2006-NC1 M-2 20360425 FLT N/A 46626LJS0 2036-04-25 4.348900 0.00 2208574.00 1984249.59 Asset-Backed Securities ML MTG INVESTORS 2005-AR1 M-2 20360625 FLT N/A 59020UG33 2036-06-25 4.843900 0.00 3492000.00 1566415.82 Asset-Backed Securities OPTION ONE MTG LN TR 2007-6 II-A-2 20370725 FLT N/A 68403KAB1 2037-07-25 3.968900 0.00 19800000.00 4964675.96 Asset-Backed Securities MASTR ABS TR 2006-HE1 M-2 20360125 FLT N/A 57643LQW9 2036-01-25 4.408900 0.00 15235000.00 9248218.88 Asset-Backed Securities SOUND PNT CLO IX 2015-9RR E-RR 20320720 FLT 549300W2FX6HEXN27U70 83609HAG8 2032-07-20 10.790800 0.00 4250000.00 1047597.13 Asset-Backed Securities OCCIDENTAL PETE CORP SR GLBL NT 30 IM7X0T3ECJW4C1T7ON55 674599EA9 2030-07-15 8.875000 0.00 3000.00 3361.93 Corporate Debt Securities SOUND POINT CLO LTD 2020-28 E 20320126 FLT N/A 83615FAA7 2032-01-26 10.971800 0.00 6500000.00 5437179.05 Asset-Backed Securities ION PLATFORM FINANCE S.A R.L. SR SEC 144A NT29 N/A 46206AAD4 2029-05-01 8.750000 0.00 32000.00 29896.05 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 30 SQL3F6CKNNBM3SQGHX24 46284VAJ0 2030-07-15 5.250000 0.00 1210000.00 1183238.83 Corporate Debt Securities PETROLEOS MEXICANOS SR BD 6.375%45 549300CAZKPF4HKMPX17 71654QBR2 2045-01-23 6.375000 0.00 1226000.00 1006750.33 Corporate Debt Securities LONG BEACH MTG LN TR 2005-3 M-2 20351125 FLT N/A 542514PS7 2035-11-25 4.543900 0.00 37372000.00 25363946.00 Asset-Backed Securities RESIDENTIAL ASSET 2005-EFC2 M-7 20350725 FLT N/A 76112BVV9 2035-07-25 5.638900 0.00 2719000.00 2495263.60 Asset-Backed Securities EXETER AUTO RECV TR 2022-5 E 20300415 10. N/A 30167FAG7 2030-04-15 10.450000 0.00 13854000.00 14515035.92 Asset-Backed Securities COEUR MNG INC SR GLBL 144A 32 5493003AVK173D48DR70 192120AA1 2032-04-01 6.875000 0.00 494000.00 516010.99 Corporate Debt Securities CWABS INC 2007-10 2-M-1 20361125 FLT N/A 23246BAM3 2036-11-25 4.098900 0.00 15432864.00 12491253.34 Asset-Backed Securities TIKEHAU US CLO LTD 2023-R ER 20360122 FLT 549300W9XQOIYX4MC726 88676MAG4 2036-01-22 12.309200 0.00 4000000.00 3743844.59 Asset-Backed Securities Z CAP CR PART BSL CLO 2024-1 E 20360416 FLT 254900DSGRS62ZX4HI79 98877KAA7 2036-04-16 11.142900 0.00 4900000.00 4915610.70 Asset-Backed Securities VOYA CLO LTD 2024-5 E-2 20371015 FLT N/A 92891UAE2 2037-10-15 10.682900 0.00 279779.00 277018.69 Asset-Backed Securities KKR CLO LTD 2019-24 E 20320420 FLT 549300LGO0WGOG6NE245 48252TAA8 2032-04-20 10.370800 0.00 3000000.00 2876846.59 Asset-Backed Securities MORGAN STANLEY CAP 2003-NC8 B-3 20330925 FLT N/A 61746RDS7 2033-09-25 9.463900 0.00 8496000.00 1617298.06 Asset-Backed Securities MORGAN STANLEY CAP 2005-NC2 M-6 20350325 FLT N/A 61744CPM2 2035-03-25 4.873900 0.00 6010000.00 2758953.47 Asset-Backed Securities PROVIDENT FING TR I JR SB GLBL NT 38 N/A 743863AA0 2038-03-15 7.405000 0.00 6041000.00 6307676.59 Corporate Debt Securities JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30 5493008HJ8BWQC8XAF08 46648XAB4 2030-04-01 10.250000 0.00 167000.00 180212.48 Corporate Debt Securities PROVIDENT FING TR I JR SB GLBL NT 38 N/A 743863AA0 2038-03-15 7.405000 0.00 29000.00 30280.19 Corporate Debt Securities GLS AUTO RECEIVABLES 2023-4 E 20300815 9.7 N/A 362929AG6 2030-08-15 9.720000 0.00 3010000.00 3201779.14 Asset-Backed Securities MORGAN STANLEY CAP 2006-HE1 M-1 20360125 FLT N/A 617451DS5 2036-01-25 4.393900 0.00 3600000.00 3063756.19 Asset-Backed Securities MORGAN STANLEY CAP 2005-WMC3 M-6 20350325 FLT N/A 61744CQC3 2035-03-25 4.903900 0.00 10292900.00 7628663.94 Asset-Backed Securities SUNRISE FINCO I BV SR SEC GLBL 31 213800MNFBDEQRS6HZ22 90320BAA7 2031-07-15 4.875000 0.00 826000.00 774273.13 Corporate Debt Securities MS HEQ LN TR 2005-2 M-6 20350525 FLT N/A 61744CQQ2 2035-05-25 4.903900 0.00 6100000.00 5296515.37 Asset-Backed Securities OPTION ONE MTG LN TR 2007-1 II-A-3 20370125 FLT N/A 68400DAE4 2037-01-25 4.118900 0.00 15690000.00 3806234.88 Asset-Backed Securities OAK-EAGLE ACQUIRECO INC SR SEC 144A NT33 6488ICS9P20290MA1H31 67124CAA1 2033-07-01 7.250000 0.00 735000.00 777598.35 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 1000.00 917.23 Corporate Debt Securities FIRST NLC TRUST 2005-4 M-1 20360225 FLT N/A 32113JCH6 2036-02-25 4.573900 0.00 9240000.00 8426955.85 Asset-Backed Securities COINBASE GLOBAL INC SR GLBL REGS 31 5493004G3J2SC154DU06 U19328AB6 2031-10-01 3.625000 0.00 1000000.00 878133.33 Corporate Debt Securities RITHM CAPITAL CORP SR GLBL 144A 30 549300WNTHGEO5LP2G31 64828TAC6 2030-07-15 8.000000 0.00 971000.00 972947.39 Corporate Debt Securities SBL HOLDINGS LLC PERP GLBL A 144A 635400MJW3QDSBJRKQ59 78397DAA6 2500-12-31 9.508000 0.00 1891000.00 1835546.00 Corporate Debt Securities TRANSDIGM INC 2LIEN GLBL 32 88Q84GB3X55CF5OC7582 893647BV8 2032-03-01 6.625000 0.00 737000.00 770263.88 Corporate Debt Securities LAMB WESTON HLDGS INC SR GLBL 144A 30 5493005SMYID1D2OY946 513272AD6 2030-01-31 4.125000 0.00 46000.00 43862.38 Corporate Debt Securities LAKE SHORE MM CLO LLC 2022-5R C-R 20370115 FLT N/A 51076LAN5 2037-01-15 12.062900 0.00 4000000.00 3902925.19 Asset-Backed Securities SAXON ASSET SEC CO 2005-1 M-4 20350525 FLT N/A 805564RQ6 2035-05-25 1.450500 0.00 10000000.00 1678087.05 Asset-Backed Securities LEVEL 3 FING INC 1LIEN GLBL 34 254900AE5FEFIJOXWL19 527298CN1 2034-03-31 7.000000 0.00 76533.00 79860.14 Corporate Debt Securities SEALED AIR CORP NEW SR GLBL 144A 33 Q0M0CZB4YN6JZ65WXI09 81211KAK6 2033-07-15 6.875000 0.00 1000.00 982.96 Corporate Debt Securities SCULPTOR CLO XXVII LTD E-RR 20370420 FLT N/A 81124VAL6 2037-04-20 11.159200 0.00 3750000.00 3751116.60 Asset-Backed Securities HALCYON LN ADV FDG LTD 2018-2 D 20310122 FLT 549300OG6D5MQUG20S28 40538WAA4 2031-01-22 10.894800 0.00 3900000.00 3783092.46 Asset-Backed Securities HOME EQUITY MTG INABS 2007-A 2A-3 20370425 FLT N/A 43710BAD8 2037-04-25 4.078900 0.00 18750000.00 5506117.48 Asset-Backed Securities HOME EQUITY MTG INABS 2007-A 2A-4A 20370425 FLT N/A 43710BAE6 2037-04-25 4.158900 0.00 6500000.00 1698563.62 Asset-Backed Securities HILTON WORLDWIDE FINANCE LLC SR GLBL NT 27 N/A 432891AK5 2027-04-01 4.875000 0.00 862000.00 875412.72 Corporate Debt Securities GALAXY HELIOS DATA CENTERS II SR SEC 144A 31 N/A 36322DAA4 2031-08-01 9.875000 0.00 491000.00 489945.78 Corporate Debt Securities FIRST FRANKLIN MTG 2005-FF2 M-6 20350326 FLT N/A 36242DN74 2035-03-26 4.888900 0.00 7583000.00 6971721.34 Asset-Backed Securities GSAMP TRUST 2006-NC1 M-2 20360225 FLT N/A 362334EE0 2036-02-25 4.408900 0.00 2454000.00 1949302.77 Asset-Backed Securities PEOPLES CHOICE HM LN 2005-1 M5 20350225 FLT N/A 71085PBP7 2035-02-25 5.338900 0.00 4100000.00 3371086.46 Asset-Backed Securities PARK PLACE SECS 2004-WCW2 M-5 20341025 FLT N/A 70069FBB2 2034-10-25 5.713900 0.00 8532900.00 1734748.92 Asset-Backed Securities ZAYO ISSUER LLC 2025-3 C 20551020 8.4 N/A 98919WAS2 2055-10-20 8.435000 0.00 3000000.00 3074920.08 Asset-Backed Securities 2018 C46 III 4.95317 15AUG51 144A F N/A 90215NAA9 2051-08-15 4.952900 0.00 13088800.00 11223428.62 Asset-Backed Securities PAGAYA AI DEBT 2026-5 B 20340315 6.3 N/A 69545UAC4 2034-03-15 6.389000 0.00 2894442.00 2902615.26 Asset-Backed Securities TRANSDIGM INC 1LIEN GLBL 29 88Q84GB3X55CF5OC7582 893647BU0 2029-03-01 6.375000 0.00 2298000.00 2385720.40 Corporate Debt Securities RASC TRUST 2005-KS11 M-4 20351225 FLT N/A 76110W7G5 2035-12-25 4.723900 0.00 901000.00 808764.68 Asset-Backed Securities MORGAN STANLEY CAP 2005-HE7 M-3 20351125 FLT N/A 61744CWN2 2035-11-25 4.543900 0.00 5936189.00 5066154.74 Asset-Backed Securities MINERAL RES LTD SR 144A NT 34 5299007V1ACKFFX2P066 603051AH6 2034-05-01 6.250000 0.00 73000.00 72248.99 Corporate Debt Securities GE-WMC ASSET-BCKD PTC 2005-2 M-1 20351201 FLT N/A 367910AW6 2035-12-01 4.498900 0.00 7000000.00 4924911.36 Asset-Backed Securities RESIDENTIAL ASSET 2005-AHL2 M-3 20351025 FLT N/A 76110W5K8 2035-10-25 4.543900 0.00 2500000.00 2258825.13 Asset-Backed Securities NORDSTROM INC SR GLBL NT 5%44 549300S3IZB5P35KNV16 655664AR1 2044-01-15 5.000000 0.00 2000.00 1460.56 Corporate Debt Securities MOUNTIA VIEW CLO LTD 2019-15R E-R 20370715 FLT 254900VKL64PZVEG4F33 62432QAL4 2037-07-15 11.743100 0.00 3500000.00 3311891.21 Asset-Backed Securities NEW CENTURY HEQ TR 2005-4 M-6 20350925 FLT N/A 64352VMZ1 2035-09-25 4.963900 0.00 6093677.00 3321338.39 Asset-Backed Securities 2019 C52 IV 4.36776 15AUG52 144A FR N/A 90215QAA2 2052-08-15 4.355300 0.00 20200000.00 16370976.98 Asset-Backed Securities GSAMP TRUST 2006-HE4 M-1 20360625 FLT N/A 362439AF8 2036-06-25 4.288900 0.00 7435000.00 6436232.06 Asset-Backed Securities HLF FING SARL LLC / HERBALIFE SR GLBL 144A 29 N/A 40390DAC9 2029-06-01 4.875000 0.00 150000.00 140927.25 Corporate Debt Securities VENTURE GLOBAL LNG INC SR SEC 144A NT32 54930011XLBUWMQUC829 92332YAD3 2032-02-01 9.875000 0.00 2000.00 2227.43 Corporate Debt Securities ZAYO ISSUER LLC 2025-2 C 20550620 9.4 N/A 98919WAL7 2055-06-20 9.489000 0.00 30000000.00 31503132.51 Asset-Backed Securities SOUND POINT CLO LTD 2021-30 E 20340725 FLT N/A 83615HAA3 2034-07-25 10.431800 0.00 4500000.00 3764470.88 Asset-Backed Securities PARK PLACE SECS 2005-WHQ1 M-7 20350325 FLT N/A 70069FGG6 2035-03-25 5.713900 0.00 10000000.00 6224674.20 Asset-Backed Securities CLEARWAY ENERGY OPER LLC SR GLBL 144A 34 549300Z3NFMM54NWBB87 18539UAG0 2034-01-15 5.750000 0.00 500000.00 484132.78 Corporate Debt Securities CWABS INC 2007-BC3 2-A-4 20371125 FLT N/A 23246LAE9 2037-11-25 4.338900 0.00 3913750.00 3013798.13 Asset-Backed Securities ARBOR REALTY SENIOR INC SR GLBL 144A 28 549300TW7RTL2CI3CN08 03881NAL1 2028-12-15 8.500000 0.00 3707000.00 3635088.32 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT3.7%49 8MYN82XMYQH89CTMTH67 036752AK9 2049-09-15 3.700000 0.00 55000.00 38908.53 Corporate Debt Securities ASSET BACKED FDG 2005-HE1 M-4 20350325 FLT N/A 04542BKV3 2035-03-25 4.843900 0.00 4231640.00 821878.65 Asset-Backed Securities BAYER US FIN LLC SR GLBL 144A 36 54930093Q75GSEM74I71 07274EAP8 2036-07-20 5.625000 0.00 2000000.00 1971537.50 Corporate Debt Securities C-BASS TRUST 2007-CB4 A-1B 20370425 FLT N/A 1248MEAB5 2037-04-25 2.462300 0.00 30760000.00 12850512.94 Asset-Backed Securities CWABS INC 2007-BC2 1-A 20370625 FLT N/A 12669QAA7 2037-06-25 4.238900 0.00 72742868.00 9801280.74 Asset-Backed Securities CWABS INC 2006-15 A-4 20360425 FLT N/A 12666UAD5 2036-04-25 4.204500 0.00 4235000.00 526026.76 Asset-Backed Securities ZAYO GROUP HLDGS INC 1LIEN GLBL PIK30 529900Z6OTS7RT0V0I47 98919VAC9 2030-03-09 9.250000 0.00 16.00 16.33 Corporate Debt Securities SOPAIPILLA INV LLC 1LIEN AMZ 144A48 N/A 83577VAA8 2048-11-30 7.534000 0.00 956000.00 990444.68 Corporate Debt Securities MELCO RESORTS FIN LTD SR GLBL REGS 28 5493000FQDBWKDBZEF60 G5975LAF3 2028-07-21 5.750000 0.00 653000.00 647637.06 Corporate Debt Securities 2017 C41 III 4.48573 15NOV50 144A F N/A 90215VAA1 2050-11-15 4.480200 0.00 18076000.00 15930171.42 Asset-Backed Securities 2018 H4 III 5.04754 15DEC51 144A FR N/A 90216VAA0 2051-12-15 5.049900 0.00 12665600.00 10824303.19 Asset-Backed Securities SE COSMOS LLC SR SEC 144A NT31 2549000W7FTUJ3INRY47 78438PAA0 2031-05-01 8.875000 0.00 1188000.00 1185265.62 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 28 BUGSFQZERKRBFWIG5267 85571BBF1 2028-10-15 5.250000 0.00 198000.00 199397.55 Corporate Debt Securities SUNRISE FINCO I BV SR SEC GLBL 31 213800MNFBDEQRS6HZ22 90320BAA7 2031-07-15 4.875000 0.00 1145000.00 1073296.28 Corporate Debt Securities TRINET GROUP INC SR GLBL 144A 31 5299003FJVBETSFKE990 896288AC1 2031-08-15 7.125000 0.00 3000.00 3154.03 Corporate Debt Securities HCA INC. SR GLBL NT 5%33 L3CJ6J7LJ2DX62FTXD46 404119DK2 2033-05-15 5.000000 0.00 372000.00 368324.64 Corporate Debt Securities NASSAU LTD 2020-1R E-R 20350116 FLT N/A 631716AJ6 2035-01-16 11.962900 0.00 8550000.00 7676216.71 Asset-Backed Securities RITHM CAPITAL CORP SR GLBL 144A 29 549300WNTHGEO5LP2G31 64828TAB8 2029-04-01 8.000000 0.00 6970000.00 7205911.27 Corporate Debt Securities JCP LENDING CLO LTD 2024-2 E 20370121 FLT 2138003O4KVSBDBUV954 471913AA1 2037-01-21 11.639200 0.00 17000000.00 16219639.22 Asset-Backed Securities HAH GROUP HLDG CO LLC SR SEC 144A NT31 254900FFJQHW9R90FL74 40518JAA7 2031-10-01 9.750000 0.00 15578000.00 14735230.20 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.4%42 8I5DZWZKVSZI1NUHU748 48126BAA1 2042-01-06 5.400000 0.00 296000.00 286770.72 Corporate Debt Securities JAMESTOWN CLO LTD 2019-14RR D-RR 20341020 FLT N/A 47048YAG5 2034-10-20 9.379200 0.00 8500000.00 7447112.39 Asset-Backed Securities MORGAN STANLEY CAP 2005-HE3 M-6 20350725 FLT N/A 61744CSL1 2035-07-25 4.948900 0.00 7500000.00 4616973.34 Asset-Backed Securities NATIONSTAR HEQ LN TR 2007-C M-1 20370625 FLT N/A 63860KAF9 2037-06-25 4.213900 0.00 3832000.00 3382146.99 Asset-Backed Securities AMERIQUEST MTG SECS 2006-R1 M-3 20360325 FLT N/A 03072SX67 2036-03-25 4.498900 0.00 2872500.00 2683351.26 Asset-Backed Securities ASSURANT INC SUB GLBL NT 7%48 H3F39CAXWQRVWURFXL38 04621XAK4 2048-03-27 7.000000 0.00 189000.00 195590.64 Corporate Debt Securities ABS CORP HEQ 2005-HE6 M7 20350725 FLT N/A 04541GTR3 2035-07-25 5.863900 0.00 2959000.00 2310450.95 Asset-Backed Securities AMERIQUEST MTG SECS 2005-R11 M-6 20360125 FLT N/A 03072SV69 2036-01-25 4.993900 0.00 2978850.00 1992747.72 Asset-Backed Securities CWABS INC 2004-7 MV-6 20341025 FLT N/A 126673EH1 2034-10-25 5.938900 0.00 16860000.00 3079329.11 Asset-Backed Securities CWABS INC 2005-AB4 1-A 20360325 FLT N/A 126670KJ6 2036-03-25 4.318900 0.00 401735000.00 10614005.07 Asset-Backed Securities CWABS INC 2004-13 MV-7 20350225 FLT N/A 126673RS3 2035-02-25 6.238900 0.00 5408000.00 4219283.35 Asset-Backed Securities CWABS INC 2006-11 MV-1 20350625 FLT N/A 12666TAL0 2035-06-25 4.243900 0.00 5079500.00 3462860.90 Asset-Backed Securities BLUEMOUNTAIN CLO 2013-2R E-R 20301022 FLT 549300KGXMRFX2DKIX03 09626XAG7 2030-10-22 10.294800 0.00 6950000.00 6937168.27 Asset-Backed Securities Y 2026-08-03 2026-09-04 2026-12-07 Y BNP Paribas SA 1.0000 35 N N N 0.0405 800000000.00 800000000.00 0.0021 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.130000% ARP1IVE82 VYVVCKR63DVZZN70PB21 0001224385 ARP1IVE82 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y DIAMETER CAP CLO 5 2023-5R A-1-R 20390115 FLT 254900DQ6NEBLANVO137 25255RAL3 2039-01-15 4.992900 0.00 10500000.00 10530755.29 Asset-Backed Securities BMW VEHICLE OWNER TRUST 2024-A A-3 20290226 5.1 N/A 096919AD7 2029-02-26 5.180000 0.00 4876000.00 2791103.77 Asset-Backed Securities CARMAX AUTO OWNER TR 2023-3 20 A-3 20280515 5.2 N/A 14319BAC6 2028-05-15 5.280000 0.00 4666000.00 1300807.33 Asset-Backed Securities KENNEDY LEWIS CLO LTD 2025-3R D-R3 20361020 FLT 549300TKWX739FHPEQ97 48936JAJ5 2036-10-20 8.229200 0.00 1500000.00 1511316.72 Asset-Backed Securities JP MORGAN MTG TR 2026-ACES1 A1 20660425 FLT 529900YPO46YLJDFF157 46664MAA9 2066-04-25 4.894000 0.00 15000000.00 13160998.00 Asset-Backed Securities GREENSKY HOME IMP TR 2026-REV1 A 20410515 4.9 N/A 39571YAA0 2041-05-15 4.930000 0.00 16678000.00 16685873.87 Asset-Backed Securities PRPM LLC 2024-RPL4 A-1 20541225 FLT N/A 74448MAA4 2054-12-25 4.000000 0.00 600000.00 482568.40 Asset-Backed Securities ELMWOOD CLO 2019-I3R LTD A-1-3R 20370420 FLT N/A 290015BJ4 2037-04-20 4.849200 0.00 100000.00 99970.17 Asset-Backed Securities DRIVE AUTO RECEI TR 2025-2 A-2 20281015 4.2 N/A 262103AC8 2028-10-15 4.290000 0.00 2945000.00 693349.49 Asset-Backed Securities GREAT AMERICA LEASING 2026-1 C 20340515 5.4 N/A 39154GAT3 2034-05-15 5.440000 0.00 1000000.00 1004754.78 Asset-Backed Securities GOLUB CAP CLO 2025-78M A-1 20390421 FLT 254900PSE4IZIZUH7U62 381934AC2 2039-04-21 5.113700 0.00 13730000.00 13687330.21 Asset-Backed Securities AUTONATION FIN TR 2025-1 A-3 20291113 4.6 N/A 05330QAC6 2029-11-13 4.620000 0.00 3500000.00 3517087.00 Asset-Backed Securities ANCHORAGE CAP CLO 2019-11R2 A-R2 20370722 FLT 549300NPGT86ACOLIL14 03330NAU8 2037-07-22 5.263200 0.00 1000000.00 1001065.81 Asset-Backed Securities DRIVE AUTO RECEIVA TR 2024-1 C 20311117 5.4 N/A 26208WAE4 2031-11-17 5.430000 0.00 5725000.00 5787129.61 Asset-Backed Securities FORD CRDT AT OWR TR 2025-REV2 A 20380215 4.3 N/A 34536BAA5 2038-02-15 4.370000 0.00 2486000.00 2461617.86 Asset-Backed Securities TOYOTA AUTO LN EXT TR 2025-1 A 20380525 4.6 254900QVX5SBHB37FT67 891950AA5 2038-05-25 4.650000 0.00 28150000.00 28140597.90 Asset-Backed Securities SFS AUTO REC SEC TR 2026-2 A-4 20330520 4.6 N/A 78398NAE5 2033-05-20 4.690000 0.00 4500000.00 4502605.75 Asset-Backed Securities SCCU AUTO RECEIVABLES 2023-1 B 20291115 6.0 N/A 805922AJ0 2029-11-15 6.080000 0.00 50000.00 51018.01 Asset-Backed Securities GLS AUTO RECV ISSUER TR 2026-3 B 20321015 4.8 N/A 36275LAC9 2032-10-15 4.870000 0.00 387000.00 387077.57 Asset-Backed Securities GARNET CLO 2025-4 LTD A-1 20390120 FLT N/A 36626DAA7 2039-01-20 4.969200 0.00 7000000.00 7019168.58 Asset-Backed Securities GP HONOR COLL TR 2026-1 A 20300715 0.0 N/A 36274NAA0 2030-07-15 5.110000 0.00 12830000.00 12862534.74 Asset-Backed Securities PEAC SOLUTIONS REC 2024-2 A-2 20270420 4.7 N/A 69392BAB2 2027-04-20 4.740000 0.00 3105000.00 325532.89 Asset-Backed Securities PFS FINANCING CORP 2024-F A 20290815 4.7 N/A 69335PFP5 2029-08-15 4.750000 0.00 100000.00 100561.01 Asset-Backed Securities SFS AUTO RECV SEC TR 2023-1 A-3 20281020 5.4 N/A 78398AAD5 2028-10-20 5.470000 0.00 3000000.00 557707.92 Asset-Backed Securities MMAF EQUIP FIN 2020-A A-5 20421009 1.5 N/A 60700MAE8 2042-10-09 1.560000 0.00 1600000.00 1563645.33 Asset-Backed Securities HPEFS EQUIPMENT TRUST 2025-2 A-2 20321120 4.0 N/A 442927AB5 2032-11-20 4.070000 0.00 1000000.00 909323.01 Asset-Backed Securities VERIZON MASTER TRUST 2025-8 A 20330822 4.1 5493007MUBNP1GFMEB89 92348KES8 2033-08-22 4.160000 0.00 48650000.00 47595176.10 Asset-Backed Securities CREDIT ACCEPTANCE AUTO 2026-1 B 20360616 4.9 N/A 22535XAC9 2036-06-16 4.960000 0.00 2320000.00 2303287.75 Asset-Backed Securities MISSION LN CR MSTR TR 2026-A B 20320715 5.3 N/A 60510MCJ5 2032-07-15 5.340000 0.00 142000.00 141485.30 Asset-Backed Securities GM FINAN AB LEASING TR 2025-2 A-2-A 20270720 4.5 N/A 362962AB8 2027-07-20 4.550000 0.00 577000.00 178528.52 Asset-Backed Securities AIMCO CLO, SERIES 2015-AR4 A-1-R4 20381015 FLT N/A 00900LBJ2 2038-10-15 4.999500 0.00 7600500.00 7631323.83 Asset-Backed Securities ALLEGRO CLO LTD 2021-14R D-2-R 20381015 FLT 25490093RGALWPW3N486 01751ABA3 2038-10-15 7.852900 0.00 2500000.00 2504175.47 Asset-Backed Securities WESTLAKE AUTOMOBILE RECEIVABLE A-2A 20280915 4.6 N/A 96041KAB0 2028-09-15 4.660000 0.00 447000.00 197460.47 Asset-Backed Securities ONEMAIN DIRECT AUTO 2026-1 A 20331214 4.4 N/A 682940AA9 2033-12-14 4.490000 0.00 24075000.00 23835845.64 Asset-Backed Securities IVY HL MMT CR FD LTD 2023-20R A-1-R 20370720 FLT N/A 46604CAL0 2037-07-20 5.379200 0.00 14386000.00 14407343.75 Asset-Backed Securities EXETER AUTO REC TR 2025-4 A-2 20280315 4.5 N/A 30167KAB7 2028-03-15 4.530000 0.00 4680000.00 462400.03 Asset-Backed Securities CPS AUTO RECV TR 2026-B A 20300215 4.3 N/A 12676XAA3 2030-02-15 4.350000 0.00 119000.00 100625.41 Asset-Backed Securities CARVANA AUTO RECS TR 2021-N3 B 20280612 0.6 N/A 14687GAC9 2028-06-12 0.660000 0.00 8400000.00 283238.42 Asset-Backed Securities BARINGS CLO 2023-4R LTD A-1-R 20390120 FLT 5493000KFDA0OKC5JK34 06763MAL9 2039-01-20 4.899200 0.00 32646862.00 32670595.65 Asset-Backed Securities GCAT 2021-NQM1 TR A-3 20660125 FLT N/A 36167TAC3 2066-01-25 1.151000 0.00 16165000.00 2967212.95 Asset-Backed Securities WILDWOOD PARK CLO 2024-1 LTD C 20371020 FLT 254900BZ1VFIEIOEK304 968209AG1 2037-10-20 5.679200 0.00 2500000.00 2502563.29 Asset-Backed Securities PEAC SOLUTIONS RECV LLC 2025-1 A-3 20320720 5.0 N/A 69392HAC7 2032-07-20 5.040000 0.00 110000.00 110861.63 Asset-Backed Securities PFS FIN CORP 2025-C A 20290416 FLT N/A 69335PFW0 2029-04-16 4.575400 0.00 5200000.00 5226907.44 Asset-Backed Securities SILVER POINT CLO LTD 2023-1R A-1-R 20380120 FLT 549300UJUGKIKZF7CD63 828085AN0 2038-01-20 5.049200 0.00 500000.00 501376.41 Asset-Backed Securities MVW 2025-2 LLC A 20441020 4.4 N/A 55389RAA3 2044-10-20 4.480000 0.00 1975000.00 1611353.23 Asset-Backed Securities HONDA AUTO REC OWNER TR 2024-2 A-3 20281120 5.2 N/A 437930AC4 2028-11-20 5.270000 0.00 1541000.00 883252.51 Asset-Backed Securities HYUNDAI AUTO LEASE TR 2024-B B 20280815 5.5 N/A 44934FAF2 2028-08-15 5.560000 0.00 1000000.00 1005440.11 Asset-Backed Securities OCTAGON LTD 2024-65 B 20371026 FLT N/A 675944AE2 2037-10-26 5.452200 0.00 3000000.00 3010234.78 Asset-Backed Securities HYUNDAI AUTO RECV TR 2026-B C 20331017 5.0 N/A 44935KAG8 2033-10-17 5.010000 0.00 2890000.00 2895062.32 Asset-Backed Securities GOLDENTREE LOAN MANAGEMENT 202 X 20380720 FLT 254900C5OE1SRC894D90 38139QAA4 2038-07-20 4.729200 0.00 300000.00 250536.26 Asset-Backed Securities FLAGSHIP CR AUTO TRUST 2021-3 D 20270915 1.6 N/A 33846QAG6 2027-09-15 1.650000 0.00 1128000.00 566531.74 Asset-Backed Securities EXETER ATMBL REC TR 2022-4 D 20281215 5.9 N/A 30166BAF9 2028-12-15 5.980000 0.00 3653000.00 1329382.95 Asset-Backed Securities CARVANA AUTO RCV TR 2021-N4 A-2 20280910 1.8 N/A 14687HAB9 2028-09-10 1.800000 0.00 1951000.00 472610.67 Asset-Backed Securities AUTONATION FIN TR 2025-1 A-2 20280410 4.7 N/A 05330QAB8 2028-04-10 4.720000 0.00 1662000.00 163797.68 Asset-Backed Securities WESTLAKE AUTO REC TR 2025-1 A-2A 20280118 4.6 N/A 96043VAB4 2028-01-18 4.660000 0.00 5610000.00 305069.66 Asset-Backed Securities AVIS BUDGET FDG LLC 2023-2 A 20271020 5.2 IHXLB8SL0QWSSG2VG640 05377RGJ7 2027-10-20 5.200000 0.00 500000.00 250819.97 Asset-Backed Securities Y 2026-11-09 2026-11-09 2026-11-09 N N N 0.0413 250000000.00 250000000.00 0.0006 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.090000% ARP1IZ6D1 VYVVCKR63DVZZN70PB21 0001224385 ARP1IZ6D1 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AMERICAN CR ACC RECV TR 2025-4 A 20290514 4.4 N/A 024948AA9 2029-05-14 4.420000 0.00 6734000.00 2730513.75 Asset-Backed Securities BALLYROCK CLO 17 LTD A-1B-R 20381020 FLT 254900J6ILFT5YJVHO91 05876LAN3 2038-10-20 5.229200 0.00 1750000.00 1753321.17 Asset-Backed Securities BMW VEH OWNER TR 2023-A A3 20280225 5.4 N/A 05592XAD2 2028-02-25 5.470000 0.00 50000.00 6845.25 Asset-Backed Securities CARVANA AUTO REC TR 2022-P1 B 20280210 3.0 N/A 14688DAE1 2028-02-10 3.000000 0.00 1824000.00 1818934.75 Asset-Backed Securities SANTANDER DRV AUTO TR 2023-1 C 20300515 5.0 N/A 80287GAE0 2030-05-15 5.090000 0.00 1475000.00 865118.12 Asset-Backed Securities ACM AUTO TR 2024-2 B 20310820 9.2 N/A 00461WAC5 2031-08-20 9.210000 0.00 1750000.00 1011499.40 Asset-Backed Securities ALLY AUTO RECEIVABLES 2025-1 A-4 20310616 4.0 N/A 02008KAD5 2031-06-16 4.080000 0.00 765000.00 759375.98 Asset-Backed Securities CREDIT ACCEPT AUT LN TR 2024-1 C 20340717 6.7 N/A 22537GAE0 2034-07-17 6.710000 0.00 498000.00 506751.96 Asset-Backed Securities CARLYLE DIRECT LENDNG 2015-1RR B-R 20360715 FLT N/A 14310QAU2 2036-07-15 6.502900 0.00 1300000.00 1300442.24 Asset-Backed Securities CANYON CLO LTD 2019-2R2 D-R2 20341016 FLT N/A 13887WAY6 2034-10-16 6.602900 0.00 1000000.00 964654.63 Asset-Backed Securities T-MOBILE US TR 2025-2 A 20300422 4.3 N/A 87268MAA3 2030-04-22 4.340000 0.00 64725000.00 64806495.96 Asset-Backed Securities GREENACRE PK CLO LLC 2025-1R D-2-R 20380720 FLT N/A 39355WAL2 2038-07-20 8.229200 0.00 3000000.00 2989609.44 Asset-Backed Securities FORD CR FP MT OW TR 2026-2 A 20330515 4.6 5493001DTG5N7T8BG747 34528QKE3 2033-05-15 4.600000 0.00 28300000.00 28195132.79 Asset-Backed Securities FORD CREDIT AT OW TR 2026-REV1 A 20380815 4.3 N/A 34532XAA1 2038-08-15 4.320000 0.00 43595000.00 42904280.82 Asset-Backed Securities PFS FINANCING CORP 2025-F A 20300815 4.4 N/A 69335PGC3 2030-08-15 4.400000 0.00 465000.00 463863.80 Asset-Backed Securities PORSCHE INNOVATIVE LEAS 2024-1 A-4 20300220 4.6 N/A 73328AAE9 2030-02-20 4.660000 0.00 1550000.00 1555010.98 Asset-Backed Securities WORLD OMNI AUTO RECEIVABLES TR A-3 20281115 5.1 N/A 98164FAD4 2028-11-15 5.150000 0.00 1454000.00 394862.19 Asset-Backed Securities WESTLAKE AT REC TR 2024-1 E 20310515 7.4 N/A 96043RAH0 2031-05-15 7.420000 0.00 4426000.00 4508362.45 Asset-Backed Securities AMERICAN CR ACC RECV TR 2022-4 D 20290213 8.0 N/A 02529XAD7 2029-02-13 8.000000 0.00 6725000.00 893290.15 Asset-Backed Securities AMERICAN CR ACCEPT REC 2024-3 C 20300712 5.7 N/A 02490BAE8 2030-07-12 5.730000 0.00 620000.00 474771.81 Asset-Backed Securities GREAT AMERICA LEASING 2026-1 A-3 20300916 4.7 N/A 39154GAQ9 2030-09-16 4.760000 0.00 16450000.00 16556177.43 Asset-Backed Securities HILTON GRAND VACATIO TR 2026-2 C 20450327 5.5 N/A 43285MAC1 2045-03-27 5.540000 0.00 1000000.00 931483.20 Asset-Backed Securities KUBOTA CREDIT OWNER 2026-2 A-4 20311215 4.7 N/A 50119AAD2 2031-12-15 4.700000 0.00 5000000.00 5006305.00 Asset-Backed Securities WOODMONT LP 2023-12R A-1R 20321025 FLT N/A 979926AN2 2032-10-25 5.210200 0.00 63100000.00 35154422.46 Asset-Backed Securities GLS AUTO RECEIVABLES ISSUER TR C 20290515 6.0 N/A 36267PAG1 2029-05-15 6.010000 0.00 2292000.00 966225.30 Asset-Backed Securities 1988 CLO 2023-2R LTD D-1R 20380415 FLT N/A 653947AS0 2038-04-15 6.802900 0.00 1000000.00 982364.52 Asset-Backed Securities WOODMONT TRUST 2021-8 A-1-R 20371019 FLT N/A 97988MAQ6 2037-10-19 5.259200 0.00 11565000.00 11499958.22 Asset-Backed Securities Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0409 200000000.00 200000000.00 0.0005 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.140000% ARP1J1298 VYVVCKR63DVZZN70PB21 0001224385 ARP1J1298 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y CIFC FUNDING LTD 2014-3R A-1R 20380331 FLT 549300KEIUMRD7WX5J42 12549QBL8 2038-03-31 4.932900 0.00 18850000.00 18928272.91 Asset-Backed Securities BALBOA BAY LN FDG LTD 2021-1 D 20340720 FLT 549300G0EX8VHFWPJW18 05765XAJ0 2034-07-20 7.040800 0.00 1000000.00 983691.36 Asset-Backed Securities DLLMT LLC 2023-1 A-3 20270322 5.3 N/A 232989AC7 2027-03-22 5.340000 0.00 20000.00 682.20 Asset-Backed Securities DT AUTO OWNER TRUST 2022-2 D 20280315 5.4 N/A 23345AAG8 2028-03-15 5.460000 0.00 3800000.00 1430254.50 Asset-Backed Securities DRYDEN CLO LTD 2022-97R A-1-R 20381020 FLT N/A 26248XAL8 2038-10-20 4.999200 0.00 17000000.00 17045858.13 Asset-Backed Securities DELL EQUIP FINANCE TR 2025-1 A-3 20310224 4.6 N/A 24703UAE3 2031-02-24 4.610000 0.00 8260000.00 8289830.99 Asset-Backed Securities CSMC 2020-RPL4 A-1 20600125 FLT N/A 126405AA7 2060-01-25 2.000000 0.00 2650000.00 797815.22 Asset-Backed Securities NP SPE X LP 2021-1 A1 20510319 2.2 N/A 62947AAF0 2051-03-19 2.230000 0.00 5250000.00 4549033.58 Asset-Backed Securities HARRIMAN PK 20-1RR CLO LTD D2-RR 20380720 FLT 549300BI9STOGTECXV18 413717BL2 2038-07-20 8.079200 0.00 2500000.00 2484554.12 Asset-Backed Securities SBA TOWER TRUST 2020-1-2 2C 20520715 2.3 N/A 78403DAR1 2052-07-15 2.328000 0.00 4364000.00 4214295.89 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT 549300I2YWZ9E1B0EY33 78443CCL6 2039-06-15 4.216000 0.00 184000.00 37183.20 Asset-Backed Securities GLS AUTO RECV ISSUER TR 2026-2 C 20320115 4.9 N/A 37989KAJ1 2032-01-15 4.900000 0.00 3506000.00 3502847.33 Asset-Backed Securities CPS AUTO RECEIVABLES TR 2026-A B 20300916 4.4 N/A 22410MAB5 2030-09-16 4.430000 0.00 1000000.00 999268.89 Asset-Backed Securities TRESTLES CLO LTD 2026-10 A-1 20390420 FLT 254900I77DMRBNRIGW71 894946AC6 2039-04-20 4.909200 0.00 309000.00 310180.39 Asset-Backed Securities WESTERN FDG AUTO LN TR 2025-1 B 20350917 4.9 N/A 958250AB8 2035-09-17 4.980000 0.00 50000.00 50124.87 Asset-Backed Securities WORLD OMNI SET AUTO TR 2024-A A-3 20300215 4.9 N/A 98164LAD1 2030-02-15 4.980000 0.00 1979000.00 1106890.63 Asset-Backed Securities GREENSKY HOME IMP TR 2026-REV1 D 20410515 5.8 N/A 39571YAD4 2041-05-15 5.890000 0.00 510000.00 508915.12 Asset-Backed Securities GLS AUTO RECV ISSUER TR 2024-4 B 20290416 4.8 N/A 36270YAG7 2029-04-16 4.890000 0.00 1505000.00 1510627.70 Asset-Backed Securities TOYOTA AUTO RECEIVABLES 2024-B A-3 20290116 5.3 N/A 89237NAD9 2029-01-16 5.330000 0.00 2128000.00 1318767.36 Asset-Backed Securities MONROE CAPITAL MML 2020-10RR A-R2 20370820 FLT 254900N1X9F88IDW7908 61034UAQ8 2037-08-20 5.311900 0.00 4350000.00 4388731.70 Asset-Backed Securities TRINITY RAIL LEASING 2020-2 A-1 20501119 1.8 N/A 89656YAA3 2050-11-19 1.830000 0.00 1185000.00 176955.18 Asset-Backed Securities MORGAN STANLEY EATON 2021-1R D-2R 20371023 FLT 549300IR0OSEGDTMK223 61773KBA9 2037-10-23 8.082200 0.00 2000000.00 1962852.08 Asset-Backed Securities TRINITY RAIL LEASING 2019-2 A-2 20491018 3.1 N/A 89657BAC8 2049-10-18 3.100000 0.00 100000.00 99761.46 Asset-Backed Securities RR LTD 2025-38 A-2 20400416 FLT N/A 74988FAE7 2040-04-16 5.252900 0.00 5000000.00 5011873.16 Asset-Backed Securities ANCHORAGE CA 6.46927 20APR37 144A F 635400KKB8Y6IYOHUU90 03330RAS4 2037-04-20 6.529200 0.00 1750000.00 1761856.31 Asset-Backed Securities COMVEST CR CLO LLC 2024-1 A 20360715 FLT N/A 20588AAA3 2036-07-15 5.452900 0.00 78000000.00 51522912.30 Asset-Backed Securities AMERICAN CR ACC REC TR 2026-3 C 20330110 5.1 N/A 024958AE0 2033-01-10 5.110000 0.00 6000000.00 6010993.00 Asset-Backed Securities BRIDGECREST LDG AUTO 2026-3 C 20320415 5.0 N/A 10807WAE3 2032-04-15 5.020000 0.00 3015000.00 3017586.87 Asset-Backed Securities LENDMARK FDG TR 2024-1 A 20320621 5.5 N/A 52603DAA1 2032-06-21 5.530000 0.00 5223000.00 5256232.50 Asset-Backed Securities OCP CLO LTD 2024-36 A-1 20371016 FLT 213800SXD3RKNW1ZTX26 67570EAA6 2037-10-16 5.152900 0.00 10000000.00 10035770.25 Asset-Backed Securities HPS PRIVATE CR CLO 2023-1R LLC A-2-R 20371015 FLT 54930002KT5GZSNJ4R18 44328JAX9 2037-10-15 5.452900 0.00 2000000.00 1991627.04 Asset-Backed Securities OCCU AUTO RECEIVABLES 2023-1 A-3 20280615 6.2 N/A 674921AC5 2028-06-15 6.230000 0.00 845000.00 61622.43 Asset-Backed Securities KKR CLO LTD 2025-37R D-2R 20380420 FLT 2549004455SHSW372E02 48254FBA5 2038-04-20 7.979200 0.00 3250000.00 3154931.30 Asset-Backed Securities GLS AUTO REC ISSUER TR 2023-2 D 20290315 6.3 N/A 379928AJ3 2029-03-15 6.310000 0.00 9820000.00 9968531.86 Asset-Backed Securities GM FINANCIAL CONSUMER 2024-1 B 20290816 5.1 N/A 36268GAF2 2029-08-16 5.160000 0.00 169000.00 170570.01 Asset-Backed Securities GLS AUTO REC TR 2021-4 D 20271015 2.4 N/A 36263DAD9 2027-10-15 2.480000 0.00 205000.00 19916.12 Asset-Backed Securities SIXTH STREET CLO 2020-16R2 LTD A-1-R2 20390121 FLT 549300YD05LZSDNMVF16 83012DBQ5 2039-01-21 4.903700 0.00 36250000.00 36325477.83 Asset-Backed Securities RR 2021-16R2 LTD A-1A-R 20410715 FLT 549300FLUOZC8QYYKL96 74971CAU7 2041-07-15 4.906600 0.00 1425000.00 1435986.93 Asset-Backed Securities PRPM LLC 2024-RPL2 M-1 20540525 FLT N/A 69381DAD7 2054-05-25 3.500000 0.00 1500000.00 1446152.00 Asset-Backed Securities FORD CR AUTO 2026-B A-4 20300715 4.7 N/A 34528JAE0 2030-07-15 4.730000 0.00 10000000.00 10023965.56 Asset-Backed Securities AMERICREDIT AM RECV TR 2024-1 B 20290618 5.3 N/A 023947AE4 2029-06-18 5.380000 0.00 6000000.00 6065626.67 Asset-Backed Securities BOFA AUTO TRUST 2024-1 A-3 20281115 5.3 N/A 09709AAC6 2028-11-15 5.350000 0.00 1505000.00 668518.89 Asset-Backed Securities MERCEDES BENZ AUTO REC 2022-1 A-4 20290215 5.2 N/A 58768PAD6 2029-02-15 5.250000 0.00 86000.00 77074.15 Asset-Backed Securities HONDA AUTO REC OWR TR 2024-1 A-3 20280815 5.2 N/A 437918AC9 2028-08-15 5.210000 0.00 1211000.00 546304.08 Asset-Backed Securities OPORTUN ISSUANCE TRUST 2026-A A 20340108 4.3 N/A 68390VAA4 2034-01-08 4.320000 0.00 20000000.00 19862200.00 Asset-Backed Securities SOFI CONSUMER LN PROGRM 2025-3 A 20340825 4.4 N/A 83390JAA0 2034-08-25 4.470000 0.00 2242000.00 797963.74 Asset-Backed Securities WORLD OMNI SELECT AUTO TR 2023 B 20280815 5.8 N/A 98163UAE0 2028-08-15 5.870000 0.00 415000.00 1388.23 Asset-Backed Securities EXETER AUTO REC TR 2026-1 A-2 20280915 4.0 N/A 30168HAB3 2028-09-15 4.080000 0.00 12733000.00 8488044.95 Asset-Backed Securities CPS AUTO RECEIVABLES TR 2024-D B 20290315 4.6 N/A 22411JAB1 2029-03-15 4.650000 0.00 800000.00 432225.98 Asset-Backed Securities AFFIRM MASTER TRUST 2025-1 A 20330215 4.9 N/A 00833BAA6 2033-02-15 4.990000 0.00 4734000.00 4760892.80 Asset-Backed Securities BARINGS CLO 2023-4R LTD A-1-R 20390120 FLT 5493000KFDA0OKC5JK34 06763MAL9 2039-01-20 4.899200 0.00 2753138.00 2755139.48 Asset-Backed Securities FORD CR AUTO OWNER TR 2024-A A-3 20281215 5.0 N/A 34535EAD4 2028-12-15 5.090000 0.00 12826000.00 7223616.78 Asset-Backed Securities FORD CR AT OWN TR 2022-REV1 A 20341115 3.8 N/A 34528EAA9 2034-11-15 3.880000 0.00 7213000.00 7202335.18 Asset-Backed Securities HONDA AUTO REC OWR TR 2024-1 A-4 20300515 5.1 N/A 437918AD7 2030-05-15 5.170000 0.00 6000.00 6043.82 Asset-Backed Securities SILVER POINT CLO LTD 2025-15 D-1A 20390118 FLT 254900WV6RCF7X02UD26 82808CAJ4 2039-01-18 6.502900 0.00 1500000.00 1506555.28 Asset-Backed Securities RIVERBANK PARK CLO LTD D 20370126 FLT 391200XRMVMR7GI9DR39 76857JAL6 2037-01-26 6.410200 0.00 7500000.00 7343791.79 Asset-Backed Securities SANTANDR DR AUTO REC TR 2025-3 D 20310915 5.1 N/A 80288JAF0 2031-09-15 5.110000 0.00 20000000.00 20049422.22 Asset-Backed Securities CTZNS AUTO RECEIVABLES TR 2023 A-4 20301015 5.7 N/A 17331KAE9 2030-10-15 5.780000 0.00 1000000.00 1008047.89 Asset-Backed Securities CARVANA AUTO RECEIV TR 2024-P3 A-3 20291010 4.2 N/A 146919AC9 2029-10-10 4.260000 0.00 970000.00 582388.01 Asset-Backed Securities DRIVE AUTO RECEIVABL TR 2024-2 A-3 20280915 4.5 N/A 26207AAD5 2028-09-15 4.500000 0.00 700000.00 2878.42 Asset-Backed Securities EXETER SEL AUTO REC TR 2025-1 A-2 20281016 4.8 N/A 30185AAB7 2028-10-16 4.830000 0.00 2295000.00 96554.05 Asset-Backed Securities BAIN CAP CR CLO LTD 2022-2R D-1-R 20350423 FLT N/A 05682GAY4 2035-04-23 6.933200 0.00 1220000.00 1203131.43 Asset-Backed Securities BCC MIDDLE MARKET CLO 2025-2 A-1 20371022 FLT N/A 055330AA2 2037-10-22 5.233200 0.00 4500000.00 4494727.37 Asset-Backed Securities CAPITAL ONE CC TR 2019-3 A 20280815 2.0 R42WS16M9R97TJJKGU15 14041NFV8 2028-08-15 2.060000 0.00 500000.00 500118.28 Asset-Backed Securities DRIVEN BRANDS FDG LLC 2021-1 A-2 20511020 2.7 N/A 26209XAD3 2051-10-20 2.791000 0.00 3150000.00 2737508.55 Asset-Backed Securities ELMWOOD CLO LTD 2023-23RR A-1-R2 20390718 FLT N/A 29003YAU5 2039-07-18 4.880600 0.00 22000000.00 22189048.75 Asset-Backed Securities CARVANA AUTO RECE TR 2025-P4 C 20320410 5.0 N/A 14689AAF3 2032-04-10 5.040000 0.00 14500000.00 14296782.50 Asset-Backed Securities BENEFIT STR PARTN CLO 2024-33R A-R 20390125 FLT 254900IWSSBPCATK8N78 08179DAL3 2039-01-25 5.000200 0.00 16450000.00 16479372.66 Asset-Backed Securities PEAC SOLUTIONS REC 2024-1 A-2 20270621 5.7 N/A 69433BAB3 2027-06-21 5.790000 0.00 7635000.00 1531406.29 Asset-Backed Securities GOLUB CAPITAL PARTNERS 2023-R B-R 20371020 FLT 2549006E2S3MDN9M6Q69 38180PAE6 2037-10-20 5.425200 0.00 3000000.00 3010002.61 Asset-Backed Securities LAD AUTO RECV TR 2026-A B 20321115 5.0 N/A 501697AD8 2032-11-15 5.000000 0.00 5000000.00 5005033.89 Asset-Backed Securities MAGNETITE LTD 2020-27RR A-RR 20381020 FLT 5493003N6WY184N72D84 55955EAW8 2038-10-20 4.959200 0.00 8850000.00 8878013.03 Asset-Backed Securities GLS AUTO RECEIVABLES 2024-2 B 20281115 5.7 N/A 37964VAD9 2028-11-15 5.770000 0.00 3478000.00 1297577.03 Asset-Backed Securities GLS AUTO REC ISS TR 2026-1 D 20311215 5.0 N/A 36274AAF7 2031-12-15 5.020000 0.00 145000.00 143161.42 Asset-Backed Securities CARVANA AUTO REC TR 2022-P1 A-4 20280210 3.5 N/A 14688DAD3 2028-02-10 3.520000 0.00 11200000.00 1685233.41 Asset-Backed Securities CERBERUS LOAN FUNDING 2023-43 A 20351015 FLT 6354005VK9L5QCJ8WJ98 156940AA6 2035-10-15 6.177900 0.00 53296000.00 53571313.39 Asset-Backed Securities AVIS BUDGET RENTL FD LC 2021-1 A 20270820 1.3 IHXLB8SL0QWSSG2VG640 05377REH3 2027-08-20 1.380000 0.00 3690000.00 614449.37 Asset-Backed Securities ARI FLEET LEASE TRUST 2023-B A-2 20320715 6.0 N/A 04033GAB3 2032-07-15 6.050000 0.00 350000.00 33185.84 Asset-Backed Securities SANTANDER DR AUT REC TR 2024-4 A-3 20290116 4.8 N/A 802919AC4 2029-01-16 4.850000 0.00 734000.00 129980.69 Asset-Backed Securities TWIN BROOK CLO LLC 2025-1 A 20370420 FLT 254900FXTBDNJ02I6A12 900926AA4 2037-04-20 5.169200 0.00 1000000.00 999659.48 Asset-Backed Securities SBA TOWER TRUST 2024-1 C 20541015 4.8 N/A 78403DBD1 2054-10-15 4.831000 0.00 7848000.00 7653707.94 Asset-Backed Securities VENTURE 2015-19RR CLO LTD D-RR 20320115 FLT 549300KIDQKDB48YU144 92330EAV9 2032-01-15 7.514500 0.00 2000000.00 1916119.58 Asset-Backed Securities REGIONAL MTG ISS TR 2021-2 A 20330815 1.9 N/A 75907UAA7 2033-08-15 1.900000 0.00 245000.00 240414.69 Asset-Backed Securities Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0414 400000000.00 400000000.00 0.0010 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.850000% ARP1J72M6 ZBUT11V806EZRVTWT807 0000782124 ARP1J72M6 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y VICTORY PORTFOLIOS II VICTORYSHS EMERG 549300KFJKPEO1ORBS50 92647N543 2500-12-31 N/A 0.00 5749.00 345046.93 Equities SPDR GOLD TR GOLD SHS N/A 78463V107 2500-12-31 N/A 0.00 37303.00 14069199.48 Equities VIRTUS ETF TR II VIRTUS EM MKTS 254900U3W79KCUKN3848 92790A793 2500-12-31 N/A 0.00 357.00 9469.89 Equities TREACE MED CONCEPTS INC COM N/A 89455T109 2500-12-31 N/A 0.00 770350.00 3374133.00 Equities SPDR SERIES TRUST ST STR P400MID 549300TKUU0ZLRVSLJ96 78464A847 2500-12-31 N/A 0.00 18821.00 1242750.63 Equities THRIVENT ETF TRUST CORE PLUS BD ETF 254900O6N2LIFQWFAG71 88588G208 2500-12-31 N/A 0.00 28625.00 1429346.44 Equities RENX ENTERPRISES CORP COM N/A 78637J402 2500-12-31 N/A 0.00 5384.00 9852.72 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1440144.00 2203420.32 Equities SELECT SECTOR SPDR TR ST STR MATER ETF 549300N81BAQ1XPGBT65 81369Y100 2500-12-31 N/A 0.00 263870.00 13626246.80 Equities TRAWS PHARMA INC COM NEW 549300BRAR7BTG2PIY51 68232V884 2500-12-31 N/A 0.00 347610.00 153330.77 Equities CSX CORP COM 549300JVQR4N1MMP3Q88 126408103 2500-12-31 N/A 0.00 364892.00 18313929.48 Equities CALAMOS ETF TR S P 500 STRUCTUR 529900YBJJAKW7UWTP52 12811T605 2500-12-31 N/A 0.00 5097.00 149411.42 Equities DIMENSIONAL ETF TRUST INTL COR FIX ETF 5493000MTSASLNF1JX94 25434V575 2500-12-31 N/A 0.00 80330.00 4202062.30 Equities EQUITY RESIDENTIAL SH BEN INT 5493008RACSH5EP3PI59 29476L107 2500-12-31 N/A 0.00 769945.00 51678708.40 Equities GLOBAL X FDS S&P 500 COVERED 549300704SF6IBNM0N88 37954Y475 2500-12-31 N/A 0.00 10486.00 429611.42 Equities GLOBAL X FDS INFORMATION TEC 549300OSYURCME3JN490 37960A743 2500-12-31 N/A 0.00 2101.00 83465.17 Equities FIRST TR EXCH TRD ALPHDX FD II LATIN AMER ALP 54930064HZE0RSQ7YB04 33737J125 2500-12-31 N/A 0.00 7123.00 185780.66 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 337345102 2500-12-31 N/A 0.00 14520.00 4322894.40 Equities SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING 5299007RKKJ9VVHGQM80 82889N459 2500-12-31 N/A 0.00 1745.00 46486.80 Equities KRANESHARES TRUST QUADRTC INT RT 549300KNDIWWMQ7QHZ30 500767736 2500-12-31 N/A 0.00 17349.00 301091.90 Equities BARK INC COM NEW N/A 68622E203 2500-12-31 N/A 0.00 50734.00 447981.22 Equities MANAGED PORTFOLIO SER TREMB GLOBA ETF 529900JSN9A42QUOC744 56167N191 2500-12-31 N/A 0.00 5830.00 177071.67 Equities LEXINFINTECH HLDGS LTD ADR 549300F9QU71NQ28CS19 528877103 2500-12-31 N/A 0.00 1200868.00 1789293.32 Equities HARTFORD INSURANCE GROUP INC COM IU7C3FTM7Y3BQM112U94 416515104 2500-12-31 N/A 0.00 127255.00 18203827.75 Equities UBS AG LONDON BRANCH ETRACS LKD ETN N/A 90269A278 2500-12-31 N/A 0.00 136.00 10109.42 Equities WISDOMTREE TR INTK MLTIFACTR 5493008WED0ED5IK6W75 97717Y774 2500-12-31 N/A 0.00 2097.00 70775.43 Equities VANGUARD INDEX FDS MRNGSTR MD CP GR N/A 922908538 2500-12-31 N/A 0.00 335.00 98791.50 Equities OMS ENERGY TECHNOLOGIES INC ORD SHS 2549000M18Z0L5YXYO51 G6755S105 2500-12-31 N/A 0.00 10654.00 44959.88 Equities VANGUARD SCOTTSDALE FDS SHORT TERM TREAS N/A 92206C102 2500-12-31 N/A 0.00 73691.00 4283657.83 Equities SKYAI INC COM N/A 82003F309 2500-12-31 N/A 0.00 303168.00 406245.12 Equities CIBUS INC CL A COM STK N/A 17166A101 2500-12-31 N/A 0.00 4687.00 9045.91 Equities FOLD HLDGS INC COM CL A N/A 29103K100 2500-12-31 N/A 0.00 26940.00 11942.50 Equities EXPENSIFY INC COM CL A N/A 30219Q106 2500-12-31 N/A 0.00 117372.00 217138.20 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities GRACE THERAPEUTICS INC COM 529900NF00G2BB523B88 00439U104 2500-12-31 N/A 0.00 65040.00 134632.80 Equities ALCOA CORP COM 549300T12EZ1F6PWWU29 013872106 2500-12-31 N/A 0.00 1241704.00 55839428.88 Equities ARQ INC COM 52990086HRJSW2EZQH40 00770C101 2500-12-31 N/A 0.00 165500.00 340930.00 Equities VANGUARD QUANTITATIVE FDS CORE PLUS BD ETF 529900BLKV05EQ2PWT56 921913869 2500-12-31 N/A 0.00 7011.00 513766.08 Equities VALVOLINE INC COM 549300CMHPBEY6VPOT75 92047W101 2500-12-31 N/A 0.00 18424.00 707297.36 Equities LLOYDS BANKING GROUP PLC SPONSORED ADR 549300PPXHEU2JF0AM85 539439109 2500-12-31 N/A 0.00 2555744.00 15973400.00 Equities INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR 549300XCPLYCS9LWYT95 46090A887 2500-12-31 N/A 0.00 13433.00 673530.62 Equities GOLDMAN SACHS ETF TRUST II MARK TO INTL ETF 549300CTMHO2AI4CDP62 38150W206 2500-12-31 N/A 0.00 759.00 47710.74 Equities FILANA THERAPEUTICS INC COM 529900XA0UG5JXABYF08 14817C107 2500-12-31 N/A 0.00 165197.00 158589.12 Equities BNY MELLON ETF TRUST II ACTI CORE BD ETF 254900C8OSHYLRS6PR44 05613H506 2500-12-31 N/A 0.00 28146.00 663119.76 Equities BAOZUN INC SPONSORED ADR 549300IF0HZ7T4762633 06684L103 2500-12-31 N/A 0.00 346682.00 1033112.36 Equities BARCLAYS BANK PLC DJUBS CMDT ETN36 N/A 06738C778 2500-12-31 N/A 0.00 26783.00 1268710.71 Equities TCW ETF TRUST ARTIF INTEL ETF 549300C34MM5RC63RT57 29287L502 2500-12-31 N/A 0.00 452.00 21833.14 Equities AB ACTIVE ETFS INC CORE PLUS BD ETF 2549009RYFB2CMWFBA42 00039J855 2500-12-31 N/A 0.00 13369.00 462893.60 Equities FIRST TR EXCHANGE-TRADED ALPHA MID CP GR ALPH 549300YH33LXOKDV8X75 33737M102 2500-12-31 N/A 0.00 25126.00 2583799.55 Equities FRANKLIN TEMPLETON ETF TR FTSE JAPAN ETF 549300V7MZYC1Z30JS82 35473P744 2500-12-31 N/A 0.00 56528.00 2248118.56 Equities FRANKLIN TEMPLETON ETF TR EMERGING MKTS DB 254900I1SI397KV3HH89 35473P314 2500-12-31 N/A 0.00 952.00 23514.40 Equities FIRST TR EXCHANGE-TRADED FD NASDAQ-100 SEL 549300RLZFKPLYN7OU15 337344105 2500-12-31 N/A 0.00 573.00 88184.70 Equities FIRST TR EXCHANGE-TRADED FD IV INTER GOVT ETF 5493000G9GN9OLNUML64 33738D838 2500-12-31 N/A 0.00 6005.00 119223.27 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities RLX TECHNOLOGY INC SPONSORED ADS 984500EG5DBB2F7F4002 74969N103 2500-12-31 N/A 0.00 2350532.00 4654053.36 Equities OUTSET MED INC COM NEW N/A 690145206 2500-12-31 N/A 0.00 140970.00 669607.50 Equities NOMURA ETF TR FOCU LARG GR ETF 254900MZL9N2UVO5W196 555927409 2500-12-31 N/A 0.00 263.00 7495.50 Equities INSPIREMD INC COM 549300OQ16IJ5DIS5D30 45779A846 2500-12-31 N/A 0.00 233456.00 157536.11 Equities MATTHEWS ASIA FDS EMERGING MKT DIS 254900US9047UCA1JC17 577125743 2500-12-31 N/A 0.00 460.00 13276.15 Equities MATTHEWS INTL FDS PAC TIGE ACT ETF 254900H03MQVO5AFTX30 577130578 2500-12-31 N/A 0.00 2006.00 80273.30 Equities PATRIOT NATL BANCORP INC COM NEW 549300T1270P6QIGPD23 70336F203 2500-12-31 N/A 0.00 201932.00 220105.88 Equities NOMURA ETF TR ENERG TRANS ETF 254900ITDSQNVEY4S470 555927201 2500-12-31 N/A 0.00 758.00 31597.46 Equities INNOVATOR ETFS TRUST INTL DE PW JUNE 529900G1NSE62PUTFR59 45783Y285 2500-12-31 N/A 0.00 1386.00 43797.60 Equities INVESTCORP CR MGMT BDC INC COM 549300ZRNRCSKPLGYQ55 46090R104 2500-12-31 N/A 0.00 23729.00 17950.99 Equities MAXCYTE INC COM 54930053YHXULRFCU991 57777K106 2500-12-31 N/A 0.00 1117084.00 1172938.20 Equities ISHARES TR IBOXX HI YD ETF 549300FCCXHK7O37PQ68 464288513 2500-12-31 N/A 0.00 757330.00 60185015.10 Equities INVESCO EXCHANGE TRADED FD TR AEROSPACE DEFN 549300OLLMBPCCISBP98 46137V100 2500-12-31 N/A 0.00 4995.00 862286.85 Equities INVESCO EXCHANGE-TRADED FD TR S&P SM EN ET NEW 5493008GV13MOHGPN118 46138G474 2500-12-31 N/A 0.00 337.00 19097.89 Equities FOCUS UNVL INC COM N/A 34417J609 2500-12-31 N/A 0.00 9225.00 17343.00 Equities HARTFORD FDS EXCHANGE TRADED T TOTAL RTRN ETF 549300TXMIMTONBLXT62 41653L305 2500-12-31 N/A 0.00 848.00 28157.84 Equities HARTFORD FDS EXCHANGE TRADED T DYNAMIC BOND ETF 254900JC02M3QDW7E853 41653L842 2500-12-31 N/A 0.00 955.00 37077.88 Equities ABRDN SILVER ETF TRUST PHYSCL SILVR SHS 5493000YXSZBKTIMZK40 003264108 2500-12-31 N/A 0.00 4757.00 267438.54 Equities BAUSCH HEALTH COS INC COM B3BS7ACMDUWISF18KY76 071734107 2500-12-31 N/A 0.00 873563.00 5267584.89 Equities BIOFRONTERA INC COM NEW 984500444S8BE1EF0179 09077D209 2500-12-31 N/A 0.00 250808.00 308493.84 Equities CLARUS CORP NEW COM 549300PKSLI6PT0ULL72 18270P109 2500-12-31 N/A 0.00 243397.00 781304.37 Equities DBX ETF TR XTRA SE SELE ETF 5493000FYJMJO875LY71 23306X886 2500-12-31 N/A 0.00 1859.00 146704.47 Equities FLEXSHARES TR ESG & CLM INVEST 549300O6OIB1MH003G37 33939L571 2500-12-31 N/A 0.00 1711.00 68525.55 Equities FIDELITY COVINGTON TRUST INT VL FCT ETF 549300DPXN0IDQD0V949 316092717 2500-12-31 N/A 0.00 4622.00 181552.16 Equities ALPS GROUP INC ORD SHS N/A G0231P108 2500-12-31 N/A 0.00 41887.00 18639.72 Equities TIDAL TR IV VOYA CORE BOND 254900LI92UYC6EFSG22 88636N205 2500-12-31 N/A 0.00 14441.00 704359.78 Equities TIDAL TRUST I RPAR RISK PARI 549300P6SPNYGRUISQ43 886364603 2500-12-31 N/A 0.00 15301.00 334176.90 Equities GLOBAL SHIP LEASE INC COM CL A 254900GLZ0J5N8UZM071 Y27183600 2500-12-31 N/A 0.00 215572.00 9586486.84 Equities WISDOMTREE TR EUROP DEFEN FD 254900GLSVAJCSQ6LU45 97717Y337 2500-12-31 N/A 0.00 39611.00 1193962.68 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1836.00 46441.62 Equities SOUTHERN COPPER CORP COM 2549007U6NAP46Q9TU15 84265V105 2500-12-31 N/A 0.00 152401.00 28194185.00 Equities YUANBAO INC SPONSORED ADS N/A 987910106 2500-12-31 N/A 0.00 13639.00 180716.75 Equities INVESCO EXCHANGE TRADED FD TR S&P MIDCAP 400 549300FWEQEG5ZSR9J26 46137V225 2500-12-31 N/A 0.00 309.00 41968.75 Equities WISDOMTREE TR US LARGECAP FUND 5493002XI0SKP3NC3U30 97717W588 2500-12-31 N/A 0.00 22014.00 1709497.17 Equities HARBOR ETF TRUST LONG TERM GROWER 549300WY5WSOYL2OUM62 41151J406 2500-12-31 N/A 0.00 5032.00 161476.88 Equities ISHARES TR CORE 40 MODE ETF 5493003SBBO7QJXQ6O89 464289875 2500-12-31 N/A 0.00 7634.00 374676.72 Equities PIMCO ETF TR ACTIVE BD ETF WFXVQL1P1SLFR2PGV620 72201R775 2500-12-31 N/A 0.00 4838.00 439242.02 Equities ISHARES U S ETF TR IT RT HDG HGYL 549300K03DREBCPJX421 46431W606 2500-12-31 N/A 0.00 3376.00 291483.84 Equities ISHARES TR RUS MD CP GR ETF 5493004I787UFE6AN650 464287481 2500-12-31 N/A 0.00 6618.00 909842.64 Equities ISHARES INC MSCI EMRG CHN 549300OO3LEZN53XCB15 46434G764 2500-12-31 N/A 0.00 660072.00 60185364.96 Equities ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT 549300NT1VHB0L3ZBS97 46428R107 2500-12-31 N/A 0.00 485950.00 15526102.50 Equities INVESCO EXCHANGE-TRADED FD TR SHORT TERM ETF 549300E094R1VT171085 46138G888 2500-12-31 N/A 0.00 10868.00 1147552.12 Equities BELITE BIO INC SPONSORED ADS 984500BD54036BOEAE79 07782B104 2500-12-31 N/A 0.00 72089.00 11528472.88 Equities AMERICAN CENTY ETF TR MID CAP GRW IMP 549300RZJCDU6SCEXC76 025072760 2500-12-31 N/A 0.00 86.00 5730.45 Equities AMERICAN BEACON SELECT FUNDS GLG NAT RES ETF 5299006S3GSL57W1YI52 02368W408 2500-12-31 N/A 0.00 15671.00 770699.78 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 103696.00 1049403.52 Equities WATERS CORP COM 5T547R1474YC9HOD8Q74 941848103 2500-12-31 N/A 0.00 2999.00 1140519.70 Equities POLYPID LTD COM 984500F57A3EF3ED5425 M8001Q126 2500-12-31 N/A 0.00 162717.00 711073.29 Equities UNIFIED SER TR BALLAST SMLMD CP 549300MWAM7TQ154AZ92 90470L550 2500-12-31 N/A 0.00 4758.00 239184.66 Equities TRANSALTA CORP COM 984500EE2ADD850F1C96 89346D107 2500-12-31 N/A 0.00 94902.00 1220439.72 Equities BITWISE BITCOIN ETF TR SHS BEN INT 529900ZAA28Q7XD31174 09174C104 2500-12-31 N/A 0.00 157052.00 5518807.28 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 454786.00 1823691.86 Equities DBX ETF TR XTRACK MSCI EMRG HC71NFWMM3L2KVQMCX82 233051101 2500-12-31 N/A 0.00 1921.00 71661.18 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 31609A305 2500-12-31 N/A 0.00 16981.00 715749.15 Equities INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV 549300X260FXDC4LKO42 46139W502 2500-12-31 N/A 0.00 6446.00 156798.95 Equities ISHARES TR RUS TP200 GR ETF 549300DT9HJY4DKTGI57 464289438 2500-12-31 N/A 0.00 9899.00 2712820.95 Equities SPERO THERAPEUTICS INC COM 54930074G13LHWJT2323 84833T103 2500-12-31 N/A 0.00 515564.00 618676.80 Equities OUR BD INC COM SHS N/A 87338C202 2500-12-31 N/A 0.00 226641.00 116062.86 Equities TRIVAGO N V SPON ADS A SHS N 391200MJ56OU7D3JM080 89686D303 2500-12-31 N/A 0.00 29977.00 160376.95 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 1639920.00 60185064.00 Equities UNITY SOFTWARE INC COM 549300D1ESJMGNQNG432 91332U101 2500-12-31 N/A 0.00 299472.00 9984396.48 Equities ISHARES TR TRS FLT RT BD 549300IH7Y9SW6BCOA50 46434V860 2500-12-31 N/A 0.00 56219.00 2848054.54 Equities ISHARES STAKED ETHEREUM TR ETF SHS FR UNDIV BEN 529900BBK7L4PXR9DD12 46438M106 2500-12-31 N/A 0.00 202770.00 5022612.90 Equities ISHARES TR ISHS 1-5YR INVS 549300T14S5IX7V5T008 464288646 2500-12-31 N/A 0.00 293937.00 15337632.66 Equities INNOVATOR ETFS TRUST INTL DEVELOPED 529900M1M4WUR4DAE209 45783Y145 2500-12-31 N/A 0.00 15016.00 457162.12 Equities ISHARES INC ESG AWR MSCI EM 549300JES9K0OUJ8F389 46434G863 2500-12-31 N/A 0.00 95412.00 4870782.60 Equities ISHARES TR GLB INFRASTR ETF 549300ZC2N3HUK3DTK30 464288372 2500-12-31 N/A 0.00 45948.00 3078516.00 Equities ISHARES TR 3 7 YR TREAS BD 549300BUGBHWMFPSNL42 464288661 2500-12-31 N/A 0.00 41378.00 4826329.92 Equities ISHARES TR GOV/CRED BD ETF 5493005N2TW2082UOF16 464288596 2500-12-31 N/A 0.00 5705.00 583802.92 Equities FORT TECHNOLOGY INC COM NEW N/A 349024307 2500-12-31 N/A 0.00 11359.00 10404.84 Equities FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV 549300R71VNLKJ6ASS69 33738R506 2500-12-31 N/A 0.00 63049.00 5094359.20 Equities GABELLI ETFS TRUST COML AER DEF ETF 254900NQWDKGN51X5A68 36261K509 2500-12-31 N/A 0.00 6137.00 337350.89 Equities SOREN ACQUISITION CORP USD CL A ORD SHS N/A G8274J103 2500-12-31 N/A 0.00 10732.00 106890.72 Equities AGM GROUP HOLDINGS INC CL A ORG SHS NEW N/A G0132V121 2500-12-31 N/A 0.00 14786.00 11265.45 Equities ALLOT LTD SHS 5493008MLSB5KCVNRK06 M0854Q105 2500-12-31 N/A 0.00 389480.00 2924994.80 Equities GEOVAX LABS INC COM NEW 2025 549300KXK8Z4UZ4J7S86 373678705 2500-12-31 N/A 0.00 39428.00 27702.11 Equities STATE STR SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 78462F103 2500-12-31 N/A 0.00 81146.00 60185176.74 Equities SPDR SERIES TRUST ST STR FTSE ETF 5493002X18ZM866TLJ34 78464A490 2500-12-31 N/A 0.00 34330.00 1346422.60 Equities SPDR SERIES TRUST ST STR SP REGBNK 549300EFWJBKUN6WJX52 78464A698 2500-12-31 N/A 0.00 445014.00 33776562.60 Equities NORTH AMERN CONSTR GROUP LTD COM 549300DQ6060LO4XGI15 656811106 2500-12-31 N/A 0.00 45239.00 609369.33 Equities SPDR SERIES TRUST ST STR BLO 1 ETF 549300GQCVCME1YJ6B50 78468R663 2500-12-31 N/A 0.00 114054.00 10453049.10 Equities LONGEVERON INC CL A NEW N/A 54303L203 2500-12-31 N/A 0.00 448860.00 303115.16 Equities NORTHERN LIGHTS FD TR TOEWS AGLTY DNYM 549300YHPIIJR6534P39 66538J738 2500-12-31 N/A 0.00 1316.00 28445.34 Equities NOKIA CORP SPONSORED ADR 549300A0JPRWG1KI7U06 654902204 2500-12-31 N/A 0.00 4247808.00 38612574.72 Equities NEOS ETF TRUST NASDAQ 100 HIGH 529900BGMBWC62SDWT55 78433H675 2500-12-31 N/A 0.00 16219.00 854416.92 Equities LG DISPLAY CO LTD SPONS ADR REP 988400P37K91W0SABO95 50186V102 2500-12-31 N/A 0.00 268511.00 800162.78 Equities HAIN CELESTIAL GROUP INC COM 5493000S8QXWHLIXDP75 405217100 2500-12-31 N/A 0.00 206974.00 101727.72 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 1055872.00 60184704.00 Equities ALARUM TECHNOLOGIES LTD SPONSORD ADS NEW 529900XJKCO2RK9HRG60 78643B500 2500-12-31 N/A 0.00 72156.00 120500.52 Equities SAN JUAN BASIN RTY TR UNIT BEN INT N/A 798241105 2500-12-31 N/A 0.00 96909.00 249056.13 Equities SPDR SERIES TRUST ST STR P500ETF 5493004K4F0RL72RIJ47 78464A854 2500-12-31 N/A 0.00 689328.00 60185227.68 Equities PULMATRIX INC COM 5299002RHCRZ9ST3GN42 74584P301 2500-12-31 N/A 0.00 20530.00 34695.70 Equities SPDR SERIES TRUST ST STR SP BIOT 549300Y3ODFMPD5XXL58 78464A870 2500-12-31 N/A 0.00 397368.00 60185357.28 Equities SBA COMMUNICATIONS CORP CL A 5299001HX8ZN8Y8QIT49 78410G104 2500-12-31 N/A 0.00 212800.00 38708320.00 Equities HARBOR ETF TRUST EME MAR EQU ETF 254900VWWVXMSTY61A94 41151J695 2500-12-31 N/A 0.00 126.00 3631.11 Equities SPDR SERIES TRUST ST STR SP HCSVC 549300JPXFHZOFFNSZ24 78464A573 2500-12-31 N/A 0.00 5572.00 748083.35 Equities PRECISION OPTICS CORP INC MASS COM NEW N/A 740294400 2500-12-31 N/A 0.00 34804.00 144784.64 Equities BIONTECH SE SPONSORED ADS 894500UZJ5LG1F8J1U58 09075V102 2500-12-31 N/A 0.00 391751.00 36374080.35 Equities BLACKROCK ETF TRUST ISHA TECH OP ETF 529900CP2ONU3P4MXJ42 09290C772 2500-12-31 N/A 0.00 1318.00 47406.35 Equities MASONGLORY LTD ORD SHS N/A G6007A100 2500-12-31 N/A 0.00 31287.00 10177.66 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 23518.00 239413.24 Equities ELME COMMUNITIES SH BEN INT 549300DI34BGS8LVKW95 939653101 2500-12-31 N/A 0.00 1456852.00 2360100.24 Equities COLUMBIA ETF TR I RESH ENHNC COR 5493007QSD2LFRRLVI83 19761L706 2500-12-31 N/A 0.00 1681.00 73896.76 Equities AMERICAN CENTY ETF TR AVANTIS EMGMKT 549300FLNHJ0Y6F35177 025072604 2500-12-31 N/A 0.00 57630.00 5153274.60 Equities FRANKLIN TEMPLETON ETF TR FRANKLN SWZLND 549300YJU57FFRVVKH03 35473P694 2500-12-31 N/A 0.00 150.00 6626.10 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 33734H106 2500-12-31 N/A 0.00 385036.00 19340358.28 Equities NEONODE INC COM PAR N/A 64051M709 2500-12-31 N/A 0.00 117059.00 93389.67 Equities RIO TINTO PLC SPONSORED ADR 213800YOEO5OQ72G2R82 767204100 2500-12-31 N/A 0.00 462858.00 44980540.44 Equities JANUS DETROIT STR TR HEND GLOB AR ETF 2138001DIVRSCT15JK67 47103U670 2500-12-31 N/A 0.00 786.00 25067.11 Equities MORGAN STANLEY ETF TRUST EATON VANCE FLTG 254900BDISIY9SGE8S56 61774R833 2500-12-31 N/A 0.00 4938.00 240184.32 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 N/A 0.00 43060.00 1934259.51 Equities VANGUARD WORLD FD EMERGING MRKTS E 529900VOEG5IP806O212 921910683 2500-12-31 N/A 0.00 28883.00 2635862.58 Equities SPDR INDEX SHS FDS ST STR MSCI GLB 549300VYOHBSQ8J75492 78463X475 2500-12-31 N/A 0.00 3921.00 332853.69 Equities VANGUARD INTL EQUITY INDEX FDS ALLWRLD EX US N/A 922042775 2500-12-31 N/A 0.00 14502.00 1204101.06 Equities TSCAN THERAPEUTICS INC COM N/A 89854M101 2500-12-31 N/A 0.00 830520.00 627623.96 Equities WISDOMTREE TR EMER MARK EFF FD 549300WM5CHHXHXCZF86 97717Y642 2500-12-31 N/A 0.00 756.00 33526.56 Equities VICTORY PORTFOLIOS II VCTRYSHS INTL MO 549300E7201NTWCGJH16 92647N550 2500-12-31 N/A 0.00 2172.00 165547.67 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 93455.00 147658.90 Equities INFLARX NV COM 391200708PAUDLQ31581 N44821101 2500-12-31 N/A 0.00 1633100.00 2808932.00 Equities ISHARES TR ISHARES SEMICDTR 5493004SPI3IF1GDIR85 464287523 2500-12-31 N/A 0.00 69255.00 34941225.15 Equities ISHARES TR ESG OPTI MIN ETF 549300Y778QYRG4XFZ15 46436E445 2500-12-31 N/A 0.00 422.00 12940.71 Equities WW GRAINGER INC COM 549300TWZSP6O1IH2V34 384802104 2500-12-31 N/A 0.00 35166.00 47667161.34 Equities GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B 5299001W7JIDXCUOUC82 40051E202 2500-12-31 N/A 0.00 10799.00 2986571.44 Equities IMPERIAL PETE INC COM NEW 549300ZKLCVJXKUHBS50 Y3894J187 2500-12-31 N/A 0.00 470065.00 2199904.20 Equities 21SHARES SUI ETF SH BEN INT N/A 90137U100 2500-12-31 N/A 0.00 3783.00 52886.34 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 88275.00 60185012.25 Equities HAFNIA LTD SHS 5493001KCFT0SCGJ2647 Y2990R101 2500-12-31 N/A 0.00 1052278.00 8092017.82 Equities PROQR THRAPEUTICS N V SHS EURO 549300NGS2FJGGDBGS06 N71542109 2500-12-31 N/A 0.00 325784.00 579895.52 Equities SPROTT FDS TR URANI MINER ETF 254900PKBWWLG0BN6V46 85208P303 2500-12-31 N/A 0.00 9314.00 460577.30 Equities THAYER VENTURES ACQ CORP II CL A N/A G87890102 2500-12-31 N/A 0.00 24860.00 256803.80 Equities MOBILICOM LTD ORD SHS NEW N/A Q6297L120 2500-12-31 N/A 0.00 198073.00 930943.10 Equities SCULLY ROYALTY LTD COM SHS 529900HPRN328AU1YQ13 G7T96K107 2500-12-31 N/A 0.00 9976.00 50378.80 Equities ROMAN DBDR ACQUISITION CORP II ORD SHS CL A N/A G7633M104 2500-12-31 N/A 0.00 102082.00 1082069.20 Equities EHEALTH INC COM 5299003O8Y5OKXUZQ421 28238P109 2500-12-31 N/A 0.00 154589.00 213332.82 Equities BOLT BIOTHERAPEUTICS INC COM NEW 254900W0P77PQ6B8OY50 097702203 2500-12-31 N/A 0.00 24833.00 96352.04 Equities ISHARES TR CORE MSCI TOTAL 5493000KJHTQW5I5L936 46432F834 2500-12-31 N/A 0.00 73718.00 6979620.24 Equities GRANITE PT MTG TR INC COM STK 529900VX2HQZ76AYIE02 38741L107 2500-12-31 N/A 0.00 122785.00 165759.75 Equities GRAYSCALE BITCOIN MINI TR ETF SHS NEW 529900WHTNX5LZCNWB27 389930207 2500-12-31 N/A 0.00 237756.00 6806954.28 Equities ISHARES TR ESG ADVAN ETF 5493003MW3304SOSOX56 46436E619 2500-12-31 N/A 0.00 1812.00 77680.44 Equities GAIA INC NEW CL A 529900QUX8SBA2D93M92 36269P104 2500-12-31 N/A 0.00 126729.00 234448.65 Equities ISHARES TR RUS 1000 ETF 549300R9T7XRZ4D3YF43 464287622 2500-12-31 N/A 0.00 286.00 116058.80 Equities FRANKLIN TEMPLETON ETF TR US DIVID BOOSTER 254900F3AG6AZFEJCL25 35473P389 2500-12-31 N/A 0.00 9807.00 318727.50 Equities SPDR INDEX SHS FDS ST MAR DIVID ETF 5493000CJCE3FTDXMN84 78463X533 2500-12-31 N/A 0.00 41720.00 1739306.80 Equities SSGA ACTIVE TR STATE STREET MY 984500A3C53D3F6DA578 78470P812 2500-12-31 N/A 0.00 3806.00 95073.88 Equities PUTNAM ETF TRUST FRANKLIN SHT TRM 254900AZCU6YVDGDES57 746729730 2500-12-31 N/A 0.00 60214.00 594312.18 Equities SANOFI SA SPONSORED ADR 549300E9PC51EN656011 80105N105 2500-12-31 N/A 0.00 462562.00 19839284.18 Equities PROSHARES TR SP500 EX FINLS 549300U5AKS5ZG8E7M64 74347B573 2500-12-31 N/A 0.00 763.00 61632.32 Equities SPDR SERIES TRUST SPDR S&P 500 ESG 5493000QG09QKDPDYX59 78468R531 2500-12-31 N/A 0.00 274.00 19703.34 Equities PACER FDS TR LUNT LRGCP MULTI N/A 69374H816 2500-12-31 N/A 0.00 2270.00 125735.30 Equities NEUPHORIA THERAPEUTICS INC COM N/A 64136E102 2500-12-31 N/A 0.00 151294.00 593072.48 Equities GMO ETF TRUST DOMES RESIL ETF 254900MQ03GJF6UC3H14 90139K860 2500-12-31 N/A 0.00 261.00 8062.29 Equities SIEBERT FINL CORP COM N/A 826176109 2500-12-31 N/A 0.00 48549.00 77678.40 Equities KRANESHARES TRUST GLOBAL CARB STRA 549300N19OWO53YWFA13 500767678 2500-12-31 N/A 0.00 19178.00 645723.26 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities GRANITESHARES ETF TR YIELDBOOST GOLD 25490029TFWZXVKEFL42 38747R181 2500-12-31 N/A 0.00 7428.00 97938.18 Equities SSGA ACTIVE ETF TR ST STR BL LN ETF 549300ME4SR63Y3TRD06 78467V608 2500-12-31 N/A 0.00 472357.00 19078499.23 Equities SPDR SERIES TRUST ST STR RATE ETF 549300QJ0FR0L0XRBI28 78468R200 2500-12-31 N/A 0.00 155305.00 4791159.25 Equities ISHARES INC CORE MSCI EMKT 5493007C24Z3ZDJ0VD06 46434G103 2500-12-31 N/A 0.00 204394.00 15748557.70 Equities ISHARES TR MSCI ACWI EXUS 549300GIU2ICLREM0K76 46435G847 2500-12-31 N/A 0.00 7285.00 327825.00 Equities RAPID MICRO BIOSYSTEMS INC CLASS A COM N/A 75340L104 2500-12-31 N/A 0.00 188174.00 397047.14 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 159751.00 1849916.58 Equities ETF SER SOLUTIONS U S GL SE SK ETF 54930042C14KZNH0Z454 26922B865 2500-12-31 N/A 0.00 12272.00 227943.81 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities ENDAVA PLC ADS 213800JJ6CRPCWCQVZ25 29260V105 2500-12-31 N/A 0.00 348015.00 1005763.35 Equities ETF OPPORTUNITIES TRUST SMI FULL ETF 254900F474ISF3CFOU81 26923N512 2500-12-31 N/A 0.00 1517.00 43613.75 Equities ENGENE THERAPEUTICS INC COM N/A 29286X101 2500-12-31 N/A 0.00 768088.00 1351834.88 Equities ASHFORD HOSPITALITY TR INC COM NEW N/A 044103794 2500-12-31 N/A 0.00 29504.00 95002.88 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36570.00 266595.30 Equities ARIS MINING CORPORATION COM 5493001GJ5TILX6L1F82 04040Y109 2500-12-31 N/A 0.00 224180.00 3194565.00 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities 1RT ACQUISITION CORP. USD CL A ORD SHS N/A G6757R105 2500-12-31 N/A 0.00 16746.00 172148.88 Equities Y 2026-08-03 2026-08-07 2026-08-24 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0385 1199000000.00 1199000000.00 0.0031 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.130000% ARP1JDKY7 ZBUT11V806EZRVTWT807 0000782124 ARP1JDKY7 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT3.5%30 549300CRGMZK3K53BF92 035240AV2 2030-06-01 3.500000 0.00 734000.00 707563.77 Corporate Debt Securities AIB GROUP PLC FR 6.608%091329 635400AKJBGNS5WNQL34 G0R4HJAD8 2029-09-13 6.608000 0.00 400000.00 424120.27 Corporate Debt Securities AKER BP ASA SR REGS NT3.1%31 549300NFTY73920OYK69 N5369RAB5 2031-07-15 3.100000 0.00 200000.00 181485.56 Corporate Debt Securities AMGEN INC SR GLBL NT 36 62QBXGPJ34PQ72Z12S66 031162DW7 2036-02-19 4.850000 0.00 16000.00 15729.68 Corporate Debt Securities ARDAGH METAL PACKAGING FIN PLC SR SEC GLBL 31 N/A 03969YAD0 2031-01-30 6.250000 0.00 237000.00 240255.98 Corporate Debt Securities BOEING CO CR SEN SR GLBL40 RVHJWBXLJ1RFUBSY1F30 097023CV5 2040-05-01 5.705000 0.00 5000000.00 5028762.50 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 6%44 549300EJG376EN5NQE29 126650EE6 2044-06-01 6.000000 0.00 1573000.00 1541162.48 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR NT 4.5%44 DX5HQV5MLU50FEWZ5072 26884ABB8 2044-07-01 4.500000 0.00 3652000.00 3098941.12 Corporate Debt Securities DTE ENERGY CO SR GLBL -A NT 30 549300IX8SD6XXD71I78 233331BN6 2030-04-01 5.200000 0.00 190000.00 194784.83 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 46 N/A 24703TAK2 2046-07-15 8.350000 0.00 8895000.00 10820510.53 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT 41 N/A 24703DBF7 2041-12-15 3.375000 0.00 210000.00 155354.33 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.4%061529 E0KSF7PFQ210NWI8Z391 24422EYP8 2029-06-15 4.400000 0.00 450000.00 449949.50 Corporate Debt Securities DK TRUST 2025-LXP C 20370817 FLT N/A 23292LAE2 2037-08-17 5.947200 0.00 3000000.00 3019141.16 Private Label Collateralized Mortgage Obligations CAP SA 144A NT 3.9%31 54930079GPG23NTBB003 13911YAA4 2031-04-27 3.900000 0.00 200000.00 175396.67 Corporate Debt Securities CLNY TRUST 2019-IKPR A 20381115 FLT N/A 12564NAA0 2038-11-15 5.161000 0.00 2110000.00 756751.93 Private Label Collateralized Mortgage Obligations UWM MORTGAGE TRUST 2021-INV5 B-3 20520125 FLT N/A 90355DBJ1 2052-01-25 3.222400 0.00 311000.00 234155.54 Private Label Collateralized Mortgage Obligations PT PERTAMINA HULU FR 5.25%052130 2549003IT1KDHL64C037 74448WAA2 2030-05-21 5.250000 0.00 300000.00 300551.50 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 35 QMPJLLDULY5C1M8PNY21 906548DA7 2035-04-15 5.250000 0.00 219000.00 220344.29 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -Q 54 UMI46YPGBLUE4VGNNT48 65339KCW8 2054-09-01 6.700000 0.00 498000.00 518740.04 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.85%072727 549300XFX12G42QIKN82 63861VAH0 2027-07-27 4.850000 0.00 2280000.00 2292035.87 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT4.5%52 DYTQ8KRTKO7Y2BVU5K74 49271VAR1 2052-04-15 4.500000 0.00 4295000.00 3368224.90 Corporate Debt Securities J P MORGAN CHASE MTG 2026-FUN C 20390615 FLT N/A 46665LAE2 2039-06-15 5.776400 0.00 17860000.00 17956091.73 Private Label Collateralized Mortgage Obligations JAPAN TOBACCO INC FR 5.25%061530 353800Z0ENYBQO0XRJ31 471105AD8 2030-06-15 5.250000 0.00 200000.00 203905.67 Corporate Debt Securities ZOETIS INC SR GLBL NT 48 549300HD9Q1LOC9KLJ48 98978VAP8 2048-08-20 4.450000 0.00 150000.00 123999.21 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 29 2S72QS2UO2OESLG6Y829 92343VEU4 2029-12-03 4.016000 0.00 471000.00 463073.17 Corporate Debt Securities MORGAN STANLEY FR 2.699%012231 IGJSJL3JD5P30I6NJZ34 6174468L6 2031-01-22 2.699000 0.00 660000.00 611050.93 Corporate Debt Securities BANCO SANTANDER MEXICO SA LW TIER II 28 SCRYQ25DTVRHYYMM6P89 P1507SAG2 2028-10-01 7.525000 0.00 306000.00 323093.16 Corporate Debt Securities STARWOOD MTG RES TRUST 2021-6 B-2 20661125 FLT N/A 85573RAK4 2066-11-25 3.935000 0.00 1822000.00 1320904.75 Private Label Collateralized Mortgage Obligations GENERAL MTRS CO SR GLBL NT 5%28 54930070NSV60J38I987 37045VAS9 2028-10-01 5.000000 0.00 1159000.00 1182152.96 Corporate Debt Securities J P MG CH CM MT SC T 2024-OMNI D 20391007 FLT N/A 46593JAG9 2039-10-07 5.797200 0.00 2000000.00 1997179.92 Private Label Collateralized Mortgage Obligations GWT COMMERCIAL MTG 2024-WLF2 D 20410515 FLT N/A 362414AG9 2041-05-15 6.615800 0.00 4490000.00 4525652.23 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2016-GS3 A-4 20491013 2.8 N/A 36251PAD6 2049-10-13 2.850000 0.00 85000.00 20217.18 Private Label Collateralized Mortgage Obligations UBS GROUP AG SR GLBL 144A 28 549300SZJ9VS8SGXAN81 225401AC2 2028-01-09 4.282000 0.00 835000.00 832667.66 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 5.227%34 5493009NTB34VXE1T760 10373QCA6 2034-11-17 5.227000 0.00 21131000.00 21406429.67 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT2.9%30 BVHHEFJI6SHNOKQT2572 10112RBC7 2030-03-15 2.900000 0.00 698000.00 655544.54 Corporate Debt Securities BX COML MTG TR 2026-CSMO A 20430217 FLT N/A 12433LAA3 2043-02-17 5.076400 0.00 5051000.00 5076604.35 Private Label Collateralized Mortgage Obligations PERRIGO FINANCE UNLIMITED COMP CR SEN SR GLBL30 549300E86RB6YCTMRM83 71429MAC9 2030-06-15 5.150000 0.00 396000.00 376651.66 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT5.7%35 02S2RPPVO9RP4NEU2740 761713BA3 2035-08-15 5.700000 0.00 1241000.00 1292158.16 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT5.1%32 32SXKSJ72K64GM3HOU64 92277GBB2 2032-07-15 5.100000 0.00 1515000.00 1514449.55 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV1 B-3 20510825 FLT N/A 90354XBE9 2051-08-25 3.144300 0.00 237000.00 175151.13 Private Label Collateralized Mortgage Obligations GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 37045VAT7 2049-04-01 5.950000 0.00 3022000.00 2869671.05 Corporate Debt Securities MOBILIARE LATAM SA/ MOBILIARE SR GLBL REGS 32 N/A P68290AA6 2032-11-10 6.750000 0.00 237000.00 240677.65 Corporate Debt Securities GREAT WOLF TRUST 2024-WOLF D 20390315 FLT N/A 39152MAG0 2039-03-15 6.566400 0.00 4015000.00 4046792.32 Private Label Collateralized Mortgage Obligations GS MTG BACKED SECS TR 2026-R1 A-1 20630425 FLT N/A 36274QAA3 2063-04-25 5.534000 0.00 14931000.00 13940580.50 Private Label Collateralized Mortgage Obligations GLOBAL PMTS INC GLBL NT 5.95%52 549300NOMHGVQBX6S778 37940XAR3 2052-08-15 5.950000 0.00 2482000.00 2324706.01 Corporate Debt Securities WELLS FARG CML MTG TR 2024-GRP D 20411015 FLT N/A 95003YAG7 2041-10-15 7.614600 0.00 1256000.00 1278502.84 Private Label Collateralized Mortgage Obligations WASTE CONNECTIONS INC SR GLBL NT2.2%32 549300HDLRTPBQU69P29 94106BAC5 2032-01-15 2.200000 0.00 398000.00 346744.68 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 961214FW8 2035-11-20 5.618000 0.00 300000.00 301379.98 Corporate Debt Securities OBX TR 2025-NQM13 A-2 20650525 FLT 254900FPAGVH6E25VL74 67121UAB2 2065-05-25 5.614000 0.00 1309000.00 928159.43 Private Label Collateralized Mortgage Obligations ORACLE CORP SR GLBL NT6.9%52 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 2052-11-09 6.900000 0.00 416000.00 378878.93 Corporate Debt Securities JP MORGAN MTG TR 2021-8 A-5 20511225 FLT N/A 46592TAJ2 2051-12-25 2.500000 0.00 2247176.00 1489629.00 Private Label Collateralized Mortgage Obligations OLD REP INTL CORP SR NT 5.7%36 549300IV6O2YY2A1KH37 680223AN4 2036-06-01 5.700000 0.00 39000.00 38886.83 Corporate Debt Securities ATRIUM HOTEL PORT TR 2017-ATRM B 20361215 FLT N/A 04965JAC7 2036-12-15 5.474000 0.00 3000000.00 3003518.67 Private Label Collateralized Mortgage Obligations BMW US CAP LLC 144A NT 5.4%35 KK5MZM9DIXLXZL9DZL15 05565ECZ6 2035-03-21 5.400000 0.00 6100000.00 6142883.00 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.05%071031 B6Q2VFHD1797Q7NZ3E43 02665WFL0 2031-07-10 5.050000 0.00 429000.00 428706.49 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 N/A 03522AAJ9 2046-02-01 4.900000 0.00 253000.00 228079.50 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT5.3%54 GYVOE5EZ4GDAVTU4CQ61 032654BC8 2054-04-01 5.300000 0.00 262000.00 240957.91 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 30 5493006QMFDDMYWIAM13 05971KAG4 2030-12-03 2.749000 0.00 200000.00 181405.79 Corporate Debt Securities DCP MIDSTREAM OPERATING LP SR GLBL NT 32 549300Y6CTBSE0QIPL28 23311VAK3 2032-02-15 3.250000 0.00 15000.00 13889.04 Corporate Debt Securities COLGATE PALMOLIVE CO SR GLBL NT4.6%33 YMEGZFW4SBUSS5BQXF88 194162AS2 2033-03-01 4.600000 0.00 47000.00 47819.99 Corporate Debt Securities COMM MORTGAGE TRUST 2024-WCL1 C 20410617 FLT N/A 20047DAE4 2041-06-17 6.565400 0.00 7100000.00 7115600.28 Private Label Collateralized Mortgage Obligations DANSKE BK AS FR 4.613%100230 MAES062Z21O4RZ2U7M96 23636ABJ9 2030-10-02 4.613000 0.00 12841000.00 12887850.75 Corporate Debt Securities AMGEN INC SR GLBL NT 33 62QBXGPJ34PQ72Z12S66 031162DR8 2033-03-02 5.250000 0.00 2994000.00 3070254.69 Corporate Debt Securities ATHENE GLOBAL FDG SR SEC REGS NT30 549300LM1QSI4MSIL320 04686E4R0 2030-01-07 5.380000 0.00 12000.00 12019.52 Corporate Debt Securities ARIZONA PUB SVC CO SR GLBL NT4.2%48 YG6VT0TPHRH4TFVAQV64 040555CX0 2048-08-15 4.200000 0.00 23000.00 18033.53 Corporate Debt Securities ARROW ELECTRS INC GLBL NT 5.875%34 549300YNNLBXT8N8R512 04273WAE1 2034-04-10 5.875000 0.00 290000.00 299020.33 Corporate Debt Securities BREAKWATER ENERGY HOLDINGS SA SR SEC 144A NT30 984500969HAFA937F390 10637BAA3 2030-11-15 9.250000 0.00 469000.00 503976.98 Corporate Debt Securities BX COML MTG TR 2026-CSMO C 20430217 FLT N/A 12433LAE5 2043-02-17 5.676400 0.00 2300000.00 2329984.71 Private Label Collateralized Mortgage Obligations BROWN & BROWN INC SR GLBL NT 32 549300PC8KTJ71XKFY89 115236AL5 2032-06-23 5.250000 0.00 22193000.00 22082515.85 Corporate Debt Securities BRIDGE COML MTG TR 2026-MF D 20390615 FLT N/A 10804AAG9 2039-06-15 5.776400 0.00 3583000.00 3610113.55 Private Label Collateralized Mortgage Obligations BDS LLC 2025-FL14 B 20421021 FLT N/A 072921AE9 2042-10-21 5.360300 0.00 2000000.00 2002626.27 Private Label Collateralized Mortgage Obligations BIOGEN INC SR GLBL NT 30 W8J5WZB5IY3K0NDQT671 09062XAH6 2030-05-01 2.250000 0.00 80000.00 73139.60 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL NT 31 213800WXW2KG1N4CO374 46817MAL1 2031-11-23 3.125000 0.00 73000.00 65367.32 Corporate Debt Securities JP MORGAN MTG TR 2021-4 A-3 20510825 FLT N/A 46652VAC9 2051-08-25 2.500000 0.00 15080448.00 7731070.63 Private Label Collateralized Mortgage Obligations GREAT WOLF TRUST 2024-WOLF C 20390315 FLT N/A 39152MAE5 2039-03-15 6.067400 0.00 425000.00 428005.43 Private Label Collateralized Mortgage Obligations TAKEOFF MERGER SUB INC SR GLBL 144A 36 5493004NW4M4P8TMMK63 873923AG1 2036-03-24 5.500000 0.00 1787000.00 1780035.66 Corporate Debt Securities ORBIA ADVANCE CORP S A B DE CV SR GLBL 144A 30 549300MVHZ20SBIOEQ79 68560EAC2 2030-05-13 6.800000 0.00 220000.00 223074.13 Corporate Debt Securities NORTHERN STS PWR CO MINN 1M -2040 BD 40 3S1GHB0TEH85KX44SB51 665772CG2 2040-08-15 4.850000 0.00 50000.00 47217.19 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS SR GLBL NT 30 549300F5XIFGNNW4CF72 80281LAU9 2030-09-11 4.858000 0.00 212000.00 214648.35 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT5.8%35 5493002SQ1AVQBY41K40 928668CS9 2035-03-27 5.800000 0.00 10565000.00 10679606.77 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 35 UMI46YPGBLUE4VGNNT48 65339KDL1 2035-03-15 5.450000 0.00 1808000.00 1831013.83 Corporate Debt Securities VSP OPTICAL GROUP INC SR GLBL 144A 33 549300PHX8USLM2BT742 91836LAB8 2033-06-01 5.400000 0.00 31000.00 31169.57 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC 144A NT 5.1%31 635400IPRNPM6HDHRS48 79587J2F9 2031-06-22 5.100000 0.00 148000.00 147244.46 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT4.8%27 HCHV7422L5HDJZCRFL38 883556CT7 2027-11-21 4.800000 0.00 1828000.00 1855682.01 Corporate Debt Securities SALESFORCE INC SR GLBL NT4.5%28 RCGZFPDMRW58VJ54VR07 79466LAQ7 2028-03-15 4.500000 0.00 21000.00 21323.19 Corporate Debt Securities OBX TRUST 2021-J3 A-7 20511025 FLT N/A 67448XAG1 2051-10-25 2.500000 0.00 20750000.00 13911097.43 Private Label Collateralized Mortgage Obligations HERENS HOLDCO S A R L SR SEC GLBL 28 2221002FZ55AMAUX4G64 427169AA5 2028-05-15 4.750000 0.00 349000.00 315352.13 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR GLBL 144A 27 254900SHCOQLVJ21CT59 79588TAC4 2027-05-12 4.450000 0.00 95000.00 95806.10 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT4.9%34 549300WTZWR07K8MNV44 375558CM3 2034-05-20 4.900000 0.00 5039000.00 4996591.22 Corporate Debt Securities SAGICOR FINL CORP LTD SR GLBL 144A 28 984500P7FADAA3A50B04 78669QAA8 2028-05-13 5.300000 0.00 210000.00 211697.50 Corporate Debt Securities SCG TRUST 2025-SNIP D 20420915 FLT N/A 78398JAG9 2042-09-15 6.276400 0.00 5800000.00 5823423.28 Private Label Collateralized Mortgage Obligations GLOBE LIFE INC SR GLBL NT 34 5493001JFHKQOPP6XA71 37959EAC6 2034-09-15 5.850000 0.00 359000.00 372731.75 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT5.6%54 549300BX44RGX6ANDV88 42824CBW8 2054-10-15 5.600000 0.00 2809000.00 2496327.09 Corporate Debt Securities KINDER MORGAN INC DEL GLBL NT 5%29 549300WR7IX8XE0TBO16 494553AD2 2029-02-01 5.000000 0.00 148000.00 152636.84 Corporate Debt Securities NAVIENT REF LOAN TR 2025-B A 20550915 4.7 N/A 63943NAA5 2055-09-15 4.720000 0.00 21991000.00 16713201.79 Asset-Backed Securities FREDDIE SCRTT SERIES 2020-3 M 20600525 FLT N/A 35563PTU3 2060-05-25 4.250000 0.00 2300000.00 2054840.59 Private Label Collateralized Mortgage Obligations FIFTH THIRD BANCORP JR SB GLBL NT 38 THRNG6BD57P9QWTQLG42 316773CH1 2038-03-01 8.250000 0.00 24000.00 29565.00 Corporate Debt Securities CEMEX SAB DE CV SR GLBL REGS 31 549300RIG2CXWN6IV731 P2253TJR1 2031-07-11 3.875000 0.00 767000.00 716180.71 Corporate Debt Securities INTERSTATE PWR & LT CO SR GLBL DB5.7%33 EF9UQIIO4KY2BWOK3P26 461070AU8 2033-10-15 5.700000 0.00 499000.00 516731.13 Corporate Debt Securities GREYSTONE CRE NT LLC 2025-FL4 E 20430115 FLT N/A 39810MAL3 2043-01-15 7.526400 0.00 15773000.00 15721154.98 Private Label Collateralized Mortgage Obligations INTEL CORP SR GLBL NT4.9%52 KNX4USFCNGPY45LOCE31 458140CB4 2052-08-05 4.900000 0.00 300000.00 242404.67 Corporate Debt Securities MELLO MTG CAP ACCEP 2021-INV4 B-1 20511225 FLT N/A 58550NBU4 2051-12-25 3.203400 0.00 307000.00 231104.91 Private Label Collateralized Mortgage Obligations PRUDENTIAL FINL INC FR 5.2%031435 5PRBRS5FEH7NREC8OR45 74432QCK9 2035-03-14 5.200000 0.00 1247000.00 1258209.14 Corporate Debt Securities MS BOFA ML TRUST 2015-C22 A-4 20480417 3.3 N/A 61690FAM5 2048-04-17 3.306000 0.00 1000000.00 126638.44 Private Label Collateralized Mortgage Obligations PLUSPETROL CAMISEA S A / PLUSP SR GLBL 144A 36 N/A 72941KAA4 2036-07-03 6.240000 0.00 545000.00 563330.17 Corporate Debt Securities MORGAN STANLEY CAPTAL 24-BPR2 C 20410507 FLT N/A 61776EAG8 2041-05-07 8.751800 0.00 8000000.00 8391193.34 Private Label Collateralized Mortgage Obligations PMT LOAN TRUST 2024-INV2 A-1 20591225 FLT N/A 73015CAA1 2059-12-25 6.000000 0.00 6866900.00 5176268.50 Private Label Collateralized Mortgage Obligations REDE D OR FIN S A R L GLBL 144A NT 30 549300FDE772OLJUCP79 75735GAA6 2030-01-22 4.500000 0.00 317000.00 299122.78 Corporate Debt Securities PHILLIPS 66 CO SR GLBL NT5.5%55 RVJMT2IZVVSKIRJJBH76 718547AX0 2055-03-15 5.500000 0.00 401000.00 368465.98 Corporate Debt Securities SYNOPSYS INC SR GLBL NT5.7%55 QG7T915N9S0NY5UKNE63 871607AG2 2055-04-01 5.700000 0.00 676000.00 635947.00 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29 353800V2V8PUY9TK3E06 606822CS1 2029-02-22 5.422000 0.00 424000.00 438372.40 Corporate Debt Securities MORGAN STANLEY FR 5.424%072134 IGJSJL3JD5P30I6NJZ34 61747YFG5 2034-07-21 5.424000 0.00 1146000.00 1149537.32 Corporate Debt Securities TOTALENERGIES CAP USA LLC GLBL NT 4.248%31 9845000979865101C194 89158TAA7 2031-01-13 4.248000 0.00 2145000.00 2102752.08 Corporate Debt Securities MORGAN STAN RES LN TR MTG 23-2 B-4 20530625 FLT N/A 61775JAV5 2053-06-25 6.497400 0.00 1619000.00 1461174.64 Private Label Collateralized Mortgage Obligations BX COMMERC MORTG TR 2024-GPA3 B 20391215 FLT N/A 123910AC5 2039-12-15 5.318700 0.00 13375000.00 10197783.00 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2019-RP1 B-1 20660125 FLT N/A 17327RAE0 2066-01-25 4.000000 0.00 3550150.00 3019481.23 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2024-WCL1 D 20410617 FLT N/A 20047DAG9 2041-06-17 6.965400 0.00 12900000.00 12912138.90 Private Label Collateralized Mortgage Obligations DH EUROPE FIN II S A R L SR GLBL NT 39 222100KDGL314CKTZ511 23291KAJ4 2039-11-15 3.250000 0.00 70000.00 55163.58 Corporate Debt Securities CONN AVE SECS 2021-R03 1M-2 20411226 FLT N/A 20754AAB9 2041-12-26 5.266100 0.00 3600000.00 3371919.89 Private Label Collateralized Mortgage Obligations DXC TECHNOLOGY CO SR GLBL NT 28 549300DOVZ3EDJB7O259 23355LAM8 2028-09-15 2.375000 0.00 13000.00 12416.33 Corporate Debt Securities CONNECT FINCO SARL / CONNECT U SR SEC GLBL 29 N/A 20752TAB0 2029-09-15 9.000000 0.00 333000.00 360325.98 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT 51 54930012H97VSM0I2R19 22822VAU5 2051-01-15 3.250000 0.00 64000.00 39932.44 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT5.1%36 N/A 24703DBU4 2036-02-15 5.100000 0.00 7785000.00 7667965.50 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D31 7LTWFZYICNSX8D621K86 251526DB2 2031-08-04 4.950000 0.00 175000.00 177320.06 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV2 B-3 20510925 FLT N/A 90354TBE8 2051-09-25 3.231100 0.00 285000.00 210329.79 Private Label Collateralized Mortgage Obligations TRUIST FINL CORP FR 6.123%102833 549300DRQQI75D2JP341 89788MAK8 2033-10-28 6.123000 0.00 371000.00 392687.83 Corporate Debt Securities WOODSIDE FIN LTD SR GLBL NT5.7%32 254900AIZKU6TGRRNZ98 980236AU7 2032-05-19 5.700000 0.00 35000.00 36165.50 Corporate Debt Securities RENTOKIL TERMINIX FUNDING LLC SR REGS NT 35 984500D5BAA7560EKJ44 U76037AB3 2035-04-28 5.625000 0.00 300000.00 300915.38 Corporate Debt Securities WESTERN MIDSTREAM OPER LP SR GLBL NT 44 L6D8A6MLSY454J2JXJ60 958254AD6 2044-04-01 5.450000 0.00 5256000.00 4741420.08 Corporate Debt Securities BENCHMARK MTG TR 2019-B14 A-SB 20621215 FLT N/A 08162YAG7 2062-12-15 2.957100 0.00 75000.00 48519.90 Private Label Collateralized Mortgage Obligations APPLE INC SR GLBL NT 4%28 HWUPKR0MPOU8FGXBT394 037833ET3 2028-05-10 4.000000 0.00 20000.00 20082.40 Corporate Debt Securities AMERICAN AIRLINE PS TH 2021-1B B 20320111 3.9 N/A 02376LAA3 2032-01-11 3.950000 0.00 934000.00 569995.51 Asset-Backed Securities MELLO MORT CAP ACC 2022-INV1 B-4 20520325 FLT N/A 585490CC7 2052-03-25 3.310600 0.00 314000.00 228577.27 Private Label Collateralized Mortgage Obligations MELLO MTG CAP ACCP 2021-INV2 B-3 20510825 FLT N/A 58549XBW2 2051-08-25 3.307100 0.00 333000.00 246940.52 Private Label Collateralized Mortgage Obligations MIZUHO FINANCIAL GROUP INC SR GLBL NT 34 353800CI5L6DDAN5XZ33 60687YDB2 2034-07-06 5.748000 0.00 218000.00 223284.68 Corporate Debt Securities PMT LN TR 2026-INV1 A-36 20570125 FLT N/A 73015LBP7 2057-01-25 4.916100 0.00 5605600.00 5253815.23 Private Label Collateralized Mortgage Obligations MELLO MORT CAP ACC 2022-INV1 B-3 20520325 FLT N/A 585490CB9 2052-03-25 3.310600 0.00 389000.00 290468.52 Private Label Collateralized Mortgage Obligations TAKEOFF MERGER SUB INC SR GLBL 144A 29 5493004NW4M4P8TMMK63 873923AC0 2029-03-24 4.500000 0.00 10000.00 10049.05 Corporate Debt Securities SIMON PPTY GROUP LP GLBL NT 5.5%33 MR92GTD0MJTTTTQDVG45 828807DU8 2033-03-08 5.500000 0.00 1583000.00 1646014.83 Corporate Debt Securities MSWF COML MTG TR 2023-2 A-5 20561215 FLT N/A 55361AAU8 2056-12-15 6.014000 0.00 147000.00 154188.10 Private Label Collateralized Mortgage Obligations MARVELL TECHNOLOGY INC SR GLBL NT 28 254900WVU0BM7ZCJ9E93 573874AF1 2028-04-15 2.450000 0.00 200000.00 194276.78 Corporate Debt Securities MELLO MORT CAP ACC 2022-INV1 A-5 20520325 FLT N/A 585490AP0 2052-03-25 2.500000 0.00 789480.00 512976.74 Private Label Collateralized Mortgage Obligations MIZUHO FINANCIAL GROUP INC LW TIER II GLBL 353800CI5L6DDAN5XZ33 60687YBU2 2031-09-13 2.564000 0.00 6519000.00 5785994.95 Corporate Debt Securities WELLS FARGO COML MTG 2025-NYCH B 20420616 FLT N/A 95004KAC5 2042-06-16 5.868000 0.00 4667000.00 4674541.96 Private Label Collateralized Mortgage Obligations PHILLIPS 66 SR GLBL NT3.9%28 5493005JBO5YSIGK1814 718546AR5 2028-03-15 3.900000 0.00 57000.00 57183.16 Corporate Debt Securities MERCK & CO INC SR GLBL NT 31 4YV9Y5M8S0BRK1RP0397 58933YCK9 2031-05-22 4.650000 0.00 75000.00 75297.94 Corporate Debt Securities ENFRAGEN ENERGIA SUR S A U/ENF 1LIEN REGS NT 32 N/A E4181MAA7 2032-06-30 8.499000 0.00 239000.00 248639.47 Corporate Debt Securities WOODSIDE FIN LTD GLBL NT 5.1%34 254900AIZKU6TGRRNZ98 980236AR4 2034-09-12 5.100000 0.00 3643000.00 3606903.94 Corporate Debt Securities HOST HOTELS & RESORTS LP SR GLBL -L NT 35 FXB7X4WXVA8QPMNOGS12 44107TBC9 2035-04-15 5.500000 0.00 1149000.00 1151820.16 Corporate Debt Securities CBAMR LTD 2017-2R2 D-1-R2 20390418 FLT 254900JYLIAZT0YFW632 149931AL1 2039-04-18 6.538400 0.00 2000000.00 2020704.81 Asset-Backed Securities CHASE HOME LENDING 2024-7 B-3 20550625 FLT N/A 16159TAZ4 2055-06-25 6.773500 0.00 5181000.00 5244797.79 Private Label Collateralized Mortgage Obligations FAIRFAX FINL HLDGS LTD SR NT 5.625%32 GLS7OQD0WOEDI8YAP031 303901BL5 2032-08-16 5.625000 0.00 10853000.00 11298746.28 Corporate Debt Securities EQUITABLE HLDGS INC SR GLBL NT 33 549300FIBAKMNHPZ4009 29452EAC5 2033-01-11 5.594000 0.00 302000.00 307456.47 Corporate Debt Securities BANK MONTREAL MEDIUM ALT TIER I GLBL NQQ6HPCNCCU6TUTQYE16 06368L5Q5 2084-11-26 7.300000 0.00 208000.00 217909.24 Corporate Debt Securities BELL CDA SR US-10 NT 54 5493000G3EFX9S7TDE29 0778FPAN9 2054-02-15 5.550000 0.00 1682000.00 1558628.10 Corporate Debt Securities BENCHMARK MTG TR 2019-B14 A-5 20621215 FLT N/A 08162YAE2 2062-12-15 3.048600 0.00 11669100.00 10974269.28 Private Label Collateralized Mortgage Obligations BANK NOVA SCOTIA B C FR 5.25%061228 L3I9ZG2KFGXZ61BMYR72 06418GAD9 2028-06-12 5.250000 0.00 474000.00 483733.98 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 27 MLU0ZO3ML4LN2LL2TL39 404280CX5 2027-11-22 2.251000 0.00 625000.00 622827.76 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 52 1HNPXZSMMB7HMBMVBS46 694308KD8 2052-03-01 5.250000 0.00 1105000.00 945598.22 Corporate Debt Securities PENSKE TRUCK LEASING CO LP / P SR GLBL 144A 29 N/A 709599BH6 2029-11-01 3.350000 0.00 1521000.00 1457110.40 Corporate Debt Securities MELLO MORT CAP ACC 2022-INV1 A-2 20520325 FLT N/A 585490AC9 2052-03-25 3.000000 0.00 15500900.00 9849802.90 Private Label Collateralized Mortgage Obligations KRAFT HEINZ FOODS CO SR GLBL NT6.5%40 5493003STKEZ2S0RNU91 50076QAN6 2040-02-09 6.500000 0.00 6198000.00 6591669.41 Corporate Debt Securities MED COMMERCIAL MTG 2024-MOB A 20410515 FLT N/A 55287BAA1 2041-05-15 5.267900 0.00 4754280.00 4701512.80 Private Label Collateralized Mortgage Obligations KRAFT HEINZ FOODS CO SR GLBL NT 5%42 5493003STKEZ2S0RNU91 50076QAE6 2042-06-04 5.000000 0.00 31857000.00 27884963.05 Corporate Debt Securities RCKT MRTG TR 2022-2 B-4 20520225 FLT N/A 74938WCC3 2052-02-25 2.797400 0.00 5314000.00 3922874.94 Private Label Collateralized Mortgage Obligations ORL TRUST MT TR 2024-GLKS D 20391215 FLT N/A 67120DAG0 2039-12-15 6.467100 0.00 12807184.00 12896030.69 Private Label Collateralized Mortgage Obligations MARVELL TECHNOLOGY GROUP LTD SR GLBL NT5.3%36 254900WVU0BM7ZCJ9E93 573874AT1 2036-04-15 5.300000 0.00 2943000.00 2879741.85 Corporate Debt Securities WELLTOWER INC SR GLBL NT 29 T6IZ0MBEG5ACZDTR7D06 95040QAH7 2029-03-15 4.125000 0.00 200000.00 200388.67 Corporate Debt Securities OGLETHORPE POWER CORP 1M GLBL 2024A 54 3EERXCUSWMS9GV5D9M98 677050AW6 2054-06-01 5.800000 0.00 20000.00 18977.33 Corporate Debt Securities ONEOK INC NEW SR GLBL NT6.1%32 2T3D6M0JSY48PSZI1Q41 682680BG7 2032-11-15 6.100000 0.00 97000.00 102204.80 Corporate Debt Securities AGILENT TECHNOLOGIES INC SR GLBL NT2.3%31 QUIX8Y7A2WP0XRMW7G29 00846UAN1 2031-03-12 2.300000 0.00 102000.00 91857.18 Corporate Debt Securities ALA TRUST 2025-OANA D 20400615 FLT N/A 009920AG4 2040-06-15 6.767700 0.00 700000.00 704267.81 Private Label Collateralized Mortgage Obligations ALTRIA GROUP INC SR GLBL NT 35 XSGZFLO9YTNO9VCQV219 02209SBT9 2035-02-06 5.625000 0.00 529000.00 548749.55 Corporate Debt Securities ABBVIE INC SR GLBL NT5.2%35 FR5LCKFTG8054YNNRU85 00287YEA3 2035-03-15 5.200000 0.00 85000.00 86580.53 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 31 N/A 00774MBP9 2031-12-15 5.375000 0.00 458000.00 463989.75 Corporate Debt Securities SUMISHO AIR LEASE CORP FR 2.875%011532 5493004NW4M4P8TMMK63 00914AAS1 2032-01-15 2.875000 0.00 450000.00 399941.00 Corporate Debt Securities TARGA RES CORP SR GLBL NT 29 5493003QENHHS261UR94 87612GAR2 2029-01-15 4.350000 0.00 1390000.00 1378926.33 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 54 549300GHBMY8T5GXDE41 91324PFL1 2054-07-15 5.625000 0.00 5249000.00 4913693.88 Corporate Debt Securities A10 2025-FL6 ISSUER LLC C 20420515 FLT N/A 00028AAG0 2042-05-15 6.467400 0.00 2812000.00 2823485.29 Private Label Collateralized Mortgage Obligations BXHPP 2021-FILM A 20360815 FLT N/A 05609JAA0 2036-08-15 4.440500 0.00 24314000.00 23145804.16 Private Label Collateralized Mortgage Obligations BBCMS MRTG TR 2022-C16 C 20550617 FLT N/A 05552YAL0 2055-06-17 4.600000 0.00 7500000.00 6229705.00 Private Label Collateralized Mortgage Obligations ABBVIE INC GLBL NT 5.5%64 FR5LCKFTG8054YNNRU85 00287YDX4 2064-03-15 5.500000 0.00 91000.00 85010.18 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR GLBL NT4.5%45 2HKVXE7U4NF5B6UGSU72 84756NAG4 2045-03-15 4.500000 0.00 1898000.00 1577294.94 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER SR GLBL REGS 34 549300423Z16BB673J12 U5876JAX3 2034-08-01 5.125000 0.00 286000.00 286021.45 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT 34 ZQUIP1CSZO8LXRBSOU78 260543DJ9 2034-02-15 5.150000 0.00 271000.00 269717.42 Corporate Debt Securities ELMCL COML MTG 2024-GTWY C 20410916 FLT N/A 26860FAC4 2041-09-16 8.676000 0.00 23781792.00 21295607.06 Private Label Collateralized Mortgage Obligations CITIGROUP INC JR SB NT6.675%43 6SHGI4ZSSLCXXQSBB395 172967HA2 2043-09-13 6.675000 0.00 590000.00 643015.93 Corporate Debt Securities COMCAST CORP NEW 3.2%36 51M0QTTNCGUN7KFCFZ59 20030NBT7 2036-07-15 3.200000 0.00 483000.00 390690.11 Corporate Debt Securities CONCENTRIX CORP GLBL NT 6.85%33 5493000EAJN1KMPVA737 20602DAC5 2033-08-02 6.850000 0.00 883000.00 845940.24 Corporate Debt Securities BXP TR 2021-601L A 20440115 2.6 N/A 05607TAA0 2044-01-15 2.618000 0.00 845000.00 731638.74 Private Label Collateralized Mortgage Obligations EFMT 2025-CES2 A-1A 20600225 FLT 254900G4WO4UX6N3D818 28225GAA2 2060-02-25 5.655000 0.00 312873.00 234799.69 Asset-Backed Securities EBAY INC. SR GLBL NT6.3%32 OML71K8X303XQONU6T67 278642BB8 2032-11-22 6.300000 0.00 90000.00 96212.25 Corporate Debt Securities MED COMMERCIAL MTG 2024-MOB C 20410515 FLT N/A 55287BAE3 2041-05-15 5.966900 0.00 18460000.00 17930600.17 Private Label Collateralized Mortgage Obligations KINDER MORGAN INC DEL SR GLBL NT 35 549300WR7IX8XE0TBO16 49456BBC4 2035-06-01 5.850000 0.00 1856000.00 1922778.88 Corporate Debt Securities UWM MTG TR 2021-INV3 B-2 20511125 FLT N/A 90355RBG6 2051-11-25 3.220100 0.00 959000.00 717382.47 Private Label Collateralized Mortgage Obligations BBCMS MORTGAGE TRUST 2023-5C23 C 20561215 FLT N/A 05493QAF2 2056-12-15 7.452800 0.00 4180710.00 4223978.87 Private Label Collateralized Mortgage Obligations BAT CAPITAL CORP GLBL NT 5.282%50 2138005GYEXN7XRHFA84 05526DBQ7 2050-04-02 5.282000 0.00 82000.00 72557.70 Corporate Debt Securities ENBRIDGE INC SB GLBL NT7.2%54 98TPTUM4IVMFCZBCUR27 29250NCF0 2054-06-27 7.200000 0.00 476000.00 503541.36 Corporate Debt Securities BLACKSTONE SECD LENDING FD SR GLBL NT 28 549300KM7KWQHVBNH962 09261XAG7 2028-09-30 2.850000 0.00 3822000.00 3646914.18 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.043%091528 L3I9ZG2KFGXZ61BMYR72 06418GAU1 2028-09-15 4.043000 0.00 3069000.00 3097644.68 Corporate Debt Securities BEACON POINT DC LLC SR SEC GLBL 42 2549003M920HKF2V5011 07367AAA7 2042-11-30 6.129000 0.00 2000000.00 1933086.00 Corporate Debt Securities BANK OF AMER CORP FR 5%012144 9DJT3UXIJIZJI4WXO774 06051GFC8 2044-01-21 5.000000 0.00 197000.00 179352.52 Corporate Debt Securities BANK OF AMER CORP SR NT FXD/FLT 38 9DJT3UXIJIZJI4WXO774 06051GGM5 2038-04-24 4.244000 0.00 85000.00 76959.44 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT5.5%55 6VJJ5GQWIRDQ06DUXG89 20826FBM7 2055-01-15 5.500000 0.00 1041000.00 957630.94 Corporate Debt Securities CITIGROUP INC SR GLBL NT 33 6SHGI4ZSSLCXXQSBB395 172967NU1 2033-05-24 4.910000 0.00 4744000.00 4722737.66 Corporate Debt Securities CITGRP COML MTG TR 2015-GC31 A-4 20480612 3.7 N/A 17323YAD1 2048-06-12 3.762000 0.00 2544740.00 356209.26 Private Label Collateralized Mortgage Obligations DBGS MTG TR 2019-1735 A 20370410 3.8 N/A 23307EAA9 2037-04-10 3.843000 0.00 955000.00 896938.39 Private Label Collateralized Mortgage Obligations CENTERPOINT ENERGY HOUSTON ELE 1M GLBL -W BD 42 549300S8SEQBOJLKHW63 15189XAM0 2042-08-01 3.550000 0.00 99000.00 77883.30 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS 1LIEN GLBL AMZ39 549300I7CIEWU1BBLQ53 16412XAL9 2039-12-31 2.742000 0.00 476000.00 400594.46 Corporate Debt Securities SALLIE MAE RESECURITIZATION 20 07-4-A 20410125 FLT N/A 79545WAD7 2041-01-25 3.997700 0.00 3905000.00 3516454.79 Asset-Backed Securities NIAGARA MOHAWK PWR CORP SR GLBL 144A 34 3T97Y9RR5EN5Y18QHB56 65364UAH9 2034-10-01 4.278000 0.00 5071000.00 4708524.92 Corporate Debt Securities OGLETHORPE POWER CORP 1MTG BD-2016A 46 3EERXCUSWMS9GV5D9M98 677050AL0 2046-04-01 4.250000 0.00 620000.00 480683.93 Corporate Debt Securities REINSURANCE GROUP AMER INC SR GLBL NT 34 LORM1GNEU1DKEW527V90 759351AS8 2034-09-15 5.750000 0.00 590000.00 609194.01 Corporate Debt Securities T MOBILE USA INC SR GLBL NT4.7%35 549300V2JRLO5DIFGE82 87264ADM4 2035-01-15 4.700000 0.00 21000.00 19830.07 Corporate Debt Securities WELLS FARGO & CO FR 4.4%061446 PBLD0EJDB5FWOLXP3B76 94974BGT1 2046-06-14 4.400000 0.00 37000.00 29229.42 Corporate Debt Securities LYB INTERNATIONAL FINANCE B.V. SR NT 4.875%44 549300J6QSW38QNOJK61 50247VAC3 2044-03-15 4.875000 0.00 909000.00 759802.80 Corporate Debt Securities OBX TR 2025-NQM8 A-3 20650325 FLT 2549006UJL1L84XG2C80 67449AAC9 2065-03-25 5.826000 0.00 2531160.00 1656046.42 Private Label Collateralized Mortgage Obligations NORTHERN STS PWR CO WIS DISC 1M GLBL BD 38 OOVRSRHKQSBLKRB7QM17 665789AW3 2038-09-01 6.375000 0.00 1345000.00 1462381.51 Corporate Debt Securities HOME DEPOT INC SR GLBL NT4.5%48 QEKMOTMBBKA8I816DO57 437076BX9 2048-12-06 4.500000 0.00 1500000.00 1236022.50 Corporate Debt Securities IBM INTL CAP PTE LTD GLBL NT 5.3%54 2549007KTXQQBYZO7485 449276AG9 2054-02-05 5.300000 0.00 100000.00 86228.11 Corporate Debt Securities HUMANA INC CR SEN SR NT 38 529900YLDW34GJAO4J06 444859AZ5 2038-06-15 8.150000 0.00 82000.00 95149.84 Corporate Debt Securities HERCULES CAPITAL INC SR GLBL NT 29 549300UJ5OC256GR2B73 42711MAA1 2029-02-10 5.350000 0.00 88000.00 89116.94 Corporate Debt Securities INTERSTATE PWR & LT CO SR GLBL DEB 34 EF9UQIIO4KY2BWOK3P26 461070AV6 2034-09-30 4.950000 0.00 11805000.00 11643035.40 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.9%35 FRDRIPF3EKNDJ2CQJL29 532457DE5 2035-10-15 4.900000 0.00 35907000.00 35693273.56 Corporate Debt Securities PRKCM TRUST 2022-AFC1 B-1 20570425 FLT N/A 69377CAG8 2057-04-25 4.158800 0.00 11184000.00 10068985.07 Private Label Collateralized Mortgage Obligations OBX TR 2019-EXP2 1-A-3 20590625 FLT N/A 67113KAX6 2059-06-25 4.000000 0.00 33119500.00 2787554.84 Private Label Collateralized Mortgage Obligations SCHWAB CHARLES CORP SR GLBL NT 31 549300VSGCJ7E698NM85 808513BT1 2031-12-01 1.950000 0.00 2142000.00 1856085.84 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR GLBL 144A 33 549300B9WLO96RQCXP87 84615QAC7 2033-07-15 5.650000 0.00 101192000.00 97153736.48 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 49 N/A 822905BA2 2049-11-07 3.125000 0.00 1088000.00 709845.65 Corporate Debt Securities MAD COML MTG TR 2025-11MD C 20421017 FLT N/A 55616AAE7 2042-10-17 5.630600 0.00 590000.00 591545.32 Private Label Collateralized Mortgage Obligations PMT LOAN TRUST 2026-CNF2 A-24 20570225 FLT N/A 69393FBA3 2057-02-25 4.966100 0.00 6623000.00 6362589.85 Private Label Collateralized Mortgage Obligations MATTEL INC SR NT 5.45%41 549300VELLG24KHTJ564 577081AW2 2041-11-01 5.450000 0.00 22000.00 20194.79 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.7%46 DPRBOZP0K5RM2YE8UU08 539830BL2 2046-05-15 4.700000 0.00 72000.00 62527.84 Corporate Debt Securities MARKEL GROUP INC SR GLBL NT 5%46 549300SCNO12JLWIK605 570535AQ7 2046-04-05 5.000000 0.00 97000.00 85430.92 Corporate Debt Securities INTEL CORP SR GLBL NT4.9%45 KNX4USFCNGPY45LOCE31 458140AT7 2045-07-29 4.900000 0.00 1364000.00 1112044.95 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL 144A 27 54930042348RKR3ZPN35 25179MBJ1 2027-05-15 3.900000 0.00 1043000.00 1047206.77 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D28 7LTWFZYICNSX8D621K86 251526CV9 2028-02-08 5.706000 0.00 241000.00 248924.20 Corporate Debt Securities CSN RESOURCES SA SR GLBL 144A 30 222100ZEX458NMOXZP08 12644VAF5 2030-12-05 8.875000 0.00 322000.00 234263.23 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT4.8%38 549300VIWYMSIGT1U456 125523AJ9 2038-08-15 4.800000 0.00 6750000.00 6386197.50 Corporate Debt Securities COLT MTG LN 2021-2R TR A-2 20540727 FLT N/A 12656YAB3 2054-07-27 1.106000 0.00 210322.00 26086.52 Private Label Collateralized Mortgage Obligations CATERPILLAR INC SR NT 4.3%44 WRJR7GS4GTRECRRTVX92 149123CD1 2044-05-15 4.300000 0.00 207000.00 175661.81 Corporate Debt Securities CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AN BD 34 549300S8SEQBOJLKHW63 15189XBE7 2034-03-01 5.150000 0.00 8000.00 8121.43 Corporate Debt Securities CHOICE HOTELS INTL INC SR GLBL NT3.7%29 5493003CYRY5RFGTIR97 169905AF3 2029-12-01 3.700000 0.00 87000.00 84029.53 Corporate Debt Securities CSX CORP SR GLBL NT 35 549300JVQR4N1MMP3Q88 126408HZ9 2035-06-15 5.050000 0.00 33000.00 32796.48 Corporate Debt Securities BMW US CAP LLC SR 144A NT 29 KK5MZM9DIXLXZL9DZL15 05565ECR4 2029-08-13 4.650000 0.00 134000.00 136008.66 Corporate Debt Securities BX TRUST 2024-VLT4 A 20410617 FLT N/A 05612TAA3 2041-06-17 5.167800 0.00 1510144.00 1450502.85 Private Label Collateralized Mortgage Obligations AVOLON HLDGS FDG LTD SR 144A NT 32 635400ZRKEX9L1BKCH30 05401ABC4 2032-10-15 4.950000 0.00 14557000.00 14298977.18 Corporate Debt Securities BX COMMERCIAL MTG TR 2024-AIRC A 20410815 FLT N/A 12433CAA3 2041-08-15 5.367600 0.00 14872000.00 12729908.30 Private Label Collateralized Mortgage Obligations SANDS CHINA LTD CR SEN SR GLBL28 549300EVO6UZDGY05787 80007RAE5 2028-08-08 5.400000 0.00 280000.00 288744.40 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 30 MLU0ZO3ML4LN2LL2TL39 404280CC1 2030-05-22 3.973000 0.00 1183000.00 1159393.14 Corporate Debt Securities UWM MTG TR 2021-INV3 A-9 20511125 FLT N/A 90355RAM4 2051-11-25 4.577800 0.00 5928000.00 4000695.55 Private Label Collateralized Mortgage Obligations SWCH COMM MTG TR 2025-DATA D 20420218 FLT N/A 78489CAD1 2042-02-18 6.317600 0.00 3000000.00 2973758.45 Private Label Collateralized Mortgage Obligations WELLSFRG MRT BCK SEC TR 2021-2 A-1 20510625 2.5 N/A 949798AA0 2051-06-25 2.500000 0.00 37060000.00 21700416.89 Private Label Collateralized Mortgage Obligations SAN DIEGO GAS & ELEC CO 1M GLBL VVV BD30 KNIRVXKVNJJ4P8OTMS63 797440BZ6 2030-10-01 1.700000 0.00 695000.00 616240.28 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2024D 29 9R1Z5I36FERIBVKW4P77 842400JC8 2029-06-01 5.150000 0.00 12660000.00 12844245.20 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 30 549300SZJ9VS8SGXAN81 H42097EV5 2030-02-08 5.428000 0.00 300000.00 311245.37 Corporate Debt Securities ALCON FIN CORP SR GLBL REGS 30 549300CUZUI9VU7XNK42 U01386AD0 2030-05-27 2.600000 0.00 200000.00 185152.44 Corporate Debt Securities APPLE INC SR GLBL NT1.7%31 HWUPKR0MPOU8FGXBT394 037833EJ5 2031-08-05 1.700000 0.00 50000.00 43985.56 Corporate Debt Securities AVIS BUDGET FDG LLC 2023-2 B 20271020 6.0 IHXLB8SL0QWSSG2VG640 05377RGL2 2027-10-20 6.030000 0.00 400000.00 200867.10 Asset-Backed Securities BANK OF AMER CORP FR 5.162%012431 9DJT3UXIJIZJI4WXO774 06051GML0 2031-01-24 5.162000 0.00 2486000.00 2503510.69 Corporate Debt Securities BBCMS MORTGAGE TRUST 2024-5C27 A-S 20570717 FLT N/A 05555FAE4 2057-07-17 6.410000 0.00 5767000.00 5957147.60 Private Label Collateralized Mortgage Obligations ATLX TRUST 2024-RPL2 B-2 20630425 FLT N/A 049919AG8 2063-04-25 4.068700 0.00 3715800.00 3297592.62 Private Label Collateralized Mortgage Obligations ARES STRATEGIC INCOME FD SR GLBL NT5.8%30 549300IANZJVZPTICV54 04020EAN7 2030-09-09 5.800000 0.00 3900000.00 3921246.33 Corporate Debt Securities BX TRUST 2024-BRBK C 20411015 FLT N/A 05613NAJ6 2041-10-15 8.579000 0.00 6324000.00 6328155.37 Private Label Collateralized Mortgage Obligations ASTRAZENECA PLC SR GLBL NT 30 PY6ZZQWO2IZFZC3IOL08 046353AW8 2030-08-06 1.375000 0.00 17000.00 15052.04 Corporate Debt Securities Y 2026-08-03 2026-10-29 2026-12-28 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0413 750000000.00 750000000.00 0.0019 N N N Y BNP PARIBAS SA BNP PARIBAS SA 3.900000% ARP1JGF91 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1JGF91 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AUDAX SNR DEBT CLO LLC 2024-11 B 20360722 FLT 254900UUIC7XA5CMDN42 050922AJ2 2036-07-22 5.783200 0.00 6944328.00 6932562.95 Asset-Backed Securities BHP BILLITON FIN USA LTD SR GLBL NT5.3%35 5493003NUVITP3TMY274 055451BL1 2035-02-21 5.300000 0.00 127000.00 130001.72 Corporate Debt Securities BANK OF AMER CORP FR 5.162%012431 9DJT3UXIJIZJI4WXO774 06051GML0 2031-01-24 5.162000 0.00 123000.00 123866.38 Corporate Debt Securities ANCHORAGE CREDIT FUNDIG 10 LTD A 20380425 3.6 549300FU018PJDVE5C16 03332AAA8 2038-04-25 3.619000 0.00 650000.00 481145.31 Asset-Backed Securities RTX CORPORATION SR GLBL NT 47 I07WOS4YJ0N7YRFE7309 913017CP2 2047-05-04 4.050000 0.00 823000.00 640719.90 Corporate Debt Securities WOODMONT TRUST 2022-9R B-R 20361027 FLT 254900XKHBCNXQQ84W37 97988RBE1 2036-10-27 5.760200 0.00 2500000.00 2481700.04 Asset-Backed Securities SOCIETE GENERALE FR 5.439%100336 O2RNE8IBXP4R0TD8PU41 83368RCK6 2036-10-03 5.439000 0.00 3511000.00 3451796.93 Corporate Debt Securities SOCIETE GENERALE VR 011226-041230 O2RNE8IBXP4R0TD8PU41 83368TCN6 2030-04-12 4.752400 0.00 1800000.00 1807294.58 Corporate Debt Securities MILL CITY MTG LN TR 2018-1 M3 20620525 FLT N/A 59980VAH4 2062-05-25 3.250000 0.00 5000000.00 4429553.53 Asset-Backed Securities NEUBERGER BERMAN CLO 2015-20R3 B-R3 20390415 FLT 549300NPF57YF6WBDP72 64130TBN4 2039-04-15 5.252900 0.00 5000000.00 5017673.16 Asset-Backed Securities OCP CLO LTD 2025-46 B 20381015 FLT 213800J27YESIODUZS34 671023AC3 2038-10-15 5.232900 0.00 839770.00 841773.47 Asset-Backed Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL BB 56 UMI46YPGBLUE4VGNNT48 65339KEG1 2056-10-01 6.200000 0.00 1573000.00 1548707.64 Corporate Debt Securities PALMER SQUARE CLO TD 2021-3R B-R 20381015 FLT N/A 69688FAS9 2038-10-15 5.402900 0.00 3200000.00 3211748.15 Asset-Backed Securities KILROY RLTY L P SR GLBL NT 35 5493008CT3N3JR7P1552 49427RAT9 2035-10-15 5.875000 0.00 399000.00 395037.38 Corporate Debt Securities OBX TR 2024-NQM15 A-1 20641025 5.3 254900YXEB756F6RCA13 67449DAA7 2064-10-25 5.316000 0.00 967467.00 546016.13 Private Label Collateralized Mortgage Obligations LCM XXV LTD 2018-26 D 20310121 FLT N/A 50200FAJ8 2031-01-21 6.490800 0.00 3000000.00 3011019.92 Asset-Backed Securities PALMER SQUARE CLO LTD 2024-3 C 20370720 FLT N/A 69688GAE8 2037-07-20 5.629200 0.00 6805980.00 6812786.23 Asset-Backed Securities HCA INC. SR GLBL NT4.7%31 L3CJ6J7LJ2DX62FTXD46 404119DJ5 2031-05-15 4.700000 0.00 368000.00 366027.52 Corporate Debt Securities SEMPRA JR SB GLBL 55 PBBKGKLRK5S5C0Y4T545 816851BV0 2055-04-01 6.550000 0.00 9036000.00 9217653.72 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT 50 5493002KF87V5RSRQS84 66989HAS7 2050-08-14 2.750000 0.00 718000.00 441093.93 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5.75%33 I1BZKREC126H0VB1BL91 26441CBZ7 2033-09-15 5.750000 0.00 32000.00 33604.87 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC SR GLBL NT6.1%37 MWIUSDMN17TCR56VW396 26442CAA2 2037-06-01 6.100000 0.00 231000.00 243348.49 Corporate Debt Securities EAST OHIO GAS CO SR GLBL C 144A50 BC95Y6MXLT75BGO7UM71 27409LAE3 2050-06-15 3.000000 0.00 2245000.00 1374980.18 Corporate Debt Securities EQT CORP SR GLBL NT 34 4NT01YGM4X7ZX86ISY52 26884LAR0 2034-02-01 5.750000 0.00 1420000.00 1476217.80 Corporate Debt Securities ENTERGY LA LLC SR SEC GLBL BD28 0V5453U14HDZO63CGH17 29364WAW8 2028-04-01 3.250000 0.00 1000.00 989.93 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 27 I1BZKREC126H0VB1BL91 26441CCB9 2027-01-05 4.850000 0.00 759000.00 763465.03 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 28 MTLVN9N7JE8MIBIJ1H73 292480AL4 2028-05-15 4.950000 0.00 350000.00 354917.50 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GXR0 2032-01-27 1.992000 0.00 332000.00 289959.28 Corporate Debt Securities OCP CLO LTD 2025-42 A 20380521 FLT N/A 67097SAN1 2038-05-21 4.979200 0.00 3500000.00 3510679.99 Asset-Backed Securities OZLM XV LTD 2016-15R A-2B-R 20330420 0.0 5493008RJIODIVVGSK16 67111DAU0 2033-04-20 3.230000 0.00 6459999.00 6159460.11 Asset-Backed Securities LYONDELLBASELL INDUSTRIES NV SR GLBL NT 55 BN6WCCZ8OVP3ITUUVN49 552081AM3 2055-02-26 4.625000 0.00 592000.00 448625.41 Corporate Debt Securities OCEAN TRAILS CLO LTD 2023-14R B-R 20380120 FLT 254900TWRKR5CRS1OX19 67515JAQ8 2038-01-20 5.479200 0.00 2500000.00 2509835.51 Asset-Backed Securities CARNIVAL UK LTD SR GLBL DEB 27 F1OF2ZSX47CR0BCWA982 693070AD6 2027-06-01 7.875000 0.00 5076000.00 5260893.30 Corporate Debt Securities LIBERTY MUT GROUP INC SR 144A NT 36 QUR0DG15Z6FFGYCHH861 53079EBR4 2036-05-01 5.250000 0.00 255000.00 251285.08 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38145GAW0 2037-07-21 5.655000 0.00 9740000.00 9737086.12 Corporate Debt Securities MGIC INVT CORP WIS SR GLBL NT 28 254900S8483WM4M98R28 552848AG8 2028-08-15 5.250000 0.00 102000.00 104286.67 Corporate Debt Securities GOLUB CAPITAL PARTNERS 2024-73 B 20370810 FLT N/A 38179WAE4 2037-08-10 5.547700 0.00 7273260.00 7300988.19 Asset-Backed Securities GOLUB CAPITAL PARTNERS 2023-69 A-R 20381109 FLT 2549004WBNSFGOX1MY52 38182GAA2 2038-11-09 5.047700 0.00 800000.00 804098.68 Asset-Backed Securities SAUDI ARABIAN OIL CO FR 2.25%112430 5586006WD91QHB7J4X50 80414L2K0 2030-11-24 2.250000 0.00 1000000.00 890527.50 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 28 DPRBOZP0K5RM2YE8UU08 539830CK3 2028-08-15 4.150000 0.00 1898000.00 1923217.04 Corporate Debt Securities HYUNDAI CAP AMER FR 5.6%033028 549300RIPPWJB5Z0FK07 44891CCD3 2028-03-30 5.600000 0.00 4000.00 4120.71 Corporate Debt Securities OBRA CLO 2 LTD B 20380720 FLT 254900MMN4MOZ34WUC71 674436AE0 2038-07-20 5.579200 0.00 4186210.00 4204942.28 Asset-Backed Securities TEXAS INSTRS INC SR GLBL NT4.6%28 WDJNR2L6D8RWOEB8T652 882508BV5 2028-02-15 4.600000 0.00 4125000.00 4222024.58 Corporate Debt Securities TYSON FOODS INC SR GLBL NT 36 WD6L6041MNRW1JE49D58 902494BN2 2036-02-20 4.950000 0.00 55000.00 53751.91 Corporate Debt Securities WESTERN MIDSTREAM OPER LP SR GLBL NT5.3%48 L6D8A6MLSY454J2JXJ60 958254AJ3 2048-03-01 5.300000 0.00 316000.00 272165.53 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 45 2S72QS2UO2OESLG6Y829 92343VHH0 2045-11-30 5.750000 0.00 102000.00 95476.42 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.6%031133 Z2VZBHUMB7PWWJ63I008 89236TPS8 2033-03-11 4.600000 0.00 205000.00 202360.28 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 27 N/A 92564RAJ4 2027-02-01 5.750000 0.00 1626000.00 1676649.90 Corporate Debt Securities FEDEX FGHT HLDG CO INC SR 144A NT 33 984500Y1DA5A58ICE336 314352AE5 2033-03-15 4.950000 0.00 196000.00 194283.04 Corporate Debt Securities GLOBAL PMTS INC SR GLBL NT 35 549300NOMHGVQBX6S778 37940XAY8 2035-11-15 5.550000 0.00 95000.00 91914.08 Corporate Debt Securities HOME PART AMERICA TR 2021-2 B 20381217 2.3 N/A 43732VAA4 2038-12-17 2.302000 0.00 5527000.00 4854799.93 Asset-Backed Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GD35 2031-10-21 4.369000 0.00 7158000.00 7020896.46 Corporate Debt Securities CARVAL CLO LTD 2022-8CR A-1R 20371022 FLT 254900NZG2CMHKHNPU97 14686NAL5 2037-10-22 5.153200 0.00 1700000.00 1704230.12 Asset-Backed Securities CHUBB INA HLDGS INC SR GLBL NT4.9%35 CZCBJZWDMLTHWJDXU843 171239AM8 2035-08-15 4.900000 0.00 2088000.00 2069071.12 Corporate Debt Securities ELMWOOD CLO LTD 2024-37 A-1 20380119 FLT N/A 29004UAA6 2038-01-19 5.029500 0.00 2500000.00 2508467.92 Asset-Backed Securities ELMWOOD CLO XII LTD B-R 20371015 FLT N/A 29002YAL6 2037-10-15 5.452900 0.00 5835000.00 5868163.34 Asset-Backed Securities BANK OF AMER CORP SR NT FXD/FLT 38 9DJT3UXIJIZJI4WXO774 06051GGM5 2038-04-24 4.244000 0.00 90000.00 81486.47 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 27 213800LBQA1Y9L22JB70 06738EBU8 2027-11-24 2.279000 0.00 314000.00 313206.04 Corporate Debt Securities ELMWOOD CLO LTD 2024-34 B 20371019 FLT N/A 29001MAE9 2037-10-19 5.449500 0.00 5000000.00 5018702.50 Asset-Backed Securities ELMWOOD CLO LTD 2026-49 A-2 20390720 FLT N/A 289918AC8 2039-07-20 5.114300 0.00 4000348.00 4021375.12 Asset-Backed Securities ENTERGY CORP NEW JR SB GLBL DB 54 4XM3TW50JULSLG8BNC79 29364GAQ6 2054-12-01 7.125000 0.00 1894000.00 1963595.03 Corporate Debt Securities BCRED CLO 2024-2 LLC B 20370120 FLT 254900RYQKZLQ1Q2SX21 05555WAC1 2037-01-20 5.529200 0.00 4500000.00 4465977.66 Asset-Backed Securities AUDAX SENIOR DEBT CLO 2023-8R A-1-R 20380120 FLT 254900IA8H0BF2UXPL13 05070WAX1 2038-01-20 5.179200 0.00 4140276.00 4121936.80 Asset-Backed Securities BANK OF AMER CORP FR 3.974%020730 9DJT3UXIJIZJI4WXO774 06051GHQ5 2030-02-07 3.974000 0.00 159000.00 158586.23 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 32 J5OIVXX3P24RJRW5CK77 071813CS6 2032-02-01 2.539000 0.00 1575000.00 1369391.62 Corporate Debt Securities ARES STRATEGIC INCOME FD SR GLBL NT5.8%30 549300IANZJVZPTICV54 04020EAN7 2030-09-09 5.800000 0.00 183000.00 183996.94 Corporate Debt Securities ABPCI DIRECT LDG FD CLO 17-2RR A-2-RR 20370720 FLT N/A 000823AW4 2037-07-20 5.579200 0.00 4350000.00 4361504.70 Asset-Backed Securities ABBVIE INC SR GLBL NT 28 FR5LCKFTG8054YNNRU85 00287YDY2 2028-03-15 4.650000 0.00 61000.00 62277.75 Corporate Debt Securities ABPCI DIRECT LDG FD CLO 17-2RR A-1-RR 20370720 FLT N/A 000823AU8 2037-07-20 5.379200 0.00 3700000.00 3704120.49 Asset-Backed Securities ABPCI DIRECT 6.34792 30OCT36 144A F 984500D9CK69N677EA83 00112CAE8 2036-10-30 5.743000 0.00 4256090.00 4250189.05 Asset-Backed Securities UNITEDHEALTH GROUP INC SR GLBL NT 5%34 549300GHBMY8T5GXDE41 91324PFB3 2034-04-15 5.000000 0.00 157000.00 156970.52 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 34 549300GHBMY8T5GXDE41 91324PFJ6 2034-07-15 5.150000 0.00 309000.00 307794.56 Corporate Debt Securities GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR 20361020 FLT N/A 381933AC4 2036-10-20 5.479200 0.00 4851244.00 4840591.65 Asset-Backed Securities GOLUB CAPITAL PARTNERS 2024-44 A-1-R 20381021 FLT 254900KERZS5XFEN4I27 38180NAA9 2038-10-21 5.303700 0.00 7929391.00 7927355.20 Asset-Backed Securities GOLDMAN SACHS GROUP INC SR GLBL NT3.5%26 784F5XWPLTWKTBV3E584 38145GAH3 2026-11-16 3.500000 0.00 187000.00 187918.48 Corporate Debt Securities GOLUB CAPITAL PARTNERS 2024-44 B-R 20381021 FLT 254900KERZS5XFEN4I27 38180NAE1 2038-10-21 5.583700 0.00 2610000.00 2585103.30 Asset-Backed Securities GOLUB CAPITAL PART 2021-53BR C-R 20340720 FLT 254900DPK2EA9C8DGV68 38177YAQ5 2034-07-20 5.429200 0.00 4350000.00 4353344.83 Asset-Backed Securities DIAMONDBACK ENERGY INC SR GLBL NT5.4%34 549300R22LSX6OHWEN64 25278XAZ2 2034-04-18 5.400000 0.00 598000.00 606838.44 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 32 5493005UEC8AZ34LDV29 16411QAN1 2032-01-31 3.250000 0.00 246000.00 222794.82 Corporate Debt Securities CARVANA AUTO REC TR 2022-N1 B 20281210 2.9 N/A 14686GAC0 2028-12-10 2.950000 0.00 452000.00 23375.60 Asset-Backed Securities CARVANA AUTO REC TR 2021-P4 A-4 20271210 1.6 N/A 14687KAD8 2027-12-10 1.640000 0.00 12000.00 1113.99 Asset-Backed Securities CNA FINL CORP SR GLBL NT 34 549300YX2GSZD7YG1R84 126117AY6 2034-02-15 5.125000 0.00 2000.00 2000.56 Corporate Debt Securities CEMEX SAB DE CV SR GLBL NT 36 549300RIG2CXWN6IV731 151290CD3 2036-06-05 5.750000 0.00 720000.00 708440.00 Corporate Debt Securities CSMC 2020-RPL4 B-1 20600125 FLT N/A 126405AG4 2060-01-25 3.958800 0.00 8144350.00 5131877.20 Asset-Backed Securities LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34 213800GNWSV32LXHCZ50 171873AB8 2034-03-25 7.000000 0.00 6000.00 6482.76 Corporate Debt Securities CISCO SYS INC SR GLBL NT 34 549300LKFJ962MZ46593 17275RBT8 2034-02-26 5.050000 0.00 236000.00 239337.76 Corporate Debt Securities STATE STR CORP PERP GLBL -I NT 549300ZFEEJ2IP5VME73 857477CH4 2500-12-31 6.700000 0.00 3841000.00 3959998.45 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT 27 5493002SQ1AVQBY41K40 928668BS0 2027-06-08 4.350000 0.00 384000.00 385956.16 Corporate Debt Securities VERUS SECURITIZATION TR 2024-6 A-3 20690725 FLT 213800278TKDEXPH6140 92540JAC6 2069-07-25 6.154000 0.00 1450000.00 758271.18 Asset-Backed Securities SUMITOMO MITSUI TR BK LTD FR 4.45%091027 5493006GGLR4BTEL8O61 86563VBT5 2027-09-10 4.450000 0.00 200000.00 203303.83 Corporate Debt Securities VOYA CLO LTD 2019-3R A-R 20321018 FLT N/A 92918FAF1 2032-10-18 5.091100 0.00 2000000.00 936840.10 Asset-Backed Securities ABPCID LDG FDG CLO LP 2024-18 B 20360730 FLT N/A 00111WAC9 2036-07-30 5.793000 0.00 4080304.00 4041917.82 Asset-Backed Securities ABBVIE INC SR GLBL NT 31 FR5LCKFTG8054YNNRU85 00287YEE5 2031-03-15 4.125000 0.00 100000.00 98803.38 Corporate Debt Securities AEP TEX INC SR GLBL -O NT 34 5493001L78U618KXNZ75 00108WAT7 2034-05-15 5.700000 0.00 762000.00 782454.62 Corporate Debt Securities AG CC FDG 2021-1 LTD C 20380425 3.6 549300YD8Q7OM2UEFO06 00110DAE8 2038-04-25 3.650000 0.00 4000000.00 3660653.33 Asset-Backed Securities AG CC FDG 2021-1 LTD D 20380425 5.7 549300YD8Q7OM2UEFO06 00110DAG3 2038-04-25 5.750000 0.00 295080.00 291932.48 Asset-Backed Securities AETNA INC NEW SR GLBL NT 36 549300QKBENKLBXQ8968 00817YAF5 2036-06-15 6.625000 0.00 1950000.00 2103026.79 Corporate Debt Securities ABPCID LDG FDG CLO LP 2024-18 A-2 20360730 FLT N/A 00111WAB1 2036-07-30 5.693000 0.00 7100000.00 7106102.78 Asset-Backed Securities FORTRESS CREDIT BSL 2024-22 A-2 20371023 FLT N/A 34966PAC9 2037-10-23 5.452200 0.00 400000.00 400669.84 Asset-Backed Securities FLORIDA PWR & LT CO 1M GLBL BD 28 A89MY1K3YLIGJMYWVX50 341081GK7 2028-04-01 5.050000 0.00 1062000.00 1089732.36 Corporate Debt Securities WAVE 2019-1 LLC A 20440915 3.5 N/A 94354KAA8 2044-09-15 3.597000 0.00 8810000.00 3186053.93 Asset-Backed Securities WPP FIN 2010 CR SEN SR NT 43 549300OJB3S151W7KN44 92936MAE7 2043-11-15 5.625000 0.00 1709000.00 1453889.02 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 36 5493004KVU1HWZCP0C66 970648AQ4 2036-03-15 5.150000 0.00 35000.00 34742.37 Corporate Debt Securities ORACLE CORP SR GLBL NT5.5%35 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 2035-08-03 5.500000 0.00 6200000.00 5852951.56 Corporate Debt Securities LPL HLDGS INC SR GLBL 144A 31 549300Z5YF8CCRMYUL26 50212YAF1 2031-05-15 4.375000 0.00 1430000.00 1376340.84 Corporate Debt Securities QUALCOMM INC SR GLBL NT 32 H1J8DDZKZP6H7RWC0H53 747525BV4 2032-05-20 4.750000 0.00 265000.00 265142.58 Corporate Debt Securities QUANTA SVCS INC SR GLBL NT 27 SHVRXXEACT60MMH07S24 74762EAK8 2027-08-09 4.750000 0.00 242000.00 247922.82 Corporate Debt Securities HYUNDAI CAP AMER FR 5%061831 549300RIPPWJB5Z0FK07 44891AEP8 2031-06-18 5.000000 0.00 142000.00 141496.22 Corporate Debt Securities SUTTER HEALTH SR GLBL 2020A 30 549300MJCC12LU768G81 86944BAG8 2030-08-15 2.294000 0.00 3000.00 2753.33 Corporate Debt Securities MERCK & CO INC SR GLBL NT4.3%28 4YV9Y5M8S0BRK1RP0397 58933YCE3 2028-05-22 4.300000 0.00 99000.00 99716.93 Corporate Debt Securities SOUTHERN CO SR GLBL NT 36 549300FC3G3YU2FBZD92 842587CW5 2036-07-01 4.250000 0.00 207000.00 187966.70 Corporate Debt Securities MCDONALDS CORP FR 2.625%090129 UE2136O97NLB5BYP9H04 58013MFJ8 2029-09-01 2.625000 0.00 36000.00 34347.87 Corporate Debt Securities GOLUB CAP PART 2025-59MR A-2R 20370420 FLT N/A 381936AC7 2037-04-20 5.329200 0.00 500000.00 498189.18 Asset-Backed Securities PK ALIFT LN FDG 7 LP 2025-2 A 20430315 4.7 N/A 69291NAA0 2043-03-15 4.750000 0.00 780000.00 699324.93 Asset-Backed Securities MARBLE PT CLO 0.01 20JUL37 144A FRN 2549003LUS5LG1CTZP23 56606CAL7 2037-07-20 5.169200 0.00 3000000.00 3003988.44 Asset-Backed Securities PNC FINL SVCS GROUP INC PERP SUB GLBL -V CFGNEKW0P8842LEUIA51 693475BF1 2500-12-31 6.200000 0.00 411000.00 417609.79 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.5%29 DPRBOZP0K5RM2YE8UU08 539830CC1 2029-02-15 4.500000 0.00 6000.00 6110.04 Corporate Debt Securities INTEL CORP SR GLBL NT 5%33 KNX4USFCNGPY45LOCE31 458140CR9 2033-08-15 5.000000 0.00 946000.00 932680.32 Corporate Debt Securities PACIFIC LIFE GLOBAL FDG II MED SR SEC GLBL 32 6354003EUPCHXTWUU869 6944PL2J7 2032-01-11 2.450000 0.00 11000.00 9706.08 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT5.4%33 549300XMP3KDCKJXIU47 571748BU5 2033-09-15 5.400000 0.00 42000.00 43390.20 Corporate Debt Securities GOLDMAN SACHS PRIVATE CR CORP SR GLBL NT 30 549300TD27G6372IYJ65 38152BAD3 2030-05-06 6.250000 0.00 886000.00 906136.07 Corporate Debt Securities GOLDMAN SACHS PRIVATE CR CORP SR GLBL NT 28 549300TD27G6372IYJ65 38152BAB7 2028-05-06 5.875000 0.00 862000.00 879603.36 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.298%060237 NQQ6HPCNCCU6TUTQYE16 06368MS70 2037-06-02 5.298000 0.00 124000.00 122785.15 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 2%32 MGCJBT4MKTQBVLNUIS88 015271AW9 2032-05-18 2.000000 0.00 398000.00 334441.61 Corporate Debt Securities CHURCHILL NCPCIF CLO 2024-1 B 20360721 FLT N/A 17151PAC9 2036-07-21 5.679200 0.00 7000000.00 6948027.20 Asset-Backed Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 172967LU3 2039-01-24 3.878000 0.00 1000.00 850.59 Corporate Debt Securities CITADEL LIMITED PARTNERSHIP SR GLBL 144A 27 549300IPM6EKPVUPFL67 17288XAB0 2027-01-15 4.875000 0.00 348000.00 348600.59 Corporate Debt Securities OHIO PWR CO SR -D NT 6.6%33 06ZODLC132CY1O2Y7D77 199575AT8 2033-03-01 6.600000 0.00 7000.00 7634.41 Corporate Debt Securities CITIGROUP INC SR GLBL NT 32 6SHGI4ZSSLCXXQSBB395 172967MY4 2032-05-01 2.561000 0.00 1000.00 898.45 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967NS6 2028-05-24 4.658000 0.00 620000.00 625405.81 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 65 BQ4BKCS1HXDV9HN80Z93 30303M8Y1 2065-11-15 5.750000 0.00 3000.00 2505.69 Corporate Debt Securities EVERGY KANS CENT INC 1M GLBL BD5.3%36 J75GNWGEO73W89ZV3S44 30036FAF8 2036-07-01 5.300000 0.00 1338000.00 1324669.06 Corporate Debt Securities LAUDER ESTEE COS INC SR GLBL NT 49 549300VFZ8XJ9NUPU221 29736RAM2 2049-12-01 3.125000 0.00 30000.00 19247.65 Corporate Debt Securities FMC CORP SR SEC GLBL 31 CKDHZ2X64EEBQCSP7013 302491BA2 2031-06-01 8.000000 0.00 115000.00 119531.51 Corporate Debt Securities FIDELITY NATL FINL INC SR GLBL NT 31 549300CAZYIH39SYQ287 31620RAK1 2031-03-15 2.450000 0.00 183000.00 163077.81 Corporate Debt Securities WELLS FARGO & CO FR 4.96%012337 PBLD0EJDB5FWOLXP3B76 95000U4E0 2037-01-23 4.960000 0.00 1514000.00 1451338.90 Corporate Debt Securities BANQUE FED DU CRED MUTUEL SNR PREF REGS 30 VBHFXSYT7OG62HNT8T76 F0803NAN2 2030-01-22 4.894500 0.00 200000.00 202780.95 Corporate Debt Securities PROVIDENCE HEALTH & SVCS OBLIG -2016I SNK BD 47 N/A 743756AC2 2047-10-01 3.744000 0.00 55000.00 39763.35 Corporate Debt Securities RGA GLOBAL FUNDING REGS NT 5%32 549300Y22K5FOEBMSK42 76209QAJ0 2032-08-25 5.000000 0.00 148000.00 148354.71 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC 1LIEN NT 5.35%35 549300SP2X2BS1KERD24 68233JDC5 2035-04-01 5.350000 0.00 140000.00 142447.67 Corporate Debt Securities MADISON PARK FDG LTD 2022-43R B-1-R 20371016 FLT N/A 55820WAG6 2037-10-16 5.592900 0.00 4000000.00 4020441.43 Asset-Backed Securities MARSH & MCLENNAN COS INC SR GLBL NT4.9%49 549300XMP3KDCKJXIU47 571748BJ0 2049-03-15 4.900000 0.00 75000.00 65111.33 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 1000.00 1087.91 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 5%36 AR5L2ODV9HN37376R084 57636QBM5 2036-06-08 5.000000 0.00 2586000.00 2547730.07 Corporate Debt Securities IVY HL MMT CR FD LTD 2023-20R A-1-R 20370720 FLT N/A 46604CAL0 2037-07-20 5.379200 0.00 1649997.00 1652445.01 Asset-Backed Securities PHILIP MORRIS INTL INC SR NT 6.375%38 HL3H1H2BGXWVG3BSWR90 718172AC3 2038-05-16 6.375000 0.00 76000.00 82236.65 Corporate Debt Securities HOST HOTELS & RESORTS LP SR GLBL -K NT 34 FXB7X4WXVA8QPMNOGS12 44107TBB1 2034-07-01 5.700000 0.00 1816000.00 1827749.52 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 32 AR5L2ODV9HN37376R084 57636QBB9 2032-01-15 4.350000 0.00 15000.00 14654.45 Corporate Debt Securities PIKES PEAK CLO 2019-3R C-RR 20341025 FLT 254900Y8O8REGL3BZS62 72132UBE2 2034-10-25 6.221800 0.00 1500000.00 1502281.96 Asset-Backed Securities PHILLIPS 66 CO SR GLBL NT5.3%33 RVJMT2IZVVSKIRJJBH76 718547AR3 2033-06-30 5.300000 0.00 350000.00 352018.33 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 5.558%34 35380028MYWPB6AUO129 86562MDP2 2034-07-09 5.558000 0.00 200000.00 202121.31 Corporate Debt Securities METLIFE INC SR GLBL NT4.6%46 C4BXATY60WC6XEOZDX54 59156RBR8 2046-05-13 4.600000 0.00 220000.00 186486.67 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL N/A 58551TAA5 2079-12-31 4.522600 0.00 1000.00 836.00 Corporate Debt Securities TMSQ MTG TR 2014-1500 A 20361010 3.6 N/A 87264JAA4 2036-10-10 3.680000 0.00 8679228.00 8098324.37 Private Label Collateralized Mortgage Obligations ALLY FINL INC SR GLBL NT 30 549300JBN1OSM8YNAI90 02005NBU3 2030-01-03 6.848000 0.00 67000.00 69787.62 Corporate Debt Securities AMAZON COM INC SR GLBL NT 44 ZXTILKJKG63JELOEG630 023135AQ9 2044-12-05 4.950000 0.00 157000.00 140069.12 Corporate Debt Securities ANTARES CLO LTD 2018-1R B-R 20380420 FLT 254900BLLG7F7B4DGG41 03665MAN1 2038-04-20 5.429200 0.00 3250000.00 3213596.51 Asset-Backed Securities ANHEUSER BUSCH INBEV FIN INC SR NT 4.625%44 5493000EYEKDT0FBSQ91 03524BAF3 2044-02-01 4.625000 0.00 442000.00 390381.03 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.3%36 ZXTILKJKG63JELOEG630 023135EE2 2036-07-09 5.300000 0.00 9835000.00 9704281.92 Corporate Debt Securities BANQUE FED DU CRED MUTUEL SNR PREF 144A 29 VBHFXSYT7OG62HNT8T76 06675DCW0 2029-07-09 4.786000 0.00 2685000.00 2677387.43 Corporate Debt Securities BOEING CO CR SEN SR GLBL64 RVHJWBXLJ1RFUBSY1F30 097023DU6 2064-05-01 7.008000 0.00 179000.00 197555.14 Corporate Debt Securities BRIDGECREST LENDIN AUTO 2024-4 A-3 20280915 4.7 N/A 10806EAC8 2028-09-15 4.720000 0.00 3000.00 698.10 Asset-Backed Securities BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 10373QBL3 2030-04-06 3.633000 0.00 100000.00 97338.54 Corporate Debt Securities BOEING CO CR SEN SR GLBL54 RVHJWBXLJ1RFUBSY1F30 097023DT9 2054-05-01 6.858000 0.00 986000.00 1080256.67 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 31 J5OIVXX3P24RJRW5CK77 071813CB3 2031-04-01 1.730000 0.00 3489000.00 2976768.28 Corporate Debt Securities BCRD MML CLO 2022-1 C 20350420 FLT 2549008X01GXURMQIW78 072917AG2 2035-04-20 6.479200 0.00 2697582.00 2709234.90 Asset-Backed Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 097023CW3 2050-05-01 5.805000 0.00 1775000.00 1710891.44 Corporate Debt Securities BENEFIT STREET PRTNR 2015-6BR B-R 20380420 FLT N/A 08182DAQ7 2038-04-20 5.279200 0.00 6540000.00 6562125.42 Asset-Backed Securities BCC MIDDLE MKT CLO LLC 2024-1 B 20360717 FLT N/A 05555GAC6 2036-07-17 5.799500 0.00 3595000.00 3532204.74 Asset-Backed Securities BOEING CO SR GLBL NT 39 RVHJWBXLJ1RFUBSY1F30 097023AX3 2039-03-15 6.875000 0.00 1485000.00 1668074.10 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.813%020234 L3I9ZG2KFGXZ61BMYR72 06418GAZ0 2034-02-02 4.813000 0.00 136000.00 135166.50 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 43 213800TB53ELEUKM7Q61 92857WBD1 2043-02-19 4.375000 0.00 429000.00 355481.20 Corporate Debt Securities AMAZON COM INC SR GLBL NT3.6%32 ZXTILKJKG63JELOEG630 023135CH7 2032-04-13 3.600000 0.00 249000.00 235113.27 Corporate Debt Securities GLOBAL NET LEASE INC & GLOBAL SR GLBL 144A 28 549300NUYANCT5SU8Z65 02608AAA7 2028-09-30 4.500000 0.00 1759000.00 1740178.70 Corporate Debt Securities BPCE FR 5.281%053029 9695005MSX1OYEMGDF46 F11494CE3 2029-05-30 5.281000 0.00 250000.00 255302.92 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.8%30 549300GHBMY8T5GXDE41 91324PFG2 2030-01-15 4.800000 0.00 243000.00 244074.87 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT2.6%31 D71FAKCBLFS2O0RBPG08 969457BY5 2031-03-15 2.600000 0.00 314000.00 285112.70 Corporate Debt Securities XCEL ENERGY INC SR NT 6.5%36 LGJNMI9GH8XIDG5RCM61 98389BAH3 2036-07-01 6.500000 0.00 1000.00 1062.16 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 35 549300Y650407RU8B149 89417EAT6 2035-07-24 5.050000 0.00 100000.00 98099.19 Corporate Debt Securities TEXAS DEBT CAP CLO LTD 2024-2 B 20370126 FLT N/A 88238EAE8 2037-01-26 5.475100 0.00 3000000.00 3011503.80 Asset-Backed Securities COOPERATIEVE RABOBANK UA NY SNR PREF NT 36 DG3RU1DBUFHT4ZF9WN62 21688ABZ4 2036-06-09 5.119000 0.00 323000.00 317991.60 Corporate Debt Securities MORGAN STANLEY VR 041924-041328 IGJSJL3JD5P30I6NJZ34 61747YFN0 2028-04-13 4.681300 0.00 443000.00 445195.88 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 35 35380028MYWPB6AUO129 86562MDU1 2035-01-15 5.632000 0.00 259000.00 262753.72 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 5%35 549300XMP3KDCKJXIU47 571748CC4 2035-03-15 5.000000 0.00 3935000.00 3907332.58 Corporate Debt Securities IVY HL MD MRT CR 2017-12RR LTD A-1-RR 20370420 FLT 5493003XZKSFJKWICW70 46600CAY6 2037-04-20 5.129200 0.00 4000000.00 3988509.03 Asset-Backed Securities PROGRESS ENERGY INC SR GLBL NT 31 549300FBMTW0JYWMNB26 743263AE5 2031-03-01 7.750000 0.00 53000.00 60415.32 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 34000.00 36988.98 Corporate Debt Securities MORGAN STANLEY FR 4.356%102231 IGJSJL3JD5P30I6NJZ34 61748UAM4 2031-10-22 4.356000 0.00 206000.00 202403.03 Corporate Debt Securities MORGAN STANLEY FR 4.868%071229 IGJSJL3JD5P30I6NJZ34 61748UAY8 2029-07-12 4.868000 0.00 2643000.00 2648584.95 Corporate Debt Securities MORGAN STANLEY FR 4.868%071229 IGJSJL3JD5P30I6NJZ34 61748UAY8 2029-07-12 4.868000 0.00 8332000.00 8349606.44 Corporate Debt Securities IVY HL MD MRT CR 2017-12RR LTD A-LRR 20370420 FLT 5493003XZKSFJKWICW70 46600CBA7 2037-04-20 5.129200 0.00 7400000.00 7370298.31 Asset-Backed Securities GS MORTGAGE-BACKED TR 2025-SL1 A3 20671125 FLT N/A 362960AC0 2067-11-25 6.100000 0.00 2452000.00 2459589.76 Asset-Backed Securities FLEX LTD SR GLBL NT 29 549300EAQH74YHD07T53 33938XAA3 2029-06-15 4.875000 0.00 66000.00 66252.07 Corporate Debt Securities GATX CORP SR GLBL NT 26 549300IHYHCQP2PIR591 361448AY9 2026-09-15 3.250000 0.00 3000.00 3030.80 Corporate Debt Securities KAYNE CLO LTD 2021-10 A 20340424 FLT N/A 48662LAA9 2034-04-24 5.183800 0.00 5600000.00 5605946.93 Asset-Backed Securities KILROY RLTY L P SR GLBL NT 33 5493008CT3N3JR7P1552 49427RAR3 2033-11-15 2.650000 0.00 1326000.00 1066547.47 Corporate Debt Securities KKR CLO LTD 2024-51 B 20371020 FLT 2549007XGN8DQWK7JV59 48256NAE9 2037-10-20 5.579200 0.00 6249873.00 6268214.86 Asset-Backed Securities GXO LOGISTICS INCORPORATED GLBL NT 6.5%34 5493007CNWMXN78JRN66 36262GAG6 2034-05-06 6.500000 0.00 440000.00 463525.58 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 28 5493008B6JBRUJ90QL97 37045XFE1 2028-04-04 5.050000 0.00 2607000.00 2661518.89 Corporate Debt Securities LPL HLDGS INC SR GLBL NT 35 549300Z5YF8CCRMYUL26 50212YAM6 2035-03-15 5.650000 0.00 862000.00 861288.37 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GB29 2030-07-23 5.049000 0.00 900000.00 903268.80 Corporate Debt Securities HSBC USA INC NEW SR GLBL NT 28 549300LBOHZ4QSIWU288 40428HR95 2028-06-03 4.650000 0.00 412000.00 415716.93 Corporate Debt Securities LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43 549300J6QSW38QNOJK61 50247VAB5 2043-07-15 5.250000 0.00 127000.00 109379.17 Corporate Debt Securities OHA CREDIT FUNDING LTD 2020-7R A-1-R2 20380719 FLT N/A 67098WAY7 2038-07-19 5.009200 0.00 7000000.00 7021774.14 Asset-Backed Securities ILLINOIS TOOL WKS INC SR GLBL NT 26 76NA4I14SZCFAYMNSV04 452308AX7 2026-11-15 2.650000 0.00 1302000.00 1303581.21 Corporate Debt Securities VENTURE XXVIII CLO 2017-28 D 20300722 FLT 54930010DKR017G3JK24 92331AAN4 2030-07-22 7.990800 0.00 2300000.00 2330501.77 Asset-Backed Securities SANTANDER HOLDINGS USA INC GLBL NT 5.353%30 549300SMVCQN2P0O6I58 80282KBM7 2030-09-06 5.353000 0.00 5000.00 5139.20 Corporate Debt Securities TARGET CORP SR GLBL NT 30 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 2030-02-15 2.350000 0.00 3850000.00 3599619.53 Corporate Debt Securities RCKT MTG TR 2025-CES7 A-1A 20550725 FLT 254900E35NYYFOUTHD06 74943AAA0 2055-07-25 5.377000 0.00 1797936.00 1235834.63 Asset-Backed Securities SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 34 254900Z1WAY7QFQ7O850 83007CAF9 2034-10-01 5.584000 0.00 1950000.00 1958391.50 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT 31 549300HOF34RGOJ5YL07 47233JGT9 2031-10-15 2.625000 0.00 1108000.00 971305.12 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56 19EOSPKL8HML7MY3UE63 649322AD6 2056-08-01 4.063000 0.00 1000.00 761.71 Corporate Debt Securities NRG ENERGY INC 1LIEN GLBL 31 5E2UPK5SW04M13XY7I38 629377DE9 2031-04-28 4.955000 0.00 4790000.00 4754412.30 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 5%010934 635400DPNHEAUHB7ZI15 64952XFB2 2034-01-09 5.000000 0.00 25000.00 24642.64 Corporate Debt Securities MORGAN STANLEY FR 5.296%041037 IGJSJL3JD5P30I6NJZ34 61748UAX0 2037-04-10 5.296000 0.00 1000.00 989.02 Corporate Debt Securities MORGAN STANLEY FR 4.238%010930 IGJSJL3JD5P30I6NJZ34 61748UAR3 2030-01-09 4.238000 0.00 976000.00 963077.65 Corporate Debt Securities US BANCORP FR 4.839%020134 N1GZ7BBF3NP8GI976H15 91159HJL5 2034-02-01 4.839000 0.00 75000.00 74708.62 Corporate Debt Securities US BANCORP FR 4.839%020134 N1GZ7BBF3NP8GI976H15 91159HJL5 2034-02-01 4.839000 0.00 336000.00 334694.64 Corporate Debt Securities BRIDGECREST LENDIN AUTO 2024-4 A-3 20280915 4.7 N/A 10806EAC8 2028-09-15 4.720000 0.00 582000.00 135431.61 Asset-Backed Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT4.9%29 HLYYNH7UQUORYSJQCN42 110122EF1 2029-02-22 4.900000 0.00 417000.00 430232.11 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT 48 HLYYNH7UQUORYSJQCN42 110122DL9 2048-02-20 4.550000 0.00 213000.00 178342.47 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 4.989%34 5493009NTB34VXE1T760 10373QBW9 2034-04-10 4.989000 0.00 8000.00 8013.38 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 56 N/A 12189LBN0 2056-03-15 5.550000 0.00 2000.00 1912.71 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 4.989%34 5493009NTB34VXE1T760 10373QBW9 2034-04-10 4.989000 0.00 1245000.00 1247082.57 Corporate Debt Securities BENEFIT STR PARTN CLO 2022-28R B-R 20371020 FLT 549300VHDAICRAGZNJ35 08179KAQ6 2037-10-20 5.429200 0.00 3000000.00 3008336.77 Asset-Backed Securities AMERICAN HONDA FIN CORP MTN FR 4.9%031227 B6Q2VFHD1797Q7NZ3E43 02665WFD8 2027-03-12 4.900000 0.00 65000.00 66393.56 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN VR 081425-081327 B6Q2VFHD1797Q7NZ3E43 02665WGH8 2027-08-13 4.360100 0.00 2000.00 2022.78 Corporate Debt Securities AMER AIRLINES PT TR 2016-2 AA 20291215 3.2 N/A 023765AA8 2029-12-15 3.200000 0.00 27000.00 14799.81 Asset-Backed Securities AMAZON COM INC SR GLBL NT5.1%33 ZXTILKJKG63JELOEG630 023135ED4 2033-07-09 5.100000 0.00 10049000.00 9996711.70 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 31 N/A 00774MBP9 2031-12-15 5.375000 0.00 725000.00 734481.59 Corporate Debt Securities ANGLO AMERICAN PLC SR 144A NT 5%33 TINT358G1SSHR3L3PW36 034863BH2 2033-03-21 5.000000 0.00 9951000.00 9942873.35 Corporate Debt Securities WOODMONT LP 2023-12R A-2R 20321025 FLT N/A 979926AQ5 2032-10-25 5.560200 0.00 7754000.00 7788030.72 Asset-Backed Securities UNITEDHEALTH GROUP INC SR NT 3.95%42 549300GHBMY8T5GXDE41 91324PCA8 2042-10-15 3.950000 0.00 112000.00 90668.54 Corporate Debt Securities VENTURE XXVII CLO LTD 2017-27 D 20300722 FLT 549300JZGSLL2771YV05 92331RAD9 2030-07-22 7.990800 0.00 165951.00 168141.83 Asset-Backed Securities WELLS FARGO & CO FR 5.013%040451 PBLD0EJDB5FWOLXP3B76 95000U2M4 2051-04-04 5.013000 0.00 1000.00 877.76 Corporate Debt Securities DELL EQUIP FINANCE TR 2025-1 D 20310822 5.6 N/A 24703UAL7 2031-08-22 5.640000 0.00 619000.00 625713.06 Asset-Backed Securities DELL EQUIP FINANCE TR 2025-1 D 20310822 5.6 N/A 24703UAL7 2031-08-22 5.640000 0.00 3695000.00 3735072.27 Asset-Backed Securities ANTARES CLO LLC 2024-6 B 20370121 FLT N/A 03664XAE8 2037-01-21 5.579200 0.00 450050.00 446582.26 Asset-Backed Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT3.5%30 549300CRGMZK3K53BF92 035240AV2 2030-06-01 3.500000 0.00 100000.00 96398.33 Corporate Debt Securities APIDOS CLO XXIX 2018-29R A-2-R 20380726 FLT 549300AVJUID3QNR9M59 03767MAS7 2038-07-26 5.460200 0.00 2000000.00 2002933.37 Asset-Backed Securities ANHEUSER BUSCH INBEV FIN INC SR NT 4%43 5493000EYEKDT0FBSQ91 035242AB2 2043-01-17 4.000000 0.00 64000.00 51425.64 Corporate Debt Securities ANTARES CLO LTD 2018-1R A-2-R 20380420 FLT 254900BLLG7F7B4DGG41 03665MAL5 2038-04-20 5.329200 0.00 4012249.00 4019087.36 Asset-Backed Securities FLEX LTD SR GLBL NT 32 549300EAQH74YHD07T53 33938XAF2 2032-01-15 5.250000 0.00 1154000.00 1140859.79 Corporate Debt Securities FORTES CR OPP CLO LTD 2015-6R2 A-1TR2 20361010 FLT 254900D3ZKYJFB38KE25 34960JBG9 2036-10-10 5.447700 0.00 5832637.00 5844697.87 Asset-Backed Securities PIKES PEAK CLO 2020-5R B-R 20371020 FLT N/A 72133PAQ6 2037-10-20 5.529200 0.00 5772000.00 5797624.68 Asset-Backed Securities PFIZER INVT ENTERPRISES GLBL NT 5.11%43 5493000FQO8XF9C0RT95 716973AF9 2043-05-19 5.110000 0.00 310000.00 287379.30 Corporate Debt Securities PALMER SQ CLO 2019-1R2 LTD A-1-R2 20380816 FLT 549300Y43K78UTRMTN21 69700GAU6 2038-08-16 4.896300 0.00 1709400.00 1731876.45 Asset-Backed Securities MORGAN STANLEY FR 5.516%111955 IGJSJL3JD5P30I6NJZ34 61747YFV2 2055-11-19 5.516000 0.00 1000.00 930.88 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 30 254900BA3U6G5DNV5V04 91911TAQ6 2030-07-08 3.750000 0.00 102000.00 97151.51 Corporate Debt Securities UNIVERSITY SOUTHN CALIF GLBL 2021A BD 51 0GMCSQ6M60R4T46U5511 914886AF3 2051-10-01 2.945000 0.00 1000.00 630.09 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 42 HL3H1H2BGXWVG3BSWR90 718172AU3 2042-08-21 3.875000 0.00 1957000.00 1576446.13 Corporate Debt Securities ROCKFORD TOWER 2021-1 LTD C 20340720 FLT 5493000QG193Z8ZVLY16 77341KAG6 2034-07-20 5.990800 0.00 2000000.00 2004601.06 Asset-Backed Securities GLENCORE FDG LLC SR 144A NT 55 213800STG1QDNBY87K49 378272CB2 2055-04-01 6.141000 0.00 1551000.00 1554799.95 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT 5%35 549300G0CFPGEF6X2043 478160DL5 2035-03-01 5.000000 0.00 90000.00 92739.00 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL NT 32 213800WXW2KG1N4CO374 46817MAS6 2032-06-08 5.670000 0.00 96000.00 96617.04 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 35 54930070NSV60J38I987 37045VBB5 2035-04-15 6.250000 0.00 952000.00 998936.24 Corporate Debt Securities KKR GROUP FIN CO X LLC SR GLBL 144A 51 N/A 48255BAA4 2051-12-15 3.250000 0.00 1600000.00 983892.44 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY LW TIER II 54 549300Y0HHMFW3EVWY08 654579AN1 2054-04-16 5.950000 0.00 248000.00 252598.95 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 4.05%020929 4NYF266XZC35SCTGX023 63743HGE6 2029-02-09 4.050000 0.00 100000.00 100404.00 Corporate Debt Securities MORGAN STANLEY PRIVATE BK NATL SR NT 4.204%28 549300GS0W0TEUQS8571 61776NZU0 2028-11-17 4.204000 0.00 5833000.00 5850391.41 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 312000.00 313837.51 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 36 MLU0ZO3ML4LN2LL2TL39 404280FB0 2036-09-10 5.741000 0.00 285000.00 288977.34 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT4.5%43 549300G0CFPGEF6X2043 478160BK9 2043-12-05 4.500000 0.00 382000.00 344621.30 Corporate Debt Securities NTT FINANCE CORP SR GLBL 144A 31 3538007PR116187GD960 62954WBE4 2031-11-01 5.011500 0.00 650000.00 646091.06 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDA1 2028-04-26 4.323000 0.00 50000.00 50465.90 Corporate Debt Securities NRG ENERGY INC 1LIEN GLBL 35 5E2UPK5SW04M13XY7I38 629377DB5 2035-10-15 5.407000 0.00 1000000.00 977340.61 Corporate Debt Securities SOCIETE GENERALE VR 011924-011928 O2RNE8IBXP4R0TD8PU41 83368RBU5 2028-01-19 5.322000 0.00 200000.00 201324.22 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II 48 144A NT4.6%27 635400WSLKBQWSOIIT41 74256LFA2 2027-08-19 4.600000 0.00 490000.00 501044.60 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT5.2%35 5493002F0SC4JTBU5137 863667BM2 2035-02-10 5.200000 0.00 1190000.00 1211812.70 Corporate Debt Securities WELLS FARGO & CO FR 4.611%042553 PBLD0EJDB5FWOLXP3B76 95000U2Z5 2053-04-25 4.611000 0.00 2000.00 1632.77 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 34 784F5XWPLTWKTBV3E584 38141GF25 2034-04-20 5.094000 0.00 231000.00 229769.12 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAV2 2032-07-21 5.240000 0.00 1000.00 1001.30 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAR1 2032-01-21 4.516000 0.00 359000.00 349290.65 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 26 9C1X8XOOTYY2FNYTVH06 369550AX6 2026-08-15 2.125000 0.00 50000.00 50435.93 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 30 353800CI5L6DDAN5XZ33 60687YDU0 2030-07-13 4.782000 0.00 211000.00 210390.42 Corporate Debt Securities MORGAN STANLEY FR 6.627%110134 IGJSJL3JD5P30I6NJZ34 61747YFJ9 2034-11-01 6.627000 0.00 260000.00 281758.75 Corporate Debt Securities WIND RIVER CLO LTD 2021-4R B-R 20350122 FLT N/A 97316UAL2 2035-01-22 5.483700 0.00 3535000.00 3546114.76 Asset-Backed Securities VICI PROPERTIES LP GLBL NT 5.75%34 254900X4QE7SGKQLLN38 925650AF0 2034-04-01 5.750000 0.00 857000.00 870272.07 Corporate Debt Securities WELLS FARGO & CO FR 5.557%072534 PBLD0EJDB5FWOLXP3B76 95000U3F8 2034-07-25 5.557000 0.00 130000.00 131490.60 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 N/A 92564RAE5 2030-08-15 4.125000 0.00 1431000.00 1389845.63 Corporate Debt Securities VERALTO CORP SR GLBL NT 32 635400FJE6GSOJUSNY27 92338CAP8 2032-01-15 4.850000 0.00 414000.00 413463.18 Corporate Debt Securities GENERATE CLO LTD 2021-9R B-R 20380120 FLT 549300OYEZ11WGJ2SS19 37147LAS8 2038-01-20 5.479200 0.00 3665000.00 3679345.55 Asset-Backed Securities GLENCORE FDG LLC GLBL 144A NT 30 213800STG1QDNBY87K49 378272BZ0 2030-04-01 5.186000 0.00 100000.00 102103.67 Corporate Debt Securities UNITED RENTALS NORTH AMER INC 1LIEN GLBL 29 NGIZXNT70J2LYT3FBI09 911365BQ6 2029-12-15 6.000000 0.00 5262000.00 5364380.98 Corporate Debt Securities UNITED AIRLINES PT CERT 2018-1 AA 20310901 3.5 N/A 909318AA5 2031-09-01 3.500000 0.00 3114000.00 1888035.97 Asset-Backed Securities PALMER SQUARE CLO LTD 2022-1R B-R 20381020 FLT N/A 69689QAQ8 2038-10-20 5.329200 0.00 3500000.00 3515940.29 Asset-Backed Securities PARK BLUE CLO 2023-3R A-2-R 20380420 FLT N/A 70019AAQ2 2038-04-20 5.409200 0.00 6749675.00 6762720.87 Asset-Backed Securities MORGAN STANLEY FR 3.622%040131 IGJSJL3JD5P30I6NJZ34 6174468P7 2031-04-01 3.622000 0.00 181000.00 174464.69 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.5%64 549300GHBMY8T5GXDE41 91324PFD9 2064-04-15 5.500000 0.00 315000.00 285885.95 Corporate Debt Securities COMMONSPIRIT HEALTH GLBL 2025A BD 55 4SXHN5XW08IBO0UG2V58 20268JBC6 2055-09-01 5.662000 0.00 1000.00 949.29 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 5%35 6VJJ5GQWIRDQ06DUXG89 20826FBL9 2035-01-15 5.000000 0.00 165000.00 162494.02 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT 54 HLYYNH7UQUORYSJQCN42 110122EK0 2054-02-22 5.550000 0.00 512000.00 490103.04 Corporate Debt Securities BRIGHTHOUSE FINL INC SR GLBL NT3.7%27 5493003T8SZSHOGGAW52 10922NAC7 2027-06-22 3.700000 0.00 449000.00 446053.81 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 57 784F5XWPLTWKTBV3E584 38145GAX8 2057-07-21 6.215000 0.00 158000.00 157263.15 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL DEB 28 2S72QS2UO2OESLG6Y829 362320BA0 2028-04-15 6.940000 0.00 541000.00 569296.70 Corporate Debt Securities GOLUB CAPITAL PART 2019-45MR A-2-R 20370720 FLT 254900SGGS5FSVUNJG17 381931AE4 2037-07-20 5.529200 0.00 3781603.00 3776495.87 Asset-Backed Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEX0 2036-04-22 5.572000 0.00 195000.00 199512.89 Corporate Debt Securities GOLUB CAPITAL PARTNERS 2024-73 A-2 20370810 FLT N/A 38179WAC8 2037-08-10 5.447700 0.00 4601308.00 4658996.20 Asset-Backed Securities FHLMC STACR REMIC TR 2023-DNA1 M-2 20430325 FLT 5493000IRILHAKSCHN59 35564KP94 2043-03-25 9.116700 0.00 222116.00 236201.24 Private Label Collateralized Mortgage Obligations NASDAQ INC CR SEN SR GLBL28 549300L8X1Q78ERXFD06 63111XAH4 2028-06-28 5.350000 0.00 98000.00 99711.49 Corporate Debt Securities ROCKFORD TOWER CLO 2018-2 D 20311020 FLT 5493001SZ764RMCNU069 77342KAG5 2031-10-20 7.090800 0.00 800000.00 804685.31 Asset-Backed Securities SYMPHONY CLO LTD 2022-33R A-R 20380125 FLT 254900K6DKU2R9SF7M98 87169JAL6 2038-01-25 5.035100 0.00 4000000.00 4008076.18 Asset-Backed Securities NRG ENERGY INC 1LIEN GLBL 30 5E2UPK5SW04M13XY7I38 629377DA7 2030-10-15 4.734000 0.00 4012000.00 3980541.91 Corporate Debt Securities KEMPER CORP SR GLBL NT2.4%30 549300FNI1JKTRY2PV09 488401AC4 2030-09-30 2.400000 0.00 205000.00 180352.85 Corporate Debt Securities JABIL INC SR GLBL NT 33 5493000CGCQY2OQU7669 46656PAD6 2033-02-01 4.750000 0.00 9000.00 8882.78 Corporate Debt Securities OCP CLO LTD 2017-14R B-1R 20370720 FLT 25490025Q5WQX513IQ05 67097QAS4 2037-07-20 5.429200 0.00 4634663.00 4647356.99 Asset-Backed Securities GARTNER INC SR GLBL 144A 30 PP55B5R38BFB8O8HH686 366651AE7 2030-10-01 3.750000 0.00 528000.00 487148.64 Corporate Debt Securities HUMANA INC SR GLBL NT 31 529900YLDW34GJAO4J06 444859CA8 2031-04-15 5.375000 0.00 897000.00 917134.41 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.864%30 8I5DZWZKVSZI1NUHU748 48128BAV3 2030-07-23 4.864000 0.00 130000.00 129989.72 Corporate Debt Securities KKR CLO LTD 2024-53 B 20380119 FLT 25490093V4SBSCAGOF34 48256RAE0 2038-01-19 5.552900 0.00 5000000.00 5026339.82 Asset-Backed Securities NEXTGEAR FLRPN MT OW TR 2026-1 A3 20310218 4.9 N/A 65341KCK0 2031-02-18 4.530000 0.00 2015000.00 1989206.66 Asset-Backed Securities NOMURA HLDGS INC SR GLBL NT 31 549300B3CEAHYG7K8164 65535HAX7 2031-07-14 2.608000 0.00 3187000.00 2822794.60 Corporate Debt Securities TOWD POINT MTR TR 2024-CES3 A2 20640525 FLT N/A 89183EAB7 2064-05-25 6.413000 0.00 2559000.00 2585619.15 Asset-Backed Securities TOWD POINT MTG TR 2020-2 M2 20600425 FLT N/A 89176UAF1 2060-04-25 3.750000 0.00 11349715.00 9090020.79 Private Label Collateralized Mortgage Obligations TOYOTA MTR CR CORP FR 4.7%011233 Z2VZBHUMB7PWWJ63I008 89236TKR5 2033-01-12 4.700000 0.00 200000.00 196720.11 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT6.2%40 NKNQHM6BLECKVOQP7O46 760759AK6 2040-03-01 6.200000 0.00 24000.00 26033.12 Corporate Debt Securities MORGAN STANLEY FR 5.424%072134 IGJSJL3JD5P30I6NJZ34 61747YFG5 2034-07-21 5.424000 0.00 123000.00 123379.66 Corporate Debt Securities NETFLIX INC. SR GLBL NT 28 549300Y7VHGU0I7CE873 64110LAS5 2028-04-15 4.875000 0.00 302000.00 308014.08 Corporate Debt Securities ROCKFORD TOWER CLO 2018-1 C 20310520 FLT 549300KPFGDIQ0PMP224 77342JAE3 2031-05-20 5.953500 0.00 5000000.00 5076635.30 Asset-Backed Securities US BANCORP FR 5.85%102133 N1GZ7BBF3NP8GI976H15 91159HJJ0 2033-10-21 5.850000 0.00 1000.00 1048.06 Corporate Debt Securities ROCKFORD TOWER CLO 2017-3 C 20301021 FLT 549300V5ZF7112UGSH89 77341DAG2 2030-10-21 5.790800 0.00 2250000.00 2252068.69 Asset-Backed Securities ORACLE CORP SR GLBL FL NT 28 1Z4GXXU7ZHVWFCD8TV52 68389XCX1 2028-08-03 4.386000 0.00 4970000.00 4962354.57 Corporate Debt Securities ORION CLO LTD 2024-4 B 20371020 FLT N/A 68626JAC3 2037-10-20 5.479200 0.00 2200000.00 2208413.25 Asset-Backed Securities ARES STRATEGIC INCOME FD SR GLBL NT 29 549300IANZJVZPTICV54 04020EAQ0 2029-01-15 4.850000 0.00 1610000.00 1583749.84 Corporate Debt Securities BANK OF NY MELLON CORP PERP SR GLBL -J WFLLPEPC7FZXENRZV188 064058AN0 2500-12-31 6.300000 0.00 41000.00 42610.68 Corporate Debt Securities APA CORPORATION GLBL NT 6.1%35 549300VCIWLRHYVSHC79 03743QAR9 2035-02-15 6.100000 0.00 260000.00 271980.22 Corporate Debt Securities ARES XXXIV CLO LTD 2015-34R4 B-R3 20380719 FLT 549300VDFIIXSFET0S73 04015GBF5 2038-07-19 5.449500 0.00 3175000.00 3191289.34 Asset-Backed Securities AUDAX SNR DEBT CLO LLC 2024-11 A-2 20360722 FLT 254900UUIC7XA5CMDN42 050922AG8 2036-07-22 5.633200 0.00 1108000.00 1111178.08 Asset-Backed Securities BANK OF AMER CORP FR 5.872%091534 9DJT3UXIJIZJI4WXO774 06051GLU1 2034-09-15 5.872000 0.00 1280000.00 1346704.78 Corporate Debt Securities BANK OF AMER CORP FR 2.972%020433 9DJT3UXIJIZJI4WXO774 06051GKK4 2033-02-04 2.972000 0.00 320000.00 291066.35 Corporate Debt Securities WESTERN MIDSTREAM OPER LP SR GLBL NT5.5%35 L6D8A6MLSY454J2JXJ60 958667AJ6 2035-12-15 5.500000 0.00 344000.00 337948.28 Corporate Debt Securities Y 2026-08-03 2026-08-07 2026-12-24 Y BNP Paribas SA 1.0000 7 N N N 0.0390 500000000.00 500000000.00 0.0013 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.850000% ARP1JMBV3 ZBUT11V806EZRVTWT807 0000782124 ARP1JMBV3 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities BIOCERES CROP SOLUTIONS CORP SHS 549300SBSSIZUVSY4U27 G1117K114 2500-12-31 N/A 0.00 281193.00 94227.77 Equities ART TECHNOLOGY ACQUISITION COR USD CL A ORD SHS N/A G0579E103 2500-12-31 N/A 0.00 52997.00 529440.03 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 23518.00 239413.24 Equities SOREN ACQUISITION CORP USD CL A ORD SHS N/A G8274J103 2500-12-31 N/A 0.00 10732.00 106890.72 Equities LAFAYETTE ACQUISITION CORP ORD SHS N/A G53426105 2500-12-31 N/A 0.00 13539.00 137014.68 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities X3 ACQUISITION CORP LTD ORD SHS CL A N/A G9831H101 2500-12-31 N/A 0.00 39178.00 389821.10 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities TITAN ACQUISITION CORP CL A N/A G8901A103 2500-12-31 N/A 0.00 66404.00 693257.76 Equities AUDDIA INC COM N/A 05072K404 2500-12-31 N/A 0.00 134160.00 140868.00 Equities AZUL S A SPONSORED ADS 549300Z0MWZ57Q9RR205 05501U601 2500-12-31 N/A 0.00 64184.00 561610.00 Equities BOLT BIOTHERAPEUTICS INC COM NEW 254900W0P77PQ6B8OY50 097702203 2500-12-31 N/A 0.00 6373.00 24727.24 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 159751.00 1849916.58 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities ENVERIC BIOSCIENCES INC COM SHS 549300CATCWKUQ6G5854 29405E505 2500-12-31 N/A 0.00 7483.00 10700.69 Equities TEUCRIUM COMMODITY TR HASHDEX BITCOIN 529900IXSLQKCNNNXE30 88634V100 2500-12-31 N/A 0.00 1732.00 127084.98 Equities TENON MEDICAL INC COM N/A 88066N303 2500-12-31 N/A 0.00 72449.00 14200.00 Equities PLAYSTUDIOS INC CLASS A COM N/A 72815G108 2500-12-31 N/A 0.00 174010.00 103205.33 Equities JERASH HLDGS US INC COM N/A 47632P101 2500-12-31 N/A 0.00 64481.00 296612.60 Equities NORTHERN LIGHTS FD TR TOEWS AGLTY DNYM 549300YHPIIJR6534P39 66538J738 2500-12-31 N/A 0.00 11339.00 245092.48 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 304.00 8512.00 Equities NETCAPITAL INC COM NEW N/A 64113L202 2500-12-31 N/A 0.00 78086.00 29001.14 Equities SOLESENCE INC COM N/A 630079101 2500-12-31 N/A 0.00 82071.00 67298.22 Equities MORGAN STANLEY ETF TRUST EATO VAN MU ETF 254900737U7EX2LHPU38 61774R882 2500-12-31 N/A 0.00 10416.00 546579.60 Equities OLENOX INDUSTRIES INC COM NEW 549300YU3PQ0R0U6EL17 78418A802 2500-12-31 N/A 0.00 5922.00 28544.04 Equities SSGA ACTIVE TR STATE STREET IG 984500C1B55G865B0079 78470P622 2500-12-31 N/A 0.00 30219.00 750186.68 Equities SPDR INDEX SHS FDS ST STR ACWI ETF 549300G7MRCS4D0PAR74 78463X848 2500-12-31 N/A 0.00 72759.00 2937280.83 Equities TSCAN THERAPEUTICS INC COM N/A 89854M101 2500-12-31 N/A 0.00 830520.00 627623.96 Equities MILUNA ACQUISITION CORP USD CL A ORD SHS N/A G6180J100 2500-12-31 N/A 0.00 10694.00 108544.10 Equities INSIGHT DIGITAL PARTNERS II CL A ORD N/A G4814G105 2500-12-31 N/A 0.00 25928.00 261354.24 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities INDIGO ACQUISITION CORP ORD SHS N/A G4791J106 2500-12-31 N/A 0.00 7603.00 78310.90 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 270.00 16647.23 Equities DBX ETF TR XTRACKERS MSCI 549300HHK8O56L87LZ06 233051218 2500-12-31 N/A 0.00 2773.00 107592.40 Equities ENGENE THERAPEUTICS INC COM N/A 29286X101 2500-12-31 N/A 0.00 1432336.00 2520911.36 Equities PIONEER PWR SOLUTIONS INC COM NEW N/A 723836300 2500-12-31 N/A 0.00 72111.00 214169.67 Equities OYSTER ENTERPRISES II ACQUISIT ORD SHS CL A N/A G6861F104 2500-12-31 N/A 0.00 10270.00 106191.80 Equities SCULLY ROYALTY LTD COM SHS 529900HPRN328AU1YQ13 G7T96K107 2500-12-31 N/A 0.00 13398.00 67659.90 Equities STELLAR V CAP CORP SHS CL A N/A G8475V103 2500-12-31 N/A 0.00 3576.00 37977.12 Equities SIDDHI ACQUISITION CORP CL A SHS N/A G8118C124 2500-12-31 N/A 0.00 26404.00 277242.00 Equities THAYER VENTURES ACQ CORP II CL A N/A G87890102 2500-12-31 N/A 0.00 24860.00 256803.80 Equities PROQR THRAPEUTICS N V SHS EURO 549300NGS2FJGGDBGS06 N71542109 2500-12-31 N/A 0.00 899704.00 1601473.12 Equities XSQUARE SER TR MUN INCOME ETF 5493000JSRY4R3A1Y464 98422R104 2500-12-31 N/A 0.00 2341.00 59695.50 Equities WALDENCAST PLC CLASS A ORD SHS N/A G9503X103 2500-12-31 N/A 0.00 331777.00 567338.67 Equities XSOLLA SPAC 1 USD CL A ORD SHS N/A G9833K102 2500-12-31 N/A 0.00 42276.00 418955.16 Equities HARVARD AVE ACQUISITION CORP USD CL A ORD SHS N/A G4330A103 2500-12-31 N/A 0.00 11088.00 112654.08 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 80360.00 54788644.40 Equities VANGUARD INDEX FDS MRNGSTR LRG CAP N/A 922908637 2500-12-31 N/A 0.00 31924.00 10894703.48 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 37960A792 2500-12-31 N/A 0.00 243.00 4661.13 Equities GLOBAL X FDS ADAPTIVE US 549300PPKE3TOQ1W5W15 37954Y574 2500-12-31 N/A 0.00 4846.00 250295.90 Equities GLOBAL X FDS LONG-TERM TREAS 529900QDE7VJY88TOZ66 37960A388 2500-12-31 N/A 0.00 220.00 9537.79 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities KENON HLDGS LTD SHS 254900N5LVBX92GMVN72 Y46717107 2500-12-31 N/A 0.00 26779.00 1785355.93 Equities BLUE GOLD LTD COM CL A 254900UE05R84PS7UH87 G1331C104 2500-12-31 N/A 0.00 122729.00 27061.74 Equities WPP PLC NEW ADR 549300LSGBXPYHXGDT93 92937A102 2500-12-31 N/A 0.00 6687.00 136816.02 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 93455.00 147658.90 Equities CREDICORP LTD COM 529900UYAEYQCQ2BKB17 G2519Y108 2500-12-31 N/A 0.00 69621.00 28006439.67 Equities SIZZLE ACQUISITION CORP. II USD CL A ORD SHS N/A G8193F109 2500-12-31 N/A 0.00 78390.00 813688.20 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 N/A 0.00 32254.00 326571.75 Equities FERRARI N V COM 549300RIVY5EX8RCON76 N3167Y103 2500-12-31 N/A 0.00 67025.00 26657853.25 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities ORIGIN INVT CORP I ORD SHS N/A G67751100 2500-12-31 N/A 0.00 12899.00 133504.65 Equities ISHARES TR NEW ZEALAND ETF 549300BBCVC1Z8Y7R424 464289123 2500-12-31 N/A 0.00 8596.00 406218.59 Equities ISHARES TR 0-5YR INVT GR CP 549300DQ0XBNCH5EKW50 46434V100 2500-12-31 N/A 0.00 29779.00 1494310.22 Equities ISHARES TR BBB RATED CORP 549300LLQ2RTRMS0KN04 46436E494 2500-12-31 N/A 0.00 4597.00 390309.66 Equities ISHARES TR IBONDS DEC 2033 52990083ELPZQ2A4WR80 46436E148 2500-12-31 N/A 0.00 6474.00 154372.53 Equities ISHARES TR ESG OPTI MIN ETF 549300Y778QYRG4XFZ15 46436E445 2500-12-31 N/A 0.00 422.00 12940.71 Equities VISTAGEN THERAPEUTICS INC COM N/A 92840H400 2500-12-31 N/A 0.00 1014604.00 244519.56 Equities ASTRAZENECA PLC ORD PY6ZZQWO2IZFZC3IOL08 G0593M107 2500-12-31 N/A 0.00 319766.00 54788706.44 Equities INFINITE EAGLE ACQUISITION COR CL A N/A G4802J103 2500-12-31 N/A 0.00 62776.00 642826.24 Equities LITHIUM ARGENTINA AG COM SHS 25490091H0GF6CS01G98 H5012F103 2500-12-31 N/A 0.00 1230572.00 7297291.96 Equities BLUEROCK ACQUISITION CORP USD CL A ORD SHS N/A G1352R105 2500-12-31 N/A 0.00 16140.00 163014.00 Equities KRAKACQUISITION CORPORATION CL A ORD SHS N/A G5315G106 2500-12-31 N/A 0.00 42500.00 424575.00 Equities SOHU COM LTD SPONSORED ADS N/A 83410S108 2500-12-31 N/A 0.00 54473.00 749548.48 Equities SUI GROUP HOLDINGS LIMITED COM NEW 984500E51QEF3TFD6766 59982U200 2500-12-31 N/A 0.00 36617.00 31856.79 Equities JANUS DETROIT STR TR HENDRSON AAA CL 549300N7UZ9PO4OVKA94 47103U845 2500-12-31 N/A 0.00 632971.00 32072640.57 Equities ISHARES TR CORE MSCI INTL 549300LRJOM3FVVFKB50 46435G326 2500-12-31 N/A 0.00 28949.00 2638701.35 Equities RINGCENTRAL INC CL A 549300C8EH0H1614VE84 76680R206 2500-12-31 N/A 0.00 136455.00 7297613.40 Equities NRX PHARMACEUTICALS INC COM NEW 5493003FN4CLS0670T77 629444209 2500-12-31 N/A 0.00 100986.00 315076.32 Equities SPDR SERIES TRUST ST STR FTSE ETF 5493002X18ZM866TLJ34 78464A490 2500-12-31 N/A 0.00 110610.00 4338124.20 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 N/A 0.00 43060.00 1934259.51 Equities QUEST RESOURCE HLDG CORP COM NEW 54930088J62L2GTB0F58 74836W203 2500-12-31 N/A 0.00 40991.00 52058.57 Equities MORGAN STANLEY ETF TRUST EATO VA ULTR ETF 254900V7QBF5XYWO0K24 61774R700 2500-12-31 N/A 0.00 47080.00 2397078.20 Equities ISHARES TR CYBERSECURITY 5493007TVD2WSTEKN665 46435U135 2500-12-31 N/A 0.00 102436.00 6110307.40 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 1492880.00 54788696.00 Equities FIRST TR EXCH TRADED FD III HORIZON MNGD ETF 549300DWE4QDWTZJV984 33739P871 2500-12-31 N/A 0.00 840.00 33090.54 Equities AMERICAN CENTY ETF TR AVAN TOTA EQ ETF 2549007PFEIDL73Z1167 02507A606 2500-12-31 N/A 0.00 1884.00 100892.34 Equities ANNOVIS BIO INC COM 549300IFBVI51FN3NJ32 03615A108 2500-12-31 N/A 0.00 25062.00 44359.74 Equities DIMENSIONAL ETF TRUST US MKTWIDE VALUE 549300304D4BUNFXYI39 25434V724 2500-12-31 N/A 0.00 5953.00 330212.91 Equities CYCLERION THERAPEUTICS INC COM N/A 23255M204 2500-12-31 N/A 0.00 187254.00 655389.00 Equities GUARDFORCE AI CO LTD SHS NEW 25490014E64X3SIYL889 G4236L138 2500-12-31 N/A 0.00 79372.00 25383.17 Equities BOYD GAMING CORP COM 254900787YGRYS2A1Z35 103304101 2500-12-31 N/A 0.00 27186.00 2366541.30 Equities BITWISE DOGECOIN ETF COM SHS BEN INT 5299006XIRGZLIYK4T27 09175Q102 2500-12-31 N/A 0.00 419.00 4856.21 Equities HARBOR ETF TRUST EME MAR EQU ETF 254900VWWVXMSTY61A94 41151J695 2500-12-31 N/A 0.00 126.00 3631.11 Equities SPDR SERIES TRUST ST STR DOW REIT 54930077YVRJPO64VF50 78464A607 2500-12-31 N/A 0.00 159081.00 18517028.40 Equities VANGUARD ADMIRAL FDS INC 500 GRTH IDX F N/A 921932505 2500-12-31 N/A 0.00 25713.00 2061154.08 Equities PUTNAM ETF TRUST FRANKLIN SHT TRM 254900AZCU6YVDGDES57 746729730 2500-12-31 N/A 0.00 75036.00 740605.32 Equities SATELLOS BIOSCIENCE INC COM 529900EN243BZ5QC9N39 80401L803 2500-12-31 N/A 0.00 57217.00 552716.22 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities TECK RESOURCES LTD CL B T8KI5SQ2JRWHL7XY0E11 878742204 2500-12-31 N/A 0.00 549566.00 34342379.34 Equities SSGA ACTIVE TR STATE STREET MY 984500A3C53D3F6DA578 78470P598 2500-12-31 N/A 0.00 938.00 23257.71 Equities HUYA INC ADS REP SHS A 549300WPEZ00T1MABE80 44852D108 2500-12-31 N/A 0.00 46741.00 115917.68 Equities NORTHERN LTS FD TR IV INSPIRE FIDELIS 549300KU6QBTDFVU2R86 66538H187 2500-12-31 N/A 0.00 5724.00 241495.56 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 6003.00 146713.32 Equities STATE STR SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 78462F103 2500-12-31 N/A 0.00 73870.00 54788640.30 Equities LIPOCINE INC NEW COM NEW 549300RXPEQXOJXVBI10 53630X203 2500-12-31 N/A 0.00 170294.00 359320.34 Equities LI AUTO INC SPONSORED ADS 2549003R73Q70J5H4I65 50202M102 2500-12-31 N/A 0.00 684932.00 9239732.68 Equities ADECOAGRO S A COM 529900Q00UR5LFELO811 L00849106 2500-12-31 N/A 0.00 724135.00 7357211.60 Equities ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 33176.00 54788173.44 Equities NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS N/A G6476A102 2500-12-31 N/A 0.00 95464.00 995689.52 Equities TIZIANA LIFE SCIENCES LTD COMMON SHARES 984500769407C5E46F42 G88912103 2500-12-31 N/A 0.00 29739.00 28846.83 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA 549300XOZW71TVF6E672 35473P660 2500-12-31 N/A 0.00 8968.00 309630.06 Equities FIDELITY COVINGTON TRUST METAVERSE ETF 549300TQXUXRFBANFP96 316092188 2500-12-31 N/A 0.00 3903.00 146826.57 Equities INVESCO EXCHANGE-TRADED FD TR GLOBAL EX US HGH 549300GTL6XXLFU4LC25 46138E669 2500-12-31 N/A 0.00 56430.00 1106028.00 Equities IMMUNOCORE HLDGS PLC ADS 213800IUE3DFS84BVN18 45258D105 2500-12-31 N/A 0.00 485136.00 16431556.32 Equities INVESCO EXCHANGE TRADED FD TR S&P500 PUR VAL 5493005UIJUTBBZG8B08 46137V258 2500-12-31 N/A 0.00 2053.00 245066.61 Equities MIND TECHNOLOGY INC COM NEW N/A 602566309 2500-12-31 N/A 0.00 13224.00 65458.80 Equities POWERBANK CORP COM SHS 9845003BC9DC8EG01A86 73933V100 2500-12-31 N/A 0.00 334284.00 168813.42 Equities ISHARES TR GLOBAL EQUITY 549300H3ZR8M6WBK8720 46434V316 2500-12-31 N/A 0.00 13438.00 792035.72 Equities PROSHARES TR ON-DEMAND ETF 549300Q204YT8L82XZ48 74347G523 2500-12-31 N/A 0.00 386.00 13516.21 Equities PACER FDS TR INDUSTRIAL RELET 549300D80VFTMRDM6S29 69374H766 2500-12-31 N/A 0.00 1722.00 72418.19 Equities ISHARES TR CORE 60 BALA ETF 549300ZG5FYWPWUAQ063 464289867 2500-12-31 N/A 0.00 20761.00 1421920.89 Equities PIMCO ETF TR ENHAN SHRT MA AC VOYE9Z80GB9431LFS645 72201R833 2500-12-31 N/A 0.00 14175.00 1428556.50 Equities UNIVERSAL ELECTRS INC COM 549300ZW9EULAR7T6F89 913483103 2500-12-31 N/A 0.00 38816.00 178165.44 Equities MOBILE INFRASTRUCTURE CORP COM SHS 254900BL5PV89M4T7T50 60739N101 2500-12-31 N/A 0.00 22033.00 38778.08 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 2126512.00 1437309.46 Equities ISHARES TR CHINA SM-CAP ETF 549300P5G20CVN24B747 46429B200 2500-12-31 N/A 0.00 7421.00 212982.70 Equities ESSEX PPTY TR INC COM 549300TR2H2VEFX0NC60 297178105 2500-12-31 N/A 0.00 9549.00 2691481.14 Equities VILLAGE FARMS INTL INC COM 529900TR69X5FFZ6K955 92707Y108 2500-12-31 N/A 0.00 574544.00 1143342.56 Equities CANTOR EQUITY PARTNERS IV INC SHS CL A N/A G1828E100 2500-12-31 N/A 0.00 60840.00 634561.20 Equities ALTSHARES TRUST MERGER ARBITRAGE 549300253RKVXL6EB213 02210T108 2500-12-31 N/A 0.00 1974.00 58461.79 Equities AMBEV SA SPONSORED ADR 549300TH5Q6VRP8OT012 02319V103 2500-12-31 N/A 0.00 2160124.00 6739586.88 Equities WEN ACQUISITION CORP COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 50516.00 521830.28 Equities VANECK ETF TRUST SEMICONDUCTR ETF 549300MJTG2N9QRH7I02 92189F676 2500-12-31 N/A 0.00 101667.00 54788346.30 Equities KANDI TECHNOLOGIES GROUP INC USD ORD SHS N/A G5214E103 2500-12-31 N/A 0.00 9172.00 6000.32 Equities FG IMPERII ACQUISITION CORP ORD SHS CL A N/A G3R41C102 2500-12-31 N/A 0.00 11434.00 113882.64 Equities M EVO GBL ACQUISITION CORP II ORD SHS CL A N/A G6071J102 2500-12-31 N/A 0.00 23410.00 233163.60 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities U HAUL HOLDING COMPANY COM 5493003WIDMLDHYC6Y24 023586100 2500-12-31 N/A 0.00 236879.00 16806565.05 Equities AMERICAN VANGUARD CORP COM 529900GWI78WZA5M9783 030371108 2500-12-31 N/A 0.00 355284.00 873998.64 Equities MARTIN MIDSTREAM PRTNRS L P UNIT L P INT N/A 573331105 2500-12-31 N/A 0.00 28031.00 66153.16 Equities MILESTONE PHARMACEUTICALS INC COM N/A 59935V107 2500-12-31 N/A 0.00 1756048.00 2019455.20 Equities MODULAR MED INC COM NEW N/A 60785L306 2500-12-31 N/A 0.00 6574.00 13608.18 Equities MEDICUS PHARMA LTD COM 984500563DE3E9558204 58471K202 2500-12-31 N/A 0.00 111589.00 29303.27 Equities ISHARES TR S&P SML 600 GWT 549300EFW54J0I4GU776 464287887 2500-12-31 N/A 0.00 34324.00 5940454.68 Equities ISHARES TR IBONDS DEC 2036 529900R89HE7YDVEL018 46438G158 2500-12-31 N/A 0.00 2635.00 64509.81 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 464286822 2500-12-31 N/A 0.00 11144.00 859313.84 Equities STMICROELECTRONICS N V NY REGISTRY 213800Z8NOHIKRI42W10 861012102 2500-12-31 N/A 0.00 1032580.00 54788694.80 Equities AMERICAN DRIVE ACQUISITION CO USD CL A ORD SHS N/A G0R91M105 2500-12-31 N/A 0.00 6704.00 67576.32 Equities CHAMPIONSGATE ACQUISITION CORP SHS CL A N/A G2124S108 2500-12-31 N/A 0.00 4520.00 46872.40 Equities DEUTSCHE BK AG NAMEN AKT 7LTWFZYICNSX8D621K86 D18190898 2500-12-31 N/A 0.00 53611.00 1985215.33 Equities BTC DEV CORP ORD SHS CL A N/A G0701G109 2500-12-31 N/A 0.00 39498.00 398139.84 Equities PIONEER ACQUISITION I CORP CL A ORD SHS N/A G7117W107 2500-12-31 N/A 0.00 26326.00 270368.02 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1836.00 46441.62 Equities LAFAYETTE DIGITAL ACQUISITION ORD CLASS A N/A G5345D107 2500-12-31 N/A 0.00 20950.00 209081.00 Equities CRANE HBR ACQUISITION CORP II ORD SHS CL A N/A G25014104 2500-12-31 N/A 0.00 44518.00 450967.34 Equities ALPS GROUP INC ORD SHS N/A G0231P108 2500-12-31 N/A 0.00 80617.00 35874.57 Equities TORTOISE CAPITAL SERIES TRUST NORTH AMRCN PIPE 254900VTPHLD0IPOJQ55 890930308 2500-12-31 N/A 0.00 7305.00 312580.95 Equities FIRST TR EXCHANGE-TRADED FD II NASDAQ CYB ETF 5493006DCP7IS1162940 33734X846 2500-12-31 N/A 0.00 14688.00 1322213.76 Equities FIRST TR EXCHANGE TRADED FD VI NASDAQ BK ETF 549300ZS47H4OX133554 33738R860 2500-12-31 N/A 0.00 6341.00 268249.66 Equities FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM 549300IEDB7KPSY32N93 33738R829 2500-12-31 N/A 0.00 148.00 5317.77 Equities FLEXSHARES TR QLT DIV DEF IDX 549300Z60HVOAIFFJE65 33939L845 2500-12-31 N/A 0.00 7199.00 640084.69 Equities FIDELITY COVINGTON TRUST MSCI INFO TECH I 549300Q9FB9YGVO3MI74 316092808 2500-12-31 N/A 0.00 149091.00 40412606.46 Equities CREATIVE MED TECHNOLOGY HLDGS COM NEW N/A 22529Y408 2500-12-31 N/A 0.00 40583.00 31017.59 Equities COMTECH TELECOMMUNICATIONS CP COM NEW 529900FTEZ8MGM0Y8F73 205826209 2500-12-31 N/A 0.00 167764.00 285198.80 Equities BASSETT FURNITURE INDS INC COM N/A 070203104 2500-12-31 N/A 0.00 52738.00 1021535.06 Equities BIORESTORATIVE THERAPIES INC COM NEW N/A 090655606 2500-12-31 N/A 0.00 505347.00 113955.75 Equities ALEANNA INC COM CL A N/A 01444V103 2500-12-31 N/A 0.00 123511.00 345830.80 Equities ALLARITY THERAPEUTICS INC COM N/A 016744500 2500-12-31 N/A 0.00 4270.00 5252.10 Equities FIDELITY COMWLTH TR NASDAQ COMPSIT UC2JB80KJWF0GZ07KP49 315912808 2500-12-31 N/A 0.00 26253.00 2593796.40 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities INVESCO ACTIVELY MANAGED EXCHA S&P500 DOWNSID 549300B1M2WL5GZ9N663 46090A705 2500-12-31 N/A 0.00 7678.00 312912.28 Equities MARCHEX INC CL B N/A 56624R108 2500-12-31 N/A 0.00 12450.00 21663.00 Equities ISHARES TR SELECT DIVID ETF 549300NTKYSVK7SH3145 464287168 2500-12-31 N/A 0.00 3069.00 496963.17 Equities INSPIREMD INC COM 549300OQ16IJ5DIS5D30 45779A846 2500-12-31 N/A 0.00 233456.00 157536.11 Equities ODYSSEY MARINE EXPL INC COM NEW 549300KNVIY6EZIJ2221 676118201 2500-12-31 N/A 0.00 12671.00 8207.01 Equities INVENTIVA SA ADS 969500I9Y690B3FZW590 46124U107 2500-12-31 N/A 0.00 776848.00 3589037.76 Equities INOVIO PHARMACEUTICALS INC COM SHS 529900B9W875XDZXTM97 45773H409 2500-12-31 N/A 0.00 2755420.00 1807555.52 Equities MELCO RESORTS AND ENTMNT LTD ADR 529900NRV6LBR3T6B421 585464100 2500-12-31 N/A 0.00 1772844.00 10211581.44 Equities LITE STRATEGY INC COM 529900A43X33ON524197 55279B301 2500-12-31 N/A 0.00 29341.00 28965.44 Equities TELEKOMUNIKASI IND SPONSORED ADR 529900M5SQZAOKV1PC81 715684106 2500-12-31 N/A 0.00 125129.00 1821878.24 Equities TAL ED GROUP SPONSORED ADS 5493003PJZS0EC085V72 874080104 2500-12-31 N/A 0.00 590715.00 7289423.10 Equities TIDAL TRUST I FREE MARKETS ETF 254900A8ZJTCKXW4V079 886364140 2500-12-31 N/A 0.00 496.00 10748.32 Equities ACCURAY INC DEL COM 549300G28LY4TZKZJG51 004397105 2500-12-31 N/A 0.00 2577252.00 734516.82 Equities ALIGOS THERAPEUTICS INC COM NEW 549300UU2UJIKJYX0S67 01626L204 2500-12-31 N/A 0.00 30041.00 129777.12 Equities ALDEYRA THERAPEUTICS INC COM 529900HGKY864E4Y9014 01438T106 2500-12-31 N/A 0.00 1445206.00 2312329.60 Equities ALAMOS GOLD INC COM CL A 894500GIHFJZW7YS9660 011532108 2500-12-31 N/A 0.00 1273636.00 36171262.40 Equities TARGET CORP COM 8WDDFXB5T1Z6J0XC1L66 87612E106 2500-12-31 N/A 0.00 294129.00 42504581.79 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities TRAEGER INC COM NEW N/A 89269P202 2500-12-31 N/A 0.00 1388.00 85264.84 Equities TIDAL TRUST I RPAR RISK PARI 549300P6SPNYGRUISQ43 886364603 2500-12-31 N/A 0.00 23162.00 505862.71 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1440144.00 2203420.32 Equities BNY MELLON ETF TRUST II MUN OPPTYS ETF 254900T8K7UWT0H4Q779 05613H803 2500-12-31 N/A 0.00 13609.00 336354.60 Equities RISKIFIED LTD SHS CL A 894500GU19M0O0BYWM49 M8216R109 2500-12-31 N/A 0.00 904190.00 4737955.60 Equities T ROWE PRICE EXCHANGE-TRADED GLOBA EQUIT ETF 254900QYQ4UUIZGC6P89 87283Q727 2500-12-31 N/A 0.00 762.00 22178.77 Equities DEFINITIVE HEALTHCARE CORP CLASS A COM N/A 24477E103 2500-12-31 N/A 0.00 341506.00 244893.95 Equities EXPENSIFY INC COM CL A N/A 30219Q106 2500-12-31 N/A 0.00 1134556.00 2098928.60 Equities ENSYSCE BIOSCIENCES INC COM NEW N/A 293602504 2500-12-31 N/A 0.00 75276.00 19345.93 Equities ETF OPPORTUNITIES TRUST KING TACT BD ETF 549300A8K9NR1TW02282 26923N702 2500-12-31 N/A 0.00 16.00 368.56 Equities GOLDMAN SACHS ETF TR INDIA EQUITY ETF 984500B92F857BC1XC39 38149W481 2500-12-31 N/A 0.00 10393.00 255615.83 Equities VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD N/A 92206C409 2500-12-31 N/A 0.00 696480.00 54788599.20 Equities ADLAI NORTYE LTD SPONSORED ADS 54930009TDXE4YQVKU60 00704R109 2500-12-31 N/A 0.00 309416.00 4022408.00 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities ALPS ETF TR OSHS GBL INTER 549300R6V1BEN08RW638 00162Q361 2500-12-31 N/A 0.00 1029.00 47651.03 Equities ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 300300GO8QHPMV87NZ73 00215W100 2500-12-31 N/A 0.00 58244.00 2025143.88 Equities EUPRAXIA PHARMACEUTICALS INC COM 254900ABKL5YBZMSYH45 29842P105 2500-12-31 N/A 0.00 193573.00 1267903.15 Equities TCW ETF TRUST TRANSFRM 500 ETF 549300F6FFQ1X4A2WV72 29287L106 2500-12-31 N/A 0.00 10417.00 910278.09 Equities ESS TECH INC COM NEW N/A 26916J205 2500-12-31 N/A 0.00 106246.00 80598.22 Equities CENTERRA GOLD INC COM 549300K0HXTMP5JJ0E62 152006102 2500-12-31 N/A 0.00 52248.00 957183.36 Equities CLARUS CORP NEW COM 549300PKSLI6PT0ULL72 18270P109 2500-12-31 N/A 0.00 243397.00 781304.37 Equities LUFAX HOLDING LTD SPONSORED ADR 254900TYH7RTK8E9NH16 54975P201 2500-12-31 N/A 0.00 515995.00 820432.05 Equities INVESCO QQQ TR UNIT SER 1 549300VY6FEJBCIMET58 46090E103 2500-12-31 N/A 0.00 80152.00 54787899.60 Equities HF FOODS GROUP INC COM 54930040ARMFXM6CL697 40417F109 2500-12-31 N/A 0.00 207285.00 310927.50 Equities LLOYDS BANKING GROUP PLC SPONSORED ADR 549300PPXHEU2JF0AM85 539439109 2500-12-31 N/A 0.00 8766192.00 54788700.00 Equities FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF 549300JOTP3OPVVFZL06 33738R605 2500-12-31 N/A 0.00 1857.00 129746.92 Equities FIRST TR EXCHANGE-TRADED FD IV INTER GOVT ETF 5493000G9GN9OLNUML64 33738D838 2500-12-31 N/A 0.00 32094.00 637194.28 Equities STANDARD BIOTOOLS INC COM 549300GX8Y96GSB6YP89 34385P108 2500-12-31 N/A 0.00 3294128.00 2955821.05 Equities FINVOLUTION GROUP SPONSORED ADS 3003000RAVUT809U6P08 31810T101 2500-12-31 N/A 0.00 23451.00 114675.39 Equities FIRST TR EXCHANGE-TRADED FD II UTILITIES ALPH 549300ZG55GZ71RZK378 33734X184 2500-12-31 N/A 0.00 8431.00 411854.35 Equities WISDOMTREE TR INTK MLTIFACTR 5493008WED0ED5IK6W75 97717Y774 2500-12-31 N/A 0.00 2285.00 77120.58 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US L 549300FOX56PTJLI2612 808524771 2500-12-31 N/A 0.00 19190.00 608323.00 Equities SEQUANS COMMUNICATIONS S A SPONSORED ADS 969500G8ZIY1D601KJ66 817323405 2500-12-31 N/A 0.00 10800.00 26784.00 Equities WISDOMTREE TR BLMBG US BULL 549300INNPS8UK4A8998 97717W471 2500-12-31 N/A 0.00 531.00 14044.95 Equities NANO DIMENSION LTD SPONSORD ADS NEW 529900VO8AZA0A4ZUM77 63008G203 2500-12-31 N/A 0.00 72644.00 111871.76 Equities CYPHERPUNK TECHNOLOGIES INC COM NEW 549300T31SMMJ2DDLI13 52187K200 2500-12-31 N/A 0.00 724068.00 452976.94 Equities PRIMORIS SVCS CORP COM 549300UF3OLBJ8D5K349 74164F103 2500-12-31 N/A 0.00 482148.00 41295976.20 Equities HADRON ENERGY INC COMMON STOCK N/A 40500A108 2500-12-31 N/A 0.00 150663.00 227501.13 Equities HWH INTL INC COM NEW N/A 44852G309 2500-12-31 N/A 0.00 5368.00 7515.20 Equities LISTED FDS TR ALEX PRA TAC ETF 5493007SSD1LO6II5S51 53656F425 2500-12-31 N/A 0.00 10980.00 438843.15 Equities LOMA NEGRA C I A S A MTN 144A SPONSORED ADS 529900VKOQQJ8U9DDK92 54150E104 2500-12-31 N/A 0.00 381396.00 4519542.60 Equities SIFY TECHNOLOGIES LTD SPONSORED ADR 335800SEJMWAEEAXLR21 82655M206 2500-12-31 N/A 0.00 65422.00 953852.76 Equities SCAGE FUTURE SPONSORED ADS N/A 80590A105 2500-12-31 N/A 0.00 268164.00 80717.36 Equities MFS ACTIVE EXCHANGE TRADED FUN BLEND MARKE ETF 254900VCRNL9VU2B2205 55286W884 2500-12-31 N/A 0.00 3413.00 87423.99 Equities LOUISIANA PAC CORP COM 549300C7E2UAO5BVRR75 546347105 2500-12-31 N/A 0.00 19717.00 1417849.47 Equities SEMTECH CORP COM 549300J7WUY317SW6O61 816850101 2500-12-31 N/A 0.00 8138.00 932696.18 Equities OKTA INC CL A 549300N8J06I8MRHU620 679295105 2500-12-31 N/A 0.00 134402.00 18872728.84 Equities LUXEXPERIENCE BV SPONSORED ADS N/A 55406W103 2500-12-31 N/A 0.00 4092.00 32899.68 Equities PMV PHARMACEUTICALS INC COM N/A 69353Y103 2500-12-31 N/A 0.00 364817.00 412243.21 Equities BARK INC COM NEW N/A 68622E203 2500-12-31 N/A 0.00 79374.00 700872.42 Equities INVESCO EXCHANGE TRADED FD TR S&P 500 TOP 50 549300DP0UAL3FIOBB50 46137V233 2500-12-31 N/A 0.00 4356.00 261926.28 Equities CARING BRANDS INC COM N/A 14216J109 2500-12-31 N/A 0.00 13634.00 21269.04 Equities CEMEX SAB DE CV SPON ADR NEW 549300RIG2CXWN6IV731 151290889 2500-12-31 N/A 0.00 856752.00 10221051.36 Equities ALLOT LTD SHS 5493008MLSB5KCVNRK06 M0854Q105 2500-12-31 N/A 0.00 389480.00 2924994.80 Equities RAVE RESTAURANT GROUP INC COM N/A 754198109 2500-12-31 N/A 0.00 31931.00 98986.10 Equities VIOMI TECHNOLOGY CO LTD SPONSORED ADS N/A 92762J103 2500-12-31 N/A 0.00 220441.00 166565.22 Equities SEGALL BRYANT & HAMILL TR SEGALL BRYANT 5493000N5VSVLJMO6F95 81580H449 2500-12-31 N/A 0.00 1028.00 39989.20 Equities NUSHARES ETF TR NUVE MUN INC ETF 254900W0WH2J1NCK8I36 67092P714 2500-12-31 N/A 0.00 5372.00 133225.60 Equities VIRTUS ETF TR II VIRTUS EM MKTS 254900U3W79KCUKN3848 92790A793 2500-12-31 N/A 0.00 357.00 9469.89 Equities WEIBO CORP SPONSORED ADR 549300Q9ID4640FE0422 948596101 2500-12-31 N/A 0.00 1387.00 11262.44 Equities NORTHERN FDS TAX-EXEMPT BD 254900H10OQJQWTG5Q74 665162194 2500-12-31 N/A 0.00 4162.00 211658.51 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 961184.00 54787488.00 Equities VICTORY PORTFOLIOS II VICTORYSHS EMERG 549300KFJKPEO1ORBS50 92647N543 2500-12-31 N/A 0.00 2565.00 153947.71 Equities VICTORY PORTFOLIOS II VCSHS US SMCP HG 549300GMUN0Q3JBDN646 92647N873 2500-12-31 N/A 0.00 142.00 9497.90 Equities VANECK ETF TRUST BRAZIL SMALL CAP 549300ZD9CS886VZLI44 92189F825 2500-12-31 N/A 0.00 6807.00 111090.24 Equities ARTELO BIOSCIENCES INC COM N/A 04301G706 2500-12-31 N/A 0.00 53908.00 40711.32 Equities ATLASSIAN CORPORATION CL A 549300V7ZY5P02D2MY38 049468101 2500-12-31 N/A 0.00 62258.00 6108754.96 Equities APARTMENT INVT & MGMT CO CL A 549300O8FT5GJ4RU1D57 03748R747 2500-12-31 N/A 0.00 1423630.00 3786855.80 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36570.00 266595.30 Equities SILVER PEGASUS ACQUISITION COR SHS CL A N/A G8192J102 2500-12-31 N/A 0.00 20017.00 207175.95 Equities Y 2026-08-03 2026-08-07 2026-09-08 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0385 1093000000.00 1093000000.00 0.0028 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.130000% ARP1JOCM8 ZBUT11V806EZRVTWT807 0000782124 ARP1JOCM8 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ATLX TRUST 2024-RPL2 M-2 20630425 FLT N/A 049919AD5 2063-04-25 3.850000 0.00 3988300.00 2919241.50 Private Label Collateralized Mortgage Obligations ARIS WTR HLDGS LLC SR GLBL 144A 30 L6D8A6MLSY454J2JXJ60 04041NAA0 2030-04-01 7.250000 0.00 3024000.00 3227869.68 Corporate Debt Securities AXIS SPECIALTY FINANCE LLC SR GLBL NT3.9%29 N/A 05463HAB7 2029-07-15 3.900000 0.00 106000.00 103108.67 Corporate Debt Securities ATMOS ENERGY CORP SR NT 5.5%41 QVLWEGTD2S8GJMO8D383 049560AK1 2041-06-15 5.500000 0.00 39000.00 38288.55 Corporate Debt Securities AUTOZONE INC SR GLBL NT 4%30 GA3JGKJ41LJKXDN23E90 053332AZ5 2030-04-15 4.000000 0.00 69000.00 67639.86 Corporate Debt Securities AVANTOR FDG INC SR GLBL 144A 29 5493003VM0XB4U8YD238 05352TAB5 2029-11-01 3.875000 0.00 5000.00 4821.14 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.975%031430 WFLLPEPC7FZXENRZV188 06406RBV8 2030-03-14 4.975000 0.00 75000.00 76814.45 Corporate Debt Securities QUEST DIAGNOSTICS INC SR GLBL NT4.6%27 8MCWUBXQ0WE04KMXBX50 74834LBE9 2027-12-15 4.600000 0.00 215000.00 216646.42 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC 1LIEN GLBL NT 30 549300KJYBG7C6WJYZ11 785592AX4 2030-05-15 4.500000 0.00 159000.00 158053.95 Corporate Debt Securities WELLS FARGO & CO FR 4.844%052032 PBLD0EJDB5FWOLXP3B76 95000U4J9 2032-05-20 4.844000 0.00 1434000.00 1430118.80 Corporate Debt Securities SIERRA PAC PWR CO SR GLBL NT5.9%54 QB888G5GSVGE1LD1WV84 826418BQ7 2054-03-15 5.900000 0.00 25000.00 24571.72 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 48 54930036C8MWP850MI84 655844BY3 2048-02-28 4.150000 0.00 60000.00 47431.05 Corporate Debt Securities ROAD MI PPTY OWNER I LLC 1LIEN GLBL 45 N/A 74941YAA0 2045-03-30 7.500000 0.00 32374000.00 31331557.20 Corporate Debt Securities WPP 2025 LLC SR GLBL NT6.5%36 254900UMZIGDZHNI6216 92944AAA1 2036-03-30 6.500000 0.00 74000.00 73475.83 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 40 BD 53 5BANEF6PGSEK0SNMQF44 744448CY5 2053-04-01 5.250000 0.00 1118000.00 1003449.72 Corporate Debt Securities SEATTLE CHILDRENS HOSPITAL SR GLBL -2021 27 549300WXE9O4DQMMXS47 81257VAA9 2027-10-01 1.208000 0.00 5000.00 4830.58 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR GLBL 144A 46 549300B9WLO96RQCXP87 84615QAG8 2046-07-15 6.600000 0.00 35440000.00 31739945.87 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR 144A NT 31 549300B9WLO96RQCXP87 84615QAA1 2031-07-15 5.350000 0.00 55040000.00 53722418.84 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 33 549300GHBMY8T5GXDE41 91324PER9 2033-02-15 5.350000 0.00 347000.00 360109.47 Corporate Debt Securities SOUTHERN CO GLBL 2023B NT 28 549300FC3G3YU2FBZD92 842587DQ7 2028-06-15 4.850000 0.00 23000.00 23228.33 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 29 5493002F0SC4JTBU5137 863667BE0 2029-09-11 4.250000 0.00 100000.00 100368.78 Corporate Debt Securities UNUM GROUP SR NT 5.75%42 549300E32YFDO6TZ8R31 91529YAJ5 2042-08-15 5.750000 0.00 95000.00 94124.47 Corporate Debt Securities ENEL FIN INTL N.V. SR REGS NT 28 0YQH6LCEF474UTUV4B96 N30706VD9 2028-07-12 2.125000 0.00 250000.00 238277.88 Corporate Debt Securities SOUTH BOW USA INFRASTRUCTURE H SR GLBL NT 54 254900Z1WAY7QFQ7O850 83007CAH5 2054-10-01 6.176000 0.00 19000.00 17969.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 28 549300GHBMY8T5GXDE41 91324PDP4 2028-12-15 3.875000 0.00 36000.00 35647.61 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL NT 54 549300B2FTG34FILDR98 90353TAQ3 2054-09-15 5.350000 0.00 138000.00 124553.43 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2009A 39 9R1Z5I36FERIBVKW4P77 842400FL2 2039-03-15 6.050000 0.00 2000.00 2042.87 Corporate Debt Securities GLENCORE FDG LLC SR REGS NT 31 213800STG1QDNBY87K49 U37818BB3 2031-04-27 2.850000 0.00 5000.00 4569.71 Corporate Debt Securities BANCO GENERAL S A SR GLBL REGS 27 549300B5C08LGDFB7205 P12651AB4 2027-08-07 4.125000 0.00 208000.00 210262.52 Corporate Debt Securities UNITED AIR PASS THRU TR 2019-2 B 20291101 3.5 N/A 90932KAA7 2029-11-01 3.500000 0.00 10000.00 2897.27 Asset-Backed Securities UNITEDHEALTH GROUP INC SR GLBL NT 52 549300GHBMY8T5GXDE41 91324PEK4 2052-05-15 4.750000 0.00 65000.00 54268.36 Corporate Debt Securities HONEYWELL AEROSPACE INC SR REGS NT4.6%33 213800ZUAQRBYL67JS90 U43781AF7 2033-03-16 4.600000 0.00 2000.00 1972.38 Corporate Debt Securities CUSHMAN & WAKEFIELD U S BRRWR SR SEC GLBL 28 549300870CMN3WI5IF97 U1272MAA5 2028-05-15 6.750000 0.00 4000.00 4057.00 Corporate Debt Securities BAYER US FIN II LLC SR REGS NT 38 529900XWNEXYNJ3X6T40 U07265AG3 2038-06-25 4.625000 0.00 200000.00 177873.00 Corporate Debt Securities ROYAL CARIBBEAN CRUISES LTD SR GLBL NT 36 K2NEH8QNVW44JIWK7Z55 78017TAB9 2036-01-15 5.375000 0.00 3818000.00 3715787.90 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP 4.875%49 32SXKSJ72K64GM3HOU64 92277GAQ0 2049-04-15 4.875000 0.00 265000.00 226533.70 Corporate Debt Securities TOYOTA MTR CR CORP FR 5.45%111027 Z2VZBHUMB7PWWJ63I008 89236TKL8 2027-11-10 5.450000 0.00 3000.00 3075.52 Corporate Debt Securities 3M CO FR 3.625%101547 LUZQVYP4VS22CLWDAR65 88579YAZ4 2047-10-15 3.625000 0.00 25000.00 18002.34 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR SEC 144A NT34 529900IKZG65COT1D505 806851AN1 2034-06-01 5.000000 0.00 1385000.00 1372387.27 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT3.8%32 5493000M6Z4XFIP6PF03 775109CH2 2032-03-15 3.800000 0.00 224000.00 209727.96 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 35 2S72QS2UO2OESLG6Y829 92344GAX4 2035-09-15 5.850000 0.00 3000.00 3121.95 Corporate Debt Securities WELLTOWER INC SR GLBL NT 35 T6IZ0MBEG5ACZDTR7D06 95041AAG3 2035-07-01 5.125000 0.00 73000.00 72437.23 Corporate Debt Securities 3M CO FR 4%091448 LUZQVYP4VS22CLWDAR65 88579YBD2 2048-09-14 4.000000 0.00 39000.00 29947.02 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.45%062929 Z2VZBHUMB7PWWJ63I008 89236TKD6 2029-06-29 4.450000 0.00 32000.00 31963.38 Corporate Debt Securities SALESFORCE INC SR GLBL NT5.2%33 RCGZFPDMRW58VJ54VR07 79466LAT1 2033-03-15 5.200000 0.00 88000.00 88551.17 Corporate Debt Securities WESTERN MIDSTREAM OPER LP CR SEN SR GLBL50 L6D8A6MLSY454J2JXJ60 958667AA5 2050-02-01 5.250000 0.00 67000.00 57715.81 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 50 RIMU48P07456QXSO0R61 666807BU5 2050-05-01 5.250000 0.00 8000.00 7285.64 Corporate Debt Securities HEALTHPEAK OP LLC SR GLBL NT 41 PZ9HF5U52KPF0MH0QN75 40414LAE9 2041-02-01 6.750000 0.00 90000.00 99893.70 Corporate Debt Securities REPUBLIC SVCS INC GLBL NT 5%33 NKNQHM6BLECKVOQP7O46 760759BH2 2033-12-15 5.000000 0.00 94000.00 94228.32 Corporate Debt Securities SAN DIEGO GAS & ELEC CO 1M GLBL SSS BD48 KNIRVXKVNJJ4P8OTMS63 797440BW3 2048-05-15 4.150000 0.00 20000.00 15420.42 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 43 RIMU48P07456QXSO0R61 666807BH4 2043-06-01 4.750000 0.00 60000.00 53236.00 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT5.1%35 54930036C8MWP850MI84 655844CV8 2035-05-01 5.100000 0.00 75000.00 74968.50 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT 54 549300WR7IX8XE0TBO16 49456BBA8 2054-08-01 5.950000 0.00 1562000.00 1544505.60 Corporate Debt Securities TRANSCANADA PIPELINES LTD SR NT 5%43 5BV01I6231JPDAPMGH09 89352HAL3 2043-10-16 5.000000 0.00 55000.00 50491.28 Corporate Debt Securities UNION PAC CORP SR GLBL NT2.8%32 549300LMMRSZZCZ8CL11 907818FX1 2032-02-14 2.800000 0.00 99000.00 90411.64 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 32 QMPJLLDULY5C1M8PNY21 906548CT7 2032-03-15 2.150000 0.00 5000.00 4384.11 Corporate Debt Securities JELD-WEN HLDG INC SR GLBL 144A 32 529900AXX7CT9GZSCS30 47580PAA1 2032-09-01 7.000000 0.00 6000.00 3812.44 Corporate Debt Securities PACIFICORP 1M GLBL BD 33 SGY07Y7FNYBNLM6Z1M11 695114DP0 2033-04-15 5.450000 0.00 50000.00 51074.25 Corporate Debt Securities TYSON FOODS INC SR GLBL NT5.7%34 WD6L6041MNRW1JE49D58 902494BM4 2034-03-15 5.700000 0.00 25000.00 25977.08 Corporate Debt Securities PEPSICO INC SR GLBL NT4.6%30 FJSUNZKFNQ5YPJ5OT455 713448GB8 2030-02-07 4.600000 0.00 90000.00 92082.90 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT6.5%37 549300PDHUGWPWGOT525 494550AV8 2037-02-01 6.500000 0.00 3881000.00 4256215.08 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29 549300CRGMZK3K53BF92 035240AQ3 2029-01-23 4.750000 0.00 50000.00 50197.28 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 30 5493003NUVITP3TMY274 055451BD9 2030-09-08 5.250000 0.00 86000.00 89106.68 Corporate Debt Securities APPLOVIN CORP SR GLBL NT 29 549300LLVXMUAOL3SQ07 03831WAB4 2029-12-01 5.125000 0.00 14000.00 14153.88 Corporate Debt Securities CATERPILLAR INC SR GLBL DB5.3%35 WRJR7GS4GTRECRRTVX92 149123BL4 2035-09-15 5.300000 0.00 103000.00 106498.11 Corporate Debt Securities CNH INDUSTRIAL CAPITAL LLC SR GLBL NT4.5%30 549300PNSJ5B81UMVO28 12592BAV6 2030-10-16 4.500000 0.00 200000.00 198449.00 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 5%34 549300C3HATU4Q460S18 04636NAN3 2034-02-26 5.000000 0.00 56894000.00 57738180.53 Corporate Debt Securities BAT CAPITAL CORP SR GLBL NT 27 2138005GYEXN7XRHFA84 05526DBB0 2027-08-15 3.557000 0.00 89000.00 89582.21 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN 1LIEN 29 N/A 24703TAG1 2029-10-01 5.300000 0.00 9615000.00 9894956.75 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT6.7%32 ZUE8T73ROZOF6FLBAR73 254709AS7 2032-11-29 6.700000 0.00 75000.00 81503.92 Corporate Debt Securities SALESFORCE INC SR NT 3.7%28 RCGZFPDMRW58VJ54VR07 79466LAF1 2028-04-11 3.700000 0.00 20000.00 19958.51 Corporate Debt Securities HIH TR 2024-61P D 20411015 FLT N/A 40444VAG6 2041-10-15 7.316400 0.00 11575000.00 9591928.76 Private Label Collateralized Mortgage Obligations CAPITAL ONE FINL CORP SR GLBL NT 27 ZUE8T73ROZOF6FLBAR73 14040HDB8 2027-10-29 7.149000 0.00 5000.00 5120.85 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP SR GLBL NT5.2%32 549300CJHBL7JBUA6503 11120VAN3 2032-04-01 5.200000 0.00 1831000.00 1855413.33 Corporate Debt Securities TARGET CORP SR GLBL NT 30 8WDDFXB5T1Z6J0XC1L66 87612EBK1 2030-09-15 2.650000 0.00 15000.00 13962.47 Corporate Debt Securities TOYOTA MTR CR CORP FR 1.9%011327 Z2VZBHUMB7PWWJ63I008 89236TJV8 2027-01-13 1.900000 0.00 5000.00 4951.00 Corporate Debt Securities REALTY INCOME CORP SR GLBL NT 54 549300CUWDAUZSH43859 756109CQ5 2054-09-01 5.375000 0.00 1374000.00 1303892.79 Corporate Debt Securities QUEST DIAGNOSTICS INC SR GLBL NT 5%34 8MCWUBXQ0WE04KMXBX50 74834LBG4 2034-12-15 5.000000 0.00 75000.00 73930.42 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT4.3%28 Z15BMIOX8DDH0X2OBP21 824348BU9 2028-08-15 4.300000 0.00 90000.00 91142.80 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT3.4%41 2S72QS2UO2OESLG6Y829 92343VGK4 2041-03-22 3.400000 0.00 15000.00 11343.50 Corporate Debt Securities S&P GLOBAL INC SR GLBL NT4.5%48 Y6X4K52KMJMZE7I7MY94 78409VAN4 2048-05-15 4.500000 0.00 95000.00 77208.40 Corporate Debt Securities VODAFONE GROUP PLC GLBL NT 5.75%54 213800TB53ELEUKM7Q61 92857WCA6 2054-06-28 5.750000 0.00 5128000.00 4644844.11 Corporate Debt Securities UNICREDIT S.P.A FR 3.127%060332 549300TRUWO2CD2G5692 904678AY5 2032-06-03 3.127000 0.00 1284000.00 1178747.88 Corporate Debt Securities TOWD PT MTG TR 2018-3 B1 20580525 FLT N/A 89175MAG8 2058-05-25 3.645000 0.00 1923000.00 1545746.77 Private Label Collateralized Mortgage Obligations TRANSCANADA PIPELINES LTD SR NT 7.25%38 5BV01I6231JPDAPMGH09 89352HAE9 2038-08-15 7.250000 0.00 90000.00 104026.55 Corporate Debt Securities CHEVRON USA INC GLBL NT 4.95%47 VA8TZDWPEZYU430RZ444 166756AW6 2047-08-15 4.950000 0.00 3000.00 2787.91 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 50 549300EJG376EN5NQE29 126650DL1 2050-04-01 4.250000 0.00 6479000.00 4969695.35 Corporate Debt Securities CENOVUS ENERGY INC SR NT 5.4%36 254900LJGL2N2XEMD470 15135UBB4 2036-03-20 5.400000 0.00 1268000.00 1263714.16 Corporate Debt Securities COMM MORTGAGE TRUST 2024-277P A 20440811 FLT N/A 12654FAA8 2044-08-11 6.338000 0.00 1250000.00 1293760.83 Private Label Collateralized Mortgage Obligations THE CAMPBELLS COMPANY SR GLBL NT5.2%27 5493007JDSMX8Z5Z1902 134429BM0 2027-03-19 5.200000 0.00 109000.00 111526.26 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT5.3%33 549300EJG376EN5NQE29 126650DY3 2033-06-01 5.300000 0.00 408000.00 411253.12 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 47 CCU46N3GJMF4OK4N7U60 14149YBM9 2047-06-15 4.368000 0.00 5000.00 4003.31 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD6.3%38 0NIFZ782LS46WOC9QK20 144141CY2 2038-04-01 6.300000 0.00 99000.00 106861.59 Corporate Debt Securities BX TR 2025-VLT6 B 20420317 FLT N/A 12433KAC1 2042-03-17 5.568900 0.00 7535000.00 7525461.32 Private Label Collateralized Mortgage Obligations CARLISLE COS INC SR GLBL NT 40 XR64VGX1ZPX6G7ZN7Z11 142339AM2 2040-09-15 5.550000 0.00 50000.00 49401.33 Corporate Debt Securities BX COMMERCIAL MTG TR 2024-AIRC B 20410815 FLT N/A 12433CAC9 2041-08-15 5.817000 0.00 47351000.00 40538833.66 Private Label Collateralized Mortgage Obligations CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27 2IGI19DL77OX0HC3ZE78 13607PHU1 2027-09-11 4.579800 0.00 2000.00 2014.06 Corporate Debt Securities CATERPILLAR INC SR GLBL DEB 36 WRJR7GS4GTRECRRTVX92 149123BN0 2036-08-15 6.050000 0.00 800000.00 877461.78 Corporate Debt Securities CHASE HOME LEN MTG TR 2026-6 A-3 20570425 FLT 529900DTD2GIPXJ5V810 161940AC5 2057-04-25 5.500000 0.00 1824670.00 1774328.26 Private Label Collateralized Mortgage Obligations CB RICHARD ELLIS SVCS INC SR GLBL NT 34 549300CTE3HOMEUMM603 12505BAG5 2034-08-15 5.950000 0.00 44000.00 46330.07 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 44 0NIFZ782LS46WOC9QK20 26442RAB7 2044-03-30 4.375000 0.00 31000.00 25951.75 Corporate Debt Securities ERP OPER LTD PARTNERSHIP GLBL NT 4.65%34 DX5HQV5MLU50FEWZ5072 26884ABP7 2034-09-15 4.650000 0.00 492000.00 479550.76 Corporate Debt Securities EQUINIX INC SR GLBL NT2.5%31 549300EVUN2BTLJ3GT74 29444UBS4 2031-05-15 2.500000 0.00 8000.00 7129.26 Corporate Debt Securities DISCOVERY GLOBAL HOLDINGS INC 2LIEN NT3.755%27 549300DXR29GD4N0A520 254948AN2 2027-03-15 3.755000 0.00 4000.00 4026.74 Corporate Debt Securities ENTERGY TEXAS INC 1M GLBL BD 54 LWXX58X12AJXISQ28573 29365TAP9 2054-09-15 5.550000 0.00 77000.00 72373.58 Corporate Debt Securities ERP OPER LTD PARTNERSHIP SR GLBL NT 3%29 DX5HQV5MLU50FEWZ5072 26884ABL6 2029-07-01 3.000000 0.00 59000.00 56405.18 Corporate Debt Securities ENTERGY MISSISSIPPI LLC 1M GLBL BD 36 54930043I78H35DVVW89 29366WAH9 2036-04-15 5.050000 0.00 49000.00 48226.79 Corporate Debt Securities EVERGY INC SR GLBL NT2.9%29 549300PGTHDQY6PSUI61 30034WAB2 2029-09-15 2.900000 0.00 70000.00 66766.39 Corporate Debt Securities ENBRIDGE INC GLBL NT 6.7%53 98TPTUM4IVMFCZBCUR27 29250NBZ7 2053-11-15 6.700000 0.00 5595000.00 5964127.02 Corporate Debt Securities ENERGY TRANSFER L P JR SB GLBL FL 66 MTLVN9N7JE8MIBIJ1H73 29273RBA6 2066-11-01 6.942300 0.00 4000.00 4046.55 Corporate Debt Securities LAUDER ESTEE COS INC SR GLBL NT 45 549300VFZ8XJ9NUPU221 29736RAG5 2045-06-15 4.375000 0.00 2000.00 1641.28 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT 29 5493004LGN656HWLDA30 29379VBV4 2029-07-31 3.125000 0.00 26000.00 24925.16 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL NT5.4%35 2549009GW3Z3DQCB8H87 30212PBL8 2035-02-15 5.400000 0.00 27000.00 27005.13 Corporate Debt Securities ENBRIDGE INC SR GLBL NT4.9%30 98TPTUM4IVMFCZBCUR27 29250NCJ2 2030-06-20 4.900000 0.00 67000.00 67341.07 Corporate Debt Securities ENTERGY MISSISSIPPI LLC 1M GLBL BD 5%33 54930043I78H35DVVW89 29366WAD8 2033-09-01 5.000000 0.00 5000.00 5041.22 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5%45 54930042348RKR3ZPN35 25179MAU7 2045-06-15 5.000000 0.00 67000.00 58317.40 Corporate Debt Securities LOWES COS INC SR GLBL NT 52 WAFCR4OKGSC504WU3E95 548661EJ2 2052-04-01 4.250000 0.00 80000.00 60818.93 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT5.9%63 DPRBOZP0K5RM2YE8UU08 539830BY4 2063-11-15 5.900000 0.00 4000.00 3973.46 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 1.935%041428 ACMHD8HWFMFUIQQ8Y590 55608KAX3 2028-04-14 1.935000 0.00 350000.00 345170.44 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD4.4%32 1HNPXZSMMB7HMBMVBS46 694308KC0 2032-03-01 4.400000 0.00 5000.00 4875.77 Corporate Debt Securities BLUE OWL CR INCOME CORP SR GLBL NT 28 5493003I42XBWPE05N35 69120VBB6 2028-06-13 7.950000 0.00 15346000.00 15985928.20 Corporate Debt Securities MSCI INC SR GLBL NT 36 549300HTIN2PD78UB763 55354GAS9 2036-03-15 5.150000 0.00 85000.00 82424.97 Corporate Debt Securities ORACLE CORP SR GLBL NT4.9%33 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 2033-02-06 4.900000 0.00 753000.00 708964.14 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 53 DPRBOZP0K5RM2YE8UU08 539830BS7 2053-06-15 4.150000 0.00 99000.00 75538.27 Corporate Debt Securities ING GROEP N.V. SR GLBL NT 34 549300NYKK9MWM7GGW15 456837BH5 2034-09-11 6.114000 0.00 262000.00 279188.95 Corporate Debt Securities INTERSTATE PWR & LT CO SR GLBL DB3.1%51 EF9UQIIO4KY2BWOK3P26 461070AT1 2051-11-30 3.100000 0.00 90000.00 55893.30 Corporate Debt Securities PECO ENERGY CO 1M GLBL BD4.8%43 YH65D4JBECK76IFEJ279 693304AR8 2043-10-15 4.800000 0.00 23000.00 20400.62 Corporate Debt Securities ORACLE CORP SR GLBL NT 33 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 2033-05-04 5.350000 0.00 1354000.00 1307414.50 Corporate Debt Securities SIRIUSPOINT LTD SR GLBL NT 7%29 549300OGXFI85N3YZZ51 82969BAA0 2029-04-05 7.000000 0.00 114000.00 121119.93 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 5%35 DPRBOZP0K5RM2YE8UU08 539830CM9 2035-08-15 5.000000 0.00 80000.00 80946.84 Corporate Debt Securities SMUCKER J M CO GLBL NT 5.9%28 5493000WDH6A0LHDJD55 832696AW8 2028-11-15 5.900000 0.00 85000.00 88230.47 Corporate Debt Securities INTERSTATE PWR & LT CO 4.1%28 EF9UQIIO4KY2BWOK3P26 461070AP9 2028-09-26 4.100000 0.00 21000.00 21062.92 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT 31 ISRPG12PN4EIEOEMW547 438516CF1 2031-09-01 1.750000 0.00 30000.00 26056.85 Corporate Debt Securities LOWES COS INC SR GLBL NT3.7%46 WAFCR4OKGSC504WU3E95 548661DN4 2046-04-15 3.700000 0.00 42000.00 30779.05 Corporate Debt Securities PACIFICORP 1M GLBL BD6.1%36 SGY07Y7FNYBNLM6Z1M11 695114CB2 2036-08-01 6.100000 0.00 17000.00 17825.52 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD6.1%29 1HNPXZSMMB7HMBMVBS46 694308KL0 2029-01-15 6.100000 0.00 8000.00 8234.33 Corporate Debt Securities SIXTH STREET SPECIALTY LENDING SR GLBL NT 30 549300TX61566GJWCN05 83012AAD1 2030-08-15 5.625000 0.00 69000.00 69923.05 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR GLBL 144A 56 549300B9WLO96RQCXP87 84615QAJ2 2056-07-15 6.650000 0.00 6961000.00 6142075.09 Corporate Debt Securities OMNICOM GROUP INC GLBL NT 5.3%34 HKUPACFHSSASQK8HLS17 681919BG0 2034-11-01 5.300000 0.00 2320000.00 2292484.80 Corporate Debt Securities ORACLE CORP SR GLBL NT4.1%61 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 2061-03-25 4.100000 0.00 5000.00 2988.35 Corporate Debt Securities LOEWS CORP SR GLBL NT3.2%30 R8V1FN4M5ITGZOG7BS19 540424AT5 2030-05-15 3.200000 0.00 5000.00 4750.83 Corporate Debt Securities SEMPRA 3.4%28 PBBKGKLRK5S5C0Y4T545 816851BG3 2028-02-01 3.400000 0.00 8000.00 7983.60 Corporate Debt Securities LOWES COS INC SR GLBL NT 53 WAFCR4OKGSC504WU3E95 548661ER4 2053-07-01 5.750000 0.00 8000.00 7500.65 Corporate Debt Securities BLOCK INC SR GLBL 144A 30 549300OHIIUWSTIZME52 852234AT0 2030-08-15 5.625000 0.00 4000.00 4084.43 Corporate Debt Securities MPLX LP SR GLBL NT 5%33 5493000CZJ19CK4P3G36 55336VBV1 2033-03-01 5.000000 0.00 92000.00 92083.11 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL TT NT 27 225YDZ14ZO8E1TXUSU86 571903BV4 2027-07-15 4.200000 0.00 60000.00 59938.00 Corporate Debt Securities ORACLE CORP SR GLBL NT4.8%32 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 2032-09-26 4.800000 0.00 564000.00 528263.08 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 55 1HNPXZSMMB7HMBMVBS46 694308KV8 2055-03-01 6.150000 0.00 2456000.00 2371648.68 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC 1LIEN NT 4.55%41 549300SP2X2BS1KERD24 68233JAT1 2041-12-01 4.550000 0.00 65000.00 57014.32 Corporate Debt Securities HP INC SR GLBL NT 6%41 WHKXQACZ14C5XRO8LW03 428236BR3 2041-09-15 6.000000 0.00 98000.00 98865.01 Corporate Debt Securities SEQUOIA MORTGAGE TRUST 2026-2 A-CH67 20560325 FLT N/A 81750FBL1 2056-03-25 0.670000 0.00 1210500.00 971592.93 Private Label Collateralized Mortgage Obligations NORFOLK SOUTHN CORP GLBL NT 5.05%30 54930036C8MWP850MI84 655844CR7 2030-08-01 5.050000 0.00 125000.00 129485.00 Corporate Debt Securities NEWS CORP NEW SR GLBL 144A 32 549300ITS31QK8VRBQ14 65249BAB5 2032-02-15 5.125000 0.00 1000000.00 988461.94 Corporate Debt Securities SIMON PPTY GROUP LP 3.375%27 MR92GTD0MJTTTTQDVG45 828807DE4 2027-12-01 3.375000 0.00 80000.00 79298.80 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 32 5493002QQ7GD21OWF963 67077MBF4 2032-03-12 5.250000 0.00 10404000.00 10686269.19 Corporate Debt Securities NUTRIEN LTD SR GLBL NT4.5%27 5493002QQ7GD21OWF963 67077MBE7 2027-03-12 4.500000 0.00 282000.00 287240.97 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 28 N/A 822905AS4 2028-11-13 3.875000 0.00 110000.00 109576.04 Corporate Debt Securities MASCO CORP SR GLBL NT 2%31 5GCSNMQXHEYA1JO8QN11 574599BQ8 2031-02-15 2.000000 0.00 62000.00 55007.16 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 5.033%011530 ACMHD8HWFMFUIQQ8Y590 55608KAP0 2030-01-15 5.033000 0.00 96000.00 96462.42 Corporate Debt Securities PMT LN TR 2025-J5 A-5 20570125 FLT N/A 69392KAE6 2057-01-25 5.500000 0.00 7445100.00 6446928.69 Private Label Collateralized Mortgage Obligations MAYO CLINIC -2016 SINK BD 52 5493001OHMD58DCY4635 578454AD2 2052-11-15 4.128000 0.00 76000.00 59503.79 Corporate Debt Securities MARS INC SR GLBL 144A 45 54930073HKEO6GZBSS03 571676BB0 2045-05-01 5.650000 0.00 1110000.00 1081611.75 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 29 BD 30 1HNPXZSMMB7HMBMVBS46 694308JM0 2030-07-01 4.550000 0.00 499684.00 491180.21 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 31 1HNPXZSMMB7HMBMVBS46 694308LC9 2031-11-15 5.050000 0.00 95000.00 94881.83 Corporate Debt Securities OTIS WORLDWIDE CORP SR GLBL NT 35 549300ZLBKR8VSU25153 68902VAS6 2035-09-04 5.131000 0.00 3000.00 3006.09 Corporate Debt Securities SEQUOIA MORTGAGE TRUST 2021-4 A-1 20510625 FLT N/A 81748WAA4 2051-06-25 2.500000 0.00 2350000.00 1302439.19 Private Label Collateralized Mortgage Obligations MASSACHUSETTS ELEC CO SR GLBL 144A 30 549300XN8GZY5U5O1B96 575634AU4 2030-11-24 1.729000 0.00 5000.00 4373.14 Corporate Debt Securities SEQUOIA MTG TR 2018-7 B-1 20480925 FLT N/A 81747WEE3 2048-09-25 4.251300 0.00 1500000.00 1077821.27 Private Label Collateralized Mortgage Obligations OBX TR 2026-NQM1 A-3 20651125 FLT 25490068H0VHV68K7086 67123HAK9 2065-11-25 5.171000 0.00 3474000.00 3160424.27 Private Label Collateralized Mortgage Obligations OAK ST INV GD NET LS FD 2020-1 A-1 20501120 1.8 N/A 67181DAA9 2050-11-20 1.850000 0.00 911000.00 616181.46 Private Label Collateralized Mortgage Obligations CARNIVAL UK LTD SR GLBL DEB 27 F1OF2ZSX47CR0BCWA982 693070AD6 2027-06-01 7.875000 0.00 2000.00 2072.85 Corporate Debt Securities LXP INDUSTRIAL TRUST SR GLBL NT 31 549300S4MH2ICXDBFV43 529537AA0 2031-10-01 2.375000 0.00 5000.00 4413.98 Corporate Debt Securities SERVICENOW INC SR GLBL NT 33 549300HJTQM36M0E1G39 81762PAH5 2033-05-15 5.050000 0.00 35000.00 34890.14 Corporate Debt Securities NORTHWELL HEALTHCARE INC SR GLBL 2019A 49 54930073NUTKK4QD3P47 667274AD6 2049-11-01 3.809000 0.00 90000.00 64893.83 Corporate Debt Securities LOWES COS INC SR GLBL NT 4%28 WAFCR4OKGSC504WU3E95 548661EU7 2028-10-15 4.000000 0.00 2000.00 1996.62 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 36 549300VSGCJ7E698NM85 808513CL7 2036-11-14 4.914000 0.00 55000.00 53288.43 Corporate Debt Securities LAM RESEARCH CORP SR GLBL NT1.9%30 549300I4GMO6D34U1T02 512807AV0 2030-06-15 1.900000 0.00 3448000.00 3100916.66 Corporate Debt Securities LOCKHEED MARTIN CORP GLBL B NT4.09%52 DPRBOZP0K5RM2YE8UU08 539830BN8 2052-09-15 4.090000 0.00 98000.00 75341.53 Corporate Debt Securities LOEWS CORP SR NT 4.125%43 R8V1FN4M5ITGZOG7BS19 540424AR9 2043-05-15 4.125000 0.00 70000.00 57274.58 Corporate Debt Securities MF1 LLC 2024-FL16 A 20391118 FLT N/A 55287EAA5 2039-11-18 5.210600 0.00 18000000.00 18057312.92 Private Label Collateralized Mortgage Obligations LOWES COS INC SR GLBL NT 5%40 WAFCR4OKGSC504WU3E95 548661DV6 2040-04-15 5.000000 0.00 5000.00 4718.96 Corporate Debt Securities LOWES COS INC SR GLBL NT 31 WAFCR4OKGSC504WU3E95 548661EA1 2031-04-01 2.625000 0.00 91000.00 83184.92 Corporate Debt Securities LAD AUTO RECEIVABLES TR 2024-2 A-3 20280815 5.6 N/A 505920AC2 2028-08-15 5.610000 0.00 10000.00 1127.92 Asset-Backed Securities NORTHERN STS PWR CO MINN 1M GLBL BD3.4%42 3S1GHB0TEH85KX44SB51 665772CJ6 2042-08-15 3.400000 0.00 81000.00 61820.64 Corporate Debt Securities M & T BK CORP GLBL NT 5.053%34 549300WYXDDBYRASEG81 55261FAR5 2034-01-27 5.053000 0.00 214000.00 209181.03 Corporate Debt Securities SEMPRA SR NT 6%39 PBBKGKLRK5S5C0Y4T545 816851AP4 2039-10-15 6.000000 0.00 2072000.00 2124103.89 Corporate Debt Securities GOLUB CAP BDC INC SR GLBL NT 27 2549005WE0QLGK9APF78 38173MAC6 2027-02-15 2.050000 0.00 3000.00 2973.46 Corporate Debt Securities LONG TRUST 2026-ISL A 20430615 FLT N/A 54300CAA5 2043-06-15 5.376400 0.00 3795850.00 3798326.78 Private Label Collateralized Mortgage Obligations M & T BK CORP FR 7.413%103029 549300WYXDDBYRASEG81 55261FAS3 2029-10-30 7.413000 0.00 71000.00 76174.66 Corporate Debt Securities HYUNDAI CAP AMER FR 4.75%061829 549300RIPPWJB5Z0FK07 44891AEN3 2029-06-18 4.750000 0.00 100000.00 99960.36 Corporate Debt Securities LIFE MORTGAGE TRUST 2022-BMR2 A-1 20380517 FLT N/A 53218DAA6 2038-05-17 4.971600 0.00 75970944.00 71390625.70 Private Label Collateralized Mortgage Obligations OKLAHOMA GAS & ELEC CO SR GLBL NT5.9%56 549300VJ8YXGPO8EV472 678858CA7 2056-04-01 5.900000 0.00 98000.00 97407.75 Corporate Debt Securities PECO ENERGY CO 1M GLBL BD 55 YH65D4JBECK76IFEJ279 693304BJ5 2055-09-15 5.650000 0.00 98000.00 94238.22 Corporate Debt Securities M & T BK CORP FR 5.385%011636 549300WYXDDBYRASEG81 55261FAV6 2036-01-16 5.385000 0.00 20000.00 19676.08 Corporate Debt Securities INTERSTATE PWR & LT CO SR DEB 6.25%39 EF9UQIIO4KY2BWOK3P26 461070AG9 2039-07-15 6.250000 0.00 15000.00 15614.07 Corporate Debt Securities ING GROEP N.V. SR GLBL NT 36 549300NYKK9MWM7GGW15 456837BS1 2036-03-25 5.525000 0.00 312000.00 317546.58 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 36 CFGNEKW0P8842LEUIA51 693475CC7 2036-01-29 5.575000 0.00 62000.00 62455.68 Corporate Debt Securities LOWES COS INC SR GLBL NT 31 WAFCR4OKGSC504WU3E95 548661EV5 2031-03-15 4.250000 0.00 89000.00 87953.85 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC 6.35%28 549300UTE50ZMDBG8A20 413875AF2 2028-02-01 6.350000 0.00 1000.00 1050.42 Corporate Debt Securities INTEL CORP SR GLBL NT 56 KNX4USFCNGPY45LOCE31 458140CU2 2056-05-15 6.125000 0.00 1487000.00 1413768.97 Corporate Debt Securities P & L DEVELOPMENT LLC/ PLD FI SR SEC PIK 29 N/A 69306RAB2 2029-05-15 12.000000 0.00 366.00 349.27 Corporate Debt Securities IHS MARKIT LTD SR GLBL NT 29 549300HLPTRASHS0E726 44962LAJ6 2029-05-01 4.250000 0.00 3000.00 2906.90 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 5%34 549300BX44RGX6ANDV88 42824CBV0 2034-10-15 5.000000 0.00 185000.00 180262.56 Corporate Debt Securities OHIO PWR CO SR GLBL O NT4%49 06ZODLC132CY1O2Y7D77 677415CR0 2049-06-01 4.000000 0.00 3000.00 2205.50 Corporate Debt Securities ORL TRUST MT TR 2024-GLKS A 20391215 FLT N/A 67120DAA3 2039-12-15 5.168900 0.00 9411568.00 9444953.43 Private Label Collateralized Mortgage Obligations HOLCIM FINANCE US LLC SR GLBL NT5.4%35 529900FB2F1WKLFNGY62 43475RAT3 2035-04-07 5.400000 0.00 11009000.00 11189107.24 Corporate Debt Securities IMPERIAL TOB FIN PLC SR GLBL 144A 35 2138008L3B3MCG1DFS50 45262BAK9 2035-07-01 5.625000 0.00 200000.00 199397.50 Corporate Debt Securities HCA INC. SR GLBL NT3.5%30 L3CJ6J7LJ2DX62FTXD46 404119CA5 2030-09-01 3.500000 0.00 95000.00 91039.77 Corporate Debt Securities NUTRIEN LTD SR GLBL NT5.8%53 5493002QQ7GD21OWF963 67077MBB3 2053-03-27 5.800000 0.00 184000.00 178911.99 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 36 549300B3CEAHYG7K8164 65535HCM9 2036-07-14 5.545000 0.00 4000000.00 3950603.33 Corporate Debt Securities SMUCKER J M CO GLBL NT 6.2%33 5493000WDH6A0LHDJD55 832696AX6 2033-11-15 6.200000 0.00 51000.00 54365.43 Corporate Debt Securities SOCIEDAD QUIMICA Y MINERA DE SUB 144A NT 56 TJ88LXZZW5PWIN93ZC81 833636AQ6 2056-04-22 5.625000 0.00 700000.00 692103.12 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL 72 DB 53 UMI46YPGBLUE4VGNNT48 65339KCQ1 2053-02-28 5.250000 0.00 662000.00 585878.28 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 5%32 UMI46YPGBLUE4VGNNT48 65339KCJ7 2032-07-15 5.000000 0.00 52000.00 51860.24 Corporate Debt Securities NORTHWESTERN UNIV AMRTZ 2015 BD 48 OBWWNZE695DUK77DTI34 668444AN2 2048-12-01 3.868000 0.00 145000.00 112567.37 Corporate Debt Securities HONDA MOTOR CO LTD GLBL NT 2.967%32 549300P7ZYCQJ36CCS16 438127AC6 2032-03-10 2.967000 0.00 21000.00 18988.43 Corporate Debt Securities HOME DEPOT INC SR GLBL NT5.3%54 QEKMOTMBBKA8I816DO57 437076DF6 2054-06-25 5.300000 0.00 539000.00 490829.57 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 40 RIMU48P07456QXSO0R61 666807BT8 2040-05-01 5.150000 0.00 30000.00 29104.05 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT4.4%30 RIMU48P07456QXSO0R61 666807BS0 2030-05-01 4.400000 0.00 21000.00 20951.70 Corporate Debt Securities NORTHERN STS PWR CO MINN 1M GLBL BD 35 3S1GHB0TEH85KX44SB51 665772CA5 2035-07-15 5.250000 0.00 4000.00 3953.89 Corporate Debt Securities SEMPRA SR GLBL NT 4%48 PBBKGKLRK5S5C0Y4T545 816851BJ7 2048-02-01 4.000000 0.00 1192000.00 886287.76 Corporate Debt Securities ROYAL BK CDA VR 101824-101828 ES7IP3U3RHIGC71XBU11 78017FZU0 2028-10-18 4.522000 0.00 2000.00 2009.30 Corporate Debt Securities PARKER-HANNIFIN CORP FR 4.45%112144 5493002CONDB4N2HKI23 70109HAN5 2044-11-21 4.450000 0.00 4840000.00 4109367.04 Corporate Debt Securities OLYMPIC TOWER MTG TR 2017-OT C 20390512 FLT N/A 68162MAJ1 2039-05-12 3.945300 0.00 5000000.00 4713743.53 Private Label Collateralized Mortgage Obligations REGENCY CTRS L P SR GLBL NT4.4%47 5493008PTR2GAOYBXW28 75884RAW3 2047-02-01 4.400000 0.00 65000.00 54603.25 Corporate Debt Securities WELLS FARGO & CO FR 5.433%012347 PBLD0EJDB5FWOLXP3B76 95000U4F7 2047-01-23 5.433000 0.00 500000.00 463138.67 Corporate Debt Securities WP CAREY INC GLBL NT 5.375%34 54930042CRNE713E3Q67 92936UAM1 2034-06-30 5.375000 0.00 20000.00 19998.78 Corporate Debt Securities TYSON FOODS INC SR GLBL NT 36 WD6L6041MNRW1JE49D58 902494BN2 2036-02-20 4.950000 0.00 265000.00 258986.49 Corporate Debt Securities WELLS FARGO & CO FR 4.078%091529 PBLD0EJDB5FWOLXP3B76 95000U4A8 2029-09-15 4.078000 0.00 100000.00 100104.58 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV5 A-12 20520125 FLT N/A 90355DAV5 2052-01-25 3.000000 0.00 11166300.00 7018791.76 Private Label Collateralized Mortgage Obligations WELLS FARGO COML MTG 2025-NYCH A 20420616 FLT N/A 95004KAA9 2042-06-16 5.418700 0.00 10031000.00 10011272.00 Private Label Collateralized Mortgage Obligations SIMON PPTY GROUP LP SR GLBL NT2.2%31 MR92GTD0MJTTTTQDVG45 828807DM6 2031-02-01 2.200000 0.00 74000.00 66903.40 Corporate Debt Securities WESTPAC NZ LIMITED FR 4.902%021528 549300MW73M5PK1PNG73 96122FAA5 2028-02-15 4.902000 0.00 456000.00 468491.51 Corporate Debt Securities WASTE MGMT INC DEL SR GLBL NT 34 549300YX8JIID70NFS41 94106LBW8 2034-02-15 4.875000 0.00 87000.00 88079.60 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 30 N/A 893574AP8 2030-05-15 3.250000 0.00 6000.00 5701.75 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT3.5%28 MYF1DAS6G5WY7PRWCU78 904764BC0 2028-03-22 3.500000 0.00 110000.00 109849.48 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 37 HCHV7422L5HDJZCRFL38 883556DF6 2037-10-07 4.894000 0.00 50000.00 48834.38 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT2.3%31 549300VSGCJ7E698NM85 808513BS3 2031-05-13 2.300000 0.00 3000.00 2686.36 Corporate Debt Securities FIELDSTONE MTG INV 2006-3 M4 20361125 FLT N/A 316599AJ8 2036-11-25 4.317800 0.00 7200000.00 3587.10 Asset-Backed Securities FEDEX CORP SR GLBL NT 50 549300E707U7WNPZN687 31428XCA2 2050-05-15 5.250000 0.00 3000.00 2704.06 Corporate Debt Securities FIELDSTONE MTG INV 2006-1 M4 20360525 FLT N/A 31659TFD2 2036-05-25 4.588900 0.00 8861000.00 4606.62 Asset-Backed Securities FLORIDA PWR & LT CO 1M GLBL BD 40 A89MY1K3YLIGJMYWVX50 341081FC6 2040-03-01 5.690000 0.00 90000.00 92515.35 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 39 A89MY1K3YLIGJMYWVX50 341081FB8 2039-04-01 5.960000 0.00 4256000.00 4469253.97 Corporate Debt Securities JOHNSON & JOHNSON SR GLBL NT4.5%40 549300G0CFPGEF6X2043 478160AV6 2040-09-01 4.500000 0.00 96000.00 90713.28 Corporate Debt Securities KROGER CO SR GLBL NT6.9%38 6CPEOKI6OYJ13Q6O7870 501044CK5 2038-04-15 6.900000 0.00 327000.00 366788.27 Corporate Debt Securities LKQ CORP SR GLBL NT 33 DS830JTTZQN6GK0I2E41 501889AF6 2033-06-15 6.250000 0.00 150000.00 154421.42 Corporate Debt Securities IBM INTL CAP PTE LTD GLBL NT 4.6%29 2549007KTXQQBYZO7485 449276AC8 2029-02-05 4.600000 0.00 115000.00 117012.37 Corporate Debt Securities KIRBY CORP SR GLBL NT4.2%28 I7NO6FZO5GUCG585T325 497266AC0 2028-03-01 4.200000 0.00 20000.00 20191.00 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT 35 DYTQ8KRTKO7Y2BVU5K74 49271VBB5 2035-05-15 5.150000 0.00 65000.00 64032.29 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 35 784F5XWPLTWKTBV3E584 38141GB78 2035-10-23 5.016000 0.00 33000.00 32273.82 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT6.2%34 549300HOF34RGOJ5YL07 47233WEJ4 2034-04-14 6.200000 0.00 51000.00 52574.26 Corporate Debt Securities KIMCO RLTY OP LLC SR NT 4.25%45 549300EA7I6T15IBYS12 49446RAM1 2045-04-01 4.250000 0.00 48000.00 39725.60 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT2.4%28 5493008B6JBRUJ90QL97 37045XDH6 2028-04-10 2.400000 0.00 125000.00 121210.00 Corporate Debt Securities GEORGIA PWR CO SR GLBL 2023A 28 D981X4Z4RWS7PDMJUZ03 373334KS9 2028-05-16 4.650000 0.00 100000.00 101181.75 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 28 5493008B6JBRUJ90QL97 37045XFE1 2028-04-04 5.050000 0.00 10000.00 10209.12 Corporate Debt Securities GILEAD SCIENCES INC SR NT 4.8%44 549300WTZWR07K8MNV44 375558AX1 2044-04-01 4.800000 0.00 296000.00 264464.16 Corporate Debt Securities GM FINAN ATMOBIL LSG TR 2025-3 A-2-A 20271020 4.1 N/A 379965AB2 2027-10-20 4.190000 0.00 2875000.00 1789160.03 Asset-Backed Securities GENERAL MILLS INC SR GLBL NT 35 2TGYMUGI08PO8X8L6150 370334DB7 2035-01-30 5.250000 0.00 6000.00 5911.92 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 17308CC53 2030-11-05 2.976000 0.00 9000.00 8523.98 Corporate Debt Securities CONN AVE SECS 2021-R02 2M-2 20411125 FLT N/A 20754KAB7 2041-11-25 5.616100 0.00 4500000.00 3431215.06 Private Label Collateralized Mortgage Obligations COMCAST CORP NEW SR GLBL NT 28 51M0QTTNCGUN7KFCFZ59 20030NCH2 2028-05-01 3.550000 0.00 71000.00 70286.10 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.4%35 51M0QTTNCGUN7KFCFZ59 20030NBP5 2035-08-15 4.400000 0.00 98000.00 90521.51 Corporate Debt Securities THE CAMPBELLS COMPANY SR GLBL NT 30 5493007JDSMX8Z5Z1902 134429BJ7 2030-04-24 2.375000 0.00 433000.00 394341.46 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT3.6%28 5493005GKEG8QCVY7037 21036PAY4 2028-02-15 3.600000 0.00 4000.00 4005.52 Corporate Debt Securities CALIFORNIA ENDOWMENT SR -2021 BD 51 54930046FICHFANLFV69 1301ETAA0 2051-04-01 2.498000 0.00 2720000.00 1581262.93 Corporate Debt Securities COCA COLA CO SR GLBL NT5.2%55 UWJKFUJFZ02DKWI3RY53 191216DZ0 2055-01-14 5.200000 0.00 8740000.00 7986310.96 Corporate Debt Securities CENTERPOINT ENERGY HOUSTON ELE SR SEC -X BD 44 549300S8SEQBOJLKHW63 15189XAN8 2044-04-01 4.500000 0.00 5000.00 4296.20 Corporate Debt Securities COMCAST CORP NEW GLBL NT 4.65%33 51M0QTTNCGUN7KFCFZ59 20030NEC1 2033-02-15 4.650000 0.00 168000.00 164316.04 Corporate Debt Securities CIM TR 2023-R2 A2 20640825 FLT N/A 17181KAB6 2064-08-25 5.691800 0.00 5335500.00 5313134.31 Private Label Collateralized Mortgage Obligations CONOCOPHILLIPS SR GLBL NT6.5%39 WPTL2Z3FIYTHSP5V2253 20825CAQ7 2039-02-01 6.500000 0.00 46000.00 51364.52 Corporate Debt Securities CISCO SYS INC SR GLBL NT5.5%40 549300LKFJ962MZ46593 17275RAF9 2040-01-15 5.500000 0.00 63000.00 62638.66 Corporate Debt Securities CHEVRON USA INC SR GLBL NT 28 VA8TZDWPEZYU430RZ444 166756BB1 2028-02-26 4.475000 0.00 22000.00 22446.54 Corporate Debt Securities EQT TR 2026-IND1 B 20410715 0.0 N/A 29439AAC1 2041-07-15 5.000000 0.00 5482000.00 5493796.05 Private Label Collateralized Mortgage Obligations ENTERPRISE PRODS OPER LLC SR GLBL NT 48 5493004LGN656HWLDA30 29379VBQ5 2048-02-15 4.250000 0.00 389000.00 314812.73 Corporate Debt Securities DEVON ENERGY CORP NEW GLBL NT 5.2%34 54930042348RKR3ZPN35 25179MBG7 2034-09-15 5.200000 0.00 211000.00 211904.02 Corporate Debt Securities ELECTRONIC ARTS INC SR GLBL NT 51 549300O7A67PUEYKDL45 285512AF6 2051-02-15 2.950000 0.00 240000.00 198958.27 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 33 MTLVN9N7JE8MIBIJ1H73 29273VAQ3 2033-02-15 5.750000 0.00 92000.00 96535.04 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR GLBL 144A 33 549300X3UK4GG3FNMO06 28504DAC7 2033-05-23 6.250000 0.00 684000.00 728874.20 Corporate Debt Securities COMMONWEALTH EDISON CO 1MTG BD 6.45%38 D8YOXB8L2ZDC8P7Q0771 202795HT0 2038-01-15 6.450000 0.00 63000.00 68026.56 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 39 6SHGI4ZSSLCXXQSBB395 17327CAU7 2039-09-19 5.411000 0.00 15490000.00 15332626.76 Corporate Debt Securities CONNECTICUT AVE SEC 2022-R05 2B-2 20420425 FLT N/A 20754DAJ6 2042-04-25 10.616100 0.00 1200000.00 1249869.08 Private Label Collateralized Mortgage Obligations COOPR RES MTG TR 2026-CES1 A-1A 20610225 FLT N/A 21689GAA6 2061-02-25 4.874000 0.00 50650000.00 46742382.89 Asset-Backed Securities CONSUMERS ENERGY CO 1M GLBL BD 36 7NKTFWJ1G6MELP9TU740 210518EA0 2036-05-01 5.125000 0.00 33000.00 32777.02 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 136 BD34 D8YOXB8L2ZDC8P7Q0771 202795JZ4 2034-06-01 5.300000 0.00 45000.00 45636.45 Corporate Debt Securities CENTERPOINT ENERGY INC SR GLBL NT5.4%29 21TPXMRRHFKOBHDC8J74 15189TBG1 2029-06-01 5.400000 0.00 3000.00 3075.90 Corporate Debt Securities COOPR RESIDENT MORT 2025-CES3 A-1A 20600925 FLT N/A 216926AA3 2060-09-25 4.840000 0.00 44830900.00 38232445.97 Asset-Backed Securities CHILDRENS HEALTH SYS TEX SR -2020 BD 50 2549009WMIANX4ENYU35 16876HAB5 2050-08-15 2.511000 0.00 95000.00 55022.91 Corporate Debt Securities CONNECTICUT LT & PWR CO 1ST MTG BD4.3%44 549300O45IUXEDS1VZ32 207597EG6 2044-04-15 4.300000 0.00 100000.00 83102.11 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 4.15%010831 EDBQKYOPJUCJKLOJDE72 14913UBH2 2031-01-08 4.150000 0.00 44000.00 43119.18 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR NT 4.8%32 S2PEWKCZFFECR4533P43 210385AT7 2032-01-15 4.800000 0.00 8297000.00 8171245.14 Corporate Debt Securities BECTON DICKINSON & CO SR GLBL NT 47 ICE2EP6D98PQUILVRZ91 075887BX6 2047-06-06 4.669000 0.00 71000.00 60350.23 Corporate Debt Securities BENCHMARK MTG TR 2020-IG3 A-4 20480917 FLT N/A 08162QAE9 2048-09-17 2.436900 0.00 10000000.00 8727367.50 Private Label Collateralized Mortgage Obligations CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33 2IGI19DL77OX0HC3ZE78 13607LWW9 2033-10-03 6.092000 0.00 75000.00 80108.87 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 172967PF2 2030-02-13 5.174000 0.00 103000.00 106170.89 Corporate Debt Securities BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 30 549300ORP3TTCNXSYO43 09261HBS5 2030-04-01 5.250000 0.00 160000.00 157513.60 Corporate Debt Securities BINOM SEC TR 2021-INV1 B-1 20560625 FLT N/A 05552UAE4 2056-06-25 4.350000 0.00 478100.00 383036.99 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2021-B31 E 20541217 2.2 N/A 08163MAY3 2054-12-17 2.250000 0.00 1695000.00 973118.15 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2025-V18 D 20581018 4.5 N/A 08164EAJ3 2058-10-18 4.500000 0.00 7650000.00 6466001.85 Private Label Collateralized Mortgage Obligations BARRICK NORTH AMERICA FIN LLC SR NT 5.7%41 N/A 06849RAG7 2041-05-30 5.700000 0.00 15000.00 14890.65 Corporate Debt Securities BAKER HUGHES HLDGS LLC / BAKER SR NT 4.35%31 N/A 05724BAM1 2031-06-15 4.350000 0.00 78000.00 76362.65 Corporate Debt Securities BANK 2020-BNK25 E 20630118 2.5 N/A 06539WAC0 2063-01-18 2.500000 0.00 1250000.00 881201.67 Private Label Collateralized Mortgage Obligations BANK OF NY MELLON CORP FR 3.4%012928 WFLLPEPC7FZXENRZV188 06406RAF4 2028-01-29 3.400000 0.00 457000.00 450729.45 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 37 213800LBQA1Y9L22JB70 06738EDK8 2037-02-24 5.207000 0.00 7111000.00 6946012.75 Corporate Debt Securities BEIGNET INV LLC SR SEC 144A 49 N/A 076912AA2 2049-05-30 6.581000 0.00 1784000.00 1733127.75 Corporate Debt Securities BESTFOODS FR 6.625%041528 549300DWD4D3B5EZJC04 08658EAA5 2028-04-15 6.625000 0.00 10000.00 10519.47 Corporate Debt Securities BALTIMORE GAS & ELEC CO GLBL NT 2.25%31 88V8C2WYSOD1SPSSLH72 059165EN6 2031-06-15 2.250000 0.00 20000.00 17763.50 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT5.6%34 MTLVN9N7JE8MIBIJ1H73 29273VBA7 2034-09-01 5.600000 0.00 12000.00 12330.16 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -B 66 UMI46YPGBLUE4VGNNT48 302570AW6 2066-10-01 6.054500 0.00 5000.00 4511.08 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL -B BD 38 MWIUSDMN17TCR56VW396 26442CAE4 2038-04-15 6.050000 0.00 20000.00 21228.08 Corporate Debt Securities ENTERGY LA LLC 1M GLBL BD 45 0V5453U14HDZO63CGH17 29364WAV0 2045-01-15 4.950000 0.00 1000.00 887.86 Corporate Debt Securities FAIRFAX FINL HLDGS LTD SR GLBL NT 54 GLS7OQD0WOEDI8YAP031 303901BR2 2054-03-22 6.350000 0.00 951000.00 948208.02 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 35 BQ4BKCS1HXDV9HN80Z93 30303MAD4 2035-11-15 4.875000 0.00 14402000.00 13646207.04 Corporate Debt Securities EVERGY INC JR SB GLBL NT 55 549300PGTHDQY6PSUI61 30034WAE6 2055-06-01 6.650000 0.00 5000.00 5134.47 Corporate Debt Securities ENBRIDGE INC GLBL NT 5.95%54 98TPTUM4IVMFCZBCUR27 29250NCD5 2054-04-05 5.950000 0.00 337000.00 329748.51 Corporate Debt Securities EXTRA SPACE STORAGE LP SR GLBL NT 35 549300YNKSKNZFR8UC42 30225VAT4 2035-01-15 5.350000 0.00 4000.00 3952.11 Corporate Debt Securities EXTRA SPACE STORAGE LP SR GLBL NT5.5%30 549300YNKSKNZFR8UC42 30225VAK3 2030-07-01 5.500000 0.00 198000.00 201853.74 Corporate Debt Securities ADOBE INC SR GLBL NT 34 FU4LY2G4933NH2E1CP29 00724PAG4 2034-04-04 4.950000 0.00 4125000.00 4109273.44 Corporate Debt Securities ABBVIE INC SR GLBL NT 28 FR5LCKFTG8054YNNRU85 00287YED7 2028-03-03 3.775000 0.00 186000.00 186932.71 Corporate Debt Securities AGREE LTD PARTNERSHIP SR GLBL NT2.6%33 549300DXY3G299V1BO77 008513AC7 2033-06-15 2.600000 0.00 80000.00 67656.98 Corporate Debt Securities ALTRIA GROUP INC SR NT 6.875%33 XSGZFLO9YTNO9VCQV219 02209SBR3 2033-11-01 6.875000 0.00 93000.00 103166.53 Corporate Debt Securities ABBVIE INC SR GLBL NT 36 FR5LCKFTG8054YNNRU85 00287YEG0 2036-03-15 4.750000 0.00 1820000.00 1781918.02 Corporate Debt Securities ABBVIE INC SR GLBL NT 66 FR5LCKFTG8054YNNRU85 00287YEJ4 2066-03-15 5.650000 0.00 98000.00 93756.68 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT6.7%36 CZCBJZWDMLTHWJDXU843 00440EAH0 2036-05-15 6.700000 0.00 19000.00 21076.02 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 32 5493001ZMCICV4N02J21 02090DAE8 2032-07-15 6.875000 0.00 5.00 4.86 Corporate Debt Securities ACCENTURE CAPITAL INC GLBL NT 4.05%29 254900FRO0P7RIINYT25 00440KAB9 2029-10-04 4.050000 0.00 3000.00 2982.73 Corporate Debt Securities ABBOTT LABORATORIES SR NT 5.5%56 HQD377W2YR662HK5JX27 002824BW9 2056-03-15 5.500000 0.00 191000.00 182913.91 Corporate Debt Securities ABBVIE INC SR NT 4.5%35 FR5LCKFTG8054YNNRU85 00287YAR0 2035-05-14 4.500000 0.00 43000.00 41178.74 Corporate Debt Securities AT&T INC GLBL NT 4.75%33 549300Z40J86GGSTL398 00206RNG3 2033-04-30 4.750000 0.00 44000.00 43349.78 Corporate Debt Securities ABBOTT LABORATORIES SR NT 4.75%43 HQD377W2YR662HK5JX27 002824BN9 2043-04-15 4.750000 0.00 139000.00 125255.14 Corporate Debt Securities ADOBE INC SR GLBL NT5.3%35 FU4LY2G4933NH2E1CP29 00724PAK5 2035-01-17 5.300000 0.00 80000.00 80212.89 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT3.3%32 N/A 00774MAX3 2032-01-30 3.300000 0.00 7600000.00 6893276.00 Corporate Debt Securities ALLEGHANY CORP MD SR GLBL NT 51 549300DCJE6AYX159479 017175AF7 2051-08-15 3.250000 0.00 99000.00 64353.57 Corporate Debt Securities AT&T INC GLBL NT 5.4%34 549300Z40J86GGSTL398 00206RMT6 2034-02-15 5.400000 0.00 499000.00 508545.87 Corporate Debt Securities ALLSTATE CORP SR GLBL NT4.2%46 OBT0W1ED8G0NWVOLOJ77 020002BC4 2046-12-15 4.200000 0.00 78000.00 61345.96 Corporate Debt Securities ALPHABET INC SR GLBL NT4.1%30 5493006MHB84DD0ZWV18 02079KAW7 2030-11-15 4.100000 0.00 5000.00 4905.23 Corporate Debt Securities ABBOTT LABORATORIES SR NT 4.65%36 HQD377W2YR662HK5JX27 002824BU3 2036-03-15 4.650000 0.00 63000.00 61169.96 Corporate Debt Securities ALLY FINL INC SR GLBL NT2.2%28 549300JBN1OSM8YNAI90 02005NBP4 2028-11-02 2.200000 0.00 25000.00 23747.97 Corporate Debt Securities ALPHABET INC SR GLBL NT 55 5493006MHB84DD0ZWV18 02079KAM9 2055-05-15 5.250000 0.00 10884000.00 9621818.80 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 34 MGCJBT4MKTQBVLNUIS88 015271AY5 2034-03-15 2.950000 0.00 7892000.00 6675404.36 Corporate Debt Securities AIRCASTLE LTD SR GLBL 144A 28 549300PNK8AKY3OIKP58 00928QAU5 2028-01-26 2.850000 0.00 77000.00 74756.67 Corporate Debt Securities WASTE CONNECTIONS INC SR GLBL NT2.6%30 549300HDLRTPBQU69P29 94106BAA9 2030-02-01 2.600000 0.00 46585000.00 44020029.90 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.9%31 549300GHBMY8T5GXDE41 91324PFA5 2031-04-15 4.900000 0.00 25000.00 25415.69 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 29 549300GHBMY8T5GXDE41 91324PEU2 2029-01-15 4.250000 0.00 88000.00 87499.18 Corporate Debt Securities UNDER ARMOUR INC SR GLBL REGS 30 549300D4549QKWETZ406 U9T38AAA8 2030-07-15 7.250000 0.00 2000.00 2047.26 Corporate Debt Securities NRG ENERGY INC SR GLBL REGS 29 5E2UPK5SW04M13XY7I38 U66962AQ1 2029-06-15 5.250000 0.00 2000.00 1993.02 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 34 32SXKSJ72K64GM3HOU64 92277GAX5 2034-07-01 5.625000 0.00 94000.00 95653.23 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 5%36 2S72QS2UO2OESLG6Y829 92343VHG2 2036-01-15 5.000000 0.00 16000.00 15245.96 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR REGS NT 29 5493002SQ1AVQBY41K40 U9273AEH4 2029-08-15 4.950000 0.00 200000.00 204009.00 Corporate Debt Securities GEORGIA PAC CORP SR GLBL 144A 30 L2EVHWFHVAQK72TMH265 37331NAK7 2030-04-30 2.300000 0.00 1000000.00 919860.00 Corporate Debt Securities INTEL CORP SR GLBL NT5.6%54 KNX4USFCNGPY45LOCE31 458140CM0 2054-02-21 5.600000 0.00 25000.00 22426.72 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 36 213800STG1QDNBY87K49 378272CE6 2036-04-01 5.508000 0.00 32000.00 32197.76 Corporate Debt Securities LIBERTY MUT GROUP INC JR SB GLBL 61 QUR0DG15Z6FFGYCHH861 53079EBL7 2061-02-01 4.300000 0.00 1160000.00 752480.40 Corporate Debt Securities GENERAL MILLS INC GLBL NT 2.25%31 2TGYMUGI08PO8X8L6150 370334CQ5 2031-10-14 2.250000 0.00 9000.00 7933.39 Corporate Debt Securities INTERNATIONAL PAPER CO SR GLBL NT 6%41 824LMFJDH41EY779Q875 460146CH4 2041-11-15 6.000000 0.00 95000.00 95339.78 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 49 5493003STKEZ2S0RNU91 50077LAZ9 2049-10-01 4.875000 0.00 330000.00 272642.70 Corporate Debt Securities ELI LILLY & CO SR GLBL NT 47 FRDRIPF3EKNDJ2CQJL29 532457BR8 2047-05-15 3.950000 0.00 5000.00 3932.39 Corporate Debt Securities INTUIT SR GLBL NT5.5%53 VI90HBPH7XSFMB9E4M29 46124HAH9 2053-09-15 5.500000 0.00 8157000.00 7162072.58 Corporate Debt Securities MPLX LP SR GLBL NT4.5%38 5493000CZJ19CK4P3G36 55336VAM2 2038-04-15 4.500000 0.00 46000.00 41502.58 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 34 5493008B6JBRUJ90QL97 37045XFA9 2034-09-06 5.450000 0.00 405000.00 408147.41 Corporate Debt Securities LAS VEGAS SANDS CORP SR GLBL NT5.9%27 549300DUOO1KXOHPM605 517834AJ6 2027-06-01 5.900000 0.00 2000.00 2036.39 Corporate Debt Securities LPL HLDGS INC SR GLBL 144A 27 549300Z5YF8CCRMYUL26 50212YAC8 2027-11-15 4.625000 0.00 34000.00 34146.67 Corporate Debt Securities LOCKHEED MARTIN CORP SR NT 3.6%35 DPRBOZP0K5RM2YE8UU08 539830BC2 2035-03-01 3.600000 0.00 68000.00 62188.72 Corporate Debt Securities LIBERTY UTILITIES CO DE SR 144A NT5.1%31 549300UN1FEYPC5BKW09 531542AC2 2031-05-15 5.100000 0.00 32000.00 32029.33 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 30 DPRBOZP0K5RM2YE8UU08 539830BP3 2030-06-15 1.850000 0.00 4000.00 3600.38 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GC44 2036-01-28 5.536000 0.00 177000.00 176024.97 Corporate Debt Securities GLENCORE FDG LLC GLBL 144A NT 33 213800STG1QDNBY87K49 378272BQ0 2033-10-06 6.500000 0.00 3498000.00 3786143.86 Corporate Debt Securities KOHLS CORP SR GLBL DEB 6%33 549300JF6LPRTRJ0FH50 500255AN4 2033-01-15 6.000000 0.00 1000.00 827.68 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT 31 549300UTE50ZMDBG8A20 502431AT6 2031-06-01 5.250000 0.00 65000.00 66307.15 Corporate Debt Securities HCA INC. SR SEC GLBL NT39 L3CJ6J7LJ2DX62FTXD46 404119BY4 2039-06-15 5.125000 0.00 77000.00 72059.57 Corporate Debt Securities GRACE TR 2020-GRCE A 20401212 2.3 N/A 38406JAA6 2040-12-12 2.347000 0.00 5500000.00 4894867.08 Private Label Collateralized Mortgage Obligations FLAGSTAR MORTGAGE TR 2021-1 A-4 20510225 FLT N/A 33852DAD3 2051-02-25 2.500000 0.00 330000.00 147891.35 Private Label Collateralized Mortgage Obligations FOUNDRY JV HOLDCO LLC. SR SEC 144A NT32 21380048QROAMGM6EP30 350930AC7 2032-01-25 6.150000 0.00 10795000.00 11171691.53 Corporate Debt Securities ENTERGY LA LLC 4.2%48 0V5453U14HDZO63CGH17 29364WBB3 2048-09-01 4.200000 0.00 94000.00 74180.10 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR 144A NT 6%14 549300X3UK4GG3FNMO06 268317AL8 2114-01-22 6.000000 0.00 16000.00 14414.56 Corporate Debt Securities ENBRIDGE INC SR GLBL NT 29 98TPTUM4IVMFCZBCUR27 29250NAZ8 2029-11-15 3.125000 0.00 100000.00 95666.72 Corporate Debt Securities ERP OPER LTD PARTNERSHIP GLBL NT 4.95%32 DX5HQV5MLU50FEWZ5072 26884ABQ5 2032-06-15 4.950000 0.00 15000.00 15032.17 Corporate Debt Securities EXETER AUTOMOBILE RECV 2026-3 C 20321015 4.9 N/A 30167AAE3 2032-10-15 4.920000 0.00 4765000.00 4759251.82 Asset-Backed Securities ENBRIDGE INC SR GLBL NT5.2%35 98TPTUM4IVMFCZBCUR27 29250NCP8 2035-11-20 5.200000 0.00 65000.00 64263.26 Corporate Debt Securities EXELON CORP GLBL NT 5.6%53 3SOUA6IRML7435B56G12 30161NBL4 2053-03-15 5.600000 0.00 2019000.00 1876389.06 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT5.2%30 MTLVN9N7JE8MIBIJ1H73 29273VBD1 2030-04-01 5.200000 0.00 585000.00 600089.10 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG FR 1.8%030828 635400B4JJBON4TCHF02 29449WAF4 2028-03-08 1.800000 0.00 174000.00 167302.74 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT5.8%38 MTLVN9N7JE8MIBIJ1H73 29278NAD5 2038-06-15 5.800000 0.00 17000.00 17105.59 Corporate Debt Securities EL PASO ELEC CO SR NT 6%35 OZ8GM8L4AHPKSWZMW205 283677AW2 2035-05-15 6.000000 0.00 5000.00 5060.83 Corporate Debt Securities ENBRIDGE INC SR GLBL NT4.2%28 98TPTUM4IVMFCZBCUR27 29250NCM5 2028-11-20 4.200000 0.00 85000.00 84826.88 Corporate Debt Securities EAGLE MATLS INC SR GLBL NT 5%36 529900KRXRGXL61SG039 26969PAC2 2036-03-15 5.000000 0.00 970000.00 935321.42 Corporate Debt Securities F&G ANNUITIES & LIFE INC SR GLBL NT6.5%29 N/A 30190AAF1 2029-06-04 6.500000 0.00 28000.00 28875.61 Corporate Debt Securities ECOLAB INC SR GLBL NT1.3%31 82DYEISM090VG8LTLS26 278865BF6 2031-01-30 1.300000 0.00 92000.00 78970.04 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 28 ILUL7B6Z54MRYCF6H308 25746UCY3 2028-06-01 4.250000 0.00 100000.00 100018.33 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5.8%54 I1BZKREC126H0VB1BL91 26441CCF0 2054-06-15 5.800000 0.00 54000.00 50452.26 Corporate Debt Securities ERP OPER LTD PARTNERSHIP 4.15%28 DX5HQV5MLU50FEWZ5072 26884ABK8 2028-12-01 4.150000 0.00 89000.00 88614.33 Corporate Debt Securities ENEL FIN INTL N.V. GLBL 144A NT 47 0YQH6LCEF474UTUV4B96 29278GAC2 2047-05-25 4.750000 0.00 500000.00 410244.17 Corporate Debt Securities LAUDER ESTEE COS INC SR GLBL NT 28 549300VFZ8XJ9NUPU221 29736RAS9 2028-05-15 4.375000 0.00 283000.00 284563.89 Corporate Debt Securities EATON CORP OHIO SR GLBL NT 42 0NZWDMRCE180888QQE14 278062AE4 2042-11-02 4.150000 0.00 29000.00 24399.43 Corporate Debt Securities EL PASO NAT GAS CO SR DEB 7.5%26 N/A 283695BE3 2026-11-15 7.500000 0.00 1000.00 1021.93 Corporate Debt Securities COLUMBIA PIPELINE GROUP INC SR 144A NT 32 N/A 19828AAF4 2032-11-17 4.999000 0.00 7059000.00 6989862.19 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 30 CZCBJZWDMLTHWJDXU843 171239AG1 2030-09-15 1.375000 0.00 4000.00 3508.34 Corporate Debt Securities COLUMBIA PIPELINE GROUP INC SR GLBL NT5.8%45 549300SRP1TQM9JJBG80 198280AH2 2045-06-01 5.800000 0.00 40000.00 38863.87 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 125 BD28 D8YOXB8L2ZDC8P7Q0771 202795JN1 2028-08-15 3.700000 0.00 100000.00 100043.11 Corporate Debt Securities CANADIAN PAC RY CO NEW GLBL NT 4.8%30 54930036474DURYNB481 13645RBJ2 2030-03-30 4.800000 0.00 6822000.00 6931015.56 Corporate Debt Securities CISCO SYS INC SR GLBL NT 34 549300LKFJ962MZ46593 17275RBT8 2034-02-26 5.050000 0.00 1275000.00 1293032.40 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 37 549300GZKULIZ0WOW665 254687EH5 2037-11-15 6.650000 0.00 7000.00 7783.78 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 31 3QRVFYR22IUIEOORTK28 25731VAA2 2031-12-01 2.300000 0.00 3000.00 2650.42 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT4.9%35 CZCBJZWDMLTHWJDXU843 171239AM8 2035-08-15 4.900000 0.00 92000.00 91165.97 Corporate Debt Securities COMMONSPIRIT HEALTH -2022 BD6.461%52 4SXHN5XW08IBO0UG2V58 20268JAM5 2052-11-01 6.461000 0.00 50000.00 53002.12 Corporate Debt Securities CISCO SYS INC SR GLBL NT 31 549300LKFJ962MZ46593 17275RBS0 2031-02-26 4.950000 0.00 379000.00 389775.92 Corporate Debt Securities CANADIAN NATL RY CO SR GLBL DEB 37 3SU7BEP7TH9YEQOZCS77 136375BQ4 2037-11-15 6.375000 0.00 395000.00 432777.14 Corporate Debt Securities CHPE LLC SR SEC 144A NT46 2549001XI2F7Q85COR50 12602LAD2 2046-06-29 5.875000 0.00 444000.00 433379.40 Corporate Debt Securities CISCO SYS INC SR GLBL NT 28 549300LKFJ962MZ46593 17275RBW1 2028-02-24 4.550000 0.00 90000.00 91998.28 Corporate Debt Securities COMCAST CORP NEW SR NT 4.75%44 51M0QTTNCGUN7KFCFZ59 20030NBK6 2044-03-01 4.750000 0.00 90000.00 74247.45 Corporate Debt Securities THE CAMPBELLS COMPANY SR GLBL NT 54 5493007JDSMX8Z5Z1902 134429BR9 2054-10-13 5.250000 0.00 2327000.00 1926360.41 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 34 5493005UEC8AZ34LDV29 16411QAS0 2034-08-15 5.750000 0.00 3465000.00 3609088.18 Corporate Debt Securities CENTRICA PLC SR GLBL 144A 43 E26EDV109X6EEPBKVH76 15639KAB8 2043-10-16 5.375000 0.00 11907000.00 10705787.11 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 54 549300EJG376EN5NQE29 126650EF3 2054-06-01 6.050000 0.00 242000.00 234189.05 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT 45 54930036474DURYNB481 13648TAE7 2045-08-15 4.950000 0.00 10000.00 9081.95 Corporate Debt Securities CWHEQ HEQ LN TR 2006-S5 A-6 20350625 FLT N/A 126683AF8 2035-06-25 5.750000 0.00 8000000.00 0.38 Asset-Backed Securities CARDINAL HEALTH INC SR GLBL NT 29 CCU46N3GJMF4OK4N7U60 14149YBN7 2029-02-15 5.125000 0.00 4000.00 4129.53 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT 4%28 54930036474DURYNB481 13645RAY0 2028-06-01 4.000000 0.00 4000.00 3989.87 Corporate Debt Securities CSL FIN PLC SR 144A NT 29 2549007CCNBNAF4HBC02 12661PAB5 2029-04-27 4.050000 0.00 4000.00 3971.50 Corporate Debt Securities COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29 549300I6PTUQPX21TE93 20451RAB8 2029-04-15 5.250000 0.00 10.00 9.66 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 4%31 5493005UEC8AZ34LDV29 16411QAK7 2031-03-01 4.000000 0.00 94000.00 91341.37 Corporate Debt Securities BROOKFIELD FIN INC SR NT 5.968%54 549300XH8D8K6OYWGD17 11271LAL6 2054-03-04 5.968000 0.00 228000.00 221225.97 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 5%29 549300EJG376EN5NQE29 126650DW7 2029-01-30 5.000000 0.00 80000.00 80522.40 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 46 6SHGI4ZSSLCXXQSBB395 172967KR1 2046-05-18 4.750000 0.00 18984000.00 15807823.87 Corporate Debt Securities EXPAND ENERGY CORPORATION SR GLBL NT5.7%35 X2MT1W32SPAZ9WSKLE78 165167DH7 2035-01-15 5.700000 0.00 10600000.00 10592721.33 Corporate Debt Securities BANK OF AMER CORP FR 3.194%072330 9DJT3UXIJIZJI4WXO774 06051GHV4 2030-07-23 3.194000 0.00 12000.00 11452.32 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 46 213800LBQA1Y9L22JB70 06738EDE2 2046-08-11 5.860000 0.00 1058000.00 1045126.49 Corporate Debt Securities BANK OF AMER CORP FR 2.592%042931 9DJT3UXIJIZJI4WXO774 06051GJB6 2031-04-29 2.592000 0.00 64000.00 59209.22 Corporate Debt Securities BANK OF AMER CORP FR 4.948%072228 9DJT3UXIJIZJI4WXO774 06051GKW8 2028-07-22 4.948000 0.00 3000.00 3013.76 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 31 5493006QMFDDMYWIAM13 05964HAM7 2031-03-25 2.958000 0.00 400000.00 367693.20 Corporate Debt Securities BRSP LTD 2024-FL2 D 20370819 FLT N/A 05613BAJ2 2037-08-19 8.510700 0.00 2000000.00 1997313.83 Private Label Collateralized Mortgage Obligations BATTALION CLO LTD 2019-16R2 D-1-R2 20380120 FLT 549300QOOT46OWR6Z544 07133MAY2 2038-01-20 7.129200 0.00 450000.00 455250.77 Asset-Backed Securities BOS TRUST 2026-LYRK B 20410513 FLT N/A 05595BAC9 2041-05-13 5.460800 0.00 1905500.00 1883292.67 Private Label Collateralized Mortgage Obligations BX TR 2026-OPTM C 20390315 FLT N/A 05594XAE8 2039-03-15 5.276000 0.00 4513500.00 4487443.06 Private Label Collateralized Mortgage Obligations BMW US CAP LLC GLBL 144A NT 30 KK5MZM9DIXLXZL9DZL15 05565EDC6 2030-08-11 4.500000 0.00 70000.00 70186.20 Corporate Debt Securities BXP TRUST 2017-CC C 20370813 FLT N/A 05607CAJ8 2037-08-13 3.551500 0.00 2250000.00 1956878.06 Private Label Collateralized Mortgage Obligations BAXTER INTL INC SR GLBL NT 28 J5OIVXX3P24RJRW5CK77 071813CP2 2028-12-01 2.272000 0.00 1510000.00 1425344.37 Corporate Debt Securities BX COML MTG TR 2024-WPT C 20410415 FLT N/A 05612JAE7 2041-04-15 5.816900 0.00 22610000.00 17839756.17 Private Label Collateralized Mortgage Obligations BANCO SANTANDER SA SNR NPF GLBL 30 5493006QMFDDMYWIAM13 05964HBJ3 2030-01-17 5.565000 0.00 200000.00 203906.83 Corporate Debt Securities BMP COMMER MTG TR 2024-MF23 C 20410617 FLT N/A 05593JAE0 2041-06-17 5.517700 0.00 885440.00 890102.10 Private Label Collateralized Mortgage Obligations BAT CAPITAL CORP GLBL NT 6%34 2138005GYEXN7XRHFA84 05526DBZ7 2034-02-20 6.000000 0.00 6177000.00 6596438.89 Corporate Debt Securities BALTIMORE GAS & ELEC CO SR GLBL NT 54 88V8C2WYSOD1SPSSLH72 059165ES5 2054-06-01 5.650000 0.00 14000.00 13183.89 Corporate Debt Securities BANK MONTREAL MEDIUM VR 092225-092228 NQQ6HPCNCCU6TUTQYE16 06368MXW9 2028-09-22 4.401700 0.00 2000.00 2012.74 Corporate Debt Securities BANK OF NY MELLON CORP VR 061025-060928 WFLLPEPC7FZXENRZV188 06406RCD7 2028-06-09 4.328600 0.00 3000.00 3025.34 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.441%060928 WFLLPEPC7FZXENRZV188 06406RCH8 2028-06-09 4.441000 0.00 3000.00 3017.62 Corporate Debt Securities BAKER HUGHES HLDGS LLC SR GLBL NT 27 N/A 05723KAE0 2027-12-15 3.337000 0.00 43000.00 42550.39 Corporate Debt Securities BAKER HUGHES HLDGS LLC / BAKER SR NT 4.65%33 N/A 05724BAN9 2033-06-15 4.650000 0.00 77000.00 74832.58 Corporate Debt Securities BPCE FR 4.75%071927 9695005MSX1OYEMGDF46 05578AE46 2027-07-19 4.750000 0.00 2886000.00 2901911.48 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 27 549300CRVT18MXX0AG93 05565QDN5 2027-09-19 3.279000 0.00 94000.00 94006.86 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.404%090828 L3I9ZG2KFGXZ61BMYR72 06418GAL1 2028-09-08 4.404000 0.00 10000.00 10151.84 Corporate Debt Securities BHP BILLITON FIN USA LTD SR NT 5%43 5493003NUVITP3TMY274 055451AV0 2043-09-30 5.000000 0.00 92000.00 85216.53 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 29 549300GHBMY8T5GXDE41 91324PDS8 2029-08-15 2.875000 0.00 45000.00 43348.36 Corporate Debt Securities WYNDHAM HOTELS & RESORTS INC SR GLBL REGS 28 549300FE3MQ4RVXXC673 U98323AB1 2028-08-15 4.375000 0.00 4000.00 3999.93 Corporate Debt Securities STARBUCKS CORP SR NT 4.5%48 OQSJ1DU9TAOC51A47K68 855244AS8 2048-11-15 4.500000 0.00 127000.00 103277.67 Corporate Debt Securities WELLTOWER INC SR GLBL NT 29 T6IZ0MBEG5ACZDTR7D06 95040QAN4 2029-01-15 2.050000 0.00 400000.00 376408.44 Corporate Debt Securities SYNCHRONY CR ISSUNCE TR 2025-1 A 20310215 4.7 N/A 87166PAP6 2031-02-15 4.780000 0.00 3050000.00 3072306.00 Asset-Backed Securities SOUTHERN CO GAS CAP SR GLBL 2025A 28 E8CD46SWUD2TSN8PA636 8426EPAJ7 2028-09-15 4.050000 0.00 69000.00 69210.45 Corporate Debt Securities US FOODS INC SR GLBL REGS 30 5493000JOOFAOUY1JZ87 U90375AD5 2030-06-01 4.625000 0.00 3000.00 2940.56 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 2.222%31 35380028MYWPB6AUO129 86562MCJ7 2031-09-17 2.222000 0.00 9227000.00 8111278.34 Corporate Debt Securities PROVINCIA DE RIO NEGRO GLBL AMZ REGS 28 529900L2Q97QJ6NF8O13 P7920RCL7 2028-03-10 6.875000 0.00 1097.00 479.55 Corporate Debt Securities NEUQUEN PROV ARGENTINA SR GLBL STEP 30 549300X5HUL4FRDNBN35 P7169GAA7 2030-04-27 6.875000 0.00 509.00 317.29 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV4 B-3 20511225 FLT N/A 918307BH1 2051-12-25 3.210800 0.00 382000.00 282370.49 Private Label Collateralized Mortgage Obligations VISTAJET MALTA FIN P L C / X SR 144A NT 30 N/A 92840JAB5 2030-02-01 6.375000 0.00 2000.00 1959.47 Corporate Debt Securities T MOBILE USA INC SR GLBL NT4.5%50 549300V2JRLO5DIFGE82 87264AAZ8 2050-04-15 4.500000 0.00 584000.00 449732.56 Corporate Debt Securities TENNESSEE GAS PIPELINE CO SR GLBL DEB 7%28 N/A 880451AV1 2028-10-15 7.000000 0.00 144000.00 153685.60 Corporate Debt Securities MADISON IAQ LLC SR REGS NT 29 549300IXDNBXNHUPBU73 U5561TAB9 2029-06-30 5.875000 0.00 2000.00 2009.37 Corporate Debt Securities LIBERTY MUT GROUP INC SR GLBL REGS 29 QUR0DG15Z6FFGYCHH861 U52932BB2 2029-02-01 4.569000 0.00 40000.00 40571.00 Corporate Debt Securities RWE FINANCE US LLC SR REGS NT 34 529900J7MYLKI84UP772 U77796AA5 2034-04-16 5.875000 0.00 230000.00 237287.65 Corporate Debt Securities AVOLON HLDGS FDG LTD SR 144A NT 27 635400ZRKEX9L1BKCH30 05401AAR2 2027-11-18 2.528000 0.00 3000.00 2931.41 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 54 549300H316CT32FQXI76 04686JAH4 2054-04-01 6.250000 0.00 2095000.00 1915842.58 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.74%111032 L3I9ZG2KFGXZ61BMYR72 06418GAN7 2032-11-10 4.740000 0.00 15000.00 14882.62 Corporate Debt Securities ARIZONA PUB SVC CO SR NT 2.95%27 YG6VT0TPHRH4TFVAQV64 040555CW2 2027-09-15 2.950000 0.00 4000.00 3977.26 Corporate Debt Securities AUTONATION INC SR GLBL NT 32 N/A 05329RAA1 2032-03-01 3.850000 0.00 88000.00 83029.91 Corporate Debt Securities BPCE FR 6.915%011446 9695005MSX1OYEMGDF46 05571ABB0 2046-01-14 6.915000 0.00 3700000.00 3725772.04 Corporate Debt Securities AUTONATION INC SR GLBL NT 35 N/A 05329WAT9 2035-03-15 5.890000 0.00 2000.00 2054.90 Corporate Debt Securities AUSGRID FIN PTY LTD SR SEC GLBL 28 549300DN8D7YR73BKB57 052113AB3 2028-08-01 4.350000 0.00 5000.00 4951.05 Corporate Debt Securities AT&T INC SR GLBL NT4.5%35 549300Z40J86GGSTL398 00206RCP5 2035-05-15 4.500000 0.00 100000.00 92856.00 Corporate Debt Securities AIR PRODUCTS AND CHEMICALS INC GLBL NT 4.85%34 7QEON6Y1RL5XR3R1W237 009158BK1 2034-02-08 4.850000 0.00 106000.00 106774.54 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 35 MGCJBT4MKTQBVLNUIS88 015271BA6 2035-04-15 4.750000 0.00 161000.00 152740.07 Corporate Debt Securities ABBOTT LABORATORIES SR NT 4.3%33 HQD377W2YR662HK5JX27 002824BT6 2033-03-15 4.300000 0.00 53000.00 51766.75 Corporate Debt Securities ABBVIE INC SR GLBL NT 46 FR5LCKFTG8054YNNRU85 00287YAW9 2046-05-14 4.450000 0.00 20000.00 16695.56 Corporate Debt Securities ABBVIE INC SR GLBL NT 44 FR5LCKFTG8054YNNRU85 00287YDA4 2044-06-15 4.850000 0.00 75000.00 66821.04 Corporate Debt Securities ACM AUTO TR 2025-1 A 20290620 5.3 N/A 00161EAA2 2029-06-20 5.380000 0.00 111000.00 4387.63 Asset-Backed Securities AT&T INC SR GLBL NT7.7%32 549300Z40J86GGSTL398 00206RJA1 2032-05-01 7.700000 0.00 9798000.00 11031274.26 Corporate Debt Securities AKUMIN INC CR SEN SR SEC 31 N/A 01021XAC4 2031-08-31 9.750000 0.00 1000.00 997.49 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 26 N/A 00774MAV7 2026-10-29 2.450000 0.00 499000.00 499734.08 Corporate Debt Securities AHS HOSP CORP SR -2021 BD 51 549300D7W3C9Z4RGJG34 001306AC3 2051-07-01 2.780000 0.00 59000.00 35078.84 Corporate Debt Securities AT&T INC SR GLBL NT7.3%26 549300Z40J86GGSTL398 00206RGJ5 2026-08-15 7.300000 0.00 12000.00 12411.73 Corporate Debt Securities ABN AMRO BANK N.V. FR 4.831%022636 BFXS5XCH7N0Y05NIXW11 00084EAQ1 2036-02-26 4.831000 0.00 300000.00 291243.04 Corporate Debt Securities APA INFRASTRUCTURE LTD SR 144A NT 5%35 261700SS8OEHDOCOUJ33 00205GAC1 2035-03-23 5.000000 0.00 95000.00 93034.24 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -J NT 48 549300X123Z1I0LA3Y84 00115AAJ8 2048-09-15 4.250000 0.00 280000.00 223483.56 Corporate Debt Securities AFLAC INC SR GLBL NT 36 549300N0B7DOGLXWPP39 001055CH3 2036-05-14 5.150000 0.00 50000.00 49666.26 Corporate Debt Securities ACREC LLC 2025-FL3 C 20420818 FLT N/A 00112HAG2 2042-08-18 5.960600 0.00 1600000.00 1603463.81 Private Label Collateralized Mortgage Obligations ABBOTT LABORATORIES SR NT 4.75%38 HQD377W2YR662HK5JX27 002824BV1 2038-03-15 4.750000 0.00 118000.00 113494.30 Corporate Debt Securities A&D MORTGAGE TRUST 2023-NQM4 M-1 20680925 FLT 9845002EOD0CFAFA4F48 00002MAD1 2068-09-25 8.036800 0.00 500000.00 504151.16 Private Label Collateralized Mortgage Obligations AEP TEX INC SR GLBL -L NT 52 5493001L78U618KXNZ75 00108WAQ3 2052-05-15 5.250000 0.00 769000.00 673608.11 Corporate Debt Securities FISERV INC SR GLBL NT 35 GI7UBEJLXYLGR2C7GV83 337738BQ0 2035-08-11 5.250000 0.00 3000.00 2944.51 Corporate Debt Securities FHLMC SCRTT SERIES 2017-3 M-2 20560725 FLT N/A 35563PCF4 2056-07-25 4.750000 0.00 3632000.00 2731313.62 Private Label Collateralized Mortgage Obligations FLEX INTER HOLDCO LLC SR SEC 144A NT39 549300290TQIGM30A243 33939HAB5 2039-12-30 4.317000 0.00 95000.00 79075.86 Corporate Debt Securities FOX CORP SR GLBL NT 49 549300DDU6FDRBIELS05 35137LAK1 2049-01-25 5.576000 0.00 1815000.00 1634696.69 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 44 A89MY1K3YLIGJMYWVX50 341081FL6 2044-10-01 4.050000 0.00 132000.00 106072.56 Corporate Debt Securities FOX CORP SR GLBL NT 39 549300DDU6FDRBIELS05 35137LAJ4 2039-01-25 5.476000 0.00 38000.00 36154.06 Corporate Debt Securities FISERV INC SR GLBL NT 34 GI7UBEJLXYLGR2C7GV83 337738BN7 2034-08-12 5.150000 0.00 96000.00 94028.77 Corporate Debt Securities WELLS FARGO & CO FR 5.574%072529 PBLD0EJDB5FWOLXP3B76 95000U3E1 2029-07-25 5.574000 0.00 90000.00 91466.01 Corporate Debt Securities TERWIN MTG TR 2006-2HGS A-1 20370325 FLT N/A 881561P24 2037-03-25 0.007100 0.00 460000.00 4693.95 Asset-Backed Securities WELLS FARGO & CO FR 4.577%052029 PBLD0EJDB5FWOLXP3B76 95000U4H3 2029-05-20 4.577000 0.00 20000.00 20120.54 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR NT 4%32 N/A 87612BBU5 2032-01-15 4.000000 0.00 499000.00 470590.82 Corporate Debt Securities SUMISHO AIR LEASE CORP PERP JR SB GLBL 5493004NW4M4P8TMMK63 00912XBJ2 2500-12-31 8.256000 0.00 1000.00 1010.01 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 53 MGCJBT4MKTQBVLNUIS88 015271BB4 2053-04-15 5.150000 0.00 50000.00 43063.69 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 28 N/A 00774MBN4 2028-04-01 4.875000 0.00 240000.00 244488.00 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 28 MGCJBT4MKTQBVLNUIS88 015271AK5 2028-01-15 3.950000 0.00 48000.00 47545.23 Corporate Debt Securities ALLSTATE CORP SR GLBL NT 33 OBT0W1ED8G0NWVOLOJ77 020002BK6 2033-03-30 5.250000 0.00 667000.00 682407.70 Corporate Debt Securities ALLIANT ENERGY FIN LLC SR GLBL 144A 27 54930033ER6EOI5DL570 01882YAF3 2027-06-06 5.400000 0.00 185000.00 187747.25 Corporate Debt Securities ALCON FIN CORP SR GLBL 144A 29 549300CUZUI9VU7XNK42 01400EAB9 2029-09-23 3.000000 0.00 896000.00 858418.77 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 49 XSGZFLO9YTNO9VCQV219 02209SBF9 2049-02-14 5.950000 0.00 1089000.00 1059250.03 Corporate Debt Securities 3M CO FR 3.625%091428 LUZQVYP4VS22CLWDAR65 88579YBC4 2028-09-14 3.625000 0.00 17000.00 16950.11 Corporate Debt Securities VICI PROPERTIES LP SR GLBL NT 31 254900X4QE7SGKQLLN38 925650AH6 2031-11-15 5.125000 0.00 5120000.00 5087689.96 Corporate Debt Securities TARGA RES CORP SR GLBL NT6.5%53 5493003QENHHS261UR94 87612GAD3 2053-02-15 6.500000 0.00 293000.00 303879.74 Corporate Debt Securities TTX CO MTN BE 144A FR 4.2%070146 549300I8CNSYS1OGX775 87305QCM1 2046-07-01 4.200000 0.00 375000.00 298166.25 Corporate Debt Securities TORONTO DOMINION BK ONT FR 5.523%071728 PT3QB789TSUIDF371261 89115A2U5 2028-07-17 5.523000 0.00 232000.00 236333.26 Corporate Debt Securities TEXAS EASTN TRANSMISSION LP SR NT 7%32 549300SIOULUXXIDGA69 882389CC1 2032-07-15 7.000000 0.00 1500000.00 1639126.67 Corporate Debt Securities WELLS FARGO & CO FR 4.96%012337 PBLD0EJDB5FWOLXP3B76 95000U4E0 2037-01-23 4.960000 0.00 110000.00 105447.34 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 40 549300V2JRLO5DIFGE82 87264AAX3 2040-04-15 4.375000 0.00 3000.00 2576.02 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT 29 549300RS7EWPM9MA6C78 87165BAX1 2029-07-29 5.019000 0.00 70000.00 69885.82 Corporate Debt Securities TELEFONICA EMISONES SA FR 4.665%030638 549300Y5MFC4SW5Z3K71 87938WAV5 2038-03-06 4.665000 0.00 156000.00 141501.29 Corporate Debt Securities VENTURE 33 CLO 2018 SUB 20310715 FLT 549300NQPL9XHZ20E278 92331GAE1 2031-07-15 0.00 0.00 4250000.00 425.00 Asset-Backed Securities WASTE MGMT INC DEL SR GLBL NT 29 549300YX8JIID70NFS41 94106LCA5 2029-01-15 3.875000 0.00 5000.00 4923.76 Corporate Debt Securities STORE CAP LLC SR GLBL NT 31 254900Z9PIEFQ6AYXK50 862123AD8 2031-02-11 4.950000 0.00 15000.00 15067.88 Corporate Debt Securities WEA FIN LLC GLBL 144A NT 28 3CYEJKBUJZO3UW777J80 92928QAE8 2028-09-20 4.125000 0.00 40000.00 39970.42 Corporate Debt Securities WISCONSIN PWR & LT CO SR GLBL DEB 37 JWBYHVQVMY66CVCOSO49 976826BE6 2037-08-15 6.375000 0.00 80000.00 86946.87 Corporate Debt Securities TELEFONICA EMISONES SA SR GLBL NT 49 549300Y5MFC4SW5Z3K71 87938WAX1 2049-03-01 5.520000 0.00 480000.00 431414.40 Corporate Debt Securities SAN DIEGO GAS & ELEC CO 1M GLBL MMM BD42 KNIRVXKVNJJ4P8OTMS63 797440BQ6 2042-04-01 4.300000 0.00 6000.00 4929.80 Corporate Debt Securities MAGNA INTL INC SR GLBL NT 35 95RWVLFZX6VGDZNNTN43 559222BD5 2035-06-01 5.875000 0.00 5000.00 5178.21 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT4.4%32 5493005X2GO78EFZ3E94 70450YAL7 2032-06-01 4.400000 0.00 80000.00 77647.47 Corporate Debt Securities RTX CORPORATION SR GLBL NT 33 I07WOS4YJ0N7YRFE7309 75513ECR0 2033-02-27 5.150000 0.00 231000.00 236747.41 Corporate Debt Securities MPLX LP SR GLBL NT5.3%36 5493000CZJ19CK4P3G36 55336VCE8 2036-04-01 5.300000 0.00 94000.00 93540.39 Corporate Debt Securities PRUDENTIAL FINL INC FR 6.625%062140 5PRBRS5FEH7NREC8OR45 74432QBN4 2040-06-21 6.625000 0.00 85000.00 93086.14 Corporate Debt Securities PROLOGIS L P SR GLBL NT 50 GL16H1DHB0QSHP25F723 74340XBQ3 2050-10-15 2.125000 0.00 75000.00 38882.02 Corporate Debt Securities RIO GRANDE LNG LLC SR SEC 144A NT36 549300B7F0EABT50P531 76711AAD9 2036-06-30 5.750000 0.00 3000000.00 2937785.83 Corporate Debt Securities OTIS WORLDWIDE CORP GLBL NT 5.125%31 549300ZLBKR8VSU25153 68902VAR8 2031-11-19 5.125000 0.00 2000.00 2032.82 Corporate Debt Securities ORACLE CORP SR GLBL NT 29 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 2029-11-09 6.150000 0.00 31000.00 31789.21 Corporate Debt Securities PPG INDS INC SR NT 5.5%40 549300BKPEP01R3V6C59 693506BE6 2040-11-15 5.500000 0.00 5000.00 4865.71 Corporate Debt Securities WELLTOWER INC SR GLBL NT2.8%31 T6IZ0MBEG5ACZDTR7D06 95040QAM6 2031-06-01 2.800000 0.00 625000.00 572222.92 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT 5%36 NKNQHM6BLECKVOQP7O46 760759BP4 2036-07-15 5.000000 0.00 91000.00 89208.31 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR REGS NT 55 549300X3UK4GG3FNMO06 F29416AG3 2055-01-13 6.375000 0.00 380000.00 370825.85 Corporate Debt Securities PNC FINL SVCS GROUP INC LW TIER II 33 CFGNEKW0P8842LEUIA51 693475BE4 2033-06-06 4.626000 0.00 89000.00 86434.80 Corporate Debt Securities KEURIG DR PEPPER INC GLBL FLT NT 27 DYTQ8KRTKO7Y2BVU5K74 49271VAS9 2027-03-15 4.531000 0.00 2000.00 2016.20 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT5.2%64 DPRBOZP0K5RM2YE8UU08 539830CE7 2064-02-15 5.200000 0.00 67000.00 60234.86 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT 30 D01LMJZU09ULLNCY6Z23 911312CH7 2030-10-15 4.650000 0.00 8000.00 8091.93 Corporate Debt Securities TRAVELERS COMPANIES INC SR NT 6.25%37 549300Y650407RU8B149 89417EAD1 2037-06-15 6.250000 0.00 2778000.00 2985839.16 Corporate Debt Securities LEIDOS INC SR GLBL NT5.4%32 5493006I78VIN6J1BQ95 52532XAK1 2032-03-15 5.400000 0.00 3000.00 3084.15 Corporate Debt Securities LLOYDS BANKING GROUP PLC SR GLBL NT 36 549300PPXHEU2JF0AM85 53944YBE2 2036-11-04 4.943000 0.00 625000.00 602447.24 Corporate Debt Securities PEPSICO INC SR GLBL NT 5%35 FJSUNZKFNQ5YPJ5OT455 713448GC6 2035-02-07 5.000000 0.00 25000.00 25355.67 Corporate Debt Securities HUGHES SATELLITE S 1LIEN GLBL NT 26 N/A 444454AD4 2026-08-01 5.250000 0.00 6000.00 4560.00 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 54 MR92GTD0MJTTTTQDVG45 828807DX2 2054-01-15 6.650000 0.00 542000.00 584159.77 Corporate Debt Securities HORACE MANN EDUCATORS CORP NEW SR GLBL NT 28 254900G5YAV3A2YK8T32 440327AL8 2028-09-15 7.250000 0.00 4000.00 4283.48 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 33 HKUPACFHSSASQK8HLS17 681919BS4 2033-06-15 5.375000 0.00 2000.00 1990.00 Corporate Debt Securities SPIRE INC SR GLBL NT4.6%31 549300NXSY15DRY2R511 84857LAF8 2031-09-01 4.600000 0.00 4000.00 3991.23 Corporate Debt Securities HYUNDAI CAP AMER SR REGS NT 26 549300RIPPWJB5Z0FK07 44891CBZ5 2026-09-17 1.650000 0.00 4000.00 4010.09 Corporate Debt Securities HUMANA INC SR GLBL NT 35 529900YLDW34GJAO4J06 444859CD2 2035-05-01 5.550000 0.00 1384000.00 1382055.48 Corporate Debt Securities SOCIETE GENERALE FR 6.1%041333 O2RNE8IBXP4R0TD8PU41 83368TCG1 2033-04-13 6.100000 0.00 250000.00 261340.00 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT3.2%27 RIMU48P07456QXSO0R61 666807BK7 2027-02-01 3.200000 0.00 2000.00 2020.72 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER SR GLBL 144A 34 549300423Z16BB673J12 58769JAX5 2034-08-01 5.125000 0.00 3306000.00 3306975.27 Corporate Debt Securities T MOBILE USA INC GLBL NT 5.8%62 549300V2JRLO5DIFGE82 87264ACX1 2062-09-15 5.800000 0.00 99000.00 89313.95 Corporate Debt Securities PEPSICO INC SR GLBL NT 54 FJSUNZKFNQ5YPJ5OT455 713448FZ6 2054-07-17 5.250000 0.00 98000.00 90775.60 Corporate Debt Securities SYMPHONY CLO LTD 2014-15 SUB 20261019 FLT 549300JNP1PJXORD0Y06 87165KAC7 2026-10-19 0.00 0.00 317568.00 0.32 Asset-Backed Securities PACIFIC GAS & ELEC CO 1M GLBL BD 6%56 1HNPXZSMMB7HMBMVBS46 694308LB1 2056-05-01 6.000000 0.00 1025000.00 974932.17 Corporate Debt Securities MCKESSON CORP SR GLBL NT 32 549300WZWOM80UCFSF54 581557BX2 2032-05-30 4.950000 0.00 41000.00 41310.78 Corporate Debt Securities MERCK & CO INC SR GLBL NT4.3%28 4YV9Y5M8S0BRK1RP0397 58933YCE3 2028-05-22 4.300000 0.00 100000.00 100724.17 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 34 549300V2JRLO5DIFGE82 87264ADF9 2034-04-15 5.150000 0.00 81000.00 80620.43 Corporate Debt Securities SYNOPSYS INC SR GLBL NT 28 QG7T915N9S0NY5UKNE63 871607AB3 2028-04-01 4.650000 0.00 121000.00 122759.34 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 44 5493002F0SC4JTBU5137 863667AG6 2044-05-15 4.375000 0.00 95000.00 80383.88 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 28 5493002F0SC4JTBU5137 863667BC4 2028-12-08 4.850000 0.00 610000.00 616899.27 Corporate Debt Securities MCDONALDS CORP FR 3.7%021542 UE2136O97NLB5BYP9H04 58013MEN0 2042-02-15 3.700000 0.00 19000.00 15156.70 Corporate Debt Securities STORE CAP CORP SR GLBL NT4.5%28 254900Z9PIEFQ6AYXK50 862121AA8 2028-03-15 4.500000 0.00 36000.00 36376.20 Corporate Debt Securities MATTEL INC SR GLBL NT6.2%40 549300VELLG24KHTJ564 577081AU6 2040-10-01 6.200000 0.00 20000.00 20141.53 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 36 549300XMP3KDCKJXIU47 571748CF7 2036-03-15 4.950000 0.00 26000.00 25694.63 Corporate Debt Securities M & T BK CORP SR GLBL NT 28 549300WYXDDBYRASEG81 55261FAQ7 2028-08-16 4.553000 0.00 83000.00 84596.75 Corporate Debt Securities MACQUARIE GROUP LIMITED SR REGS NT 28 ACMHD8HWFMFUIQQ8Y590 55608KBC8 2028-06-21 4.098000 0.00 556000.00 555384.69 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL LL NT 26 225YDZ14ZO8E1TXUSU86 571903BM4 2026-09-15 5.450000 0.00 11000.00 11228.79 Corporate Debt Securities MARATHON OIL CORP SR GLBL NT6.8%32 1FRVQX2CRLGC1XLP5727 565849AB2 2032-03-15 6.800000 0.00 4000.00 4284.08 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL VV NT 35 225YDZ14ZO8E1TXUSU86 571903BX0 2035-10-15 5.250000 0.00 81000.00 80706.64 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.5%48 3BNYRYQHD39K4LCKQF12 56585ABE1 2048-04-01 4.500000 0.00 96000.00 76755.84 Corporate Debt Securities MSCI INC SR GLBL 144A 31 549300HTIN2PD78UB763 55354GAL4 2031-02-15 3.875000 0.00 100000.00 94646.83 Corporate Debt Securities MARS INC SR 144A NT 33 54930073HKEO6GZBSS03 571676AV7 2033-04-20 4.750000 0.00 3580000.00 3553423.47 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 28 BD 50 1HNPXZSMMB7HMBMVBS46 694308JN8 2050-07-01 4.950000 0.00 19013696.00 15464694.57 Corporate Debt Securities MCDONALDS CORP FR 4.2%040150 UE2136O97NLB5BYP9H04 58013MFR0 2050-04-01 4.200000 0.00 34000.00 26559.44 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR GLBL LKD NT32 N/A 46590XAP1 2032-05-15 3.000000 0.00 5000.00 4455.32 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 6.375%38 HL3H1H2BGXWVG3BSWR90 718172AC3 2038-05-16 6.375000 0.00 117000.00 126601.17 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 4.875%43 HL3H1H2BGXWVG3BSWR90 718172BD0 2043-11-15 4.875000 0.00 70000.00 62550.02 Corporate Debt Securities REVVITY INC SR GLBL NT 31 549300IKL1SDPFI7N655 714046AH2 2031-03-15 2.550000 0.00 73000.00 66014.14 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 46 5493002F0SC4JTBU5137 863667AJ0 2046-03-15 4.625000 0.00 127000.00 110326.45 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -K NT 26 R64UBJHEC74EB3HGQ410 845437BP6 2026-10-01 2.750000 0.00 42000.00 42277.90 Corporate Debt Securities MARVELL TECHNOLOGY INC SR GLBL NT 30 254900WVU0BM7ZCJ9E93 573874AR5 2030-07-15 4.750000 0.00 5680000.00 5620139.11 Corporate Debt Securities PACIFICORP 1MT 6%39 SGY07Y7FNYBNLM6Z1M11 695114CL0 2039-01-15 6.000000 0.00 17000.00 17024.59 Corporate Debt Securities SPRINT CAP CORP MTN BE SR GLBL NT 32 549300L17W0GQBR1PO80 852060AT9 2032-03-15 8.750000 0.00 182000.00 218260.87 Corporate Debt Securities BOOKING HOLDINGS INC SR GLBL NT 28 FXM8FAOHMYDIPD38UZ17 741503BC9 2028-03-15 3.550000 0.00 20000.00 19949.82 Corporate Debt Securities MATTEL INC SR GLBL NT 5%30 549300VELLG24KHTJ564 577081BG6 2030-11-17 5.000000 0.00 489000.00 490465.91 Corporate Debt Securities FOX CORP GLBL NT 6.5%33 549300DDU6FDRBIELS05 35137LAN5 2033-10-13 6.500000 0.00 146000.00 156325.12 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT5.4%34 549300IRDTHJQ1PVET45 35671DBJ3 2034-11-14 5.400000 0.00 37000.00 37414.03 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR GLBL NT 28 6WQI0GK1PRFVBA061U48 31620MBS4 2028-03-01 1.650000 0.00 97000.00 93121.46 Corporate Debt Securities GCAT TR 2023-NQM1 A-1 20571025 FLT N/A 36169BAA4 2057-10-25 4.250000 0.00 1535800.00 1076718.43 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2006-3 M7 20361125 FLT N/A 316599AM1 2036-11-25 4.962800 0.00 3015000.00 1718.18 Asset-Backed Securities FIELDSTONE MTG INV 2006-2 M5 20360725 FLT N/A 31659EAJ7 2036-07-25 4.498900 0.00 4000000.00 2039.50 Asset-Backed Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 316773DM9 2030-09-06 4.895000 0.00 622000.00 632876.27 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT 35 549300147YMUQB3GW319 46188BAG7 2035-02-01 4.875000 0.00 60000.00 58791.30 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 39 VGRQXHF3J8VDLUA7XE92 459200KB6 2039-05-15 4.150000 0.00 10396000.00 8766438.55 Corporate Debt Securities HANOVER INS GROUP INC SR GLBL NT2.5%30 JJYR6MFKFF6CF8DBZ078 410867AG0 2030-09-01 2.500000 0.00 4000.00 3663.43 Corporate Debt Securities GREAT-WEST LIFECO FIN 2018 L P SR GLBL 144A 28 N/A 39138QAA3 2028-05-17 4.047000 0.00 59000.00 58820.57 Corporate Debt Securities GRUBHUB HLDGS INC 1LIEN GLBL PIK30 N/A 40010PAC2 2030-07-31 13.000000 0.00 728.00 646.82 Corporate Debt Securities HOME DEPOT INC SR GLBL NT4.4%45 QEKMOTMBBKA8I816DO57 437076BF8 2045-03-15 4.400000 0.00 95000.00 80114.66 Corporate Debt Securities AMERIPRISE FINL INC SR GLBL NT 33 6ZLKQF7QB6JAEKQS5388 03076CAM8 2033-05-15 5.150000 0.00 2000.00 2021.08 Corporate Debt Securities ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 02209SAR4 2044-01-31 5.375000 0.00 2811000.00 2531839.59 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 35 5493006ORUSIL88JOE18 03027XCP3 2035-03-15 5.350000 0.00 17649000.00 17824627.16 Corporate Debt Securities ALABAMA PWR CO SR GLBL 2025A 35 0RL818ELFOHP5JHOFU19 010392GC6 2035-04-02 5.100000 0.00 55000.00 55256.21 Corporate Debt Securities AMAZON COM INC SR GLBL NT3.9%28 ZXTILKJKG63JELOEG630 023135CS3 2028-11-20 3.900000 0.00 98000.00 97251.44 Corporate Debt Securities AMERICAN ASSETS TRUST L P SR GLBL NT 34 549300V1TI0SMG9Z6U69 02401LAB0 2034-10-01 6.150000 0.00 6029000.00 6129262.27 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC SR 144A NT 54 549300OSW32RVX8CCZ87 01626PAV8 2054-02-12 5.617000 0.00 1318000.00 1259215.48 Corporate Debt Securities AMERICAN AIRLINES PASS 2026-1B B 20361110 5.7 N/A 02380KAA9 2036-11-10 5.750000 0.00 173000.00 172567.81 Asset-Backed Securities BAXTER INTL INC SR GLBL NT2.6%26 J5OIVXX3P24RJRW5CK77 071813BQ1 2026-08-15 2.600000 0.00 492000.00 497367.17 Corporate Debt Securities BANK5 2024-5YR6 A-3 20570517 6.2 N/A 066043AB6 2057-05-17 6.225000 0.00 25000.00 24523.46 Private Label Collateralized Mortgage Obligations AMERICAN HONDA FIN CORP MTN FR 4.9%041031 B6Q2VFHD1797Q7NZ3E43 02665WGX3 2031-04-10 4.900000 0.00 70000.00 70193.78 Corporate Debt Securities AMEREN CORP SR GLBL NT 27 XRZQ5S7HYJFPHJ78L959 023608AL6 2027-03-15 1.950000 0.00 2000.00 1985.83 Corporate Debt Securities COMCAST CORP NEW SR NT 5.35%53 51M0QTTNCGUN7KFCFZ59 20030NEF4 2053-05-15 5.350000 0.00 7859000.00 6492197.65 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 33 6VJJ5GQWIRDQ06DUXG89 20826FBF2 2033-09-15 5.050000 0.00 70000.00 71434.84 Corporate Debt Securities CITIGROUP INC SR GLBL NT 41 6SHGI4ZSSLCXXQSBB395 172967MM0 2041-03-26 5.316000 0.00 15234000.00 14976824.69 Corporate Debt Securities CENTERPOINT ENERGY RES CORP SR GLBL NT4.4%32 2JADVB0458J06WCD4N56 15189WAP5 2032-07-01 4.400000 0.00 4000.00 3883.55 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 116 BD44 D8YOXB8L2ZDC8P7Q0771 202795JD3 2044-01-15 4.700000 0.00 85000.00 73518.11 Corporate Debt Securities THE CAMPBELLS COMPANY SR NT 4.8%48 5493007JDSMX8Z5Z1902 134429BH1 2048-03-15 4.800000 0.00 362000.00 289488.99 Corporate Debt Securities BLUE OWL CR INCOME CORP SR GLBL NT5.8%30 5493003I42XBWPE05N35 09581CAD3 2030-03-15 5.800000 0.00 3570000.00 3552153.97 Corporate Debt Securities BANK NEW ZEALAND SR 144A NT 31 N7LGVZM7X4UQ66T7LT74 064064AD0 2031-06-10 4.757000 0.00 370000.00 370695.26 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.06%072232 WFLLPEPC7FZXENRZV188 06406RBZ9 2032-07-22 5.060000 0.00 807000.00 809909.23 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT 6%35 3MGELCRSTNSAMJ962671 092113AX7 2035-01-15 6.000000 0.00 5000.00 5114.18 Corporate Debt Securities BELL CDA SR GLBL-US8 NT33 5493000G3EFX9S7TDE29 0778FPAL3 2033-05-11 5.100000 0.00 94000.00 93327.27 Corporate Debt Securities BAKER HUGHES HLDGS LLC SR NT 5.125%40 549300XU3XH6F05YEQ93 057224AZ0 2040-09-15 5.125000 0.00 52000.00 49575.82 Corporate Debt Securities FMC CORP SR SEC GLBL 31 CKDHZ2X64EEBQCSP7013 302491BA2 2031-06-01 8.000000 0.00 3309000.00 3439389.31 Corporate Debt Securities EFMT 2024--NQM1 A-1A 20691125 5.7 254900GTI06L3BTCLG55 26845DAA3 2069-11-25 5.708000 0.00 8330000.00 5215920.88 Private Label Collateralized Mortgage Obligations FAIRFAX FINL HLDGS LTD SR GLBL 144A 56 GLS7OQD0WOEDI8YAP031 303901CD2 2056-06-08 6.200000 0.00 11861000.00 11360795.27 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR GLBL BD5.6%42 S2PEWKCZFFECR4533P43 30161MAN3 2042-06-15 5.600000 0.00 75000.00 72132.42 Corporate Debt Securities ENTERPRISE FLT FING 2023-3 A-2 20300320 6.4 N/A 29374LAB6 2030-03-20 6.400000 0.00 50000.00 10178.27 Asset-Backed Securities EXTRA SPACE STORAGE LP SR GLBL NT2.4%31 549300YNKSKNZFR8UC42 30225VAQ0 2031-10-15 2.400000 0.00 46000.00 40590.25 Corporate Debt Securities ENTERGY CORP NEW SR GLBL 50 4XM3TW50JULSLG8BNC79 29364GAK9 2050-06-15 3.750000 0.00 1000000.00 701681.67 Corporate Debt Securities EVERSOURCE ENERGY GLBL -GG NT 34 SJ7XXD41SQU3ZNWUJ746 30040WAZ1 2034-07-15 5.950000 0.00 20000.00 20626.29 Corporate Debt Securities ENTERGY TEXAS INC 1M GLBL BD1.5%26 LWXX58X12AJXISQ28573 29365TAL8 2026-09-01 1.500000 0.00 3000.00 3010.56 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 3.75%33 5493006YXS1U5GIHE750 298785JV9 2033-02-14 3.750000 0.00 70000.00 68246.91 Corporate Debt Securities FS RIALTO 2026-FL11 2026-FL11 A 20440119 5.1 N/A 30343TAA7 2044-01-19 5.119600 0.00 18600000.00 18643459.59 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 2006-1 M3 20360525 FLT N/A 31659TFC4 2036-05-25 4.423900 0.00 7527000.00 3775.11 Asset-Backed Securities FIELDSTONE MTG INV 2006-1 M5 20360525 FLT N/A 31659TFE0 2036-05-25 4.633900 0.00 4000000.00 2099.50 Asset-Backed Securities FIRST AMERN FINL CORP SR GLBL NT 34 549300B6VEZK3N0A1P55 31847RAJ1 2034-09-30 5.450000 0.00 97000.00 95966.63 Corporate Debt Securities FIELDSTONE MTG INV 2006-S1 M4 20370125 FLT N/A 31659XAE6 2037-01-25 4.888900 0.00 4078000.00 2255.99 Asset-Backed Securities FIELDSTONE MTG INV 2006-2 M4 20360725 FLT N/A 31659EAH1 2036-07-25 4.453900 0.00 5000000.00 2524.38 Asset-Backed Securities FEDEX FGHT HLDG CO INC SR 144A NT 31 984500Y1DA5A58ICE336 314352AC9 2031-03-15 4.650000 0.00 4000.00 3991.93 Corporate Debt Securities FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31 549300N3Z00ZHE2XC526 31959XAC7 2031-03-12 5.231000 0.00 1279000.00 1291364.70 Corporate Debt Securities FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27 N/A 317386AC4 2027-11-30 8.875000 0.00 2177.00 2176.55 Corporate Debt Securities FLEX LTD SR GLBL NT 29 549300EAQH74YHD07T53 33938XAA3 2029-06-15 4.875000 0.00 10000.00 10038.19 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 29 A89MY1K3YLIGJMYWVX50 341081GT8 2029-06-15 5.150000 0.00 75000.00 76607.29 Corporate Debt Securities FISERV INC SR GLBL NT 31 GI7UBEJLXYLGR2C7GV83 337738BP2 2031-02-15 4.550000 0.00 116000.00 114921.26 Corporate Debt Securities FIELDSTONE MTG INV 2006-1 M7 20360525 FLT N/A 31659TFG5 2036-05-25 5.488900 0.00 5000000.00 3099.38 Asset-Backed Securities HUMANA INC SR GLBL NT 33 529900YLDW34GJAO4J06 444859BV3 2033-03-01 5.875000 0.00 924000.00 964119.31 Corporate Debt Securities FIRSTENERGY TRANSMISSION LLC SR GLBL NT 33 549300AINIIPOLYX2R63 33767BAK5 2033-01-15 4.750000 0.00 90000.00 87495.40 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%34 A89MY1K3YLIGJMYWVX50 341081GU5 2034-06-15 5.300000 0.00 547000.00 553040.10 Corporate Debt Securities EVERGY KANS CENT INC 1M GLBL BD4.1%43 J75GNWGEO73W89ZV3S44 95709TAJ9 2043-04-01 4.100000 0.00 15000.00 12329.20 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.05%011128 Z2VZBHUMB7PWWJ63I008 89236TEM3 2028-01-11 3.050000 0.00 3000.00 2948.50 Corporate Debt Securities 3M CO SR GLBL NT 30 LUZQVYP4VS22CLWDAR65 88579YBN0 2030-04-15 3.050000 0.00 1895000.00 1796802.15 Corporate Debt Securities UBS GROUP AG SR 144A NT 27 549300SZJ9VS8SGXAN81 902613AS7 2027-08-05 4.703000 0.00 499000.00 510408.36 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT4.9%33 WDJNR2L6D8RWOEB8T652 882508CB8 2033-03-14 4.900000 0.00 70000.00 71151.31 Corporate Debt Securities TRUIST FINL CORP FR 5.867%060834 549300DRQQI75D2JP341 89788MAP7 2034-06-08 5.867000 0.00 1615000.00 1667192.81 Corporate Debt Securities BPCE FR 6.612%101927 9695005MSX1OYEMGDF46 F11494BX2 2027-10-19 6.612000 0.00 250000.00 255728.50 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 55 2S72QS2UO2OESLG6Y829 92343VHJ6 2055-11-30 5.875000 0.00 499000.00 460647.69 Corporate Debt Securities TARGA RES CORP SR GLBL NT 55 5493003QENHHS261UR94 87612GAN1 2055-05-15 6.125000 0.00 1063000.00 1030238.93 Corporate Debt Securities TECK RESOURCES LTD SR NT 5.2%42 T8KI5SQ2JRWHL7XY0E11 878744AB7 2042-03-01 5.200000 0.00 99000.00 86307.87 Corporate Debt Securities TEXTRON INC SR GLBL NT 31 3PPKBHUG1HD6BO7RNR87 883203CC3 2031-03-15 2.450000 0.00 2000.00 1810.81 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAC9 2039-09-30 5.750000 0.00 9557824.00 9586943.50 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT4.5%28 5493004KVU1HWZCP0C66 970648AG6 2028-09-15 4.500000 0.00 50000.00 50643.50 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT4.1%49 549300Y650407RU8B149 89417EAP4 2049-03-04 4.100000 0.00 1208000.00 949502.09 Corporate Debt Securities REPUBLIC SVCS INC GLBL NT 4.875%29 NKNQHM6BLECKVOQP7O46 760759BB5 2029-04-01 4.875000 0.00 1218000.00 1244320.98 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR NT 2.9%26 5493000M6Z4XFIP6PF03 775109BF7 2026-11-15 2.900000 0.00 38000.00 38060.88 Corporate Debt Securities PPL CAP FDG INC SR GLBL NT 34 549300MROK5WY0D2NU17 69352PAT0 2034-09-01 5.250000 0.00 45000.00 45460.12 Corporate Debt Securities WESTLAKE CORPORATION SR GLBL NT 47 GOXNEVUM0LL78B1OS344 960413AU6 2047-11-15 4.375000 0.00 4000.00 3020.26 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT5.3%28 D71FAKCBLFS2O0RBPG08 969457CK4 2028-08-15 5.300000 0.00 10000.00 10354.79 Corporate Debt Securities ZOETIS INC SR NT 4.7%43 549300HD9Q1LOC9KLJ48 98978VAH6 2043-02-01 4.700000 0.00 35000.00 31161.55 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL 2020A 31 E8CD46SWUD2TSN8PA636 8426EPAD0 2031-01-15 1.750000 0.00 110000.00 96529.16 Corporate Debt Securities SOUTHERN CO SR GLBL 2023D 29 549300FC3G3YU2FBZD92 842587DS3 2029-03-15 5.500000 0.00 14000.00 14544.15 Corporate Debt Securities METLIFE INC SR NT 4.125%42 C4BXATY60WC6XEOZDX54 59156RBD9 2042-08-13 4.125000 0.00 85000.00 70682.60 Corporate Debt Securities METLIFE INC SR GLBL NT 33 C4BXATY60WC6XEOZDX54 59156RCE6 2033-07-15 5.375000 0.00 495000.00 504523.25 Corporate Debt Securities OMEGA HEALTHCARE INVS INC SR GLBL NT 29 549300OJ7ENK42CZ8E73 681936BL3 2029-10-01 3.625000 0.00 34000.00 32906.33 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL DEB 96 VGRQXHF3J8VDLUA7XE92 459200AP6 2096-12-01 7.125000 0.00 2773000.00 2998042.81 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT2.4%31 HKUPACFHSSASQK8HLS17 681919BR6 2031-03-01 2.400000 0.00 64000.00 57700.48 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 30 BUGSFQZERKRBFWIG5267 85571BBC8 2030-04-15 6.000000 0.00 4000.00 4082.79 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 52 5493000F4ZO33MV32P92 45866FAX2 2052-06-15 4.950000 0.00 936000.00 808399.80 Corporate Debt Securities OCHSNER CLINIC FOUNDATION BD 5.897%45 549300SN4RK0THHUAC05 675553AA9 2045-05-15 5.897000 0.00 3000.00 2880.00 Corporate Debt Securities ORIX CORP SR GLBL NT5.4%35 35380016EMHNBOVYE123 686329AB9 2035-02-25 5.400000 0.00 455000.00 462907.90 Corporate Debt Securities SUMIT MTG TR 2022-BVUE A 20410212 2.7 N/A 865592AA7 2041-02-12 2.789000 0.00 640000.00 586232.43 Private Label Collateralized Mortgage Obligations MARVELL TECHNOLOGY INC SR GLBL NT 28 254900WVU0BM7ZCJ9E93 573874AN4 2028-06-22 4.875000 0.00 100000.00 100860.12 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 42 BD 54 5BANEF6PGSEK0SNMQF44 744448DA6 2054-05-15 5.750000 0.00 171000.00 163701.53 Corporate Debt Securities MEDTRONIC GLOBAL HLDGS S C A SR GLBL NT4.5%33 549300JXMTTP8GKYIX14 58507LBC2 2033-03-30 4.500000 0.00 3615000.00 3551448.30 Corporate Debt Securities MCDONALDS CORP FR 4.7%120935 UE2136O97NLB5BYP9H04 58013MEZ3 2035-12-09 4.700000 0.00 497000.00 481155.09 Corporate Debt Securities PRUDENTIAL FINL INC FR 4.6%051544 5PRBRS5FEH7NREC8OR45 74432QCA1 2044-05-15 4.600000 0.00 146000.00 124678.32 Corporate Debt Securities MERCK & CO INC SR NT 3.7%45 4YV9Y5M8S0BRK1RP0397 58933YAT2 2045-02-10 3.700000 0.00 84000.00 64837.50 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL QQ NT 35 225YDZ14ZO8E1TXUSU86 571903BS1 2035-03-15 5.350000 0.00 88000.00 89054.34 Corporate Debt Securities PHILLIPS EDISON GROCERY CTR OP SR GLBL NT 32 549300WUPIVS6ZE0ZI51 71845JAD0 2032-08-15 5.250000 0.00 50000.00 51224.42 Corporate Debt Securities REALTY INCOME CORP SR GLBL NT 26 549300CUWDAUZSH43859 756109AR5 2026-10-15 4.125000 0.00 74000.00 74898.05 Corporate Debt Securities RTX CORPORATION GLBL NT 5.75%29 I07WOS4YJ0N7YRFE7309 75513ECU3 2029-01-15 5.750000 0.00 93000.00 95727.28 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT1.9%31 AR5L2ODV9HN37376R084 57636QAS3 2031-03-15 1.900000 0.00 88000.00 78419.24 Corporate Debt Securities MCDONALDS CORP FR 4.875%120945 UE2136O97NLB5BYP9H04 58013MFA7 2045-12-09 4.875000 0.00 80000.00 70067.33 Corporate Debt Securities METLIFE INC SR NT 6.5%32 C4BXATY60WC6XEOZDX54 59156RAE8 2032-12-15 6.500000 0.00 4000.00 4344.26 Corporate Debt Securities REGIONS FINANCIAL CORP NEW SR GLBL NT 35 CW05CS5KW59QTC0DG824 7591EPAV2 2035-09-06 5.502000 0.00 3994000.00 4043928.33 Corporate Debt Securities PERMIAN RES OPER LLC SR GLBL 144A 32 5493004CTVUMQLRPOE23 71424VAA8 2032-01-15 7.000000 0.00 1227000.00 1274167.24 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 42 HL3H1H2BGXWVG3BSWR90 718172AU3 2042-08-21 3.875000 0.00 13000.00 10472.05 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 53 2138006TSNBEUA761G16 76720AAP1 2053-03-09 5.125000 0.00 26000.00 23554.84 Corporate Debt Securities MPLX LP SR NT 5.2%47 5493000CZJ19CK4P3G36 55336VBP4 2047-12-01 5.200000 0.00 179000.00 156756.86 Corporate Debt Securities MCDONALDS CORP FR 5%051729 UE2136O97NLB5BYP9H04 58013MFX7 2029-05-17 5.000000 0.00 42000.00 42843.69 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 28 353800V2V8PUY9TK3E06 606822AV6 2028-03-02 3.961000 0.00 185000.00 186369.77 Corporate Debt Securities MARKEL GROUP INC SR GLBL NT4.3%47 549300SCNO12JLWIK605 570535AS3 2047-11-01 4.300000 0.00 2000.00 1562.42 Corporate Debt Securities MCDONALDS CORP FR 5.45%081453 UE2136O97NLB5BYP9H04 58013MFW9 2053-08-14 5.450000 0.00 60000.00 56710.32 Corporate Debt Securities MACQUARIE GROUP LIMITED SR REGS NT 33 ACMHD8HWFMFUIQQ8Y590 55608KBE4 2033-06-21 4.442000 0.00 170000.00 163495.04 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER GLBL 144A NT 35 549300423Z16BB673J12 58769JBH9 2035-04-01 5.450000 0.00 150000.00 151772.50 Corporate Debt Securities MERCK & CO INC SR GLBL NT 46 4YV9Y5M8S0BRK1RP0397 58933YCH6 2046-05-22 5.750000 0.00 65000.00 64300.65 Corporate Debt Securities JP MORGAN MTG TR 2020-LTV1 A-15 20500625 FLT N/A 46591NBH9 2050-06-25 3.500000 0.00 370000.00 480.40 Private Label Collateralized Mortgage Obligations MASSACHUSETTS MUT LIFE SUB 144A NT 52 R6ZXK5P01NP6HXSY1S07 575767AT5 2052-12-01 5.672000 0.00 80000.00 74903.47 Corporate Debt Securities POLARIS INC SR GLBL NT 29 549300QJSN8UVWN1EI78 731068AA0 2029-03-15 6.950000 0.00 104000.00 111155.78 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT5.5%53 CUMYEZJOAF02RYZ1JJ85 74251VAU6 2053-03-15 5.500000 0.00 2000.00 1892.60 Corporate Debt Securities MCKESSON CORP SR GLBL NT5.1%33 549300WZWOM80UCFSF54 581557BU8 2033-07-15 5.100000 0.00 37000.00 37162.68 Corporate Debt Securities MARTIN MARIETTA MATLS INC 4.25%47 5299005MZ4WZECVATV08 573284AU0 2047-12-15 4.250000 0.00 98000.00 76281.29 Corporate Debt Securities FREEPORT MCMORAN INC SR NT 6.125%34 G4008SUSNH0WBKRVG414 717265AM4 2034-03-15 6.125000 0.00 1000.00 1044.85 Corporate Debt Securities PHILLIPS 66 CO SR GLBL NT 54 RVJMT2IZVVSKIRJJBH76 718547AW2 2054-06-15 5.650000 0.00 92000.00 84987.71 Corporate Debt Securities MPLX LP 5.5%49 5493000CZJ19CK4P3G36 55336VAT7 2049-02-15 5.500000 0.00 11117000.00 10162617.90 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT4.9%49 549300XMP3KDCKJXIU47 571748BJ0 2049-03-15 4.900000 0.00 65000.00 56429.82 Corporate Debt Securities MERCK & CO INC SR GLBL NT 32 4YV9Y5M8S0BRK1RP0397 58933YBY0 2032-12-04 4.450000 0.00 70000.00 68708.91 Corporate Debt Securities MCDONALDS CORP FR 5%021336 UE2136O97NLB5BYP9H04 58013MGC2 2036-02-13 5.000000 0.00 1452000.00 1457667.64 Corporate Debt Securities MPLX LP SR GLBL NT6.1%56 5493000CZJ19CK4P3G36 55336VCF5 2056-04-01 6.100000 0.00 228000.00 223439.11 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL SS NT 37 225YDZ14ZO8E1TXUSU86 571903BU6 2037-04-15 5.500000 0.00 3539000.00 3547827.84 Corporate Debt Securities INTEL CORP SR GLBL NT 4%29 KNX4USFCNGPY45LOCE31 458140BZ2 2029-08-05 4.000000 0.00 2455000.00 2444015.24 Corporate Debt Securities HONDA MOTOR CO LTD GLBL NT 5.337%35 549300P7ZYCQJ36CCS16 438127AF9 2035-07-08 5.337000 0.00 285000.00 281329.13 Corporate Debt Securities IDAHO PWR CO FR 5.8%040154 TN0LL73P2C8X3W6KM391 45138LBJ1 2054-04-01 5.800000 0.00 99000.00 97407.42 Corporate Debt Securities METLIFE INC SR GLBL NT 54 C4BXATY60WC6XEOZDX54 59156RCD8 2054-01-15 5.250000 0.00 25241000.00 22612233.99 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST SR 144A NT6.5%28 N/A 59567LAA2 2028-05-01 6.500000 0.00 499000.00 507213.54 Corporate Debt Securities MISSISSIPPI POWER CO SR -2011B NT 41 LNZ0J6YZ5SC6ILIRU850 605417BY9 2041-10-15 4.750000 0.00 214000.00 191931.49 Corporate Debt Securities THP MTG TR 2023-THL B 20341214 FLT N/A 87252LAE5 2034-12-14 7.668700 0.00 5520000.00 5564395.25 Private Label Collateralized Mortgage Obligations CARLYLE SECURED LENDING INC SR GLBL NT 30 5493003POT0JT6WD1D83 872280AA0 2030-02-18 6.750000 0.00 6000.00 6192.14 Corporate Debt Securities MEDTRONIC INC SR NT 4.5%42 D56MRZY2INAN94ZONZ37 585055AW6 2042-03-15 4.500000 0.00 18000.00 15282.36 Corporate Debt Securities PHILLIPS 66 CO GLBL NT 4.9%46 RVJMT2IZVVSKIRJJBH76 718547AP7 2046-10-01 4.900000 0.00 73000.00 63154.73 Corporate Debt Securities T MOBILE USA INC SR GLBL NT5.7%56 549300V2JRLO5DIFGE82 87264ADY8 2056-01-15 5.700000 0.00 9052000.00 8006162.09 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT3.7%26 549300RS7EWPM9MA6C78 87165BAL7 2026-08-04 3.700000 0.00 20000.00 20360.43 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY FR 6.75%123031 NINLOILYRTLIMK26MZ18 595620AB1 2031-12-30 6.750000 0.00 1464000.00 1599002.76 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 28 549300DV9GIB88LZ5P30 609207BF1 2028-05-06 4.250000 0.00 41000.00 41178.13 Corporate Debt Securities TARGA RES CORP SR GLBL NT 52 5493003QENHHS261UR94 87612GAB7 2052-04-15 4.950000 0.00 1595000.00 1326378.07 Corporate Debt Securities PEPSICO INC SR GLBL NT 5%35 FJSUNZKFNQ5YPJ5OT455 713448GK8 2035-07-23 5.000000 0.00 90000.00 89083.00 Corporate Debt Securities ORACLE CORP SR GLBL NT6.7%56 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 2056-02-04 6.700000 0.00 8411000.00 7679257.02 Corporate Debt Securities INTESA SANPAOLO S P A FR 8.248%112133 2W8N8UU78PMDQKZENC08 46115HBV8 2033-11-21 8.248000 0.00 319000.00 370119.04 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 27 UDTZ87G0STFETI6HGH41 844741BK3 2027-06-15 5.125000 0.00 2836000.00 2866227.82 Corporate Debt Securities HUNTINGTON INGALLS INDS INC SR GLBL NT 35 5TZLZ6WJTBVJ0QWBG121 446413BB1 2035-01-15 5.749000 0.00 49000.00 49961.14 Corporate Debt Securities ILLUMINA INC SR GLBL NT 31 SQ95QG8SR5Q56LSNF682 452327AM1 2031-03-23 2.550000 0.00 12125000.00 10984724.58 Corporate Debt Securities MCDONALDS CORP FR 6.3%030138 UE2136O97NLB5BYP9H04 58013MEF7 2038-03-01 6.300000 0.00 52000.00 56812.60 Corporate Debt Securities MERCK & CO INC 3.9%39 4YV9Y5M8S0BRK1RP0397 58933YAV7 2039-03-07 3.900000 0.00 50000.00 43665.50 Corporate Debt Securities METLIFE INC SR GLBL NT4.6%46 C4BXATY60WC6XEOZDX54 59156RBR8 2046-05-13 4.600000 0.00 302000.00 255995.33 Corporate Debt Securities TD SYNNEX CORPORATION CR SEN SR GLBL28 5493004HI6PFLF46NS53 87162WAH3 2028-08-09 2.375000 0.00 5000.00 4810.89 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 29 549300V2JRLO5DIFGE82 87264ADE2 2029-01-15 4.850000 0.00 49000.00 49186.96 Corporate Debt Securities MILL CITY MTG LN TR 2015-2 M3 20570925 FLT N/A 599808BG6 2057-09-25 3.676300 0.00 200000.00 42072.78 Private Label Collateralized Mortgage Obligations MCDONALDS CORP FR 5.15%090952 UE2136O97NLB5BYP9H04 58013MFT6 2052-09-09 5.150000 0.00 87000.00 78095.02 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 27 353800V2V8PUY9TK3E06 606822AR5 2027-07-25 3.287000 0.00 141000.00 139568.54 Corporate Debt Securities MELLO MTG CAP ACCP 2022-INV2 A-4 20520425 FLT N/A 58549JAK0 2052-04-25 3.000000 0.00 4407920.00 2692190.53 Private Label Collateralized Mortgage Obligations MCDONALDS CORP FR 4.95%081433 UE2136O97NLB5BYP9H04 58013MFV1 2033-08-14 4.950000 0.00 30000.00 30629.78 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 31 HL3H1H2BGXWVG3BSWR90 718172DP1 2031-11-01 4.750000 0.00 4000.00 4023.74 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 31 353800CI5L6DDAN5XZ33 60687YBL2 2031-09-08 1.979000 0.00 603000.00 538702.73 Corporate Debt Securities GSMS TR 2024-FAIR C 20410715 FLT N/A 36270JAE5 2041-07-15 6.890700 0.00 2000000.00 1980474.48 Private Label Collateralized Mortgage Obligations PROLOGIS L P SR GLBL NT 28 GL16H1DHB0QSHP25F723 74340XBH3 2028-09-15 3.875000 0.00 100000.00 100063.89 Corporate Debt Securities MCKESSON CORP GLBL NT 4.25%29 549300WZWOM80UCFSF54 581557BV6 2029-09-15 4.250000 0.00 60000.00 60164.13 Corporate Debt Securities PINNACLE WEST CAP CORP SR GLBL NT 30 TWSEY0NEDUDCKS27AH81 723484AN1 2030-05-15 5.150000 0.00 7024000.00 7137804.41 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL NN NT 29 225YDZ14ZO8E1TXUSU86 571903BP7 2029-05-15 4.875000 0.00 20000.00 20281.23 Corporate Debt Securities METROPOLITAN EDISON CO SR 144A NT4.3%29 N/A 591894CC2 2029-01-15 4.300000 0.00 21000.00 20812.70 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 27 5493006ORUSIL88JOE18 03027XAM2 2027-01-15 3.125000 0.00 24000.00 23887.89 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT 29 5IDHQUFVC8Q2KIBBFF06 03040WAU9 2029-06-01 3.450000 0.00 86000.00 83719.28 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 4.75%48 ODVCVCQG2BP6VHV36M30 026874DL8 2048-04-01 4.750000 0.00 5726000.00 4926898.53 Corporate Debt Securities AMERICAN EXPRESS CO SR NT 4.456%32 R4PP93JZOLY261QX3811 025816EP0 2032-02-10 4.456000 0.00 17342000.00 17346439.55 Corporate Debt Securities AGREE LTD PARTNERSHIP SR GLBL NT5.6%35 549300DXY3G299V1BO77 008513AF0 2035-06-15 5.600000 0.00 10000.00 10149.96 Corporate Debt Securities AMERICAN AIRLN PSTHRU 2019-1 B 20290815 3.8 N/A 02379DAA8 2029-08-15 3.850000 0.00 9000.00 3834.36 Asset-Backed Securities AMERICAN EXPRESS CO SR GLBL NT 36 R4PP93JZOLY261QX3811 025816DZ9 2036-01-30 5.442000 0.00 108000.00 108155.52 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32 8MYN82XMYQH89CTMTH67 036752AW3 2032-10-15 5.500000 0.00 80000.00 82765.16 Corporate Debt Securities ESSENTIAL UTILS INC 4.276%49 549300ILTEOF3E3QY357 03836WAC7 2049-05-01 4.276000 0.00 5000.00 3917.10 Corporate Debt Securities AMERICAN FINANCIAL GROUP INC SR GLBL NT 5%35 549300AFOM7IVKIU1G39 025932AQ7 2035-09-23 5.000000 0.00 13000.00 12599.18 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.05%070831 B6Q2VFHD1797Q7NZ3E43 02665WHB0 2031-07-08 5.050000 0.00 20000.00 19943.53 Corporate Debt Securities AMGEN INC SR GLBL NT 30 62QBXGPJ34PQ72Z12S66 031162CU2 2030-02-21 2.450000 0.00 126000.00 117701.50 Corporate Debt Securities AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 29 PTVU09TE3QPJPL7K4E13 02344AAJ7 2029-03-08 4.250000 0.00 695000.00 697262.80 Corporate Debt Securities APPALACHIAN PWR CO SR GLBL BB NT 32 3SCHO1ABYYIG382BEI70 037735DA2 2032-08-01 4.500000 0.00 757000.00 751413.34 Corporate Debt Securities AMGEN INC SR GLBL NT 53 62QBXGPJ34PQ72Z12S66 031162DT4 2053-03-02 5.650000 0.00 9673000.00 9237857.41 Corporate Debt Securities AMERICAN AIRLINES PASS 2025-1A A 20391111 4.9 N/A 02377NAA8 2039-11-11 4.900000 0.00 80000.00 80346.79 Asset-Backed Securities BOEING CO CR SEN SR GLBL54 RVHJWBXLJ1RFUBSY1F30 097023DT9 2054-05-01 6.858000 0.00 8634000.00 9459367.23 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 32 213800LBQA1Y9L22JB70 06738EDM4 2032-06-26 5.102000 0.00 757000.00 752314.38 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT6.5%34 BVHHEFJI6SHNOKQT2572 10112RBH6 2034-01-15 6.500000 0.00 35000.00 36697.46 Corporate Debt Securities BANK NOVA SCOTIA B C VR 091124-090828 L3I9ZG2KFGXZ61BMYR72 06418GAM9 2028-09-08 4.648200 0.00 2000.00 2021.47 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 RVHJWBXLJ1RFUBSY1F30 097023CW3 2050-05-01 5.805000 0.00 1330000.00 1281963.73 Corporate Debt Securities BOARDWALK PIPELINES LP SR GLBL NT 36 549300W6AQ2GHHCGL606 096630AL2 2036-02-15 5.375000 0.00 50000.00 50169.24 Corporate Debt Securities BELL CDA SR GLBL-US4 NT51 5493000G3EFX9S7TDE29 0778FPAF6 2051-03-17 3.650000 0.00 3000.00 2083.43 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 36 54930093Q75GSEM74I71 07274EAP8 2036-07-20 5.625000 0.00 2000000.00 1971537.50 Corporate Debt Securities APPLOVIN CORP SR GLBL NT 54 549300LLVXMUAOL3SQ07 03831WAE8 2054-12-01 5.950000 0.00 161000.00 148008.37 Corporate Debt Securities AMERICAN HOMES 4 RENT L P SR GLBL NT5.5%34 549300N4PXZ37U8QKI55 02666TAG2 2034-02-01 5.500000 0.00 68000.00 69740.12 Corporate Debt Securities BANK MONTREAL MEDIUM FR 4.879%060232 NQQ6HPCNCCU6TUTQYE16 06368MS62 2032-06-02 4.879000 0.00 102000.00 101854.77 Corporate Debt Securities BECTON DICKINSON & CO SR GLBL NT 34 ICE2EP6D98PQUILVRZ91 075887CS6 2034-02-08 5.110000 0.00 67000.00 68016.82 Corporate Debt Securities BENCHMARK MTG TR 2020-B22 D 20540116 2.0 N/A 08163BAL5 2054-01-16 2.000000 0.00 1500000.00 1075481.50 Private Label Collateralized Mortgage Obligations BRIDGE COML MTG TR 2026-MF A 20390615 FLT N/A 10804AAA2 2039-06-15 4.926400 0.00 8961000.00 8991821.33 Private Label Collateralized Mortgage Obligations AMAZON COM INC SR GLBL NT 35 ZXTILKJKG63JELOEG630 023135CV6 2035-11-20 4.650000 0.00 107000.00 101794.54 Corporate Debt Securities AMEREN CORP SR GLBL R NT5%29 XRZQ5S7HYJFPHJ78L959 023608AQ5 2029-01-15 5.000000 0.00 97000.00 97796.59 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT4.2%48 5IDHQUFVC8Q2KIBBFF06 03040WAT2 2048-09-01 4.200000 0.00 5000.00 3955.35 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.6%29 ZXTILKJKG63JELOEG630 023135EB8 2029-07-09 4.600000 0.00 67000.00 67032.90 Corporate Debt Securities AMEREN ILL CO SR SEC NT 6.7%36 RC71E2BZ6UOMFPDJSE79 02361DAJ9 2036-06-15 6.700000 0.00 1200000.00 1316077.33 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 30 5493001ZMCICV4N02J21 02090DAB4 2030-10-15 6.875000 0.00 430.00 428.19 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR REGS NT 35 549300X3UK4GG3FNMO06 F2893TAP1 2035-10-13 4.750000 0.00 4000.00 3847.60 Corporate Debt Securities AIR CDA INC 1LIEN GLBL 26 4B4HI3CGXMBDC0G6BM51 C01026BC3 2026-08-15 3.875000 0.00 2000.00 2033.78 Corporate Debt Securities VICI PROPERTIES LP GLBL NT 5.125%32 254900X4QE7SGKQLLN38 925650AD5 2032-05-15 5.125000 0.00 70000.00 69160.66 Corporate Debt Securities WELLS FARGO & CO FR 5.557%072534 PBLD0EJDB5FWOLXP3B76 95000U3F8 2034-07-25 5.557000 0.00 95000.00 96089.29 Corporate Debt Securities WABTEC 4.7%28 06BTX5UWZD0GQ5N5Y745 960386AM2 2028-09-15 4.700000 0.00 99000.00 100670.68 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT4.8%31 213800TB53ELEUKM7Q61 92857WCC2 2031-06-18 4.800000 0.00 13547000.00 13406969.18 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.7%32 ZXTILKJKG63JELOEG630 023135CR5 2032-12-01 4.700000 0.00 6000.00 5957.54 Corporate Debt Securities AMERICAN ELEC PWR CO INC SR GLBL -J NT 28 1B4S6S7G0TW5EE83BO58 025537AM3 2028-12-01 4.300000 0.00 34000.00 33966.57 Corporate Debt Securities ALLSTATE CORP SR GLBL NT 36 OBT0W1ED8G0NWVOLOJ77 020002AT8 2036-04-01 5.950000 0.00 80000.00 84534.67 Corporate Debt Securities AMGEN INC SR NT 5.65%42 62QBXGPJ34PQ72Z12S66 031162BH2 2042-06-15 5.650000 0.00 77000.00 75727.92 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 30 R4PP93JZOLY261QX3811 025816DU0 2030-04-25 5.532000 0.00 191000.00 197328.21 Corporate Debt Securities ALLY FINL INC SR GLBL NT 30 549300JBN1OSM8YNAI90 02005NBU3 2030-01-03 6.848000 0.00 65000.00 67704.40 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.3%36 ZXTILKJKG63JELOEG630 023135EE2 2036-07-09 5.300000 0.00 11001000.00 10854784.49 Corporate Debt Securities AMER AIRLINES PT TR 2016-2 AA 20291215 3.2 N/A 023765AA8 2029-12-15 3.200000 0.00 11000.00 6029.55 Asset-Backed Securities WELLS FARGO & CO FR 2.879%103030 PBLD0EJDB5FWOLXP3B76 95000U2G7 2030-10-30 2.879000 0.00 5000000.00 4732437.50 Corporate Debt Securities ZOETIS INC SR GLBL NT5.6%32 549300HD9Q1LOC9KLJ48 98978VAV5 2032-11-16 5.600000 0.00 84000.00 87122.00 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 33 5493006ORUSIL88JOE18 03027XBZ2 2033-03-15 5.650000 0.00 4133000.00 4288832.47 Corporate Debt Securities AMAZON COM INC SR GLBL NT 76 ZXTILKJKG63JELOEG630 023135DK9 2076-03-13 6.050000 0.00 20000.00 18780.23 Corporate Debt Securities AMAZON COM INC SR GLBL NT 33 ZXTILKJKG63JELOEG630 023135CU8 2033-03-20 4.350000 0.00 1503000.00 1458600.13 Corporate Debt Securities AMDOCS LTD SR GLBL NT 30 549300HQV672RJ7RQV66 02342TAE9 2030-06-15 2.538000 0.00 89000.00 80100.27 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 35 549300Y650407RU8B149 89417EAT6 2035-07-24 5.050000 0.00 98000.00 96137.21 Corporate Debt Securities TOTALENERGIES CAP SA GLBL NT 5.488%54 529900QI55ZLJVCMPA71 89157XAB7 2054-04-05 5.488000 0.00 16051000.00 15138397.21 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT5.1%36 N/A 893574AU7 2036-03-15 5.100000 0.00 109000.00 107977.22 Corporate Debt Securities TUCSON ELEC PWR CO GLBL NT 5.2%34 YLF139GXSRKPBBTNZL03 898813AW0 2034-09-15 5.200000 0.00 8000.00 8119.32 Corporate Debt Securities CAIXABANK S A FR 6.84%091334 7CUNS533WID6K7DGFI87 E2428RAC9 2034-09-13 6.840000 0.00 2850000.00 3139246.50 Corporate Debt Securities TRANSCANADA PIPELINES LTD SR GLBL NT5.1%49 5BV01I6231JPDAPMGH09 89352HAZ2 2049-03-15 5.100000 0.00 56000.00 51805.97 Corporate Debt Securities TOYOTA MTR CR CORP FR 5.55%112030 Z2VZBHUMB7PWWJ63I008 89236TLE3 2030-11-20 5.550000 0.00 75000.00 77916.44 Corporate Debt Securities WOODSIDE FIN LTD SR GLBL NT5.4%30 254900AIZKU6TGRRNZ98 980236AT0 2030-05-19 5.400000 0.00 20000.00 20424.60 Corporate Debt Securities UNION ELEC CO 1M GLBL BD4.8%36 QMPJLLDULY5C1M8PNY21 906548DB5 2036-03-15 4.800000 0.00 100000.00 97657.33 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 53 549300Y650407RU8B149 89417EAS8 2053-05-25 5.450000 0.00 1307000.00 1219263.27 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 28 549300XTO5VR8SKV1V74 91913YAV2 2028-06-01 4.350000 0.00 11000.00 11025.85 Corporate Debt Securities WASTE MGMT INC DEL SR GLBL NT2.5%50 549300YX8JIID70NFS41 94106LBM0 2050-11-15 2.500000 0.00 7000.00 4051.86 Corporate Debt Securities WESTLAKE CORPORATION SR GLBL NT 35 GOXNEVUM0LL78B1OS344 960413BB7 2035-11-15 5.550000 0.00 15101000.00 14863712.95 Corporate Debt Securities BMW US CAP LLC REGS NT 5.05%30 KK5MZM9DIXLXZL9DZL15 U09513KL2 2030-03-21 5.050000 0.00 50000.00 50976.81 Corporate Debt Securities VERUS SECUR TR 2026-R2 A-3 20671025 FLT 213800ONOQDH136BOW23 92541GAG2 2067-10-25 5.494200 0.00 1000000.00 943854.60 Private Label Collateralized Mortgage Obligations WISCONSIN PWR & LT CO SR GLBL DEB 3%29 JWBYHVQVMY66CVCOSO49 976826BM8 2029-07-01 3.000000 0.00 370000.00 354308.30 Corporate Debt Securities VISA INC SR GLBL NT 2%50 549300JZ4OKEHW3DPJ59 92826CAQ5 2050-08-15 2.000000 0.00 22000.00 11467.77 Corporate Debt Securities UNITED UTILITIES GROUP PLC SR GLBL NT 28 213800KYT12UFB2VE455 91311QAC9 2028-08-15 6.875000 0.00 1000.00 1069.26 Corporate Debt Securities FAIRFAX FINL HLDGS LTD NT 7.75%37 GLS7OQD0WOEDI8YAP031 303901AE2 2037-07-15 7.750000 0.00 1000.00 1125.34 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 48 5493005GKEG8QCVY7037 21036PBD9 2048-11-15 5.250000 0.00 217000.00 195528.57 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 3.35%041829 E0KSF7PFQ210NWI8Z391 24422EWE5 2029-04-18 3.350000 0.00 1000.00 979.10 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 56 51M0QTTNCGUN7KFCFZ59 20030NDU2 2056-11-01 2.937000 0.00 17001000.00 8698944.17 Corporate Debt Securities DANAHER CORP DEL SR GLBL NT 45 S4BKK9OTCEWQ3YHPFM11 235851AR3 2045-09-15 4.375000 0.00 51000.00 42913.84 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC GLBL 2021A DB 31 VZFZPMWDHTQCFKYOBP05 209111GA5 2031-06-15 2.400000 0.00 111000.00 99523.34 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 134 BD33 D8YOXB8L2ZDC8P7Q0771 202795JX9 2033-02-01 4.900000 0.00 3000.00 3045.66 Corporate Debt Securities PERMIAN RES OPER LLC SR 144A NT 29 5493004CTVUMQLRPOE23 19416MAB5 2029-07-01 5.875000 0.00 10039000.00 10105817.91 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 30 2138004JDDA4ZQUPFW65 174610BF1 2030-01-23 5.841000 0.00 38000.00 38858.34 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT 28 N/A 24703DBJ9 2028-02-01 5.250000 0.00 115000.00 119026.15 Corporate Debt Securities CHURCH & DWIGHT CO INC SR GLBL NT5.6%32 POOXSI30AWAQGYJZC921 17136MAC6 2032-11-15 5.600000 0.00 65000.00 68011.59 Corporate Debt Securities COCA COLA CO SR GLBL NT 30 UWJKFUJFZ02DKWI3RY53 191216CT5 2030-03-25 3.450000 0.00 75000.00 73231.88 Corporate Debt Securities CWHEQ REV HEQ RES 2006-RES 05D1A 20351115 FLT N/A 23242YBG9 2035-11-15 3.980900 0.00 20149999.00 66232.16 Asset-Backed Securities CITY OF HOPE SR -2018 NT 48 549300QIQJNNQEIXBL15 17858PAB7 2048-08-15 4.378000 0.00 56000.00 43987.86 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 B54 VZFZPMWDHTQCFKYOBP05 209111GK3 2054-05-15 5.700000 0.00 3704000.00 3528368.67 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.75%40 51M0QTTNCGUN7KFCFZ59 20030NDH1 2040-04-01 3.750000 0.00 485000.00 379299.10 Corporate Debt Securities COUSINS PPTYS LP SR GLBL NT 32 254900ZQIHJ5FQH4C329 222793AB7 2032-02-15 5.375000 0.00 26000.00 26783.76 Corporate Debt Securities CUMMINS INC SR GLBL NT4.9%29 ZUNI8PYC725B6H8JU438 231021AV8 2029-02-20 4.900000 0.00 80000.00 82358.71 Corporate Debt Securities CARLISLE COS INC SR GLBL NT 30 XR64VGX1ZPX6G7ZN7Z11 142339AJ9 2030-03-01 2.750000 0.00 4000.00 3764.99 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT 42 HLYYNH7UQUORYSJQCN42 110122DV7 2042-03-15 3.550000 0.00 140000.00 109453.56 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB5.8%56 N/A 12189LBM2 2056-03-15 5.800000 0.00 10000.00 9937.21 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967QF1 2031-09-11 4.503000 0.00 1000.00 996.06 Corporate Debt Securities CISCO SYS INC SR GLBL NT 32 549300LKFJ962MZ46593 17275RBY7 2032-02-24 4.950000 0.00 47000.00 48129.76 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR GLBL NT6.5%53 S2PEWKCZFFECR4533P43 210385AE0 2053-10-01 6.500000 0.00 13000.00 13642.81 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT4.1%48 5493005GKEG8QCVY7037 21036PAZ1 2048-02-15 4.100000 0.00 7020000.00 5440679.40 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 32 2138004JDDA4ZQUPFW65 174610BH7 2032-07-23 5.718000 0.00 89000.00 90735.56 Corporate Debt Securities DT MIDSTREAM INC SR GLBL 144A 29 N/A 23345MAA5 2029-06-15 4.125000 0.00 60000.00 58875.65 Corporate Debt Securities CLOROX CO DEL SR NT 4.95%33 54930044KVSC06Z79I06 189054BB4 2033-05-15 4.950000 0.00 25000.00 24794.50 Corporate Debt Securities CITIGROUP COML MTG TR 2019-C7 E 20721216 2.7 N/A 17328CAX0 2072-12-16 2.750000 0.00 1500000.00 1138258.00 Private Label Collateralized Mortgage Obligations BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 10373QBL3 2030-04-06 3.633000 0.00 53000.00 51589.43 Corporate Debt Securities BX COML MTG TR 2026-XL6 A 20430315 FLT N/A 12433NAA9 2043-03-15 4.876400 0.00 12755000.00 11565164.51 Private Label Collateralized Mortgage Obligations BEACON FDG TR SR 144A NT 54 984500A80A2EBF5A7C93 073952AB9 2054-08-15 6.266000 0.00 2855000.00 2870426.20 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT2.5%30 3MGELCRSTNSAMJ962671 092113AT6 2030-06-15 2.500000 0.00 2000.00 1828.97 Corporate Debt Securities BP CAP MKTS AMER INC SR GLBL NT 28 5493009NTB34VXE1T760 10373QAE0 2028-11-06 4.234000 0.00 77000.00 77160.69 Corporate Debt Securities BECTON DICKINSON & CO SR DEB 7%27 ICE2EP6D98PQUILVRZ91 075887AN9 2027-08-01 7.000000 0.00 1000.00 1054.63 Corporate Debt Securities PINNACLE FINL PARTNERS INC SB GLBL NT5.9%29 N/A 87161CAM7 2029-02-07 7.538000 0.00 3000.00 3215.41 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC LW TIER II NT 41 35380028MYWPB6AUO129 86562MCK4 2041-09-17 2.930000 0.00 70000.00 50235.93 Corporate Debt Securities TOYOTA MOTOR CORP SR GLBL NT 33 5493006W3QUS5LMH6R84 892331AR0 2033-07-13 5.123000 0.00 599000.00 604451.80 Corporate Debt Securities TOTALENERGIES CAP USA LLC GLBL NT 4.857%36 9845000979865101C194 89158TAC3 2036-01-13 4.857000 0.00 22000.00 21269.57 Corporate Debt Securities TRUIST FINL CORP FR 5.122%012634 549300DRQQI75D2JP341 89788MAM4 2034-01-26 5.122000 0.00 90000.00 88801.33 Corporate Debt Securities MORGAN STANLEY RESIDENTIAL 202 A-1 20540225 FLT N/A 617939AA1 2054-02-25 6.500000 0.00 13389400.00 4349639.59 Private Label Collateralized Mortgage Obligations PUGET ENERGY INC MTN AMBAC 12/27 8MNFJR7KOMBQ7X62LK44 745332BJ4 2027-12-01 7.020000 0.00 4000.00 4218.84 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP SR GLBL -2020 40 19EOSPKL8HML7MY3UE63 649322AH7 2040-08-01 2.256000 0.00 3000.00 2107.50 Corporate Debt Securities MORGAN STANLEY FR 5.23%011531 IGJSJL3JD5P30I6NJZ34 61748UAE2 2031-01-15 5.230000 0.00 127000.00 128123.24 Corporate Debt Securities RADIAN MORTGAGE CAP TR 2025-J2 A-25 20551125 FLT N/A 75023XBP6 2055-11-25 5.116100 0.00 3143450.00 2280835.09 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 5.831%041935 IGJSJL3JD5P30I6NJZ34 61747YFR1 2035-04-19 5.831000 0.00 8855000.00 9188666.73 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.55%051431 Z2VZBHUMB7PWWJ63I008 89236TQB4 2031-05-14 4.550000 0.00 12000.00 11940.74 Corporate Debt Securities MOSAIC CO SR NT 5.45%33 2YD5STGSJNMUB7H76907 61945CAD5 2033-11-15 5.450000 0.00 83000.00 83797.26 Corporate Debt Securities MULTI-COLOR CORP SR SEC GLBL 33 5493002OTV1C4F4YVI40 624943AC0 2033-05-11 8.500000 0.00 244.00 217.50 Corporate Debt Securities MELLO MTG CAP ACPTNC 2021-INV1 B-4 20510625 FLT N/A 58549KBX8 2051-06-25 2.949300 0.00 130000.00 85868.91 Private Label Collateralized Mortgage Obligations PHILLIPS 66 SR GLBL NT 30 5493005JBO5YSIGK1814 718546AW4 2030-12-15 2.150000 0.00 1994000.00 1784903.62 Corporate Debt Securities RTX CORPORATION SR NT 6.4%54 I07WOS4YJ0N7YRFE7309 75513ECX7 2054-03-15 6.400000 0.00 432000.00 463180.80 Corporate Debt Securities MID-AMERICA APTS LP SR GLBL NT4.2%28 549300FXWGE3QSYCUJ38 59523UAP2 2028-06-15 4.200000 0.00 96000.00 95812.48 Corporate Debt Securities MISSISSIPPI POWER CO SR GLBL 2018B 28 LNZ0J6YZ5SC6ILIRU850 605417CB8 2028-03-30 3.950000 0.00 8000.00 8025.81 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.612%050332 ES7IP3U3RHIGC71XBU11 78017DAV0 2032-05-03 4.612000 0.00 91000.00 90562.61 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 63 549300GHBMY8T5GXDE41 91324PET5 2063-02-15 6.050000 0.00 55000.00 55131.85 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.5%64 549300GHBMY8T5GXDE41 91324PFD9 2064-04-15 5.500000 0.00 68000.00 61715.06 Corporate Debt Securities MOBILITY GLOBAL INC SR 144A NT 36 2549005RG02MFEFPS959 60744MAC0 2036-06-15 6.050000 0.00 1006000.00 1005808.30 Corporate Debt Securities ROYAL BK CDA FR 5.153%020431 ES7IP3U3RHIGC71XBU11 78017DAC2 2031-02-04 5.153000 0.00 200000.00 206085.12 Corporate Debt Securities UNION PAC CORP SR GLBL NT5.1%35 549300LMMRSZZCZ8CL11 907818GG7 2035-02-20 5.100000 0.00 5000.00 5110.54 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II -51 144A NT 28 635400WSLKBQWSOIIT41 7425APAD7 2028-08-18 4.250000 0.00 2000.00 2018.71 Corporate Debt Securities PFIZER INC SR GLBL NT4.4%44 765LHXWGK1KXCLTFYQ30 717081DK6 2044-05-15 4.400000 0.00 61000.00 51976.81 Corporate Debt Securities MORGAN STANLEY FR 3.622%040131 IGJSJL3JD5P30I6NJZ34 6174468P7 2031-04-01 3.622000 0.00 156000.00 150367.36 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 3%32 549300DV9GIB88LZ5P30 609207BB0 2032-03-17 3.000000 0.00 35000.00 31948.58 Corporate Debt Securities JP MORGAN MTG TR 2025-VIS1 M-1 20550825 FLT 529900CBDGTUOOQONB64 46659BAF9 2055-08-25 6.412000 0.00 1044000.00 1050187.09 Private Label Collateralized Mortgage Obligations T MOBILE USA INC GLBL NT 5.2%33 549300V2JRLO5DIFGE82 87264ACV5 2033-01-15 5.200000 0.00 5000000.00 4974805.56 Corporate Debt Securities DTE GAS CO DISC COML PAPER SR SEC NT 5.7%33 237YTH76KTQNIWTYJQ19 594457BT9 2033-03-15 5.700000 0.00 1000.00 1027.92 Corporate Debt Securities TOTALENERGIES CAP USA LLC GLBL NT 4.569%33 9845000979865101C194 89158TAB5 2033-01-13 4.569000 0.00 8489000.00 8274945.62 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 33 B3DXGBC8GAIYWI2Z0172 595112BZ5 2033-02-09 5.875000 0.00 9000.00 9493.28 Corporate Debt Securities TOLEDO HOSPITAL 2018B BD6.015%48 5493009DCR7NWV6K4T34 889184AE7 2048-11-15 6.015000 0.00 30000.00 28218.55 Corporate Debt Securities MORGAN STANLEY FR 5.173%011630 IGJSJL3JD5P30I6NJZ34 61747YFK6 2030-01-16 5.173000 0.00 248000.00 249923.34 Corporate Debt Securities MOHAWK INDS INC SR GLBL NT 28 549300JI1115MG3Q6322 608190AM6 2028-09-18 5.850000 0.00 8000.00 8343.94 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 34 353800V2V8PUY9TK3E06 606822CX0 2034-02-22 5.441000 0.00 2153000.00 2218345.88 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 5.45%080153 549300RUHPVD434XUK18 74456QCP9 2053-08-01 5.450000 0.00 7000.00 6662.88 Corporate Debt Securities PRUDENTIAL FINL INC SR GLBL NT 49 5PRBRS5FEH7NREC8OR45 744320BA9 2049-12-07 3.935000 0.00 55000.00 40281.04 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY 1M GLBL BD 54 NINLOILYRTLIMK26MZ18 595620AY1 2054-09-15 5.850000 0.00 1003000.00 992528.68 Corporate Debt Securities QTS FAYETTEVILLE I DC1-2 SR SEC 144A NT36 N/A 74751AAA1 2036-04-15 5.700000 0.00 29015000.00 26913250.12 Corporate Debt Securities PRUDENTIAL FINL INC FR 4.35%022550 5PRBRS5FEH7NREC8OR45 74432QCE3 2050-02-25 4.350000 0.00 346000.00 276820.76 Corporate Debt Securities GS MTG-BACKED SEC TR 2025-RPL3 A-1 20650725 FLT N/A 362963AA8 2065-07-25 4.100000 0.00 13602000.00 11821540.25 Asset-Backed Securities PUBLIC SVC ENTERPRISE GROUP SR GLBL NT 34 PUSS41EMO3E6XXNV3U28 744573AZ9 2034-04-01 5.450000 0.00 20000.00 20429.13 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 29 QEKMOTMBBKA8I816DO57 437076DC3 2029-06-25 4.750000 0.00 67000.00 67700.82 Corporate Debt Securities HEALTHCARE RLTY TR SR GLBL NT 28 N/A 421946AK0 2028-01-15 3.625000 0.00 5000.00 4861.01 Corporate Debt Securities INDIANAPOLIS PWR & LT CO 1M -144A 144A 54 2T85JNP2R2B2GTSFND21 455434BW9 2054-04-01 5.700000 0.00 90000.00 86866.20 Corporate Debt Securities HYATT HOTELS CORP GLBL NT 5.5%34 T27JQIMTYSH41TCD5186 448579AS1 2034-06-30 5.500000 0.00 89000.00 89253.95 Corporate Debt Securities INDYMAC INDX 2007-AR17 A-2 20370825 FLT N/A 45670HAB2 2037-08-25 3.448900 0.00 35433000.00 103.43 Private Label Collateralized Mortgage Obligations GE AEROSPACE FR 4.05%031527 3C7474T6CDKPR9K6YT90 36966TEW8 2027-03-15 4.050000 0.00 8000.00 8114.64 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 54 213800STG1QDNBY87K49 378272BV9 2054-04-04 5.893000 0.00 1834000.00 1773170.35 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT4.3%29 5493008B6JBRUJ90QL97 37045XDV5 2029-04-06 4.300000 0.00 22415000.00 22387118.23 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT3.6%30 5493008B6JBRUJ90QL97 37045XCY0 2030-06-21 3.600000 0.00 81000.00 77201.10 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 36 5493008B6JBRUJ90QL97 37045XFN1 2036-01-08 5.450000 0.00 274000.00 269150.73 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 30 5493008B6JBRUJ90QL97 37045XEG7 2030-04-06 5.850000 0.00 343000.00 358639.94 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT 5%42 54930073LBBH6ZCBE225 60871RAD2 2042-05-01 5.000000 0.00 1577000.00 1404034.64 Corporate Debt Securities INTERCORP PERU LIMITED SR 144A NT5.6%33 549300L0OFVSOE4NSY75 458652AC8 2033-07-16 5.600000 0.00 70000.00 69848.33 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT5.2%62 5493000F4ZO33MV32P92 45866FAY0 2062-06-15 5.200000 0.00 9473000.00 8784866.54 Corporate Debt Securities IRWIN HOME EQUITY TR 2006-1 IIA-3 20350925 FLT N/A 464126CZ2 2035-09-25 6.270000 0.00 1740000.00 1264.23 Asset-Backed Securities GSJP TR 2025-BEDS D 20421215 5.9 N/A 362946AG0 2042-12-15 5.876400 0.00 25500000.00 25185781.86 Private Label Collateralized Mortgage Obligations FORD CR AUTO OWNER TR 2023-A 2 A-3 20280215 4.6 N/A 344928AD8 2028-02-15 4.650000 0.00 757000.00 87744.73 Asset-Backed Securities FIRST CTZNS BANCSHARES INC DEL PERP -B NT 5.8% 549300N3Z00ZHE2XC526 31959XAA1 2500-12-31 7.898000 0.00 1000.00 1012.82 Corporate Debt Securities ELLINGTON FINL MTG TR 2022-3 A-3 20670825 FLT N/A 31573EAC5 2067-08-25 6.000000 0.00 2849430.00 1838596.77 Private Label Collateralized Mortgage Obligations FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 29 54930032LHW54PQUJD44 34964CAE6 2029-09-15 3.250000 0.00 995000.00 960371.79 Corporate Debt Securities FIELDSTONE MTG INV 2006-2 M3 20360725 FLT N/A 31659EAG3 2036-07-25 4.348900 0.00 7600000.00 3748.39 Asset-Backed Securities FIELDSTONE MTG INV 2005-1 M8 20350325 FLT N/A 31659TDH5 2035-03-25 5.863900 0.00 3000000.00 1984.63 Asset-Backed Securities FIFTH THIRD BANCORP SR GLBL 144A 29 THRNG6BD57P9QWTQLG42 316773DS6 2029-02-01 4.000000 0.00 10000.00 9995.50 Corporate Debt Securities FEDEX CORP SR GLBL NT3.4%28 549300E707U7WNPZN687 31428XDD5 2028-02-15 3.400000 0.00 96000.00 95700.27 Corporate Debt Securities FIRSTENERGY TRANSMISSION LLC SR GLBL 144A 49 549300AINIIPOLYX2R63 33767BAC3 2049-04-01 4.550000 0.00 29000.00 23652.88 Corporate Debt Securities SMBC AVIATION CAP FIN SR REGS NT2.3%28 549300OD7VKRVNWB2J98 G82296AE7 2028-06-15 2.300000 0.00 270000.00 259132.20 Corporate Debt Securities SEQUOIA MTG TR 2023-5 A-10 20531225 FLT N/A 81749FAK8 2053-12-25 5.429700 0.00 275000.00 1104.81 Private Label Collateralized Mortgage Obligations EXPAND ENERGY CORPORATION SR GLBL NT 30 X2MT1W32SPAZ9WSKLE78 845467AS8 2030-03-15 5.375000 0.00 60000.00 61381.53 Corporate Debt Securities NORINCHUKIN BANK LTD SR GLBL REGS 32 5493007VSMFZCPV1NB83 J5901UAF9 2032-09-14 5.071000 0.00 660000.00 663166.66 Corporate Debt Securities SOCIETE GENERALE FR 5.634%011930 O2RNE8IBXP4R0TD8PU41 83368TBW7 2030-01-19 5.634000 0.00 385000.00 390543.23 Corporate Debt Securities SMUCKER J M CO SR GLBL NT 35 5493000WDH6A0LHDJD55 832696AM0 2035-03-15 4.250000 0.00 473000.00 441817.74 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 54 549300GHBMY8T5GXDE41 91324PFC1 2054-04-15 5.375000 0.00 45582000.00 41712835.24 Corporate Debt Securities IAMGOLD CORP SR GLBL REGS 28 254900E7II30XAB9LA72 C4535AAC4 2028-10-15 5.750000 0.00 2000.00 2030.18 Corporate Debt Securities UNIVERSITY NOTRE DAME DU LAC -2017 BD3.394%48 XV74408A6JGDG5126L34 914748AA6 2048-02-15 3.394000 0.00 22000.00 16194.42 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -L NT 48 R64UBJHEC74EB3HGQ410 845437BQ4 2048-02-01 3.850000 0.00 80000.00 58432.00 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 36 549300XTO5VR8SKV1V74 91913YBG4 2036-03-10 5.150000 0.00 90000.00 89079.37 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 30 MR92GTD0MJTTTTQDVG45 828807DK0 2030-07-15 2.650000 0.00 29000.00 26798.26 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 44 MR92GTD0MJTTTTQDVG45 828807CT2 2044-10-01 4.250000 0.00 5000.00 4145.58 Corporate Debt Securities ZB NATL ASSN SR NT 5.239%29 8WH0EE09O9V05QJZ3V89 98971DAF7 2029-10-01 5.239000 0.00 15500000.00 15519840.00 Corporate Debt Securities SOUTHERN CALIF GAS CO 1M GLBL AAA BD53 XY0N0J73VHV5F4CUJV89 842434CY6 2053-06-01 5.750000 0.00 167000.00 158899.39 Corporate Debt Securities SONOCO PRODS CO SR NT 5.75%40 GKOMIK4RDJGHEF0VNP11 835495AJ1 2040-11-01 5.750000 0.00 94000.00 94711.11 Corporate Debt Securities SMURFIT KAPPA TREAS UNLIMITED SR GLBL NT 54 635400B3DOXSWFOWJT40 83272GAF8 2054-04-03 5.777000 0.00 337000.00 328054.58 Corporate Debt Securities SIMON PPTY GROUP LP SR GLBL NT 35 MR92GTD0MJTTTTQDVG45 828807EA1 2035-10-01 5.125000 0.00 55000.00 54956.73 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC 1LIEN NT 4.55%32 549300SP2X2BS1KERD24 68233JCK8 2032-09-15 4.550000 0.00 20070000.00 19889147.00 Corporate Debt Securities HEALTHPEAK OP LLC SR GLBL NT 32 PZ9HF5U52KPF0MH0QN75 42250PAE3 2032-12-15 5.250000 0.00 160000.00 160657.33 Corporate Debt Securities OGLETHORPE POWER CORP 1M GLBL 2025A 55 3EERXCUSWMS9GV5D9M98 677050AY2 2055-02-01 5.900000 0.00 45000.00 43929.90 Corporate Debt Securities HASBRO INC SR NT 6.35%40 549300NUB6D2R1ITYR45 418056AS6 2040-03-15 6.350000 0.00 96000.00 101454.61 Corporate Debt Securities HUMANA INC SR GLBL NT5.5%53 529900YLDW34GJAO4J06 444859BX9 2053-03-15 5.500000 0.00 22000.00 19470.83 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT5.6%53 549300UTE50ZMDBG8A20 502431AR0 2053-07-31 5.600000 0.00 332000.00 310054.80 Corporate Debt Securities LABORATORY CORP AMER HLDGS SR GLBL NT 32 OZ7UA8IXAIFILY2VZH07 50540RBA9 2032-04-01 4.550000 0.00 27000.00 26745.03 Corporate Debt Securities HYUNDAI CAP AMER FR 4.5%091830 549300RIPPWJB5Z0FK07 44891CEA7 2030-09-18 4.500000 0.00 15000.00 14891.33 Corporate Debt Securities KIMCO RLTY OP LLC SR GLBL NT 35 549300EA7I6T15IBYS12 49447BAB9 2035-03-01 4.850000 0.00 23000.00 22665.31 Corporate Debt Securities NUTRIEN LTD SR GLBL NT5.4%34 5493002QQ7GD21OWF963 67077MBD9 2034-06-21 5.400000 0.00 69000.00 69607.89 Corporate Debt Securities HPS CORPORATE LENDING FUND SR GLBL NT5.3%27 549300ZS7IHUA6FKFV61 40440VAX3 2027-06-05 5.300000 0.00 3000.00 3025.27 Corporate Debt Securities HERSHEY CO SR GLBL NT5.1%35 21X2CX66SU2BR6QTAD08 427866BN7 2035-02-24 5.100000 0.00 126000.00 128919.63 Corporate Debt Securities NEVADA POWER CO 1M GLBL -R NT 37 MJZFGXRJ52U8U4MKJ519 641423BU1 2037-07-01 6.750000 0.00 60000.00 65916.30 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 53 RIMU48P07456QXSO0R61 666807CJ9 2053-03-15 4.950000 0.00 125000.00 109413.75 Corporate Debt Securities HSBC USA INC NEW SR GLBL NT 28 549300LBOHZ4QSIWU288 40428HR95 2028-06-03 4.650000 0.00 205000.00 206849.44 Corporate Debt Securities HUBBELL INC SR GLBL NT4.8%35 54930088VDQ6840Y6597 443510AL6 2035-11-15 4.800000 0.00 7189000.00 6916560.86 Corporate Debt Securities HOMES TR 2026-NQM4 A-1LCF 20610625 FLT N/A 437938AB9 2061-06-25 5.502000 0.00 7000000.00 6972210.00 Private Label Collateralized Mortgage Obligations HALLIBURTON CO SR GLBL NT4.5%41 ENYF8GB5SMQZ25S06U51 406216BA8 2041-11-15 4.500000 0.00 53000.00 46034.21 Corporate Debt Securities NOVELIS CORP SR GLBL 144A 31 549300G5F3W3B52WYL23 670001AH9 2031-08-15 3.875000 0.00 4000.00 3705.15 Corporate Debt Securities OBX TR 2022-NQM7 M-1 20620825 FLT N/A 67117DAD2 2062-08-25 5.672900 0.00 14178000.00 14196720.39 Private Label Collateralized Mortgage Obligations NATIONWIDE BLDG SOC GLOBAL COV SNR NPF REGS 28 549300XFX12G42QIKN82 63861WAF2 2028-02-16 2.972000 0.00 200000.00 200942.33 Corporate Debt Securities HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27 549300IYGAS4GE6VDL07 42225UAF1 2027-07-01 3.750000 0.00 15321000.00 15254889.88 Corporate Debt Securities NETFLIX INC. SR GLBL NT4.9%34 549300Y7VHGU0I7CE873 64110LAZ9 2034-08-15 4.900000 0.00 27237000.00 27348792.75 Corporate Debt Securities JERSEY CENT PWR & LT CO SR GLBL NT5.1%35 549300W9UGH9ZPLNPF79 476556DF9 2035-01-15 5.100000 0.00 17000.00 16708.56 Corporate Debt Securities HOWARD UNIV GLBL 2020B BD 30 5493000EDHIQDJSTOF89 442851AU5 2030-10-01 2.801000 0.00 1000.00 921.67 Corporate Debt Securities HCA INC. SR GLBL NT 54 L3CJ6J7LJ2DX62FTXD46 404121AL9 2054-09-15 5.950000 0.00 44000.00 42089.42 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB 144A NT 51 1DU7IM20QESYGDO4HO54 668138AE0 2051-03-30 3.450000 0.00 54000.00 35687.25 Corporate Debt Securities NETAPP INC SR GLBL NT5.5%32 QTX3D84DZDD5JYOCYH15 64110DAM6 2032-03-17 5.500000 0.00 5000000.00 5151361.11 Corporate Debt Securities HYUNDAI CAP AMER FR 4.55%010831 549300RIPPWJB5Z0FK07 44891CEE9 2031-01-08 4.550000 0.00 3000.00 2934.29 Corporate Debt Securities LYB INTERNATIONAL FINANCE B.V. SR GLBL NT 43 549300J6QSW38QNOJK61 50247VAB5 2043-07-15 5.250000 0.00 9000.00 7751.28 Corporate Debt Securities HEALTHPEAK PROPERTIES INC SR GLBL NT 31 PZ9HF5U52KPF0MH0QN75 42250PAB9 2031-01-15 2.875000 0.00 207000.00 189224.45 Corporate Debt Securities OFFICE PROPERTIES INCOME SR SEC GLBL 29 N/A 67624RAA3 2029-12-31 8.375000 0.00 4000.00 3720.86 Corporate Debt Securities SEATTLE CHILDRENS HOSPITAL SR GLBL -2021 50 549300WXE9O4DQMMXS47 81257VAB7 2050-10-01 2.719000 0.00 41000.00 24636.63 Corporate Debt Securities NORTHERN STS PWR CO WIS DISC 1M GLBL BD 54 OOVRSRHKQSBLKRB7QM17 665789BC6 2054-06-15 5.650000 0.00 648000.00 617394.60 Corporate Debt Securities LPL HLDGS INC SR GLBL 144A 29 549300Z5YF8CCRMYUL26 50212YAD6 2029-03-15 4.000000 0.00 2462000.00 2428445.68 Corporate Debt Securities KITE RLTY GROUP L P GLBL NT 5.5%34 549300X6R2GYI8Y3OD81 49803XAE3 2034-03-01 5.500000 0.00 36000.00 36823.20 Corporate Debt Securities LIBERTY MUT GROUP INC SR GLBL 144A 42 QUR0DG15Z6FFGYCHH861 53079EAZ7 2042-05-01 6.500000 0.00 100000.00 102852.00 Corporate Debt Securities NEW RESI MTG LN 2019-3 TR A-1A 20581125 FLT N/A 64830EAC5 2058-11-25 3.750000 0.00 16817000.00 3210014.03 Private Label Collateralized Mortgage Obligations SAN DIEGO GAS & ELEC CO 1M GLBL FFF BD37 KNIRVXKVNJJ4P8OTMS63 797440BJ2 2037-09-15 6.125000 0.00 4000.00 4245.32 Corporate Debt Securities NORTHERN STS PWR CO MINN 1M GLBL BD5.4%54 3S1GHB0TEH85KX44SB51 665772CY3 2054-03-15 5.400000 0.00 2382000.00 2227598.76 Corporate Debt Securities LINCOLN FINL GLOBAL FDG 144A NT 4.2%29 984500OC010458395923 53359KAD3 2029-01-12 4.200000 0.00 4000.00 3939.19 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT5.2%54 RIMU48P07456QXSO0R61 666807CM2 2054-06-01 5.200000 0.00 1008000.00 905341.92 Corporate Debt Securities NORTHWELL HEALTHCARE INC SR -2012B BD 42 54930073NUTKK4QD3P47 662352AA1 2042-11-01 4.800000 0.00 27000.00 23324.22 Corporate Debt Securities LEAR CORP SR GLBL NT 29 549300UPNBTXA1SYTQ33 521865BA2 2029-05-15 4.250000 0.00 74000.00 73347.48 Corporate Debt Securities NATIONAL COLL ST LN TR 2006-2 C 20310925 FLT 635400MXNYTL4FJYHT84 63543MAG8 2031-09-25 4.338900 0.00 7000000.00 3381.69 Asset-Backed Securities KIOXIA HLDGS CORP SR 144A NT 33 35380080RTKRARNH4R73 49726JAB4 2033-07-24 6.625000 0.00 6048000.00 6250839.00 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT 28 549300HOF34RGOJ5YL07 47233WBM0 2028-07-21 5.875000 0.00 7000.00 7140.64 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 27 UMI46YPGBLUE4VGNNT48 65339KCH1 2027-07-15 4.625000 0.00 1280000.00 1285421.51 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT 34 EFQMQROEDSNBRIP7LE47 534187BT5 2034-03-15 5.852000 0.00 4000.00 4114.99 Corporate Debt Securities LINEAGE OP LP SR GLBL NT 30 254900CSRDL1G4SRQE89 53567YAB5 2030-07-15 5.250000 0.00 53000.00 53054.24 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT4.2%43 5493007Q8VD7Q3ZYZS59 377372AJ6 2043-03-18 4.200000 0.00 5000.00 4227.78 Corporate Debt Securities LOWES COS INC SR GLBL NT 53 WAFCR4OKGSC504WU3E95 548661EM5 2053-04-15 5.625000 0.00 316000.00 296076.99 Corporate Debt Securities JP MORGAN MTG TRUST 2026-VIS1 A-1B 20660625 FLT N/A 46660PAD0 2066-06-25 4.787000 0.00 594848.00 568023.52 Private Label Collateralized Mortgage Obligations JOHNSON & JOHNSON SR GLBL DEB 29 549300G0CFPGEF6X2043 478160AJ3 2029-09-01 6.950000 0.00 28000.00 30922.31 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 43 54930070NSV60J38I987 37045VAF7 2043-10-02 6.250000 0.00 15000.00 14960.55 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 27 5493008B6JBRUJ90QL97 37045XEX0 2027-07-15 5.350000 0.00 86000.00 86883.03 Corporate Debt Securities GXO LOGISTICS INCORPORATED GLBL NT 6.5%34 5493007CNWMXN78JRN66 36262GAG6 2034-05-06 6.500000 0.00 51000.00 53726.83 Corporate Debt Securities GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 35 549300OI9J7XOWZMUN85 36266GAE7 2035-12-15 4.950000 0.00 1862000.00 1798254.43 Corporate Debt Securities GILDAN ACTIVEWEAR INC SR GLBL 144A 35 549300SB3IBI34M00Z45 375916AG8 2035-10-07 5.400000 0.00 10000.00 9785.90 Corporate Debt Securities GEORGIA PWR CO SR GLBL 2024A 27 D981X4Z4RWS7PDMJUZ03 373334KV2 2027-02-23 5.004000 0.00 1165000.00 1195408.83 Corporate Debt Securities HUMANA INC SR GLBL NT 31 529900YLDW34GJAO4J06 444859CA8 2031-04-15 5.375000 0.00 13000.00 13291.80 Corporate Debt Securities HORSESHOE FDG TR II SR GLBL 144A 55 N/A 440930AA3 2055-11-15 6.887000 0.00 27050000.00 27506853.46 Corporate Debt Securities HERSHEY CO SR GLBL DB7.2%27 21X2CX66SU2BR6QTAD08 427866AL2 2027-08-15 7.200000 0.00 1000.00 1057.56 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 35 QEKMOTMBBKA8I816DO57 437076DK5 2035-09-15 4.650000 0.00 90000.00 87821.70 Corporate Debt Securities IHS MARKIT LTD SR GLBL NT 28 549300HLPTRASHS0E726 44962LAF4 2028-08-01 4.750000 0.00 3000.00 3009.90 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GCU6 2033-02-15 6.125000 0.00 42000.00 45532.33 Corporate Debt Securities KILROY RLTY L P 4.75%28 5493008CT3N3JR7P1552 49427RAN2 2028-12-15 4.750000 0.00 69000.00 68795.03 Corporate Debt Securities INTEL CORP SR NT 4%32 KNX4USFCNGPY45LOCE31 458140AN0 2032-12-15 4.000000 0.00 470000.00 439422.32 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT2.6%40 549300WTZWR07K8MNV44 375558BS1 2040-10-01 2.600000 0.00 30000.00 21519.50 Corporate Debt Securities HALLIBURTON CO SR GLBL NT 5%45 ENYF8GB5SMQZ25S06U51 406216BK6 2045-11-15 5.000000 0.00 90000.00 78589.40 Corporate Debt Securities JP MORGAN MTG TR 2018-8 B-5 20490125 FLT N/A 46650MBK2 2049-01-25 4.027000 0.00 2097900.00 1437786.95 Private Label Collateralized Mortgage Obligations KINDER MORGAN INC DEL GLBL NT 5.4%34 549300WR7IX8XE0TBO16 494553AE0 2034-02-01 5.400000 0.00 84000.00 86665.32 Corporate Debt Securities IMPERIAL FD MTG TR 2021-NQM2 A-1 20560925 FLT N/A 452761AA7 2056-09-25 1.073000 0.00 5424000.00 2122934.47 Private Label Collateralized Mortgage Obligations GEORGIA PWR CO SR GLBL 2025B 31 D981X4Z4RWS7PDMJUZ03 373334LA7 2031-03-15 4.850000 0.00 99000.00 100655.50 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG REGS NT 4.6%30 635400DPNHEAUHB7ZI15 64952XFL0 2030-06-03 4.600000 0.00 5000.00 4995.41 Corporate Debt Securities KINDER MORGAN INC DEL 4.3%28 549300WR7IX8XE0TBO16 49456BAP6 2028-03-01 4.300000 0.00 27000.00 27366.84 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT 35 RIMU48P07456QXSO0R61 666807CP5 2035-07-15 5.250000 0.00 47000.00 46979.95 Corporate Debt Securities KENNAMETAL INC SR GLBL NT5.8%36 549300GZDSG25XUV0Y08 489170AG5 2036-05-28 5.800000 0.00 82000.00 82101.68 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR 144A NT 31 254900SHCOQLVJ21CT59 79588TAD2 2031-04-16 3.350000 0.00 2000.00 1854.56 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL DEB 4.9%29 UMI46YPGBLUE4VGNNT48 65339KCT5 2029-03-15 4.900000 0.00 26000.00 26615.71 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 5.25%38 K2NEH8QNVW44JIWK7Z55 78017TAD5 2038-02-27 5.250000 0.00 244000.00 235405.91 Corporate Debt Securities WASTE CONNECTIONS INC SR GLBL NT 5%34 549300HDLRTPBQU69P29 94106BAG6 2034-03-01 5.000000 0.00 1143000.00 1152627.87 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -L NT 33 F3TJNSIZRGXRH8GEIK79 744533BQ2 2033-01-15 5.250000 0.00 12000.00 11984.56 Corporate Debt Securities OBX TRUST 2022-NQM5 M-1 20620525 FLT N/A 67115FAD9 2062-05-25 4.236200 0.00 15206100.00 12346276.49 Private Label Collateralized Mortgage Obligations NISOURCE INC SR GLBL NT1.7%31 549300D8GOWWH0SJB189 65473PAL9 2031-02-15 1.700000 0.00 71000.00 62134.86 Corporate Debt Securities NISOURCE INC SR GLBL NT5.3%36 549300D8GOWWH0SJB189 65473PBB0 2036-05-18 5.300000 0.00 8000.00 7937.98 Corporate Debt Securities WSP GLOBAL INC SR GLBL 144A 36 549300IQ87LU6X6ERQ78 92938WAH6 2036-09-18 5.714000 0.00 1630000.00 1614955.19 Corporate Debt Securities SASCO ARC 2004-1 A 20340627 5.2 N/A 80382SCG1 2034-06-27 5.250000 0.00 5920000.00 257.88 Asset-Backed Securities NUCOR CORP SR GLBL NT 32 549300GGJCRSI2TIEJ46 670346AV7 2032-04-01 3.125000 0.00 87000.00 80265.91 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL -C NT 52 CQKUMNNZVDJLRYV2PT43 927804GJ7 2052-05-15 4.625000 0.00 672000.00 545034.93 Corporate Debt Securities RCKT MTG TR 2024-INV1 B-3 20540625 FLT N/A 74938QBV5 2054-06-25 6.906500 0.00 4076250.00 4157017.09 Private Label Collateralized Mortgage Obligations WALMART INC SR -D NT 4.75%43 Y87794H0US1R65VBXU25 931142DK6 2043-10-02 4.750000 0.00 5000.00 4533.91 Corporate Debt Securities PROVIDENT FUNDG MTG TR 2024-1 B-4 20541225 FLT N/A 74389BBE0 2054-12-25 5.787300 0.00 1365890.00 899326.34 Private Label Collateralized Mortgage Obligations UNITEDHEALTH GROUP INC SR GLBL NT5.7%40 549300GHBMY8T5GXDE41 91324PBN1 2040-10-15 5.700000 0.00 61000.00 62145.78 Corporate Debt Securities TOWD POINT MTG TR 2021-1 A1 20611125 FLT N/A 89179YAR4 2061-11-25 2.250000 0.00 350000.00 122087.42 Private Label Collateralized Mortgage Obligations TORONTO DOMINION BK ONT VR 013125-013128 PT3QB789TSUIDF371261 89115A3F7 2028-01-31 4.486500 0.00 3000.00 3015.21 Corporate Debt Securities REINSURANCE GROUP AMER INC SR GLBL NT 6%33 LORM1GNEU1DKEW527V90 759351AR0 2033-09-15 6.000000 0.00 62000.00 65143.81 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL NT29 549300YGMGQDO0NMJD09 913903BB5 2029-10-15 4.625000 0.00 36000.00 35905.97 Corporate Debt Securities ROCK TR 2024-CNTR D 20411115 7.1 N/A 74970WAG5 2041-11-15 7.109100 0.00 948000.00 983472.53 Private Label Collateralized Mortgage Obligations T MOBILE USA INC GLBL NT 5.65%53 549300V2JRLO5DIFGE82 87264ACW3 2053-01-15 5.650000 0.00 4983000.00 4403482.64 Corporate Debt Securities VSP OPTICAL GROUP INC SR GLBL 144A 35 549300PHX8USLM2BT742 91836LAA0 2035-12-01 5.450000 0.00 72000.00 71695.68 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.808%060330 PT3QB789TSUIDF371261 89115KAB6 2030-06-03 4.808000 0.00 182000.00 183293.33 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 54 549300V2JRLO5DIFGE82 87264ADB8 2054-01-15 5.750000 0.00 43000.00 38610.37 Corporate Debt Securities REALTY INCOME CORP SR GLBL NT 33 549300CUWDAUZSH43859 756109DB7 2033-04-15 4.750000 0.00 23000.00 22773.49 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 5.375%110139 549300RUHPVD434XUK18 74456QAU0 2039-11-01 5.375000 0.00 1323000.00 1303826.42 Corporate Debt Securities RCKT MTG TR 2024-INV2 B-2A 20540925 FLT N/A 749425DH4 2054-09-25 7.034100 0.00 306650.00 294146.97 Private Label Collateralized Mortgage Obligations SALLIE MAE RESECURITIZATION 20 07-1-A 20410125 FLT N/A 79545WAC9 2041-01-25 4.007700 0.00 1647000.00 1513110.12 Asset-Backed Securities VERIZON COMMUNICATIONS INC SR GLBL NT 45 2S72QS2UO2OESLG6Y829 92343VHH0 2045-11-30 5.750000 0.00 78000.00 73011.38 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 55 549300V2JRLO5DIFGE82 87264ADU6 2055-11-15 5.875000 0.00 604000.00 556817.20 Corporate Debt Securities TEACHERS INS & ANNUITY ASSN AM SUB 144A NT 39 O06XD7BJ4EPXNABVFN69 878091BC0 2039-12-16 6.850000 0.00 4406000.00 4818324.50 Corporate Debt Securities PFIZER INC SR GLBL NT4.2%48 765LHXWGK1KXCLTFYQ30 717081EK5 2048-09-15 4.200000 0.00 335000.00 267027.38 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 4.9%121532 549300RUHPVD434XUK18 74456QCK0 2032-12-15 4.900000 0.00 3000.00 3003.75 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 37 549300SMVCQN2P0O6I58 80282KBU9 2037-06-05 5.701000 0.00 6045000.00 5959210.70 Corporate Debt Securities RIO TINTO FIN USA PLC SR NT 4.125%42 2138006TSNBEUA761G16 76720AAG1 2042-08-21 4.125000 0.00 145000.00 122094.83 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 4.75%33 K2NEH8QNVW44JIWK7Z55 78017TAC7 2033-05-15 4.750000 0.00 584000.00 572167.84 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 4.15%082528 4NYF266XZC35SCTGX023 63743HFZ0 2028-08-25 4.150000 0.00 390000.00 393608.80 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL NT 30 5299001HX8ZN8Y8QIT49 78410GAH7 2030-01-15 4.875000 0.00 3525000.00 3518208.50 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT3.2%27 5493000M6Z4XFIP6PF03 775109CG4 2027-03-15 3.200000 0.00 11000.00 11049.27 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT 53 D01LMJZU09ULLNCY6Z23 911312CA2 2053-03-03 5.050000 0.00 1252000.00 1108484.63 Corporate Debt Securities PROLOGIS L P SR GLBL NT 5%35 GL16H1DHB0QSHP25F723 74340XCN9 2035-01-31 5.000000 0.00 12000.00 11710.44 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT5.5%36 549300HOF34RGOJ5YL07 47233WLL1 2036-02-15 5.500000 0.00 5148000.00 5047879.98 Corporate Debt Securities KENTUCKY UTILS CO 1M GLBL BD 33 AGX0G2MXE54NFNNICD28 491674BN6 2033-04-15 5.450000 0.00 1732000.00 1779815.71 Corporate Debt Securities KENVUE INC SR GLBL NT5.1%43 5493008HSF8L4M2LIJ82 49177JAM4 2043-03-22 5.100000 0.00 1350000.00 1267184.25 Corporate Debt Securities UWM MORTGAGE TRUST 2021-INV2 A-3 20510925 2.5 N/A 90354TAC3 2051-09-25 2.500000 0.00 1747060.00 1011108.90 Private Label Collateralized Mortgage Obligations PUGET ENERGY INC SR SEC GLBL NT30 SYBSJ96YIDMIUY7WDR33 745310AK8 2030-06-15 4.100000 0.00 2000.00 1933.34 Corporate Debt Securities QUALCOMM INC SR GLBL NT 6%53 H1J8DDZKZP6H7RWC0H53 747525BT9 2053-05-20 6.000000 0.00 1300000.00 1275395.33 Corporate Debt Securities VERISK ANALYTICS INC GLBL NT 5.75%33 549300I1YSWNIRKBWP67 92345YAH9 2033-04-01 5.750000 0.00 36000.00 37383.72 Corporate Debt Securities NATWEST GROUP PLC SR GLBL NT 30 2138005O9XJIJN4JPN90 78009PEH0 2030-01-27 5.076000 0.00 2202000.00 2210992.97 Corporate Debt Securities PRMI SECURITIZATION TR 2021-1 A-5B 20510425 FLT N/A 69359DAU7 2051-04-25 2.000000 0.00 3000000.00 1674420.64 Private Label Collateralized Mortgage Obligations TRUIST FINL CORP FR 4.873%012629 549300DRQQI75D2JP341 89788MAL6 2029-01-26 4.873000 0.00 10000.00 10027.37 Corporate Debt Securities TUCSON ELEC PWR CO 4.85%48 YLF139GXSRKPBBTNZL03 898813AQ3 2048-12-01 4.850000 0.00 5000.00 4255.87 Corporate Debt Securities JOHNSON CONTROLS INTERNATION SR GLBL NT 44 549300XQ6S1GYKGBL205 478375AL2 2044-07-02 4.625000 0.00 99000.00 84725.75 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT5.5%54 5493005X2GO78EFZ3E94 70450YAQ6 2054-06-01 5.500000 0.00 260000.00 233843.13 Corporate Debt Securities OWENS CORNING NEW SR GLBL NT4.3%47 JO5M6676RDJIZ2U8X907 690742AG6 2047-07-15 4.300000 0.00 99000.00 77493.35 Corporate Debt Securities FEDEX CORP SR GLBL NT 50 549300E707U7WNPZN687 31428XDW3 2050-05-15 5.250000 0.00 2040000.00 1841474.00 Corporate Debt Securities FIELDSTONE MTG INV 2006-S1 M5 20370125 FLT N/A 31659XAF3 2037-01-25 5.038900 0.00 3981000.00 2268.68 Asset-Backed Securities FIDELITY NATL INFORMATION SVCS SR GLBL NT5.1%32 6WQI0GK1PRFVBA061U48 31620MBY1 2032-07-15 5.100000 0.00 5000.00 4960.18 Corporate Debt Securities CSX CORP SR GLBL NT4.9%55 549300JVQR4N1MMP3Q88 126408HY2 2055-03-15 4.900000 0.00 118000.00 103210.01 Corporate Debt Securities BUNGE LTD FIN CORP GLBL NT 4.65%34 549300QHC068L40NNM71 120568BF6 2034-09-17 4.650000 0.00 991000.00 963339.54 Corporate Debt Securities CF INDS INC SR NT 5.15%34 5FVKT86LAD2F40NPC183 12527GAF0 2034-03-15 5.150000 0.00 42000.00 41986.79 Corporate Debt Securities CSMC TRUST 2020-WEST A 20350216 3.0 N/A 12655QAA3 2035-02-16 3.040300 0.00 6055200.00 5177320.64 Private Label Collateralized Mortgage Obligations CSX CORP SR GLBL NT 42 549300JVQR4N1MMP3Q88 126408GW7 2042-05-30 4.750000 0.00 253000.00 227818.07 Corporate Debt Securities BROOKLYN UNION GAS CO SR 144A NT 54 83BQ1DXS6VA5GZFK8S35 114259AY0 2054-07-18 6.415000 0.00 4380000.00 4345908.39 Corporate Debt Securities BROOKLYN UNION GAS CO SR GLBL 144A 46 83BQ1DXS6VA5GZFK8S35 114259AP9 2046-03-10 4.504000 0.00 58000.00 47371.54 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48 N/A 12189LBC4 2048-06-15 4.050000 0.00 4000.00 3082.22 Corporate Debt Securities CNH EQUIP TR 2022-B A-3 20271115 3.8 N/A 12663JAC5 2027-11-15 3.890000 0.00 391000.00 1301.60 Asset-Backed Securities CB RICHARD ELLIS SVCS INC SR GLBL NT4.9%33 549300CTE3HOMEUMM603 12505BAL4 2033-01-15 4.900000 0.00 69000.00 67394.22 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT 29 549300XH8D8K6OYWGD17 11271LAD4 2029-03-29 4.850000 0.00 3000.00 3048.14 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT4.7%47 549300XH8D8K6OYWGD17 11271LAB8 2047-09-20 4.700000 0.00 90000.00 74657.95 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB5.4%41 N/A 12189LAE1 2041-06-01 5.400000 0.00 70000.00 69267.80 Corporate Debt Securities BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%34 549300ORP3TTCNXSYO43 09261HBW6 2034-11-22 6.000000 0.00 226000.00 218094.52 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT 30 549300XH8D8K6OYWGD17 11271LAE2 2030-04-15 4.350000 0.00 99000.00 98076.16 Corporate Debt Securities BEST BUY INC SR GLBL NT 28 HL5XPTVRV0O8TUN5LL90 08652BAA7 2028-10-01 4.450000 0.00 94000.00 94948.77 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT5.6%54 549300VIWYMSIGT1U456 125523CW8 2054-02-15 5.600000 0.00 714000.00 677437.65 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT4.9%29 HLYYNH7UQUORYSJQCN42 110122EF1 2029-02-22 4.900000 0.00 3000.00 3095.20 Corporate Debt Securities BENCHMARK MTG TR 2020-IG3 C 20480917 FLT N/A 08162QAQ2 2048-09-17 3.250100 0.00 5220000.00 2374298.17 Private Label Collateralized Mortgage Obligations CSX CORP SR NT 6.15%37 549300JVQR4N1MMP3Q88 126408GK3 2037-05-01 6.150000 0.00 37000.00 39837.35 Corporate Debt Securities BROADCOM INC SR GLBL NT4.6%30 549300WV6GIDOZJTV909 11135FCK5 2030-07-15 4.600000 0.00 95000.00 93550.72 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP GLBL NT 5.75%35 549300CJHBL7JBUA6503 11120BAA5 2035-02-15 5.750000 0.00 1211000.00 1263114.04 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT 28 549300JD0S5IZJE9LY15 084659AM3 2028-04-15 3.250000 0.00 24000.00 23720.15 Corporate Debt Securities BENCHMARK MTG TR 2021-B23 D 20540218 2.0 N/A 08162RAK3 2054-02-18 2.000000 0.00 3000000.00 2032838.00 Private Label Collateralized Mortgage Obligations BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48 N/A 12189LBD2 2048-12-15 4.150000 0.00 80000.00 62530.62 Corporate Debt Securities CF HIPPOLYTA ISSUER LLC 2021-1 A-1 20610315 1.5 N/A 12530MAE5 2061-03-15 1.530000 0.00 2000000.00 1439539.30 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR13 A-1A2 20451025 FLT N/A 92922F4N5 2045-10-25 4.853800 0.00 24420000.00 387214.37 Private Label Collateralized Mortgage Obligations CAIXABANK S A FR 6.684%091327 7CUNS533WID6K7DGFI87 E2428RAB1 2027-09-13 6.684000 0.00 265000.00 272449.68 Corporate Debt Securities WEYERHAEUSER CO GLBL NT 3.375%33 08IRJODWFYBI7QWRGS31 962166CA0 2033-03-09 3.375000 0.00 769000.00 696292.97 Corporate Debt Securities WAMU MTG CERT 2005-AR2 2-A-1A 20450125 FLT N/A 92922FD21 2045-01-25 4.458900 0.00 20070000.00 133793.57 Private Label Collateralized Mortgage Obligations AMCOR FINANCE (USA) INC. GLBL NT 5.625%33 549300ZMT7FVT8R77U18 02343UAJ4 2033-05-26 5.625000 0.00 530000.00 542474.21 Corporate Debt Securities ANHEUSER BUSCH COS INC SR GLBL DEB 37 5493002J2SVENP0PVK27 035229DC4 2037-09-01 6.450000 0.00 8000.00 8819.72 Corporate Debt Securities AMFAM HOLDINGS INC SR GLBL 144A 51 N/A 03115AAC7 2051-03-11 3.833000 0.00 5640000.00 3847586.07 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 36 R4PP93JZOLY261QX3811 025816EM7 2036-10-24 4.804000 0.00 5512000.00 5308574.74 Corporate Debt Securities ANGEL OAK MTG TR 2020-4 A-1 20650525 FLT N/A 03464LAA4 2065-05-25 1.469000 0.00 1000000.00 48749.97 Private Label Collateralized Mortgage Obligations ATHENE GLOBAL FDG REGS NT 5.033%30 549300LM1QSI4MSIL320 04686E5D0 2030-07-17 5.033000 0.00 15000.00 14838.11 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT3.2%31 WEQ82666OJYSI5GUAB47 04010LBC6 2031-11-15 3.200000 0.00 163000.00 143325.18 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 30 ODVCVCQG2BP6VHV36M30 026874DW4 2030-05-07 4.850000 0.00 72000.00 72816.24 Corporate Debt Securities AVISTA CORP 1M BD 4.35%48 Q0IK63NITJD6RJ47SW96 05379BAQ0 2048-06-01 4.350000 0.00 85000.00 67984.70 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT1.5%28 5493006ORUSIL88JOE18 03027XBJ8 2028-01-31 1.500000 0.00 6408000.00 6116628.24 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 34 549300H316CT32FQXI76 04686JAG6 2034-01-15 5.875000 0.00 170000.00 170178.69 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.7%31 5493006ORUSIL88JOE18 03027XBM1 2031-04-15 2.700000 0.00 90000.00 81925.20 Corporate Debt Securities ATHENE GLOBAL FDG 144A NT 5.133%29 549300LM1QSI4MSIL320 04685A4Y4 2029-06-01 5.133000 0.00 100000.00 100817.98 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.85%100430 B6Q2VFHD1797Q7NZ3E43 02665WER8 2030-10-04 5.850000 0.00 56000.00 58717.26 Corporate Debt Securities BHP BILLITON FIN USA LTD SR NT 4.125%42 5493003NUVITP3TMY274 055451AR9 2042-02-24 4.125000 0.00 5000000.00 4263097.92 Corporate Debt Securities AMPHENOL CORP SR GLBL NT 5%35 549300D3L3G0R4U4VT04 032095AR2 2035-01-15 5.000000 0.00 996000.00 978502.49 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 36 R4PP93JZOLY261QX3811 025816EH8 2036-04-25 5.667000 0.00 28000.00 28934.70 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 35 XSGZFLO9YTNO9VCQV219 02209SBV4 2035-08-06 5.250000 0.00 97000.00 97865.32 Corporate Debt Securities ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46 5493000EYEKDT0FBSQ91 035242AN6 2046-02-01 4.900000 0.00 739000.00 664789.62 Corporate Debt Securities BMW US CAP LLC GLBL 144A NT 32 KK5MZM9DIXLXZL9DZL15 05565ECB9 2032-04-01 3.700000 0.00 230000.00 215756.87 Corporate Debt Securities D R HORTON INC SR GLBL NT 5%34 529900ZIUEYVSB8QDD25 23331ABS7 2034-10-15 5.000000 0.00 13439000.00 13271445.53 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 4%31 549300GZKULIZ0WOW665 254687GD2 2031-03-14 4.000000 0.00 37000.00 36565.54 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT2.9%27 54930012H97VSM0I2R19 22822VAZ4 2027-03-15 2.900000 0.00 97000.00 97136.34 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 52 ILUL7B6Z54MRYCF6H308 25746UDQ9 2052-08-15 4.850000 0.00 62000.00 52395.82 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT 47 54930012H97VSM0I2R19 22822VAF8 2047-05-15 4.750000 0.00 71000.00 58091.33 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT4.5%45 DYTQ8KRTKO7Y2BVU5K74 26138EAT6 2045-11-15 4.500000 0.00 41000.00 33103.81 Corporate Debt Securities COCA COLA CO SR GLBL NT 32 UWJKFUJFZ02DKWI3RY53 191216DP2 2032-01-05 2.250000 0.00 31000.00 27558.85 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 122 BD27 D8YOXB8L2ZDC8P7Q0771 202795JK7 2027-08-15 2.950000 0.00 3000.00 2998.69 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 45 549300GZKULIZ0WOW665 254687EZ5 2045-12-01 7.750000 0.00 83000.00 100590.74 Corporate Debt Securities COLT MTG LN TRUST 2025-1 A-1B 20700127 FLT 21380069FFOP8RZNF423 196920AB8 2070-01-27 5.699000 0.00 3402000.00 2355107.50 Private Label Collateralized Mortgage Obligations CONSTELLATION BRANDS INC SR GLBL NT 32 5493005GKEG8QCVY7037 21036PBL1 2032-05-09 4.750000 0.00 3266000.00 3237126.75 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -C NT 28 ILUL7B6Z54MRYCF6H308 25746UDY2 2028-05-15 4.600000 0.00 20000.00 20177.02 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.65%010728 E0KSF7PFQ210NWI8Z391 24422EXZ7 2028-01-07 4.650000 0.00 2000.00 2013.78 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 28 L2Z2MO2EQURH3BREWI15 25470DBS7 2028-03-20 3.950000 0.00 5000.00 4786.42 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL DEB 32 54930042348RKR3ZPN35 251799AA0 2032-04-15 7.950000 0.00 91000.00 105271.38 Corporate Debt Securities UBS AG N Y BRH FR 5%070927 254900R882POXXVAK772 22550L2K6 2027-07-09 5.000000 0.00 386000.00 389568.78 Corporate Debt Securities DELTA AIR LINES INC SR GLBL NT 30 Q2CCMS6R0AS67HJMBN42 247361A32 2030-07-10 5.250000 0.00 27000.00 27266.56 Corporate Debt Securities CONNECTICUT LT & PWR CO 1M GLBL -B BD 37 549300O45IUXEDS1VZ32 207597DX0 2037-03-01 5.750000 0.00 4000.00 4121.59 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 32 51M0QTTNCGUN7KFCFZ59 20030NER8 2032-05-15 4.950000 0.00 173000.00 172698.98 Corporate Debt Securities CITIGROUP MTG LN TR 2025-3 A-11 20550625 FLT N/A 17332RAL7 2055-06-25 5.500000 0.00 1152000.00 474309.89 Private Label Collateralized Mortgage Obligations AMGEN INC SR GLBL NT 32 62QBXGPJ34PQ72Z12S66 031162DE7 2032-02-22 3.350000 0.00 5000.00 4676.03 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT5.8%59 549300CRGMZK3K53BF92 03523TBW7 2059-01-23 5.800000 0.00 2965000.00 2880227.36 Corporate Debt Securities CENCORA INC SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 03073EAQ8 2047-12-15 4.300000 0.00 6976000.00 5564088.60 Corporate Debt Securities APA CORPORATION SR NT 5.1%40 72ZZ1XRHOOU9P9X16K08 037411AW5 2040-09-01 5.100000 0.00 24000.00 21811.44 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT5.2%36 5IDHQUFVC8Q2KIBBFF06 03040WBH7 2036-04-01 5.200000 0.00 66000.00 65794.96 Corporate Debt Securities ASSURED GTY US HLDGS INC SR GLBL NT3.6%51 5493007YCE0652G9TZ64 04621WAE0 2051-09-15 3.600000 0.00 86000.00 58583.20 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 28 R4PP93JZOLY261QX3811 025816DP1 2028-02-16 5.098000 0.00 496000.00 509310.57 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.125%070728 B6Q2VFHD1797Q7NZ3E43 02665WEM9 2028-07-07 5.125000 0.00 92000.00 92991.45 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.45%010831 B6Q2VFHD1797Q7NZ3E43 02665WGS4 2031-01-08 4.450000 0.00 94000.00 91778.13 Corporate Debt Securities APOLLO GLOBAL MGMT INC JR SB GLBL NT 54 254900LMFT1CY9IYB476 03769MAD8 2054-12-15 6.000000 0.00 3000.00 2893.40 Corporate Debt Securities AON NORTH AMERICA INC. SR GLBL NT 54 N/A 03740MAF7 2054-03-01 5.750000 0.00 1690000.00 1616955.38 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.1%010836 B6Q2VFHD1797Q7NZ3E43 02665WGT2 2036-01-08 5.100000 0.00 97000.00 94091.78 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 42 549300CRGMZK3K53BF92 035240AG5 2042-01-15 4.950000 0.00 70000.00 64239.00 Corporate Debt Securities ANGEL OAK MTG TR 2020-5 A-3 20650525 FLT N/A 03464WAC6 2065-05-25 2.041000 0.00 2795000.00 167260.61 Private Label Collateralized Mortgage Obligations ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 29 8MYN82XMYQH89CTMTH67 036752AL7 2029-09-15 2.875000 0.00 3000.00 2866.50 Corporate Debt Securities AMGEN INC SR GLBL NT 30 62QBXGPJ34PQ72Z12S66 031162DQ0 2030-03-02 5.250000 0.00 112000.00 115888.55 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35 8MYN82XMYQH89CTMTH67 036752BD4 2035-02-15 5.200000 0.00 30000.00 30306.53 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL -2027 27 2EULGUTUI56JI9SAL165 03938LBE3 2027-11-29 6.550000 0.00 8048000.00 8322441.27 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT 53 54930049QLLMPART6V29 04316JAE9 2053-03-02 5.750000 0.00 6000.00 5690.69 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55 8MYN82XMYQH89CTMTH67 036752BE2 2055-02-15 5.700000 0.00 22278000.00 21199596.28 Corporate Debt Securities AMGEN INC SR GLBL NT 28 62QBXGPJ34PQ72Z12S66 031162DB3 2028-08-15 1.650000 0.00 35000.00 33278.99 Corporate Debt Securities CENCORA INC SR GLBL NT 27 AI8GXW8LG5WK7E9UD086 03073EAV7 2027-12-15 4.625000 0.00 170000.00 171244.35 Corporate Debt Securities GCAT TR 2022-HX1 A-1 20661225 FLT N/A 36168XAA7 2066-12-25 2.885000 0.00 1388000.00 685795.85 Private Label Collateralized Mortgage Obligations GCAT 2020-NQM2 TRUST A-1 20650425 FLT N/A 36166RAA2 2065-04-25 2.555000 0.00 249981.00 27325.87 Private Label Collateralized Mortgage Obligations FLORIDA PWR & LT CO 1MTG 5.4%35 A89MY1K3YLIGJMYWVX50 341081EU7 2035-09-01 5.400000 0.00 1000.00 1018.40 Corporate Debt Securities FLORIDA PWR & LT CO 1MTG BD 5.95%33 A89MY1K3YLIGJMYWVX50 341081ER4 2033-10-01 5.950000 0.00 77000.00 82112.29 Corporate Debt Securities FREDDIE SCRT SERIES 2021-2 M 20601125 FLT N/A 35563P4H9 2060-11-25 4.250000 0.00 3500000.00 2782282.75 Private Label Collateralized Mortgage Obligations OGLETHORPE POWER CORP -2018A 5.05%48 3EERXCUSWMS9GV5D9M98 677050AN6 2048-10-01 5.050000 0.00 2000.00 1751.05 Corporate Debt Securities ORIX CORP SR GLBL NT3.7%27 35380016EMHNBOVYE123 686330AJ0 2027-07-18 3.700000 0.00 4711000.00 4683516.55 Corporate Debt Securities ORACLE CORP SR GLBL NT3.8%37 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 2037-11-15 3.800000 0.00 1131000.00 861971.54 Corporate Debt Securities ONE MARKET PLAZA TR 2017-1MKT A 20320210 3.6 N/A 68245HAA2 2032-02-10 3.613900 0.00 3658000.00 2589784.07 Private Label Collateralized Mortgage Obligations PACIFIC GAS & ELEC CO 1M GLBL BD5.9%32 1HNPXZSMMB7HMBMVBS46 694308KG1 2032-06-15 5.900000 0.00 88000.00 90876.62 Corporate Debt Securities ONEOK INC NEW SR GLBL NT3.4%29 2T3D6M0JSY48PSZI1Q41 682680AY9 2029-09-01 3.400000 0.00 81000.00 78901.83 Corporate Debt Securities OWENS CORNING NEW SR GLBL NT5.7%34 JO5M6676RDJIZ2U8X907 690742AP6 2034-06-15 5.700000 0.00 444000.00 454617.52 Corporate Debt Securities JP MORGAN MTG TR 2007-A6 1-A-2 20371225 FLT N/A 46632DAA8 2037-12-25 0.00 0.00 699000.00 3717.06 Private Label Collateralized Mortgage Obligations OMEGA HEALTHCARE INVS INC SR GLBL NT 33 549300OJ7ENK42CZ8E73 681936BN9 2033-04-15 3.250000 0.00 91000.00 80305.63 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR NT 4.375%52 N/A 46590XAQ9 2052-02-02 4.375000 0.00 11026000.00 8202720.72 Corporate Debt Securities ORACLE CORP SR GLBL NT 32 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 2032-02-03 5.250000 0.00 24000.00 23594.12 Corporate Debt Securities PERMIAN RES OPER LLC SR GLBL 144A 33 5493004CTVUMQLRPOE23 71424VAB6 2033-02-01 6.250000 0.00 2830000.00 2970735.90 Corporate Debt Securities ENERGY TRANSFER L P SR NT 6.1%42 MTLVN9N7JE8MIBIJ1H73 86765BAK5 2042-02-15 6.100000 0.00 80000.00 80532.62 Corporate Debt Securities TPG OPER GROUP II LP SR GLBL NT 36 2549001H9RJQNZT7MU11 872652AB8 2036-01-15 5.375000 0.00 27000.00 26067.93 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 5%32 2138006TSNBEUA761G16 76720AAT3 2032-03-14 5.000000 0.00 207000.00 211410.71 Corporate Debt Securities S&P GLOBAL INC GLBL NT 3.25%49 Y6X4K52KMJMZE7I7MY94 78409VAQ7 2049-12-01 3.250000 0.00 41000.00 27211.56 Corporate Debt Securities MOSAIC CO SR NT 5.625%43 2YD5STGSJNMUB7H76907 61945CAE3 2043-11-15 5.625000 0.00 161000.00 150532.59 Corporate Debt Securities VERALTO CORP SR GLBL NT 28 635400FJE6GSOJUSNY27 92338CAD5 2028-09-18 5.350000 0.00 20000.00 20640.71 Corporate Debt Securities ROPER TECHNOLOGIES INC 4.2%28 54930003T4SXCIWVXY35 776743AF3 2028-09-15 4.200000 0.00 22000.00 22112.13 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 45 549300GHBMY8T5GXDE41 91324PCR1 2045-07-15 4.750000 0.00 88000.00 75520.82 Corporate Debt Securities NISSAN AUTO LEASE TRUST 2024-B A-2A 20270615 5.0 N/A 65481DAB8 2027-06-15 5.050000 0.00 1975000.00 1239.65 Asset-Backed Securities UNITED PARCEL SVCS INC SR NT 3.05%27 D01LMJZU09ULLNCY6Z23 911312BM7 2027-11-15 3.050000 0.00 18000.00 17829.70 Corporate Debt Securities NTT FINANCE CORP SR GLBL 144A 32 3538007PR116187GD960 62954WAU9 2032-07-16 5.171000 0.00 300000.00 298513.37 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 5.537%071436 549300XFX12G42QIKN82 63861WAN5 2036-07-14 5.537000 0.00 400000.00 396849.88 Corporate Debt Securities RLI CORP SR GLBL NT 36 529900AMTJE5ECN9PS55 749607AD9 2036-06-01 5.375000 0.00 59998000.00 58089363.62 Corporate Debt Securities RTX CORPORATION GLBL NT 4.875%40 I07WOS4YJ0N7YRFE7309 75513ECA7 2040-10-15 4.875000 0.00 91000.00 85809.74 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 39 353800V2V8PUY9TK3E06 606822BE3 2039-03-07 4.153000 0.00 2000.00 1790.68 Corporate Debt Securities NOMURA ASSET ALT LN 2006-S3 A-1 20360825 FLT N/A 65536WAA3 2036-08-25 4.158900 0.00 338000.00 1442.55 Asset-Backed Securities KINDER MORGAN INC DEL SR GLBL NT 46 549300WR7IX8XE0TBO16 49456BAJ0 2046-02-15 5.050000 0.00 5000.00 4444.13 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO SR SEC NT 5.3%54 549300RUHPVD434XUK18 74456QCT1 2054-08-01 5.300000 0.00 20000.00 18632.40 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL52 549300L8X1Q78ERXFD06 631103AM0 2052-03-07 3.950000 0.00 7003000.00 5142022.78 Corporate Debt Securities JETBLUE AIRWAYS CORP 2020-1 1B 20300515 7.7 N/A 477164AB3 2030-05-15 7.750000 0.00 9000.00 3925.91 Asset-Backed Securities POTOMAC ELEC PWR CO 1M GLBL NT6.5%37 549300BXF2DWUNN57U06 737679DB3 2037-11-15 6.500000 0.00 881000.00 956908.92 Corporate Debt Securities GENERAL MILLS INC GLBL NT 4.95%33 2TGYMUGI08PO8X8L6150 370334CT9 2033-03-29 4.950000 0.00 867000.00 865200.98 Corporate Debt Securities RIO TINTO FIN USA PLC SR NT 4.75%42 2138006TSNBEUA761G16 76720AAD8 2042-03-22 4.750000 0.00 98000.00 89511.32 Corporate Debt Securities RPM INTL INC SR GLBL NT 48 549300TJCKW4BRXPJ474 749685AW3 2048-01-15 4.250000 0.00 362000.00 280933.32 Corporate Debt Securities J.P.MORGAN MORTGAGE TR 2024-2 A-8-A 20540825 FLT N/A 46657TAS4 2054-08-25 6.000000 0.00 50000.00 1861.58 Private Label Collateralized Mortgage Obligations NETFLIX INC. 5.875%28 549300Y7VHGU0I7CE873 64110LAT3 2028-11-15 5.875000 0.00 43000.00 44748.50 Corporate Debt Securities RTX CORPORATION GLBL NT 7.1%27 I07WOS4YJ0N7YRFE7309 75513EBS9 2027-11-15 7.100000 0.00 3000.00 3124.74 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR NT 6.5%43 549300HOF34RGOJ5YL07 472319AM4 2043-01-20 6.500000 0.00 490000.00 483461.49 Corporate Debt Securities RADIOLOGY PARTNERS INC 2LIEN GLBL PIK30 549300SFTAG2177WUZ08 75041VAC8 2030-02-15 9.781000 0.00 496.00 517.72 Corporate Debt Securities RTX CORPORATION SR NT 6.1%34 I07WOS4YJ0N7YRFE7309 75513ECW9 2034-03-15 6.100000 0.00 29000.00 31295.48 Corporate Debt Securities RANGE RES CORP SR GLBL 144A 30 H3Y3WLYCX0BTO1TRW162 75281ABK4 2030-02-15 4.750000 0.00 2000.00 1990.57 Corporate Debt Securities J.P. MORGAN MTG TR 2025-VIS2 A-2 20551225 FLT 529900371ZWA9WXVGB88 46659RAD9 2055-12-25 5.638000 0.00 1683000.00 1536412.05 Private Label Collateralized Mortgage Obligations JACKSON FINANCIAL INC SR GLBL NT 37 213800WXW2KG1N4CO374 46817MAV9 2037-01-15 6.150000 0.00 74000.00 72718.57 Corporate Debt Securities SCHLUMBERGER INVT SA SR GLBL NT 36 529900EZ29I5KXPV2J32 806854AQ8 2036-05-07 5.150000 0.00 33000.00 32736.55 Corporate Debt Securities UNILEVER CAP CORP SR GLBL NT 5%33 MYF1DAS6G5WY7PRWCU78 904764BT3 2033-12-08 5.000000 0.00 1545000.00 1558505.02 Corporate Debt Securities YAMANA GOLD INC SR GLBL NT 31 54930002VY22NXG01418 98462YAF7 2031-08-15 2.630000 0.00 89000.00 79548.84 Corporate Debt Securities CAIXABANK S A SNR NPF GLBL 29 7CUNS533WID6K7DGFI87 E2428RAA3 2029-01-18 6.208000 0.00 200000.00 204662.36 Corporate Debt Securities ESAB CORPORATION SR REGS NT 31 549300ZNV0SWBXEIWT04 U2959EAB9 2031-04-01 5.625000 0.00 4000.00 4023.05 Corporate Debt Securities BMW US CAP LLC SR REGS NT4.4%29 KK5MZM9DIXLXZL9DZL15 U09513KV0 2029-03-19 4.400000 0.00 200000.00 201348.67 Corporate Debt Securities CINEMARK USA INC SR GLBL REGS 28 54930008H2137JSCPQ09 U17176AL9 2028-07-15 5.250000 0.00 3000.00 2986.00 Corporate Debt Securities PANASONIC HLDGS CORP SR 144A NT 34 254900GE1G59KGWPHX32 69832AAE6 2034-07-16 5.302000 0.00 216000.00 215814.06 Corporate Debt Securities SOUTHERN CO SR GLBL 2020A 30 549300FC3G3YU2FBZD92 842587DE4 2030-04-30 3.700000 0.00 17000.00 16487.62 Corporate Debt Securities WABTEC SR GLBL NT 34 06BTX5UWZD0GQ5N5Y745 960386AR1 2034-03-11 5.611000 0.00 95000.00 98267.10 Corporate Debt Securities VULCAN MATLS CO SR GLBL NT 34 549300Q8LSNHAVWBNI21 929160BC2 2034-12-01 5.350000 0.00 65000.00 65519.13 Corporate Debt Securities WEST VA UNIV HEALTH SYS OBLIGA SR -B BD4.924%48 N/A 956708AA9 2048-06-01 4.924000 0.00 728000.00 622233.73 Corporate Debt Securities SPCM SA SR GLBL REGS 31 969500F7036FEDYPRV54 F8449EAA3 2031-03-31 5.626000 0.00 200000.00 204444.67 Corporate Debt Securities WELLS FARG CML MTG TR 2024-GRP D 20411015 FLT N/A 95003YAG7 2041-10-15 7.614600 0.00 16993000.00 17297451.19 Private Label Collateralized Mortgage Obligations WRKCO INC SR GLBL NT 3%33 549300JEB576INN13W07 92940PAG9 2033-06-15 3.000000 0.00 23000.00 20078.62 Corporate Debt Securities WEBSTER FINL CORP SUB GLBL NT 35 KMRURHT0VWKYS6Z5KU67 947890AK5 2035-09-11 5.784000 0.00 2000.00 2048.95 Corporate Debt Securities WAMU MTG CERT 2005-AR6 1-A-1A 20450225 FLT N/A 92922FH84 2045-02-25 4.338900 0.00 14255000.00 536992.84 Private Label Collateralized Mortgage Obligations UNITEDHEALTH GROUP INC SR GLBL NT5.3%30 549300GHBMY8T5GXDE41 91324PEQ1 2030-02-15 5.300000 0.00 35000.00 36441.61 Corporate Debt Securities UNION PAC CORP SR GLBL NT 38 549300LMMRSZZCZ8CL11 907818EV6 2038-09-10 4.375000 0.00 4000.00 3678.06 Corporate Debt Securities VERUS SECTR 2022-2 A-3 20670225 FLT N/A 92538XAC9 2067-02-25 4.260000 0.00 4250100.00 2735168.20 Private Label Collateralized Mortgage Obligations WSTN TR 2023-MAUI B 20390908 7.2 N/A 92943AAC8 2039-09-08 7.017900 0.00 692000.00 701503.03 Private Label Collateralized Mortgage Obligations US BANCORP ALT TIER I PERP N1GZ7BBF3NP8GI976H15 902973AZ9 2079-12-31 5.300000 0.00 16000.00 16232.09 Corporate Debt Securities GS MTG BACKED SEC TR 2026-NQM2 A-2 20660525 FLT 254900E217SI2DTJ2F03 362972AF8 2066-05-25 5.190000 0.00 4495000.00 4024300.75 Private Label Collateralized Mortgage Obligations HCA INC. SR SEC GLBL NT47 L3CJ6J7LJ2DX62FTXD46 404119BV0 2047-06-15 5.500000 0.00 67000.00 60345.41 Corporate Debt Securities HCA INC. SR GLBL NT 52 L3CJ6J7LJ2DX62FTXD46 404119CL1 2052-03-15 4.625000 0.00 25000.00 19774.56 Corporate Debt Securities GRACE TR 2020-GRCE D 20401212 FLT N/A 38406JAJ7 2040-12-12 2.679900 0.00 550000.00 483702.59 Private Label Collateralized Mortgage Obligations NXP B V / NXP FDG LLC / NXP US SR GLBL NT 51 N/A 62954HAN8 2051-11-30 3.250000 0.00 6272000.00 3956670.29 Corporate Debt Securities J.P. MORGAN MTG TR 2025-12MPR A-1D 20560625 FLT N/A 46660LAD9 2056-06-25 5.055000 0.00 16047500.00 11611911.30 Private Label Collateralized Mortgage Obligations MIZUHO FINANCIAL GROUP INC SR GLBL NT 32 353800CI5L6DDAN5XZ33 60687YDV8 2032-07-13 4.965000 0.00 5130000.00 5091127.42 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT4.6%28 6S552MUG6KGJVEBSEC55 620076BL2 2028-02-23 4.600000 0.00 12000.00 12246.35 Corporate Debt Securities JP MORGAN MTG TRUST 2026-VIS1 A-1 20660625 FLT N/A 46660PAE8 2066-06-25 4.787000 0.00 11401180.00 10913808.11 Private Label Collateralized Mortgage Obligations NEW YORK LIFE GLOBAL FDG SR SEC REGS NT28 635400DPNHEAUHB7ZI15 64952XCS8 2028-01-10 3.000000 0.00 5000.00 4903.00 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 31 MLU0ZO3ML4LN2LL2TL39 404280EW5 2031-05-13 5.240000 0.00 630000.00 639578.10 Corporate Debt Securities JP MORGAN MTG TR 2019-2 B-4 20490825 FLT N/A 46650TBA9 2049-08-25 4.441700 0.00 3347100.00 2437103.64 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2007-A5 1-A-2 20371025 FLT N/A 46632BAD6 2037-10-25 0.00 0.00 1194000.00 0.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 4.892%102236 IGJSJL3JD5P30I6NJZ34 61748UAN2 2036-10-22 4.892000 0.00 397000.00 382514.66 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID SR AMZ REGS NT51 4469000001BFPONMPF32 P29595AG3 2051-01-28 6.500000 0.00 521000.00 498097.71 Corporate Debt Securities NORINCHUKIN BANK LTD SR REGS NT 35 5493007VSMFZCPV1NB83 J5901UAH5 2035-09-09 5.359000 0.00 200000.00 199701.66 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2018 GLBL REGS NT 51 549300C6OZZ8LTVR8209 G82016AT6 2051-01-08 3.100000 0.00 250000.00 174132.64 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 59 213800TB53ELEUKM7Q61 92857WBT6 2059-06-19 5.125000 0.00 3000.00 2517.69 Corporate Debt Securities MASTEC INC SR GLBL REGS 28 549300TMDIT8WREDOF45 U5759TAC9 2028-08-15 4.500000 0.00 720000.00 726516.00 Corporate Debt Securities VICI PROPERTIES LP GLBL NT 5.75%34 254900X4QE7SGKQLLN38 925650AF0 2034-04-01 5.750000 0.00 49000.00 49758.85 Corporate Debt Securities WEC ENERGY GROUP INC SR GLBL NT1.8%30 549300IGLYTZUK3PVP70 92939UAE6 2030-10-15 1.800000 0.00 99000.00 88036.74 Corporate Debt Securities VERTIV HOLDINGS CO SR GLBL NT 46 549300KTTIRAOGXCRV69 92537NAB4 2046-03-15 5.650000 0.00 132000.00 125329.75 Corporate Debt Securities MARS INC SR REGS NT 33 54930073HKEO6GZBSS03 U57346AR6 2033-04-20 4.750000 0.00 5000.00 4962.88 Corporate Debt Securities WELLS FARGO COML TR 2017-RC1 D 20600116 3.2 N/A 95001FAC9 2060-01-16 3.250000 0.00 608000.00 568644.36 Private Label Collateralized Mortgage Obligations ZOETIS INC SR GLBL NT3.9%28 549300HD9Q1LOC9KLJ48 98978VAN3 2028-08-20 3.900000 0.00 5000.00 5027.56 Corporate Debt Securities QTS FAYETTEVILLE I DC1-2 SR SEC REGS NT36 N/A U7471TAA6 2036-04-15 5.700000 0.00 2261000.00 2097220.70 Corporate Debt Securities WEA FIN LLC SR GLBL REGS 27 3CYEJKBUJZO3UW777J80 U94303AF8 2027-01-15 2.875000 0.00 50000.00 49660.39 Corporate Debt Securities VICI PPTYS INC SR GLBL REGS 27 N/A U9T83JAD7 2027-02-15 3.750000 0.00 12000.00 12145.46 Corporate Debt Securities CRH AMERICA FINANCE INC SR GLBL REGS 28 549300WEVUODRJ4CWK56 U1301NAC4 2028-04-04 3.950000 0.00 250000.00 250161.88 Corporate Debt Securities PROVINCE OF SANTA FE SR AMZ REGS NT34 N/A P84641AD4 2034-12-11 8.100000 0.00 2000.00 2000.56 Corporate Debt Securities GLENCORE FDG LLC GLBL REGS NT 33 213800STG1QDNBY87K49 U37818BL1 2033-10-06 6.500000 0.00 185000.00 200239.17 Corporate Debt Securities UNIVISION COMMUNICATIONS INC SR SEC REGS NT31 549300YQDE2JSGTL8V47 U91505AW4 2031-07-31 8.500000 0.00 4000.00 3991.60 Corporate Debt Securities GLENCORE FDG LLC GLBL 144A NT 35 213800STG1QDNBY87K49 378272CA4 2035-04-01 5.673000 0.00 8680000.00 8902208.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 28 549300GHBMY8T5GXDE41 91324PDK5 2028-06-15 3.850000 0.00 12000.00 11918.15 Corporate Debt Securities SECURIAN FINL GROUP INC SR GLBL REGS 48 5493007EAD0HGURCS836 U8T24FAA5 2048-04-15 4.800000 0.00 2000.00 1675.31 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP GLBL NT 2.5%31 32SXKSJ72K64GM3HOU64 92277GAW7 2031-09-01 2.500000 0.00 83000.00 74258.16 Corporate Debt Securities VONTIER CORPORATION SR GLBL NT2.4%28 549300VVSQLG4P5K4639 928881AD3 2028-04-01 2.400000 0.00 100000.00 96837.00 Corporate Debt Securities VERTIV GROUP CORP SR SEC GLBL 28 549300ZT8RQ5VK10E643 92535UAB0 2028-11-15 4.125000 0.00 19000.00 18964.44 Corporate Debt Securities BMW US CAP LLC SR GLBL REGS 29 KK5MZM9DIXLXZL9DZL15 U09513HW2 2029-04-18 3.625000 0.00 3000.00 2942.01 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL REGS 28 U4LOSYZ7YG4W3S5F2G91 G84228FL7 2028-11-16 7.767000 0.00 1440000.00 1517128.20 Corporate Debt Securities ZOETIS INC SR GLBL NT 3%50 549300HD9Q1LOC9KLJ48 98978VAT0 2050-05-15 3.000000 0.00 89000.00 55968.84 Corporate Debt Securities TYCO ELECTRONICS GROUP S A CR SEN SR GLBL37 C33G1C5SYE2YM95EE712 902133AG2 2037-10-01 7.125000 0.00 13000.00 14918.67 Corporate Debt Securities PANASONIC HLDGS CORP SR GLBL REGS 36 254900GE1G59KGWPHX32 J6354YBL7 2036-07-08 5.362000 0.00 300000.00 296338.72 Corporate Debt Securities UDR INC FR 2.1%061533 P3CH2EG5X6Z1XWU1OO74 90265EAV2 2033-06-15 2.100000 0.00 59000.00 48534.78 Corporate Debt Securities US BANCORP FR 5.836%061234 N1GZ7BBF3NP8GI976H15 91159HJN1 2034-06-12 5.836000 0.00 5000.00 5173.17 Corporate Debt Securities XYLEM INC SR GLBL NT5.2%33 549300DF5MV96DRYLQ48 98419MAN0 2033-06-01 5.200000 0.00 439000.00 443849.00 Corporate Debt Securities LATAM AIRLINES GROUP SA SR SEC GLBL 30 549300HX3UUDPEFTG707 P62138AB1 2030-04-15 7.875000 0.00 3000.00 3142.04 Corporate Debt Securities PENSKE TRUCK LEASING CO LP / P SR 144A NT5.7%28 N/A 709599BS2 2028-02-01 5.700000 0.00 129000.00 134358.66 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT 28 LGJNMI9GH8XIDG5RCM61 98389BBD1 2028-03-21 4.750000 0.00 4000.00 4074.77 Corporate Debt Securities PACIFICORP 1M GLBL BD 53 SGY07Y7FNYBNLM6Z1M11 695114CZ9 2053-12-01 5.350000 0.00 89000.00 77063.02 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT 49 5493000M6Z4XFIP6PF03 775109BN0 2049-05-01 4.350000 0.00 98000.00 75480.09 Corporate Debt Securities PEPSICO INC SR GLBL NT4.2%52 FJSUNZKFNQ5YPJ5OT455 713448FN3 2052-07-18 4.200000 0.00 5000.00 3920.93 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 28 54930003T4SXCIWVXY35 776696AK2 2028-09-15 4.250000 0.00 325000.00 327286.56 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT 51 549300FGFN7VOK8BZR03 78081BAP8 2051-09-02 3.350000 0.00 25000.00 16286.13 Corporate Debt Securities DISNEY WALT CO FR 4.125%120141 7260JQNI6SCF9FIV2392 25468PCR5 2041-12-01 4.125000 0.00 80000.00 67290.00 Corporate Debt Securities DISNEY WALT CO SR GLBL NT4.7%50 549300GZKULIZ0WOW665 254687FS0 2050-03-23 4.700000 0.00 1912000.00 1628567.24 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 37 549300GZKULIZ0WOW665 254687EF9 2037-03-01 6.150000 0.00 375000.00 410926.88 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 2%061731 E0KSF7PFQ210NWI8Z391 24422EVS5 2031-06-17 2.000000 0.00 90000.00 79297.60 Corporate Debt Securities ENDURANCE SPECIALTY HLDGS LTD SR NT 7%34 54930073OSJENOG1DL54 29267HAA7 2034-07-15 7.000000 0.00 1000.00 1084.50 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 32 MWIUSDMN17TCR56VW396 26442CBG8 2032-03-15 2.850000 0.00 24000.00 21771.76 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT5.6%29 54930012H97VSM0I2R19 22822VBD2 2029-06-01 5.600000 0.00 16000.00 16432.53 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.5%011629 E0KSF7PFQ210NWI8Z391 24422EXH7 2029-01-16 4.500000 0.00 86000.00 86095.89 Corporate Debt Securities DOMINION ENERGY INC SR NT-C 4.9%41 ILUL7B6Z54MRYCF6H308 25746UBM0 2041-08-01 4.900000 0.00 5955000.00 5489735.85 Corporate Debt Securities DK TRUST 2025-LXP A 20370817 FLT N/A 23292LAA0 2037-08-17 5.298200 0.00 6060000.00 6091238.95 Private Label Collateralized Mortgage Obligations FORESEA HLDG S A 1LIEN GLBL 30 254900BAD50AKYGIMV79 262051AA3 2030-06-15 7.500000 0.00 27.00 27.03 Corporate Debt Securities EASTMAN CHEM CO GLBL NT 5.625%34 FDPVHDGJ1IQZFK9KH630 277432AY6 2034-02-20 5.625000 0.00 78000.00 80325.67 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD3.5%51 7NKTFWJ1G6MELP9TU740 210518DH6 2051-08-01 3.500000 0.00 65000.00 45574.10 Corporate Debt Securities ENBRIDGE INC SR GLBL NT 35 98TPTUM4IVMFCZBCUR27 29250NCK9 2035-06-20 5.550000 0.00 100000.00 100850.08 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT 48 ZQUIP1CSZO8LXRBSOU78 260543CR2 2048-11-30 5.550000 0.00 1281000.00 1119401.85 Corporate Debt Securities DISNEY WALT CO SR GLBL NT3.8%30 549300GZKULIZ0WOW665 254687FQ4 2030-03-22 3.800000 0.00 490000.00 482364.17 Corporate Debt Securities DEXKO GLOBAL INC SR GLBL 144A 32 549300SMZ4OV1KBH1M19 252142AB0 2032-04-15 7.500000 0.00 230.00 195.69 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 2%29 549300GZKULIZ0WOW665 254687FL5 2029-09-01 2.000000 0.00 1047000.00 978958.96 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT 5%30 N/A 24703TAM8 2030-04-01 5.000000 0.00 1564000.00 1592131.15 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 35 ILUL7B6Z54MRYCF6H308 25746UAV1 2035-06-15 5.950000 0.00 67000.00 69250.05 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL NT 52 549300XH8D8K6OYWGD17 11271LAJ1 2052-02-15 3.625000 0.00 62000.00 42104.53 Corporate Debt Securities CARDINAL HEALTH INC SR NT 4.5%44 CCU46N3GJMF4OK4N7U60 14149YBB3 2044-11-15 4.500000 0.00 97000.00 80230.64 Corporate Debt Securities BROADCOM INC SR GLBL NT4.9%38 549300WV6GIDOZJTV909 11135FCX7 2038-02-15 4.900000 0.00 54000.00 51555.12 Corporate Debt Securities CANADIAN PAC RY CO NEW SR NT 5.75%33 54930036474DURYNB481 13645RAE4 2033-03-15 5.750000 0.00 34000.00 35800.72 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 5%29 549300VIWYMSIGT1U456 125523CT5 2029-05-15 5.000000 0.00 92000.00 93762.31 Corporate Debt Securities CWHEQ REVOLVING HEQ 2006-D 2-A 20360515 FLT N/A 126685DT0 2036-05-15 3.990900 0.00 600000.00 4005.96 Asset-Backed Securities BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 29 549300ORP3TTCNXSYO43 09261HBN6 2029-07-16 5.950000 0.00 70000.00 70109.84 Corporate Debt Securities CSMC 2019-AFC1 TR B-1 20490825 FLT N/A 12596XAE2 2049-08-25 4.065000 0.00 4573960.00 3715466.59 Private Label Collateralized Mortgage Obligations CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 26 2IGI19DL77OX0HC3ZE78 13607LWU3 2026-10-02 4.875400 0.00 2000.00 2011.18 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 33 549300EJG376EN5NQE29 126650DU1 2033-02-21 5.250000 0.00 98000.00 100606.15 Corporate Debt Securities COLT MORTGAGE LOAN TR 2022-3 A-2 20670225 FLT N/A 12659YAB0 2067-02-25 4.156000 0.00 2300000.00 1352095.56 Private Label Collateralized Mortgage Obligations COMM MTG TR 2012-CCRE4 A-3 20451017 2.8 N/A 12624QAR4 2045-10-17 2.853000 0.00 854999.00 27687.44 Private Label Collateralized Mortgage Obligations CAMDEN PPTY TR SR GLBL NT 29 5493002MYX22OHYJBD89 133131AX0 2029-07-01 3.150000 0.00 80000.00 76888.40 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 30 549300EJG376EN5NQE29 126650DJ6 2030-04-01 3.750000 0.00 55000.00 53555.15 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 45 N/A 12189LAW1 2045-04-01 4.150000 0.00 22000.00 17937.33 Corporate Debt Securities CSMC TRUST 2017-CHOP C 20320715 FLT N/A 12651QAJ8 2032-07-15 4.894000 0.00 2000000.00 1993186.22 Private Label Collateralized Mortgage Obligations BOEING CO 3.6%34 RVHJWBXLJ1RFUBSY1F30 097023CJ2 2034-05-01 3.600000 0.00 12000.00 10756.08 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM SR NT 7.2%32 549300T15RIMIKZC5Q38 136385AC5 2032-01-15 7.200000 0.00 24000.00 26363.52 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 53 549300EJG376EN5NQE29 126650DV9 2053-02-21 5.625000 0.00 25000.00 23214.75 Corporate Debt Securities THE CAMPBELLS COMPANY SR GLBL NT 35 5493007JDSMX8Z5Z1902 134429BQ1 2035-03-23 4.750000 0.00 14404000.00 13475790.24 Corporate Debt Securities BRAVO RES FDG TR 2026-NQM3 A-1 20651125 FLT 254900E9MG7I39Q47K50 10571LAE1 2065-11-25 4.985000 0.00 7092000.00 6583025.06 Private Label Collateralized Mortgage Obligations CVS HEALTH CORP SR GLBL NT 31 549300EJG376EN5NQE29 126650DX5 2031-01-30 5.250000 0.00 3000.00 3032.97 Corporate Debt Securities BRUNSWICK CORP SR GLBL NT5.1%52 YM4O38W15AX4YLLQKU27 117043AV1 2052-04-01 5.100000 0.00 2000.00 1514.48 Corporate Debt Securities CARRIER GLOBAL CORPORATION GLBL NT 3.377%40 549300JE3W6CWY2NAN77 14448CAR5 2040-04-05 3.377000 0.00 65000.00 51296.14 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 43 N/A 12189LAN1 2043-03-15 4.450000 0.00 5000.00 4369.96 Corporate Debt Securities BROADCOM INC SR GLBL NT 33 549300WV6GIDOZJTV909 11135FCU3 2033-04-15 3.419000 0.00 463000.00 413328.00 Corporate Debt Securities CSX CORP SR GLBL NT 50 549300JVQR4N1MMP3Q88 126408HC0 2050-05-01 3.950000 0.00 86000.00 65054.27 Corporate Debt Securities BIOGEN INC SR GLBL NT 50 W8J5WZB5IY3K0NDQT671 09062XAG8 2050-05-01 3.150000 0.00 496000.00 312269.20 Corporate Debt Securities GSAMP TRUST 2006-S1 A-2A 20351125 FLT N/A 3623413A5 2035-11-25 4.018900 0.00 300000.00 800.07 Asset-Backed Securities GENERAL MTRS CO SR GLBL NT5.4%48 54930070NSV60J38I987 37045VAQ3 2048-04-01 5.400000 0.00 2481000.00 2200051.56 Corporate Debt Securities HP INC SR GLBL NT4.2%32 WHKXQACZ14C5XRO8LW03 40434LAL9 2032-04-15 4.200000 0.00 5000.00 4792.33 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.45%36 784F5XWPLTWKTBV3E584 38143YAC7 2036-05-01 6.450000 0.00 91000.00 96624.26 Corporate Debt Securities FREEPORT MCMORAN INC SR GLBL NT 43 549300IRDTHJQ1PVET45 35671DBC8 2043-03-15 5.450000 0.00 104000.00 99224.20 Corporate Debt Securities FRED HUTCHINSON CANCER CTR -2022 BD4.966%52 549300ESFMVM81MJ8C69 35561RAA5 2052-01-01 4.966000 0.00 60000.00 52020.50 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT4.8%41 LGJNMI9GH8XIDG5RCM61 98389BAN0 2041-09-15 4.800000 0.00 456000.00 407911.76 Corporate Debt Securities ANTARES CLO 2021-1R LTD A-1-R 20381025 FLT N/A G0404WAL8 2038-10-25 5.230200 0.00 106668000.00 105971370.17 Asset-Backed Securities SCHWAB CHARLES CORP PERP GLBL -L NT 549300VSGCJ7E698NM85 808513CM5 2500-12-31 6.100000 0.00 4000.00 4019.78 Corporate Debt Securities SOLVENTUM CORP SR GLBL NT5.4%29 254900I70403OSGY4M28 83444MAP6 2029-03-01 5.400000 0.00 98000.00 101470.18 Corporate Debt Securities SEQUOIA MTG TR 2026-8 A-1 20560725 FLT N/A 81751BAA4 2056-07-25 5.500000 0.00 6050300.00 5912212.27 Private Label Collateralized Mortgage Obligations SOLVENTUM CORP SR GLBL NT 31 254900I70403OSGY4M28 83444MAQ4 2031-03-13 5.450000 0.00 49807000.00 51614080.97 Corporate Debt Securities BOSTON GAS CO SR GLBL REGS 53 FN7P4E7K9JOBORDEUX61 U0568KAE6 2053-07-20 6.119000 0.00 3000.00 2910.21 Corporate Debt Securities WISCONSIN ELEC PWR CO SR GLBL DEB 95 AENKIFMULUAWOUU8Q584 976656BL1 2095-12-01 6.875000 0.00 4350000.00 4797259.75 Corporate Debt Securities BAUSCH PLUS LOMB CORP 1LIEN GLBL 28 549300NY6OZM39SO6475 C0787WAA3 2028-10-01 8.375000 0.00 3000.00 3166.73 Corporate Debt Securities US BANCORP FR 5.47%072737 N1GZ7BBF3NP8GI976H15 91159HKB5 2037-07-27 5.470000 0.00 14000.00 13906.59 Corporate Debt Securities UNION PAC CORP GLBL NT 2.891%36 549300LMMRSZZCZ8CL11 907818FQ6 2036-04-06 2.891000 0.00 490000.00 410671.52 Corporate Debt Securities STARBUCKS CORP 3.55%29 OQSJ1DU9TAOC51A47K68 855244AT6 2029-08-15 3.550000 0.00 2134000.00 2101946.13 Corporate Debt Securities VSP OPTICAL GROUP INC SR GLBL 144A 36 549300PHX8USLM2BT742 91836LAC6 2036-06-01 5.650000 0.00 7000.00 7054.31 Corporate Debt Securities TARGET CORP SR GLBL NT 28 8WDDFXB5T1Z6J0XC1L66 87612EBU9 2028-06-15 4.350000 0.00 4000.00 4018.91 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 33 K2NEH8QNVW44JIWK7Z55 780153BV3 2033-02-01 6.000000 0.00 7121000.00 7397508.43 Corporate Debt Securities BMW US CAP LLC REGS NT 1.25%26 KK5MZM9DIXLXZL9DZL15 U09513JF7 2026-08-12 1.250000 0.00 4000.00 4019.19 Corporate Debt Securities US BANCORP FR 5.424%021236 N1GZ7BBF3NP8GI976H15 91159HJU5 2036-02-12 5.424000 0.00 20000.00 20510.25 Corporate Debt Securities STATE STR CORP SR GLBL FL NT 28 549300ZFEEJ2IP5VME73 857477CZ4 2028-04-24 4.615800 0.00 3000.00 3015.22 Corporate Debt Securities PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31 549300WUPIVS6ZE0ZI51 71845JAA6 2031-11-15 2.625000 0.00 83000.00 73831.96 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -M NT 28 R64UBJHEC74EB3HGQ410 845437BR2 2028-09-15 4.100000 0.00 188000.00 188306.23 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT 31 549300RS7EWPM9MA6C78 87165BAR4 2031-10-28 2.875000 0.00 39000.00 34466.53 Corporate Debt Securities UNITED PARCEL SVCS INC GLBL NT 5.15%34 D01LMJZU09ULLNCY6Z23 911312CD6 2034-05-22 5.150000 0.00 2000.00 2032.62 Corporate Debt Securities SALESFORCE INC GLBL NT 1.5%28 RCGZFPDMRW58VJ54VR07 79466LAH7 2028-07-15 1.500000 0.00 80000.00 75582.13 Corporate Debt Securities PUBLIC STORAGE SR GLBL NT 29 549300LMZF40TKJ6DM64 74460DAD1 2029-05-01 3.385000 0.00 4000.00 3907.85 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 5.316%29 35380028MYWPB6AUO129 86562MDM9 2029-07-09 5.316000 0.00 500000.00 508649.33 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR NT 6.05%36 CUMYEZJOAF02RYZ1JJ85 74251VAA0 2036-10-15 6.050000 0.00 48000.00 50879.23 Corporate Debt Securities PENSKE TRUCK LEASING CO LP / P SR REGS NT6.2%30 N/A U71000BM1 2030-06-15 6.200000 0.00 210000.00 219393.77 Corporate Debt Securities FEDEX FGHT HLDG CO INC SR REGS NT 36 984500Y1DA5A58ICE336 U3157AAD1 2036-03-15 5.250000 0.00 5000.00 4910.53 Corporate Debt Securities PROLOGIS L P SR GLBL NT 31 GL16H1DHB0QSHP25F723 74340XCQ2 2031-01-15 4.750000 0.00 480000.00 480024.53 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 5.625%33 HL3H1H2BGXWVG3BSWR90 718172DE6 2033-09-07 5.625000 0.00 383000.00 401675.08 Corporate Debt Securities KKR GROUP FIN CO XII LLC SR GLBL REGS 32 N/A U49504AA8 2032-05-17 4.850000 0.00 250000.00 246754.86 Corporate Debt Securities PRUDENTIAL FINL INC FR 3.878%032728 5PRBRS5FEH7NREC8OR45 74432QCC7 2028-03-27 3.878000 0.00 40000.00 40129.90 Corporate Debt Securities PRUDENTIAL FINL INC FR 4.418%032748 5PRBRS5FEH7NREC8OR45 74432QCD5 2048-03-27 4.418000 0.00 99000.00 80370.93 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT4.5%42 5493000M6Z4XFIP6PF03 775109CJ8 2042-03-15 4.500000 0.00 873000.00 729321.66 Corporate Debt Securities PROLOGIS L P SR GLBL NT 31 GL16H1DHB0QSHP25F723 74340XCU3 2031-06-15 4.250000 0.00 56000.00 55145.41 Corporate Debt Securities POTOMAC ELEC PWR CO 1M BD 4.15%43 549300BXF2DWUNN57U06 737679DE7 2043-03-15 4.150000 0.00 33000.00 27108.11 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT5.3%37 CUMYEZJOAF02RYZ1JJ85 74251VAW2 2037-01-15 5.300000 0.00 376000.00 368680.53 Corporate Debt Securities TRUIST FINL CORP FR 4.123%060628 549300DRQQI75D2JP341 89788MAG7 2028-06-06 4.123000 0.00 4000.00 4006.80 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR GLBL NT5.5%36 N/A 472140AF9 2036-01-15 5.500000 0.00 1177000.00 1155136.57 Corporate Debt Securities VERTIV HOLDINGS CO SR GLBL NT 36 549300KTTIRAOGXCRV69 92537NAA6 2036-03-15 4.850000 0.00 19000.00 18338.78 Corporate Debt Securities PUBLIC STORAGE SR GLBL NT2.3%31 549300LMZF40TKJ6DM64 74460WAE7 2031-05-01 2.300000 0.00 91000.00 81609.71 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 46 2S72QS2UO2OESLG6Y829 92343VCK8 2046-08-21 4.862000 0.00 633000.00 537416.30 Corporate Debt Securities NATIONAL FUEL GAS CO CR SEN SR GLBL35 8JB38FFW1Y3C1HM8E841 636180BU4 2035-03-15 5.950000 0.00 80000.00 83233.42 Corporate Debt Securities NAVIENT STUDENT LN TR 2017-2 A 20661227 FLT N/A 63939RAA2 2066-12-27 4.780600 0.00 210000.00 68171.21 Asset-Backed Securities VERIZON COMMUNICATIONS INC SR GLBL NT 30 2S72QS2UO2OESLG6Y829 92343VFE9 2030-03-22 3.150000 0.00 470000.00 448524.53 Corporate Debt Securities NEW RESI MTG LN TR 2016-4 A-1 20561125 FLT N/A 64829LAA6 2056-11-25 3.750000 0.00 10483800.00 1340257.82 Private Label Collateralized Mortgage Obligations VIDEOTRON LTD/ VIDEOTRON LTEE SR 144A NT 29 549300LW4GNJRBECSD81 92660FAN4 2029-06-15 3.625000 0.00 57000.00 55138.49 Corporate Debt Securities VICI PROPERTIES LP SR GLBL NT 35 254900X4QE7SGKQLLN38 925650AK9 2035-04-01 5.625000 0.00 88000.00 88088.88 Corporate Debt Securities NOV INC SR NT 3.95%42 549300EHF3IW1AR6U008 637071AK7 2042-12-01 3.950000 0.00 1724000.00 1319589.83 Corporate Debt Securities NETFLIX INC. SR GLBL NT 36 549300Y7VHGU0I7CE873 64110LBB1 2036-08-15 5.250000 0.00 1348000.00 1334105.49 Corporate Debt Securities HCA INC. SR SEC GLBL NT31 L3CJ6J7LJ2DX62FTXD46 404119CC1 2031-07-15 2.375000 0.00 30144000.00 26577227.95 Corporate Debt Securities HOME DEPOT INC SR NT 5.95%41 QEKMOTMBBKA8I816DO57 437076AV4 2041-04-01 5.950000 0.00 50000.00 52371.67 Corporate Debt Securities NEW RESI MTG LN TR 2019-5 B-6C 20590825 FLT N/A 64830MFA6 2059-08-25 2.199700 0.00 26488000.00 16785547.64 Private Label Collateralized Mortgage Obligations HCA INC. SR GLBL NT5.2%28 L3CJ6J7LJ2DX62FTXD46 404119CP2 2028-06-01 5.200000 0.00 100000.00 101714.67 Corporate Debt Securities HCA INC. SR GLBL NT5.3%36 L3CJ6J7LJ2DX62FTXD46 404119DL0 2036-05-15 5.300000 0.00 12000000.00 11817360.00 Corporate Debt Securities JPMORGAN STUDENT LN TR 2007-A A 20380628 FLT N/A 48122HAA2 2038-06-28 3.982500 0.00 279322000.00 24097562.36 Asset-Backed Securities KILROY RLTY L P SR GLBL NT2.5%32 5493008CT3N3JR7P1552 49427RAQ5 2032-11-15 2.500000 0.00 65000.00 53767.21 Corporate Debt Securities J.P.MORGAN MORTGAGE TR 2024-2 A-5-A 20540825 FLT N/A 46657TAH8 2054-08-25 6.000000 0.00 6000000.00 5989878.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 5.192%041731 IGJSJL3JD5P30I6NJZ34 61747YFZ3 2031-04-17 5.192000 0.00 2000.00 2038.48 Corporate Debt Securities JP MORGAN MTG TR 2026-ACES1 A2-X 20660425 FLT 529900YPO46YLJDFF157 46664MAP6 2066-04-25 1.983900 0.00 82742800.00 11266479.16 Asset-Backed Securities NAVIENT REFINANCE LN TR 2026-A A 20560118 4.5 N/A 63943HAA8 2056-01-18 4.500000 0.00 17523000.00 15014408.59 Asset-Backed Securities LENNAR CORP SR GLBL NT 27 529900G61XVRLX5TJX09 526057CD4 2027-11-29 4.750000 0.00 64000.00 64595.88 Corporate Debt Securities KENVUE INC SR GLBL NT5.2%63 5493008HSF8L4M2LIJ82 49177JAR3 2063-03-22 5.200000 0.00 63000.00 55648.74 Corporate Debt Securities S&P GLOBAL INC SR GLBL NT3.7%52 Y6X4K52KMJMZE7I7MY94 78409VBL7 2052-03-01 3.700000 0.00 2700000.00 1954575.00 Corporate Debt Securities J.P.MORGAN MTG TR 2026-NQM2 A-2 20660925 FLT 529900RSI65K84EMSY59 46664AAF4 2066-09-25 5.610000 0.00 3423700.00 3350415.92 Private Label Collateralized Mortgage Obligations NEXTERA ENERGY CAP HLDGS INC SR GLBL DB5.3%32 UMI46YPGBLUE4VGNNT48 65339KDK3 2032-03-15 5.300000 0.00 12000.00 12344.91 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 N/A 62954HAV0 2029-06-18 4.300000 0.00 728000.00 720673.49 Corporate Debt Securities NOMURA ASSET ACCEPT 2005-S4 A-3 20351025 FLT N/A 65535VQQ4 2035-10-25 4.438900 0.00 942000.00 4021.74 Asset-Backed Securities KEURIG DR PEPPER INC GLBL NT 3.2%30 DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 2030-05-01 3.200000 0.00 44000.00 41578.68 Corporate Debt Securities RESIDENTIAL MTG LN TR 2021-1R A-1 20650125 FLT N/A 76090NAA8 2065-01-25 0.859000 0.00 393582.00 22630.43 Private Label Collateralized Mortgage Obligations NNN REIT INC SR GLBL NT5.6%33 5493008JKH5SOTI0JS97 637417AS5 2033-10-15 5.600000 0.00 76000.00 78218.36 Corporate Debt Securities RADIATE HOLDCO LLC/RADIATE FI PIK 144A NT 30 N/A 75026JAH3 2030-03-25 9.250000 0.00 386.00 322.29 Corporate Debt Securities NETFLIX INC. SR GLBL NT5.4%54 549300Y7VHGU0I7CE873 64110LBA3 2054-08-15 5.400000 0.00 45000.00 42537.60 Corporate Debt Securities UNION PAC CORP SR GLBL NT 31 549300LMMRSZZCZ8CL11 907818FU7 2031-05-20 2.375000 0.00 2000.00 1802.77 Corporate Debt Securities UNION PAC CORP GLBL NT 2.973%62 549300LMMRSZZCZ8CL11 907818FN3 2062-09-16 2.973000 0.00 1959000.00 1109712.28 Corporate Debt Securities NIAGARA MOHAWK PWR CORP SR 144A NT 54 3T97Y9RR5EN5Y18QHB56 65364UAU0 2054-01-17 5.664000 0.00 57000.00 52309.62 Corporate Debt Securities TYSON FOODS INC SR GLBL NT5.1%48 WD6L6041MNRW1JE49D58 902494BH5 2048-09-28 5.100000 0.00 4009000.00 3531588.24 Corporate Debt Securities NAVIENT REFINANCE LN TR 2026-B A 20560615 5.0 N/A 63943PAA0 2056-06-15 5.070000 0.00 11094000.00 11109485.38 Asset-Backed Securities UNITED PARCEL SVCS INC SR GLBL NT 42 D01LMJZU09ULLNCY6Z23 911312AR7 2042-10-01 3.625000 0.00 19000.00 14787.00 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT 35 5521FA2ITF25TVH63740 72650RBQ4 2035-06-15 5.950000 0.00 143000.00 146333.73 Corporate Debt Securities TRANE TECHNOLOGIES FINANCING L SR GLBL NT5.1%34 549300A5OEF3CJI2CO89 892938AB7 2034-06-13 5.100000 0.00 85000.00 84954.95 Corporate Debt Securities ORLANDO HEALTH OBLIGATED GROUP TAX REV BD-16C44 N/A 686515AA5 2044-10-01 4.416000 0.00 135000.00 112467.15 Corporate Debt Securities TRANSCANADA PIPELINES LTD FR 4.25%051528 5BV01I6231JPDAPMGH09 89352HAW9 2028-05-15 4.250000 0.00 60000.00 60157.93 Corporate Debt Securities JP MORGAN MTG TR 2007-A6 N/A 46632DAL4 2037-12-25 5.453800 0.00 9705000.00 4134.47 Private Label Collateralized Mortgage Obligations PRINCIPAL FINANCIAL GROUP INC SR NT 4.35%43 CUMYEZJOAF02RYZ1JJ85 74251VAJ1 2043-05-15 4.350000 0.00 61000.00 50571.03 Corporate Debt Securities PHYSICIANS RLTY LP SR GLBL NT 28 N/A 71951QAB8 2028-01-15 3.950000 0.00 232000.00 230001.45 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.8%010534 Z2VZBHUMB7PWWJ63I008 89236TLM5 2034-01-05 4.800000 0.00 15000.00 14719.15 Corporate Debt Securities TEXTRON INC SR GLBL NT 3%30 3PPKBHUG1HD6BO7RNR87 883203CB5 2030-06-01 3.000000 0.00 69000.00 64802.73 Corporate Debt Securities JP MORGAN MTG TR 2020-LTV1 A-11 20500625 FLT N/A 46591NBC0 2050-06-25 4.762800 0.00 905000.00 1176.70 Private Label Collateralized Mortgage Obligations JP MORGAN RESEC TR 2009-11 4-A-2 20350726 FLT N/A 466300BM1 2035-07-26 4.833700 0.00 3523380.00 568401.06 Private Label Collateralized Mortgage Obligations TOYOTA MTR CR CORP FR 4.8%011136 Z2VZBHUMB7PWWJ63I008 89236TPJ8 2036-01-11 4.800000 0.00 50000.00 48325.33 Corporate Debt Securities TELEFONICA EUROPE B V SR GLBL NT 30 7245007FZS0M65WUGP67 879385AD4 2030-09-15 8.250000 0.00 7920000.00 9050078.40 Corporate Debt Securities TOYOTA MTR CR CORP FR 2.4%011332 Z2VZBHUMB7PWWJ63I008 89236TJW6 2032-01-13 2.400000 0.00 3000.00 2645.58 Corporate Debt Securities T MOBILE USA INC SR GLBL NT5.3%35 549300V2JRLO5DIFGE82 87264ADT9 2035-05-15 5.300000 0.00 8000.00 7927.51 Corporate Debt Securities SYNCHRONY FINANCIAL SR GLBL NT 29 549300RS7EWPM9MA6C78 87165BAP8 2029-03-19 5.150000 0.00 85000.00 86445.28 Corporate Debt Securities US BANCORP FR 5.85%102133 N1GZ7BBF3NP8GI976H15 91159HJJ0 2033-10-21 5.850000 0.00 542000.00 568048.52 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 5.15%061529 4NYF266XZC35SCTGX023 63743HFS6 2029-06-15 5.150000 0.00 4000.00 4071.08 Corporate Debt Securities NAVIENT REFINANCE LOAN 2025-A A 20550216 5.1 N/A 63943FAA2 2055-02-16 5.150000 0.00 17517000.00 11860687.18 Asset-Backed Securities RTX CORPORATION GLBL NT 6%31 I07WOS4YJ0N7YRFE7309 75513ECV1 2031-03-15 6.000000 0.00 23000.00 24588.53 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 34 ZUE8T73ROZOF6FLBAR73 14040HCY9 2034-02-01 5.817000 0.00 18000.00 18775.35 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 36 549300GZKULIZ0WOW665 254687GE0 2036-03-14 4.625000 0.00 84000.00 81756.51 Corporate Debt Securities ESSEX PORTFOLIO L P SR GLBL NT 36 5493003GN3O58H286O74 29717PBD8 2036-02-15 4.875000 0.00 2000.00 1966.92 Corporate Debt Securities EATON CORP OHIO SR NT 4%32 0NZWDMRCE180888QQE14 278062AD6 2032-11-02 4.000000 0.00 100000.00 96628.89 Corporate Debt Securities EASTMAN CHEM CO GLBL NT 5%29 FDPVHDGJ1IQZFK9KH630 277432AZ3 2029-08-01 5.000000 0.00 95000.00 97713.20 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 4%52 0NIFZ782LS46WOC9QK20 26442UAP9 2052-04-01 4.000000 0.00 4000.00 2986.85 Corporate Debt Securities EQUIFAX INC SR NT 5%29 5493004MCF8JDC86VS77 294429AZ8 2029-08-15 5.000000 0.00 24000.00 24089.71 Corporate Debt Securities CSX CORP SR GLBL NT 29 549300JVQR4N1MMP3Q88 126408HM8 2029-03-15 4.250000 0.00 59000.00 59483.54 Corporate Debt Securities CB RICHARD ELLIS SVCS INC SR GLBL NT4.8%30 549300CTE3HOMEUMM603 12505BAJ9 2030-06-15 4.800000 0.00 3000.00 2992.45 Corporate Debt Securities CARGILL INC SR GLBL 144A 45 QXZYQNMR4JZ5RIRN4T31 141781BF0 2045-11-23 4.760000 0.00 24000.00 20970.27 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 27 ZUE8T73ROZOF6FLBAR73 14040HCH6 2027-11-02 1.878000 0.00 43000.00 42910.68 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M BD - 4.2% 45 0NIFZ782LS46WOC9QK20 26442UAB0 2045-08-15 4.200000 0.00 57000.00 46339.10 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT5.4%34 N/A 24703DBN0 2034-04-15 5.400000 0.00 207000.00 209117.61 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR NT 5.95%41 5493004LGN656HWLDA30 29379VAT0 2041-02-01 5.950000 0.00 91000.00 95357.99 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.95%071428 E0KSF7PFQ210NWI8Z391 24422EXB0 2028-07-14 4.950000 0.00 26000.00 26341.06 Corporate Debt Securities DEUTSCHE TELEKOM INTL FIN B V CR SEN SR GLBL32 529900ERDFHS6C1M4U58 25156PAD5 2032-06-01 9.250000 0.00 415000.00 507087.12 Corporate Debt Securities DBWF MORTGAGE TRUST 2024-LCRS C 20370415 FLT N/A 23307KAE7 2037-04-15 6.316400 0.00 1625000.00 1629055.28 Private Label Collateralized Mortgage Obligations CHASE AUTO OWNER TR 2026-1 A-IO 20311225 0.0 N/A 16145GAE6 2031-12-25 0.600000 0.00 350000000.00 2601228.23 Asset-Backed Securities CABOT CORP SR GLBL NT3.4%26 K05C0SER542GQ6VLRO68 127055AK7 2026-09-15 3.400000 0.00 2000.00 2018.75 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM FR 4.95%060147 549300T15RIMIKZC5Q38 136385AY7 2047-06-01 4.950000 0.00 500000.00 432170.00 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT5.4%33 549300VIWYMSIGT1U456 125523CS7 2033-03-15 5.400000 0.00 94000.00 97025.86 Corporate Debt Securities BROADCOM INC SR GLBL NT 31 549300WV6GIDOZJTV909 11135FCQ2 2031-02-15 2.450000 0.00 10000.00 9031.47 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD4.1%43 0NIFZ782LS46WOC9QK20 144141DD7 2043-03-15 4.100000 0.00 60000.00 49268.33 Corporate Debt Securities BROOKLYN UNION GAS CO SR 144A NT 36 83BQ1DXS6VA5GZFK8S35 114259AZ7 2036-03-16 5.456000 0.00 50000.00 49859.50 Corporate Debt Securities BROWN & BROWN INC SR GLBL NT 52 549300PC8KTJ71XKFY89 115236AF8 2052-03-17 4.950000 0.00 3000.00 2493.01 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION VR 060525-010527 E0KSF7PFQ210NWI8Z391 24422EYB9 2027-01-05 4.054700 0.00 1000.00 1003.52 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 49 MTLVN9N7JE8MIBIJ1H73 29279FAA7 2049-04-15 6.250000 0.00 2203000.00 2167295.49 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 54 MTLVN9N7JE8MIBIJ1H73 29273VAW0 2054-05-15 5.950000 0.00 14471000.00 13536334.19 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 4.75%33 8MYN82XMYQH89CTMTH67 28622HAB7 2033-02-15 4.750000 0.00 1215000.00 1208952.68 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 33 MTLVN9N7JE8MIBIJ1H73 29273VAU4 2033-12-01 6.550000 0.00 37000.00 39856.65 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 29 MTLVN9N7JE8MIBIJ1H73 29278NAG8 2029-04-15 5.250000 0.00 658000.00 674435.74 Corporate Debt Securities EASTERN GAS TRANSMISSION AND S SR GLBL NT4.8%43 H2VQBNB3NSKRM5QWBI71 276480AF7 2043-11-01 4.800000 0.00 35000.00 30807.70 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC SR NT 6.45%32 MWIUSDMN17TCR56VW396 264399ED4 2032-10-15 6.450000 0.00 2504000.00 2725307.69 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 28 MTLVN9N7JE8MIBIJ1H73 292480AL4 2028-05-15 4.950000 0.00 3000.00 3042.15 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT 28 N/A 24703TAL0 2028-04-01 4.750000 0.00 3124000.00 3178118.09 Corporate Debt Securities DTE ELEC CO 1M GLBL A BD4%43 9N0FWODEJVKHC2DYLO03 23338VAA4 2043-04-01 4.000000 0.00 6000.00 4869.32 Corporate Debt Securities DENTSPLY SIRONA INC SR GLBL NT 30 9NHEHR1SOZCYXDO8HO28 24906PAA7 2030-06-01 3.250000 0.00 50000.00 46637.83 Corporate Debt Securities CORNING INC SR GLBL NT3.9%49 549300X2937PB0CJ7I56 219350BP9 2049-11-15 3.900000 0.00 2000.00 1462.47 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 54 549300R22LSX6OHWEN64 25278XBA6 2054-04-18 5.750000 0.00 819000.00 775757.94 Corporate Debt Securities EASTMAN CHEM CO SR GLBL NT 33 FDPVHDGJ1IQZFK9KH630 277432AX8 2033-03-08 5.750000 0.00 1189000.00 1239199.91 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 30 549300R22LSX6OHWEN64 25278XAY5 2030-01-30 5.150000 0.00 69000.00 69552.69 Corporate Debt Securities APPLE INC SR GLBL NT 3%27 HWUPKR0MPOU8FGXBT394 037833DK3 2027-11-13 3.000000 0.00 5000.00 4955.55 Corporate Debt Securities APPALACHIAN PWR CO SR -Q NT 7%38 3SCHO1ABYYIG382BEI70 037735CM7 2038-04-01 7.000000 0.00 83000.00 93211.77 Corporate Debt Securities BANK OF AMER CORP FR 5.468%012335 9DJT3UXIJIZJI4WXO774 06051GMA4 2035-01-23 5.468000 0.00 50000.00 50318.76 Corporate Debt Securities APPLOVIN CORP SR GLBL NT5.5%34 549300LLVXMUAOL3SQ07 03831WAD0 2034-12-01 5.500000 0.00 900000.00 896730.00 Corporate Debt Securities ATHENE GLOBAL FDG 144A NT 5.543%35 549300LM1QSI4MSIL320 04685A4S7 2035-08-22 5.543000 0.00 24000.00 23983.96 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 52 549300H316CT32FQXI76 04686JAE1 2052-05-15 3.450000 0.00 5000.00 3006.07 Corporate Debt Securities AMGEN INC SR GLBL NT 63 62QBXGPJ34PQ72Z12S66 031162DU1 2063-03-02 5.750000 0.00 90000.00 85543.97 Corporate Debt Securities APA CORPORATION GLBL NT 6.75%55 549300VCIWLRHYVSHC79 03743QAT5 2055-02-15 6.750000 0.00 6573000.00 6806834.47 Corporate Debt Securities AUTODESK INC SR GLBL NT3.5%27 FRKKVKAIQEF3FCSTPG55 052769AE6 2027-06-15 3.500000 0.00 3000.00 2987.53 Corporate Debt Securities AMERICAN EXPRESS CO SR NT 6.489%31 R4PP93JZOLY261QX3811 025816DN6 2031-10-30 6.489000 0.00 5000.00 5376.86 Corporate Debt Securities BANK OF AMER CORP FR 2.572%102032 9DJT3UXIJIZJI4WXO774 06051GKD0 2032-10-20 2.572000 0.00 1511000.00 1346778.31 Corporate Debt Securities ARES STRATEGIC INCOME FD SR GLBL NT6.2%32 549300IANZJVZPTICV54 04020EAJ6 2032-03-21 6.200000 0.00 5000.00 5040.89 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 28 549300H316CT32FQXI76 04686JAA9 2028-01-12 4.125000 0.00 5000.00 4951.19 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 48 549300CRGMZK3K53BF92 03523TBT4 2048-10-06 4.439000 0.00 55000.00 45428.36 Corporate Debt Securities APOLLO MGMT HLDGS LP SR GLBL 144A 48 5493006XQW0V5K38YM64 03765HAC5 2048-03-15 5.000000 0.00 4000.00 3420.48 Corporate Debt Securities ATHENE GLOBAL FDG REGS NT 5.322%31 549300LM1QSI4MSIL320 04686E4N9 2031-11-13 5.322000 0.00 353000.00 353028.59 Corporate Debt Securities ATLASSIAN CORPORATION SR GLBL NT5.5%34 549300V7ZY5P02D2MY38 049468AB7 2034-05-15 5.500000 0.00 10000.00 9887.61 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 36 ODVCVCQG2BP6VHV36M30 026874AZ0 2036-05-01 6.250000 0.00 9956000.00 10706234.38 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT7%39 2EULGUTUI56JI9SAL165 03938LAP9 2039-10-15 7.000000 0.00 68000.00 75318.92 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT 50 ODVCVCQG2BP6VHV36M30 026874DP9 2050-06-30 4.375000 0.00 205000.00 163244.75 Corporate Debt Securities BAMLL COML MTG TR 2015-ASTR B 20370716 4.0 N/A 05490RAK2 2037-07-16 4.020000 0.00 760000.00 736028.84 Private Label Collateralized Mortgage Obligations ASPIRE MTG TR 2026-3 A-2 20660525 FLT N/A 04539CAF2 2066-05-25 5.560000 0.00 1105000.00 1088215.94 Private Label Collateralized Mortgage Obligations GALLAGHER ARTHUR J & CO SR GLBL NT5.5%33 54930049QLLMPART6V29 04316JAD1 2033-03-02 5.500000 0.00 3000.00 3091.51 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 55 5493003NUVITP3TMY274 055451BM9 2055-09-05 5.750000 0.00 1455000.00 1443053.64 Corporate Debt Securities BORGWARNER INC GLBL NT 5.4%34 549300DSFX2IE88NSX47 099724AQ9 2034-08-15 5.400000 0.00 2000.00 2043.06 Corporate Debt Securities BROADCOM INC SR GLBL 144A 37 549300WV6GIDOZJTV909 11135FBV2 2037-05-15 4.926000 0.00 500000.00 470259.67 Corporate Debt Securities APPLE INC SR GLBL NT 51 HWUPKR0MPOU8FGXBT394 037833EF3 2051-02-08 2.650000 0.00 800000.00 470619.78 Corporate Debt Securities ASSURANT INC SR GLBL NT 36 H3F39CAXWQRVWURFXL38 04621XAQ1 2036-02-15 5.550000 0.00 7680000.00 7729932.80 Corporate Debt Securities AUGUSTA SPINCO CORP SR GLBL NT 36 N/A 051473AF3 2036-03-23 5.245000 0.00 10866000.00 10899889.85 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 28 WEQ82666OJYSI5GUAB47 04010LBB8 2028-06-15 2.875000 0.00 50000.00 48149.68 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR DEB 6.75%27 549300LO13MQ9HYSTR83 039483AN2 2027-12-15 6.750000 0.00 1000.00 1034.79 Corporate Debt Securities BMW US CAP LLC 144A NT 5.15%33 KK5MZM9DIXLXZL9DZL15 05565ECF0 2033-08-11 5.150000 0.00 1055000.00 1066593.86 Corporate Debt Securities ATLAS WHSE LENDING CO LP SR 144A NT 33 25490068J12A1HV7YM70 049463AH5 2033-01-15 5.250000 0.00 2000000.00 1944666.67 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 31 WEQ82666OJYSI5GUAB47 04010LBM4 2031-04-12 5.250000 0.00 142000.00 139795.57 Corporate Debt Securities CARVANA AUTO RCV TR 2021-N4 A-2 20280910 1.8 N/A 14687HAB9 2028-09-10 1.800000 0.00 2000.00 484.48 Asset-Backed Securities CARDINAL HEALTH INC SR GLBL NT 35 CCU46N3GJMF4OK4N7U60 14149YBV9 2035-09-15 5.150000 0.00 59000.00 59009.18 Corporate Debt Securities BOEING CO SR GLBL DEB 38 RVHJWBXLJ1RFUBSY1F30 097023AS4 2038-02-15 6.625000 0.00 22000.00 24216.47 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT4.8%33 549300QHC068L40NNM71 120568BS8 2033-03-19 4.800000 0.00 14000.00 13958.42 Corporate Debt Securities BAYER US FIN LLC SR GLBL REGS 36 54930093Q75GSEM74I71 U07264AP6 2036-07-20 5.625000 0.00 200000.00 197153.75 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR REGS NT 32 254900SHCOQLVJ21CT59 U79630AD8 2032-04-08 4.750000 0.00 3000.00 2911.47 Corporate Debt Securities MARS INC SR GLBL REGS 32 54930073HKEO6GZBSS03 U57346AK1 2032-07-16 1.625000 0.00 50000.00 41763.85 Corporate Debt Securities BMW US CAP LLC GLBL REGS NT 35 KK5MZM9DIXLXZL9DZL15 U09513KS7 2035-08-11 5.200000 0.00 30000.00 29828.87 Corporate Debt Securities ASHTEAD CAP INC SR SEC GLBL 29 213800J1134IW58IC398 U04503AG0 2029-11-01 4.250000 0.00 600000.00 591609.00 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR GLBL REGS 33 549300X3UK4GG3FNMO06 F29416AC2 2033-05-23 6.250000 0.00 250000.00 266401.39 Corporate Debt Securities WP CAREY INC SR GLBL NT 33 54930042CRNE713E3Q67 92936UAH2 2033-04-01 2.250000 0.00 45000.00 37706.85 Corporate Debt Securities Y 2026-08-03 2026-10-29 2027-01-04 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0413 2250000000.00 2250000000.00 0.0058 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.220000% ARP1JOE79 VYVVCKR63DVZZN70PB21 0001224385 ARP1JOE79 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y WELLS FARGO CO MTG TR 2017-C40 D 20501017 2.7 N/A 95000YAC9 2050-10-17 2.700000 0.00 3550000.00 3054409.35 Private Label Collateralized Mortgage Obligations CLNY TRUST 2019-IKPR B 20381115 FLT N/A 12564NAG7 2038-11-15 5.510000 0.00 172000.00 170701.21 Private Label Collateralized Mortgage Obligations BXMT 2020-FL2 LTD C 20380218 FLT N/A 12434LAG9 2038-02-18 5.693900 0.00 8695000.00 8660518.33 Private Label Collateralized Mortgage Obligations CFK TR 2020-MF2 E 20390317 FLT N/A 12529AAJ3 2039-03-17 3.457500 0.00 7500000.00 5940706.88 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS5 E 20470912 3.4 N/A 12592KAJ3 2047-09-12 3.495000 0.00 13200000.00 1028418.60 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MORT 2024-RTL1 A2 20390325 FLT 213800CVLC5IFCJL6C96 64831PAB1 2039-03-25 7.101000 0.00 308000.00 308368.68 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 2020-MKST F 20361215 FLT N/A 46652DAL9 2036-12-15 7.140500 0.00 8181000.00 24156.60 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 2026-NQM5 B-2 20660425 FLT 213800DDGILJL8IB2R39 647913AK8 2066-04-25 6.583700 0.00 354000.00 341600.59 Private Label Collateralized Mortgage Obligations MORGAN STN CAP I TR 2019-NUGS D 20361215 FLT N/A 61692AAL6 2036-12-15 5.591500 0.00 4000000.00 89899.56 Private Label Collateralized Mortgage Obligations NEW RES MTG LN TR 2025-NQM2 B-2 20650425 FLT 2138006ZAYPD4ZHQYX81 64831XAH1 2065-04-25 7.233400 0.00 800000.00 801614.24 Private Label Collateralized Mortgage Obligations KRE CML MTG TR 2026-ICNA B 20430515 FLT N/A 48275LAC4 2043-05-15 6.026400 0.00 5000000.00 4992706.93 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 2020-MKST H 20361215 FLT N/A 46652DAQ8 2036-12-15 11.040500 0.00 280000.00 1339.83 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2015-C29 D 20480515 FLT N/A 46644RBH7 2048-05-15 3.719700 0.00 9700000.00 4856787.70 Private Label Collateralized Mortgage Obligations MULTIFAMILY CONNECT TR 2024-01 B-1 20540727 FLT 254900QY3MMJFMNKXA93 62548RAC3 2054-07-27 10.366100 0.00 17647000.00 19290496.63 Private Label Collateralized Mortgage Obligations SLG OFFICE TRUST 2026-OMA F 20410417 FLT N/A 78451FAL0 2041-04-17 7.922200 0.00 5000000.00 5000739.12 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP 2021-ROSS TR E 20360616 FLT N/A 36264YAL4 2036-06-16 7.141000 0.00 2500000.00 1732917.78 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-WPT E-FL 20330708 FLT N/A 46645WAL7 2033-07-08 6.503000 0.00 3000000.00 1123791.48 Private Label Collateralized Mortgage Obligations BRAVO RES FDG TR 2025-NQM1 B-2 20641225 FLT N/A 10569MAH6 2064-12-25 7.211300 0.00 5096000.00 5131842.47 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS2 D 20470312 FLT N/A 12591UAP8 2047-03-12 4.800700 0.00 4086750.00 246444.21 Private Label Collateralized Mortgage Obligations CIM TRUST 2020-R5 B3 20591225 FLT N/A 12559UAN3 2059-12-25 4.470200 0.00 57193357.00 33866328.32 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2019-521F B 20340615 FLT N/A 20048GAU0 2034-06-15 4.924000 0.00 7300000.00 7024048.68 Private Label Collateralized Mortgage Obligations WORLDWIDE PLAZA TR 2017-WWP A 20361112 3.5 N/A 98162JAA4 2036-11-12 3.526300 0.00 2381862.00 1973638.44 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2019-PLND H 20360515 FLT N/A 61691XAU7 2036-05-15 8.441500 0.00 5000000.00 31158.84 Private Label Collateralized Mortgage Obligations PRKCM TR 2023-AFC1 B-2 20580225 FLT N/A 693981AF9 2058-02-25 7.289600 0.00 7900000.00 7907458.18 Private Label Collateralized Mortgage Obligations WELLS FARGO MTG TR 2017-SMP C 20341215 FLT N/A 95001CAE2 2034-12-15 5.047000 0.00 750000.00 462604.92 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-PHH A 20350615 FLT N/A 46650FAA0 2035-06-15 4.933000 0.00 6396000.00 3979659.74 Private Label Collateralized Mortgage Obligations GS MTG BACKED 2026-NQM1 B-2 20660325 FLT 254900WEVNJASLS4UV47 36276EAK6 2066-03-25 7.532300 0.00 560000.00 558071.87 Private Label Collateralized Mortgage Obligations WELLS FARGO COML MTG 2025-AURA E 20421015 FLT N/A 95004VAJ6 2042-10-15 8.614700 0.00 5746000.00 5761045.73 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-C27 C 20480218 3.8 5493001SKB2HKIF64L70 94989DBC2 2048-02-18 3.894000 0.00 4676000.00 2468379.31 Private Label Collateralized Mortgage Obligations HONO MORTGAGE TRUST 2021-LULU F 20361215 FLT N/A 40390MAQ8 2036-12-15 8.191500 0.00 6500000.00 6411259.77 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-PHH B 20350615 FLT N/A 46650FAG7 2035-06-15 5.183000 0.00 4750000.00 2290310.67 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-J3 B-5 20570625 5.8 N/A 73015NBU2 2057-06-25 5.844900 0.00 484000.00 349866.52 Private Label Collateralized Mortgage Obligations J.P. MORGAN MTG TR 2022-INV3 B-6 20520925 FLT N/A 46593FAZ5 2052-09-25 2.712600 0.00 2398463.00 1113064.51 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-CNF6 B-4 20570725 FLT N/A 69292FBT4 2057-07-25 5.838500 0.00 2022000.00 1827979.87 Private Label Collateralized Mortgage Obligations MORGAN STN CAP I TR 2019-NUGS C 20361215 FLT N/A 61692AAJ1 2036-12-15 5.291500 0.00 3000000.00 157024.67 Private Label Collateralized Mortgage Obligations PRPM TR 2026-NQM3 M-1A 20710725 FLT N/A 69393RAH3 2071-07-25 6.471000 0.00 11783000.00 11948722.00 Private Label Collateralized Mortgage Obligations FREDDIE MAC MSCR TR 2025-MN11 B-1 20450725 FLT 529900E2V0BG2KXC9E18 35563YAC4 2045-07-25 8.016100 0.00 250000.00 252572.67 Private Label Collateralized Mortgage Obligations FREDDIE MAC SEASONED 2025-2 SUB 20351025 3.6 N/A 35564C2C0 2035-10-25 3.625000 0.00 34316066.00 19087529.49 Private Label Collateralized Mortgage Obligations BX TR 2022-AHP C 20390118 FLT N/A 05610FAD9 2039-01-18 5.766400 0.00 19300000.00 13544623.85 Private Label Collateralized Mortgage Obligations COREVEST AMERICA FIN TR 2021-3 D 20541019 3.4 N/A 21873NAL3 2054-10-19 3.469000 0.00 200000.00 177857.17 Private Label Collateralized Mortgage Obligations CONE 2026-DFW3 D 20430511 FLT N/A 20681AAG6 2043-05-11 7.117300 0.00 3887000.00 3886017.01 Private Label Collateralized Mortgage Obligations ARBOR RLTY CRE NT 2022-FL1 LTD D 20370115 FLT N/A 03880XAJ5 2037-01-15 6.625400 0.00 5000000.00 5014673.08 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2018-PHH E 20350615 FLT N/A 46650FAN2 2035-06-15 6.433000 0.00 13700000.00 722349.24 Private Label Collateralized Mortgage Obligations SG COML MTG SECS TR 2016-C5 D 20481013 FLT 549300SZQW4U3UN4A157 78419CAV6 2048-10-13 4.747800 0.00 4000000.00 3018666.02 Private Label Collateralized Mortgage Obligations GS MORTGAGE BACKED 2025-PJ8 B-6 20560225 FLT N/A 36272XCT7 2056-02-25 6.525000 0.00 612451.00 310394.12 Private Label Collateralized Mortgage Obligations JP MORGAN MORTG TR 2022-4 B-6 20521025 FLT N/A 46655GBP9 2052-10-25 1.507800 0.00 1753173.00 270799.03 Private Label Collateralized Mortgage Obligations NYC COML MTG TR 2026-31W E 20380715 FLT N/A 62979RAJ6 2038-07-15 7.807900 0.00 2500000.00 2512443.91 Private Label Collateralized Mortgage Obligations HOMES TR 2025-NQM5 B-2 20700925 FLT N/A 43762CAH4 2070-09-25 7.367000 0.00 6797000.00 6732178.28 Private Label Collateralized Mortgage Obligations HOMES TR 2025-NQM1 B-2 20700125 FLT 254900LUV7YA0N50XT86 43761DAJ9 2070-01-25 6.954500 0.00 1540000.00 1538543.07 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2019-521F E 20340615 FLT N/A U2015BAF8 2034-06-15 5.824000 0.00 1918856.00 1655202.21 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG 4.8 25JAN41 FRN S6XOOCT0IEG5ABCC6L87 3137GB2A2 2041-01-25 4.800000 0.00 114413106.00 113719762.58 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2019-PLND A 20360515 FLT N/A 61691XAA1 2036-05-15 4.791500 0.00 4382000.00 648227.27 Private Label Collateralized Mortgage Obligations J.P.MORGAN MORTG TR 2022-5 B-5 20520925 FLT N/A 465977BG0 2052-09-25 2.951900 0.00 1865000.00 935645.59 Private Label Collateralized Mortgage Obligations J.P. MORGAN MTG TR 2022-INV3 B-5 20520925 FLT N/A 46593FAY8 2052-09-25 3.365300 0.00 1851405.00 984576.13 Private Label Collateralized Mortgage Obligations GS MORTGAGE BACKED 2025-PJ8 B-5 20560225 FLT N/A 36272XCS9 2056-02-25 6.525000 0.00 371000.00 269091.66 Private Label Collateralized Mortgage Obligations OBX TRUST 2025-NQM11 B-1 20650525 FLT 254900KNWDG7C03UTA13 67449BAE3 2065-05-25 7.193000 0.00 18852000.00 18077958.88 Private Label Collateralized Mortgage Obligations COREVEST AMCR FIN TR 2020-4 C 20521217 2.2 N/A 21873AAJ6 2052-12-17 2.250000 0.00 800000.00 750516.00 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2003-29 D-B-2 20331225 FLT N/A 22541Q4M1 2033-12-25 6.147900 0.00 8000000.00 557850.33 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-NXS6 D 20491118 3.0 549300CFP9NBBMZH1008 95000KAJ4 2049-11-18 3.059000 0.00 4127102.00 3783286.20 Private Label Collateralized Mortgage Obligations BANK 2021-BNK34 F 20630615 FLT N/A 06541JBW0 2063-06-15 2.250000 0.00 7850000.00 3162129.15 Private Label Collateralized Mortgage Obligations BANK 2018-BNK12 D 20610517 3.0 N/A 06541KAJ7 2061-05-17 3.000000 0.00 6500000.00 5228489.50 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2019-BWAY E 20341115 FLT N/A 05492NAJ2 2034-11-15 6.640500 0.00 130000.00 1224.80 Private Label Collateralized Mortgage Obligations BANK 2019-BNK16 F 20520216 FLT N/A 065405AQ5 2052-02-16 3.670200 0.00 4022000.00 1504563.95 Private Label Collateralized Mortgage Obligations MRCD 2019-PARK MORTGAGE TRUST D 20361215 2.7 N/A 55348UAQ1 2036-12-15 2.717500 0.00 1059000.00 773879.71 Private Label Collateralized Mortgage Obligations RENEU REDI Q-1 TR 2026-RTL1 A2 20410625 FLT 2138001WAC9IY69KQ363 759964AB5 2041-06-25 7.251000 0.00 1000000.00 1000683.50 Private Label Collateralized Mortgage Obligations FARM MORTGAGE TR 2025-1 A 20540125 FLT N/A 30768CAC6 2054-01-25 5.220000 0.00 2080000.00 1699144.99 Private Label Collateralized Mortgage Obligations CONE 2026-DFW3 E 20430511 FLT N/A 20681AAJ0 2043-05-11 7.841900 0.00 4000000.00 4009475.50 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 2017-5 D 20500311 FLT N/A 54910TAS1 2050-03-11 4.669400 0.00 5141000.00 4297614.63 Private Label Collateralized Mortgage Obligations OBX TR 2024-NQM13 B-3 20640625 FLT 254900W2SY2Z6X7UAX78 67119PAH4 2064-06-25 7.657400 0.00 286000.00 196816.39 Private Label Collateralized Mortgage Obligations OBX TRUST 2025-NQM17 B-1 20650825 FLT 254900I0YTADJGNQ3O02 67122JAG5 2065-08-25 6.667000 0.00 7914000.00 7865944.88 Private Label Collateralized Mortgage Obligations MKT MORTGAGE TRUST 2020-525M E 20400212 FLT N/A 55316PAL1 2040-02-12 2.940600 0.00 9015000.00 7256809.06 Private Label Collateralized Mortgage Obligations PMT LOAN TRUST 2026-INV4 B-4 20570325 FLT N/A 69383UCX1 2057-03-25 6.201100 0.00 2680000.00 2710945.04 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2014-C23 D 20571017 FLT N/A 92939HAJ4 2057-10-17 3.881300 0.00 9781000.00 8541105.88 Private Label Collateralized Mortgage Obligations CSWF 2021-SOP2 F 20340615 FLT N/A 12657VAQ5 2034-06-15 8.107700 0.00 3240000.00 1518179.65 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-PFHP E 20301216 FLT N/A 12595KAJ0 2030-12-16 7.216000 0.00 8469000.00 7231942.58 Private Label Collateralized Mortgage Obligations CF MTG 2019-CF1 TR 65B 20520517 4.1 N/A 12529MDF2 2052-05-17 4.139600 0.00 900000.00 261618.90 Private Label Collateralized Mortgage Obligations MF1 LTD 2022-FL9 A-S 20370622 FLT N/A 55285AAC1 2037-06-22 6.317700 0.00 25000000.00 25069623.20 Private Label Collateralized Mortgage Obligations ALEN MORTGAGE TR 2021-ACEN C 20340417 FLT N/A 01449NAE6 2034-04-17 6.041500 0.00 500000.00 445087.44 Private Label Collateralized Mortgage Obligations EXTENDED AMER TR 2026-ESH2 E 20430217 FLT N/A 30227WAJ2 2043-02-17 6.576400 0.00 16500000.00 15610652.18 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2015-GC33 D 20580912 3.1 N/A 29425AAJ2 2058-09-12 3.172000 0.00 11530000.00 6026077.63 Private Label Collateralized Mortgage Obligations COMM MTG TR 2018-HCLV E 20330915 FLT N/A 20048KAJ6 2033-09-15 6.472000 0.00 9747000.00 1134478.80 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC35 C 20481113 FLT N/A 17324KAT5 2048-11-13 4.368100 0.00 23295000.00 12236073.29 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2016-P6 D 20491210 3.2 N/A 17291EAA9 2049-12-10 3.250000 0.00 2250000.00 1671105.00 Private Label Collateralized Mortgage Obligations CHASE HOME LDG MTG TR 2025-8 B-5 20560625 FLT 529900CHSDEA1SX67419 16162UBV4 2056-06-25 6.534400 0.00 637700.00 439377.43 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2016-GC37 E 20490412 FLT N/A 17290XAC4 2049-04-12 4.804800 0.00 4963239.00 4524508.45 Private Label Collateralized Mortgage Obligations COMM MTG TR 2018-HCLV D 20330915 FLT N/A 20048KAG2 2033-09-15 6.148600 0.00 1909000.00 589401.58 Private Label Collateralized Mortgage Obligations WELLS FARGO COML MTG 2025-DWHP F 20380415 FLT N/A 95004EAL9 2038-04-15 11.110400 0.00 351000.00 367152.30 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 5.5 25AUG56 144A FRN N/A 81690AAA0 2056-08-25 5.500000 0.00 10000000.00 9888803.33 Private Label Collateralized Mortgage Obligations SEQUOIA MORTGAGE TR 2026-MED1 B-1 20560425 6.8 N/A 816940AX8 2056-04-25 6.871000 0.00 9163000.00 7830570.23 Private Label Collateralized Mortgage Obligations MOFT TRUST 2020-ABC E 20420212 FLT N/A 55317BAL1 2042-02-12 3.476700 0.00 4902000.00 3168747.16 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2026-MED2 A-1B 20560825 5.7 N/A 81751FAE7 2056-08-25 5.714300 0.00 9810000.00 9795323.42 Private Label Collateralized Mortgage Obligations ICAP 2025-RTL1 TRUST A1 20300725 6.4 N/A 45115QAA7 2030-07-25 6.472000 0.00 10000000.00 10037526.67 Private Label Collateralized Mortgage Obligations OBX TR 2026-INV3 B-6 20560425 FLT N/A 67449NCT2 2056-04-25 6.348700 0.00 2880955.00 1985218.77 Private Label Collateralized Mortgage Obligations OBX TRUST 2024-NQM4 B-3 20640125 FLT 254900LSNFNEGAD7J679 67118TAG9 2064-01-25 7.797700 0.00 1090000.00 800255.16 Private Label Collateralized Mortgage Obligations MCR TR 2024-HF1 E 20411216 FLT N/A 55287FAJ3 2041-12-16 7.866400 0.00 13400000.00 12160914.55 Private Label Collateralized Mortgage Obligations MSWF COML MTG TR 2023-1 F 20560517 4.0 N/A 55376CBQ5 2056-05-17 4.000000 0.00 2757000.00 1803928.07 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2026-7 B-6 20560625 FLT N/A 81750UEE1 2056-06-25 5.652400 0.00 2209540.00 1141778.21 Private Label Collateralized Mortgage Obligations MOFT TRUST 2020-ABC A 20420212 3.3 N/A 55317BAA5 2042-02-12 3.358000 0.00 556000.00 496257.43 Private Label Collateralized Mortgage Obligations MOFT MTG TR 2020-B6 A 20400810 FLT N/A 55316TAA7 2040-08-10 3.282800 0.00 1500000.00 1177896.97 Private Label Collateralized Mortgage Obligations PMT LOAN TRUST 2025-INV10 B-6 20561025 FLT N/A 69383ECZ2 2056-10-25 6.769700 0.00 2130453.00 1137724.63 Private Label Collateralized Mortgage Obligations HUNDRED ACRES WD TR 2021-INV1 B6 20510725 FLT N/A 44590HCJ3 2051-07-25 3.238300 0.00 1749511.00 887022.35 Private Label Collateralized Mortgage Obligations DEEPHAVEN RESI MTG T 2026-INV2 B-3 20710325 FLT N/A 24380UAL7 2071-03-25 6.711400 0.00 7111268.00 6085231.91 Private Label Collateralized Mortgage Obligations COREVEST AMER FIN TR 2019-3 E 20521018 FLT N/A 21872NAN0 2052-10-18 4.691200 0.00 3290000.00 3015536.18 Private Label Collateralized Mortgage Obligations DEEPHAVEN RESI MTG T 2026-INV2 B-2 20710325 FLT N/A 24380UAK9 2071-03-25 6.711400 0.00 2150000.00 2073119.99 Private Label Collateralized Mortgage Obligations NYC COML MTG TR 2026-1325 B 20410509 FLT N/A 67124GAC8 2041-05-09 5.670500 0.00 2000000.00 1983218.83 Private Label Collateralized Mortgage Obligations NEW RESDTL FDG LN TR 2026-NQM1 B-2 20651125 FLT 213800ECBEJHYYK9P940 64832LAK9 2065-11-25 6.582100 0.00 770000.00 745406.25 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-NXS4 F 20481217 3.3 549300RD723OFH36TP29 94989XAN5 2048-12-17 3.334000 0.00 9361000.00 4528246.45 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2014-C22 B 20570917 FLT N/A 92890KBF1 2057-09-17 4.371000 0.00 47000.00 44657.17 Private Label Collateralized Mortgage Obligations SANTANDER MTG ASSET 2026-NQM2 B-2 20660125 FLT 254900X3WQ94L5BYAR60 802933AK7 2066-01-25 6.683800 0.00 5613000.00 5380418.68 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-C27 D 20480218 3.7 5493001SKB2HKIF64L70 94989DAG4 2048-02-18 3.768000 0.00 12008000.00 6388856.40 Private Label Collateralized Mortgage Obligations BFLD TRUST 2020-EYP F 20351015 FLT N/A 05493AAQ3 2035-10-15 7.991500 0.00 1000000.00 7251.56 Private Label Collateralized Mortgage Obligations BSREP COMM MTG TR 2021-DC F 20380816 FLT N/A 05591UAL1 2038-08-16 6.641500 0.00 5000000.00 1689121.78 Private Label Collateralized Mortgage Obligations BBCMS MRTG TR 2022-C15 E 20550416 FLT N/A 05552FAG2 2055-04-16 2.500000 0.00 1808000.00 969124.76 Private Label Collateralized Mortgage Obligations ARES TR 2026-TRON C 20430515 FLT N/A 04022AAE3 2043-05-15 5.576400 0.00 5000000.00 5024891.93 Private Label Collateralized Mortgage Obligations Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0422 500000000.00 500000000.00 0.0013 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.260000% ARP1JTB30 VYVVCKR63DVZZN70PB21 0001224385 ARP1JTB30 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BFLD TRUST 2020-EYP C 20351015 FLT N/A 05493AAJ9 2035-10-15 5.891500 0.00 4000000.00 150032.89 Private Label Collateralized Mortgage Obligations CF MTG 2019-CF1 TR 65C 20520517 4.1 N/A 12529MDG0 2052-05-17 4.122600 0.00 240000.00 30833.64 Private Label Collateralized Mortgage Obligations OBX TR 2024-NQM13 B-1A 20640625 FLT 254900W2SY2Z6X7UAX78 67119PAE1 2064-06-25 6.635000 0.00 11936000.00 11501710.62 Private Label Collateralized Mortgage Obligations LBA TRUST 2026-LBA6 D 20430715 FLT N/A 50177CAG0 2043-07-15 5.650000 0.00 5000000.00 5002354.17 Private Label Collateralized Mortgage Obligations SOHO TRUST 2021-SOHO A 20380812 FLT N/A 83410JAA6 2038-08-12 2.696600 0.00 1270000.00 1086363.28 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 2015-GC35 B 20481113 FLT N/A 17324KAS7 2048-11-13 4.346000 0.00 4129551.00 3560695.72 Private Label Collateralized Mortgage Obligations FRESB MORTGAGE 2023-SB109 A-10H 20430725 FLT N/A 30333MAD8 2043-07-25 3.820000 0.00 10000000.00 7285149.78 Private Label Collateralized Mortgage Obligations BAMLL COMM MORT 2025-1105W D 20401217 7.8 N/A 05942BAG0 2040-12-17 7.777000 0.00 2800000.00 2824263.24 Private Label Collateralized Mortgage Obligations ALEN MORTGAGE TR 2021-ACEN B 20340417 FLT N/A 01449NAC0 2034-04-17 5.441500 0.00 5375000.00 4904194.19 Private Label Collateralized Mortgage Obligations SYCA COMMERCIALTR 2025-WAG G 20421113 FLT N/A 87114AAN7 2042-11-13 10.447200 0.00 3800000.00 3841769.44 Private Label Collateralized Mortgage Obligations MRCD 2019-PARK MORTGAGE TRUST F 20361215 2.7 N/A 55348UAU2 2036-12-15 2.717500 0.00 4608000.00 2956329.68 Private Label Collateralized Mortgage Obligations BANK 2019-BNK16 H 20520216 FLT N/A 065405AU6 2052-02-16 3.670200 0.00 1158000.00 246397.54 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-PEMB D 20330307 FLT 549300E4QCAQ0FY44H36 36197VAG3 2033-03-07 3.549500 0.00 1570000.00 12493.93 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC22 C 20470612 FLT N/A 36253BBB8 2047-06-12 4.558200 0.00 4792000.00 2564278.25 Private Label Collateralized Mortgage Obligations WORLDWIDE PLAZA TR 2017-WWP A 20361112 3.5 N/A 98162JAA4 2036-11-12 3.526300 0.00 4808138.00 3984078.84 Private Label Collateralized Mortgage Obligations MSBAM COMM MTG 2012-CKSV A-2 20301018 3.2 N/A 553514AC4 2030-10-18 3.277000 0.00 15000000.00 11536213.75 Private Label Collateralized Mortgage Obligations VERUS SECURITIZATION TR 2024-1 B-2 20690125 FLT 984500A3F1D749452747 92540EAF0 2069-01-25 8.277200 0.00 10505000.00 10642391.71 Private Label Collateralized Mortgage Obligations DEEPHAVEN RESID MTG 2026-INV3 B-2 20710625 FLT N/A 24381TAK1 2071-06-25 6.649800 0.00 4502000.00 4302514.00 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-C1 D 20490512 FLT N/A 23312LAG3 2049-05-12 3.255900 0.00 5000000.00 1442016.17 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2019-521F E 20340615 FLT N/A 20048GAL0 2034-06-15 5.824000 0.00 5000000.00 4312992.25 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-J3 B-6 20570625 5.8 N/A 73015NBV0 2057-06-25 5.844900 0.00 1129326.00 662336.95 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2019-PLND G 20360515 FLT N/A 61691XAS2 2036-05-15 7.441500 0.00 5000000.00 41436.62 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP TR 2018-LAUA D 20321115 FLT N/A 36256AAL6 2032-11-15 5.973400 0.00 4540000.00 4495303.24 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC22 D 20470612 FLT N/A 36253BAE3 2047-06-12 4.558200 0.00 12884000.00 1717031.32 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-GPTX B 20340512 3.1 N/A 36257CAG2 2034-05-12 3.103900 0.00 3000000.00 2366653.79 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-NXS2 E 20580717 FLT N/A 94989MAZ2 2058-07-17 3.419000 0.00 14279997.00 2920333.17 Private Label Collateralized Mortgage Obligations KRE CML MTG TR 2026-ICNA D 20430515 FLT N/A 48275LAG5 2043-05-15 7.676400 0.00 2500000.00 2510609.30 Private Label Collateralized Mortgage Obligations COREVEST AMCR FIN TR 2020-4 D 20521217 2.7 N/A 21873AAL1 2052-12-17 2.712000 0.00 1325000.00 1166408.10 Private Label Collateralized Mortgage Obligations REDWOOD FDG TRUST 2025-3 A 20561228 FLT N/A 75806GAA0 2056-12-28 6.231000 0.00 17405513.00 14693959.01 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM TR 2021-NYAH H 20380615 FLT N/A 46654EAQ4 2038-06-15 7.431500 0.00 3880000.00 2390482.23 Private Label Collateralized Mortgage Obligations WELLS FARGO COML MTG 2025-5C3 F 20580117 FLT N/A 95004JAS3 2058-01-17 4.250000 0.00 2000000.00 1531685.33 Private Label Collateralized Mortgage Obligations KSL COML MTG TR 2026-HT3 E 20430615 FLT N/A 48269AAJ1 2043-06-15 7.426400 0.00 13000000.00 13053580.92 Private Label Collateralized Mortgage Obligations COREVEST AMERICA FIN TR 2021-3 B 20541019 2.4 N/A 21873NAG4 2054-10-19 2.494000 0.00 14080000.00 14009604.70 Private Label Collateralized Mortgage Obligations CAFL ISSUER, 2025-RRTL1 M-1 20400528 8.1 N/A 124760AC3 2040-05-28 8.160000 0.00 500000.00 502961.50 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-LC13 E 20460810 FLT N/A 12626GAV5 2046-08-10 3.719100 0.00 2000000.00 472057.21 Private Label Collateralized Mortgage Obligations CLIP TR 2026-NQM1 B-2 20710525 FLT N/A 12570SAK9 2071-05-25 6.607000 0.00 1610000.00 1537926.25 Private Label Collateralized Mortgage Obligations CSMC 2021-ADV A 20380715 FLT N/A 12660WAA3 2038-07-15 5.191500 0.00 7010000.00 5808605.95 Private Label Collateralized Mortgage Obligations GS MTG SECS CORP TR 2018-SRP5 B 20310915 FLT N/A 36255TAJ1 2031-09-15 6.724000 0.00 34245000.00 10835075.26 Private Label Collateralized Mortgage Obligations GS MTG SECS CORP TR 2018-RIVR G 20350716 FLT N/A 36255WAN5 2035-07-16 6.573000 0.00 995000.00 3598.69 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013-C11 C 20460817 FLT N/A 61762TAK2 2046-08-17 4.067300 0.00 215000.00 12071.16 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-SFC A 20360812 2.8 N/A 23312RAA3 2036-08-12 2.833000 0.00 7500000.00 1255206.25 Private Label Collateralized Mortgage Obligations Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0426 142760000.00 142760000.00 0.0004 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.160000% ARP1JTE60 VYVVCKR63DVZZN70PB21 0001224385 ARP1JTE60 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BANK OF AMER CORP SR NT FXD/FLT 28 9DJT3UXIJIZJI4WXO774 06051GGF0 2028-01-20 3.824000 0.00 7000.00 6989.28 Corporate Debt Securities BANK OF AMER CORP FR 2.831%102451 9DJT3UXIJIZJI4WXO774 06051GJM2 2051-10-24 2.831000 0.00 10000.00 6054.48 Corporate Debt Securities BANK OF AMER CORP FR 6.204%111028 9DJT3UXIJIZJI4WXO774 06051GLC1 2028-11-10 6.204000 0.00 38000.00 39276.00 Corporate Debt Securities KEYCORP FR 2.25%040627 RKPI3RZGV1V1FJTH5T61 49326EEK5 2027-04-06 2.250000 0.00 80000.00 79382.20 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 4.85%010928 635400DPNHEAUHB7ZI15 64952WEY5 2028-01-09 4.850000 0.00 20000.00 20146.68 Corporate Debt Securities NORDIC INVT BK FR 4.25%022829 213800HYL1S7VAXG6Z48 65562QBY0 2029-02-28 4.250000 0.00 19531000.00 19851395.20 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 4.75%020728 4NYF266XZC35SCTGX023 63743HFW7 2028-02-07 4.750000 0.00 186000.00 190707.35 Corporate Debt Securities MORGAN STANLEY PERP JR GLBL -M IGJSJL3JD5P30I6NJZ34 61762VAA9 2099-12-31 5.875000 0.00 24000.00 23991.47 Corporate Debt Securities MORGAN STANLEY FR 2.943%012133 IGJSJL3JD5P30I6NJZ34 61747YEL5 2033-01-21 2.943000 0.00 6000.00 5350.60 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 3.95%121027 4NYF266XZC35SCTGX023 63743HGB2 2027-12-10 3.950000 0.00 6000.00 5995.77 Corporate Debt Securities PT PERTAMINA PERSERO FR 2.3%020931 254900NDAKGNZ2IBBL45 69370PAL5 2031-02-09 2.300000 0.00 8000000.00 7061991.11 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 50 N/A Y7140WAG3 2050-05-15 5.800000 0.00 4320000.00 3956145.60 Corporate Debt Securities SOCIETE GENERALE FR 5.512%052231 O2RNE8IBXP4R0TD8PU41 83368RCG5 2031-05-22 5.512000 0.00 6898000.00 7022817.01 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 49 549300C6OZZ8LTVR8209 G82016AM1 2049-11-12 3.440000 0.00 11654000.00 8779877.57 Corporate Debt Securities PETRONAS CAPITAL LTD FR 5.848%040355 549300G7YFX3540OYR85 Y68856BF2 2055-04-03 5.848000 0.00 1380000.00 1392197.05 Corporate Debt Securities NONGHYUP BANK FR 4.625%072331 988400GSDJCW3LKJBD20 Y6396XAM1 2031-07-23 4.625000 0.00 2000000.00 1985315.56 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST JR SB VR 144A 56 N/A 59590AAG4 2056-01-15 7.502900 0.00 200000.00 193526.33 Corporate Debt Securities ROYAL BK CDA FR 5%050233 ES7IP3U3RHIGC71XBU11 78016HZQ6 2033-05-02 5.000000 0.00 20000.00 20109.82 Corporate Debt Securities BANGKOK BK PUB CO LTD HONG KON FR 5.5%092133 549300CCL2BKJGMYXV60 Y06072AF2 2033-09-21 5.500000 0.00 4891000.00 5030105.47 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 47 5493001IPW8ZGQ181Z16 G8201NAD4 2047-04-12 4.250000 0.00 6903000.00 6038178.74 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD144A FR 3.933%080234 F8SB4JFBSYQFRQEH3Z21 G6S94TAB9 2034-08-02 3.933000 0.00 850000.00 835945.89 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 4.85%080134 549300RUHPVD434XUK18 74456QCS3 2034-08-01 4.850000 0.00 24000.00 23983.44 Corporate Debt Securities MORGAN STANLEY FR 2.802%012552 IGJSJL3JD5P30I6NJZ34 6174468Y8 2052-01-25 2.802000 0.00 14156000.00 8317315.33 Corporate Debt Securities NBN CO LTD FR 5.75%100628 2549007CRZ2NT7S96A24 62878V2F6 2028-10-06 5.750000 0.00 750000.00 780133.54 Corporate Debt Securities ROYAL BK CDA FR 4.24%080327 ES7IP3U3RHIGC71XBU11 78016FZS6 2027-08-03 4.240000 0.00 5000.00 5102.67 Corporate Debt Securities MORGAN STANLEY FR 3.971%072238 IGJSJL3JD5P30I6NJZ34 61744YAL2 2038-07-22 3.971000 0.00 1106000.00 949559.34 Corporate Debt Securities BASIN ELECTRIC POWER COOP 1M GLBL BD 55 5493002CLOJ5KYT5GB16 070101AK6 2055-10-15 5.850000 0.00 2655000.00 2560548.38 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.2%040833 B6Q2VFHD1797Q7NZ3E43 02665WGY1 2033-04-08 5.200000 0.00 946000.00 949560.11 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION FR 6.95%020128 HUX2X73FUCYHUVH1BK78 49306CAB7 2028-02-01 6.950000 0.00 513000.00 545698.62 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 5.05%031335 5493006GGLR4BTEL8O61 J7771YUB1 2035-03-13 5.050000 0.00 285000.00 283699.92 Corporate Debt Securities DAIICHI LIFE INS CO LTD PERP SUB GLBL 3538001235ACEIORUV72 J1121LAA3 2500-12-31 6.200000 0.00 328000.00 331720.61 Corporate Debt Securities SUMITOMO LIFE INS CO SUB GLBL REGS 55 549300I5OQCDADQSPI57 J77549AQ6 2055-09-10 5.875000 0.00 1133000.00 1139277.29 Corporate Debt Securities MORGAN STANLEY FR 5.948%011938 IGJSJL3JD5P30I6NJZ34 61747YFB6 2038-01-19 5.948000 0.00 463000.00 470770.37 Corporate Debt Securities TENCENT HLDGS LTD FR 5.6%061646 254900N4SLUMW4XUYY11 88032WBF2 2046-06-16 5.600000 0.00 1725000.00 1671162.75 Corporate Debt Securities MORGAN STANLEY FR 3.625%012027 IGJSJL3JD5P30I6NJZ34 61746BEF9 2027-01-20 3.625000 0.00 1000.00 998.36 Corporate Debt Securities MCDONALDS CORP FR 5.45%081453 UE2136O97NLB5BYP9H04 58013MFW9 2053-08-14 5.450000 0.00 75000.00 70887.90 Corporate Debt Securities MORGAN STANLEY FR 5.042%071930 IGJSJL3JD5P30I6NJZ34 61747YFS9 2030-07-19 5.042000 0.00 4000.00 4018.32 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA VR 031425-031428 MSFSBD3QN1GSN7Q6C537 2027A1KW6 2028-03-14 4.290700 0.00 60000.00 60574.37 Corporate Debt Securities COBANK ACB PERP JR -I 144A P0J8I7M2E0A77CKF1705 19075QAC6 2500-12-31 6.250000 0.00 76000.00 77621.33 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28 82VOJDD5PTRDMVVMGV31 17328VME7 2028-05-22 0.00 0.00 20000.00 33825.90 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 28 N/A Y7140WAC2 2028-11-15 6.530000 0.00 7597000.00 7921813.96 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.85%100430 B6Q2VFHD1797Q7NZ3E43 02665WER8 2030-10-04 5.850000 0.00 18000.00 18873.40 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C SR GLBL 144A 52 549300D2L6J4NC1QVZ22 09261BAH3 2052-01-30 3.200000 0.00 20000.00 12578.40 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.578%060529 L3I9ZG2KFGXZ61BMYR72 06418GBD8 2029-06-05 4.578000 0.00 1669000.00 1674509.93 Corporate Debt Securities PETRONAS CAPITAL LTD FR 2.48%012832 549300G7YFX3540OYR85 Y6886MAE0 2032-01-28 2.480000 0.00 500000.00 441183.33 Corporate Debt Securities PT FREEPORT INDONESIA SR GLBL REGS 52 549300T4HTQHRKLNE619 Y7141BAC7 2052-04-14 6.200000 0.00 15075000.00 14352120.25 Corporate Debt Securities HYUNDAI CAP AMER FR 6.375%040830 549300RIPPWJB5Z0FK07 44891CBL6 2030-04-08 6.375000 0.00 255000.00 269948.21 Corporate Debt Securities TENCENT HLDGS LTD FR 3.925%011938 254900N4SLUMW4XUYY11 88032XAH7 2038-01-19 3.925000 0.00 3163000.00 2777804.59 Corporate Debt Securities MORGAN STANLEY FR 5.297%042037 IGJSJL3JD5P30I6NJZ34 61747YES0 2037-04-20 5.297000 0.00 27000.00 26999.76 Corporate Debt Securities TENCENT HLDGS LTD FR 5%061636 254900N4SLUMW4XUYY11 88032XBE3 2036-06-16 5.000000 0.00 500000.00 494800.00 Corporate Debt Securities BANK OF NY MELLON CORP FR 6.317%102529 WFLLPEPC7FZXENRZV188 06406RBT3 2029-10-25 6.317000 0.00 374000.00 393491.13 Corporate Debt Securities AFRICAN DEV BK GLOBAL MEDIUM TERM SR BK NTS BOOK E 549300LNCLMO3ITVCU07 00828EFP9 2031-01-29 4.000000 0.00 35300000.00 35597159.32 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.456%060832 PT3QB789TSUIDF371261 89115A2E1 2032-06-08 4.456000 0.00 17710000.00 17324280.14 Corporate Debt Securities MCDONALDS CORP FR 6.3%030138 UE2136O97NLB5BYP9H04 58013MEF7 2038-03-01 6.300000 0.00 2000.00 2185.10 Corporate Debt Securities INTERNATIONAL FIN CORP VR 041725-073027 QKL54NQY28TCDAI75F60 45950KDM9 2027-07-30 3.936200 0.00 24390000.00 24415575.62 Corporate Debt Securities SP GROUP TREAS PTE LTD FR 4.625%112129 6354004HB4CUEDLMXY86 84612NAB9 2029-11-21 4.625000 0.00 310000.00 313999.95 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 3.9%040628 ZP5ILWVSYE4LJGMMVD57 00131MAF0 2028-04-06 3.900000 0.00 12695000.00 12735856.74 Corporate Debt Securities BANK OF AMER CORP SR NT FXD/FLT 38 9DJT3UXIJIZJI4WXO774 06051GGM5 2038-04-24 4.244000 0.00 913000.00 826634.97 Corporate Debt Securities GC TREAS CTR CO LTD FR 4.4%033032 549300LUFQBC2EQNAR40 36830DAD3 2032-03-30 4.400000 0.00 3865000.00 3697323.42 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4.8%070844 784F5XWPLTWKTBV3E584 38141EC31 2044-07-08 4.800000 0.00 746000.00 642139.39 Corporate Debt Securities BARCLAYS PLC SUB GLBL NT 28 213800LBQA1Y9L22JB70 06738EAW5 2028-05-09 4.836000 0.00 1723000.00 1739791.21 Corporate Debt Securities BANK OF AMER CORP FR 4.271%072329 9DJT3UXIJIZJI4WXO774 06051GHM4 2029-07-23 4.271000 0.00 264000.00 261887.77 Corporate Debt Securities KKR GROUP FIN CO VIII LLC SR GLBL 144A 50 N/A 48252MAA3 2050-08-25 3.500000 0.00 83000.00 55305.94 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I COCO MLU0ZO3ML4LN2LL2TL39 404280BL2 2079-12-31 6.000000 0.00 1829000.00 1853801.24 Corporate Debt Securities PT INDONESIA ASAHAN ALUMINIUM SR GLBL REGS 30 N/A Y7140WAF5 2030-05-15 5.450000 0.00 9620000.00 9721159.64 Corporate Debt Securities US BANCORP FR 3%073029 N1GZ7BBF3NP8GI976H15 91159HHW3 2029-07-30 3.000000 0.00 190000.00 180669.10 Corporate Debt Securities PT PERTAMINA PERSERO FR 6.5%110748 254900NDAKGNZ2IBBL45 69370RAC1 2048-11-07 6.500000 0.00 11424000.00 11273736.32 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 2.691%062332 ACMHD8HWFMFUIQQ8Y590 55607PAG0 2032-06-23 2.691000 0.00 58000.00 51928.59 Corporate Debt Securities SHINHAN BK REG S FR 4.375%041332 5493003P813VL21KG928 82460EAR1 2032-04-13 4.375000 0.00 4628000.00 4516951.14 Corporate Debt Securities NORTHWESTERN MUTUAL GLOBAL FDG FR 5.07%032527 635400LZXFVELZDVP257 66815L2R9 2027-03-25 5.070000 0.00 7806000.00 7984171.95 Corporate Debt Securities PT FREEPORT INDONESIA SR GLBL 144A 52 549300T4HTQHRKLNE619 69377FAC0 2052-04-14 6.200000 0.00 5690000.00 5417151.86 Corporate Debt Securities BANK OF AMER CORP FR 2.687%042232 9DJT3UXIJIZJI4WXO774 06051GJT7 2032-04-22 2.687000 0.00 329000.00 298116.52 Corporate Debt Securities AUSTRALIA & NEW ZEALAND BKG GR VR 120825-120828 JHE42UYNWWTJB8YTTU19 05252ADV0 2028-12-08 4.238200 0.00 239000.00 241189.78 Corporate Debt Securities NATWEST MKTS PLC US MEDIUM FR 4.893%032731 RR3QWICWWIPCS8A4S074 G6382RQE1 2031-03-27 4.893000 0.00 10000000.00 10083536.67 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 4.7%031330 5493006GGLR4BTEL8O61 J7771YTZ0 2030-03-13 4.700000 0.00 4000000.00 4060306.67 Corporate Debt Securities Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0416 250000000.00 250000000.00 0.0006 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 4.080000% ARP1JUQZ0 549300HN4UKV1E2R3U73 0001675365 ARP1JUQZ0 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ASSET BACKED FDG 2004-HE1 M-5 20330825 FLT N/A 04542BJT0 2033-08-25 6.613900 0.00 3000000.00 385963.18 Asset-Backed Securities BAMLL COML MTG TR 2014-520M C 20460816 FLT N/A 05525MAG1 2046-08-16 4.213900 0.00 17750000.00 12405769.35 Private Label Collateralized Mortgage Obligations SECURITIZED ASSET REC 2004-DO1 M-2 20340725 FLT N/A 81375WAU0 2034-07-25 5.788900 0.00 4000000.00 615908.48 Asset-Backed Securities SATURN VENTURES I LTD 2003-1 A-3 20381103 FLT 549300J232RFRZIAW473 80410HAC2 2038-11-03 5.325600 0.00 26000000.00 1538266.39 Asset-Backed Securities RCKT MTG TR 2024-CES8 XS 20441025 FLT N/A 749421AW3 2044-10-25 3.295900 0.00 73844000.00 3678952.21 Asset-Backed Securities ROCKFORD TOWER CLO LTD 2020-1 SUB 20320120 FLT 5493009YDNBJVFWX7747 77341HAC2 2032-01-20 0.00 0.00 7000000.00 2940000.00 Asset-Backed Securities SBA IO 2018- 2.84027 25JUL44 144A F N/A 78414CAA7 2044-07-25 3.775900 0.00 35395456.00 309587.70 Asset-Backed Securities OBX TRUST 2021-J3 B-6 20511025 FLT N/A 67448XCL8 2051-10-25 2.862200 0.00 1814616.00 734384.50 Private Label Collateralized Mortgage Obligations OCTAGON INV PTN XXII 2014-22R2 F-RR 20300122 FLT 549300MQ9W5DWZ8QX450 67574QAN7 2030-01-22 11.744800 0.00 2500000.00 2332415.52 Asset-Backed Securities TRAPEZA CDO X 2006-10 C-2 20410708 FLT 5493003XYBZ84KQEG582 89413CAN7 2041-07-08 5.361800 0.00 2500000.00 2116213.52 Asset-Backed Securities TRINITAS CLO IV 2016-4R F-R 20311020 FLT 635400UFTIJ9NEWTCB16 89640WAF5 2031-10-20 12.240800 0.00 4500000.00 4048363.12 Asset-Backed Securities HARBORVIEW NIM CI-8 2006-14 N2 144 20380319 8.3 N/A 41161DAB6 2038-03-19 8.350000 0.00 1000000.00 68047.17 Asset-Backed Securities WELLFLEET CLO LTD 2020-1 SUB 20330415 FLT 2549001JCRYETQY84B65 94949HAA7 2033-04-15 0.00 0.00 15975000.00 319500.00 Asset-Backed Securities ELMWOOD CLO 18 LTD 2022-18 SUB 20330718 FLT N/A 29003QAE8 2033-07-18 0.00 0.00 3000000.00 1121514.00 Asset-Backed Securities DRYDEN 49 SR LN FD 2017-49 F 20300718 FLT 549300VCB8LYR1RGV869 26244QAF0 2030-07-18 11.540800 0.00 2600000.00 2406444.67 Asset-Backed Securities EQUIFIRST MTG LN TR 2004-3 M-8 20341225 FLT N/A 29445FCE6 2034-12-25 6.463900 0.00 281000.00 85125.24 Asset-Backed Securities DRYDEN CLO LTD 2022-98 SUB 20350420 FLT N/A 26248CAC4 2035-04-20 0.00 0.00 3000000.00 870000.00 Asset-Backed Securities COUNTRYWIDE HOME LOAN TRUST 2006 18 N N/A 12667JAB3 2037-05-25 7.000000 0.00 63733760.00 16297.49 Asset-Backed Securities CARRINGTON MTG LN 2006-OPT1 M-4 20360225 FLT N/A 144531FR6 2036-02-25 4.543900 0.00 12998300.00 7482094.00 Asset-Backed Securities COMM MTG TR 2015-LC21 E 20480710 3.2 N/A 12593FAL8 2048-07-10 3.250000 0.00 4250000.00 2784635.42 Private Label Collateralized Mortgage Obligations CWABS INC NIM 2006-24N N 144A 20370725 7.0 N/A 12667MAB6 2037-07-25 7.000000 0.00 491520.00 112.11 Asset-Backed Securities C-BASS CBO XVI 2006-16 A 20410906 FLT N/A 12498YAA7 2041-09-06 7.000000 0.00 46300000.00 420673.53 Asset-Backed Securities CPTS 2019-CPT MTG TR F 20391116 FLT N/A 12654YAN9 2039-11-16 2.996800 0.00 606051.00 488463.97 Private Label Collateralized Mortgage Obligations OPTION ONE MTG LN TR 2004-1 M-5 20340125 FLT N/A 68389FEW0 2034-01-25 6.688900 0.00 442526.00 50561.49 Asset-Backed Securities OCTAGON INVT PART 2019-41 SUB 20310415 FLT N/A 67592GAC1 2031-04-15 0.00 0.00 11999600.00 2611532.95 Asset-Backed Securities GS MTG SECS TR 2013-PEMB E 20330307 FLT 549300E4QCAQ0FY44H36 36197VAJ7 2033-03-07 3.549500 0.00 8750000.00 47756.77 Private Label Collateralized Mortgage Obligations OPTION ONE CI-4 NIM 2005-3 N1 20350826 5.4 N/A 68389CBJ9 2035-08-26 5.438000 0.00 38273024.00 2361.00 Asset-Backed Securities OBX TRUST 2026-INV1 B-6 20560225 FLT N/A 67123WCL2 2056-02-25 6.493700 0.00 2251940.00 1547930.43 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-INV6 B-5 20570625 FLT N/A 69393NDA4 2057-06-25 6.093800 0.00 1482000.00 1288473.42 Private Label Collateralized Mortgage Obligations SIXTH STREET CLO LTD 2025-13 E-R2 20380121 FLT N/A 829922AA1 2038-01-21 8.533700 0.00 3500000.00 3388561.68 Asset-Backed Securities SHARPS SP I NIM 2005-HE4N N 20350725 5.2 N/A 820018BV0 2035-07-25 5.250000 0.00 7995392.00 1138.97 Asset-Backed Securities STARWOOD RTL PPTY TR 2014-STAR C 20271115 FLT 5493007115G809OI4R97 85571XAN7 2027-11-15 6.750000 0.00 5499990.00 16541.28 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2026-7 A-2 20560625 FLT N/A 81750UAB1 2056-06-25 5.000000 0.00 25000000.00 23792215.77 Private Label Collateralized Mortgage Obligations LEXN 2007 54930015HW8MNTDR7856 52903AAN6 2051-04-10 7.337800 0.00 13000000.00 113776.60 Asset-Backed Securities HASCO NIM CO 2006-WMC1 A 20360726 7.0 N/A 41809QAA7 2036-07-26 7.000000 0.00 2000000.00 6505.38 Asset-Backed Securities HOME EQUITY ASSET TR 2007-1 2-A-4 20370525 FLT N/A 43710LAE4 2037-05-25 4.298900 0.00 15034368.00 5563613.01 Asset-Backed Securities SOUNDVIEW HM LN 2006-3 M-1 20361125 FLT N/A 83612HAE8 2036-11-25 4.273900 0.00 30357568.00 2935998.73 Asset-Backed Securities STRUCTURED ASSET SECS 2007-BC4 A2 20371125 FLT N/A 86365DAB5 2037-11-25 4.338900 0.00 1515000.00 1421738.18 Asset-Backed Securities OCTAGON LTD 2021-51 F 20340720 FLT N/A 67578MAC6 2034-07-20 10.518800 0.00 1262750.00 956626.67 Asset-Backed Securities OBX TRUST 2025-J3 B-6 20551025 FLT N/A 67449KDB6 2055-10-25 6.572100 0.00 1258848.00 835056.54 Private Label Collateralized Mortgage Obligations PEACE PARK CLO LTD E-R 20381020 FLT 549300XHXTUZ93V6SK42 70470NAJ2 2038-10-20 8.629200 0.00 2350000.00 2065618.75 Asset-Backed Securities JP MORGAN MTG TR 2022-7 B-4 20521225 FLT N/A 46655NDL1 2052-12-25 3.694700 0.00 2628000.00 1453415.08 Private Label Collateralized Mortgage Obligations SILVER PT INC 0.01 15JAN38 144A FRN 254900UZNMKMPK9GWJ82 82808YAA5 2038-01-15 0.00 0.00 6616000.00 3861726.12 Asset-Backed Securities MASTR ADJ MTG 2006-OA2 1-A-1 20461225 FLT N/A 55275NAA9 2046-12-25 4.203800 0.00 12550000.00 1081803.66 Private Label Collateralized Mortgage Obligations GOODLEAP HOME IMPROV SL 2025-1 C 20490220 7.8 N/A 38237EAC8 2049-02-20 7.830000 0.00 1400000.00 955763.62 Asset-Backed Securities FIRST FRANKLIN MTG 2007-FF1 A-2D 20380125 FLT N/A 32028TAE7 2038-01-25 4.278900 0.00 25000000.00 4609223.14 Asset-Backed Securities FIRST NLC TRUST 2005-4 M-1 20360225 FLT N/A 32113JCH6 2036-02-25 4.573900 0.00 2500000.00 2280020.52 Asset-Backed Securities CWABS ASSET BACKED CERTFICATES TRUST 2005 10 N/A 126670SH2 2037-01-25 6.000000 0.00 60913000.00 920106.02 Asset-Backed Securities CITIGROUP MTG LN TR 2007-AMC1 A-2C 20361226 FLT N/A 17311BAC7 2036-12-26 4.278900 0.00 14946000.00 2368580.88 Asset-Backed Securities EFMT 2026-AE2 B-4 20610425 FLT N/A 26846QCJ2 2061-04-25 6.233400 0.00 175000.00 176023.36 Private Label Collateralized Mortgage Obligations EFMT 2024-INV2 B-3 20691025 FLT 254900QTMZ2ZHRYMFA85 26844LAG3 2069-10-25 7.611500 0.00 270300.00 267597.78 Private Label Collateralized Mortgage Obligations FRESB MORTGAGE 2023-SB109 A-10H 20430725 FLT N/A 30333MAD8 2043-07-25 3.820000 0.00 10000000.00 7285149.78 Private Label Collateralized Mortgage Obligations DUNHILL ABS CDO 2004 A-2 20410104 FLT N/A 26545QAE9 2041-01-04 5.403700 0.00 2750000.00 30041.00 Asset-Backed Securities GREENPOINT MTA TR 2005-AR5 I-A-2 20451125 FLT N/A 39538WEC8 2045-11-25 5.953800 0.00 54000000.00 721634.15 Private Label Collateralized Mortgage Obligations FIRST FRANKLIN MTG 2006-FF10 A1 20360725 FLT N/A 32028HAA1 2036-07-25 3.953900 0.00 5000000.00 172643.86 Asset-Backed Securities LEXN 2007-5A A3 54930015HW8MNTDR7856 52903AAG1 2051-04-10 2.817800 0.00 45000000.00 74010.94 Asset-Backed Securities BARINGS CLO LTD 2015-2 SUB 20270720 FLT 549300Y5E22C3P2S6J52 05616MAE6 2027-07-20 0.00 0.00 1376245.00 137.62 Asset-Backed Securities BAMLL RE-REMIC TR 2024-FRR1 E 20490503 FLT N/A 05942XAJ6 2049-04-27 0.00 0.00 18231360.00 10103746.79 Private Label Collateralized Mortgage Obligations ACCREDITED MTG LN TR 2005-4 M-5 20351225 FLT N/A 004375EP2 2035-12-25 4.448900 0.00 4000000.00 16845.28 Asset-Backed Securities ACCREDITED MTG LN TR 2006-1 M-6 20360425 FLT N/A 004375FC0 2036-04-25 1.366400 0.00 8045000.00 4012.56 Asset-Backed Securities ACRA TRUST 2024-NQM1 B-2 20641025 FLT N/A 00112EAG9 2064-10-25 8.154900 0.00 1000000.00 1011778.78 Private Label Collateralized Mortgage Obligations ACE SECS HEQ 2005-HE2 M-7 20350425 FLT N/A 004421MJ9 2035-04-25 5.683900 0.00 5000000.00 2213466.62 Asset-Backed Securities ACCREDITED MTG LN TR 2006-1 M-9 20360425 FLT N/A 004375FF3 2036-04-25 1.366400 0.00 3538000.00 2370.02 Asset-Backed Securities AEGIS ABS 2004-6 N 20350325 4.7 N/A 00764MED5 2035-03-25 4.750000 0.00 10420223.00 497.83 Asset-Backed Securities ASSET BACKED FDG 2006-HE1 A-2B 20370125 FLT N/A 00075WAP4 2037-01-25 4.058900 0.00 700000.00 96001.83 Asset-Backed Securities AGL LTD 2020-9R E-R 20370420 FLT 549300U1G1VA46DEO184 001208AE7 2037-04-20 10.229200 0.00 5000000.00 4395527.96 Asset-Backed Securities BAMLL COMM MORT 2025-1105W E 20401217 8.9 N/A 05942BAJ4 2040-12-17 8.877000 0.00 12075000.00 10680124.17 Private Label Collateralized Mortgage Obligations BAIN CAPITAL CR 2020-3 LTD SUB 20321025 FLT 2549002RK7W6TK0Q0E16 05684FAC2 2032-10-25 0.00 0.00 8000000.00 3085368.00 Asset-Backed Securities STRUCTURED ADJ RATE 2006-2 3-A1 20360325 FLT N/A 863579U71 2036-03-25 5.011600 0.00 316918000.00 2777929.07 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2007-HY1 5-A1 20360825 FLT N/A 92925VAP5 2036-08-25 3.984300 0.00 3000000.00 149341.16 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2006-AMC1 M-1 20360925 FLT N/A 17309PAD8 2036-09-25 4.273900 0.00 25264384.00 11116488.27 Asset-Backed Securities CWABS INC NIM 2006-17N N 144A 20370525 7.0 N/A 12666QAA0 2037-05-25 7.000000 0.00 2498560.00 1037.45 Asset-Backed Securities EATON VANCE CLO LTD 2015-1R F-R 20300122 FLT 5493008YP5U5LTXAO749 27830LAE2 2030-01-22 11.960800 0.00 1200000.00 18737.63 Asset-Backed Securities DRYDEN LOAN FUND 2016-45R F-R 20301015 FLT 54930046L20VLJKPVV31 26244PAJ4 2030-10-15 12.134500 0.00 1650000.00 647415.65 Asset-Backed Securities E TRADE ABS CDO V 2006-5 A-2 20461006 FLT 549300LSG1AJYQVQCE38 26925WAC0 2046-10-06 1.649800 0.00 5000000.00 865555.00 Asset-Backed Securities EFMT 2025-NQM4 M-1B 20700925 FLT 254900CD2QA4YMZIVN66 26846RAJ2 2070-09-25 6.118000 0.00 414000.00 413979.85 Private Label Collateralized Mortgage Obligations PRKCM TRUST 2024-HOME1 B-2 20590525 FLT N/A 69391XAF6 2059-05-25 7.719400 0.00 530000.00 536977.37 Private Label Collateralized Mortgage Obligations MARBLE PT CLO XII INCOME NT LTD 6354001RDKFQVFWCL963 56606NAA7 2031-07-16 0.00 0.00 5000000.00 712355.00 Asset-Backed Securities MASTR ASSET TR 2005-HE2 M-4 20351025 FLT N/A 57643LKP0 2035-10-25 4.738900 0.00 2500000.00 2237958.86 Asset-Backed Securities SUNNOVA HELIOS II ISS 2018-1 B 20480720 7.7 N/A 86745JAB3 2048-07-20 7.710000 0.00 14218000.00 6540322.77 Asset-Backed Securities OBX TR 2026-AHC2 B-4 20560625 FLT N/A 67124PCQ5 2056-06-25 6.011900 0.00 1870000.00 1857721.47 Private Label Collateralized Mortgage Obligations SOUND PNT CLO IV-R LTD 2018-4R E 20310418 FLT 549300HOEGQTNS4MTZ12 83610DAA7 2031-04-18 10.240800 0.00 3000000.00 1098237.42 Asset-Backed Securities OBX TRUST 2021-J1 B-6 20510525 FLT N/A 67113XCL2 2051-05-25 2.625600 0.00 885243.00 345220.89 Private Label Collateralized Mortgage Obligations OBX 2026-NQM3 TRUST B-3 20660125 FLT 25490008A4OQW8G7VN96 67449MAQ2 2066-01-25 6.674000 0.00 841683.00 674193.72 Private Label Collateralized Mortgage Obligations OCTAGON 2021-52 LTD VAR DI 20340420 FLT N/A 67577KAJ6 2034-04-20 0.00 0.00 9000000.00 4487184.00 Asset-Backed Securities ACCREDITED MTG LN TR 2006-1 M-8 20360425 FLT N/A 004375FE6 2036-04-25 1.366400 0.00 3500000.00 1975.12 Asset-Backed Securities ALESCO PREF FDG XV 2007-15 D 144A 20371223 FLT KCKD405PLZO8BUQUCM05 01450BAF5 2037-12-23 7.114500 0.00 7000000.00 97992.55 Asset-Backed Securities WHITEBOX CLO II LTD 2020 SUB 20311024 FLT 549300C89ZJ5IWOT1F21 96466EAC8 2031-10-24 0.00 0.00 14734000.00 7283399.28 Asset-Backed Securities STATIC RESI CDO 2005-C D 20380512 FLT N/A 85768TAG4 2038-05-12 3.217600 0.00 2981888.00 285.70 Asset-Backed Securities SOUND POINT CLO LTD 2019-24R E-R 20341025 FLT N/A 83614LAJ6 2034-10-25 10.791800 0.00 2500000.00 2306642.71 Asset-Backed Securities TERWIN MTG TR 2004-10SL B-3 20340925 FLT N/A 881561KS2 2034-09-25 8.000000 0.00 5490000.00 43394.98 Asset-Backed Securities ONE NEW YORK PLAZATR 2020-1NYP D 20360115 FLT N/A 68249DAJ8 2036-01-15 6.541500 0.00 2180000.00 1998312.50 Private Label Collateralized Mortgage Obligations GCAT TRUST 2021-CM1 B-2 20650425 FLT N/A 36168AAD1 2065-04-25 4.299000 0.00 5196000.00 4266635.65 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2019-B14 225B-C 20621215 FLT N/A 08162YBK7 2062-12-15 3.294300 0.00 4839000.00 145969.64 Private Label Collateralized Mortgage Obligations BANK 2018-BNK10 G 20610217 FLT 549300GL0Y86051URC66 065404AG0 2061-02-17 3.468100 0.00 1302000.00 879250.19 Private Label Collateralized Mortgage Obligations BLUEMOUNTAIN FUJI US CLO 2018 SUB 20300115 FLT 549300EY8WEC9D18YD37 09628HAE5 2030-01-15 0.00 0.00 13867136.00 2309405.10 Asset-Backed Securities BEAR STEARNS ASSET BK 2004-FR3 M-2 20340925 FLT N/A 073879KR8 2034-09-25 5.017100 0.00 7822800.00 1075993.84 Asset-Backed Securities CHASE HOME LDG MTG TR 2025-8 B-4 20560625 FLT 529900CHSDEA1SX67419 16162UBU6 2056-06-25 6.534400 0.00 1391650.00 1270393.22 Private Label Collateralized Mortgage Obligations COMM MTG TR 2018-HCLV A 20330915 FLT N/A 20048KAA5 2033-09-15 4.972000 0.00 6000000.00 5690675.68 Private Label Collateralized Mortgage Obligations GCAT TR 2022-HX1 B-3A 20661225 FLT N/A 36168XAK5 2066-12-25 3.977100 0.00 6047000.00 3327641.38 Private Label Collateralized Mortgage Obligations FIRST FRANKLIN MTG 2004-FF10 M-2 20340525 FLT N/A 32027NMK4 2034-05-25 6.163900 0.00 5059600.00 3029183.06 Asset-Backed Securities FIELDSTONE MTG INV 2006-2 M8 20360725 FLT N/A 31659EAM0 2036-07-25 5.488900 0.00 2297856.00 1424.39 Asset-Backed Securities OWNIT MTG LN TR 2005-3 M-1 20360625 FLT N/A 69121PAF0 2036-06-25 4.513900 0.00 27010000.00 4209133.61 Asset-Backed Securities CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT N/A G1911RAA7 2032-04-20 0.00 0.00 6280152.00 1806140.31 Asset-Backed Securities MCR MORTGAGE 2024-TWA F 20390612 10. N/A 582923AF5 2039-06-12 10.382000 0.00 111000.00 112480.81 Private Label Collateralized Mortgage Obligations MONTAUK POT CDO II LTD 2006-02 A-2 20460406 FLT 54930046COUSLUSBKU90 612181AE7 2046-04-06 7.280000 0.00 28500000.00 4637592.85 Asset-Backed Securities MERCER FIELD II CLO LTD 2017-2 SUB 20290416 FLT 25490069XJXEQGFCG629 58806QAC0 2029-04-16 0.00 0.00 3637248.00 363.72 Asset-Backed Securities PMT LOAN TR 2025-CNF2 B-6 20561225 FLT N/A 729911CH8 2056-12-25 5.997700 0.00 1025612.00 1016632.84 Private Label Collateralized Mortgage Obligations SOUNDVIEW HM LN 2004-WMC1 M-5 20350125 FLT N/A 83611MBZ0 2035-01-25 5.188900 0.00 6800000.00 1268802.48 Asset-Backed Securities MADISON PARK FDG XXXVI 2019-36 SUB 20330118 FLT N/A 55819NAC8 2033-01-18 0.00 0.00 10000000.00 2500000.00 Asset-Backed Securities J.P.MORGAN MTG TR 2022-INV1 B-6 20520325 FLT N/A 465973CB9 2052-03-25 2.906600 0.00 8786000.00 4051160.68 Private Label Collateralized Mortgage Obligations MASTR ASSET BKD SECS 2004-WMC3 M-6 20341025 FLT N/A 57643LFT8 2034-10-25 5.038900 0.00 2000000.00 377578.89 Asset-Backed Securities VOYA CLO 2018-2 LTD F 20310715 FLT N/A 92917TAC9 2031-07-15 11.304500 0.00 1207500.00 468757.65 Asset-Backed Securities WELLS FARGO MBS 2004-U A-1 20341025 FLT N/A 949803AA8 2034-10-25 6.499000 0.00 300000.00 390.90 Private Label Collateralized Mortgage Obligations ICG US CLO LTD 2018-1 SUB 20310421 FLT N/A G4711CAB4 2031-04-21 0.00 0.00 10545000.00 1668092.46 Asset-Backed Securities BEAR STEARNS ALT-A 2006-6 III2A1 20361125 FLT N/A 073868BE0 2036-11-25 4.392600 0.00 1700000.00 123957.11 Private Label Collateralized Mortgage Obligations BANK 2019-BNK20 C 20620915 FLT N/A 06540AAJ0 2062-09-15 3.648800 0.00 2600000.00 1982122.11 Private Label Collateralized Mortgage Obligations ANGEL OAK MTG TR 2020-R1 B-3 20530425 FLT N/A 034651AG4 2053-04-25 4.320000 0.00 5875000.00 4555774.62 Private Label Collateralized Mortgage Obligations ARBR RTL CM RL ES NT 2026-FL1 E 20430922 FLT N/A 03881XAL9 2043-09-22 7.369600 0.00 3000000.00 3055535.48 Private Label Collateralized Mortgage Obligations ADIRONDACK LTD 2005-1 D 20400709 FLT N/A 007019AE2 2040-07-09 8.292500 0.00 5000000.00 33272.14 Asset-Backed Securities AMERIQUEST MTG SECS 2004-R6 M-3 20340725 FLT N/A 03072SSP1 2034-07-25 4.080000 0.00 2975000.00 1831266.92 Private Label Collateralized Mortgage Obligations CSFB HEQ PTC 2004-AA1 M-7 20350225 FLT N/A 22541SG77 2035-02-25 4.828200 0.00 2000000.00 28054.97 Asset-Backed Securities COLUMBIA CENT CLO 30 LTD 2020 SUB 20340120 FLT 549300EPPYTG18BLNK44 19736VAC6 2034-01-20 0.00 0.00 22000000.00 440000.00 Asset-Backed Securities CHASEFLEX TRUST 2005-1 2-A3 20350225 6.0 N/A 16165TAH6 2035-02-25 6.000000 0.00 1117000.00 186062.50 Private Label Collateralized Mortgage Obligations CWABS INC NIM 2006-6N NT 20370425 6.7 N/A 22238JAA4 2037-04-25 6.750000 0.00 750000.00 199.44 Asset-Backed Securities BARINGS CLO LTD 2021-III SUB 20350118 FLT 549300V1VT2NXKFG0H98 06762UAC2 2035-01-18 0.00 0.00 20200000.00 1414000.00 Asset-Backed Securities BAYSWATER PARK CLO 2023-1R LTD E-R 20390120 FLT 254900BXH0PMWI87VS84 072930AE0 2039-01-20 8.429200 0.00 3000000.00 2754592.77 Asset-Backed Securities BEAR STEARNS ASSET BK 2004-HE1 M-6 20340225 FLT N/A 07384YQC3 2034-02-25 5.315100 0.00 1500000.00 137967.63 Asset-Backed Securities BRAVO RESIDEN FDG TR 2026-NQM4 B-3 20660325 FLT 2549001APA266S0MEU17 10570XAL0 2066-03-25 6.793800 0.00 8123552.00 7598392.49 Private Label Collateralized Mortgage Obligations GCAT TR 2025-INV2 B-5 20550525 FLT N/A 36173QCH8 2055-05-25 6.995800 0.00 994000.00 847196.47 Private Label Collateralized Mortgage Obligations PAGAYA AI DEBT GR TR 2025-7 E1 20330516 8.8 N/A 69549DAA2 2033-05-16 8.890000 0.00 23710000.00 23876954.13 Asset-Backed Securities THP MTG TR 2023-THL F 20341214 FLT N/A 87252LAN5 2034-12-14 7.188600 0.00 5970000.00 5921729.37 Private Label Collateralized Mortgage Obligations MID OCEAN CBO 2001-1 A1L 14 20361105 FLT 21380085TPMUBZ93O670 59541FAB4 2036-11-05 2.390500 0.00 33499968.00 213039.38 Asset-Backed Securities PNW TR 2026-ARTE E 20410415 FLT N/A 73020TAJ8 2041-04-15 8.683100 0.00 8000000.00 8002993.21 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2005-HE1 B-3 20341225 FLT N/A 61744CKW5 2034-12-25 7.363900 0.00 3366000.00 648269.48 Asset-Backed Securities PRET LLC 2025-NPL9 A-1 20550825 FLT 254900IWII23Q41Y2V47 740937AA5 2055-08-25 5.391200 0.00 250000.00 221308.92 Asset-Backed Securities JPMCC COML MTG SEC TR 2016-JP4 NR 20491217 FLT N/A 46645UAJ6 2049-12-17 4.238300 0.00 3890320.00 2303178.86 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2018-GS10 E 20510712 3.0 N/A 36250SAR0 2051-07-12 3.000000 0.00 6000000.00 4445148.00 Private Label Collateralized Mortgage Obligations JP MORGAN MTG ACQ 2006-HE1 M-2 20360125 FLT N/A 46626LGH7 2036-01-25 4.438900 0.00 19058000.00 4485375.80 Asset-Backed Securities VENTURE 31 CLO 2018-31 SUB 20310420 FLT N/A G9370WAC9 2031-04-20 0.00 0.00 900000.00 99981.00 Asset-Backed Securities GSAA HEQ TR 2007-9 A2A 20371025 6.5 N/A 3622EEAC6 2037-10-25 6.500000 0.00 2140000.00 183731.56 Private Label Collateralized Mortgage Obligations GCAT TR 2024-INV4 B-6 20541225 FLT N/A 367919CL9 2054-12-25 7.005700 0.00 3417300.00 2416785.92 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2015-JP1 D 20490115 FLT N/A 46590KAL8 2049-01-15 4.253800 0.00 4610000.00 3610583.60 Private Label Collateralized Mortgage Obligations GS MTG SEC COR TR 2020-DUNE G 20361215 FLT N/A 36258BAW8 2036-12-15 7.950000 0.00 3670000.00 2445208.57 Private Label Collateralized Mortgage Obligations OBX TRUST 2022-INV1 B-6 20511225 FLT N/A 67115NCA6 2051-12-25 3.253000 0.00 4150344.00 2001283.75 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2006-13 A 20360620 FLT N/A 41162KAA1 2036-06-20 3.964100 0.00 80812000.00 1476703.16 Private Label Collateralized Mortgage Obligations LCCM MORTGAGE TR 2013-GCP B 20360215 4.3 N/A 50184BAJ7 2036-02-15 4.336100 0.00 11923000.00 10741161.43 Private Label Collateralized Mortgage Obligations NOVASTAR HM EQ LN TR 2004-3 B-1 20341225 FLT N/A 66987XFV2 2034-12-25 6.613900 0.00 3000000.00 126767.82 Asset-Backed Securities PROVIDENT FDG MTG TR 2026-3 B-6 20560825 FLT N/A 74391JBQ2 2056-08-25 5.884800 0.00 1005226.00 673647.14 Private Label Collateralized Mortgage Obligations J.P. MORGAN MORTGAGE 2024-VIS1 B-1 20640725 FLT N/A 465970AE1 2064-07-25 8.044500 0.00 5966000.00 6082353.19 Private Label Collateralized Mortgage Obligations THOMPSON PARK CLO LTD 2021 SUB 20340417 FLT N/A 884886AC6 2034-04-17 0.00 0.00 18237500.00 3829875.00 Asset-Backed Securities PPM CLO 5 LTD SUB 20341018 FLT N/A 69356VAC0 2034-10-18 0.00 0.00 4500000.00 1913764.50 Asset-Backed Securities POINT BROADBAND 2025-1 C 20550715 8.1 N/A 73052AAA9 2055-07-15 8.156000 0.00 19750000.00 20123770.94 Asset-Backed Securities TRAPEZA CDO X 2006-10 C-1 20410708 FLT 5493003XYBZ84KQEG582 89413CAG2 2041-07-08 5.361800 0.00 2750000.00 2046732.46 Asset-Backed Securities TABERNA PREF FDG IV 2005-4 C-2 20360505 FLT 7VOZI9AQK252K1Z4TJ65 87330YAG8 2036-05-05 5.369700 0.00 5000000.00 148260.60 Asset-Backed Securities RCKT MTG TR 2026-CES2 B-2 20560225 FLT 254900JZ559190WVJ551 74940EAH0 2056-02-25 7.842000 0.00 8132000.00 7968010.09 Asset-Backed Securities FOUNDATION FIN TR 2024-2 B 20500315 4.9 N/A 35040VAB5 2050-03-15 4.930000 0.00 2713000.00 1948951.97 Asset-Backed Securities FIRST CITIZENS LN TR 2026-SBA1 XS 20530527 FLT N/A 31960CAH9 2053-05-27 1.921600 0.00 166416000.00 10005429.17 Asset-Backed Securities APIDOS CLO 2021-38 SUB 20340123 FLT 254900OHXM88EDV7FO25 03768YAE1 2034-01-23 0.00 0.00 5000000.00 2000000.00 Asset-Backed Securities AYRESOME CDO I LTD 2005-1 A-2 20451208 FLT 549300NTJS8VK8BTQE73 05473WAC0 2045-12-08 7.230000 0.00 18000000.00 4834335.01 Asset-Backed Securities GCAT TR 2025-INV5 B-4 20551225 FLT N/A 36173VCW4 2055-12-25 6.584400 0.00 2597000.00 2377249.14 Private Label Collateralized Mortgage Obligations BRAVO RES FDG TR 2026-NQM1 B-3 20651225 FLT 254900XRZJZN8JGL1235 10570CAL6 2065-12-25 6.918800 0.00 9632560.00 9417345.96 Private Label Collateralized Mortgage Obligations BATTALION CLO LTD 2021-21 SUB 20340717 FLT 549300EOF4JL75TYXX49 07134XAC5 2034-07-17 0.00 0.00 12600000.00 252000.00 Asset-Backed Securities BENCHMARK MTG TR 2021-B25 300P-D 20540417 FLT N/A 08163DBX4 2054-04-17 2.994200 0.00 5000000.00 3001125.89 Private Label Collateralized Mortgage Obligations BRAVO RESI FDG TR 2026-NQM6 B-2 20660525 FLT 254900FT8BRLS72Z3K14 10570WAN8 2066-05-25 6.601700 0.00 6954000.00 6875200.16 Private Label Collateralized Mortgage Obligations BRAVO RES FUNDING TR 2025-NQM6 B-1A 20650625 FLT 254900U9H6FFPW4O4S55 10570MAG5 2065-06-25 6.474000 0.00 367000.00 367410.67 Private Label Collateralized Mortgage Obligations BRAVO RESIDENTIAL 2023-RPL1 B 20630525 FLT N/A 10569GAN6 2063-05-25 4.988900 0.00 47365952.00 29414263.53 Asset-Backed Securities CPS AUTO RECV TR 2026-C E 20340215 0.0 N/A 12677MAE8 2034-02-15 7.650000 0.00 15000000.00 15094822.50 Asset-Backed Securities CWALT INC 2005-J4 B-1 20350725 FLT N/A 12667GNJ8 2035-07-25 5.863900 0.00 845000.00 337961.69 Private Label Collateralized Mortgage Obligations CPS AUTO RECEIVABLES TR 2024-C E 20320315 8.0 N/A 223920AE9 2032-03-15 8.040000 0.00 6500000.00 6789850.16 Asset-Backed Securities COOPR RESIDENT MORT 2025-CES3 B-3 20600925 FLT N/A 216926AJ4 2060-09-25 8.685300 0.00 4203656.00 3881604.54 Asset-Backed Securities DSLA MTG LN TR 2007-AR1 2A-1B 20370319 FLT N/A 23333YAD7 2037-03-19 3.964100 0.00 37484928.00 2587906.52 Asset-Backed Securities DBUBS MTG TR 2011-LC3 D 20440812 FLT N/A 23305YAM1 2044-08-12 5.355700 0.00 2966000.00 1911138.67 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2019-3 A 20491025 FLT N/A 92257HAA7 2049-10-25 3.030000 0.00 18000000.00 3128206.74 Private Label Collateralized Mortgage Obligations PEOPLES CHOICE HM LN 2005-1 B2 20350225 FLT N/A 71085PBR3 2035-02-25 6.313900 0.00 1998848.00 314.60 Asset-Backed Securities TBW MTG BKD TR 2006-3 2-A1 20360725 6.5 N/A 87804AAB8 2036-07-25 6.500000 0.00 20444000.00 1000316.09 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015-C21 D 20480317 FLT N/A 61764XAN5 2048-03-17 3.637000 0.00 5431000.00 4228743.87 Private Label Collateralized Mortgage Obligations ROCK TR 2024-CNTR E 20411115 8.8 N/A 74970WAJ9 2041-11-15 8.819100 0.00 20000000.00 20953424.32 Private Label Collateralized Mortgage Obligations NEW CENTURY HEQ TR 2006-1 M-1 20360525 FLT N/A 64352VQT1 2036-05-25 4.348900 0.00 13886720.00 4390935.62 Asset-Backed Securities PROVIDENT FDG MTG TR 2025-3 B-6 20550825 FLT N/A 74388PBG5 2055-08-25 6.298900 0.00 860228.00 561612.58 Private Label Collateralized Mortgage Obligations RCKT MTG TR 8.6894 01JUL56 144A FRN N/A 74940GAH5 2056-07-01 8.689400 0.00 10220928.00 9164269.72 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015-C22 D 20480417 FLT N/A 61690FAB9 2048-04-17 3.962100 0.00 7000000.00 2788042.02 Private Label Collateralized Mortgage Obligations RACE POINT IX CLO LTD 2015-9 INC NT 20270415 FLT 549300C3570PBQ31OI09 74981FAA2 2027-04-15 0.00 0.00 4010000.00 417027.97 Asset-Backed Securities Z CAPITAL CR PAR CLO 2019-1 E 20310716 FLT N/A 98877HAA4 2031-07-16 13.284500 0.00 5000000.00 3009510.75 Asset-Backed Securities VCAT 2026-NPL1 LLC A-2 20560125 FLT N/A 91825GAB2 2056-01-25 6.900000 0.00 35964000.00 35548004.41 Asset-Backed Securities VENTURE XXIX CLO 2017-29 E 20300907 FLT 549300ITFR7G25007V93 92331FAA1 2030-09-07 10.162700 0.00 2881000.00 1573302.45 Asset-Backed Securities SEQUOIA MTG TR 2026-INV2 B-4 20560425 FLT N/A 81750PCX2 2056-04-25 6.247900 0.00 6796000.00 6944221.22 Private Label Collateralized Mortgage Obligations PAGAYA AI DEBT GR TR 2026-3 B 20331215 6.2 N/A 69544CAC5 2033-12-15 6.201000 0.00 2935800.00 2976044.68 Asset-Backed Securities MOSAIC SOLAR LOAN TR 2020-2 A 20460820 1.4 N/A 61946PAA1 2046-08-20 1.440000 0.00 1000000.00 272608.04 Asset-Backed Securities COMMODORE CDO III 2005 A2 20400306 FLT N/A G23233AB8 2040-03-06 9.000000 0.00 33750000.00 3895748.39 Asset-Backed Securities THL CREDIT WND RVR LTD 2015-1 SUB 20270720 FLT N/A G8828TAA0 2027-07-20 0.00 0.00 8650000.00 438572.30 Asset-Backed Securities ALESCO PREF FDG VI, 2004-6 D1 20350323 FLT N/A G01595AF7 2035-03-23 6.957600 0.00 3000000.00 42296.46 Asset-Backed Securities ARES L CLO LTD 2018-50 SUB 20320115 FLT N/A G3332QAC2 2032-01-15 0.00 0.00 1500000.00 285144.00 Asset-Backed Securities GREENPOINT MTA TR 2005-AR4 I-A-3 20451025 FLT N/A 39538WBT4 2045-10-25 4.618900 0.00 58090000.00 346396.53 Private Label Collateralized Mortgage Obligations MORTGAGE LENDER NETWORK 2000-1 A-5 20310425 FLT N/A 61913JAN6 2031-04-25 7.670000 0.00 18900000.00 1004.30 Asset-Backed Securities MORGAN STANLEY ABS 2007-HE7 M-2 20370725 FLT N/A 61756YAF0 2037-07-25 5.838900 0.00 28018016.00 6837432.69 Asset-Backed Securities GSAMP TRUST 2006-SD1 M-2 20450725 FLT N/A 362341X79 2045-07-25 5.188900 0.00 7211000.00 4252657.48 Asset-Backed Securities GS MTG SECS CORP TR 2024-UPTN F 20411015 FLT N/A 36256SAL7 2041-10-15 10.676400 0.00 3990000.00 4013269.89 Private Label Collateralized Mortgage Obligations PROVIDENT FDG MTG TR 2026-1 B-4 20560225 FLT N/A 74386PBN2 2056-02-25 5.714700 0.00 1324000.00 1047930.32 Private Label Collateralized Mortgage Obligations PROVIDENT FDG MTG TR 2021-1 B-6 20510425 FLT N/A 74387YAR4 2051-04-25 2.384100 0.00 1317986.00 445334.16 Private Label Collateralized Mortgage Obligations MORGAN STNY ETN VC CL 2023-19R E-R 20380715 FLT N/A 617926AE0 2038-07-15 9.252900 0.00 3325000.00 3188879.18 Asset-Backed Securities RASC NIM 2003 NT2 TRUST N/A 749243AS0 2034-12-25 4.500000 0.00 15240000.00 90563.82 Asset-Backed Securities NEW CENTURY HEQ TR 2005-B M-3 20351025 FLT N/A 64352VNM9 2035-10-25 4.603900 0.00 14493248.00 3320138.71 Asset-Backed Securities RAD CLO LTD 2025-28 E 20380420 FLT N/A 75009YAA6 2038-04-20 8.979200 0.00 1000000.00 949773.65 Asset-Backed Securities NEWREZ EXC OWNR LLC 2021-GMSR1 A 20261125 3.4 N/A 65246QAA7 2026-11-25 3.474000 0.00 15150000.00 2849395.65 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC 2014-C22 D 20470917 FLT N/A 46642NAJ5 2047-09-17 4.512600 0.00 2500000.00 1432592.25 Private Label Collateralized Mortgage Obligations APIDOS CLO XXVII 2017-27 SUB 20300717 FLT 549300EW146C7Q4UV387 03766JAC0 2030-07-17 0.00 0.00 3500000.00 780174.50 Asset-Backed Securities ASSET BACKED FDG 2004-FF1 M-2 20340125 FLT N/A 04542BHN5 2034-01-25 6.013900 0.00 2250000.00 91039.36 Asset-Backed Securities C-BASS CBO XV 2006-15 A 20410219 FLT 549300O3L5CM8RMPEM21 124670AA8 2041-02-19 7.020000 0.00 3391000.00 69763.62 Asset-Backed Securities CSMC SERIES 2014-9R 5-A-2 20361029 FLT N/A 12648UAY2 2036-10-29 6.000000 0.00 3992148.00 1131044.05 Asset-Backed Securities WELLS FARGO COML TR 2016-NXS5 D 20590117 FLT 549300SGFUCMB43V8P22 95000CBJ1 2059-01-17 4.795500 0.00 1000000.00 453996.27 Private Label Collateralized Mortgage Obligations CEDAR FUNDING XI CLO 2019-11 SUB 20320601 FLT 2549004YLPCISGLL7978 15033MAE0 2032-06-01 0.00 0.00 5000000.00 221575.00 Asset-Backed Securities C-BASS CBO XVIII 2007-18 D 20470313 FLT 549300OSC26SNVVNAA28 1248MMAE1 2047-03-13 9.170700 0.00 5800000.00 504675.21 Asset-Backed Securities DBJPM MTG TR 2016-SFC A 20360812 2.8 N/A 23312RAA3 2036-08-12 2.833000 0.00 1217500.00 203761.81 Private Label Collateralized Mortgage Obligations ECP CLO LTD 2015-7R E-R 20300422 FLT N/A 26829DAR6 2030-04-22 12.340800 0.00 419170.00 451202.78 Asset-Backed Securities JP MRGN CHASE COM 2020-MKST B 20361215 FLT N/A 46652DAC9 2036-12-15 5.340500 0.00 5000000.00 235508.85 Private Label Collateralized Mortgage Obligations GCAT 2022-INV2 TR B-6 20520425 FLT N/A 36168FBS6 2052-04-25 3.384600 0.00 8723440.00 4368337.58 Private Label Collateralized Mortgage Obligations CMO HLDG II BSABS HE11 2005-11 A-1 20351125 5.5 N/A 125879JG2 2035-11-25 5.500000 0.00 704000.00 86467.76 Asset-Backed Securities CPS AUTO RECEIVABLES TR 2025-B E 20330315 7.9 N/A 12630SAE1 2033-03-15 7.950000 0.00 8000000.00 8274546.67 Asset-Backed Securities COMM MTG TR 2024-CBM E 20411212 FLT N/A 12674GAN4 2041-12-12 7.927400 0.00 7975000.00 8018991.63 Private Label Collateralized Mortgage Obligations BRAVO RES FDG TR 2025-NQM3 B-2 20650325 FLT 254900KREJHICFBDC014 105927AK3 2065-03-25 6.918400 0.00 4331000.00 4291186.45 Private Label Collateralized Mortgage Obligations BRAVO RES FUNDING TR 2025-NQM6 B-2 20650625 FLT 254900U9H6FFPW4O4S55 10570MAK6 2065-06-25 7.140000 0.00 4212000.00 4078778.69 Private Label Collateralized Mortgage Obligations CBASS CBO XII LTD 2004-12 C 20400315 FLT 549300CSZHL1ZCPAH059 12498CAC1 2040-03-15 8.000000 0.00 7000000.00 737143.55 Asset-Backed Securities BRAVO RES FDG TR 2025-NQ37 B-2 20650725 FLT 254900I1LYOO3G3UAT10 10570TAH8 2065-07-25 7.288300 0.00 4533000.00 4323034.08 Private Label Collateralized Mortgage Obligations BRAVO RESI FDG TR 2026-NQM6 B-1 20660525 FLT 254900FT8BRLS72Z3K14 10570WAM0 2066-05-25 6.601700 0.00 7789000.00 7744870.76 Private Label Collateralized Mortgage Obligations DEUTSCHE ALT-B SECS 2006-AB4 A-6A-1 20361025 FLT N/A 251513BC0 2036-10-25 6.369000 0.00 4166664.00 299393.97 Private Label Collateralized Mortgage Obligations DUKE FUNDING V LTD 549300ZQMJ1WH2JE1D26 264402AF5 2038-08-07 10.250000 0.00 7000000.00 390471.23 Asset-Backed Securities Y 2026-08-03 2026-11-03 2026-11-13 Y BOFA SECURITIES INC 1.0000 95 N N N 0.0408 575000000.00 575000000.00 0.0015 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 4.300000% ARP1JUT38 549300HN4UKV1E2R3U73 0001675365 ARP1JUT38 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y DIMENSIONAL ETF TRUST INTL CORE EQT MK 54930095KJRG74HDT020 25434V203 2500-12-31 N/A 0.00 51.00 2160.87 Equities DIREXION SHARES ETF TRUST DLY 20 YR TRESUR HIB1RJORN6PDA2VE6Q12 25460G138 2500-12-31 N/A 0.00 62.00 1936.88 Equities DIMENSIONAL ETF TRUST NATL MUN BD ETF 549300WRYDPS51LRFI57 25434V849 2500-12-31 N/A 0.00 2700.00 128709.00 Equities DIREXION SHARES ETF TRUST DAILY DOW JONES 549300XXKV22AN28JF38 25460E364 2500-12-31 N/A 0.00 54.00 1266.30 Equities DIREXION SHARES ETF TRUST DLY AVGO BEAR 1X 254900X13G0JVU4UJD23 25461A551 2500-12-31 N/A 0.00 6420.00 48727.80 Equities BONDBLOXX ETF TRUST CCC RT USD HI YL N/A 09789C887 2500-12-31 N/A 0.00 1696.00 61081.44 Equities CAPITAL GROUP CORE BALANCED ET SHS 5493000KFXZQHDGCEK79 14021D107 2500-12-31 N/A 0.00 20872.00 777482.00 Equities BNY MELLON ETF TRUST HIGH YIELD ETF 549300KHT0R71PZFC195 09661T800 2500-12-31 N/A 0.00 400.00 18891.88 Equities BLACKROCK ETF TRUST ISHA LA CORE ETF 529900A7ILHZXS41FQ88 09290C855 2500-12-31 N/A 0.00 77.00 3696.77 Equities CALAMOS ETF TR S&P 500 STR APRI 5299002XITPXWH6BFE28 12811T753 2500-12-31 N/A 0.00 3533.00 95408.66 Equities GOLDMAN SACHS GROUP INC COM 784F5XWPLTWKTBV3E584 38141G104 2500-12-31 N/A 0.00 14636.00 14999850.96 Equities CAPITAL GROUP DIVIDEND VALUE E SHS CREAT UNIT 549300RS1YEXTKIVN573 14020W106 2500-12-31 N/A 0.00 173400.00 8536482.00 Equities DIREXION SHARES ETF TRUST DAILY JUNIOR GOL 54930022QLCZI8802L76 25461A171 2500-12-31 N/A 0.00 198.00 7735.86 Equities ETF SER SOLUTIONS BAHL GAYNOR SML 5493004CC8IJTW3EOJ91 26922B832 2500-12-31 N/A 0.00 17487.00 578295.09 Equities AVALO THERAPEUTICS INC COM NEW 549300GPK6FPJ3X8SZ39 05338F306 2500-12-31 N/A 0.00 48598.00 942315.22 Equities NORTHERN LTS FD TR III COUN QUA EQU ETF 529900V91WU1089XRL02 66538R540 2500-12-31 N/A 0.00 16115.00 819608.90 Equities J P MORGAN EXCHANGE TRADED FD CORE PLUS BD ETF 549300A4I21YDY6YQ739 46641Q670 2500-12-31 N/A 0.00 6300.00 291627.00 Equities NEUBERGER BERMAN ETF TRUST INTL CORE EQ ETF 2549008FXDH4VR7KMF41 64135A770 2500-12-31 N/A 0.00 41.00 1117.25 Equities MORGAN STANLEY PATHWAY FDS SMAL MID CAP ETF 2549003FSRKWQQNFLY49 61769L841 2500-12-31 N/A 0.00 91.00 5399.48 Equities TIDAL TRUST II DEFI DA BMNR ETF 254900L7OOJW1ZLKDO65 88636W551 2500-12-31 N/A 0.00 10500.00 137655.00 Equities TOUCHSTONE ETF TRUST DIVIDEND SELECT 549300KD0HHGJITMFB50 89157W103 2500-12-31 N/A 0.00 50.00 1939.64 Equities T ROWE PRICE EXCHANGE-TRADED INTL EQUITY ETF 254900HUJKWN0KWIF237 87283Q834 2500-12-31 N/A 0.00 1000.00 39140.00 Equities TIDAL TRUST II DEFI DA LMND ETF 254900ACX0217MFKK123 88636W767 2500-12-31 N/A 0.00 4300.00 33535.27 Equities SERIES PORTFOLIOS TR INFRASTRCTUR CAP 5493002NE0FBOF7CE952 81752T619 2500-12-31 N/A 0.00 800.00 22464.00 Equities ISHARES TR MSCI EMG MKT ETF 549300BPYHDEDI59G670 464287234 2500-12-31 N/A 0.00 19.00 1208.21 Equities ISHARES U S ETF TR BLOOMBERG ROLL 549300QZQGK46YT0OX58 46431W598 2500-12-31 N/A 0.00 39.00 2299.28 Equities ISHARES TR MSCI SAUDI ARBIA 5493004P512V6ELEIL59 46434V423 2500-12-31 N/A 0.00 8700.00 321204.00 Equities SOCIAL COMM PARTNERS CORP ORD SHS CL A N/A G8254P103 2500-12-31 N/A 0.00 2076.00 20760.00 Equities THEMES ETF TR HUMAN ROBOT ETF 529900VXYS2ODR5O4H30 882927833 2500-12-31 N/A 0.00 95.00 3803.98 Equities CREDICORP LTD COM 529900UYAEYQCQ2BKB17 G2519Y108 2500-12-31 N/A 0.00 100.00 40227.00 Equities TIDAL TRUST II NICH BI TAIL ETF 254900I21N10CDKCMC92 88636X245 2500-12-31 N/A 0.00 68.00 1619.76 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 70700.00 70479.98 U.S. Treasuries (including strips) WISDOMTREE TR EUROP OPPOR FD 54930087H8THD7L0OH91 97717X552 2500-12-31 N/A 0.00 600.00 35619.36 Equities TIDAL TRUST II YIELDMAX AI & T 2549008UDFKVE9XUFD77 88636R735 2500-12-31 N/A 0.00 71.00 2865.56 Equities XBP GLOBAL HOLDINGS INC COM NEW 984500BE0P94C4CD8C71 98400V200 2500-12-31 N/A 0.00 18494.00 56961.52 Equities VANECK ETF TRUST URANI NUCLE ETF 549300D8E1PL8HGYOO89 92189F601 2500-12-31 N/A 0.00 46.00 4984.56 Equities MUZERO ACQUISITION CORP CL A ORD SHS N/A G8775A106 2500-12-31 N/A 0.00 13390.00 133230.50 Equities LAUNCHPAD CADENZA ACQU CORP I USD CL A ORD SHS N/A G6001S107 2500-12-31 N/A 0.00 5680.00 56686.40 Equities SPDR INDEX SHS FDS ST STR MSCI GLB 549300VYOHBSQ8J75492 78463X475 2500-12-31 N/A 0.00 50.00 4244.50 Equities PROSHARES TR PSHS SHORT DOW30 2M4TNNGAB88L4FX7KA15 74347B235 2500-12-31 N/A 0.00 800.00 17408.00 Equities VANGUARD WORLD FD MRNGSTR CAP ETF N/A 921910873 2500-12-31 N/A 0.00 585.00 158353.65 Equities WISDOMTREE TR EMG MKTS SMCAP 549300IH7SUKJY3BJ337 97717W281 2500-12-31 N/A 0.00 53.00 3227.70 Equities WELLS FARGO & CO COM PBLD0EJDB5FWOLXP3B76 949746101 2500-12-31 N/A 0.00 175582.00 14999970.26 Equities 2023 ETF SERIES TRUST PIC ENH INTL ETF 213800VYQ4ODLH5ZWS77 900934886 2500-12-31 N/A 0.00 3931.00 91153.99 Equities JOHN HANCOCK EXCHANGE TRADED INTL HIGH ETF 549300GPE1GKRY3KE012 47804J750 2500-12-31 N/A 0.00 89.00 3898.00 Equities RAYLIANT FDS TR CHIN TR TECH ETF N/A 754640100 2500-12-31 N/A 0.00 100.00 2336.00 Equities ISHARES TR CORE MSCI INTL 549300LRJOM3FVVFKB50 46435G326 2500-12-31 N/A 0.00 82.00 7474.30 Equities RAYLIANT FDS TR CHIN TR TECH ETF N/A 754640100 2500-12-31 N/A 0.00 15215.00 355422.40 Equities TIDAL TRUST I SONICSHARES GBL 549300RL3DFXPYRAMF71 886364645 2500-12-31 N/A 0.00 54.00 2397.06 Equities TIDAL TRUST II DEF LON OKL ETF 2549008IZUV8FSLHI368 88636V678 2500-12-31 N/A 0.00 4799.00 13389.21 Equities PIMCO ETF TR MULTISECTOR BD 5493000GFQP1EZBJDY50 72201R585 2500-12-31 N/A 0.00 20736.00 543283.20 Equities TIDAL TRUST II YIEL SE PORT ETF 254900O21IJY6TT45H90 88636R693 2500-12-31 N/A 0.00 91.00 6123.39 Equities DIMENSIONAL ETF TRUST US CORE EQT MKT 549300O3PQG5V42IUV84 25434V104 2500-12-31 N/A 0.00 61.00 3141.50 Equities COHEN & STEERS ETF TRUST PFD IN OP AC ETF 6367006M2PVGB1SX0676 19249U203 2500-12-31 N/A 0.00 1000.00 25918.90 Equities DIMENSIONAL ETF TRUST US REAL ESTA ETF 5493008O3YXC72K1RO63 25434V823 2500-12-31 N/A 0.00 276.00 7432.68 Equities DBX ETF TR XTRACKERS MSCI 549300HHK8O56L87LZ06 233051135 2500-12-31 N/A 0.00 295.00 38510.33 Equities BONDBLOXX ETF TRUST BLOOMBERG SIX MN N/A 09789C788 2500-12-31 N/A 0.00 86.00 4325.80 Equities BONDBLOXX ETF TRUST BLOOMBERG TWO YR N/A 09789C853 2500-12-31 N/A 0.00 41.00 2004.08 Equities AMPLIFY ETF TR CWP ENHANCED DIV 549300JK3S24NTS7Q085 032108409 2500-12-31 N/A 0.00 81.00 3798.90 Equities EA SERIES TRUST MARK FO MOME ETF 529900A5C3816GOISJ44 02072Q762 2500-12-31 N/A 0.00 3200.00 121472.00 Equities AMERICAN CENTY ETF TR US QUALITY GROW 549300ZXOPJZ7M0QNG29 025072307 2500-12-31 N/A 0.00 562.00 64056.76 Equities AMERICAN CENTY ETF TR REAL ESTATE ETF 549300184FP34KECOZ73 025072356 2500-12-31 N/A 0.00 400.00 19628.00 Equities AMPLIFY ETF TR BLOCK TECHN ETF 549300KXYTB1352FXU11 032108607 2500-12-31 N/A 0.00 88.00 5279.12 Equities FIRST TR EXCHANGE-TRADED FD IV SENIOR LN FD N/A 33738D309 2500-12-31 N/A 0.00 200.00 8956.00 Equities FLEXSHARES TR CR SCD US BD 549300EKPU2HRI5LC014 33939L761 2500-12-31 N/A 0.00 37300.00 1792451.50 Equities FRANKLIN TEMPLETON ETF TR FTSE CHINA 5493007BO6696OMBQG08 35473P819 2500-12-31 N/A 0.00 2517.00 55550.19 Equities FRACTYL HEALTH INC COM N/A 35168W103 2500-12-31 N/A 0.00 2062200.00 1422918.00 Equities AMPLIFY ETF TR CWP ENHANCED DIV 549300JK3S24NTS7Q085 032108409 2500-12-31 N/A 0.00 5200.00 243880.00 Equities AMERICAN CENTY ETF TR AVAN US VALU ETF 254900XXC1FJTSL2OV23 025072133 2500-12-31 N/A 0.00 36.00 2934.00 Equities FIDELITY COVINGTON TRUST ENHANCED SML CAP 2549002C2HAPT44ZHM52 31609A206 2500-12-31 N/A 0.00 97.00 4542.51 Equities FIDELITY COVINGTON TRUST MOMENTUM FACTR 5493000ZR7LN2ZJHFF04 316092816 2500-12-31 N/A 0.00 56.00 5129.60 Equities WISDOMTREE TR EM EX ST-OWNED 549300T3CSCFW1IFJC98 97717X578 2500-12-31 N/A 0.00 53.00 2383.94 Equities VINCI COMPASS INVESTMENTS LTD COM CL A 254900WV6Y7P21PJ5B49 G9451V109 2500-12-31 N/A 0.00 8800.00 87120.00 Equities PROSHARES TR BITCOIN ETF 5493004OXDRSMIZWPA26 74347G440 2500-12-31 N/A 0.00 228601.00 2004830.77 Equities VANECK ETF TRUST AFRICA INDEX ETF 549300T4XTKM8K058620 92189F866 2500-12-31 N/A 0.00 403.00 10514.27 Equities PLIANT THERAPEUTICS INC COM 5493002Q5LITR7VHZH02 729139105 2500-12-31 N/A 0.00 222759.00 236124.54 Equities GMO ETF TRUST GMO INTL VALUE 529900EFGH3ZROC1BH23 90139K407 2500-12-31 N/A 0.00 400.00 16264.00 Equities JOHN HANCOCK EXCHANGE TRADED MULTIFACTR SML 54930045UKVS8UYQH325 47804J842 2500-12-31 N/A 0.00 1500.00 72510.00 Equities SPDR SERIES TRUST ST STR SP CAPMKT 549300BBJPWNKDPREW36 78464A771 2500-12-31 N/A 0.00 38.00 6079.65 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 324500.00 324467.55 U.S. Treasuries (including strips) NEW YORK LIFE INVESTMENTS ETF MERGE ARBIT ETF 549300Q7XHADH3DHV187 45409B800 2500-12-31 N/A 0.00 29864.00 1088692.12 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 437076102 2500-12-31 N/A 0.00 18085.00 6028634.75 Equities HONEYWELL INTL INC COM ISRPG12PN4EIEOEMW547 438516205 2500-12-31 N/A 0.00 32751.00 7922794.41 Equities J P MORGAN EXCHANGE TRADED FD FLEXI DEBT ETF 254900ZJFETK9214NY16 46654Q559 2500-12-31 N/A 0.00 1800.00 89892.00 Equities TIDAL TRUST III FUND GR LARG ETF 254900JQZA7GXSYHTE40 45259A241 2500-12-31 N/A 0.00 100.00 2042.00 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 5605600.00 5467214.55 U.S. Treasuries (including strips) PROSHARES TR ULTRAPRO SRT DOW LIZENFIQJTTT2RI1UP54 74347G135 2500-12-31 N/A 0.00 3083.00 75101.88 Equities ISHARES TR TRUST ISHARE 0-1 549300F8ZJ4IZLOOBP30 464288679 2500-12-31 N/A 0.00 5300.00 584961.00 Equities ISHARES TR CORE 30 70 ETF 5493006RWQOSWQVI0659 464289883 2500-12-31 N/A 0.00 11161.00 456931.34 Equities MOLECULAR PARTNERS AG ADS 875500AXMLDAZ4D21744 60853G106 2500-12-31 N/A 0.00 1187.00 4985.40 Equities ISHARES TR CORE 80 20 ETF 549300E2532X6GS7V091 464289859 2500-12-31 N/A 0.00 43.00 4147.78 Equities MEREO BIOPHARMA GROUP PLC SPON ADS 213800U8JQHIJOS5AS09 589492107 2500-12-31 N/A 0.00 2710736.00 853881.84 Equities PROSHARES TR II ULTA BLMBG 2017 W8URCVXVZUOAQKWNXQ58 74347Y888 2500-12-31 N/A 0.00 32.00 1280.64 Equities PROSHARES TR ULTRASHORT MTRLS R66OW8FNZ14X9NKKN662 74350P493 2500-12-31 N/A 0.00 78.00 1530.63 Equities INVESCO EXCHANGE-TRADED FD TR S&P INTL MOMNT 549300FP3CLYT6WN8W75 46138E222 2500-12-31 N/A 0.00 66.00 4000.26 Equities ISHARES TR MSCI EURO FL ETF 549300TJBWJWP3BXSM63 464289180 2500-12-31 N/A 0.00 3866.00 161212.20 Equities ISHARES TR IBOND DEC 2030 549300CROJILV8XWVV73 46436E593 2500-12-31 N/A 0.00 12400.00 240870.00 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 408710.00 14999657.00 Equities ISHARES INC MSCI TURKEY ETF 549300Z5Q7R3VX4WT628 464286715 2500-12-31 N/A 0.00 42570.00 1605740.40 Equities ISHARES TR RUS 2000 VAL ETF 549300WJAJCAZZLTQD63 464287630 2500-12-31 N/A 0.00 34.00 7540.86 Equities SPROTT ETF TRUST GOLD MINERS ETF 549300OKHNEZHZWQ1S48 85210B102 2500-12-31 N/A 0.00 160.00 10179.20 Equities FRANKLIN TEMPLETON ETF TR FTSE TAIWAN 549300PAHV2U19VENT44 35473P686 2500-12-31 N/A 0.00 300.00 26976.00 Equities ISHARES TR CORE UNIVRSL USD 549300IWM5U5LVTDP761 46434V613 2500-12-31 N/A 0.00 2300.00 104753.50 Equities J P MORGAN EXCHANGE TRADED FD USD EMRNG MKT 549300POFR35HUEWVC10 46641Q746 2500-12-31 N/A 0.00 200.00 7909.22 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 464286400 2500-12-31 N/A 0.00 410620.00 14999948.60 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQNXTGEN100 549300CKS0D8S1MUG089 46138G631 2500-12-31 N/A 0.00 3614.00 158871.44 Equities FRANKLIN TEMPLETON ETF TR FTSE JAPAN HDG 5493000IM51UNM0ZOH37 35473P637 2500-12-31 N/A 0.00 98.00 4379.62 Equities DBX ETF TR XTRACK CSI 500 A 549300VCRO2M1146OP28 233051754 2500-12-31 N/A 0.00 94.00 3782.85 Equities DIMENSIONAL ETF TRUST US SMALL CAP ETF 549300ZX1UG1MY980943 25434V815 2500-12-31 N/A 0.00 9300.00 368838.00 Equities CHEVRON CORPORATION COM N/A 166764100 2500-12-31 N/A 0.00 77999.00 14999987.69 Equities AMERICAN CENTY ETF TR AVAN EMER EX ETF 25490094L8P9UE97E166 02507A101 2500-12-31 N/A 0.00 67.00 5193.94 Equities AMPLIFY ETF TR CWP GRO INC ETF 5299006I1EXZXILLVC04 032108524 2500-12-31 N/A 0.00 10908.00 312950.52 Equities BARON ETF TR SMID CAP ETF 2549006YVZXKWHJBN454 06829D305 2500-12-31 N/A 0.00 270.00 6439.50 Equities BOEING CO COM RVHJWBXLJ1RFUBSY1F30 097023105 2500-12-31 N/A 0.00 67904.00 14999993.60 Equities BNY MELLON ETF TRUST CORE BOND ETF 549300K7DCWTGO8Z1C21 09661T602 2500-12-31 N/A 0.00 77.00 3187.03 Equities WEDBUSH SER TR DAN IVE REVO ETF 529900X9WPPDEHIP5814 947913109 2500-12-31 N/A 0.00 88.00 3140.72 Equities WISDOMTREE TR US EFFIC CORE FD 549300FRTXLB8413QU71 97717Y790 2500-12-31 N/A 0.00 1700.00 98719.00 Equities TORTOISE CAPITAL SERIES TRUST NORTH AMRCN PIPE 254900VTPHLD0IPOJQ55 890930308 2500-12-31 N/A 0.00 18800.00 804452.00 Equities UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 91167Q100 2500-12-31 N/A 0.00 64013.00 3178885.58 Equities VICTORY PORTFOLIOS II SHS FR CA FL ETF 5493000FVGQ9SU6HI752 92647X830 2500-12-31 N/A 0.00 10957.00 543686.34 Equities VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF N/A 922042742 2500-12-31 N/A 0.00 96494.00 14999992.30 Equities NOMURA ETF TR FOCU EM MKTS ETF 254900XIC0NJSEXWZ969 555927508 2500-12-31 N/A 0.00 33.00 2012.94 Equities ISHARES TR MSCI INTL VLU FT 549300HD4TSTWEGNNR73 46435G409 2500-12-31 N/A 0.00 147.00 6434.19 Equities INVESTMENT MANAGERS SER TR II TRADR 1.5X NVDA 549300N4IFR7YY3HBT48 46144X115 2500-12-31 N/A 0.00 72.00 1671.84 Equities INVESCO ACTIVELY MANAGED EXCHA MSCI EAFE IN ETF 2549009RSRB70FWDAI16 46090A713 2500-12-31 N/A 0.00 7776.00 439655.04 Equities ISHARES TR GLOBAL REIT ETF 549300254BKG04Y2B303 46434V647 2500-12-31 N/A 0.00 32274.00 921422.70 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 46429B663 2500-12-31 N/A 0.00 95400.00 2739888.00 Equities ISHARES TR CORE S&P US GWT 549300JOHA1VZHAEBP32 464287671 2500-12-31 N/A 0.00 99.00 18051.66 Equities INNOVATOR ETFS TRUST EQUI AUTO IN ETF 529900BXGQ9LDI6VPR34 45784N593 2500-12-31 N/A 0.00 132.00 3008.28 Equities SIMPLIFY EXCHANGE TRADED FUNDS US EQT PLS CNVEX 549300YJCONMPU506325 82889N103 2500-12-31 N/A 0.00 122.00 5465.17 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 464288224 2500-12-31 N/A 0.00 36374.00 642728.58 Equities REX ETF TR AUTOCALLABLE IN 529900NQZTXC7BSSO446 761562859 2500-12-31 N/A 0.00 100.00 2457.50 Equities RBB FD INC US TREASY 2 YR 549300KBNTAMGFURJA42 74933W486 2500-12-31 N/A 0.00 62.00 2968.56 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5677.00 56656.46 Equities TIDAL TRUST II YIELD MARA ETF 254900BEGBJAGQW51L66 88636R602 2500-12-31 N/A 0.00 2100.00 10038.00 Equities TOUCHSTONE ETF TRUST DYNAMIC INTL ETF 5493000I9YO8FAE9UP04 89157W608 2500-12-31 N/A 0.00 2863.00 129459.13 Equities TIDAL TRUST II YIELD RDDT ETF 254900AI8LVB4JCDGY69 88636V421 2500-12-31 N/A 0.00 3000.00 56640.00 Equities FIRST TR EXCHANGE TRADED FD VI NASDAQ BK ETF 549300ZS47H4OX133554 33738R860 2500-12-31 N/A 0.00 5149.00 217823.30 Equities FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT 549300XQG1DXCIO5RA29 33736N101 2500-12-31 N/A 0.00 470.00 20472.82 Equities FIDELITY COVINGTON TRUST CRYPTO IND & DIG 5493000W2GFOGPRX0Z53 316092196 2500-12-31 N/A 0.00 71.00 2976.19 Equities FLEXSHARES TR MORNSTAR UPSTR 549300NRG12H5S0TF735 33939L407 2500-12-31 N/A 0.00 2100.00 111405.00 Equities FLEXSHARES TR US QT LW VLTY 549300L25VDMC1O71Y42 33939L654 2049-01-01 N/A 0.00 3598.00 280212.24 Equities FIDELITY SOLANA FD BENEFICIAL INT 254900Q9231L0RUCAR39 31641G104 2500-12-31 N/A 0.00 40.00 353.60 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities EA SERIES TRUST STRI TOTA BD ETF 5493000HCDUWNY21XQ62 02072L458 2500-12-31 N/A 0.00 9400.00 182266.00 Equities THE ALGER ETF TRUST AI ENABLERS ADOP 254900BTUPGAL2843P02 015564503 2500-12-31 N/A 0.00 96959.00 4111614.27 Equities ABRDN ETFS BBRG ALL COMMDY 549300QSPU0RXYOLEO32 003261203 2500-12-31 N/A 0.00 58.00 2091.48 Equities ALTSHARES TRUST MERGER ARBITRAGE 549300253RKVXL6EB213 02210T108 2500-12-31 N/A 0.00 17998.00 533026.97 Equities AMERICAN CENTY ETF TR AVANTIS US LARG 5493000ANZ2ZIWJ5YV47 025072158 2500-12-31 N/A 0.00 49.00 4351.69 Equities META PLATFORMS INC CL A BQ4BKCS1HXDV9HN80Z93 30303M102 2500-12-31 N/A 0.00 20073.00 10819949.19 Equities FUNDVANTAGE TR POLE FOCU GR ETF 254900Q74LBCDNXKDL81 36087T395 2500-12-31 N/A 0.00 562.00 12259.52 Equities FOUR CORNERS PPTY TR INC COM 549300SVTPZPBDVNER42 35086T109 2500-12-31 N/A 0.00 587310.00 14999897.40 Equities FIDELITY COVINGTON TRUST ENH MID COR ETF 2549003NJCOKCCKD9V92 31609A503 2500-12-31 N/A 0.00 1482.00 60865.74 Equities SIMPLIFY EXCHANGE TRADED FUNDS GOLD STRATEGY ET 52990021UFP7TNAY7T68 82889N426 2500-12-31 N/A 0.00 6626.00 208785.26 Equities SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES 549300WB4VYZON2V0562 82889N699 2500-12-31 N/A 0.00 57313.00 1549170.39 Equities OUTSET MED INC COM NEW N/A 690145206 2500-12-31 N/A 0.00 95332.00 452827.00 Equities PACER FDS TR TRENDPILOT 100 549300N6C4GN7VQ6FP19 69374H303 2500-12-31 N/A 0.00 35.00 2886.71 Equities SCHWAB STRATEGIC TR US REIT ETF 549300OLDKO120DR6467 808524847 2500-12-31 N/A 0.00 43834.00 1069549.60 Equities SEI EXCHANGE TRADED FUNDS SELE INTL EQ ETF 254900W2XXBX2RP8AS34 81589A700 2500-12-31 N/A 0.00 123728.00 4509118.49 Equities PROSHARES TR ULTRA ETHER ETF 529900UXRBTITWHZ2A11 74350P550 2500-12-31 N/A 0.00 1601.00 93162.19 Equities ADVISORS INNER CIRCLE FD III STRATEGAS GBL PO 549300JZLO1JO0JT0Z52 00775Y652 2500-12-31 N/A 0.00 2619.00 96599.20 Equities T ROWE PRICE EXCHANGE-TRADED US EQUI RESH ETF 549300G9627FK2SYEV38 87283Q503 2500-12-31 N/A 0.00 25.00 1170.00 Equities EMPERY DIGITAL INC COM NEW 254900YNQ643TK62S464 92864V608 2500-12-31 N/A 0.00 91581.00 282069.48 Equities THEMES ETF TR LEVERAGE SHS 2X 529900WOMBG03ER1NZ41 88340W681 2500-12-31 N/A 0.00 3000.00 34140.00 Equities SPDR SERIES TRUST ST STR SP600 SML 549300NYZX301TBLUJ08 78468R853 2500-12-31 N/A 0.00 5400.00 305478.00 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 464286822 2500-12-31 N/A 0.00 9300.00 717123.00 Equities SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME 529900TG4KRPU18D6A47 82889N335 2500-12-31 N/A 0.00 149280.00 3775291.20 Equities INVESCO EXCHANGE-TRADED FD TR SOLAR ETF 549300Q2OQ2U87KJR762 46138G706 2500-12-31 N/A 0.00 31373.00 1563630.32 Equities SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF 5493008E96H37SFV0515 82889N830 2500-12-31 N/A 0.00 17651.00 364140.13 Equities MATTHEWS ASIA FDS KOREA ACTIVE ETF 549300J3JC0U2LMBV296 577125784 2500-12-31 N/A 0.00 30.00 1618.80 Equities MATTHEWS ASIA FDS KOREA ACTIVE ETF 549300J3JC0U2LMBV296 577125784 2500-12-31 N/A 0.00 208.00 11223.68 Equities ISHARES TR CORE S&P500 ETF 5493007M4YMN8XL48C14 464287200 2500-12-31 N/A 0.00 20043.00 14936043.60 Equities ISHARES TR NATIONAL MUN ETF 549300H21FUYFQW9N157 464288414 2500-12-31 N/A 0.00 6194.00 655077.44 Equities INVESCO EXCHANGE-TRADED FD TR SR LN ETF 549300SIHU6DQELRNG59 46138G508 2500-12-31 N/A 0.00 37694.00 768203.72 Equities ISHARES TR MSCI PHILIPS ETF 54930043SLQ30SHQRM91 46429B408 2500-12-31 N/A 0.00 6068.00 155886.92 Equities ISHARES TR TIPS BD ETF 549300EHD1VQKMRQ0829 464287176 2500-12-31 N/A 0.00 75.00 8080.50 Equities ISHARES TR CORE S&P500 ETF 5493007M4YMN8XL48C14 464287200 2500-12-31 N/A 0.00 85.00 63342.00 Equities ISHARES INC MSCI THAILND ETF 54930063LOS2SG1Q8O13 464286624 2500-12-31 N/A 0.00 99.00 7141.86 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 464286772 2500-12-31 N/A 0.00 69.00 11123.49 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 464286772 2500-12-31 N/A 0.00 92977.00 14988822.17 Equities ISHARES TR NEW YORK MUN ETF 549300U0W2QKLJLFRJ55 464288323 2500-12-31 N/A 0.00 6800.00 359788.00 Equities MAN ETF SER TR ACTIVE TREND 254900RGLAZFC3AA6Z97 56164V303 2500-12-31 N/A 0.00 4985.00 148954.29 Equities INVESCO EXCHANGE-TRADED FD TR RAFI DVLPD MRKTS 549300ESOGB03433R002 46138E743 2500-12-31 N/A 0.00 3480.00 270048.00 Equities EXCHANGE LISTED FDS TR PLUS KOREA DEFE 5299006DUWIX3AEL2A58 30151E491 2500-12-31 N/A 0.00 39.00 1471.47 Equities DIREXION SHARES ETF TRUST DAILY CSI CHINA 5493004DL9Z1W68X0I07 25460G187 2500-12-31 N/A 0.00 62.00 1522.72 Equities DIREXION SHARES ETF TRUST DAI GOL BUL ETF 549300MB9DTLS8R65137 25460G781 2500-12-31 N/A 0.00 17.00 2019.60 Equities DIREXION SHARES ETF TRUST DAIL UNH BUL ETF N/A 25461H580 2500-12-31 N/A 0.00 100.00 5631.64 Equities COLUMBIA ETF TR II INDIA CONSMR ETF 549300U1UWFK3M3QVP09 19762B707 2500-12-31 N/A 0.00 400.00 24747.44 Equities CATERPILLAR INC COM WRJR7GS4GTRECRRTVX92 149123101 2500-12-31 N/A 0.00 10431.00 8440139.34 Equities CALAMOS ETF TR NASDAQ AUTOCALLL 529900U2V62FJWS55H52 12811T530 2500-12-31 N/A 0.00 40.00 1017.60 Equities CAPITAL GROUP DIVIDEND GROWERS SHS ETF 5493000KGK6EVJUBUN67 14021L109 2500-12-31 N/A 0.00 11545.00 443674.35 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 45500.00 44966.44 U.S. Treasuries (including strips) BANK MONTREAL MEDIUM CALL NRGU 45 N/A 063679427 2500-12-31 N/A 0.00 56.00 2450.00 Equities AYTU BIOPHARMA INC COM 549300SMWHEALCU7Q019 054754858 2500-12-31 N/A 0.00 14919.00 32075.85 Equities ALPS ETF TR SECTR DIV DOGS 54930017GDX1OBBE1G57 00162Q858 2500-12-31 N/A 0.00 18.00 1293.96 Equities ALPS ETF TR EQUAL SEC ETF 549300DIPNPLSZDP3V51 00162Q205 2500-12-31 N/A 0.00 30.00 1523.70 Equities FLEXSHARES TR STOXX GLOBR INF 549300M226QPIG4QNV60 33939L795 2500-12-31 N/A 0.00 57400.00 3751090.00 Equities COINSHARES ETF TR COINSHARES BITCN 549300F3TDGZL6ZW5O47 91917A207 2500-12-31 N/A 0.00 53.00 2802.11 Equities VANGUARD ADMIRAL FDS INC MIDCP 400 IDX N/A 921932885 2500-12-31 N/A 0.00 40.00 5098.40 Equities BARINTHUS BIOTHERAPEUTICS PLC ADS 213800KQ9EAOKPWN8A33 91864C107 2500-12-31 N/A 0.00 2526.00 1409.00 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 02079K305 2500-12-31 N/A 0.00 44955.00 14999685.30 Equities ABRDN ETFS BBRG ALL COMD K1 549300PWXO8WGDSMS419 003261104 2500-12-31 N/A 0.00 49.00 1175.02 Equities ADVISORS INNER CIRCLE FD II CULLEN ENHANCED 5299008KQDA92PM3A019 00791R707 2500-12-31 N/A 0.00 600.00 16440.00 Equities ALLSPRING EXCHANGE TRADED FUND SMID CORE ETF 254900BG20WT3WCDIF98 01989A704 2500-12-31 N/A 0.00 45.00 1534.50 Equities ADVISORSHARES TR HVAC INDUS ETF 529900FVXPKF248FDC78 00768Y271 2500-12-31 N/A 0.00 5456.00 189243.54 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ FT GEN200 549300GPI35ZCTF27915 46138G482 2500-12-31 N/A 0.00 5652.00 239703.58 Equities GOLDMAN SACHS ETF TR MSCI WORLD PRIV 984500068ED014FA4337 38149W457 2500-12-31 N/A 0.00 1411.00 84279.59 Equities HARTFORD FDS EXCHANGE TRADED T DYNAMIC BOND ETF 254900JC02M3QDW7E853 41653L842 2500-12-31 N/A 0.00 100.00 3882.50 Equities ETF SER SOLUTIONS DEFI DRON MO ETF 529900VR4RCOVTARFC14 26922B394 2500-12-31 N/A 0.00 99.00 2342.34 Equities DIREXION SHARES ETF TRUST DAILY S&P OIL & 549300UOLMLVGDCGJM06 25460G500 2500-12-31 N/A 0.00 86.00 3360.88 Equities ENTREPRENEURSHARES SERIES TRUS ERSH PRI PUB ETF 5493004Z5W4ALQTA2M10 293828877 2500-12-31 N/A 0.00 96.00 1797.12 Equities CITIUS ONCOLOGY INC COM N/A 17331Y109 2500-12-31 N/A 0.00 97628.00 55062.19 Equities BANK MONTREAL MEDIUM NT LKD 38 N/A 06368B504 2500-12-31 N/A 0.00 50.00 3650.00 Equities FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS 549300H5H50JELOPN794 33738R779 2500-12-31 N/A 0.00 1116.00 63946.80 Equities GOLDMAN SACHS ETF TR S&P 500 PREMIUM 9845002BXC9E101O3D02 38149W622 2500-12-31 N/A 0.00 81.00 4458.24 Equities INTEL CORP COM KNX4USFCNGPY45LOCE31 458140100 2500-12-31 N/A 0.00 164600.00 14999998.00 Equities GLOBAL X FDS GB MSCI AR ETF 5493002TMUWISFBTZV19 37950E259 2500-12-31 N/A 0.00 92.00 8845.80 Equities GLOBAL SELF STORAGE INC COM N/A 37955N106 2500-12-31 N/A 0.00 8833.00 44959.97 Equities PRINCIPAL EXCHANGE TRADED FDS SPECTRUM PREFERR 5493003JOM7LAJFFCX42 74255Y763 2500-12-31 N/A 0.00 200.00 3852.00 Equities PALANTIR TECHNOLOGIES INC CL A 549300UVN46B3BBDHO85 69608A108 2500-12-31 N/A 0.00 30551.00 3735165.26 Equities KRANESHARES TRUST 2X LNG PDD ETF 254900E747V2RQ52WZ93 500767330 2500-12-31 N/A 0.00 108000.00 638377.20 Equities VANGUARD INDEX FDS MRNGSTR TTL STK N/A 922908769 2500-12-31 N/A 0.00 48.00 17580.96 Equities T ROWE PRICE EXCHANGE-TRADED CAP APPRECIATION 254900NAQ4BORDZJ5A89 87283Q867 2500-12-31 N/A 0.00 40.00 1645.20 Equities VROOM INC COM NEW N/A 92918V307 2500-12-31 N/A 0.00 20940.00 144486.00 Equities STRATUS PPTYS INC COM NEW 5493008I6ZRDZWT8ZZ15 863167201 2500-12-31 N/A 0.00 21800.00 422920.00 Equities TIDAL TRUST II YIELD UNIVE ETFS 2549007DOGR9C4EMDK96 88636J659 2500-12-31 N/A 0.00 1432.00 10525.20 Equities 2023 ETF SERIES TRUST PICT AI AUTO ETF 2138007469AV56AEOY70 900934704 2500-12-31 N/A 0.00 3351.00 103558.63 Equities SIMPLIFY EXCHANGE TRADED FUNDS VOLATILITY PREM 549300CF4TTP7FLGVJ11 82889N863 2500-12-31 N/A 0.00 230.00 3594.90 Equities SCHWAB STRATEGIC TR LONG TERM US 5493006AVMCWPOJLOR38 808524680 2500-12-31 N/A 0.00 3705.00 111631.65 Equities TIDAL TRUST II DEFIA AI PWR ETF 2549003NNK7NSBNZI496 88636R479 2500-12-31 N/A 0.00 456.00 12973.20 Equities SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF 529900TNQC7Y15KAT459 82889N368 2500-12-31 N/A 0.00 77503.00 2177834.30 Equities GOLDMAN SACHS ETF TR ACCESS US AGRAT 549300ECJ6IPOGEJ9870 38149W101 2500-12-31 N/A 0.00 20300.00 824180.00 Equities NORTHERN FDS 2045 TAX-EXEMPT 254900B72DEKH0AIB776 665162160 2500-12-31 N/A 0.00 105.00 10581.38 Equities KRANESHARES TRUST CHINA TECHNO & S 549300KP7V75G1O7ZY91 500767694 2500-12-31 N/A 0.00 86865.00 2071730.25 Equities NORTHERN LTS FD TR IV INSPIRE 100 ETF 549300P3L2VZT2BEZ023 66538H534 2500-12-31 N/A 0.00 83.00 4485.32 Equities SCHWAB STRATEGIC TR MORTGAGE BACKED 254900LGB2VUX87D8S92 808524615 2500-12-31 N/A 0.00 100.00 2510.00 Equities INVESCO ACTIVELY MANAGED EXCHA INVESCO TOP QQQ 2549004VNWRP6Q2C8A76 46090A671 2500-12-31 N/A 0.00 3833.00 150227.15 Equities INNOVATOR ETFS TRUST QUITY MANAGD FLR 549300J7NVPF4YSWOG58 45783Y673 2500-12-31 N/A 0.00 33.00 1260.60 Equities INVESCO EXCHANGE-TRADED FD TR CHINA TECHNLGY 549300PS11RST4YBXW12 46138E800 2500-12-31 N/A 0.00 1221.00 60622.65 Equities LISTED FDS TR HORI KI INFL ETF 5493002HSH81OPEVAK36 53656F623 2500-12-31 N/A 0.00 59.00 3028.47 Equities INVESCO ACTIVELY MANAGED EXCHA QQQ INC ADV ETF 254900ZOJ7ERT3IN7R51 46090A689 2500-12-31 N/A 0.00 22917.00 1239007.60 Equities INVESCO EXCHANGE TRADED FD TR INVESCO MSCI 549300O3D3IUFT3CTM23 46137V407 2500-12-31 N/A 0.00 50.00 2307.63 Equities INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT 254900OA6JEFKO7YOQ56 46127B403 2500-12-31 N/A 0.00 848.00 54568.29 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ 100 ETF 549300TKJ3EA6QHM7D23 46138G649 2500-12-31 N/A 0.00 49.00 13786.15 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2027 CB 5493004CHN912LM2Y554 46138J783 2500-12-31 N/A 0.00 24400.00 478362.00 Equities INVESCO EXCHANGE TRADED FD TR S&P 100 EQL WIGH 549300CWYWYS3J3MXN45 46137V449 2500-12-31 N/A 0.00 220.00 28617.60 Equities INVESCO EXCHANGE-TRADED FD TR S&P 500 MOMNTM 549300QP2QUH1GGTQU53 46138E339 2500-12-31 N/A 0.00 46.00 6597.32 Equities LISTED FDS TR ROUNDHILL BALL 549300B4Z0KX18RBL957 53656F417 2500-12-31 N/A 0.00 594.00 11173.14 Equities DIREXION SHARES ETF TRUST DAILY AEROSPACE 549300VG68HYTVDG1738 25460E661 2500-12-31 N/A 0.00 40.00 2950.40 Equities DIREXION SHARES ETF TRUST DAI GOL BEA ETF 549300HIQ2RB0ZCO0820 25461A189 2500-12-31 N/A 0.00 133.00 7910.84 Equities DIREXION SHARES ETF TRUST DA TE BE 3X ETF 2W17JRUPUUYX24VGL682 25461H317 2500-12-31 N/A 0.00 98.00 7350.00 Equities DIMENSIONAL ETF TRUST EMGR CRE EQT MNG 549300U8W9ABLYGQV397 25434V302 2500-12-31 N/A 0.00 192400.00 7186140.00 Equities SIMPLIFY EXCHANGE TRADED FUNDS AGGREGATE BD ETF 549300B8RWCP96ER9S22 82889N723 2500-12-31 N/A 0.00 30491.00 605551.26 Equities PRAXIS FDS IMPA LA GROW ETF 529900Y4651IAQRMT990 74006E736 2500-12-31 N/A 0.00 53.00 2028.18 Equities DIREXION SHARES ETF TRUST DAILY S&P OIL & 549300UOLMLVGDCGJM06 25461H283 2500-12-31 N/A 0.00 77.00 3160.85 Equities DIMENSIONAL ETF TRUST GLOBAL REAL EST 549300R2L5S5H4HG1N60 25434V658 2500-12-31 N/A 0.00 43300.00 1296839.33 Equities DIREXION SHARES ETF TRUST DAI 710 BUL ETF I35C6SMU40O0GTKBNL21 25459W565 2500-12-31 N/A 0.00 123.00 2803.17 Equities AURINIA PHARMACEUTICALS INC COM 5299008YP2BW4570ML28 05156V102 2500-12-31 N/A 0.00 9299.00 139485.00 Equities VANECK ETF TRUST IG FLOA RATE ETF 549300KYMEXRFZZLM685 92189F486 2500-12-31 N/A 0.00 416881.00 10667984.79 Equities TREACE MED CONCEPTS INC COM N/A 89455T109 2500-12-31 N/A 0.00 754748.00 3305796.24 Equities SPDR SERIES TRUST STATE STRET SPDR 984500D58F9EV0X92F27 78468R440 2500-12-31 N/A 0.00 49.00 1765.96 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US B 549300C3ZT0PEHCP8469 808524789 2500-12-31 N/A 0.00 64.00 1981.44 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 29400.00 29717.36 U.S. Treasuries (including strips) HARTFORD FDS EXCHANGE TRADED T MUN OPORTUNITE 549300NHT5DKUBQSM732 41653L503 2500-12-31 N/A 0.00 2700.00 104016.69 Equities SPDR INDEX SHS FDS ST DOW GLOBA ETF 549300NEMKJTY73KOC44 78463X749 2500-12-31 N/A 0.00 57626.00 2964281.44 Equities VANECK ETF TRUST REAL ASSETS ETF 5493002UTPGW67UP1895 92189F130 2500-12-31 N/A 0.00 7348.00 290172.52 Equities VANGUARD WORLD FD ENERGY ETF N/A 92204A306 2500-12-31 N/A 0.00 1140.00 189559.20 Equities SPDR SERIES TRUST ST STR CONV ETF 549300IXKU3G7R6DMX93 78464A359 2500-12-31 N/A 0.00 5089.00 516482.61 Equities VANECK ETF TRUST DIGI TRANSFRM 549300QJITMI6I2QLK07 92189H821 2500-12-31 N/A 0.00 10203.00 186204.75 Equities Y 2026-08-03 2026-10-29 2027-02-12 Y BOFA SECURITIES INC 1.0000 90 N N N 0.0430 300000000.00 300000000.00 0.0008 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.660000% ARP1K02M9 ZBUT11V806EZRVTWT807 0000782124 ARP1K02M9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 405669600.00 249999546.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 78818000.00 74999407.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 189656300.00 185721999.62 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-07 2026-08-17 Y JP MORGAN SECURITIES LLC 1.0000 7 N N N 0.0366 500000000.00 500000000.00 0.0013 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.220000% ARP1K08X9 VYVVCKR63DVZZN70PB21 0001224385 ARP1K08X9 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y UPGRADE AUTO RECV 2025-1 A-4 20311015 4.5 254900GMCGPEMKJRNA46 91531AAD6 2031-10-15 4.590000 0.00 3393000.00 3347706.84 Asset-Backed Securities VOYA CLO 2018-2 LTD F 20310715 FLT N/A 92917TAC9 2031-07-15 11.304500 0.00 2000000.00 776410.19 Asset-Backed Securities AMERICAN CRT ACC REC TR 2026-1 E 20331212 0.0 N/A 02531FAJ9 2033-12-12 6.720000 0.00 9193000.00 9232434.91 Asset-Backed Securities APEX CREDIT CLO LTD 2019-RR F-RR 20370720 FLT 213800A4LKICR8RI2E80 03754BAG2 2037-07-20 14.125200 0.00 4065000.00 3876146.34 Asset-Backed Securities AMERICAN CR ACC REC TR 2026-3 E 20340608 7.1 N/A 024958AJ9 2034-06-08 7.150000 0.00 54350000.00 54245113.58 Asset-Backed Securities AMERICAN CR ACCPT RE TR 2025-3 E 20330613 6.7 N/A 02528EAJ7 2033-06-13 6.770000 0.00 21860000.00 22246835.76 Asset-Backed Securities DEEPHAVEN RES MTG TR 2026-CES1 A-IO-S 20610325 FLT N/A 24380YAH8 2061-03-25 0.180000 0.00 286536414.00 1140433.17 Asset-Backed Securities DEEPHAVEN RES MTG TR 2026-CES1 B-3 20610325 FLT N/A 24380YAG0 2061-03-25 8.983300 0.00 2273547.00 2206336.59 Asset-Backed Securities BLUEMOUNTAIN CLO LTD 2021-28 SUB 20340417 FLT 5493001GLQHON6UV2U40 09630TAC9 2034-04-17 0.00 0.00 5000000.00 1450000.00 Asset-Backed Securities DAILYPAY SEC TR 2025-1 D 20280626 8.5 N/A 233824AD3 2028-06-26 8.530000 0.00 1505000.00 1513562.95 Asset-Backed Securities ZAYO ISSUER LLC 2026-1 C 20560420 7.7 N/A 98919WAY9 2056-04-20 7.784000 0.00 47900000.00 48236327.17 Asset-Backed Securities PRET TR 2025-RPL1 XS 20690725 FLT N/A 69392FAR8 2069-07-25 0.00 0.00 403630366.00 751203.10 Asset-Backed Securities TIKEHAU US CLO I LTD E 20350118 FLT 254900EJZB0M481N4R06 88676JAA4 2035-01-18 10.900800 0.00 1300000.00 1083928.05 Asset-Backed Securities ZAYO ISSUER LLC 2025-1 C 20550320 8.6 N/A 98919WAE3 2055-03-20 8.659000 0.00 5000000.00 5144149.03 Asset-Backed Securities ZAYO ISSUER LLC 2025-2 C 20550620 9.4 N/A 98919WAL7 2055-06-20 9.489000 0.00 24500000.00 25727558.22 Asset-Backed Securities PAGAYA AI DEBT TRUST 2024-7 D 20311215 10. N/A 69548MAA3 2031-12-15 10.895000 0.00 8400000.00 3107741.92 Asset-Backed Securities WESTLAKE AUTO REC TR 2026-1 E 20330315 6.4 N/A 96043BAH5 2033-03-15 6.470000 0.00 21295000.00 21256467.89 Asset-Backed Securities MERCURY FINL CR C 8.29 22DEC31 144A N/A 58940BBH8 2031-12-22 8.290000 0.00 12000000.00 11877516.67 Asset-Backed Securities TABERNA PREF FDG V 2006-5 A-2L 20360805 FLT VZLY0S8U2GEIK6ZPGP62 87331BAD4 2036-08-05 4.719700 0.00 12000000.00 3052735.54 Asset-Backed Securities TCI-SYMPHONY CLO 2017-1 INC NT 20300715 FLT N/A 87233LAA7 2030-07-15 0.00 0.00 5000000.00 1195355.00 Asset-Backed Securities LOHRASP ENTERPRISE LLC 2026-1 A-2-I 20560717 5.5 N/A 54143VAA4 2056-07-17 5.512000 0.00 3000000.00 2997690.67 Asset-Backed Securities MISSION LN CR CD MT TR 2024-B D 20300115 0.0 N/A 60510MBH0 2030-01-15 9.160000 0.00 4000000.00 4028908.44 Asset-Backed Securities OPORTUN ISSUANCE TRUST 2025-D E 20330208 10. N/A 68379HAE2 2033-02-08 10.820000 0.00 7500000.00 7564663.33 Asset-Backed Securities PRPM LLC 2024-RCF2 M-2 20540325 FLT N/A 693987AE9 2054-03-25 3.750000 0.00 1150000.00 1101275.65 Asset-Backed Securities THAYER PK CLO 2017-R LTD D-R 20340420 FLT 5493000PRLDBEVKBE571 88330PAE0 2034-04-20 10.240800 0.00 2000000.00 1439918.28 Asset-Backed Securities PRET LLC 2025-NPL9 A-1 20550825 FLT 254900IWII23Q41Y2V47 740937AA5 2055-08-25 5.391200 0.00 280000.00 247865.99 Asset-Backed Securities MISSION LN CR CD MT TR 2024-B E 20300115 0.0 N/A 60510MBJ6 2030-01-15 12.190000 0.00 3000000.00 3022841.33 Asset-Backed Securities ISLAND FINANCE TR 2025-1 C 20350319 10. N/A 463920AC2 2035-03-19 10.000000 0.00 760000.00 767292.11 Asset-Backed Securities PRET TR 2025-RPL1 B-1 20690725 FLT N/A 69392FAH0 2069-07-25 4.521400 0.00 10696050.00 7056381.35 Asset-Backed Securities MILFORD PK CLO,LTD 2022-R E-R 20380120 FLT N/A 59967DAG3 2038-01-20 8.579200 0.00 4000000.00 3497885.70 Asset-Backed Securities MERCURY FINL CR MAS TR 2026-2 E 20320621 8.4 N/A 58940BBT2 2032-06-21 8.470000 0.00 5500000.00 5483269.30 Asset-Backed Securities THOR 2026-A LLC D 20430415 10. N/A 884919AD3 2043-04-15 10.240000 0.00 2000000.00 1822840.92 Asset-Backed Securities WESTLAKE AUTO REC TR 2024-3 E 20311215 6.9 N/A 96043CAH3 2031-12-15 6.970000 0.00 50000000.00 47987388.90 Asset-Backed Securities MAGNETITE LTD 2023-36R E-R 20380726 FLT 549300M0875JBMUL0W79 559914AE6 2038-07-26 8.810200 0.00 4000000.00 3981555.62 Asset-Backed Securities MAGNETITE LIMITED 2019-23R2 E-R2 20350125 FLT 549300WG00K34O9YA435 55954RAL4 2035-01-25 8.410200 0.00 1670000.00 1586607.65 Asset-Backed Securities FLAGSHIP CREDIT AUTO 2024-3 E 20320115 8.8 N/A 33843YAJ6 2032-01-15 8.830000 0.00 2000000.00 1838308.89 Asset-Backed Securities EXETER AUTOMBL REC TR 2025-1 E 20320915 7.4 N/A 30167MAG2 2032-09-15 7.480000 0.00 8000000.00 8264811.56 Asset-Backed Securities ELMWOOD CLO LTD 22-15R E-R 20350423 FLT N/A 29003KAE1 2035-04-23 9.733200 0.00 640000.00 625890.12 Asset-Backed Securities EXETER ATMB REC TR 2026-2 E 20331115 7.5 N/A 30166WAG1 2033-11-15 7.540000 0.00 2000000.00 2016358.22 Asset-Backed Securities CONSOLIDATED COMM LLC 2025-1 C 20550520 9.4 N/A 209031AC7 2055-05-20 9.408000 0.00 10000000.00 10379536.66 Asset-Backed Securities HERTZ VEHICLE FIN 2026-2 LLC D 20321125 8.6 549300MNOMKDMDFI8J66 42806MEP0 2032-11-25 8.600000 0.00 910000.00 912189.76 Asset-Backed Securities TRINITAS CLO 2020-12 LTD E 20330425 FLT 254900G1XMKSN9WBVL66 89641NAE7 2033-04-25 11.471800 0.00 3000000.00 2717263.92 Asset-Backed Securities ROCKFORD TOWER CLO 2022-3R E-R 20370720 FLT N/A 77341YAE1 2037-07-20 11.149200 0.00 8675000.00 8106325.15 Asset-Backed Securities OCTAGON INV PRT 2020-50R LTD E-R 20350116 FLT N/A 67592NAE2 2035-01-16 10.814500 0.00 3000000.00 2999260.37 Asset-Backed Securities SALUDA GRADE ALTERNATIVE 2026- A-1A 20560626 FLT N/A 79589WAA0 2056-06-26 5.224400 0.00 8750000.00 8436074.29 Asset-Backed Securities NIAGARA PK CLO LTD 2019-1RR E-RR 20380119 FLT N/A 65357KAG2 2038-01-19 9.849500 0.00 600000.00 527232.97 Asset-Backed Securities PRET TR 2025-RPL3 B-1 20650425 FLT N/A 69382RAH6 2065-04-25 4.649600 0.00 12477300.00 9427243.67 Asset-Backed Securities LEGACY MTG ASSET TR 2021-GS5 A1 20670725 FLT N/A 52475XAA2 2067-07-25 6.250000 0.00 560000.00 273271.07 Asset-Backed Securities REPUBLIC FIN ISSUANC TR 2024-A D 20320820 9.4 N/A 76041RAD3 2032-08-20 9.490000 0.00 1200000.00 1206213.27 Asset-Backed Securities RCKT MTG TR 2026-CES4 B-1 20560425 FLT 254900CKI9AZ0W58BI27 74940CAG6 2056-04-25 6.639000 0.00 8549000.00 8441227.03 Asset-Backed Securities STRIKE ACCEP AT FDG TR 2025-1 A 20320415 5.8 N/A 86332RAA6 2032-04-15 5.840000 0.00 3000000.00 1043208.74 Asset-Backed Securities WELLFLEET CLO 2022-1 LTD E-R 20370715 FLT N/A 94950UAE6 2037-07-15 11.502900 0.00 3200000.00 2930791.71 Asset-Backed Securities ARES CLO LTD 2021-61 SUB 20341020 FLT N/A G3341EAB0 2034-10-20 0.00 0.00 2550000.00 1133956.95 Asset-Backed Securities AVIS BUGT RENT CAR FDG 2024-2 D 20281020 7.4 IHXLB8SL0QWSSG2VG640 05377RKK9 2028-10-20 7.430000 0.00 160000.00 162284.68 Asset-Backed Securities AVIS BUDGET RENT CAR FDG 23-3 D 20280220 7.3 IHXLB8SL0QWSSG2VG640 05377RKH6 2028-02-20 7.320000 0.00 100000.00 100741.37 Asset-Backed Securities ATLANTIC AVE 2025-4 LTD 2025-4 E 20381015 FLT 254900VARY5P5QYLKJ76 04822QAA8 2038-10-15 9.902900 0.00 5750000.00 5603290.46 Asset-Backed Securities EXETER AUTO REC TR 2024-1 E 20310815 7.8 N/A 30167PAG5 2031-08-15 7.890000 0.00 4847000.00 5020593.69 Asset-Backed Securities CARVAL CLO LTD 2019-2R2 E-R2 20320420 FLT N/A 14686CAJ4 2032-04-20 10.229200 0.00 4100000.00 3918269.93 Asset-Backed Securities CHERRY SECURITIZN TR 2024-1 A 20320415 5.7 N/A 164737AA6 2032-04-15 5.700000 0.00 31914000.00 32054049.26 Asset-Backed Securities CARVANA AUTO RECS TR 2021-N3 E 20280612 3.1 N/A 14687GAF2 2028-06-12 3.160000 0.00 2000000.00 662184.38 Asset-Backed Securities ATLAS SENIOR LN FD LTD 2018-10 E 20310115 FLT N/A 04942KAA6 2031-01-15 9.714500 0.00 3910000.00 85831.50 Asset-Backed Securities MADISON PARK FUND LTD 2018-31R E-R 20370723 FLT N/A 55819EAE4 2037-07-23 10.152200 0.00 1775000.00 1603137.47 Asset-Backed Securities OCTAGON INVSTMNT PTRS 2018-39 SUB 20301021 FLT N/A 67592AAE0 2030-10-21 0.00 0.00 2800000.00 16738.40 Asset-Backed Securities MAGNETITE XIX LTD 2017-19 SUB NT 20300717 FLT 5493000OP4ZUZOOM1U45 55954JAE8 2030-07-17 0.00 0.00 11929792.00 4660755.00 Asset-Backed Securities MADISON PARK FDG XIV 2014-14RR E-R 20301022 FLT 254900Q2IOW6JYPYIV98 55818TAG7 2030-10-22 9.794800 0.00 2711250.00 2551038.73 Asset-Backed Securities OCTAGON INVST PART 2021-49 SUB 20330118 FLT N/A 67578DAC6 2033-01-18 0.00 0.00 4250000.00 765000.00 Asset-Backed Securities MFA LLC 2024-NPL1 A-2 20540925 FLT N/A 58004YAB5 2054-09-25 8.955000 0.00 43118000.00 42811193.87 Asset-Backed Securities OHA CREDIT PARTNRS LTD 2021-16 SUB 20341018 FLT N/A 67115MAC6 2034-10-18 0.00 0.00 375000.00 198750.00 Asset-Backed Securities SIXTH STREET CLO LTD 2025-23R E-R 20381018 FLT 2549009LM706L5P4IH84 829930AE6 2038-10-18 8.599500 0.00 1000000.00 984895.50 Asset-Backed Securities GORDON BROTHERS EQU FIN 2026-1 B 20340620 0.0 N/A 38272DAC6 2034-06-20 5.450000 0.00 1000000.00 1002122.78 Asset-Backed Securities AMSR TR 2026-SFR1 F1 20430417 3.7 N/A 66982GAF4 2043-04-17 3.775000 0.00 356000.00 305714.94 Asset-Backed Securities MAGNETITE LIMITED 2023-34R E-R 20380115 FLT 5493007RY5PFZOE8RF76 55954VAG6 2038-01-15 8.252900 0.00 2200000.00 2081912.72 Asset-Backed Securities OAKTREE CLO LTD 2023-2 SUB 20360721 FLT 254900E6646RC82IR359 67402AAC4 2036-07-21 0.00 0.00 10000000.00 6085910.00 Asset-Backed Securities LOBEL AUT RECEIVABLES 2023-2 C 20290615 10. N/A 53949FAC3 2029-06-15 10.040000 0.00 1480000.00 552022.68 Asset-Backed Securities HERTZ VEHICLE FING LLC 2025-1 D 20290925 7.9 549300MNOMKDMDFI8J66 42806MCW7 2029-09-25 7.980000 0.00 2000000.00 2009480.00 Asset-Backed Securities PAGAYA AI TECHNOLOGY 2023-1 G 20401026 3.6 N/A 69547YAQ3 2040-10-26 3.600000 0.00 709000.00 628005.97 Asset-Backed Securities HERTZ VEHICLE FINANCING 2025-6 D 20320525 8.3 549300MNOMKDMDFI8J66 42806MDT3 2032-05-25 8.300000 0.00 1570000.00 1565741.11 Asset-Backed Securities JUNIPER VALLEY PK CLO 2023-1RR E-RR 20360721 FLT 213800ACSV8GAJ4CCO70 48206RAG6 2036-07-21 8.479200 0.00 5512000.00 4952206.08 Asset-Backed Securities GORDON BROTHERS EQU FIN 2026-1 A-2 20340620 0.0 N/A 38272DAB8 2034-06-20 5.150000 0.00 3000000.00 3005382.33 Asset-Backed Securities FIGRE TR 2025-PF1 A 20550625 FLT N/A 316922AA1 2055-06-25 5.758000 0.00 6380000.00 4612362.80 Asset-Backed Securities FIDIUM LLC C 20551220 8.0 N/A 315961AE2 2055-12-20 8.098000 0.00 3600000.00 3679079.00 Asset-Backed Securities B2R MTG TRUST 2015-2 H 20481118 FLT 549300JNS8TBD8XLZ117 05605GAW2 2048-11-18 5.962100 0.00 4706388.00 1782515.95 Asset-Backed Securities BATTALION CLO LTD 2021-18R D-R 20361015 FLT 549300WYAEH0STKIKE49 07134QAU0 2036-10-15 7.464500 0.00 1250000.00 1186821.96 Asset-Backed Securities BAIN CAPITAL CREDIT LTD 2021-4 D 20341020 FLT 254900YJBP8866ZPO033 05685AAL2 2034-10-20 7.090800 0.00 4000000.00 3860626.56 Asset-Backed Securities CEDAR FDG CLO LTD 2021-14R E-R 20371015 FLT N/A 15033GAE3 2037-10-15 11.142900 0.00 1830000.00 1780374.81 Asset-Backed Securities EXETER AUTO REC TR 2024-2 E 20311015 7.9 N/A 30166DAG3 2031-10-15 7.980000 0.00 5000000.00 5232868.33 Asset-Backed Securities FIGRE TR 2025-HE1 A 20550125 FLT N/A 30191LAA7 2055-01-25 5.829000 0.00 13693000.00 9511466.83 Asset-Backed Securities EXETER AUTOMOBLE REC TR 2025-5 E 20330615 7.1 N/A 30166VAN8 2033-06-15 7.150000 0.00 2594000.00 2601625.78 Asset-Backed Securities AFFIRM MASTER TR 2026-3 C 20340815 5.1 N/A 00833BBC1 2034-08-15 5.180000 0.00 1760000.00 1761312.37 Asset-Backed Securities AFFIRM MASTER TRUST 2026-2 E 20350416 7.0 N/A 00833KAE8 2035-04-16 7.060000 0.00 5000000.00 5021083.88 Asset-Backed Securities AMSR TR 2023-SFR2 F-1 20400817 3.9 N/A 00178YAG6 2040-08-17 3.950000 0.00 12680000.00 12017934.94 Asset-Backed Securities AFFIRM ASSET SEC TR 2025-X2 D 20301015 5.2 N/A 00835DAD4 2030-10-15 5.230000 0.00 10000000.00 10022624.45 Asset-Backed Securities AMSR TR 2023-SFR2 F-2 20400817 3.9 N/A 00178YAK7 2040-08-17 3.950000 0.00 2500000.00 2361384.17 Asset-Backed Securities TCW CLO LTD 2021-1R E-R 20380120 FLT 254900KPK0PRXM6I7271 871978AE2 2038-01-20 10.229200 0.00 2750000.00 2566122.88 Asset-Backed Securities BAIN CAPITAL CR CLO LTD 2024-6 SUB NT 20380121 FLT 254900HQYGN91X5XN386 05685YAC0 2038-01-21 0.00 0.00 2000000.00 1278604.00 Asset-Backed Securities CEDAR FUNDING CLO LTD 2013-2 SUB 20300610 FLT 254900Q56WTD2BRLBE32 15032VAA9 2030-06-10 0.00 0.00 10000000.00 3224070.00 Asset-Backed Securities EQUIFIRST MTG LN TR 2004-3 M-9 20341225 FLT N/A 29445FCF3 2034-12-25 7.738900 0.00 212000.00 73570.65 Asset-Backed Securities ELEVATION CLO 2021-12R LTD E-R 20370420 FLT N/A 28623NAE7 2037-04-20 11.209200 0.00 4356000.00 4242068.98 Asset-Backed Securities HERTZ VEHICLE FIN 2026-2 LLC E 20321125 10. 549300MNOMKDMDFI8J66 42806MEQ8 2032-11-25 10.670000 0.00 7890000.00 7902516.17 Asset-Backed Securities HERTZ VEHICLE FIN 2026-1 LLC D 20301125 7.9 549300MNOMKDMDFI8J66 42806MEJ4 2030-11-25 7.910000 0.00 1590000.00 1584537.29 Asset-Backed Securities GLS AUTO SELECT REC TR 2023-1 A-3 20281016 5.9 N/A 36267FAE8 2028-10-16 5.960000 0.00 10730000.00 3117791.07 Asset-Backed Securities LAD AUTO REC TR 2022-1 C 20300415 6.8 N/A 501687AC1 2030-04-15 6.850000 0.00 656000.00 255351.11 Asset-Backed Securities PRPM LLC 2025-RCF3 M-2 20550725 FLT N/A 69392PAF2 2055-07-25 5.250000 0.00 1400000.00 1345993.60 Asset-Backed Securities VOLT CII LLC 2021-NPL11 A-1 20510825 FLT N/A 92873HAA1 2051-08-25 5.867800 0.00 255000.00 3822.20 Asset-Backed Securities ZAYO ISSUER LLC 2025-3 C 20551020 8.4 N/A 98919WAS2 2055-10-20 8.435000 0.00 56208000.00 57611702.68 Asset-Backed Securities TCI-SYMPHONY CLO 2017-1 E 20300715 FLT N/A 87232RAA5 2030-07-15 10.464500 0.00 3250000.00 2967480.43 Asset-Backed Securities SALUDA GRADE ALTERNATIVE 2026- B-2 20560626 FLT N/A 79589WAK8 2056-06-26 8.624400 0.00 770000.00 772619.08 Asset-Backed Securities FIGRE TRUST 2024-HE6 A 20541225 FLT N/A 31684DAA7 2054-12-25 5.724000 0.00 5220000.00 3552142.56 Asset-Backed Securities FIGRE TRUST 2025-HE2 A 20550325 FLT N/A 31684KAA1 2055-03-25 5.775000 0.00 24550000.00 17387678.20 Asset-Backed Securities BAIN CAPITAL CREDIT CLO 2022-5 SUB 20370126 FLT 2549006QHSDKOK7W7A26 05685KAC0 2037-01-26 0.00 0.00 1000000.00 370000.00 Asset-Backed Securities AMERIQUEST MTG SECS 2004-R11 M-2 20341225 FLT N/A 03072SWR2 2034-12-25 3.826700 0.00 9750000.00 647425.03 Asset-Backed Securities AMERIQUEST MTG SECS 2004-R11 M-5 20341225 FLT N/A 03072SWU5 2034-12-25 3.826700 0.00 12250000.00 4329592.82 Asset-Backed Securities ANGEL OAK MTG TR 2025-HB1 M-1 20550225 FLT 254900ZFKOWCY24MSQ94 034936AB0 2055-02-25 6.016100 0.00 9095000.00 9210840.10 Asset-Backed Securities WESTLAKE AUTO REC TR 2025-1 E 20320315 7.3 N/A 96043VAJ7 2032-03-15 7.350000 0.00 53000000.00 53903420.30 Asset-Backed Securities CWCAPITAL COBALT II 2006-2 H 20500426 FLT N/A 12668CAJ0 2050-04-26 5.971800 0.00 2000000.00 3655888.79 Asset-Backed Securities BRIDGECREST LD AUTO SEC 2023-1 E 20300715 10. N/A 108056AG7 2030-07-15 10.370000 0.00 1459000.00 1560766.55 Asset-Backed Securities CIM TR 2025-R1 A-1 20990225 FLT N/A 12575LAA1 2099-02-25 5.000000 0.00 2000000.00 1718603.37 Asset-Backed Securities COLT TR 2021-RPL1 A-1 20610925 1.6 N/A 12598PAA5 2061-09-25 1.665400 0.00 3325000.00 1405163.43 Asset-Backed Securities COMMERCIAL EQUI FIN LLC 2024-1 A 20290716 5.9 N/A 20166RAA6 2029-07-16 5.970000 0.00 135000.00 30480.61 Asset-Backed Securities DRYDEN 77 CLO 2020-77 LTD SUB 20310520 FLT 254900XGNUOV0Y3IBA68 26252YAC9 2031-05-20 0.00 0.00 5406000.00 1959134.40 Asset-Backed Securities STONE TOWER CDO II 2005-2 B-1L 20401117 FLT 549300JEPJKB8PS6CQ68 86176EAF3 2040-11-17 4.754100 0.00 986149.00 12143.06 Asset-Backed Securities TABERNA PREF FDG I 2005-1 C-1 20350705 FLT 549300UVUFF52P87TF20 87330PAF9 2035-07-05 5.811800 0.00 2000000.00 412986.92 Asset-Backed Securities PROGRESS RESIDENTIAL 2025-SFR3 E 20420717 3.3 N/A 74334BAJ6 2042-07-17 3.390000 0.00 1510000.00 1360959.98 Asset-Backed Securities PROGRESS RES TR 2021-SFR9 E-2 20401119 3.0 N/A 74333QAL9 2040-11-19 3.010000 0.00 370000.00 349056.64 Asset-Backed Securities RR 8 LTD 2020-8 SUB 20330415 FLT N/A 74980GAC7 2033-04-15 0.00 0.00 17275000.00 8751324.97 Asset-Backed Securities RCKT MTG TR 2026-CES4 XS 20560425 FLT 254900CKI9AZ0W58BI27 74940CAT8 2056-04-25 3.003100 0.00 551569726.00 38158720.51 Asset-Backed Securities MORGAN STANLY ETN VNC 2022-17A SUB 20350720 FLT 549300RFKYK6CU6TNR14 617923AE7 2035-07-20 0.00 0.00 4800000.00 2642246.40 Asset-Backed Securities GS MTG-BAC SECU TR 2026-AH2 A-1A 20561127 FLT N/A 362984AA4 2056-11-27 5.016100 0.00 5000000.00 4807886.21 Asset-Backed Securities TRINITAS CLO LTD 2021-18 E 20350122 FLT 2549005HDP7QU1IK5W96 89640MAA8 2035-01-22 11.040800 0.00 1000000.00 917193.58 Asset-Backed Securities UNITY-PEACE PK CLO 2022-1 LTD E-R 20350420 FLT N/A 913319AJ8 2035-04-20 10.729200 0.00 1000000.00 867618.37 Asset-Backed Securities US CAP FDG V LTD 2006-5 B-1 20401010 FLT N/A G9301NAD1 2040-10-10 5.259300 0.00 1993000.00 235877.06 Asset-Backed Securities KKR CLO LTD 2022-49R E-R 20371015 FLT N/A 481940AG9 2037-10-15 10.549200 0.00 2500000.00 2396558.42 Asset-Backed Securities RAD CLO LTD 2022-16R E-R 20370715 FLT N/A 75009MAE4 2037-07-15 10.252900 0.00 3000000.00 2775230.56 Asset-Backed Securities RISERVA CLO 2016 SUB 20281018 FLT 549300640C8OB2I8SN35 76761TAC9 2028-10-18 0.00 0.00 3200000.00 474358.40 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 B-5 20591125 FLT N/A 64828XAJ2 2059-11-25 3.823100 0.00 2882900.00 2142423.98 Asset-Backed Securities NEBRGR BRMN LN ADV CL 2021-45R E-R 20361014 FLT 549300BQ0WQMX5H5TS32 64134HAL1 2036-10-14 8.590600 0.00 1240000.00 1162905.04 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 X 20591125 FLT N/A 64828XAL7 2059-11-25 0.00 0.00 59440800.00 362585.53 Asset-Backed Securities RCKT MTG TR 2026-CES4 B-2 20560425 FLT 254900CKI9AZ0W58BI27 74940CAH4 2056-04-25 7.880000 0.00 5516000.00 5482322.98 Asset-Backed Securities HPS LOAN MANAGEMENT 11-2017 F 20300506 FLT N/A 40436WAB5 2030-05-06 11.764900 0.00 1501750.00 128508.41 Asset-Backed Securities ARES CLO TED 2021-60 SUB 20340718 FLT N/A 04018JAC4 2034-07-18 0.00 0.00 14500000.00 3625000.00 Asset-Backed Securities ARES 2023-70 CLO LTD SUB 20351025 FLT N/A 039952AE6 2035-10-25 0.00 0.00 10125000.00 6912003.38 Asset-Backed Securities APIDOS CLO 2020-34 SUB 20330121 FLT 5493001VH1Y9SEPJKZ47 03768XAE3 2033-01-21 0.00 0.00 500000.00 180000.00 Asset-Backed Securities CPS AUTO RECV TR 2026-B E 20331115 7.1 N/A 12676XAE5 2033-11-15 7.140000 0.00 9000000.00 8921559.00 Asset-Backed Securities CEDAR FUNDING XII CLO 2020-12 SUB 20321025 FLT N/A 15033KAB0 2032-10-25 0.00 0.00 3706425.00 2187383.78 Asset-Backed Securities BLUEMOUNTAIN CLO LTD 2020-29 SUB 20310725 FLT N/A 09630LAC6 2031-07-25 0.00 0.00 7360776.00 1398547.44 Asset-Backed Securities BRIDGECRE LDG AT SEC TR 2026-2 E 20330515 7.1 N/A 10807VAG0 2033-05-15 7.170000 0.00 5000000.00 5004473.33 Asset-Backed Securities Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0422 750000000.00 750000000.00 0.0019 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.120000% ARP1K0BF4 VYVVCKR63DVZZN70PB21 0001224385 ARP1K0BF4 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BOC AVIATION PTE LTD FR 4.25%030431 254900H06V5RMEB3KE72 09681MAT5 2031-03-04 4.250000 0.00 1200000.00 1192973.00 Corporate Debt Securities DBS GROUP HOLDINGS LTD VR 032125-032130 5493007FKT78NKPM5V55 24023LAP1 2030-03-21 4.302200 0.00 1604000.00 1620922.82 Corporate Debt Securities CREDIT AGRICOLE S A FR 4.656%011232 969500TJ5KRTCJQWXH05 22535WAT4 2032-01-12 4.656000 0.00 7631000.00 7467981.49 Corporate Debt Securities MORGAN STANLEY FR 5.123%020129 IGJSJL3JD5P30I6NJZ34 61747YFA8 2029-02-01 5.123000 0.00 15000.00 15457.73 Corporate Debt Securities MORGAN STANLEY FR 5.314%011841 IGJSJL3JD5P30I6NJZ34 61748UAP7 2041-01-18 5.314000 0.00 728000.00 693768.67 Corporate Debt Securities ROYAL BK CDA FR 4.4%041730 ES7IP3U3RHIGC71XBU11 78017DAT5 2030-04-17 4.400000 0.00 79000.00 79024.58 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 2107000.00 2147320.96 Corporate Debt Securities MORGAN STANLEY FR 3.95%042327 IGJSJL3JD5P30I6NJZ34 61761JZN2 2027-04-23 3.950000 0.00 110000.00 110724.11 Corporate Debt Securities ROYAL BK CDA FR 4.715%032728 ES7IP3U3RHIGC71XBU11 78017DAF5 2028-03-27 4.715000 0.00 46000.00 46831.25 Corporate Debt Securities CNOOC PETROLEUM NORTH AMERICA SR NT 7.5%39 549300I04PB7X2824122 65334HAJ1 2039-07-30 7.500000 0.00 800000.00 992464.00 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.652%071029 ES7IP3U3RHIGC71XBU11 78017DAX6 2029-07-10 4.652000 0.00 24487000.00 24562509.75 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 5.05%091528 4NYF266XZC35SCTGX023 63743HFJ6 2028-09-15 5.050000 0.00 25000.00 25656.19 Corporate Debt Securities NATIONAL AUSTRALIA BK N Y BRH FR 4.944%011228 549300E2IPL06NDXMZ63 63253QAB0 2028-01-12 4.944000 0.00 22000000.00 22230545.33 Corporate Debt Securities THAIOIL TREAS CTR CO LTD FR 4.875%012343 549300NH03B9E8VGJR89 88323AAB8 2043-01-23 4.875000 0.00 420000.00 361184.60 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -Q 54 UMI46YPGBLUE4VGNNT48 65339KCW8 2054-09-01 6.700000 0.00 304000.00 316660.59 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 5.537%071436 549300XFX12G42QIKN82 63861VAN7 2036-07-14 5.537000 0.00 2627000.00 2606311.57 Corporate Debt Securities TENCENT HLDGS LTD FR 3.975%041129 254900N4SLUMW4XUYY11 88032XAN4 2029-04-11 3.975000 0.00 7356000.00 7356484.27 Corporate Debt Securities THAIOIL TREAS CTR CO LTD FR 2.5%061830 549300NH03B9E8VGJR89 88323AAG7 2030-06-18 2.500000 0.00 3241000.00 2928522.59 Corporate Debt Securities HYUNDAI CAP SVCS INC FR 5.25%012228 549300MALMDAGL2ZJJ27 Y3815NBK6 2028-01-22 5.250000 0.00 4925000.00 4963624.31 Corporate Debt Securities QUALCOMM INC SR GLBL NT 50 H1J8DDZKZP6H7RWC0H53 747525BJ1 2050-05-20 3.250000 0.00 94000.00 60230.47 Corporate Debt Securities PT PERTAMINA HULU FR 5.25%052130 2549003IT1KDHL64C037 74449AAA9 2030-05-21 5.250000 0.00 745000.00 746369.56 Corporate Debt Securities VERIZON COMMUNICATIONS INC FR 5%121548 2S72QS2UO2OESLG6Y829 92346MEC1 2048-12-15 5.000000 0.00 1000.00 847.92 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426 549300XFX12G42QIKN82 63859WAE9 2026-09-14 4.000000 0.00 11049000.00 11205920.35 Corporate Debt Securities MORGAN STANLEY FR 5.296%041037 IGJSJL3JD5P30I6NJZ34 61748UAX0 2037-04-10 5.296000 0.00 7905000.00 7818199.59 Corporate Debt Securities MORGAN STANLEY FR 6.296%101828 IGJSJL3JD5P30I6NJZ34 61747YEV3 2028-10-18 6.296000 0.00 5000.00 5183.87 Corporate Debt Securities SHRIRAM FIN LTD FR 6.15%040328 335800TM2YO24B76XL26 Y775M1CJ0 2028-04-03 6.150000 0.00 270000.00 278623.35 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 4.2%030531 5493006GGLR4BTEL8O61 J7771YUT2 2031-03-05 4.200000 0.00 1100000.00 1092798.67 Corporate Debt Securities PT HUTAMA KARYA PERSERO JAKART FR 3.75%051130 2549009QN3GU8QCI7Q61 Y7141MAA7 2030-05-11 3.750000 0.00 600000.00 570686.00 Corporate Debt Securities BANGKOK BK PUB CO LTD HONG KON FR 5.082%112635 549300CCL2BKJGMYXV60 Y0606WCE8 2035-11-26 5.082000 0.00 1009000.00 983034.23 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 4.5%091029 5493006GGLR4BTEL8O61 J7771YTM9 2029-09-10 4.500000 0.00 1029000.00 1040108.06 Corporate Debt Securities PETRONAS CAPITAL LTD FR 4.95%010331 549300G7YFX3540OYR85 Y68856BD7 2031-01-03 4.950000 0.00 15003000.00 15289332.26 Corporate Debt Securities US BANCORP FR 3.15%042727 N1GZ7BBF3NP8GI976H15 91159HHR4 2027-04-27 3.150000 0.00 963000.00 963399.64 Corporate Debt Securities TRUIST FINL CORP FR 4.916%072833 549300DRQQI75D2JP341 89788NAA8 2033-07-28 4.916000 0.00 560000.00 544280.61 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.5%070929 Z2VZBHUMB7PWWJ63I008 89236TQD0 2029-07-09 4.500000 0.00 540000.00 539271.00 Corporate Debt Securities MORGAN STANLEY FR 2.484%091636 IGJSJL3JD5P30I6NJZ34 61747YEF8 2036-09-16 2.484000 0.00 313000.00 271992.30 Corporate Debt Securities MORGAN STANLEY FR 5.25%042134 IGJSJL3JD5P30I6NJZ34 61747YFE0 2034-04-21 5.250000 0.00 2958000.00 2978124.26 Corporate Debt Securities MORGAN STANLEY FR 4.493%011632 IGJSJL3JD5P30I6NJZ34 61748UAS1 2032-01-16 4.493000 0.00 100000.00 97474.21 Corporate Debt Securities REC LTD FR 4.75%092729 335800B4YRYWAMIJZ374 74947MAE2 2029-09-27 4.750000 0.00 1389000.00 1394890.90 Corporate Debt Securities MORGAN STANLEY FR 4.238%010930 IGJSJL3JD5P30I6NJZ34 61748UAR3 2030-01-09 4.238000 0.00 2723000.00 2686947.18 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II FR 1.25%081626 635400WSLKBQWSOIIT41 74256LEP0 2026-08-16 1.250000 0.00 240000.00 241051.00 Corporate Debt Securities MORGAN STANLEY FR 5.656%041830 IGJSJL3JD5P30I6NJZ34 61747YFQ3 2030-04-18 5.656000 0.00 1466000.00 1515891.56 Corporate Debt Securities MORGAN STANLEY FR 5.587%011836 IGJSJL3JD5P30I6NJZ34 61748UAF9 2036-01-18 5.587000 0.00 345000.00 346275.65 Corporate Debt Securities MORGAN STANLEY FR 3.622%040131 IGJSJL3JD5P30I6NJZ34 6174468P7 2031-04-01 3.622000 0.00 369000.00 355676.64 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 4.875%071749 254900OYVDRYS9J51J61 71568QAK3 2049-07-17 4.875000 0.00 7195000.00 5500187.77 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 5.25%051547 254900OYVDRYS9J51J61 71568QAD9 2047-05-15 5.250000 0.00 2350000.00 1950131.83 Corporate Debt Securities TENCENT HLDGS LTD FR 3.84%042251 254900N4SLUMW4XUYY11 88032XBC7 2051-04-22 3.840000 0.00 4846000.00 3571792.76 Corporate Debt Securities FWD GROUP HLDGS LTD FR 5.836%092235 254900HEGGDS8WU5QZ97 G37049AD8 2035-09-22 5.836000 0.00 244000.00 246018.45 Corporate Debt Securities UNITED OVERSEAS BK LTD FR 2%101431 IO66REGK3RCBAMA8HR66 91127LAE0 2031-10-14 2.000000 0.00 220000.00 220055.98 Corporate Debt Securities ADANI PORTS & SPL ECONOMIC GLBL REGS NT5%41 335800QOAXP5TM7OYP69 Y00130YU5 2041-08-02 5.000000 0.00 13069000.00 11283513.22 Corporate Debt Securities US BANCORP FR 5.723%052041 N1GZ7BBF3NP8GI976H15 91159HJZ4 2041-05-20 5.723000 0.00 1591000.00 1576135.33 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA FR 5.837%031334 MSFSBD3QN1GSN7Q6C537 Q2704MAL2 2034-03-13 5.837000 0.00 8425000.00 8748732.03 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.55%070927 B6Q2VFHD1797Q7NZ3E43 02665WGD7 2027-07-09 4.550000 0.00 1421000.00 1425817.98 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.45%102227 B6Q2VFHD1797Q7NZ3E43 02665WFT3 2027-10-22 4.450000 0.00 3000.00 3032.12 Corporate Debt Securities KUAISHOU TECHNOLOGY SR GLBL REGS 36 300300FCDZBE6UP9ED24 G53263AC6 2036-01-22 4.750000 0.00 3425000.00 3244665.19 Corporate Debt Securities TRUIST FINL CORP FR 4.123%060628 549300DRQQI75D2JP341 89788MAG7 2028-06-06 4.123000 0.00 4000.00 4006.80 Corporate Debt Securities PTT TREASURY CENTER COMPANY LT FR 3.7%071670 254900FBQLIN5XACCX50 74446WAC0 2070-07-16 3.700000 0.00 7280000.00 4764480.93 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -T 55 UMI46YPGBLUE4VGNNT48 65339KDF4 2055-08-15 6.500000 0.00 207000.00 213889.42 Corporate Debt Securities NBN CO LTD FR 6%100633 2549007CRZ2NT7S96A24 62878V2G4 2033-10-06 6.000000 0.00 12200000.00 13099343.33 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 3%030151 549300RUHPVD434XUK18 74456QCG9 2051-03-01 3.000000 0.00 2000000.00 1274360.00 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5.95%011527 784F5XWPLTWKTBV3E584 38141GES9 2027-01-15 5.950000 0.00 202000.00 203907.78 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 42 784F5XWPLTWKTBV3E584 38141GYK4 2042-07-21 2.908000 0.00 275000.00 192397.64 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 4.7%012929 635400DPNHEAUHB7ZI15 64952WFF5 2029-01-29 4.700000 0.00 4193000.00 4192249.92 Corporate Debt Securities HYUNDAI CAP AMER FR 5.3%010830 549300RIPPWJB5Z0FK07 44891CDM2 2030-01-08 5.300000 0.00 4994000.00 5048515.06 Corporate Debt Securities GC TREAS CTR CO LTD FR 2.98%031831 549300LUFQBC2EQNAR40 36830DAB7 2031-03-18 2.980000 0.00 9650000.00 8755922.14 Corporate Debt Securities BOC AVIATION USA CORPORATION FR 4.625%090431 254900QKLTY6MF4Y3P65 66980Q2F3 2031-09-04 4.625000 0.00 2510000.00 2547688.70 Corporate Debt Securities EURO BK RECON & DEV EURO MTN FR 4.125%012529 549300HTGDOVDU6OGK19 29874QFA7 2029-01-25 4.125000 0.00 59518000.00 59300015.32 Corporate Debt Securities KOOKMIN BANK FR 4.375%050828 549300XXMOJSIW8P4769 Y2350DAF3 2028-05-08 4.375000 0.00 10000000.00 10076368.06 Corporate Debt Securities PTTEP TREAS CTR CO LTD FR 3.903%120659 2549006WFOUPZX6TZG08 Y7150MAE7 2059-12-06 3.903000 0.00 8919000.00 6415016.76 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.95%033035 ZP5ILWVSYE4LJGMMVD57 00131MAR4 2035-03-30 4.950000 0.00 813000.00 804626.10 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.404%090828 L3I9ZG2KFGXZ61BMYR72 06418GAL1 2028-09-08 4.404000 0.00 2618000.00 2657750.84 Corporate Debt Securities BANK OF NY MELLON CORP VR 061025-060928 WFLLPEPC7FZXENRZV188 06406RCD7 2028-06-09 4.328600 0.00 50000.00 50422.28 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 3.2%091640 ZP5ILWVSYE4LJGMMVD57 00131MAK9 2040-09-16 3.200000 0.00 6022000.00 4574973.62 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 5.4%093054 ZP5ILWVSYE4LJGMMVD57 00131MAS2 2054-09-30 5.400000 0.00 23320000.00 21618106.40 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 3.6%040929 ZP5ILWVSYE4LJGMMVD57 00131LAH8 2029-04-09 3.600000 0.00 1100000.00 1086877.00 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 3.6%040929 ZP5ILWVSYE4LJGMMVD57 00131MAH6 2029-04-09 3.600000 0.00 2295000.00 2267620.65 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.875%031144 ZP5ILWVSYE4LJGMMVD57 00131M2B8 2044-03-11 4.875000 0.00 272000.00 253220.67 Corporate Debt Securities SUMISHO AIR LEASE CORP FR 5.3%020128 5493004NW4M4P8TMMK63 00914AAU6 2028-02-01 5.300000 0.00 13000.00 13432.77 Corporate Debt Securities AFRICAN DEV BK MTN SB NTS BE FR 4.5%071229 549300LNCLMO3ITVCU07 00828EFC8 2029-07-12 4.500000 0.00 2100000.00 2115495.90 Corporate Debt Securities SINGAPORE TELECOMMUNICATNS LTD CR SEN GLBL 31 2549003XJKIQO8YDYD89 Y79985AD2 2031-12-01 7.375000 0.00 3370000.00 3820203.92 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28 82VOJDD5PTRDMVVMGV31 17330FZQ7 2028-12-04 0.00 0.00 1000.00 1489.01 Corporate Debt Securities KINDER MORGAN INC DEL FR 7.75%011532 549300WR7IX8XE0TBO16 28368EAE6 2032-01-15 7.750000 0.00 16000.00 18059.11 Corporate Debt Securities EURO BK RECON & DEV EURO MTN VR 012225-072230 549300HTGDOVDU6OGK19 29875BAM8 2030-07-22 4.082100 0.00 10144000.00 10209096.91 Corporate Debt Securities BANK OF AMER CORP FR 2.972%072152 9DJT3UXIJIZJI4WXO774 06051GKB4 2052-07-21 2.972000 0.00 272000.00 168143.75 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.596%072630 WFLLPEPC7FZXENRZV188 06406RBK2 2030-07-26 4.596000 0.00 6000.00 5983.61 Corporate Debt Securities BANK OF NY MELLON CORP FR 6.474%102534 WFLLPEPC7FZXENRZV188 06406RBU0 2034-10-25 6.474000 0.00 842000.00 916478.27 Corporate Debt Securities BANK OF AMER CORP FR 4.25%102226 9DJT3UXIJIZJI4WXO774 06051GFL8 2026-10-22 4.250000 0.00 17000.00 17193.93 Corporate Debt Securities BANK OF AMER CORP FR 4.979%012429 9DJT3UXIJIZJI4WXO774 06051GMK2 2029-01-24 4.979000 0.00 6000.00 6031.31 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.606%072139 WFLLPEPC7FZXENRZV188 06406YAB8 2039-07-21 5.606000 0.00 53000.00 53232.52 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.578%060529 L3I9ZG2KFGXZ61BMYR72 06418GBD8 2029-06-05 4.578000 0.00 18295000.00 18355397.89 Corporate Debt Securities BANK OF AMER CORP FXD/FLT SR NT 48 9DJT3UXIJIZJI4WXO774 06051GGG8 2048-01-20 4.443000 0.00 68000.00 55577.60 Corporate Debt Securities BANK OF NY MELLON CORP FR 3.3%082329 WFLLPEPC7FZXENRZV188 06406YAA0 2029-08-23 3.300000 0.00 31000.00 30185.11 Corporate Debt Securities BANK OF AMER CORP FR 5.518%102535 9DJT3UXIJIZJI4WXO774 06051GMD8 2035-10-25 5.518000 0.00 1173000.00 1178870.47 Corporate Debt Securities BANK OF NY MELLON CORP FR 3%103028 WFLLPEPC7FZXENRZV188 06406GAA9 2028-10-30 3.000000 0.00 338000.00 328911.18 Corporate Debt Securities BANK OF NY MELLON CORP FR 2.45%081726 WFLLPEPC7FZXENRZV188 06406FAE3 2026-08-17 2.450000 0.00 89000.00 89924.81 Corporate Debt Securities BANK OF NY MELLON CORP FR 3.25%051627 WFLLPEPC7FZXENRZV188 06406RAD9 2027-05-16 3.250000 0.00 3000.00 2998.44 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.543%020129 WFLLPEPC7FZXENRZV188 06406RBN6 2029-02-01 4.543000 0.00 2000.00 2045.29 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.25%061228 L3I9ZG2KFGXZ61BMYR72 06418GAD9 2028-06-12 5.250000 0.00 139000.00 141854.48 Corporate Debt Securities KEYCORP FR 6.401%030635 RKPI3RZGV1V1FJTH5T61 49326EEP4 2035-03-06 6.401000 0.00 574000.00 615506.98 Corporate Debt Securities INTERNATIONAL BK FOR RECON&DEV FR 4.5%072728 ZTMSNXROF84AHWJNKQ93 45906M6V8 2028-07-27 4.500000 0.00 10000000.00 9969590.00 Corporate Debt Securities HYUNDAI CAP AMER VR 032725-032730 549300RIPPWJB5Z0FK07 44891CDT7 2030-03-27 5.003700 0.00 3000000.00 3051826.45 Corporate Debt Securities NEW YORK LIFE GLOBAL FDG FR 5%010934 635400DPNHEAUHB7ZI15 64952WFE8 2034-01-09 5.000000 0.00 25000.00 24642.64 Corporate Debt Securities TENCENT HLDGS LTD FR 5.6%061646 254900N4SLUMW4XUYY11 88032XBF0 2046-06-16 5.600000 0.00 36720000.00 35573968.80 Corporate Debt Securities HYUNDAI CAP AMER FR 5%061831 549300RIPPWJB5Z0FK07 44891CEP4 2031-06-18 5.000000 0.00 700000.00 697516.56 Corporate Debt Securities M & T BK CORP FR 4.833%011629 549300WYXDDBYRASEG81 55261FAU8 2029-01-16 4.833000 0.00 25000.00 25081.34 Corporate Debt Securities PT PERTAMINA PERSERO FR 2.3%020931 254900NDAKGNZ2IBBL45 69370RAL1 2031-02-09 2.300000 0.00 500000.00 435880.00 Corporate Debt Securities HYUNDAI CAP AMER FR 4.8%011033 549300RIPPWJB5Z0FK07 44891CEF6 2033-01-10 4.800000 0.00 1450000.00 1408167.50 Corporate Debt Securities PT PERTAMINA PERSERO FR 4.175%012150 254900NDAKGNZ2IBBL45 69370RAG2 2050-01-21 4.175000 0.00 19441000.00 13956688.50 Corporate Debt Securities PT PERTAMINA PERSERO FR 6.45%053044 254900NDAKGNZ2IBBL45 69370RAA5 2044-05-30 6.450000 0.00 5414000.00 5330137.14 Corporate Debt Securities PT PERTAMINA PERSERO FR 3.65%073029 254900NDAKGNZ2IBBL45 69370RAD9 2029-07-30 3.650000 0.00 1557000.00 1492197.66 Corporate Debt Securities BPCE FR 5.417%011337 9695005MSX1OYEMGDF46 05571ABF1 2037-01-13 5.417000 0.00 26947000.00 25932135.56 Corporate Debt Securities ENBRIDGE INC FR 5.45%032736 98TPTUM4IVMFCZBCUR27 29250NCR4 2036-03-27 5.450000 0.00 297000.00 300104.31 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4.75%041558 549300CRGMZK3K53BF92 035240AP5 2058-04-15 4.750000 0.00 209000.00 175929.12 Corporate Debt Securities BANK OF AMER CORP FR 2.972%020433 9DJT3UXIJIZJI4WXO774 06051GKK4 2033-02-04 2.972000 0.00 4264000.00 3878459.07 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2018 SR GLBL REGS 48 549300C6OZZ8LTVR8209 G82016AD1 2048-09-12 4.600000 0.00 10725000.00 9878594.92 Corporate Debt Securities TENCENT HLDGS LTD FR 3.595%011928 254900N4SLUMW4XUYY11 88032XAG9 2028-01-19 3.595000 0.00 9277000.00 9177071.25 Corporate Debt Securities NORTHWESTERN MUTUAL GLOBAL FDG FR 5.16%052831 635400LZXFVELZDVP257 66815L2S7 2031-05-28 5.160000 0.00 5047000.00 5154702.98 Corporate Debt Securities ROYAL BK CDA FR 4.9%011228 ES7IP3U3RHIGC71XBU11 78016FZW7 2028-01-12 4.900000 0.00 14000.00 14131.97 Corporate Debt Securities US BANCORP FR 4.967%072233 N1GZ7BBF3NP8GI976H15 91159HJG6 2033-07-22 4.967000 0.00 1149000.00 1126539.06 Corporate Debt Securities 3M CO FR 3.625%101547 LUZQVYP4VS22CLWDAR65 88579YAZ4 2047-10-15 3.625000 0.00 3203000.00 2306459.84 Corporate Debt Securities HYUNDAI CAP AMER VR 091825-091830 549300RIPPWJB5Z0FK07 44891CEC3 2030-09-18 4.951100 0.00 6534000.00 6655349.10 Corporate Debt Securities BARCLAYS BANK PLC GLBL IDX COCO 29 G5GSEF7VJP5I7OUK5573 06745M6H6 2029-06-04 0.00 0.00 125000.00 178680.38 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.4%060427 L3I9ZG2KFGXZ61BMYR72 06418GAH0 2027-06-04 5.400000 0.00 4000.00 4068.28 Corporate Debt Securities BANK OF AMER CORP FR 2.676%061941 9DJT3UXIJIZJI4WXO774 06051GJE0 2041-06-19 2.676000 0.00 3066000.00 2175026.53 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.266%121126 NQQ6HPCNCCU6TUTQYE16 06368LC53 2026-12-11 5.266000 0.00 28000.00 28303.63 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.35%120726 L3I9ZG2KFGXZ61BMYR72 06418JAA9 2026-12-07 5.350000 0.00 32000.00 32382.24 Corporate Debt Securities BANK OF NY MELLON CORP FR 3.992%061328 WFLLPEPC7FZXENRZV188 06406RBG1 2028-06-13 3.992000 0.00 101000.00 101098.24 Corporate Debt Securities BANK OF AMER CORP FR 4.078%042340 9DJT3UXIJIZJI4WXO774 06051GHU6 2040-04-23 4.078000 0.00 671000.00 581321.67 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.717%092528 NQQ6HPCNCCU6TUTQYE16 06368LWU6 2028-09-25 5.717000 0.00 17000.00 17720.79 Corporate Debt Securities EURO BK RECON & DEV EURO MTN VR 021622-021629 549300HTGDOVDU6OGK19 29874QEU4 2029-02-16 3.931200 0.00 28404000.00 28695678.78 Corporate Debt Securities PRUDENTIAL FINL INC FR 6.625%062140 5PRBRS5FEH7NREC8OR45 74432QBN4 2040-06-21 6.625000 0.00 5103000.00 5588454.06 Corporate Debt Securities TRUIST FINL CORP FR 5.281%042337 549300DRQQI75D2JP341 89788MAY8 2037-04-23 5.281000 0.00 270000.00 266189.24 Corporate Debt Securities PNC FINL SVCS GROUP INC LW TIER II 33 CFGNEKW0P8842LEUIA51 693475BE4 2033-06-06 4.626000 0.00 131000.00 127224.25 Corporate Debt Securities PETRONAS CAPITAL LTD FR 3.5%042130 549300G7YFX3540OYR85 Y68856AT3 2030-04-21 3.500000 0.00 200000.00 192772.44 Corporate Debt Securities TENCENT HLDGS LTD FR 3.68%042241 254900N4SLUMW4XUYY11 88032XBB9 2041-04-22 3.680000 0.00 757000.00 621731.67 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 4.75%020331 254900OYVDRYS9J51J61 71568QAZ0 2031-02-03 4.750000 0.00 1000000.00 968920.00 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 5.25%102442 254900OYVDRYS9J51J61 71568QAB3 2042-10-24 5.250000 0.00 1282000.00 1103514.62 Corporate Debt Securities PEPSICO INC SR GLBL NT 60 FJSUNZKFNQ5YPJ5OT455 713448EV6 2060-03-19 3.875000 0.00 35000.00 25543.99 Corporate Debt Securities DANANTARA INVTS MGMT PT FR 5.35%061831 254900GCA4GGCJNSIY27 74450CAA1 2031-06-18 5.350000 0.00 4765000.00 4737793.17 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 52 8I5DZWZKVSZI1NUHU748 46647PCE4 2052-04-22 3.328000 0.00 87000.00 57923.03 Corporate Debt Securities MORGAN STANLEY FR 4.356%102231 IGJSJL3JD5P30I6NJZ34 61748UAM4 2031-10-22 4.356000 0.00 166000.00 163101.47 Corporate Debt Securities MORGAN STANLEY FR 5.173%011630 IGJSJL3JD5P30I6NJZ34 61747YFK6 2030-01-16 5.173000 0.00 2000.00 2015.51 Corporate Debt Securities MORGAN STANLEY FR 4.654%101830 IGJSJL3JD5P30I6NJZ34 61747YFU4 2030-10-18 4.654000 0.00 3533000.00 3542488.26 Corporate Debt Securities MORGAN STANLEY FR 5.424%072134 IGJSJL3JD5P30I6NJZ34 61747YFG5 2034-07-21 5.424000 0.00 305000.00 305941.43 Corporate Debt Securities TRUIST FINL CORP PERP -S NT 6.25% 549300DRQQI75D2JP341 89832QAK5 2500-12-31 6.250000 0.00 15117000.00 15172395.41 Corporate Debt Securities GEORGIA PWR CO GLBL 2021A NT 51 D981X4Z4RWS7PDMJUZ03 373334KP5 2051-03-15 3.250000 0.00 600000.00 393130.67 Corporate Debt Securities INTESA SANPAOLO S P A FR 7.8%112853 2W8N8UU78PMDQKZENC08 46115HCF2 2053-11-28 7.800000 0.00 416000.00 490634.56 Corporate Debt Securities MORGAN STANLEY FR 6.627%110134 IGJSJL3JD5P30I6NJZ34 61747YFJ9 2034-11-01 6.627000 0.00 408000.00 442144.50 Corporate Debt Securities PERUSAHAAN LISTRIK NEGARA PT FR 4%063050 254900OYVDRYS9J51J61 71568QAP2 2050-06-30 4.000000 0.00 430000.00 282627.53 Corporate Debt Securities POWER FIN CORP LTD FR 6.15%120628 3358003Q6D9LIJJZ1614 73928RAA4 2028-12-06 6.150000 0.00 584000.00 602889.97 Corporate Debt Securities METROPOLITAN LIFE GLOBAL FDG I FR 5.15%032833 635400MMSOCXNNNZDZ82 59217GFP9 2033-03-28 5.150000 0.00 5958000.00 6042042.55 Corporate Debt Securities MCDONALDS CORP FR 3.625%090149 UE2136O97NLB5BYP9H04 58013MFK5 2049-09-01 3.625000 0.00 237000.00 168813.72 Corporate Debt Securities SPIRE INC JR SB GLBL -B 56 549300NXSY15DRY2R511 84857LAE1 2056-06-01 6.450000 0.00 506000.00 509380.08 Corporate Debt Securities MEITUAN SR GLBL REGS 31 21380033K525E5JLIA77 G59669AG9 2031-05-05 4.500000 0.00 6000000.00 5866140.00 Corporate Debt Securities THAIOIL TREAS CTR CO LTD FR 3.75%061850 549300NH03B9E8VGJR89 88323AAH5 2050-06-18 3.750000 0.00 11029000.00 7783156.11 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN SR GLBL INDX 28 82VOJDD5PTRDMVVMGV31 17328VSX9 2028-06-22 0.00 0.00 28000.00 44191.34 Corporate Debt Securities COMMONWEALTH BANK OF AUSTRALIA VR 031425-031430 MSFSBD3QN1GSN7Q6C537 2027A0KY4 2030-03-14 4.460700 0.00 100000.00 101454.48 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD3.1%50 7NKTFWJ1G6MELP9TU740 210518DF0 2050-08-15 3.100000 0.00 9127000.00 5987443.83 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.9%011034 B6Q2VFHD1797Q7NZ3E43 02665WEZ0 2034-01-10 4.900000 0.00 120000.00 116385.40 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.5%090430 B6Q2VFHD1797Q7NZ3E43 02665WGL9 2030-09-04 4.500000 0.00 72000.00 71828.28 Corporate Debt Securities PETRONAS CAPITAL LTD FR 4.5%031845 549300G7YFX3540OYR85 Y68856AQ9 2045-03-18 4.500000 0.00 13390000.00 11533141.75 Corporate Debt Securities KOREA HYDRO & NUCLEAR PWR CO FR 4.5%061531 9884008CRY5MLCN8OQ43 Y4899GHF3 2031-06-15 4.500000 0.00 200000.00 197969.00 Corporate Debt Securities US BANCORP FR 5.836%061234 N1GZ7BBF3NP8GI976H15 91159HJN1 2034-06-12 5.836000 0.00 10678000.00 11047815.92 Corporate Debt Securities Y 2026-11-13 2026-11-13 2026-11-13 N N N 0.0412 580000000.00 580000000.00 0.0015 N N N Y CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 4.050000% ARP1K0CL0 MBNUM2BPBDO7JBLYG310 0000315030 ARP1K0CL0 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y EA SERIES TRUST BRID OMN SMA ETF 549300VKRWFTRZFTCQ17 02072L532 2500-12-31 N/A 0.00 72312.00 2122017.33 Equities AMERICAN CENTY ETF TR US QUALITY GROW 549300ZXOPJZ7M0QNG29 025072307 2500-12-31 N/A 0.00 36857.00 4200960.86 Equities VANECK ETF TRUST FABLE SEMIC ETF 254900BB8PYA516OBJ08 92189H664 2500-12-31 N/A 0.00 5090.00 274503.70 Equities VANGUARD WORLD FD MRNGSTR VAL ETF N/A 921910840 2500-12-31 N/A 0.00 1936.00 316690.88 Equities VANGUARD WORLD FD HEALTH CAR ETF N/A 92204A504 2500-12-31 N/A 0.00 201.00 61737.15 Equities VANECK ETF TRUST VIDEO GMNG ESPRT 549300W1INDPRXYEWG36 92189F114 2500-12-31 N/A 0.00 2201.00 214069.26 Equities VIPSHOP HLDGS LTD SPONSORED ADS A 549300I9F52K06HPZX60 92763W103 2500-12-31 N/A 0.00 70688.00 1073750.72 Equities VANGUARD MALVERN FDS STRM INFPROIDX N/A 922020805 2500-12-31 N/A 0.00 1427.00 70864.82 Equities VANECK MERK GOLD ETF GOLD SHS N/A 921078101 2500-12-31 N/A 0.00 2755.00 108877.60 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000IDX N/A 92206C730 2500-12-31 N/A 0.00 3833.00 1286278.14 Equities EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF 549300DWX5221AQZYJ12 301505707 2500-12-31 N/A 0.00 2278.00 179005.24 Equities QFIN HOLDINGS INC AMERICAN DEP 836800R59NKEPDR6I240 88557W101 2500-12-31 N/A 0.00 272744.00 3777504.40 Equities VANGUARD WORLD FD UTILITIES ETF N/A 92204A876 2500-12-31 N/A 0.00 1094.00 210682.52 Equities ISHARES TR RUS MDCP VAL ETF 5493005J0UKEGJC13J47 464287473 2500-12-31 N/A 0.00 26395.00 4423802.00 Equities ISHARES TR U.S. FIN SVC ETF 549300O3BGVZIZJEZC19 464287770 2500-12-31 N/A 0.00 119512.00 11408615.52 Equities INVESCO EXCHANGE TRADED FD TR S&P MIDCAP 400 549300FWEQEG5ZSR9J26 46137V225 2500-12-31 N/A 0.00 2150.00 292015.58 Equities ISHARES TR RUS MDCP VAL ETF 5493005J0UKEGJC13J47 464287473 2500-12-31 N/A 0.00 3800.00 636880.00 Equities ISHARES TR MSCI AC ASIA ETF 549300EQSX1KKO1KLL54 464288182 2500-12-31 N/A 0.00 1464.00 160805.76 Equities STMICROELECTRONICS N V NY REGISTRY 213800Z8NOHIKRI42W10 861012102 2500-12-31 N/A 0.00 673124.00 35715959.44 Equities SPROTT FDS TR SPROTT CRITICAL 254900P8ZEMYFBUE9512 85208P402 2500-12-31 N/A 0.00 142528.00 4153265.92 Equities SPROTT ETF TRUST GOLD MINERS ETF 549300OKHNEZHZWQ1S48 85210B102 2500-12-31 N/A 0.00 20150.00 1281943.00 Equities MEDICINOVA INC COM NEW N/A 58468P206 2500-12-31 N/A 0.00 40634.00 54449.56 Equities ISHARES TR US HLTHCARE ETF 5493006NG08TW6EJIJ27 464287762 2500-12-31 N/A 0.00 10851.00 746765.82 Equities ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 46428Q109 2500-12-31 N/A 0.00 222079.00 11881226.50 Equities ISHARES TR MBS ETF 549300M0TH0IE2E6RP07 464288588 2500-12-31 N/A 0.00 1336692.00 124699996.68 Equities ISHARES TR GLB CNSM STP ETF 549300R95TKRXHGD3Z08 464288737 2500-12-31 N/A 0.00 3692.00 257664.68 Equities ISHARES TR RUS MD CP GR ETF 5493004I787UFE6AN650 464287481 2500-12-31 N/A 0.00 12818.00 1762218.64 Equities ISHARES TR TRUST ISHARE 0-1 549300F8ZJ4IZLOOBP30 464288679 2500-12-31 N/A 0.00 22510.00 2484428.70 Equities ISHARES TR MSCI CHINA ETF 549300Q0IWAYMYXW0R77 46429B671 2500-12-31 N/A 0.00 37762.00 2095791.00 Equities ISHARES TR MSCI CHINA ETF 549300Q0IWAYMYXW0R77 46429B671 2500-12-31 N/A 0.00 203047.00 11269108.50 Equities ISHARES INC MSCI MLY ETF NEW QHNU1WJWRSX7LW7ZHE41 46434G814 2500-12-31 N/A 0.00 4804.00 135761.04 Equities ISHARES INC MSCI MLY ETF NEW QHNU1WJWRSX7LW7ZHE41 46434G814 2500-12-31 N/A 0.00 7585.00 214352.10 Equities PACER FDS TR DATA & DIGI REVO 54930031IJF6MB0L3Z91 69374H386 2500-12-31 N/A 0.00 1500.00 133080.00 Equities SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME 529900TG4KRPU18D6A47 82889N335 2500-12-31 N/A 0.00 149280.00 3775291.20 Equities INVESCO EXCHANGE-TRADED FD TR KBW PREM YIELD 5493000J8NL35GW98S42 46138E594 2500-12-31 N/A 0.00 94745.00 1760362.10 Equities ISHARES TR U.S. UTILITS ETF 549300QOP41FX64NGU21 464287697 2500-12-31 N/A 0.00 40800.00 4614480.00 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 464288224 2500-12-31 N/A 0.00 1484674.00 26234189.58 Equities ISHARES INC MSCI GERMANY ETF 5493004D0K60CDIFRQ61 464286806 2500-12-31 N/A 0.00 205824.00 8825733.12 Equities ISHARES TR S&P 500 GRWT ETF 549300RYFG0B8O3DPR13 464287309 2500-12-31 N/A 0.00 25959.00 3461113.47 Equities ISHARES TR U.S. UTILITS ETF 549300QOP41FX64NGU21 464287697 2500-12-31 N/A 0.00 29135.00 3295168.50 Equities INVESCO EXCHANGE-TRADED FD TR INVESCO PHLX SM 5493006ROZOPLBE6WL72 46138G615 2500-12-31 N/A 0.00 528066.00 46955628.72 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 464286822 2500-12-31 N/A 0.00 74493.00 5744155.23 Equities ISHARES TR S&P 500 GRWT ETF 549300RYFG0B8O3DPR13 464287309 2500-12-31 N/A 0.00 380.00 50665.40 Equities INVESCO EXCHANGE-TRADED FD TR SOLAR ETF 549300Q2OQ2U87KJR762 46138G706 2500-12-31 N/A 0.00 27656.00 1378375.04 Equities INVESCO EXCHANGE-TRADED FD TR S&P ULTRA DIVIDE 549300OQDDFL6CGSI864 46138G656 2500-12-31 N/A 0.00 1237.00 77745.45 Equities ISHARES TR U.S. ENERGY ETF 549300GL0EFBIH6RSZ34 464287796 2500-12-31 N/A 0.00 11833.00 740272.48 Equities ISHARES TR GLOBAL REIT ETF 549300254BKG04Y2B303 46434V647 2500-12-31 N/A 0.00 58795.00 1678597.25 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 464286772 2500-12-31 N/A 0.00 773525.00 124699965.25 Equities ISHARES TR GLOBAL ENERG ETF 5493005XHS63FFTJXT53 464287341 2500-12-31 N/A 0.00 20903.00 1157608.14 Equities INVESCO EXCHANGE-TRADED FD TR SR LN ETF 549300SIHU6DQELRNG59 46138G508 2500-12-31 N/A 0.00 4543186.00 92590130.68 Equities ISHARES TR GLOBAL REIT ETF 549300254BKG04Y2B303 46434V647 2500-12-31 N/A 0.00 4168.00 118996.40 Equities ISHARES TR S&P 500 VAL ETF 549300CBC7RH6BCDVO32 464287408 2500-12-31 N/A 0.00 22661.00 5260977.76 Equities ISHARES INC ESG AWR MSCI EM 549300JES9K0OUJ8F389 46434G863 2500-12-31 N/A 0.00 23268.00 1187831.40 Equities ISHARES INC MSCI AUST ETF 549300X7CW3B8850WA94 464286103 2500-12-31 N/A 0.00 1138066.00 33937128.12 Equities INVESCO EXCHANGE TRADED FD TR HIG YLD EQ DIV 5493008PLZQ40YANLX12 46137V563 2500-12-31 N/A 0.00 97311.00 2370495.96 Equities INVESCO EXCHANGE-TRADED FD TR S&P 500 REVENUE 549300G2ZSGHHWSMXN54 46138G698 2500-12-31 N/A 0.00 623.00 81675.30 Equities INVESCO EXCHANGE-TRADED FD TR S&P 500 HB ETF 549300CSGNWSDP34JR53 46138E370 2500-12-31 N/A 0.00 400.00 55912.00 Equities INVESCO EXCHANGE TRADED FD TR S&P500 PUR VAL 5493005UIJUTBBZG8B08 46137V258 2500-12-31 N/A 0.00 1100.00 131307.00 Equities GLOBAL X FDS LITHIUM BTRY ETF 5493004G7TKT5SOCWN15 37954Y855 2500-12-31 N/A 0.00 5947.00 415160.07 Equities GLOBAL X FDS LITHIUM BTRY ETF 5493004G7TKT5SOCWN15 37954Y855 2500-12-31 N/A 0.00 54883.00 3831382.23 Equities INVESCO EXCHANGE TRADED FD TR SEMICONDUCTORS 549300DJYUIX3OXHM257 46137V647 2500-12-31 N/A 0.00 8672.00 1169592.64 Equities ISHARES TR CHINA LG-CAP ETF 5493001YVWPO25CNKN94 464287184 2500-12-31 N/A 0.00 489717.00 17884464.84 Equities ISHARES TR 1 3 YR TREAS BD 549300W0WX9TL4G6HM56 464287457 2500-12-31 N/A 0.00 407774.00 33441545.74 Equities ISHARES TR ISHARES SEMICDTR 5493004SPI3IF1GDIR85 464287523 2500-12-31 N/A 0.00 247160.00 124699634.80 Equities ISHARES TR RUS 1000 ETF 549300R9T7XRZ4D3YF43 464287622 2500-12-31 N/A 0.00 1058.00 429336.40 Equities ISHARES TR RUS 1000 ETF 549300R9T7XRZ4D3YF43 464287622 2500-12-31 N/A 0.00 1926.00 781570.80 Equities ISHARES TR RUS 1000 VAL ETF 549300KLSYN5NN4YNM90 464287598 2500-12-31 N/A 0.00 10554.00 2645993.34 Equities ISHARES TR U.S. FINLS ETF 549300XJFHQIYSJ58K73 464287788 2500-12-31 N/A 0.00 2682.00 361453.14 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 464287739 2500-12-31 N/A 0.00 112264.00 11862936.88 Equities INVESCO EXCHANGE-TRADED FD TR S&P MIDCP LOW 5493006N8S5L4ERILR37 46138E198 2500-12-31 N/A 0.00 9802.00 672774.97 Equities ISHARES TR U.S. MED DVC ETF 549300MTJJWSCQO9N641 464288810 2500-12-31 N/A 0.00 54165.00 2856662.10 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 464287739 2500-12-31 N/A 0.00 54095.00 5716218.65 Equities ISHARES TR ISHARES BIOTECH 549300S7IVD88MPK0066 464287556 2500-12-31 N/A 0.00 165925.00 31519113.00 Equities ISHARES TR U.S. BAS MTL ETF 549300C3N3XQBDOFN604 464287838 2500-12-31 N/A 0.00 650.00 116493.00 Equities ISHARES TR US REGNL BKS ETF 549300ATU16XG7227373 464288778 2500-12-31 N/A 0.00 1699.00 107937.47 Equities ISHARES TR FUTU EXPO TE ETF 5493001QZSH136RMZK19 46434V381 2500-12-31 N/A 0.00 2931.00 231666.24 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 46429B663 2500-12-31 N/A 0.00 60987.00 1751546.64 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 46429B663 2500-12-31 N/A 0.00 199013.00 5715653.36 Equities ISHARES TR CRE U S REIT ETF 5493007O5MQ5SB3U7346 464288521 2500-12-31 N/A 0.00 10214.00 697207.64 Equities ISHARES TR CRE U S REIT ETF 5493007O5MQ5SB3U7346 464288521 2500-12-31 N/A 0.00 10417.00 711064.42 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL STP 54930013DR4KW9MH4K08 46137V373 2500-12-31 N/A 0.00 7651.00 237869.59 Equities ISHARES TR MSCI ACWI EX US 5493000IN0VJK5DV3698 464288240 2500-12-31 N/A 0.00 64585.00 4868417.30 Equities ISHARES TR MSCI USA SZE FT 5493007FX38U4LSCPO86 46432F370 2500-12-31 N/A 0.00 2706.00 484806.96 Equities ISHARES TR RUS TP200 VL ETF 5493005EJDC8RL947G06 464289420 2500-12-31 N/A 0.00 8572.00 937948.24 Equities ISHARES INC MSCI JAPAN ETF 5493008I6YRUC6I0S051 46434G822 2500-12-31 N/A 0.00 962.00 89744.98 Equities ISHARES GOLD TR ISHARES NEW 5493006UOY7GXQW0IP42 464285204 2500-12-31 N/A 0.00 4945.00 382248.50 Equities ISHARES GOLD TR ISHARES NEW 5493006UOY7GXQW0IP42 464285204 2500-12-31 N/A 0.00 11648.00 900390.40 Equities ISHARES TR S&P 100 ETF 549300G3FWQPUM47D181 464287101 2500-12-31 N/A 0.00 3.00 1096.71 Equities ISHARES INC MSCI FRANCE ETF 549300DTW3LGNTWLQA96 464286707 2500-12-31 N/A 0.00 2458.00 114223.26 Equities ISHARES TR CORE S&P500 ETF 5493007M4YMN8XL48C14 464287200 2500-12-31 N/A 0.00 167337.00 124699532.40 Equities ISHARES TR MSCI ACWI ETF 549300KZ2WFTI4GQ7M77 464288257 2500-12-31 N/A 0.00 10224.00 1591467.84 Equities LEXINFINTECH HLDGS LTD ADR 549300F9QU71NQ28CS19 528877103 2500-12-31 N/A 0.00 246488.00 367267.12 Equities ISHARES GOLD TRUST MICRO SHS REPSTG UN TR 549300GZEAYYX6SG5S80 46436F103 2500-12-31 N/A 0.00 5714.00 234102.58 Equities ISHARES TR S&P 100 ETF 549300G3FWQPUM47D181 464287101 2500-12-31 N/A 0.00 5169.00 1889631.33 Equities ISHARES INC MSCI NETHERL ETF 549300QIDP8IC2ODTL23 464286814 2500-12-31 N/A 0.00 3479.00 234658.55 Equities ISHARES TR RUS TP200 VL ETF 5493005EJDC8RL947G06 464289420 2500-12-31 N/A 0.00 945.00 103401.90 Equities SIBANYE STILLWATER LTD SPONSORED ADR 378900F238434B74D281 82575P107 2500-12-31 N/A 0.00 759638.00 6905109.42 Equities INVESCO EXCHANGE-TRADED FD TR INVESCO PHLX SM 5493006ROZOPLBE6WL72 46138G615 2500-12-31 N/A 0.00 216744.00 19272876.48 Equities SPDR SERIES TRUST ST STR SP600 SML 549300NYZX301TBLUJ08 78468R853 2500-12-31 N/A 0.00 2733.00 154605.81 Equities SMARTRENT INC COM CL A N/A 83193G107 2500-12-31 N/A 0.00 153683.00 156756.66 Equities TAL ED GROUP SPONSORED ADS 5493003PJZS0EC085V72 874080104 2500-12-31 N/A 0.00 262203.00 3235585.02 Equities T ROWE PRICE EXCHANGE-TRADED PRICE BLUE CHIP 549300BVE1V7N27YJU96 87283Q107 2500-12-31 N/A 0.00 9713.00 467292.43 Equities SCHWAB STRATEGIC TR US REIT ETF 549300OLDKO120DR6467 808524847 2500-12-31 N/A 0.00 223465.00 5452546.00 Equities SCHWAB STRATEGIC TR US REIT ETF 549300OLDKO120DR6467 808524847 2500-12-31 N/A 0.00 110952.00 2707228.80 Equities SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES 549300WB4VYZON2V0562 82889N699 2500-12-31 N/A 0.00 643419.00 17391615.57 Equities RLX TECHNOLOGY INC SPONSORED ADS 984500EG5DBB2F7F4002 74969N103 2500-12-31 N/A 0.00 674114.00 1334745.72 Equities UNITED STS OIL FD LP UNITS ZR7XWIN3GSRDDWZ9V446 91232N207 2500-12-31 N/A 0.00 20476.00 2610280.48 Equities LISTED FDS TR SPEAR ALPHA ETF 5493008UAZ2YXP941O45 53656F383 2500-12-31 N/A 0.00 7215.00 303823.65 Equities PETROLEO BRASILEIRO S A SP ADR NON VTG 5493000J801JZRCMFE49 71654V101 2500-12-31 N/A 0.00 2272669.00 38294472.65 Equities FULL TRUCK ALLIANCE CO LTD SPONSORED ADS 984500884LB1DP8DAC57 35969L108 2500-12-31 N/A 0.00 117741.00 1125603.96 Equities FIDELITY COVINGTON TRUST MSCI COMMNTN SVC 5493002BTS1FZF1TQT97 316092873 2500-12-31 N/A 0.00 1100.00 74646.00 Equities FIDELITY COVINGTON TRUST MSCI COMMNTN SVC 5493002BTS1FZF1TQT97 316092873 2500-12-31 N/A 0.00 14638.00 993334.68 Equities FIDELITY COVINGTON TRUST MSCI INFO TECH I 549300Q9FB9YGVO3MI74 316092808 2500-12-31 N/A 0.00 28603.00 7753129.18 Equities FRANKLIN TEMPLETON ETF TR EMERGING MKTS DB 254900I1SI397KV3HH89 35473P314 2500-12-31 N/A 0.00 953.00 23539.10 Equities FIRST TR EXCHANGE-TRADED FD NAS CLNEDG GREEN 549300AU45GII8WWZE71 33733E500 2500-12-31 N/A 0.00 8118.00 400948.02 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 316092113 2500-12-31 N/A 0.00 8208.00 346705.92 Equities FUTU HLDGS LTD SPON ADS CL A 213800X4W4ZRESFPTQ37 36118L106 2500-12-31 N/A 0.00 66840.00 6912592.80 Equities FIRST TR EXCHANGE-TRADED FD II MATERIALS ALPH 549300R1WBC31SR6V464 33734X168 2500-12-31 N/A 0.00 11323.00 883194.00 Equities ABRDN PRECIOUS METALS BASKET E PHYSCL PRECS MET 549300Z131D2C4MBX897 003263100 2500-12-31 N/A 0.00 3453.00 637561.92 Equities ADVISOR MANAGED PORTFOLIOS RECK BB REIN ETF 529900EW70Z09QNF6368 00777X439 2500-12-31 N/A 0.00 1132.00 57437.45 Equities BLACKROCK ETF TRUST ISHARES US EQUIT 549300GSJ4RMBYLWSX89 09290C103 2500-12-31 N/A 0.00 28095.00 1880117.40 Equities BLACKROCK ETF TRUST ISHA I IN TE ETF 529900A898KGKVGZQ177 09290C780 2500-12-31 N/A 0.00 1992884.00 81867674.72 Equities FIRST TR EXCHANGE-TRADED FD NAT GAS ETF 549300SVX60NSSWYLS19 33733E807 2500-12-31 N/A 0.00 248315.00 7151472.00 Equities FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE 549300IMO4B4W5RWYH14 33737A108 2500-12-31 N/A 0.00 288.00 50872.32 Equities FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE 549300IMO4B4W5RWYH14 33737A108 2500-12-31 N/A 0.00 1548.00 273438.72 Equities FIDELITY COVINGTON TRUST MSCI CONSM DIS 5493007BOJJU5J05J835 316092204 2500-12-31 N/A 0.00 1709.00 169054.28 Equities FIDELITY COVINGTON TRUST MSCI CONSM DIS 5493007BOJJU5J05J835 316092204 2500-12-31 N/A 0.00 26355.00 2607036.60 Equities FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV 549300R71VNLKJ6ASS69 33738R506 2500-12-31 N/A 0.00 2918.00 235774.40 Equities FIRST TR EXCHANGE-TRADED ALPHA COM SHS 549300VT0JCDY0GNZJ32 33735K108 2500-12-31 N/A 0.00 1972.00 345601.09 Equities FIRST TR EXCHANGE-TRADED FD US EQTY OPPT ETF 549300TS7SUOCBQ66714 336920103 2500-12-31 N/A 0.00 2447.00 440264.24 Equities FIRST TR EXCHANGE-TRADED FD UT COM SHS ETF 549300QXF6DXPEKB3F89 33736Q104 2500-12-31 N/A 0.00 731.00 50398.43 Equities FIRST TR EXCHANGE-TRADED FD UT COM SHS ETF 549300QXF6DXPEKB3F89 33736Q104 2500-12-31 N/A 0.00 2538.00 174981.14 Equities FLEXSHARES TR QLT DIV DEF IDX 549300Z60HVOAIFFJE65 33939L845 2500-12-31 N/A 0.00 8439.00 750336.81 Equities FIDELITY COVINGTON TRUST MSCI RL EST ETF 549300LO1Q5LFQ3OL350 316092857 2500-12-31 N/A 0.00 5538.00 167469.12 Equities FIDELITY COVINGTON TRUST MSCI RL EST ETF 549300LO1Q5LFQ3OL350 316092857 2500-12-31 N/A 0.00 17124.00 517829.76 Equities FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX 549300FP3GJL1GH4RT40 33734X127 2500-12-31 N/A 0.00 289915.00 6314348.70 Equities FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH 5493003ZQM0TVLDIBC50 33733E203 2500-12-31 N/A 0.00 8833.00 2231745.78 Equities FIDELITY COVINGTON TRUST MSCI INFO TECH I 549300Q9FB9YGVO3MI74 316092808 2500-12-31 N/A 0.00 39147.00 10611185.82 Equities FIDELITY COVINGTON TRUST MSCI MATLS INDEX 549300167S120DN8EU66 316092881 2500-12-31 N/A 0.00 3695.00 215566.30 Equities FIRST TR EXCHANGE TRADED FD VI NASD TECH DIV 5493003C14FOS5XYS393 33738R118 2500-12-31 N/A 0.00 4815.00 528964.83 Equities FIRST TR EXCHANGE-TRADED FD COM SHS ANNUAL 549300J0OKGDPF2LO339 33718M105 2500-12-31 N/A 0.00 4316.00 395777.20 Equities SPDR SERIES TRUST ST STR P500ETF 5493004K4F0RL72RIJ47 78464A854 2500-12-31 N/A 0.00 86743.00 7573531.33 Equities ETF SER SOLUTIONS HOYA CAPT HI DIV 549300J6T1FHX4RHKS53 26922B840 2500-12-31 N/A 0.00 67284.00 647944.92 Equities DIREXION SHARES ETF TRUST DAI FTS BEA ETF 549300PYW6HP5QKTQV16 25461A460 2500-12-31 N/A 0.00 37236.00 974466.12 Equities KANZHUN LIMITED SPONSORED ADS 254900F4ZCBITP7L0251 48553T106 2500-12-31 N/A 0.00 812921.00 13331904.40 Equities VICTORY PORTFOLIOS II VCSHS US SMCP HG 549300GMUN0Q3JBDN646 92647N873 2500-12-31 N/A 0.00 7813.00 522585.01 Equities SPDR SERIES TRUST SP O&G EXPL PRO 5493001H1FSSB667C124 78468R556 2500-12-31 N/A 0.00 181367.00 31715647.29 Equities SPDR SERIES TRUST ST STR DOW REIT 54930077YVRJPO64VF50 78464A607 2500-12-31 N/A 0.00 48729.00 5672055.60 Equities SCHWAB STRATEGIC TR CRYPTO THEM NATU 549300EPEZERMIWD3885 808524656 2500-12-31 N/A 0.00 37788.00 2460754.56 Equities SPROTT ETF TRUST JR GOLD MINERS E 549300CBKJHPX82GMQ03 85210B201 2500-12-31 N/A 0.00 38815.00 2932543.12 Equities SPROTT FDS TR ACTI GOL SIL ETF 254900SXB2RQZTPIV879 85208P865 2500-12-31 N/A 0.00 3196.00 128131.48 Equities WISDOMTREE TR FLOATNG RAT TREA 549300GCKQISYMO32P15 97717Y527 2500-12-31 N/A 0.00 3137.00 158010.69 Equities VANGUARD ADMIRAL FDS INC MIDCP 400 VAL N/A 921932844 2500-12-31 N/A 0.00 818.00 93767.34 Equities ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 75509.00 124698582.96 Equities VANGUARD INDEX FDS MRNGSTR MD CP GR N/A 922908538 2500-12-31 N/A 0.00 2172.00 640522.80 Equities CAPITAL GROUP GBL GROWTH EQTY SHS CREAT UNIT 549300MEB8FQHFU5O271 14020X104 2500-12-31 N/A 0.00 2902.00 114570.96 Equities CAPITAL GROUP DIVIDEND VALUE E SHS CREAT UNIT 549300RS1YEXTKIVN573 14020W106 2500-12-31 N/A 0.00 2183.00 107469.09 Equities INVESCO EXCHANGE TRADED FD TR WILDERHIL CLAN 54930063ZXNKHHP8WC41 46137V134 2500-12-31 N/A 0.00 352359.00 11296629.54 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ 100 ETF 549300TKJ3EA6QHM7D23 46138G649 2500-12-31 N/A 0.00 6154.00 1731427.90 Equities HUYA INC ADS REP SHS A 549300WPEZ00T1MABE80 44852D108 2500-12-31 N/A 0.00 110240.00 273395.20 Equities NEW YORK LIFE INVESTMENTS ETF MERGE ARBIT ETF 549300Q7XHADH3DHV187 45409B800 2500-12-31 N/A 0.00 6941.00 253034.15 Equities INFOSYS LTD SPONSORED ADR 335800TYLGG93MM7PR89 456788108 2500-12-31 N/A 0.00 11.00 131.45 Equities INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT 254900OA6JEFKO7YOQ56 46127B403 2500-12-31 N/A 0.00 848.00 54568.29 Equities VANGUARD WORLD FD EXTENDED DUR N/A 921910709 2500-12-31 N/A 0.00 3760.00 225976.00 Equities VANGUARD WORLD FD FINANCIALS ETF N/A 92204A405 2500-12-31 N/A 0.00 27339.00 3811603.38 Equities SCHWAB STRATEGIC TR FUND EM EQUI ETF 549300IMHQ7K247G1P16 808524730 2500-12-31 N/A 0.00 23167.00 950078.67 Equities SSGA ACTIVE TR STATE STREET IG 984500C1B55G865B0079 78470P523 2500-12-31 N/A 0.00 2618.00 65319.10 Equities TIDAL TRUST II DEFIA AI PWR ETF 2549003NNK7NSBNZI496 88636R479 2500-12-31 N/A 0.00 76176.00 2167207.20 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US L 549300FOX56PTJLI2612 808524771 2500-12-31 N/A 0.00 55150.00 1748255.00 Equities TRIP COM GROUP LTD ADS 2549004RMYDSRQL4KW41 89677Q107 2500-12-31 N/A 0.00 2176594.00 101168089.12 Equities NOAH HLDGS LTD SPON ADS 3003008QW3IHPD3NTU41 65487X102 2500-12-31 N/A 0.00 10939.00 92872.11 Equities SELECT SECTOR SPDR TR ST STR MATER ETF 549300N81BAQ1XPGBT65 81369Y100 2500-12-31 N/A 0.00 62486.00 3226777.04 Equities GOLD FIELDS LTD SPONSORED ADR 5299003KXIBJQYCBBD72 38059T106 2500-12-31 N/A 0.00 1.00 33.53 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ BIOTECH 549300GYFD12WC2CZH57 46138G599 2500-12-31 N/A 0.00 23481.00 767861.57 Equities NEW YORK LIFE INVTS ACTIVE ETF WINSLOW LAR CAP 5493003N1JWBCY2HCE61 45409F769 2500-12-31 N/A 0.00 1180.00 63457.92 Equities GLOBAL X FDS SUPERDIVIDEND 549300WHBWBK1U3N4G54 37960A669 2500-12-31 N/A 0.00 46575.00 1163909.25 Equities GLOBAL X FDS GBL X BLOCKCHAIN 549300YK65VRHNLLGZ16 37960A735 2500-12-31 N/A 0.00 13313.00 906881.56 Equities JOHN HANCOCK EXCHANGE TRADED MULTFCTR EMRNG 549300US1GNMBSYP4G11 47804J834 2500-12-31 N/A 0.00 37593.00 1424955.15 Equities GLOBAL X FDS GLBX MSCI COLUM 549300OMNC4RBPIQJY21 37954Y327 2500-12-31 N/A 0.00 16870.00 777200.90 Equities GAOTU TECHEDU INC SPONSORED ADS 549300R5BPFFORR9ET36 36257Y109 2500-12-31 N/A 0.00 146613.00 269767.92 Equities FIRST TR EXCHANGE-TRADED FD II CONSUMR DISCRE 549300KKKIV5V4SB1F02 33734X101 2500-12-31 N/A 0.00 5981.00 423380.04 Equities FIRST TR EXCHANGE-TRADED FD II UTILITIES ALPH 549300ZG55GZ71RZK378 33734X184 2500-12-31 N/A 0.00 35631.00 1740574.35 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 336917109 2500-12-31 N/A 0.00 131452.00 6765834.44 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 337345102 2500-12-31 N/A 0.00 14110.00 4200829.20 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 337345102 2500-12-31 N/A 0.00 4718.00 1404642.96 Equities FIDELITY COVINGTON TRUST MSCI ENERGY IDX 5493006XQ7X99D46W377 316092402 2500-12-31 N/A 0.00 48195.00 1576458.45 Equities CAPITAL GROUP GROWTH ETF SHS CREAT UNIT 549300KE3DOPDPXHTD25 14020G101 2500-12-31 N/A 0.00 16700.00 744152.00 Equities CAPITAL GROUP GROWTH ETF SHS CREAT UNIT 549300KE3DOPDPXHTD25 14020G101 2500-12-31 N/A 0.00 37981.00 1692433.36 Equities EXCHANGE LISTED FDS TR PLUS KOREA DEFE 5299006DUWIX3AEL2A58 30151E491 2500-12-31 N/A 0.00 20000.00 754600.00 Equities EXCHANGE TRADED CONCEPTS TRUST ETC 6 SMALL CAP 5493000VD2P95N3QO780 301505673 2500-12-31 N/A 0.00 2750.00 163980.02 Equities VANECK ETF TRUST SEMICONDUCTR ETF 549300MJTG2N9QRH7I02 92189F676 2500-12-31 N/A 0.00 231397.00 124699843.30 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000GRW N/A 92206C680 2500-12-31 N/A 0.00 12886.00 1557917.40 Equities VANGUARD SCOTTSDALE FDS TOTAL WLD BD ETF 549300XM64W8RMO6ZH82 92206C565 2500-12-31 N/A 0.00 1500.00 101475.00 Equities VANGUARD WORLD FD CONSUM DIS ETF N/A 92204A108 2500-12-31 N/A 0.00 641.00 244208.18 Equities COINSHARES ETF TR COINSHARES BITCN 549300F3TDGZL6ZW5O47 91917A207 2500-12-31 N/A 0.00 3937.00 208149.19 Equities AGORA INC ADS 5493001S8SBPD13GC964 00851L103 2500-12-31 N/A 0.00 119326.00 474917.48 Equities ALPS ETF TR ALERIAN MLP 549300WPBLCQJSVVVV61 00162Q452 2500-12-31 N/A 0.00 30698.00 1683171.34 Equities INVESCO EXCHANGE-TRADED FD TR S&P SMLCP LOW 5493006HSOM15DF54551 46138G102 2500-12-31 N/A 0.00 8410.00 451176.32 Equities GLOBAL X FDS MSCI GREECE ETF 549300B7LODJBKXXYU77 37954Y319 2500-12-31 N/A 0.00 2000.00 161423.80 Equities INVESCO EXCHANGE TRADED FD TR S&P500 PUR GWT 54930042F8674IW8XN03 46137V266 2500-12-31 N/A 0.00 112720.00 6298793.60 Equities INVESCO EXCHANGE TRADED FD TR DORS WRI MOM ETF 549300HG7F8LNWD2N053 46137V837 2500-12-31 N/A 0.00 2362.00 314476.68 Equities FIRST TR EXCHANGE-TRADED FD II CLOUD COMPUTING 5493006AUYA2BRBGB132 33734X192 2500-12-31 N/A 0.00 4407.00 617112.21 Equities FIRST TR EXCHANGE TRADED FD VI SMID CAP STR ETF 549300F80UT6L8PDJJ23 33738R753 2500-12-31 N/A 0.00 5306.00 198917.16 Equities ALPS ETF TR OSHARES US QUALT 549300XWMVX8V2F5VQ96 00162Q387 2500-12-31 N/A 0.00 14725.00 896310.75 Equities ABRDN PALLADIUM ETF TRUST PHYSICAL PALLADM 549300EIRBI2WQDV5H69 003262102 2500-12-31 N/A 0.00 48171.00 1148878.35 Equities ALPS ETF TR MED BREAKTHGH 549300UUE13R3N0UVB96 00162Q593 2500-12-31 N/A 0.00 4078.00 265885.60 Equities AB ACTIVE ETFS INC DISRUPTORS ETF 254900XCHVY6412C2208 00039J509 2500-12-31 N/A 0.00 7997.00 990588.39 Equities ABRDN PLATINUM ETF TRUST PHYSCL PLATM SHS 5493001S1GI0VA48N983 003260106 2500-12-31 N/A 0.00 58045.00 872416.35 Equities ADVISORSHARES TR PURE US CANN ETF 549300U1LLTOEUUI7S22 00768Y453 2500-12-31 N/A 0.00 837309.00 3525070.89 Equities ALPS ETF TR CLEAN ENERGY 549300UUHWBEG7BV1941 00162Q460 2500-12-31 N/A 0.00 77565.00 2385123.75 Equities ADVISORSHARES TR PURE US CANN ETF 549300U1LLTOEUUI7S22 00768Y453 2500-12-31 N/A 0.00 18069.00 76070.49 Equities VANGUARD INDEX FDS MRNGSTR VAL ETF N/A 922908744 2500-12-31 N/A 0.00 15386.00 3393228.44 Equities VANGUARD INDEX FDS MRNGSTR VAL ETF N/A 922908744 2500-12-31 N/A 0.00 19379.00 4273844.66 Equities VANGUARD WORLD FD ENERGY ETF N/A 92204A306 2500-12-31 N/A 0.00 31870.00 5299343.60 Equities SPROTT FDS TR JUNIOR URANIUM 2549002HIOJF9UU1X691 85208P808 2500-12-31 N/A 0.00 13150.00 289694.50 Equities VANGUARD SPECIALIZED FUNDS DIV APP ETF N/A 921908844 2500-12-31 N/A 0.00 651.00 156279.06 Equities VANGUARD WORLD FD ENERGY ETF N/A 92204A306 2500-12-31 N/A 0.00 674.00 112072.72 Equities VANGUARD WORLD FD FINANCIALS ETF N/A 92204A405 2500-12-31 N/A 0.00 35356.00 4929333.52 Equities VANGUARD TAX-MANAGED FDS VAN FTSE DEV MKT N/A 921943858 2500-12-31 N/A 0.00 121125.00 8610776.25 Equities VANGUARD STAR FDS VG TL INTL STK F N/A 921909768 2500-12-31 N/A 0.00 1214.00 102910.78 Equities VANGUARD SPECIALIZED FUNDS DIV APP ETF N/A 921908844 2500-12-31 N/A 0.00 329.00 78979.74 Equities ETFIS SER TR I VIRTUS REAVES UT 549300WSXYEYWDF68646 26923G806 2500-12-31 N/A 0.00 30305.00 2351364.95 Equities DIREXION SHARES ETF TRUST DA TE BU 3X ETF UVI6FKSURIFX5JUWGQ81 25459W102 2500-12-31 N/A 0.00 1750.00 305287.50 Equities ATOUR LIFESTYLE HLDGS LTD SPONSORED ADS N/A 04965M106 2500-12-31 N/A 0.00 176753.00 6052022.72 Equities BAOZUN INC SPONSORED ADR 549300IF0HZ7T4762633 06684L103 2500-12-31 N/A 0.00 70193.00 209175.14 Equities NOVABRIDGE BIOSCIENCES SPONSORED ADS 549300L1A5T19703RR64 44975P103 2500-12-31 N/A 0.00 286013.00 469061.32 Equities GLOBAL X FDS GLOBAL X URANIUM 549300FJZ5SE0HHSHI40 37954Y871 2500-12-31 N/A 0.00 21131.00 839323.32 Equities GLOBAL X FDS GLOBAL X COPPER 549300L5RUQZ388WGS57 37954Y830 2500-12-31 N/A 0.00 50004.00 3975318.00 Equities GLOBAL X FDS GLOBX SUPDV US 549300BSOQ7DE01UBG88 37950E291 2500-12-31 N/A 0.00 13765.00 272478.18 Equities GLOBAL X FDS GLOBAL X SILVER 549300W0XPL6JJ7JYT05 37954Y848 2500-12-31 N/A 0.00 17770.00 1353896.30 Equities SPDR SERIES TRUST ST STR P500VAL 549300Q000TDS51V8H46 78464A508 2500-12-31 N/A 0.00 1835.00 114063.60 Equities SPDR SERIES TRUST ST STR SP CAPMKT 549300BBJPWNKDPREW36 78464A771 2500-12-31 N/A 0.00 1012.00 161910.69 Equities SPDR SERIES TRUST ST STR SP REGBNK 549300EFWJBKUN6WJX52 78464A698 2500-12-31 N/A 0.00 537785.00 40817881.50 Equities LI AUTO INC SPONSORED ADS 2549003R73Q70J5H4I65 50202M102 2500-12-31 N/A 0.00 13044.00 175963.56 Equities SPDR SERIES TRUST ST STR SP SEMI 549300BYZ3JA8JJMEJ82 78464A862 2500-12-31 N/A 0.00 2711.00 1309521.44 Equities SPDR SERIES TRUST ST STR P500GRW 549300VUPJJVH7HVPB06 78464A409 2500-12-31 N/A 0.00 7641.00 882306.27 Equities SPDR INDEX SHS FDS SP CHINA ETF 549300B1I89QUAK0X692 78463X400 2500-12-31 N/A 0.00 1543.00 140536.44 Equities SPDR SERIES TRUST ST STR SP HCSVC 549300JPXFHZOFFNSZ24 78464A573 2500-12-31 N/A 0.00 17586.00 2361054.15 Equities SPDR SERIES TRUST ST STR SP TRANS 549300NEBH6N1XRC0E14 78464A532 2500-12-31 N/A 0.00 2346.00 256558.56 Equities SPDR SERIES TRUST ST STR R2K LOWV 5493000HR5YXNE4QNM46 78468R887 2500-12-31 N/A 0.00 1400.00 223384.70 Equities TECK RESOURCES LTD CL B T8KI5SQ2JRWHL7XY0E11 878742204 2500-12-31 N/A 0.00 1500805.00 93785304.45 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US S 549300LLI8QKGVKQUL56 808524763 2500-12-31 N/A 0.00 1702.00 63314.40 Equities SUNCOR ENERGY INC NEW COM 894500XO86FKXQGPYV71 867224107 2500-12-31 N/A 0.00 470861.00 31420554.53 Equities SPDR SERIES TRUST ST STR SP INS 5493000JPXJASDQETJ56 78464A789 2500-12-31 N/A 0.00 213075.00 13726291.50 Equities SANOFI SA SPONSORED ADR 549300E9PC51EN656011 80105N105 2500-12-31 N/A 0.00 61684.00 2645626.76 Equities VANECK ETF TRUST CHINE INNOV ETF 549300ZOIILA003YFD80 92189F627 2500-12-31 N/A 0.00 26254.00 1249165.32 Equities SPDR INDEX SHS FDS ST STR INFRA ETF 5493001CZU6BWAPKPM88 78463X855 2500-12-31 N/A 0.00 1171.00 89417.56 Equities SPROTT FDS TR JR COPPER MINERS 254900NPPQYHXMREP392 85208P501 2500-12-31 N/A 0.00 15415.00 610742.30 Equities VANECK ETF TRUST IG FLOA RATE ETF 549300KYMEXRFZZLM685 92189F486 2500-12-31 N/A 0.00 3947.00 101003.73 Equities VANECK ETF TRUST BDC INCOME ETF 5493000CQN0MMJGTGK14 92189F411 2500-12-31 N/A 0.00 1981301.00 24607758.42 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 31609A107 2500-12-31 N/A 0.00 175824.00 7337135.52 Equities BEONE MEDICINES LTD SPONSORED ADS 549300JFUK6FRD5MH739 07725L102 2500-12-31 N/A 0.00 126751.00 40823962.08 Equities BITWISE FUNDS TRUST CRYPTO INDUSTRY 529900RV5VBFAXYSZE05 09175C103 2500-12-31 N/A 0.00 29709.00 701429.49 Equities DIMENSIONAL ETF TRUST US SMALL CAP ETF 549300ZX1UG1MY980943 25434V815 2500-12-31 N/A 0.00 9416.00 373438.56 Equities DIREXION SHARES ETF TRUST NASDAQ 100 EQ WT 549300P2QNSIMTCCZ681 25459Y207 2500-12-31 N/A 0.00 21952.00 2562456.96 Equities AMPLIFY ETF TR JR SILV MINE ETF 529900043JSEQR3OMW67 032108649 2500-12-31 N/A 0.00 200918.00 5012904.10 Equities AMPLIFY ETF TR JR SILV MINE ETF 529900043JSEQR3OMW67 032108649 2500-12-31 N/A 0.00 1947523.00 48590698.85 Equities BP PLC SPONSORED ADR 213800LH1BZH3DI6G760 055622104 2500-12-31 N/A 0.00 2466209.00 109055761.98 Equities AMERICAN CENTY ETF TR INTL EQT ETF 549300J3U01FFJ07XD39 025072703 2500-12-31 N/A 0.00 1518.00 139094.34 Equities FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR 549300VRLTLEGMX9CC62 33738R811 2500-12-31 N/A 0.00 37342.00 8133834.44 Equities FIDELITY COVINGTON TRUST MSCI FINLS IDX 549300SRWT16HXDPN049 316092501 2500-12-31 N/A 0.00 4366.00 354458.08 Equities SPROTT FDS TR COPPER MINER ETF 254900I08LCCVB0YYB31 85208P881 2500-12-31 N/A 0.00 38706.00 1505663.40 Equities PROSHARES TR PSHS ULT S&P 500 UT59PM4NN1V3JAKZPS19 74347R107 2500-12-31 N/A 0.00 8091.00 534815.10 Equities VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF N/A 922042858 2500-12-31 N/A 0.00 1262.00 73435.78 Equities WISDOMTREE TR US SMALLCAP DIVD 549300DSULDR0XGW9I91 97717W604 2500-12-31 N/A 0.00 9350.00 380732.00 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 112765.00 45479252.15 Equities JOYY INC ADS REPSTG COM A 549300N6CHVU5CQZPW24 46591M109 2500-12-31 N/A 0.00 62375.00 4554622.50 Equities ISHARES INC CORE MSCI EMKT 5493007C24Z3ZDJ0VD06 46434G103 2500-12-31 N/A 0.00 40564.00 3125456.20 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 313149.00 11492568.30 Equities T ROWE PRICE EXCHANGE-TRADED INTL EQUITY ETF 254900HUJKWN0KWIF237 87283Q834 2500-12-31 N/A 0.00 5767.00 225720.38 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 18613.00 7506809.03 Equities PROCURE ETF TRUST II SPACE ETF 549300MQIFQ5M3WPKM32 74280R205 2500-12-31 N/A 0.00 130847.00 5733715.54 Equities VANECK ETF TRUST RARE EAR STR ETF 549300CC0W53Y8C5LO70 92189H805 2500-12-31 N/A 0.00 26344.00 1750558.80 Equities PUTNAM ETF TRUST BDC INCOME ETF 549300HYA2LSODFWQ702 746729508 2500-12-31 N/A 0.00 124325.00 3275963.75 Equities NIO INC SPON ADS 549300JBU4TV5OCKJV96 62914V106 2500-12-31 N/A 0.00 1581834.00 7656076.56 Equities PROSHARES TR II ULTA BLMBG 2017 W8URCVXVZUOAQKWNXQ58 74347Y888 2500-12-31 N/A 0.00 48818.00 1953696.36 Equities J P MORGAN EXCHANGE TRADED FD EQUITY PREMIUM 549300WPLSUZ3ZNSFP07 46641Q332 2500-12-31 N/A 0.00 4361.00 249623.64 Equities J P MORGAN EXCHANGE TRADED FD ULTRA SHRT ETF 549300VN24B8TQAGGX74 46641Q837 2500-12-31 N/A 0.00 188829.00 9543417.66 Equities ISHARES TR ESG MSCI LEADR 549300PL7K003G75NG20 46435U218 2500-12-31 N/A 0.00 9923.00 1299813.77 Equities J P MORGAN EXCHANGE TRADED FD ACTIVE VALUE ETF 549300WXH93S1D430S16 46641Q167 2500-12-31 N/A 0.00 1992.00 161073.12 Equities ISHARES TR MSCI UAE ETF 549300W8A4HMFQBPVC48 46434V761 2500-12-31 N/A 0.00 5759.00 111148.70 Equities PRUDENTIAL PLC ADR 5493001Z3ZE83NGK8Y12 74435K204 2500-12-31 N/A 0.00 6326.00 195979.48 Equities ISHARES TR CORE MSCI EURO 549300XU2KDV0C5LCG21 46434V738 2500-12-31 N/A 0.00 99621.00 7677790.47 Equities CODERE ONLINE LUXEMBOURG S A ORDINARY SHARES 222100ZJU57ZQLLYNO89 L18268109 2500-12-31 N/A 0.00 28847.00 267267.46 Equities UNITED STS COMMODITY INDEX FD CM REP COPP FD 54930051JW65R2UMMD48 911718104 2500-12-31 N/A 0.00 67745.00 2665088.30 Equities UP FINTECH HLDG LTD SPONSORED ADS 213800JJDNMAG3L84P54 91531W106 2500-12-31 N/A 0.00 308616.00 1506046.08 Equities MELCO RESORTS AND ENTMNT LTD ADR 529900NRV6LBR3T6B421 585464100 2500-12-31 N/A 0.00 2233006.00 12862114.56 Equities VANGUARD WORLD FD MATERIALS ETF N/A 92204A801 2500-12-31 N/A 0.00 6598.00 1506323.40 Equities SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF 529900TNQC7Y15KAT459 82889N368 2500-12-31 N/A 0.00 77503.00 2177834.30 Equities VANECK ETF TRUST AGRIBUSINESS ETF 549300PY1GVOA1FO5J32 92189F700 2500-12-31 N/A 0.00 1966.00 164200.32 Equities VANECK ETF TRUST GOLD MINERS ETF 54930031TORTKAM9TJ98 92189F106 2500-12-31 N/A 0.00 589403.00 45254362.34 Equities VANECK ETF TRUST STEEL ETF 549300O94B13J9JPO797 92189F205 2500-12-31 N/A 0.00 30843.00 3282620.49 Equities VALE S A SPONSORED ADS 254900SMTWBX7RU2SR20 91912E105 2500-12-31 N/A 0.00 8318879.00 124699996.21 Equities VANGUARD WORLD FD CONSUM DIS ETF N/A 92204A108 2500-12-31 N/A 0.00 2768.00 1054552.64 Equities ISHARES TR MSCI SAUDI ARBIA 5493004P512V6ELEIL59 46434V423 2500-12-31 N/A 0.00 21466.00 792524.72 Equities ISHARES TR MSCI SAUDI ARBIA 5493004P512V6ELEIL59 46434V423 2500-12-31 N/A 0.00 75111.00 2773098.12 Equities ITAU UNIBANCO HLDG S A SPON ADR REP PFD 5493002W2IVG62O3ZJ94 465562106 2500-12-31 N/A 0.00 4611338.00 38919692.72 Equities ISHARES INC MSCI SPAIN ETF 549300KJYAHQCJB4CU67 464286764 2500-12-31 N/A 0.00 3145.00 193228.80 Equities ISHARES TR ESG AW MSCI EAFE 549300IT2A3OM8F0BB22 46435G516 2500-12-31 N/A 0.00 4244.00 447062.96 Equities J P MORGAN EXCHANGE TRADED FD US QUALTY FCTR 549300QBO0QYTGWOSW82 46641Q761 2500-12-31 N/A 0.00 211522.00 15263427.52 Equities ISHARES TR MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 2500-12-31 N/A 0.00 136.00 14448.64 Equities ISHARES TR RUS TOP 200 ETF 549300C61G8VMXGKB962 464289446 2500-12-31 N/A 0.00 10387.00 1900821.00 Equities ISHARES TR US BR DEL SE ETF 54930085FJMZ4CBKDP12 464288794 2500-12-31 N/A 0.00 6354.00 1187499.06 Equities ISHARES TR RESIDENTIAL MULT 5493004WBOUA72JP1U19 464288562 2500-12-31 N/A 0.00 12792.00 1229311.20 Equities GENMAB A/S SPONSORED ADS 529900MTJPDPE4MHJ122 372303206 2500-12-31 N/A 0.00 286591.00 8207966.24 Equities PIMCO ETF TR ENHAN SHRT MA AC VOYE9Z80GB9431LFS645 72201R833 2500-12-31 N/A 0.00 1556.00 156813.68 Equities PROSHARES TR II ULTRA SILVER NEW UTVOQA8ORTCHS6ZLUO35 74347W353 2500-12-31 N/A 0.00 6656.00 445219.84 Equities VICTORY PORTFOLIOS II VICTORYSHS US 5493004HRSYZ4WW5CD82 92647N691 2500-12-31 N/A 0.00 3317.00 199772.30 Equities SPDR INDEX SHS FDS ST STR NAT ETF 549300TY1RVQ2C1UO359 78463X541 2500-12-31 N/A 0.00 4622.00 338145.52 Equities SPDR SERIES TRUST ST STR SP TELCO 549300HDKY7AYIBLN989 78464A540 2500-12-31 N/A 0.00 6940.00 1422353.00 Equities SPDR INDEX SHS FDS ST STR SP N AM 549300B4G9E956VT3O74 78463X152 2500-12-31 N/A 0.00 14057.00 1140444.41 Equities SPDR INDEX SHS FDS ST STR EUROP ETF 549300HCVLHOFBIZF566 78463X103 2500-12-31 N/A 0.00 2079.00 117099.68 Equities PROSHARES TR SP500 EX TECH 5493001I18EDIH1SXT13 74347B557 2500-12-31 N/A 0.00 20053.00 2182093.26 Equities UNITED STS OIL FD LP UNITS ZR7XWIN3GSRDDWZ9V446 91232N207 2500-12-31 N/A 0.00 68455.00 8726643.40 Equities WISDOMTREE TR FLOATNG RAT TREA 549300GCKQISYMO32P15 97717Y527 2500-12-31 N/A 0.00 429.00 21608.73 Equities SCHWAB STRATEGIC TR FUNDAMENTAL INTL 549300V68SWSEW0KPS30 808524755 2500-12-31 N/A 0.00 3331.00 180973.23 Equities SCHWAB STRATEGIC TR INTL EQTY ETF 5493003PP4X6ZGIBL520 808524805 2500-12-31 N/A 0.00 4133.00 114029.47 Equities TENCENT MUSIC ENTMT GROUP SPON ADS 213800XTZK2GOHQTYK41 88034P109 2500-12-31 N/A 0.00 473583.00 4489566.84 Equities TEMA ETF TRUST ELECTRIFICATION 529900RQB63LH3HY1C41 87975E834 2500-12-31 N/A 0.00 85358.00 3117274.16 Equities SPDR SERIES TRUST ST INTER BD ETF 549300V0LZHF2UQ4WK69 78464A375 2500-12-31 N/A 0.00 5424.00 179859.84 Equities NATIXIS ETF TRUST II NATIXIS LOOMIS 2549007J8L8DMPF0NM17 63875W406 2500-12-31 N/A 0.00 8231.00 342985.77 Equities GLOBAL X FDS MORNINGSTAR CAP 5493008YH2ENTDJZ5I82 37954Y731 2500-12-31 N/A 0.00 1605.00 76370.88 Equities GLOBAL X FDS GLOBAL X URANIUM 549300FJZ5SE0HHSHI40 37954Y871 2500-12-31 N/A 0.00 11180.00 444069.60 Equities HARRIS OAKMARK ETF TRUST OAKMARK U S LRG 25490038HNW6WGEPK409 41456U106 2500-12-31 N/A 0.00 131326.00 3973924.76 Equities ETF SER SOLUTIONS BAHL GAYNOR SML 5493004CC8IJTW3EOJ91 26922B832 2500-12-31 N/A 0.00 6171.00 204074.97 Equities DIMENSIONAL ETF TRUST GLOBAL REAL EST 549300R2L5S5H4HG1N60 25434V658 2500-12-31 N/A 0.00 17972.00 538263.20 Equities WISDOMTREE TR US SMALLCAP DIVD 549300DSULDR0XGW9I91 97717W604 2500-12-31 N/A 0.00 13369.00 544385.68 Equities DIREXION SHARES ETF TRUST DLY TSM BULL 2X 254900HTAJFDI2GBNQ19 25461A544 2500-12-31 N/A 0.00 5392.00 391998.40 Equities ETFIS SER TR I VIRTU BIOTE ETF N/A 26923G202 2500-12-31 N/A 0.00 3362.00 324382.91 Equities DIREXION SHARES ETF TRUST DAI SEM 3X ETF 549300SN0D4Z5YWQPF52 25461H291 2500-12-31 N/A 0.00 502148.00 27075820.16 Equities ETF SER SOLUTIONS COLTERPOINT NET 549300BF1J91U6ZBHF60 26922A248 2500-12-31 N/A 0.00 9589.00 260363.40 Equities BNY MELLON ETF TRUST US LRG CP CORE 549300LQKBY0N1SODR76 09661T107 2500-12-31 N/A 0.00 1794.00 84856.20 Equities BIONTECH SE SPONSORED ADS 894500UZJ5LG1F8J1U58 09075V102 2500-12-31 N/A 0.00 7245.00 672698.25 Equities HELLO GROUP INC ADS 549300YMGLID32W48529 423403104 2500-12-31 N/A 0.00 695246.00 4171476.00 Equities ISHARES TR US BR DEL SE ETF 54930085FJMZ4CBKDP12 464288794 2500-12-31 N/A 0.00 24893.00 4652252.77 Equities ISHARES TR FUTU AI TECH ETF 549300VS8IGDTLP20U91 46435U556 2500-12-31 N/A 0.00 4434.00 293752.50 Equities ISHARES TR MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 2500-12-31 N/A 0.00 523427.00 55608884.48 Equities ISHARES TR CORE MSCI TOTAL 5493000KJHTQW5I5L936 46432F834 2500-12-31 N/A 0.00 13697.00 1296831.96 Equities Y 2026-08-03 2026-11-03 2027-01-14 Y CITIGROUP GLOBAL MARKETS INC 1.0000 95 N N N 0.0405 2494000000.00 2494000000.00 0.0064 N N N Y BNP PARIBAS SA BNP PARIBAS SA 4.040000% ARP1K1726 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1K1726 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y GPD COS INCORPORATED SR SEC PIK 29 N/A 36260VAB6 2029-12-31 12.500000 0.00 1.00 0.65 Corporate Debt Securities CD&R SMOKEY BUYER INC / RADIO SR SEC 144A NT29 N/A 12515KAA6 2029-10-15 9.500000 0.00 100000.00 52231.22 Corporate Debt Securities CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 28 N/A 131477AW1 2028-07-15 9.750000 0.00 360000.00 371193.60 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW 1LIEN GLBL 29 5493007X5NC5XI1BB106 12543DBH2 2029-01-15 6.000000 0.00 4660000.00 4596701.67 Corporate Debt Securities RR DONNELLEY & SONS CO SR SEC 144A NT29 SU4X0P4WWRGOQDTSV032 257867BK6 2029-08-01 10.875000 0.00 136000.00 146117.72 Corporate Debt Securities ASSURANT INC SUB GLBL NT 7%48 H3F39CAXWQRVWURFXL38 04621XAK4 2048-03-27 7.000000 0.00 108000.00 111766.08 Corporate Debt Securities ARKO CORP SR 144A NT 29 N/A 041242AA6 2029-11-15 5.125000 0.00 4148000.00 3924005.70 Corporate Debt Securities RCS CAP CORP SR GLBL 144A 29 549300NV2T8A33L0PQ58 040133AA8 2029-04-01 7.500000 0.00 161000.00 164490.48 Corporate Debt Securities BOMBARDIER INC SR 144A NT 35 W7L3VLU8EHQY34Z36697 097751CE9 2035-01-15 5.875000 0.00 612000.00 613635.74 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC 1LIEN GLBL 34 5493007X5NC5XI1BB106 12543DBQ2 2034-01-15 9.750000 0.00 1603000.00 1686120.89 Corporate Debt Securities CAPITAL ONE FINL CORP PERP SUB -M NT ZUE8T73ROZOF6FLBAR73 14040HCF0 2500-12-31 3.950000 0.00 1000.00 1004.16 Corporate Debt Securities DAVITA INC SR GLBL 144A 30 M2XHYMU3TZNEZURC6H66 23918KAS7 2030-06-01 4.625000 0.00 2888000.00 2803232.39 Corporate Debt Securities TRIDENT TPI HLDGS INC SR 144A NT 28 549300TPLK304J3RNC85 89616RAC3 2028-12-31 12.750000 0.00 2624000.00 2604149.44 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 28 SQL3F6CKNNBM3SQGHX24 46284VAG6 2028-07-15 5.000000 0.00 904000.00 897719.21 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PBP0 2031-05-13 2.956000 0.00 14000.00 13081.67 Corporate Debt Securities SINCLAIR TELEVISION GROUP GLBL 144A NT 32 549300CQGEN0CH65UD62 829259BF6 2032-12-31 4.375000 0.00 2058000.00 1568055.37 Corporate Debt Securities SOPAIPILLA INV LLC 1LIEN AMZ 144A48 N/A 83577VAA8 2048-11-30 7.534000 0.00 401000.00 415448.03 Corporate Debt Securities DOMTAR CORP SR SEC 144A NT28 XYSIJOU3HNVROZWNA008 70478JAA2 2028-10-01 6.750000 0.00 4244000.00 3134109.12 Corporate Debt Securities TRANSDIGM INC 1LIEN GLBL 29 88Q84GB3X55CF5OC7582 893647BU0 2029-03-01 6.375000 0.00 3973000.00 4124659.34 Corporate Debt Securities GRAHAM HLDGS CO SR GLBL 144A 33 529900BOSCEEEMAFQJ29 384637AC8 2033-12-01 5.625000 0.00 130000.00 128518.65 Corporate Debt Securities BRASKEM NETH FIN B V SR GLBL REGS 31 2549000TLMHFQ74DS330 N15516AH5 2031-01-12 8.500000 0.00 600000.00 339870.00 Corporate Debt Securities RAIZEN FUELS FINANCE SA GLBL REGS NT 54 52990010NH26VC32Q522 L7909CAD9 2054-03-05 6.950000 0.00 3924000.00 2197412.75 Corporate Debt Securities JETBLUE AWYS CORP / JETBLUE LO SR SEC REGS NT31 N/A U04553AA8 2031-09-20 9.875000 0.00 100000.00 88012.65 Corporate Debt Securities COMPANIA GEN DE COMBUSTIBLES SR REGS NT 30 529900ZYULFIPN299C35 P3063DAC6 2030-11-28 11.875000 0.00 699673.00 725092.99 Corporate Debt Securities GOLDMAN SACHS GROUP INC PERP -W NT 7.5% 784F5XWPLTWKTBV3E584 38141GA38 2500-12-31 7.500000 0.00 2589000.00 2776378.88 Corporate Debt Securities GRUPO AEROMEXICO SAB DE CV SR SEC 144A NT29 529900BECKHBL62WD126 40054JAC3 2029-11-15 8.250000 0.00 2500000.00 2562791.67 Corporate Debt Securities GARDA WORLD SECURITY CORP SR 144A NT 6%29 549300ZF1NDXLMCHNO20 36485MAL3 2029-06-01 6.000000 0.00 700000.00 696367.00 Corporate Debt Securities NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28 549300O5DQ5Y61B8VF38 644274AG7 2028-07-15 9.750000 0.00 5378000.00 5414749.67 Corporate Debt Securities NABORS INDS INC SR GLBL 144A 31 549300VFQWRKICUFNU92 62957HAQ8 2031-08-15 8.875000 0.00 3503000.00 3744614.56 Corporate Debt Securities NEPTUNE BIDCO US INC SR SEC 144A NT31 549300VG15T3VCYZ4531 640695AC6 2031-05-15 10.375000 0.00 350000.00 373895.47 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 9700000.00 8897163.33 Corporate Debt Securities VERICAST CORPORATION 2M GLBL PIK 30 N/A 92342NAL7 2030-12-15 13.000000 0.00 919472.00 1174085.03 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 27 KOO0397YRO83WY5MGD97 91911XAW4 2027-01-31 8.500000 0.00 1100000.00 1092762.00 Corporate Debt Securities VISTRA CORP PERP JR SB GLBL 549300KP43CPCUJOOG15 92840MAD4 2500-12-31 8.875000 0.00 23036000.00 24497966.94 Corporate Debt Securities POINT SEC TR 2026-2 A-1 20560725 5.2 N/A 73071MAA0 2056-07-25 5.250000 0.00 5262200.00 5096914.30 Asset-Backed Securities FULL HSE RESORTS INC SR SEC GLBL 28 5493009DKIWW0H901Y82 359678AC3 2028-02-15 8.250000 0.00 199000.00 201595.29 Corporate Debt Securities AMERICAN NEWS HOLDINGS LLC SR SEC GLBL 27 N/A 02862TAA7 2027-09-01 8.500000 0.00 37527295.00 44110208.00 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 1839000.00 1832303.49 Corporate Debt Securities CMS ENERGY CORP JR SB GLBL NT 55 549300IA9XFBAGNIBW29 125896BY5 2055-06-01 6.500000 0.00 160000.00 163467.73 Corporate Debt Securities BROADSTREET PARTNERS INC SR 144A NT 29 549300BS9N54G8DD0R75 11135RAA3 2029-04-15 5.875000 0.00 1145000.00 1137166.61 Corporate Debt Securities ARCHES BUYER INC SR GLBL 144A 28 2549009ADY4208OH2Y47 039524AB9 2028-12-01 6.125000 0.00 3374000.00 3342514.96 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 29 5493001ZMCICV4N02J21 02090DAA6 2029-11-01 9.500000 0.00 804037.00 830759.62 Corporate Debt Securities ALGOMA STL INC SR SEC GLBL 29 5493006RXIB5GVHWJS53 01566MAD7 2029-04-15 9.125000 0.00 5366000.00 5222127.11 Corporate Debt Securities AVIANCA MIDCO 2 LTD SR SEC 144A NT30 213800AMPX5VKH9AMX10 05369YAA7 2030-02-14 9.625000 0.00 5763000.00 5807428.73 Corporate Debt Securities WORLDWIDE MEDIA SVCS GROUP INC SR ZRO 144A NT26 549300HHMR7FVMMSB136 98162MAC3 2026-10-31 0.00 0.00 54744000.00 54333420.00 Corporate Debt Securities VMED O2 UK FING I PLC SR SEC GLBL 31 213800MRR46ECNGZ7L69 92858RAB6 2031-07-15 4.750000 0.00 3473000.00 2826122.88 Corporate Debt Securities NORDSTROM INC SR GLBL NT 5%44 549300S3IZB5P35KNV16 655664AR1 2044-01-15 5.000000 0.00 1086000.00 793086.49 Corporate Debt Securities RIVIAN HOLDINGS LLC / RIVIAN SR SEC GLBL 31 N/A 76954LAD1 2031-01-15 10.000000 0.00 21735000.00 21888763.05 Corporate Debt Securities OFFICE PROPERTIES INCOME SR SEC GLBL 29 N/A 67624RAA3 2029-12-31 8.375000 0.00 7678000.00 7142199.30 Corporate Debt Securities IHEARTCOMMUNICATIONS INC 1LIEN GLBL 28 54930076J6KDZL504O62 45174HBG1 2028-01-15 4.750000 0.00 195000.00 183224.17 Corporate Debt Securities GALAXY HELIOS DATA CENTERS II SR SEC 144A 31 N/A 36322DAA4 2031-08-01 9.875000 0.00 2518000.00 2512593.64 Corporate Debt Securities MAGNERA CORP SR GLBL 144A 29 549300LDQLQBT38QDY28 377320AA4 2029-11-15 4.750000 0.00 388000.00 366732.86 Corporate Debt Securities BW REAL ESTATE INC PERP JR -B 144A N/A 05614HAA7 2500-12-31 9.500000 0.00 2800000.00 2839638.67 Corporate Debt Securities ARMOR HOLDCO INC SR 144A NT8.5%29 254900X6HLK0YPTHHF09 04625PAA9 2029-11-15 8.500000 0.00 3089000.00 3145789.55 Corporate Debt Securities COMPASS GROUP DIVERSIFIED HLDG SR GLBL PIK 29 549300I6PTUQPX21TE93 20451RAB8 2029-04-15 5.250000 0.00 5533673.00 5347621.69 Corporate Debt Securities ACRISURE LLC / ACRISURE FIN SR 144A NT 29 N/A 00489LAK9 2029-02-01 8.250000 0.00 1392000.00 1391276.16 Corporate Debt Securities AKUMIN INC CR SEN SR SEC 31 N/A 01021XAC4 2031-08-31 9.750000 0.00 51392011.00 51263102.71 Corporate Debt Securities AMC GLOBAL MEDIA INC 1LIEN GLBL 32 549300VGG9K75226LR46 00164VAK9 2032-07-15 10.500000 0.00 250000.00 257896.67 Corporate Debt Securities AMC GLOBAL MEDIA INC SR GLBL NT 29 549300VGG9K75226LR46 00164VAF0 2029-02-15 4.250000 0.00 5150000.00 4613922.19 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.3%33 254900FRO0P7RIINYT25 00440KAH6 2033-07-10 5.300000 0.00 5866000.00 5867417.62 Corporate Debt Securities CONNECT HLDG II LLC SR SEC 144A NT31 254900LCX7S2QHYUOI31 20753PAD3 2031-04-03 10.500000 0.00 5163000.00 5092060.38 Corporate Debt Securities CASCADES INC SR GLBL 144A 30 N/A 14739LAD4 2030-07-15 6.750000 0.00 2933000.00 2991572.01 Corporate Debt Securities CONSOLIDATED ENERGY FIN S A SR 144A NT 12%31 549300PUNIS0USNSL750 20914UAH9 2031-02-15 12.000000 0.00 1013000.00 1112105.17 Corporate Debt Securities SIX FLAGS ENTERTAINMENT CORP SR GLBL NT6.5%28 N/A 150190AK2 2028-10-01 6.500000 0.00 4883000.00 4991386.32 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 30 549300Z7JJ4TQSQGT333 15135BAV3 2030-02-15 3.375000 0.00 184000.00 173030.38 Corporate Debt Securities ING GROEP N.V. ALT TIER I PERP 549300NYKK9MWM7GGW15 456837BT9 2500-12-31 7.000000 0.00 706000.00 728749.67 Corporate Debt Securities KOBE US MIDCO 2 INCORPORATED SR SEC PIK 26 N/A 499894AA1 2026-11-01 9.250000 0.00 741000.00 609935.62 Corporate Debt Securities WABASH NATL CORP SR GLBL 144A 28 5299004ZAWHQZI5XO485 929566AL1 2028-10-15 4.500000 0.00 200000.00 188780.00 Corporate Debt Securities VOYA FINANCIAL INC PERP SUB GLBL -A 549300T065Z4KJ686G75 929089AG5 2500-12-31 7.758000 0.00 22396000.00 23540465.46 Corporate Debt Securities TRANSOCEAN INC SR GLBL NT7.5%31 DOL4HJ22ADYSIWES4H94 893830AF6 2031-04-15 7.500000 0.00 615000.00 630432.40 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR SEC GLBL 30 5493002WXOPRPTXWTU06 553283AG7 2030-12-31 5.750000 0.00 712107.00 547546.19 Corporate Debt Securities LIFEPOINT HEALTH INC SR 144A NT 10%32 549300G8ZVHRTBBBSZ90 53219LAX7 2032-06-01 10.000000 0.00 995000.00 974360.38 Corporate Debt Securities MIWD HOLDCO II LLC / MIWD FI SR 144A NT5.5%30 N/A 55337PAA0 2030-02-01 5.500000 0.00 5200000.00 4940624.00 Corporate Debt Securities LIBERTY MUT GROUP INC EXT JR SB GLBL87 QUR0DG15Z6FFGYCHH861 53079EAN4 2087-03-07 7.800000 0.00 21000.00 23698.64 Corporate Debt Securities P & L DEVELOPMENT LLC/ PLD FI SR SEC PIK 29 N/A 69306RAB2 2029-05-15 12.000000 0.00 665.00 634.60 Corporate Debt Securities HUGHES SATELLITE S SR GLBL NT 26 N/A 444454AF9 2026-08-01 6.625000 0.00 35000.00 16405.38 Corporate Debt Securities OPEN TEXT CORP SR GLBL 144A 29 549300HP7ONDQODZJV16 683715AD8 2029-12-01 3.875000 0.00 35000.00 32494.99 Corporate Debt Securities CSC HLDGS LLC SR GLBL 144A 29 3HG2WD2W22M120IUNG49 126307AZ0 2029-02-01 6.500000 0.00 14500000.00 8690430.00 Corporate Debt Securities CHAMPIONS FING INC SR SEC 144A NT29 391200ZDD75EGEUJ7625 15870LAA6 2029-02-15 8.750000 0.00 3999000.00 4054814.93 Corporate Debt Securities TRUMP MEDIA & TECHNOLOGY GROUP SR SEC GLBL 6488S3A83U2SRQ48O215 25400QAA3 2028-05-29 0.00 0.00 21703000.00 20596147.00 Corporate Debt Securities TRIVIUM PACKAGING FIN B V 2LIEN 144A NT 31 724500GMZWW3PVYET548 89686QAC0 2031-01-15 12.250000 0.00 2658000.00 2943773.39 Corporate Debt Securities STEM INC 1LIEN GLBL PIK30 549300GVWIYFILN5V546 85859NAE2 2030-12-30 11.000000 0.00 10332060.00 8893182.88 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 29 BUGSFQZERKRBFWIG5267 85571BBJ3 2029-08-15 5.875000 0.00 2899000.00 2914385.23 Corporate Debt Securities VIRGIN MEDIA SECD FIN PLC SR SEC GLBL 30 213800X3RLP4NOTPY579 92769XAR6 2030-08-15 4.500000 0.00 1200000.00 1027968.00 Corporate Debt Securities LCPR SR SECD FING DESIGNATED A 1LIEN GLBL 27 549300LE5FM8IKMXSP90 50201DAA1 2027-10-15 6.750000 0.00 2000000.00 1179750.00 Corporate Debt Securities SCIENTIFIC GAMES HLDGS LP SR 144A NT 30 N/A 80874DAA4 2030-03-01 6.625000 0.00 565000.00 474574.10 Corporate Debt Securities OFFICE PPTYS INCOME TR SR SEC GLBL 31 N/A 67623CAT6 2031-06-17 10.000000 0.00 2278000.00 2260282.22 Corporate Debt Securities ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29 N/A 03969YAB4 2029-09-01 4.000000 0.00 1613000.00 1547438.72 Corporate Debt Securities BAUSCH HEALTH COS INC 1LIEN GLBL 28 B3BS7ACMDUWISF18KY76 071734AQ0 2028-09-30 11.000000 0.00 1044000.00 1104882.60 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 31 B3BS7ACMDUWISF18KY76 071734AL1 2031-02-15 5.250000 0.00 1700000.00 1071065.17 Corporate Debt Securities CLOUD SOFTWARE GROUP INC SR SEC 144A NT32 04EEB871XLHVNY4RZJ65 18912UAC6 2032-06-30 8.250000 0.00 132000.00 125779.50 Corporate Debt Securities CORELOGIC INC 1LIEN GLBL 31 54930086CD8K2UIL0516 21871DAG8 2031-08-01 9.000000 0.00 208000.00 204601.28 Corporate Debt Securities RRD PARENT INC SR GLBL PIK 31 N/A 16208CAA7 2031-10-15 10.000000 0.00 29647067.00 53422367.67 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR GLBL -U NT 42 8M3THTGWLTYZVE6BBY25 156700AT3 2042-03-15 7.650000 0.00 100000.00 91510.00 Corporate Debt Securities CSC HLDGS LLC SR GLBL 144A 29 3HG2WD2W22M120IUNG49 126307AZ0 2029-02-01 6.500000 0.00 47597000.00 28526785.98 Corporate Debt Securities CLOUD SOFTWARE GROUP INC 2LIEN GLBL 29 04EEB871XLHVNY4RZJ65 18912UAA0 2029-09-30 9.000000 0.00 1631000.00 1649430.30 Corporate Debt Securities ALLIANT HLDGS INTER LLC / ALL SR 144A NT 29 N/A 01883LAD5 2029-11-01 5.875000 0.00 112000.00 111926.92 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 071734AM9 2029-02-15 5.000000 0.00 1900000.00 1494588.56 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 31 B3BS7ACMDUWISF18KY76 071734AL1 2031-02-15 5.250000 0.00 214000.00 134828.20 Corporate Debt Securities BIG SKY FDG LLC GLBL AMZ PIK 35 254900UAYKUK5WMSI309 089535AA6 2035-10-20 5.750000 0.00 1204000.00 1214394.47 Corporate Debt Securities BANCO SANTANDER SA ALT TIER I PERP 5493006QMFDDMYWIAM13 05971KAQ2 2500-12-31 9.625000 0.00 4000000.00 4727341.11 Corporate Debt Securities EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30 LGL4IE90TNTFYJ55BK06 30069UAA6 2030-05-15 8.000000 0.00 1864000.00 1984841.05 Corporate Debt Securities EUSHI FINANCE INC. JR SB GLBL NT 54 N/A 29882DAB9 2054-12-15 7.625000 0.00 1988000.00 2075100.35 Corporate Debt Securities CLOUD SOFTWARE GROUP INC 2LIEN GLBL 29 04EEB871XLHVNY4RZJ65 18912UAA0 2029-09-30 9.000000 0.00 2439000.00 2466560.70 Corporate Debt Securities CARRIAGE PURCHASER INC SR 144A NT 29 N/A 14445LAA5 2029-10-15 7.875000 0.00 28000.00 28310.73 Corporate Debt Securities OFFICE PPTYS INCOME TR 1LIEN 144A NT 29 N/A 67623CAG4 2029-03-31 9.000000 0.00 3713000.00 3879676.57 Corporate Debt Securities ROBLOX CORP SR GLBL 144A 30 529900ANZDBDFU91SO19 771049AA1 2030-05-01 3.875000 0.00 67000.00 63468.26 Corporate Debt Securities PRA GROUP INC SR GLBL 144A 28 549300Q5HW3JSSB86K27 69354NAE6 2028-02-01 8.375000 0.00 4000.00 4216.74 Corporate Debt Securities STONEBRIAR ABF ISSUER LLC SR 144A NT 7%31 984500A76E25968C4F70 86177CAB5 2031-08-15 7.000000 0.00 474000.00 475852.81 Corporate Debt Securities TELESAT CDA / TELESAT LLC SR SEC GLBL 26 N/A 87952VAR7 2026-12-06 5.625000 0.00 146000.00 130943.75 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT 5%27 N/A 55342UAH7 2027-10-15 5.000000 0.00 200000.00 196708.44 Corporate Debt Securities MICHAELS COS INC 2LIEN 144A NT 34 549300H9LWMBP7HYLR98 59408QAA4 2034-03-15 11.000000 0.00 2000000.00 2037362.22 Corporate Debt Securities TRUCK HERO INC 2LIEN GLBL PIK31 54930007KT5CX7XNSD31 75603CAA4 2031-07-31 6.250000 0.00 4999.00 849.83 Corporate Debt Securities MINERAL RES LTD SR 144A NT8.5%30 5299007V1ACKFFX2P066 603051AD5 2030-05-01 8.500000 0.00 2000.00 2103.66 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 28 N/A 70052LAB9 2028-10-01 5.875000 0.00 1411000.00 1436572.02 Corporate Debt Securities PERFORMANCE FOOD GROUP INC SR GLBL 144A 29 549300OMUOGBYK0FFO76 71376LAE0 2029-08-01 4.250000 0.00 2796000.00 2763957.84 Corporate Debt Securities MAUSER PACKAGING SOLUTIONS 2LIEN 144A NT 27 549300DNGHXL0OMHW304 57763RAC1 2027-04-15 9.250000 0.00 118000.00 121803.86 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 39000.00 35772.10 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 34 549300W1D516HBDEU871 70932MAH0 2034-02-15 6.750000 0.00 168000.00 161702.52 Corporate Debt Securities FULL HSE RESORTS INC SR SEC GLBL 28 5493009DKIWW0H901Y82 359678AC3 2028-02-15 8.250000 0.00 41000.00 41534.71 Corporate Debt Securities FREEDOM FDG CTR LLC SR PIK 144A NT32 254900Q0GLHFBCKSZ892 356380AA3 2032-10-01 12.000000 0.00 37655000.00 40573262.50 Corporate Debt Securities HOWDEN UK RE 2 PLC / HO SR 144A NT 32 N/A 44287DAA1 2032-02-15 8.125000 0.00 5958000.00 5761000.39 Corporate Debt Securities MCGRAW-HILL ED INC SR 144A NT 8%29 254900U6YJ9QZ4IQOR26 57767XAB6 2029-08-01 8.000000 0.00 273000.00 281588.58 Corporate Debt Securities ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28 N/A 45232TAA9 2028-07-01 9.000000 0.00 352000.00 352630.08 Corporate Debt Securities MAXIM CRANE WKS HLDGS CAP LLC SR SEC 144A NT28 N/A 57779EAA6 2028-09-01 11.500000 0.00 680000.00 738552.53 Corporate Debt Securities RAKUTEN GROUP INC SR 144A NT 29 529900IMXUCQKUL1H943 75102WAK4 2029-04-15 9.750000 0.00 1954000.00 2173899.90 Corporate Debt Securities MAXIM CRANE WKS HLDGS CAP LLC SR SEC 144A NT28 N/A 57779EAA6 2028-09-01 11.500000 0.00 400000.00 434442.67 Corporate Debt Securities WOLFSPEED INC SR SEC GLBL 30 N/A 977852AK8 2030-06-23 13.875000 0.00 544.00 605.62 Corporate Debt Securities WOLFSPEED INC SR SEC GLBL 30 N/A 977852AK8 2030-06-23 13.875000 0.00 29001021.00 32285845.81 Corporate Debt Securities TRAVEL PLUS LEISURE CO SR SEC GLBL 31 T4VNTWMFQ7JQB65L7T35 894164AD4 2031-06-01 6.250000 0.00 2279000.00 2310008.96 Corporate Debt Securities THE REALREAL INC SR SEC PIK 29 549300O00VUGT4H1PE90 88339PAE1 2029-03-01 13.000000 0.00 37542120.00 40420349.20 Corporate Debt Securities TELESAT CDA / TELESAT LLC GLBL 144A NT 27 N/A 87952VAM8 2027-10-15 6.500000 0.00 200000.00 148827.78 Corporate Debt Securities OT MIDCO INC SR SEC GLBL 30 N/A 68877AAA2 2030-02-15 10.000000 0.00 502000.00 213907.78 Corporate Debt Securities PRIOR RNO PPTY OWNER 1 LLC SR SEC 144A 31 N/A 69393LAA1 2031-05-01 6.500000 0.00 1942000.00 1840880.06 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 31 549300JE8XHZZ7OHN517 988498AN1 2031-03-15 3.625000 0.00 1183000.00 1107151.30 Corporate Debt Securities COEUR MNG INC SR GLBL 144A 32 5493003AVK173D48DR70 192120AA1 2032-04-01 6.875000 0.00 564000.00 589129.96 Corporate Debt Securities LUMEN TECHNOLOGIES INC SR -P NT 7.6%39 8M3THTGWLTYZVE6BBY25 156700AM8 2039-09-15 7.600000 0.00 3380000.00 3172843.56 Corporate Debt Securities CITY OF HOPE SR -2018 NT 48 549300QIQJNNQEIXBL15 17858PAB7 2048-08-15 4.378000 0.00 1000.00 785.50 Corporate Debt Securities WELLS FARGO & CO PERP GG NT6.125% PBLD0EJDB5FWOLXP3B76 95002YAE3 2500-12-31 6.125000 0.00 8565000.00 8619870.72 Corporate Debt Securities ACRISURE LLC / ACRISURE FIN SR 144A NT8.5%29 N/A 00489LAM5 2029-06-15 8.500000 0.00 5748000.00 5540503.59 Corporate Debt Securities MCCLATCHY MEDIA CO LLC SR SEC GLBL 31 N/A 00456LAC6 2031-12-01 11.000000 0.00 25372799.00 29770750.83 Corporate Debt Securities ALTICE FRANCE S A SR SEC GLBL 31 5493001ZMCICV4N02J21 02090DAC2 2031-10-15 6.500000 0.00 41000.00 40278.35 Corporate Debt Securities ALTA EQUIPMENT GROUP INC SR SEC GLBL 29 549300DGOB28CLGS1X27 02128LAC0 2029-06-01 9.000000 0.00 3223000.00 3130886.66 Corporate Debt Securities BAUSCH HEALTH COS INC 1LIEN GLBL 28 B3BS7ACMDUWISF18KY76 071734AN7 2028-06-01 4.875000 0.00 1010000.00 948294.05 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 30 B3BS7ACMDUWISF18KY76 071734AJ6 2030-01-30 5.250000 0.00 1200000.00 798000.00 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 29 B3BS7ACMDUWISF18KY76 071734AK3 2029-02-15 6.250000 0.00 2300000.00 1854534.72 Corporate Debt Securities TRANSCANADA TRUST LW TIER II 549300Y0MFCAXLBWUV51 89356BAE8 2079-09-15 5.500000 0.00 108000.00 109049.52 Corporate Debt Securities TELESAT CDA / TELESAT LLC SR SEC GLBL 26 N/A 87952VAR7 2026-12-06 5.625000 0.00 4340000.00 3892437.50 Corporate Debt Securities BRASKEM AMERICA FINANCE CO SR GLBL REGS 41 254900QMQAJ26H49CL75 U1065PAA9 2041-07-22 7.125000 0.00 1500000.00 889325.00 Corporate Debt Securities Y 2026-08-03 2026-09-04 2027-01-20 Y BNP Paribas SA 1.0000 35 N N N 0.0404 610000000.00 610000000.00 0.0016 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 3.950000% ARP1K36L1 549300HN4UKV1E2R3U73 0001675365 ARP1K36L1 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y BRAVO RESIDEN FDG TR 2026-NQM4 A-1B 20660325 FLT 2549001APA266S0MEU17 10570XAD8 2066-03-25 5.183000 0.00 3955900.00 3778754.60 Private Label Collateralized Mortgage Obligations BRAVO RESI FDG TR 2019-1 A-3 20580325 FLT N/A 10568GAG2 2058-03-25 3.500000 0.00 507000.00 430375.40 Private Label Collateralized Mortgage Obligations TOWD POINT MTG TR 2019-HY2 B1 20580528 FLT N/A 89177HAE2 2058-05-28 6.088900 0.00 350000.00 352164.59 Private Label Collateralized Mortgage Obligations PROVIDENT FDG MTG TR 2026-3 A-10 20560825 FLT N/A 74391JAK6 2056-08-25 5.000000 0.00 45000000.00 41795625.02 Private Label Collateralized Mortgage Obligations MAGNETITE LTD 2020-26R2 A-R2 20380125 FLT 549300F7COUCG1RROP29 55954YAW5 2038-01-25 4.960200 0.00 2092700.00 2092388.46 Asset-Backed Securities GPMT LTD 2021-FL4 C 20361222 FLT N/A 36262TAG8 2036-12-22 6.131900 0.00 6222000.00 5719759.94 Private Label Collateralized Mortgage Obligations ROCKFORD TWR CLO LTD 2021-3R A-1-R 20380115 FLT N/A 77341NAL9 2038-01-15 5.152900 0.00 2976600.00 2987971.17 Asset-Backed Securities PMT LOAN TRUST 2026-CNF2 A-24 20570225 FLT N/A 69393FBA3 2057-02-25 4.966100 0.00 1000000.00 960680.94 Private Label Collateralized Mortgage Obligations PREFER TERM SEC XXVIII 2007-28 A-1 20380322 FLT N/A 74042CAA6 2038-03-22 4.826000 0.00 40000000.00 5601641.10 Asset-Backed Securities PACIFICORP 1M GLBL BD3.3%51 SGY07Y7FNYBNLM6Z1M11 695114CX4 2051-03-15 3.300000 0.00 5226000.00 3277991.08 Corporate Debt Securities FREM MTG TR 2017-KF40 C 20271225 FLT N/A 30306JAJ5 2027-12-25 12.746300 0.00 79855872.00 17949022.00 Agency Collateralized Mortgage Obligation FS COMM MORT TR 2023-4SZN A 20391114 7.0 N/A 30334RAA2 2039-11-14 7.066300 0.00 249997.00 252365.61 Private Label Collateralized Mortgage Obligations OBX TRUST 2024-NQM1 A-1 20631125 5.9 254900UI1468MQ7I8472 67448LAA0 2063-11-25 5.928000 0.00 15138000.00 7600420.25 Private Label Collateralized Mortgage Obligations HUDSON YARDS MTG 25-SPRL A 20400113 FLT N/A 44855PAA6 2040-01-13 5.466800 0.00 1433000.00 1457327.61 Private Label Collateralized Mortgage Obligations MAGNETITE LIMITED 2024-40 A-1 20370715 FLT 5299008V4F49IY3SSP69 55955RAA7 2037-07-15 5.202900 0.00 5500000.00 5511343.25 Asset-Backed Securities FIRST CITIZENS LN TR 2026-SBA1 A 20530527 FLT N/A 31960CAA4 2053-05-27 5.680700 0.00 10750000.00 10724585.84 Asset-Backed Securities A&D MTG TR 2026-NQM1 A-1-B 20710225 FLT 984500FEB1BEC4C6Y473 00040DAE3 2071-02-25 4.912000 0.00 1410000.00 1328793.95 Private Label Collateralized Mortgage Obligations ACREC LLC 2025-FL3 A-S 20420818 FLT N/A 00112HAC1 2042-08-18 5.309600 0.00 1000000.00 1001909.80 Private Label Collateralized Mortgage Obligations BSTN COML MTG TR 2025-HUB D 20410415 FLT N/A 05594GAG0 2041-04-15 6.161500 0.00 240000.00 237171.73 Private Label Collateralized Mortgage Obligations FREMF MTG TR 2018-KF50 C 20280825 FLT 549300LI8XT0ZWPV2P54 35709BAE5 2028-08-25 9.746300 0.00 89236000.00 29607884.28 Agency Collateralized Mortgage Obligation FONTA MIA BE MRTG TR 2024-FBLU D 20391215 FLT N/A 34461WAG5 2039-12-15 6.276400 0.00 3000000.00 3026182.49 Private Label Collateralized Mortgage Obligations HOUSTON GALLERIA TR 2025-HGLR A 20450207 FLT N/A 44216XAA3 2045-02-07 5.461900 0.00 39200000.00 39633730.05 Private Label Collateralized Mortgage Obligations NAVIENT PVT ED RI LN TR 2021-B B 20690715 2.5 N/A 63942LAB8 2069-07-15 2.520000 0.00 3455000.00 2721759.17 Asset-Backed Securities SEQUOIA MTG TR 2026-1 A-26F 20560225 FLT N/A 81750KBB2 2056-02-25 4.866100 0.00 1800000.00 1641085.82 Private Label Collateralized Mortgage Obligations SMB PRIVATE EDU LN TR 2026-C D 20541116 6.8 N/A 831935AE1 2054-11-16 6.800000 0.00 1618000.00 1651169.36 Asset-Backed Securities WELLS FARGO COML MTG 2025-5C7 MBP-D 20581217 FLT N/A 95004XBA0 2058-12-17 6.278400 0.00 7234000.00 6937044.36 Private Label Collateralized Mortgage Obligations COMM 2022-HC MORTGAGE TRUST A 20390110 2.8 N/A 12659DAA8 2039-01-10 2.819000 0.00 1916000.00 1880130.88 Private Label Collateralized Mortgage Obligations BAYVIEW MSR OPPORT 2021-INV5 A-1 20511125 FLT N/A 07336JAD0 2051-11-25 3.000000 0.00 900000.00 516382.67 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2026-AHP D 20430615 FLT N/A 05620QAG6 2043-06-15 6.326400 0.00 7000000.00 7028432.04 Private Label Collateralized Mortgage Obligations ANGEL OAK MORTGAGE TR 2025-HB2 A-1 20551227 FLT 2549004R1S5HPVOVG278 034648AA3 2055-12-27 5.216100 0.00 5000000.00 3993521.25 Asset-Backed Securities PMT LN TR 2026-J3 A-6 20570625 5.0 N/A 73015NAF6 2057-06-25 5.000000 0.00 41760000.00 40294977.08 Private Label Collateralized Mortgage Obligations NAVIENT EDUCATION LN TR 2025-A C 20550715 5.5 N/A 63943EAC1 2055-07-15 5.530000 0.00 946000.00 781273.96 Asset-Backed Securities GCAT TRUST 2024-INV1 2-A-14 20540125 FLT N/A 36831BBQ6 2054-01-25 6.500000 0.00 856000.00 354889.03 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2026-8 A-1 20560725 FLT N/A 81751BAA4 2056-07-25 5.500000 0.00 26825000.00 26212765.36 Private Label Collateralized Mortgage Obligations JP MORGAN MORTG TR 2022-4 A-5 20521025 FLT N/A 46655GAF2 2052-10-25 3.000000 0.00 490000.00 341232.57 Private Label Collateralized Mortgage Obligations GCAT TRUST 2024-INV1 1-A-14 20540125 FLT N/A 36831BAP9 2054-01-25 5.500000 0.00 466000.00 332122.34 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2021-2 A-9 20510525 FLT N/A 61772LBL4 2051-05-25 2.500000 0.00 2908790.00 1447990.27 Private Label Collateralized Mortgage Obligations FREDDIE MAC MSCR TR 2025-MN11 M-1 20450725 FLT 529900E2V0BG2KXC9E18 35563YAA8 2045-07-25 5.266100 0.00 191000.00 184335.98 Private Label Collateralized Mortgage Obligations Y 2026-08-03 2026-09-04 2026-10-21 Y BOFA SECURITIES INC 1.0000 35 N N N 0.0395 250000000.00 250000000.00 0.0006 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.130000% ARP1K6J97 ZBUT11V806EZRVTWT807 0000782124 ARP1K6J97 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y GAIA INC NEW CL A 529900QUX8SBA2D93M92 36269P104 2500-12-31 N/A 0.00 126729.00 234448.65 Equities HF FOODS GROUP INC COM 54930040ARMFXM6CL697 40417F109 2500-12-31 N/A 0.00 207285.00 310927.50 Equities GOLDMAN SACHS ETF TR MUNI INCOME ETF 9845006FLE6FC66A9003 38149W549 2500-12-31 N/A 0.00 227.00 11520.25 Equities DBX ETF TR XTRACKERS MSCI 549300HHK8O56L87LZ06 233051218 2500-12-31 N/A 0.00 2773.00 107592.40 Equities DOUBLEDOWN INTERACTIVE CO LTD ADS 549300QDTNGJYJ49CP60 25862B109 2500-12-31 N/A 0.00 99266.00 1151485.60 Equities DIGI PWR X INC COM SUB VTG 5299001U7RVW74W46M33 25380B102 2500-12-31 N/A 0.00 396964.00 1508463.20 Equities BEONE MEDICINES LTD SPONSORED ADS 549300JFUK6FRD5MH739 07725L102 2500-12-31 N/A 0.00 62153.00 20018238.24 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 6003.00 146713.32 Equities KRANESHARES TRUST GLOBAL CARB STRA 549300N19OWO53YWFA13 500767678 2500-12-31 N/A 0.00 7775.00 261784.25 Equities JOINT CORP COM N/A 47973J102 2500-12-31 N/A 0.00 23467.00 196418.79 Equities KOREA ELEC PWR CORP SPONSORED ADR 988400QG33WS7JEIV602 500631106 2500-12-31 N/A 0.00 1017968.00 12327592.48 Equities QUEST RESOURCE HLDG CORP COM NEW 54930088J62L2GTB0F58 74836W203 2500-12-31 N/A 0.00 20807.00 26424.89 Equities PULMONX CORP COM 549300WZMFR0ZK7RJY40 745848101 2500-12-31 N/A 0.00 480336.00 773340.96 Equities NOKIA CORP SPONSORED ADR 549300A0JPRWG1KI7U06 654902204 2500-12-31 N/A 0.00 2202208.00 20018070.72 Equities INSIGHT DIGITAL PARTNERS II CL A ORD N/A G4814G105 2500-12-31 N/A 0.00 25928.00 261354.24 Equities PROSHARES TR SP500 EX HLTH 5493001L2ZGJ40PRHY65 74347B565 2500-12-31 N/A 0.00 1055.00 85669.16 Equities RIVERVIEW BANCORP INC COM N/A 769397100 2500-12-31 N/A 0.00 30258.00 160064.82 Equities TITAN ACQUISITION CORP CL A N/A G8901A103 2500-12-31 N/A 0.00 66404.00 693257.76 Equities RANGE CAP ACQUISITION CORP II CL A ORD SHS N/A G7375J103 2500-12-31 N/A 0.00 27166.00 274648.26 Equities TOTALENERGIES SE ACT 529900S21EQ1BO4ESM68 F92124100 2500-12-31 N/A 0.00 90815.00 7903629.45 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities X3 ACQUISITION CORP LTD ORD SHS CL A N/A G9831H101 2500-12-31 N/A 0.00 39178.00 389821.10 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 23518.00 239413.24 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 29361.00 20018036.19 Equities TALON CAP CORP ORD SHS CL A N/A G86652107 2500-12-31 N/A 0.00 18068.00 184654.96 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1521.00 17430.66 Equities PUTNAM ETF TRUST FOCSD LARCP GWT 549300QG106ILQU23214 746729409 2500-12-31 N/A 0.00 43060.00 1934259.51 Equities TEUCRIUM COMMODITY TR WHEAT FD N/A 88166A870 2500-12-31 N/A 0.00 43408.00 1068704.96 Equities VANECK ETF TRUST URANI NUCLE ETF 549300D8E1PL8HGYOO89 92189F601 2500-12-31 N/A 0.00 60622.00 6568999.92 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 49634.00 20017888.54 Equities ISHARES TR U.S. TECH ETF 5493003RR427QZS78C77 464287721 2500-12-31 N/A 0.00 7567.00 1793076.32 Equities ASTRAZENECA PLC ORD PY6ZZQWO2IZFZC3IOL08 G0593M107 2500-12-31 N/A 0.00 116832.00 20017994.88 Equities ART TECHNOLOGY ACQUISITION COR USD CL A ORD SHS N/A G0579E103 2500-12-31 N/A 0.00 52997.00 529440.03 Equities ELME COMMUNITIES SH BEN INT 549300DI34BGS8LVKW95 939653101 2500-12-31 N/A 0.00 113492.00 183857.04 Equities CANTOR EQUITY PARTNERS IV INC SHS CL A N/A G1828E100 2500-12-31 N/A 0.00 60840.00 634561.20 Equities ORIGIN INVT CORP I ORD SHS N/A G67751100 2500-12-31 N/A 0.00 12899.00 133504.65 Equities LIGHTWAVE ACQUISITION CORP USD CL A ORD SHS N/A G5490M100 2500-12-31 N/A 0.00 6291.00 64545.66 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 270.00 16647.23 Equities GRANITE PT MTG TR INC COM STK 529900VX2HQZ76AYIE02 38741L107 2500-12-31 N/A 0.00 152520.00 205902.00 Equities GLOBAL X FDS INT RT VOLTLTY 549300ZF338IVEY0L535 37960A792 2500-12-31 N/A 0.00 243.00 4661.13 Equities ISHARES TR GLOB HLTHCRE ETF 5493008DMA8OZ7F0WV53 464287325 2500-12-31 N/A 0.00 8550.00 865602.00 Equities ALPHA COMPUTE CORP SHS NEW 894500P8W3I5IQUHDJ84 G7185A136 2500-12-31 N/A 0.00 479738.00 95467.86 Equities UNIVERSAL ELECTRS INC COM 549300ZW9EULAR7T6F89 913483103 2500-12-31 N/A 0.00 28884.00 132577.56 Equities OYSTER ENTERPRISES II ACQUISIT ORD SHS CL A N/A G6861F104 2500-12-31 N/A 0.00 10270.00 106191.80 Equities ECARX HOLDINGS INC CLASS A ORD 52990069BMNV7U0HPL62 G29201103 2500-12-31 N/A 0.00 160411.00 174847.99 Equities ELUTIA INC CL A COM N/A 05479K106 2500-12-31 N/A 0.00 76026.00 68803.53 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA 549300XOZW71TVF6E672 35473P660 2500-12-31 N/A 0.00 8968.00 309630.06 Equities ATYR PHARMA INC COM NEW 529900ENQUXMC5EBKO36 002120202 2500-12-31 N/A 0.00 2093232.00 1004751.36 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities ARCHIMEDES TECH SPAC PTNRS III ORD SHS N/A G0453R105 2500-12-31 N/A 0.00 33582.00 339178.20 Equities VANGUARD INDEX FDS MRNGSTR SML CP V N/A 922908611 2500-12-31 N/A 0.00 7324.00 1795185.64 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US S 549300LLI8QKGVKQUL56 808524763 2500-12-31 N/A 0.00 3212.00 119486.40 Equities RBB FUND TRUST LONGVIEW ADV FXD 5299003RV4V2ZOQB1386 75526L662 2500-12-31 N/A 0.00 1747.00 170970.15 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities ALLOT LTD SHS 5493008MLSB5KCVNRK06 M0854Q105 2500-12-31 N/A 0.00 389480.00 2924994.80 Equities CHENGHE ACQUISITION III CO ORD SHS CL A N/A G2086N105 2500-12-31 N/A 0.00 7830.00 79631.10 Equities ARMADA ACQUISITION CORP II COM CL A N/A G0R38G104 2500-12-31 N/A 0.00 67912.00 709680.40 Equities LAFAYETTE ACQUISITION CORP ORD SHS N/A G53426105 2500-12-31 N/A 0.00 13539.00 137014.68 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities VERTICAL AEROSPACE LTD SHS NEW 9845002F3CF4E56DA491 G9471C206 2500-12-31 N/A 0.00 309494.00 402342.20 Equities KRAKACQUISITION CORPORATION CL A ORD SHS N/A G5315G106 2500-12-31 N/A 0.00 42500.00 424575.00 Equities SIMPLIFY EXCHANGE TRADED FUNDS CHINESE COME 529900AWXC88EBFRY242 82889N236 2500-12-31 N/A 0.00 247.00 5863.78 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 1134.00 36063.01 Equities STANDARD BIOTOOLS INC COM 549300GX8Y96GSB6YP89 34385P108 2500-12-31 N/A 0.00 2261808.00 2029520.32 Equities CARDIOL THERAPEUTICS INC COM CL A 549300EXSOITGMUJOK20 14161Y200 2500-12-31 N/A 0.00 87009.00 105280.89 Equities ADVANCED FLOWER CAP INC COM 5493005G0MGS3E0E7218 00109K105 2500-12-31 N/A 0.00 191130.00 512228.40 Equities AGORA INC ADS 5493001S8SBPD13GC964 00851L103 2500-12-31 N/A 0.00 362086.00 1441102.28 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 300300GO8QHPMV87NZ73 00215W100 2500-12-31 N/A 0.00 575732.00 20018201.64 Equities ALTSHARES TRUST MERGER ARBITRAGE 549300253RKVXL6EB213 02210T108 2500-12-31 N/A 0.00 17998.00 533026.97 Equities VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD N/A 92206C409 2500-12-31 N/A 0.00 254470.00 20017882.55 Equities GOLDMAN SACHS ETF TRUST II MARK TO INTL ETF 549300CTMHO2AI4CDP62 38150W206 2500-12-31 N/A 0.00 1655.00 104033.30 Equities COCRYSTAL PHARMA INC COM NEW 549300QCJ6RBUJKI7S66 19188J409 2500-12-31 N/A 0.00 75735.00 65472.91 Equities FATHOM HOLDINGS INC COM N/A 31189V109 2500-12-31 N/A 0.00 327429.00 259651.20 Equities EMBRAER S.A. SPONSORED ADS 549300EM51WYXFHUY333 29082A107 2500-12-31 N/A 0.00 2787.00 189822.57 Equities FIDELITY COVINGTON TRUST MOMENTUM FACTR 5493000ZR7LN2ZJHFF04 316092816 2500-12-31 N/A 0.00 12153.00 1113214.80 Equities KOSS CORP COM N/A 500692108 2500-12-31 N/A 0.00 1877.00 6907.36 Equities LONGEVERON INC CL A NEW N/A 54303L203 2500-12-31 N/A 0.00 279582.00 188801.72 Equities SPDR SERIES TRUST ST STR P500VAL 549300Q000TDS51V8H46 78464A508 2500-12-31 N/A 0.00 5254.00 326588.64 Equities LIBERTY DEFENSE HLDGS LTD COM NEW 8945003R14WIVXX8C253 53044R867 2500-12-31 N/A 0.00 3634.00 11156.38 Equities NOMURA ETF TR ENERG TRANS ETF 254900ITDSQNVEY4S470 555927201 2500-12-31 N/A 0.00 758.00 31597.46 Equities INMUNE BIO INC COM N/A 45782T105 2500-12-31 N/A 0.00 39073.00 69159.21 Equities MANAGED PORTFOLIO SER TREMB GLOBA ETF 529900JSN9A42QUOC744 56167N191 2500-12-31 N/A 0.00 5136.00 155993.16 Equities GLOBUS MARITIME LIMITED NEW COM NEW 549300UI7941O67A7N93 Y27265126 2500-12-31 N/A 0.00 43283.00 128117.68 Equities STRUCTURE THERAPEUTICS INC SPONSORED ADS N/A 86366E106 2500-12-31 N/A 0.00 404654.00 20018233.38 Equities SMARTKEM INC COM NEW N/A 83193D203 2500-12-31 N/A 0.00 95781.00 19654.26 Equities SELECTQUOTE INC COM 549300BV28BWDIN9SP24 816307300 2500-12-31 N/A 0.00 727337.00 528483.06 Equities VOLATILITY SHS TR 2X XRP ETF 529900795DZ8TLC2M979 92865J729 2500-12-31 N/A 0.00 18993.00 440698.38 Equities SKYAI INC COM N/A 82003F309 2500-12-31 N/A 0.00 303168.00 406245.12 Equities SOHU COM LTD SPONSORED ADS N/A 83410S108 2500-12-31 N/A 0.00 54473.00 749548.48 Equities VIVANI MEDICAL INC COMMON STOCK 5299004VTNX49EZIFL05 92854B109 2500-12-31 N/A 0.00 32828.00 42676.40 Equities SPDR SERIES TRUST ST STR P500ETF 5493004K4F0RL72RIJ47 78464A854 2500-12-31 N/A 0.00 229272.00 20017738.32 Equities ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 12121.00 20017104.24 Equities AUDIOCODES LTD ORD 529900TA48138NEVR854 M15342104 2500-12-31 N/A 0.00 76924.00 711547.00 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36570.00 266595.30 Equities ARIS MINING CORPORATION COM 5493001GJ5TILX6L1F82 04040Y109 2500-12-31 N/A 0.00 1404792.00 20018286.00 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1440144.00 2203420.32 Equities APARTMENT INVT & MGMT CO CL A 549300O8FT5GJ4RU1D57 03748R747 2500-12-31 N/A 0.00 1423630.00 3786855.80 Equities SPDR SERIES TRUST ST STR SP BANK 549300WRV3OCU6OV1X49 78464A797 2500-12-31 N/A 0.00 67086.00 4661135.28 Equities PLAYSTUDIOS INC CLASS A COM N/A 72815G108 2500-12-31 N/A 0.00 768110.00 455566.04 Equities KRANESHARES TRUST PUBLIC-PRIVATE A 254900J0TWMFUBE50084 500767363 2500-12-31 N/A 0.00 16761.00 703794.39 Equities SCHWAB STRATEGIC TR US TIPS ETF 5493001H0ESLTZTZWE77 808524870 2500-12-31 N/A 0.00 51288.00 1339642.56 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities TREACE MED CONCEPTS INC COM N/A 89455T109 2500-12-31 N/A 0.00 490570.00 2148696.60 Equities ENCOMPASS HEALTH CORP COM 549300FVRPM9DRQZRG64 29261A100 2500-12-31 N/A 0.00 180068.00 19967740.52 Equities ETF SER SOLUTIONS AAM TODD ETF 52990022XZW5N84BQ389 268961802 2500-12-31 N/A 0.00 1592.00 48675.24 Equities ETF OPPORTUNITIES TRUST TSPY LIFT ETF 2549008PRRPL27KEDI83 26923W371 2500-12-31 N/A 0.00 1977.00 45201.14 Equities MYSEUMAI INC COM NEW N/A 23816M206 2500-12-31 N/A 0.00 51300.00 122607.00 Equities DIREXION SHARES ETF TRUST DLY AAPL BULL 2X 549300ZEMAQLY7H18V02 25461A874 2500-12-31 N/A 0.00 14298.00 655277.34 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities DEFINITIVE HEALTHCARE CORP CLASS A COM N/A 24477E103 2500-12-31 N/A 0.00 341506.00 244893.95 Equities CYABRA INC COM SHS N/A 23249H105 2500-12-31 N/A 0.00 127393.00 35517.17 Equities COLUMBIA ETF TR I LARG CAP GRO ETF N/A 19761L755 2500-12-31 N/A 0.00 1887.00 20890.03 Equities PMV PHARMACEUTICALS INC COM N/A 69353Y103 2500-12-31 N/A 0.00 21266.00 24030.58 Equities PEPGEN INC COM N/A 713317105 2500-12-31 N/A 0.00 1269148.00 2259083.44 Equities INVENTIVA SA ADS 969500I9Y690B3FZW590 46124U107 2500-12-31 N/A 0.00 776848.00 3589037.76 Equities INVESCO DB US DLR INDEX TR BULLISH FD 549300QQBOFDEGGI5W06 46141D203 2500-12-31 N/A 0.00 602000.00 16940280.00 Equities INVESCO EXCHANGE-TRADED FD TR RAFI DVLPD MRKTS 549300ESOGB03433R002 46138E735 2500-12-31 N/A 0.00 21152.00 971088.32 Equities MAXCYTE INC COM 54930053YHXULRFCU991 57777K106 2500-12-31 N/A 0.00 1125488.00 1181762.40 Equities EMPERY DIGITAL INC COM NEW 254900YNQ643TK62S464 92864V608 2500-12-31 N/A 0.00 457805.00 1410039.40 Equities TENAYA THERAPEUTICS INC COM N/A 87990A106 2500-12-31 N/A 0.00 3298928.00 2474196.00 Equities COINSHARES BITCOIN ETF COM 529900PMBUO893YWRZ42 91916J100 2500-12-31 N/A 0.00 195964.00 3576343.00 Equities SKYX PLATFORMS CORP COM N/A 78471E105 2500-12-31 N/A 0.00 1010890.00 1122087.90 Equities WEREWOLF THERAPEUTICS INC COM N/A 95075A107 2500-12-31 N/A 0.00 536163.00 268295.97 Equities PETROLEO BRASILEIRO S A SP ADR NON VTG 5493000J801JZRCMFE49 71654V101 2500-12-31 N/A 0.00 1188028.00 20018271.80 Equities MAMMOTH ENERGY SVCS INC COM 549300ODHHN3MGXCQ803 56155L108 2500-12-31 N/A 0.00 346712.00 901451.20 Equities GRUPO FINANCIERO GALICIA S.A. SPONSORED ADR 5299008H3AXIXV5G3C23 399909100 2500-12-31 N/A 0.00 387876.00 20018280.36 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 2126512.00 1437309.46 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 636274409 2500-12-31 N/A 0.00 18153.00 1459319.67 Equities HIGH TEMPLAR TECHNOLOGY LTD SPON ADS 549300MY8WXPOW8RKH11 747798106 2500-12-31 N/A 0.00 28361.00 69200.84 Equities ISHARES TR MBS ETF 549300M0TH0IE2E6RP07 464288588 2500-12-31 N/A 0.00 9344.00 871701.76 Equities IRON HORSE ACQUISIT II CORP COM N/A 46283H103 2500-12-31 N/A 0.00 45850.00 459417.00 Equities ISHARES TR ISHARES BIOTECH 549300S7IVD88MPK0066 464287556 2500-12-31 N/A 0.00 11047.00 2098488.12 Equities ISHARES TR IBONDS DEC 2036 529900R89HE7YDVEL018 46438G158 2500-12-31 N/A 0.00 8505.00 208218.56 Equities ISHARES TR DEVSMCP EXNA ETF 5493005OEWCF4INIR081 464288497 2500-12-31 N/A 0.00 10623.00 766768.14 Equities INOVIO PHARMACEUTICALS INC COM SHS 529900B9W875XDZXTM97 45773H409 2500-12-31 N/A 0.00 1391280.00 912679.68 Equities ISHARES INC US PWR INFRA ETF 549300F2FT5HRVB0DA32 464286343 2500-12-31 N/A 0.00 24506.00 637891.18 Equities TEAM INC COM NEW 549300DEKHQ3OEQJWU96 878155308 2500-12-31 N/A 0.00 4015.00 70061.75 Equities MOBILE INFRASTRUCTURE CORP COM SHS 254900BL5PV89M4T7T50 60739N101 2500-12-31 N/A 0.00 58406.00 102794.56 Equities BLUE WTR ACQUISITION CORP. III ORD SHS CL A N/A G1368E106 2500-12-31 N/A 0.00 27792.00 288203.04 Equities CRANE HBR ACQUISITION CORP II ORD SHS CL A N/A G25014104 2500-12-31 N/A 0.00 44518.00 450967.34 Equities CHAMPIONSGATE ACQUISITION CORP SHS CL A N/A G2124S108 2500-12-31 N/A 0.00 4520.00 46872.40 Equities LITE STRATEGY INC COM 529900A43X33ON524197 55279B301 2500-12-31 N/A 0.00 333800.00 329527.36 Equities PASITHEA THERAPEUTICS CORP COM NEW N/A 70261F202 2500-12-31 N/A 0.00 290925.00 129170.70 Equities INVESCO EXCH TRD SLF IDX FD TR INVT GRD DEFSV 549300X260FXDC4LKO42 46139W502 2500-12-31 N/A 0.00 2057.00 50036.52 Equities SPECTRAL AI INC COM CL A N/A 84757T105 2500-12-31 N/A 0.00 587467.00 928197.86 Equities WISDOMTREE TR INDIA ERNGS FD 54930026N5YOB6AW2260 97717W422 2500-12-31 N/A 0.00 17501.00 751842.96 Equities YHN ACQUISITION I LTD SHS N/A G1514D101 2500-12-31 N/A 0.00 584.00 6383.12 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 103696.00 1049403.52 Equities GESHER ACQUISITION CORP. II USD CL A ORD SHS N/A G3852D107 2500-12-31 N/A 0.00 4942.00 51989.84 Equities WISDOMTREE TR INTRST RATE HDGE 5493006OMUEEHEDQ6617 97717W380 2500-12-31 N/A 0.00 21457.00 484001.26 Equities ZEVIA PBC CL A N/A 98955K104 2500-12-31 N/A 0.00 548682.00 888864.84 Equities WEN ACQUISITION CORP COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 50516.00 521830.28 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities UNIFI INC COM NEW 549300MW5LPO0M2LNO04 904677200 2500-12-31 N/A 0.00 63149.00 387734.86 Equities XSOLLA SPAC 1 USD CL A ORD SHS N/A G9833K102 2500-12-31 N/A 0.00 42276.00 418955.16 Equities K&F GROWTH ACQUISITION CORP II SHS CL A N/A G52258111 2500-12-31 N/A 0.00 24335.00 257951.00 Equities BIOTE CORP CLASS A COM N/A 090683103 2500-12-31 N/A 0.00 282877.00 627986.94 Equities BITWISE BITCOIN ETF TR SHS BEN INT 529900ZAA28Q7XD31174 09174C104 2500-12-31 N/A 0.00 569672.00 20018274.08 Equities BITCOIN INFRASTRUCTURE ACQUIS USD CL A ORD SHS N/A G1143H101 2500-12-31 N/A 0.00 7078.00 70992.34 Equities TWELVE SEAS INVT CO III ORD SHS CL A N/A G9145D101 2500-12-31 N/A 0.00 8919.00 89190.00 Equities Y 2026-08-03 2026-10-29 2027-01-19 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0413 400000000.00 400000000.00 0.0010 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.750000% ARP1K98Y8 ES7IP3U3RHIGC71XBU11 0000352613 ARP1K98Y8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y MNRM CL001A1 R20M001 B1V7KEBTPIMZEU4LTD58 3136B75L1 2029-10-25 2.151000 0.00 14780000.00 3142843.81 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUMM9 2055-01-25 5.066100 0.00 15000000.00 9582616.65 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQVT3 2053-11-25 5.116100 0.00 91000000.00 34193623.34 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQVU0 2053-11-25 5.166100 0.00 25000000.00 9403248.31 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTJ53 2054-12-25 5.116100 0.00 28300000.00 13912583.14 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWMW3 2055-07-25 4.816100 0.00 12716450.00 11485963.18 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUU65 2053-12-25 4.816100 0.00 2300000.00 1106824.24 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWNW2 2055-07-25 4.716100 0.00 2100000.00 1660598.80 Agency Collateralized Mortgage Obligation MNRM CL023AB R21M023 B1V7KEBTPIMZEU4LTD58 3136BKAW2 2031-11-25 0.500000 0.00 3805000.00 2375672.00 Agency Collateralized Mortgage Obligation MNRM CL008A2 R20M008 B1V7KEBTPIMZEU4LTD58 3136B8M97 2030-02-25 1.821000 0.00 4533600.00 3713999.78 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLZD7 2055-06-25 4.616100 0.00 2200000.00 1571863.24 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AUAJ0 2046-11-25 4.130600 0.00 67082366.00 5163557.32 Agency Collateralized Mortgage Obligation MNRA CL03GA2 R21M03G B1V7KEBTPIMZEU4LTD58 3136BG3C3 2031-01-25 1.244300 0.00 35861390.00 31206630.65 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H62C8 2048-05-25 3.000000 0.00 25078000.00 14520793.19 Agency Collateralized Mortgage Obligation MNRM CL042A2 R20M042 B1V7KEBTPIMZEU4LTD58 3136BBN73 2030-07-25 1.270000 0.00 7918099.00 7025478.50 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6YF9 2056-07-25 4.466100 0.00 9193009.00 9011743.33 Agency Collateralized Mortgage Obligation MNRA CL008A2 R22M008 B1V7KEBTPIMZEU4LTD58 3136BMST6 2031-12-25 1.936000 0.00 5775000.00 5039342.19 Agency Collateralized Mortgage Obligation FNRM CL040B R25F040 B1V7KEBTPIMZEU4LTD58 3136BWGJ9 2050-10-25 5.000000 0.00 8389694.00 3702686.09 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 31398K3Z1 2037-12-15 6.250000 0.00 72868757.00 1096571.53 Agency Collateralized Mortgage Obligation MNRA CL01GA1 R22M01G B1V7KEBTPIMZEU4LTD58 3136BLRL6 2031-09-25 1.531300 0.00 8735000.00 3448244.90 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUPN4 2055-01-25 4.816100 0.00 5300000.00 3605359.83 Agency Collateralized Mortgage Obligation FNRM CL004CA R23F004 B1V7KEBTPIMZEU4LTD58 3136BPA84 2045-07-25 5.500000 0.00 1000000.00 532059.86 Agency Collateralized Mortgage Obligation FNRM RC133HC R12F133 B1V7KEBTPIMZEU4LTD58 3136AAE35 2041-09-25 2.500000 0.00 86932478.00 2260472.27 Agency Collateralized Mortgage Obligation FNRM CL136KB R13F136 B1V7KEBTPIMZEU4LTD58 3136AHVV9 2029-01-25 3.500000 0.00 33928.00 78.10 Agency Collateralized Mortgage Obligation FNRM CL016DA R25F016 B1V7KEBTPIMZEU4LTD58 3136BU5P1 2051-10-25 5.000000 0.00 10275000.00 6895455.45 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HDK74 2054-07-25 4.716100 0.00 1900000.00 1089919.22 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWUZ7 2055-07-25 4.816100 0.00 1400000.00 1115425.03 Agency Collateralized Mortgage Obligation MNRM CL0183A2 R19M01 B1V7KEBTPIMZEU4LTD58 3136B56S9 2031-09-25 2.577000 0.00 3000000.00 2016607.23 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GB3R4 2056-02-25 4.566100 0.00 42512597.00 42400151.73 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BT5J8 2054-12-25 4.766100 0.00 22257939.00 13758458.97 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137A7XU9 2041-03-15 5.000000 0.00 16810000.00 4320796.50 Agency Collateralized Mortgage Obligation MNRA CL001A1 R22M001 B1V7KEBTPIMZEU4LTD58 3136BKF64 2031-10-25 1.669000 0.00 6000000.00 3677549.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTXB4 2054-12-25 5.116100 0.00 6900000.00 3087003.62 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HRPA1 2056-05-25 4.366100 0.00 6868510.00 6783499.17 Agency Collateralized Mortgage Obligation MNRM CL009A2 R19M009 B1V7KEBTPIMZEU4LTD58 3136B4VT2 2029-06-25 2.937000 0.00 3000000.00 1412543.31 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMEE6 2055-08-25 4.816100 0.00 900000.00 759764.18 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HAKC9 2045-08-15 4.089900 0.00 22000527.00 15750153.91 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HF3S2 2054-08-25 4.616100 0.00 20000000.00 8566880.16 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHKS9 2054-12-25 4.816100 0.00 10700000.00 5472638.11 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJT31 2054-11-25 4.166100 0.00 2677832.00 1716362.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6TA6 2056-07-25 4.566100 0.00 36923462.00 36509028.60 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GBCY9 2056-07-25 4.466100 0.00 8206541.00 8204278.84 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HBVZ4 2054-03-25 4.466100 0.00 30254955.00 13585556.20 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJ6H5 2050-03-15 4.392300 0.00 7903545.00 5492466.13 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLZ21 2055-07-25 4.716100 0.00 4300000.00 3403415.79 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GBFZ3 2056-07-25 0.125000 0.00 12681589.00 9681155.55 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHEP2 2054-11-25 4.966100 0.00 11400000.00 7214609.63 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYLY6 2055-11-25 4.666100 0.00 15429868.00 14998544.07 Agency Collateralized Mortgage Obligation FNRM CL055EA R26F055 B1V7KEBTPIMZEU4LTD58 3136G6RX8 2056-07-25 0.125000 0.00 9655592.00 7521268.43 Agency Collateralized Mortgage Obligation MNRA CL0061A2 R21M00 B1V7KEBTPIMZEU4LTD58 3136BFGX5 2031-03-25 1.460600 0.00 5000000.00 4307150.62 Agency Collateralized Mortgage Obligation MNRM CL023A3 R20M023 B1V7KEBTPIMZEU4LTD58 3136B9J24 2035-03-25 1.740000 0.00 7900000.00 6318601.70 Agency Collateralized Mortgage Obligation MNRA CL01GA2 R21M01G B1V7KEBTPIMZEU4LTD58 3136BFRV7 2030-11-25 1.467700 0.00 36825000.00 32426918.74 Agency Collateralized Mortgage Obligation MNRA CL013A1 R22M013 B1V7KEBTPIMZEU4LTD58 3136BNW93 2032-05-25 2.586500 0.00 22500000.00 13890744.46 Agency Collateralized Mortgage Obligation MNRA CL02SA2 R21M02S B1V7KEBTPIMZEU4LTD58 3136BJZQ1 2031-10-25 1.807400 0.00 14275825.00 12518629.76 Agency Collateralized Mortgage Obligation MNRM CL025AV2 R19M02 B1V7KEBTPIMZEU4LTD58 3136B7AP6 2026-12-25 2.266000 0.00 1030.00 19.85 Agency Collateralized Mortgage Obligation MNRA CL0233A3 R19M02 B1V7KEBTPIMZEU4LTD58 3136B6XU2 2031-10-25 2.720000 0.00 10024000.00 8327807.40 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUZM5 2055-02-25 4.816100 0.00 4100000.00 2121810.14 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYMG4 2056-01-25 4.616100 0.00 11573542.00 11279792.14 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWY59 2055-08-25 4.716100 0.00 38968685.00 35511692.08 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 95811200.00 94998721.02 U.S. Treasuries (including strips) Freddie Mac 2549001DPIFGXC1TOL40 3137HNQY7 2055-11-25 4.666100 0.00 3300000.00 2943633.13 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMDP2 2055-08-25 4.816100 0.00 900000.00 854960.60 Agency Collateralized Mortgage Obligation MNRM CL0211A2 R19M02 B1V7KEBTPIMZEU4LTD58 3136B6TJ2 2029-05-25 2.250000 0.00 3500000.00 1708736.67 Agency Collateralized Mortgage Obligation MNRA RC004A1X R22M00 B1V7KEBTPIMZEU4LTD58 3136BLQ78 2030-05-25 2.456800 0.00 15517000.00 5331079.55 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKKN3 2055-03-25 4.966100 0.00 15000000.00 11582492.20 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 31398JWH2 2037-08-15 6.075000 0.00 38536733.00 1047274.88 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJWY9 2055-02-25 4.816100 0.00 300000.00 150968.42 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137B1ZS4 2033-02-15 3.000000 0.00 26739556.00 2291116.90 Agency Collateralized Mortgage Obligation MNRA CL01SA2 R22M01S B1V7KEBTPIMZEU4LTD58 3136BNET9 2032-04-25 2.081900 0.00 15705000.00 13753589.49 Agency Collateralized Mortgage Obligation MNRA CL004A1 R26M004 B1V7KEBTPIMZEU4LTD58 3136BYG89 2030-11-25 2.846400 0.00 15318000.00 3482817.54 Agency Collateralized Mortgage Obligation MNRM CL051A1 R20M051 B1V7KEBTPIMZEU4LTD58 3136BDHT8 2030-12-25 0.850000 0.00 1000.00 428.07 Agency Collateralized Mortgage Obligation FNRM CL063HA R24F063 B1V7KEBTPIMZEU4LTD58 3136BSRA5 2052-06-25 5.000000 0.00 10590985.00 4399770.10 Agency Collateralized Mortgage Obligation MNRA CL02GA2 R21M02G B1V7KEBTPIMZEU4LTD58 3136BHB73 2031-03-25 1.375200 0.00 9755000.00 8495727.05 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 31398GFX2 2039-12-25 6.327200 0.00 69259779.00 770765.97 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HNEW4 2055-10-25 4.716100 0.00 11266694.00 9689340.97 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137B8TA5 2044-03-15 4.189900 0.00 27000000.00 1992439.63 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HBUK8 2054-03-25 4.466100 0.00 20509788.00 12680951.92 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137B0PT5 2042-11-15 3.000000 0.00 34380000.00 552664.63 Agency Collateralized Mortgage Obligation MNRA CL053A2 R20M053 B1V7KEBTPIMZEU4LTD58 3136BC7H7 2032-11-25 1.683000 0.00 6575000.00 5573420.39 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HN2X5 2055-09-25 4.566100 0.00 25800000.00 19444777.93 Agency Collateralized Mortgage Obligation FNRM RC081AX R13F081 B1V7KEBTPIMZEU4LTD58 3136AFS47 2043-08-25 3.500000 0.00 78198972.00 7087200.24 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJFR3 2055-02-25 4.616100 0.00 4900000.00 2986489.32 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJGH4 2055-02-25 5.016100 0.00 11646723.00 6229573.67 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHKD2 2054-03-25 5.066100 0.00 3067000.00 1501891.49 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHQF1 2054-12-25 4.766100 0.00 4515669.00 3027966.29 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLS52 2055-02-25 4.816100 0.00 4000000.00 2597868.08 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHLU3 2054-12-25 5.066100 0.00 687790.00 374118.91 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HDY79 2054-08-25 4.666100 0.00 9700000.00 3905284.72 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLBG6 2055-05-25 4.766100 0.00 1400000.00 1170498.65 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKEX8 2054-11-25 4.556100 0.00 24793853.00 15735049.75 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHQ38 2054-12-25 5.066100 0.00 1990000.00 889607.03 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJX51 2055-02-25 5.016100 0.00 5600000.00 2725343.21 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHMQ1 2054-12-25 4.816100 0.00 14600000.00 6632462.78 Agency Collateralized Mortgage Obligation MNRA CL008A1 R23M008 B1V7KEBTPIMZEU4LTD58 3136BQNT2 2033-04-25 4.475700 0.00 5000000.00 2708041.68 Agency Collateralized Mortgage Obligation MNRA RC023A R19M023 B1V7KEBTPIMZEU4LTD58 3136B6XY4 2037-12-25 2.707300 0.00 3400000.00 912286.64 Agency Collateralized Mortgage Obligation MNRA CL052A2 R20M052 B1V7KEBTPIMZEU4LTD58 3136BCB90 2030-10-25 1.323300 0.00 6800000.00 5478349.63 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRAG2 2054-03-25 4.466100 0.00 50000000.00 24663311.48 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTWY5 2053-10-25 4.816100 0.00 4000000.00 2480535.62 Agency Collateralized Mortgage Obligation MNRA CL011A2 R21M011 B1V7KEBTPIMZEU4LTD58 3136BF4D2 2031-03-25 1.456900 0.00 7860000.00 6832635.45 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMMT4 2051-03-25 5.000000 0.00 27926493.00 13517496.95 Agency Collateralized Mortgage Obligation Y 2026-08-07 2026-08-07 2026-09-14 Y Royal Bank of Canada 1.0000 7 N N N 0.0375 816000000.00 816000000.00 0.0021 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.750000% ARP1K9A90 ES7IP3U3RHIGC71XBU11 0000352613 ARP1K9A90 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.500 CLCB7236 B1V7KEBTPIMZEU4LTD58 3140QTBE8 2053-10-01 5.500000 0.00 49521511.00 39108937.00 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3353 B1V7KEBTPIMZEU4LTD58 3140W3WP0 2053-11-01 5.500000 0.00 65225224.00 57971532.73 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7932 S6XOOCT0IEG5ABCC6L87 3133KPY51 2052-09-01 5.000000 0.00 123440777.00 84713088.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4643 S6XOOCT0IEG5ABCC6L87 3142GVER8 2055-08-01 6.000000 0.00 50000000.00 47691513.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8304 S6XOOCT0IEG5ABCC6L87 3133KQGM2 2052-12-01 5.500000 0.00 73763159.00 48610070.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7416 B1V7KEBTPIMZEU4LTD58 3140QTG29 2053-11-01 5.500000 0.00 44121550.00 34847166.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7035 B1V7KEBTPIMZEU4LTD58 3140QEY97 2050-09-01 2.500000 0.00 137473245.00 62444247.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5843 S6XOOCT0IEG5ABCC6L87 3142GWP52 2056-01-01 5.500000 0.00 57538281.00 54431354.15 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7040 S6XOOCT0IEG5ABCC6L87 3142GXZE0 2056-07-01 5.500000 0.00 86728765.00 87403890.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4407 B1V7KEBTPIMZEU4LTD58 3140QP3R6 2052-08-01 5.000000 0.00 102788304.00 64959791.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8492 S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5.000000 0.00 100144675.00 85802901.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5910 B1V7KEBTPIMZEU4LTD58 3140QRR88 2053-03-01 5.500000 0.00 61988298.00 44567083.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5135 B1V7KEBTPIMZEU4LTD58 3140QQV51 2052-11-01 5.500000 0.00 64750000.00 45900266.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4783 B1V7KEBTPIMZEU4LTD58 3140QQJ55 2052-10-01 5.000000 0.00 95071000.00 65957779.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0259 B1V7KEBTPIMZEU4LTD58 3140Y6JD3 2055-04-01 6.000000 0.00 92823280.00 81621395.67 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7503 B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6.000000 0.00 108382656.00 82432210.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3530 B1V7KEBTPIMZEU4LTD58 3140W34Q9 2055-11-01 5.000000 0.00 46804839.00 44700113.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 2083900.00 2073636.79 U.S. Treasuries (including strips) Y 2026-08-07 2026-08-07 2026-09-14 Y Royal Bank of Canada 1.0000 7 N N N 0.0375 1000000000.00 1000000000.00 0.0026 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.670000% ARP1KAKL9 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1KAKL9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 143760600.00 145369808.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 209400000.00 212016125.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 154811700.00 152614133.54 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 500000000.00 500000000.00 0.0013 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.670000% ARP1KAKQ8 VYVVCKR63DVZZN70PB21 0001224385 ARP1KAKQ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLDG2670 B1V7KEBTPIMZEU4LTD58 3140U56G6 2056-01-01 5.000000 0.00 2189024.00 2125221.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8434 B1V7KEBTPIMZEU4LTD58 3140U0LQ8 2056-01-01 5.000000 0.00 3722059.00 3639140.80 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5164 B1V7KEBTPIMZEU4LTD58 3140U8W22 2056-04-01 4.500000 0.00 8724034.00 8252675.66 Agency Mortgage-Backed Securities FNMS 04.500 CIDG1520 B1V7KEBTPIMZEU4LTD58 3140U4VN6 2041-02-01 4.500000 0.00 1434285.00 1385096.68 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7807 B1V7KEBTPIMZEU4LTD58 3140QTU98 2054-01-01 6.500000 0.00 66708608.00 46619747.48 Agency Mortgage-Backed Securities FNMS 04.000 CICA3155 B1V7KEBTPIMZEU4LTD58 3140QAQH6 2034-02-01 4.000000 0.00 10000.00 1215.16 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4801 B1V7KEBTPIMZEU4LTD58 3140QCKP0 2049-12-01 3.500000 0.00 396000.00 138092.20 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8617 B1V7KEBTPIMZEU4LTD58 3140XCSF6 2051-09-01 2.000000 0.00 70000.00 37935.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7273 B1V7KEBTPIMZEU4LTD58 31417ECK5 2042-12-01 3.000000 0.00 124640.00 20087.71 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2541 B1V7KEBTPIMZEU4LTD58 31418BZF6 2031-02-01 2.500000 0.00 10000000.00 816365.59 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5093 B1V7KEBTPIMZEU4LTD58 31418EUT5 2038-07-01 5.000000 0.00 5000.00 2498.70 Agency Mortgage-Backed Securities FNMS 04.000 CNMA6066 B1V7KEBTPIMZEU4LTD58 31418FW45 2036-05-01 4.000000 0.00 1229366.00 1127764.15 Agency Mortgage-Backed Securities FNMS 05.000 CTFS2255 B1V7KEBTPIMZEU4LTD58 3140XHQH3 2039-10-01 5.000000 0.00 1287000.00 53729.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2707 B1V7KEBTPIMZEU4LTD58 3140XJAH6 2052-04-01 3.500000 0.00 40000.00 24119.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5670 B1V7KEBTPIMZEU4LTD58 31417CJQ9 2042-07-01 3.500000 0.00 13000.00 1527.72 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3558 B1V7KEBTPIMZEU4LTD58 3140XJ5U3 2038-02-01 2.500000 0.00 13883721.00 8632838.60 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3155 B1V7KEBTPIMZEU4LTD58 31418CQH0 2032-10-01 3.000000 0.00 40421.00 3827.72 Agency Mortgage-Backed Securities FNMS 07.000 CL511405 B1V7KEBTPIMZEU4LTD58 31383SDJ6 2029-10-01 7.000000 0.00 4999500.00 3666.14 Agency Mortgage-Backed Securities FNMS 05.000 CLAH2739 B1V7KEBTPIMZEU4LTD58 3138A4BH7 2041-01-01 5.000000 0.00 249771.00 15499.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9909 B1V7KEBTPIMZEU4LTD58 3140N3AK5 2052-10-01 4.500000 0.00 28773916.00 20484248.82 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5026 B1V7KEBTPIMZEU4LTD58 3140N9SQ0 2052-12-01 6.000000 0.00 4316737.00 2550360.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 B1V7KEBTPIMZEU4LTD58 3140MA4S0 2052-04-01 3.500000 0.00 44212244.00 27879084.26 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0299 B1V7KEBTPIMZEU4LTD58 3140FXKM3 2058-08-01 3.500000 0.00 12410000.00 3475762.25 Agency Mortgage-Backed Securities FNMS 03.500 CLBH1736 B1V7KEBTPIMZEU4LTD58 3140GP4W5 2047-07-01 3.500000 0.00 2310000.00 388206.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1416 B1V7KEBTPIMZEU4LTD58 3140M2SE3 2052-01-01 3.000000 0.00 210000.00 122792.30 Agency Mortgage-Backed Securities FNMS 05.000 CIBX0441 B1V7KEBTPIMZEU4LTD58 3140N4P35 2037-12-01 5.000000 0.00 50000.00 21018.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5499 B1V7KEBTPIMZEU4LTD58 3138Y7DD1 2045-12-01 4.000000 0.00 2491217.00 758360.60 Agency Mortgage-Backed Securities FNMS 05.500 CIDF2937 B1V7KEBTPIMZEU4LTD58 3140BTHP3 2040-11-01 5.500000 0.00 1007158.00 852333.57 Agency Mortgage-Backed Securities FNMS 05.000 CLDE6106 B1V7KEBTPIMZEU4LTD58 3140BJYC5 2055-08-01 5.000000 0.00 1100980.00 1062128.85 Agency Mortgage-Backed Securities FNMS 05.500 CL844342 B1V7KEBTPIMZEU4LTD58 31407YBK4 2035-11-01 5.500000 0.00 475000.00 2152.57 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5808 B1V7KEBTPIMZEU4LTD58 3140BWN20 2055-12-01 5.000000 0.00 1067578.00 1041412.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDB8086 B1V7KEBTPIMZEU4LTD58 3140AH6Y3 2054-09-01 5.500000 0.00 1129660.00 921737.29 Agency Mortgage-Backed Securities FNMS 06.000 CLDB4440 B1V7KEBTPIMZEU4LTD58 3140AD5A5 2054-08-01 6.000000 0.00 8111274.00 4731940.69 Agency Mortgage-Backed Securities FNMS 06.000 CL820015 B1V7KEBTPIMZEU4LTD58 31406UAQ1 2035-04-01 6.000000 0.00 234721.00 2720.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBE8671 B1V7KEBTPIMZEU4LTD58 3140FUT57 2047-08-01 3.500000 0.00 2415000.00 365675.45 Agency Mortgage-Backed Securities FNMS 05.000 CLAS1338 B1V7KEBTPIMZEU4LTD58 3138WAPY7 2043-12-01 5.000000 0.00 1287555.00 73586.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAL1427 B1V7KEBTPIMZEU4LTD58 3138EHSR4 2041-08-01 4.500000 0.00 103188031.00 6490272.04 Agency Mortgage-Backed Securities FNMS 07.000 CLAL1469 B1V7KEBTPIMZEU4LTD58 3138EHT36 2039-02-01 7.000000 0.00 300000.00 5781.53 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8743 B1V7KEBTPIMZEU4LTD58 3138ETWD4 2046-06-01 4.500000 0.00 22000.00 3121.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6927 B1V7KEBTPIMZEU4LTD58 3140QSVV0 2053-08-01 6.000000 0.00 16013000.00 11103248.68 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8475 B1V7KEBTPIMZEU4LTD58 3140QUMZ6 2054-05-01 5.000000 0.00 25697193.00 20139522.11 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1526 B1V7KEBTPIMZEU4LTD58 3140U4VU0 2056-02-01 4.500000 0.00 673953.00 637880.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5631 B1V7KEBTPIMZEU4LTD58 3140U9HH4 2056-04-01 6.000000 0.00 1007827.00 778112.68 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5295 B1V7KEBTPIMZEU4LTD58 3140U83D0 2056-04-01 4.500000 0.00 1751850.00 1658707.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7940 B1V7KEBTPIMZEU4LTD58 3140UBZE6 2056-05-01 5.500000 0.00 7428194.00 7129322.67 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3506 B1V7KEBTPIMZEU4LTD58 3140QN3Q3 2052-05-01 3.500000 0.00 26830106.00 18128516.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9812 B1V7KEBTPIMZEU4LTD58 3140QV3W2 2055-01-01 6.000000 0.00 6322243.00 5424596.13 Agency Mortgage-Backed Securities FNMS 06.000 CTBV1418 B1V7KEBTPIMZEU4LTD58 3140MESG2 2045-03-01 6.000000 0.00 1027151.00 916799.69 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4111 B1V7KEBTPIMZEU4LTD58 31418DR95 2035-08-01 1.500000 0.00 485441.00 169289.98 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3517 B1V7KEBTPIMZEU4LTD58 31418C4B7 2033-11-01 3.500000 0.00 16000.00 961.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 172000.00 124405.62 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3694 B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.500000 0.00 159698.00 15353.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFA0912 B1V7KEBTPIMZEU4LTD58 3140W1AN3 2052-05-01 4.000000 0.00 8473000.00 6970130.64 Agency Mortgage-Backed Securities FNMS 07.000 CLFA6332 B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7.000000 0.00 750252.00 792771.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4311 B1V7KEBTPIMZEU4LTD58 3140X7YH6 2050-08-01 3.000000 0.00 100000.00 46884.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1001 B1V7KEBTPIMZEU4LTD58 3140X4DF0 2048-11-01 3.500000 0.00 202000.00 26393.97 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5989 B1V7KEBTPIMZEU4LTD58 3140X9UP8 2051-02-01 2.500000 0.00 5264000.00 2641086.67 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5768 B1V7KEBTPIMZEU4LTD58 3140X9MS1 2044-11-01 4.000000 0.00 24000.00 9041.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2433 B1V7KEBTPIMZEU4LTD58 3140W2V32 2055-08-01 5.500000 0.00 38087806.00 29366245.17 Agency Mortgage-Backed Securities FNMS 05.500 CIFA2747 B1V7KEBTPIMZEU4LTD58 3140W3BR9 2038-11-01 5.500000 0.00 16683389.00 13596392.91 Agency Mortgage-Backed Securities FNMS 02.500 CIFA2736 B1V7KEBTPIMZEU4LTD58 3140W3BE8 2037-06-01 2.500000 0.00 60294024.00 48621589.88 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0047 B1V7KEBTPIMZEU4LTD58 31416VBR4 2035-04-01 4.500000 0.00 950000.00 15513.23 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0023 B1V7KEBTPIMZEU4LTD58 31417YAZ0 2029-04-01 5.000000 0.00 460332.00 1063.63 Agency Mortgage-Backed Securities FNMS 02.000 CLFS8288 B1V7KEBTPIMZEU4LTD58 3140XQF69 2052-03-01 2.000000 0.00 519000.00 359158.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5833 B1V7KEBTPIMZEU4LTD58 3140XMPT7 2053-10-01 6.000000 0.00 16210000.00 11218070.76 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2866 B1V7KEBTPIMZEU4LTD58 31418CFG4 2037-01-01 3.000000 0.00 182000.00 28950.94 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3924 B1V7KEBTPIMZEU4LTD58 3140W4LE5 2055-03-01 6.500000 0.00 39564640.00 37146850.87 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1418 B1V7KEBTPIMZEU4LTD58 3140X4SG2 2034-09-01 4.000000 0.00 23980128.00 1835463.94 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.500000 0.00 373000.00 225272.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1581 B1V7KEBTPIMZEU4LTD58 3140H2XK9 2048-01-01 4.000000 0.00 268246.00 94376.06 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0545 B1V7KEBTPIMZEU4LTD58 3138EGTB0 2038-10-01 5.500000 0.00 8000000.00 165512.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6404 B1V7KEBTPIMZEU4LTD58 3138EPDJ0 2045-01-01 4.500000 0.00 800000.00 108712.71 Agency Mortgage-Backed Securities FNMS 06.500 CL852355 B1V7KEBTPIMZEU4LTD58 31408H5Q4 2036-01-01 6.500000 0.00 215274.00 1142.03 Agency Mortgage-Backed Securities FNMS 06.500 CIDE8063 B1V7KEBTPIMZEU4LTD58 3140BL5Z1 2040-08-01 6.500000 0.00 693008.00 681684.86 Agency Mortgage-Backed Securities FNMS 07.000 CL831621 B1V7KEBTPIMZEU4LTD58 31407H4E3 2036-07-01 7.000000 0.00 230000.00 2077.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8545 B1V7KEBTPIMZEU4LTD58 3140MNP75 2052-05-01 3.500000 0.00 78000.00 41959.27 Agency Mortgage-Backed Securities FNMS 01.500 CIBT2213 B1V7KEBTPIMZEU4LTD58 3140LQN71 2037-03-01 1.500000 0.00 346912.00 190663.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7130 B1V7KEBTPIMZEU4LTD58 3140XN4Q4 2054-01-01 5.000000 0.00 815000.00 635024.90 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 B1V7KEBTPIMZEU4LTD58 31418DHM7 2049-11-01 3.500000 0.00 13006000.00 1464437.39 Agency Mortgage-Backed Securities FNMS 03.500 CL890765 B1V7KEBTPIMZEU4LTD58 31410LTW2 2046-09-01 3.500000 0.00 20000.00 1932.75 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3491 B1V7KEBTPIMZEU4LTD58 31418C2Z6 2038-10-01 3.500000 0.00 199096.00 18467.60 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3765 B1V7KEBTPIMZEU4LTD58 31418DFF4 2049-09-01 2.500000 0.00 1721000.00 262098.81 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0010 B1V7KEBTPIMZEU4LTD58 3140XTAL5 2041-10-25 3.500000 0.00 400000.00 221615.57 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4156 B1V7KEBTPIMZEU4LTD58 31418DTN2 2035-10-01 2.500000 0.00 790637.00 223051.98 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3998 B1V7KEBTPIMZEU4LTD58 31418DNQ1 2050-04-01 4.500000 0.00 15000.00 1710.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6908 B1V7KEBTPIMZEU4LTD58 3140QSVA6 2053-08-01 5.500000 0.00 42805640.00 29789440.89 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4508 B1V7KEBTPIMZEU4LTD58 3140W5AJ3 2054-05-01 4.000000 0.00 28896438.00 25608639.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0480 B1V7KEBTPIMZEU4LTD58 3140U3RA1 2056-01-01 5.000000 0.00 2011910.00 1832323.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2425 B1V7KEBTPIMZEU4LTD58 3140U5VT0 2056-07-01 5.500000 0.00 1789081.00 1816381.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9429 B1V7KEBTPIMZEU4LTD58 3140UDPP8 2056-05-01 6.000000 0.00 4884066.00 4726460.78 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0945 B1V7KEBTPIMZEU4LTD58 3140U4BP3 2056-01-01 6.000000 0.00 1659076.00 1711185.21 Agency Mortgage-Backed Securities FNMS 04.500 CLDG7808 B1V7KEBTPIMZEU4LTD58 3140UBVA8 2056-06-01 4.500000 0.00 1031498.00 984128.12 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0559 B1V7KEBTPIMZEU4LTD58 3140Q7TR8 2047-10-01 4.500000 0.00 1050000.00 90306.62 Agency Mortgage-Backed Securities FNMS 03.000 CIBY1381 B1V7KEBTPIMZEU4LTD58 3140NHRB6 2038-09-01 3.000000 0.00 38522.00 26791.54 Agency Mortgage-Backed Securities FNMS 06.500 CLBY3888 B1V7KEBTPIMZEU4LTD58 3140NLKA6 2053-05-01 6.500000 0.00 1209611.00 1223037.68 Agency Mortgage-Backed Securities FNMS 04.500 CQAD7988 B1V7KEBTPIMZEU4LTD58 31418V2W1 2040-07-01 4.500000 0.00 3927863.00 33696.10 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 5292092.00 3777095.33 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0746 B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.500000 0.00 3678448.00 103191.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7592 B1V7KEBTPIMZEU4LTD58 3140XBNJ5 2050-03-01 3.500000 0.00 3000.00 906.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3280 B1V7KEBTPIMZEU4LTD58 3140X6UE9 2049-05-01 3.500000 0.00 21995000.00 5353719.04 Agency Mortgage-Backed Securities FNMS 03.000 CIFM5473 B1V7KEBTPIMZEU4LTD58 3140X9CK9 2035-12-01 3.000000 0.00 5394402.00 1957142.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6139 B1V7KEBTPIMZEU4LTD58 3140W6ZD7 2055-10-01 6.000000 0.00 91994827.00 94326347.09 Agency Mortgage-Backed Securities FNMS 05.500 CIFA1213 B1V7KEBTPIMZEU4LTD58 3140W1K36 2040-03-01 5.500000 0.00 7400000.00 5563655.67 Agency Mortgage-Backed Securities FNMS 06.500 CIFA3057 B1V7KEBTPIMZEU4LTD58 3140W3MF3 2039-08-01 6.500000 0.00 10899268.00 8886007.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6814 B1V7KEBTPIMZEU4LTD58 3140UNSC2 2056-07-01 5.500000 0.00 12337117.00 12323858.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2435 B1V7KEBTPIMZEU4LTD58 3140U5V52 2056-07-01 5.500000 0.00 2553327.00 2585124.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7680 B1V7KEBTPIMZEU4LTD58 3140UBRA3 2056-04-01 5.000000 0.00 1997847.00 1946736.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9146 B1V7KEBTPIMZEU4LTD58 3140QVEU4 2054-09-01 5.500000 0.00 2000.00 1575.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6272 B1V7KEBTPIMZEU4LTD58 3140U96J2 2056-05-01 5.500000 0.00 2790576.00 2814955.37 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2538 B1V7KEBTPIMZEU4LTD58 3140U5ZC3 2056-02-01 4.500000 0.00 92164.00 82658.33 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5866 B1V7KEBTPIMZEU4LTD58 3140UMQU6 2056-07-01 4.500000 0.00 1191976.00 1134795.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8874 B1V7KEBTPIMZEU4LTD58 3140XQ2G1 2052-06-01 3.000000 0.00 78000.00 58962.14 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6113 B1V7KEBTPIMZEU4LTD58 3140W6YK2 2056-06-01 6.000000 0.00 50617905.00 51028184.68 Agency Mortgage-Backed Securities FNMS 02.000 CTFM6982 B1V7KEBTPIMZEU4LTD58 3140XAXL1 2041-04-01 2.000000 0.00 513000.00 279371.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6237 B1V7KEBTPIMZEU4LTD58 3140X94X0 2049-04-01 3.500000 0.00 909000.00 383844.03 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0783 B1V7KEBTPIMZEU4LTD58 3140XF2R1 2037-03-01 2.500000 0.00 20006912.00 11886981.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFM0008 B1V7KEBTPIMZEU4LTD58 3140X3AJ7 2049-08-01 3.500000 0.00 329490.00 43522.06 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4500 B1V7KEBTPIMZEU4LTD58 31418EAA8 2041-12-01 1.500000 0.00 356639.00 205852.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ3381 B1V7KEBTPIMZEU4LTD58 3138MJXK0 2042-11-01 3.000000 0.00 200000.00 32269.90 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3878 B1V7KEBTPIMZEU4LTD58 3138WDJY8 2044-11-01 4.500000 0.00 110000.00 8354.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ0572 B1V7KEBTPIMZEU4LTD58 3138YRT65 2042-06-01 3.000000 0.00 70000.00 11958.43 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1142 B1V7KEBTPIMZEU4LTD58 3138WAHU4 2043-11-01 4.500000 0.00 31667762.00 1833279.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0614 B1V7KEBTPIMZEU4LTD58 3140HDVG6 2050-01-01 3.000000 0.00 449000.00 82761.17 Agency Mortgage-Backed Securities FNMS 05.000 CLDB8915 B1V7KEBTPIMZEU4LTD58 3140AJ3Z9 2054-07-01 5.000000 0.00 9107706.00 8022002.85 Agency Mortgage-Backed Securities FNMS 05.500 CL735224 B1V7KEBTPIMZEU4LTD58 31402QYV7 2035-02-01 5.500000 0.00 19515000.00 128383.36 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 B1V7KEBTPIMZEU4LTD58 3140QNGH9 2052-02-01 3.000000 0.00 181000.00 98200.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6416 B1V7KEBTPIMZEU4LTD58 3140MLDW7 2055-11-01 6.000000 0.00 2723861.00 2023545.56 Agency Mortgage-Backed Securities FNMS 02.000 CIBP7574 B1V7KEBTPIMZEU4LTD58 3140KFMY8 2035-11-01 2.000000 0.00 10000.00 3909.87 Agency Mortgage-Backed Securities FNMS 04.500 CRBM7344 B1V7KEBTPIMZEU4LTD58 3140JCES9 2044-12-01 4.500000 0.00 2257924.00 1809885.34 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0716 B1V7KEBTPIMZEU4LTD58 3140FXYN6 2063-03-01 2.500000 0.00 13107320.00 8063055.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBP1938 B1V7KEBTPIMZEU4LTD58 3140K9EL9 2050-04-01 2.500000 0.00 60000.00 21024.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBO6220 B1V7KEBTPIMZEU4LTD58 3140K14E3 2049-12-01 3.000000 0.00 51500000.00 11714676.39 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4496 B1V7KEBTPIMZEU4LTD58 3140KP7J6 2051-02-01 2.000000 0.00 16600000.00 8938927.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4583 B1V7KEBTPIMZEU4LTD58 3140J9CV1 2042-09-01 3.500000 0.00 158593.00 43463.36 Agency Mortgage-Backed Securities FNMS 04.000 CLDD2618 B1V7KEBTPIMZEU4LTD58 3140B24C5 2055-03-01 4.000000 0.00 154463.00 139340.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6285 B1V7KEBTPIMZEU4LTD58 3140U96X1 2056-05-01 6.000000 0.00 1028100.00 1065650.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDH2690 B1V7KEBTPIMZEU4LTD58 3140UH7C8 2056-06-01 6.500000 0.00 5850167.00 5706096.41 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3669 B1V7KEBTPIMZEU4LTD58 3140QBCF3 2049-06-01 4.000000 0.00 604000.00 136678.39 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3858 B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.500000 0.00 729000.00 133664.81 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0998 B1V7KEBTPIMZEU4LTD58 3140QLDC7 2051-07-01 3.000000 0.00 634000.00 399074.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6359 B1V7KEBTPIMZEU4LTD58 3140QSB59 2053-05-01 5.500000 0.00 2310935.00 1882567.47 Agency Mortgage-Backed Securities FNMS 02.000 CICB0263 B1V7KEBTPIMZEU4LTD58 3140QKJH2 2036-04-01 2.000000 0.00 1684621.00 863383.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5314 B1V7KEBTPIMZEU4LTD58 3140JM3Y6 2049-03-01 3.500000 0.00 9515803.00 2836740.43 Agency Mortgage-Backed Securities FNMS 05.500 CLBT8046 B1V7KEBTPIMZEU4LTD58 3140LW5G8 2053-01-01 5.500000 0.00 7981175.00 6252059.30 Agency Mortgage-Backed Securities FNMS 05.500 CIDE4546 B1V7KEBTPIMZEU4LTD58 3140BHBQ3 2040-07-01 5.500000 0.00 1038334.00 733824.37 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7157 B1V7KEBTPIMZEU4LTD58 3140KE5T1 2050-06-01 3.000000 0.00 100000.00 43889.10 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ5910 B1V7KEBTPIMZEU4LTD58 3140H7R82 2048-02-01 3.500000 0.00 304000.00 141337.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 B1V7KEBTPIMZEU4LTD58 3140GYGZ6 2048-01-01 3.500000 0.00 381000.00 53125.34 Agency Mortgage-Backed Securities FNMS 02.500 CIBO9971 B1V7KEBTPIMZEU4LTD58 3140K6CH6 2034-08-01 2.500000 0.00 131000.00 18417.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1721 B1V7KEBTPIMZEU4LTD58 3140BD4F4 2055-06-01 6.000000 0.00 10491342.00 7623629.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4794 B1V7KEBTPIMZEU4LTD58 3138WEKG3 2045-04-01 3.500000 0.00 19100000.00 2733833.11 Agency Mortgage-Backed Securities FNMS 07.000 CL620196 B1V7KEBTPIMZEU4LTD58 31389A7H0 2032-01-01 7.000000 0.00 469330.00 1162.81 Agency Mortgage-Backed Securities FNMS 06.000 CIDC3296 B1V7KEBTPIMZEU4LTD58 3140AQUW0 2039-09-01 6.000000 0.00 492195.00 196590.25 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 13888284.00 9364514.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5416 B1V7KEBTPIMZEU4LTD58 3140XMAS5 2053-07-01 6.000000 0.00 96414879.00 61608430.89 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3896 B1V7KEBTPIMZEU4LTD58 31418DKJ0 2035-01-01 2.500000 0.00 1450000.00 228194.82 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5633 B1V7KEBTPIMZEU4LTD58 31418FHK6 2040-02-01 6.500000 0.00 106803.00 38146.98 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4995 B1V7KEBTPIMZEU4LTD58 3140NMRR0 2053-06-01 6.500000 0.00 867000.00 532370.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-02-01 4.000000 0.00 210307.00 17812.95 Agency Mortgage-Backed Securities FNMS 03.000 CLBE1933 B1V7KEBTPIMZEU4LTD58 3140FMEF9 2046-11-01 3.000000 0.00 10900000.00 2419519.24 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5715 B1V7KEBTPIMZEU4LTD58 3140BWK56 2055-12-01 5.000000 0.00 5341858.00 5028427.88 Agency Mortgage-Backed Securities FNMS 05.500 CL773072 B1V7KEBTPIMZEU4LTD58 31404M2D9 2034-04-01 5.500000 0.00 1015413.00 5658.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAO9925 B1V7KEBTPIMZEU4LTD58 3138M2A30 2042-07-01 3.500000 0.00 11000.00 802.67 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ4310 B1V7KEBTPIMZEU4LTD58 3138YVYG8 2046-02-01 4.000000 0.00 4963538.00 145487.20 Agency Mortgage-Backed Securities FNMS 05.500 CL849981 B1V7KEBTPIMZEU4LTD58 31408FJ26 2036-02-01 5.500000 0.00 29000.00 4473.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAV0662 B1V7KEBTPIMZEU4LTD58 3138XBWY6 2043-12-01 4.000000 0.00 7000.00 534.74 Agency Mortgage-Backed Securities FNMS 06.000 CIDE0549 B1V7KEBTPIMZEU4LTD58 3140BCTF9 2040-05-01 6.000000 0.00 2467970.00 1866532.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAS9445 B1V7KEBTPIMZEU4LTD58 3138WKP74 2047-04-01 3.000000 0.00 1724000.00 411579.17 Agency Mortgage-Backed Securities FNMS 06.000 CLCA5871 B1V7KEBTPIMZEU4LTD58 3140QDQZ0 2050-01-01 6.000000 0.00 444000.00 33597.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7743 B1V7KEBTPIMZEU4LTD58 3140QFS91 2050-11-01 2.500000 0.00 495000.00 274761.30 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2301 B1V7KEBTPIMZEU4LTD58 3140QMRX4 2051-12-01 3.000000 0.00 1000.00 601.02 Agency Mortgage-Backed Securities FNMS 02.500 CICB3694 B1V7KEBTPIMZEU4LTD58 3140QPC88 2037-05-01 2.500000 0.00 25196046.00 14822839.66 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7531 B1V7KEBTPIMZEU4LTD58 3140QFLM9 2050-10-01 3.000000 0.00 700000.00 364246.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBY1300 B1V7KEBTPIMZEU4LTD58 3140NHNS3 2053-12-01 3.500000 0.00 50866.00 33838.87 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9482 B1V7KEBTPIMZEU4LTD58 3140U1RC1 2056-01-01 5.000000 0.00 6065726.00 5873261.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6194 B1V7KEBTPIMZEU4LTD58 3140U93C0 2056-04-01 5.000000 0.00 8703334.00 8092476.24 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4867 B1V7KEBTPIMZEU4LTD58 3140W5MR2 2053-12-01 4.500000 0.00 30000000.00 27601888.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6668 B1V7KEBTPIMZEU4LTD58 3140XNMS0 2053-12-01 5.500000 0.00 45000.00 35833.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6649 B1V7KEBTPIMZEU4LTD58 3140UAL78 2056-04-01 5.000000 0.00 2406838.00 2367420.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4840 B1V7KEBTPIMZEU4LTD58 3140U8LW8 2056-06-01 5.000000 0.00 1598419.00 1560989.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDH1943 B1V7KEBTPIMZEU4LTD58 3140UHER7 2056-06-01 6.500000 0.00 339996.00 355054.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2888 B1V7KEBTPIMZEU4LTD58 3140U6F66 2056-02-01 5.000000 0.00 1015891.00 991288.41 Agency Mortgage-Backed Securities FNMS 04.500 CIDG2236 B1V7KEBTPIMZEU4LTD58 3140U5PW0 2041-02-01 4.500000 0.00 1335374.00 1262073.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDH9918 B1V7KEBTPIMZEU4LTD58 3140USAU0 2056-07-01 6.000000 0.00 1894065.00 1941446.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6104 B1V7KEBTPIMZEU4LTD58 3140UMYA1 2056-07-01 5.500000 0.00 10488519.00 10595882.97 Agency Mortgage-Backed Securities FNMS 05.500 CL190379 B1V7KEBTPIMZEU4LTD58 31368HM42 2037-05-01 5.500000 0.00 1175000.00 5979.00 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ1886 B1V7KEBTPIMZEU4LTD58 3138MHCY7 2042-11-01 3.000000 0.00 72671.00 6069.94 Agency Mortgage-Backed Securities FNMS 01.500 CTFA3082 B1V7KEBTPIMZEU4LTD58 3140W3M89 2042-03-01 1.500000 0.00 906000.00 704041.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3657 B1V7KEBTPIMZEU4LTD58 3140W4B30 2055-11-01 5.000000 0.00 30312824.00 28481029.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDH6586 B1V7KEBTPIMZEU4LTD58 3140UNJ81 2056-07-01 6.500000 0.00 1064921.00 1124521.08 Agency Mortgage-Backed Securities FNMS 04.500 CLDG7663 B1V7KEBTPIMZEU4LTD58 3140UBQR7 2051-04-01 4.500000 0.00 3965615.00 3750354.84 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1534 B1V7KEBTPIMZEU4LTD58 3140W1V42 2054-01-01 4.500000 0.00 100000.00 84527.64 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5810 B1V7KEBTPIMZEU4LTD58 3140X9N43 2051-01-01 3.000000 0.00 3200000.00 1680754.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFM6372 B1V7KEBTPIMZEU4LTD58 3140XACJ9 2050-03-01 5.000000 0.00 584078.00 124835.67 Agency Mortgage-Backed Securities FNMS 04.500 CLDG6928 B1V7KEBTPIMZEU4LTD58 3140UAVW2 2056-04-01 4.500000 0.00 2110969.00 1621544.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0882 B1V7KEBTPIMZEU4LTD58 3140W06U4 2055-03-01 5.500000 0.00 1688560.00 1452421.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDH8923 B1V7KEBTPIMZEU4LTD58 3140UQ4H0 2056-07-01 5.500000 0.00 1177670.00 1183689.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5173 B1V7KEBTPIMZEU4LTD58 3140ULXB2 2056-07-01 5.500000 0.00 2277862.00 2285463.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4698 B1V7KEBTPIMZEU4LTD58 3140W5GG3 2052-06-01 3.500000 0.00 19003109.00 16339500.03 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6085 B1V7KEBTPIMZEU4LTD58 3140QRXP3 2053-04-01 6.000000 0.00 3870000.00 2642380.66 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3851 B1V7KEBTPIMZEU4LTD58 3140QPH59 2052-06-01 4.000000 0.00 1000.00 646.84 Agency Mortgage-Backed Securities FNMS 02.500 CICB5820 B1V7KEBTPIMZEU4LTD58 3140QRPE7 2038-01-01 2.500000 0.00 35345.00 25846.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5967 B1V7KEBTPIMZEU4LTD58 3140QDTZ7 2050-06-01 2.500000 0.00 1473461.00 620206.71 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2419 B1V7KEBTPIMZEU4LTD58 3140Q9VM2 2048-10-01 4.500000 0.00 9967680.00 576690.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5970 B1V7KEBTPIMZEU4LTD58 3140QDT46 2050-06-01 2.500000 0.00 1000000.00 532184.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 4427296.00 2930259.54 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4211 B1V7KEBTPIMZEU4LTD58 3140QPVD6 2052-07-01 4.500000 0.00 1710000.00 1270156.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4435 B1V7KEBTPIMZEU4LTD58 3140QB4V7 2049-10-01 4.500000 0.00 6000.00 755.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5010 B1V7KEBTPIMZEU4LTD58 3140J9R86 2048-02-01 3.500000 0.00 263167628.00 82062688.95 Agency Mortgage-Backed Securities FNMS 04.500 CLDE8457 B1V7KEBTPIMZEU4LTD58 3140BMMF4 2055-08-01 4.500000 0.00 4361000.00 3396177.39 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1335 B1V7KEBTPIMZEU4LTD58 3140BDPV6 2055-06-01 6.500000 0.00 8117069.00 7153199.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7603 B1V7KEBTPIMZEU4LTD58 3140BYNV2 2055-12-01 5.500000 0.00 1082709.00 1077985.94 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3321 B1V7KEBTPIMZEU4LTD58 3140L1VP7 2051-03-01 2.000000 0.00 87000.00 41665.53 Agency Mortgage-Backed Securities FNMS 05.000 CIDE7532 B1V7KEBTPIMZEU4LTD58 3140BLLN0 2040-10-01 5.000000 0.00 1001674.00 950496.11 Agency Mortgage-Backed Securities FNMS 06.000 CIDE7833 B1V7KEBTPIMZEU4LTD58 3140BLV33 2040-08-01 6.000000 0.00 1023817.00 782711.97 Agency Mortgage-Backed Securities FNMS 05.500 CIDC9111 B1V7KEBTPIMZEU4LTD58 3140AXDR5 2040-06-01 5.500000 0.00 2094710.00 1844403.30 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5639 B1V7KEBTPIMZEU4LTD58 31418FHR1 2055-02-01 7.000000 0.00 293010000.00 132415641.08 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5948 B1V7KEBTPIMZEU4LTD58 31418FTE7 2041-01-01 3.500000 0.00 4029056.00 3571138.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3.000000 0.00 12000.00 3118.29 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5476 B1V7KEBTPIMZEU4LTD58 31418FCN5 2039-09-01 5.500000 0.00 325000.00 152250.08 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3251 B1V7KEBTPIMZEU4LTD58 31418CTH7 2028-01-01 3.500000 0.00 200000.00 4286.56 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5791 B1V7KEBTPIMZEU4LTD58 31418FNH6 2055-08-01 5.000000 0.00 241389570.00 220338801.89 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5845 B1V7KEBTPIMZEU4LTD58 31418FP76 2040-08-01 6.500000 0.00 1734277.00 952083.25 Agency Mortgage-Backed Securities FNMS 03.500 CNMA6018 B1V7KEBTPIMZEU4LTD58 31418FVL8 2036-02-01 3.500000 0.00 140000.00 126163.52 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6347 B1V7KEBTPIMZEU4LTD58 3140XNBR4 2053-11-01 6.500000 0.00 510000.00 269244.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7849 B1V7KEBTPIMZEU4LTD58 3140XPWK1 2052-05-01 2.500000 0.00 400000.00 277673.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5645 B1V7KEBTPIMZEU4LTD58 3140UMHX0 2056-07-01 5.000000 0.00 1105042.00 1079095.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3635 B1V7KEBTPIMZEU4LTD58 3140W4BD8 2054-06-01 6.000000 0.00 25236104.00 23436407.65 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8748 B1V7KEBTPIMZEU4LTD58 3140XQWJ2 2045-11-01 5.000000 0.00 535335.00 378843.72 Agency Mortgage-Backed Securities FNMS 06.000 CL932034 B1V7KEBTPIMZEU4LTD58 31412QPT0 2037-09-01 6.000000 0.00 27777728.00 104729.22 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5026 B1V7KEBTPIMZEU4LTD58 3140X8SQ1 2050-12-01 2.000000 0.00 2484272.00 1264796.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8215 B1V7KEBTPIMZEU4LTD58 3140XCDV7 2051-03-01 2.500000 0.00 2500000.00 1219617.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0289 B1V7KEBTPIMZEU4LTD58 3140W0KB0 2055-01-01 5.000000 0.00 1500000.00 1273975.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDH8633 B1V7KEBTPIMZEU4LTD58 3140UQSX9 2056-07-01 6.500000 0.00 1844701.00 1953855.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4712 B1V7KEBTPIMZEU4LTD58 3140X8GW1 2050-10-01 2.500000 0.00 8579469.00 3924151.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFM4818 B1V7KEBTPIMZEU4LTD58 3140X8K89 2049-05-01 5.500000 0.00 320000.00 71405.02 Agency Mortgage-Backed Securities FNMS 02.500 CIFS7804 B1V7KEBTPIMZEU4LTD58 3140XPU64 2038-02-01 2.500000 0.00 6554839.00 4531951.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7737 B1V7KEBTPIMZEU4LTD58 3140UBS38 2056-05-01 5.000000 0.00 2123262.00 1508008.34 Agency Mortgage-Backed Securities FNMS 01.500 CLFA6259 B1V7KEBTPIMZEU4LTD58 3140W65V0 2052-01-01 1.500000 0.00 1012065.00 751631.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3792 B1V7KEBTPIMZEU4LTD58 3140W4GA9 2055-07-01 6.000000 0.00 30890932.00 29709664.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0396 B1V7KEBTPIMZEU4LTD58 3140UFNN0 2056-05-01 5.000000 0.00 1372850.00 1345231.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0721 B1V7KEBTPIMZEU4LTD58 3140Y6YT1 2055-07-01 6.000000 0.00 81559242.00 75906640.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9673 B1V7KEBTPIMZEU4LTD58 3140XDXB7 2049-06-01 3.500000 0.00 6894643.00 3404303.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0957 B1V7KEBTPIMZEU4LTD58 3140XGB32 2052-03-01 3.000000 0.00 39000.00 24463.56 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6731 B1V7KEBTPIMZEU4LTD58 3140XAPR7 2051-04-01 2.000000 0.00 145000.00 78185.89 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3541 B1V7KEBTPIMZEU4LTD58 31418C5B6 2033-12-01 4.000000 0.00 42394619.00 2895031.47 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6110 B1V7KEBTPIMZEU4LTD58 3140XMYG5 2050-07-01 3.000000 0.00 75000.00 52463.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 B1V7KEBTPIMZEU4LTD58 31418EKS8 2052-11-01 4.000000 0.00 14000.00 10266.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3992 B1V7KEBTPIMZEU4LTD58 31418DNJ7 2050-04-01 3.500000 0.00 74000.00 10768.58 Agency Mortgage-Backed Securities FNMS 03.000 CIMA6149 B1V7KEBTPIMZEU4LTD58 31418FZP5 2041-07-01 3.000000 0.00 251267.00 236370.13 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5.000000 0.00 18049000.00 13175778.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1245 B1V7KEBTPIMZEU4LTD58 3140Y7L30 2055-10-01 6.000000 0.00 94313096.00 84472815.54 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4236 B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.500000 0.00 228000.00 119903.09 Agency Mortgage-Backed Securities FNMS 07.000 CLMA4929 B1V7KEBTPIMZEU4LTD58 31418EPP9 2053-02-01 7.000000 0.00 25000.00 9057.05 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4150 B1V7KEBTPIMZEU4LTD58 31418DTG7 2030-10-01 2.500000 0.00 16487796.00 3433683.55 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6725 B1V7KEBTPIMZEU4LTD58 3140QSPK1 2053-07-01 4.500000 0.00 2000000.00 1600876.04 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 23000.00 12712.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9061 B1V7KEBTPIMZEU4LTD58 3140U1B79 2051-01-01 5.500000 0.00 3726437.00 3714385.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8940 B1V7KEBTPIMZEU4LTD58 3140UC5A5 2056-05-01 5.000000 0.00 2340534.00 2281734.35 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5230 B1V7KEBTPIMZEU4LTD58 3140ULY47 2056-06-01 4.500000 0.00 1089149.00 1038667.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4855 B1V7KEBTPIMZEU4LTD58 3140W5MD3 2056-02-01 5.500000 0.00 1760398.00 1669148.88 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2663 B1V7KEBTPIMZEU4LTD58 3140W25Z0 2055-08-01 6.500000 0.00 27750000.00 23965026.37 Agency Mortgage-Backed Securities FNMS 03.500 CLDH0530 B1V7KEBTPIMZEU4LTD58 3140UFSU9 2056-05-01 3.500000 0.00 772981.00 689887.99 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4272 B1V7KEBTPIMZEU4LTD58 3140X7XA2 2035-09-01 3.000000 0.00 172000.00 40330.37 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4124 B1V7KEBTPIMZEU4LTD58 31418DSN3 2035-09-01 2.500000 0.00 8000.00 2322.45 Agency Mortgage-Backed Securities FNMS 05.000 CL969454 B1V7KEBTPIMZEU4LTD58 31414LQF8 2038-01-01 5.000000 0.00 585000.00 3240.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3065 B1V7KEBTPIMZEU4LTD58 3140XJMP5 2052-01-01 3.000000 0.00 2000000.00 1278614.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2394 B1V7KEBTPIMZEU4LTD58 3140Y8UU8 2056-04-01 6.000000 0.00 2500000.00 2528929.01 Agency Mortgage-Backed Securities FNMS 05.500 CL888209 B1V7KEBTPIMZEU4LTD58 31410FYE9 2036-05-01 5.500000 0.00 6509357.00 55087.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6617 B1V7KEBTPIMZEU4LTD58 3140XNK78 2049-07-01 6.000000 0.00 2749491.00 1927236.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3.000000 0.00 40000.00 28456.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6793 B1V7KEBTPIMZEU4LTD58 3140XNRP1 2053-06-01 4.000000 0.00 280488.00 227601.16 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4897 B1V7KEBTPIMZEU4LTD58 31418ENP1 2037-11-01 2.500000 0.00 1313900.00 887457.18 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2923 B1V7KEBTPIMZEU4LTD58 31418CG99 2037-03-01 3.500000 0.00 136000.00 18610.41 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5852 B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5.000000 0.00 3948644.00 3608692.12 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5671 B1V7KEBTPIMZEU4LTD58 31418FJR9 2055-04-01 4.500000 0.00 20049393.00 17756052.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7736 B1V7KEBTPIMZEU4LTD58 3140QTS26 2054-01-01 6.000000 0.00 326998.00 157569.76 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4217 B1V7KEBTPIMZEU4LTD58 3140QPVK0 2052-07-01 5.000000 0.00 137308064.00 92048126.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5878 B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.500000 0.00 806000.00 311307.49 Agency Mortgage-Backed Securities FNMS 04.000 CIDF7282 B1V7KEBTPIMZEU4LTD58 3140BYCU6 2041-03-01 4.000000 0.00 4482835.00 4252430.72 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2946 B1V7KEBTPIMZEU4LTD58 3140MGHY0 2052-03-01 3.000000 0.00 68000.00 41931.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5.000000 0.00 97000.00 19431.64 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7089 B1V7KEBTPIMZEU4LTD58 3140M82X6 2051-12-01 2.000000 0.00 525000.00 307092.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBO3442 B1V7KEBTPIMZEU4LTD58 3140JXZG6 2049-08-01 5.000000 0.00 30000.00 8469.17 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7818 B1V7KEBTPIMZEU4LTD58 3140M9VL8 2051-12-01 2.000000 0.00 1278257.00 684287.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDA0007 B1V7KEBTPIMZEU4LTD58 3140A0AH2 2053-09-01 5.500000 0.00 1200000.00 910288.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDC9224 B1V7KEBTPIMZEU4LTD58 3140AXHA8 2054-12-01 5.500000 0.00 2725000.00 1916736.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAY4200 B1V7KEBTPIMZEU4LTD58 3138YHU24 2045-05-01 3.000000 0.00 180000.00 22266.39 Agency Mortgage-Backed Securities FNMS 05.500 CIDD6619 B1V7KEBTPIMZEU4LTD58 3140B7K93 2040-06-01 5.500000 0.00 1254609.00 1141171.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4930 B1V7KEBTPIMZEU4LTD58 3140ASPQ5 2054-10-01 6.500000 0.00 166000.00 84046.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5593 B1V7KEBTPIMZEU4LTD58 3138WFGB6 2045-08-01 3.500000 0.00 130000.00 24606.89 Agency Mortgage-Backed Securities FNMS 06.000 CLAL1312 B1V7KEBTPIMZEU4LTD58 3138EHN65 2039-05-01 6.000000 0.00 5255000.00 147197.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4855 B1V7KEBTPIMZEU4LTD58 3140BVMD9 2055-11-01 6.000000 0.00 1301558.00 1065274.79 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3909 B1V7KEBTPIMZEU4LTD58 3138ELKX0 2027-05-01 4.000000 0.00 10448481.00 3539.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7486 B1V7KEBTPIMZEU4LTD58 3138EQJ86 2045-10-01 3.500000 0.00 128000.00 9077.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAR4126 B1V7KEBTPIMZEU4LTD58 3138W1SQ1 2043-02-01 3.000000 0.00 33000.00 7533.80 Agency Mortgage-Backed Securities FNMS 05.000 CIDC6440 B1V7KEBTPIMZEU4LTD58 3140AUEN9 2039-11-01 5.000000 0.00 800011.00 650175.51 Agency Mortgage-Backed Securities FNMS 06.000 CL848839 B1V7KEBTPIMZEU4LTD58 31408EBG6 2036-01-01 6.000000 0.00 16000000.00 42183.37 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5557 B1V7KEBTPIMZEU4LTD58 3140ATE77 2054-10-01 5.000000 0.00 1001275.00 631836.67 Agency Mortgage-Backed Securities FNMS 07.500 CLDE6956 B1V7KEBTPIMZEU4LTD58 3140BKWS9 2056-01-01 7.500000 0.00 1141600.00 1212118.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDB3694 B1V7KEBTPIMZEU4LTD58 3140ADC82 2054-07-01 6.500000 0.00 187000.00 80101.12 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 1750000000.00 1750000000.00 0.0045 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.670000% ARP1KANW2 549300H47WTHXPU08X20 ARP1KANW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1221198500.00 1221876464.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 312688700.00 308123548.64 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 1500000000.00 1500000000.00 0.0039 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.750000% ARP1KBJJ4 ES7IP3U3RHIGC71XBU11 0000352613 ARP1KBJJ4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2025-168 F 549300M8ZYFG0OCMTT87 38385H4L8 2055-10-20 4.421400 0.00 33314779.00 32920221.95 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HK4U5 2055-03-25 4.716100 0.00 40845313.00 32483956.05 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HCN24 2053-12-25 5.016100 0.00 60000000.00 34632415.68 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKT61 2054-12-25 4.666100 0.00 43996737.00 35489620.90 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD3650 S6XOOCT0IEG5ABCC6L87 3132E0BT8 2053-08-01 6.000000 0.00 43387371.00 31096143.36 Agency Mortgage-Backed Securities GNRA 2025-095 F 549300M8ZYFG0OCMTT87 38385GUF4 2055-05-20 4.991400 0.00 37580913.00 29932505.33 Agency Collateralized Mortgage Obligation GNRA 2025-207 FM 549300M8ZYFG0OCMTT87 38385KMM9 2055-12-20 4.421400 0.00 45000000.00 43987331.42 Agency Collateralized Mortgage Obligation GNRA 2025-172 FP 549300M8ZYFG0OCMTT87 38383BXT4 2055-10-20 4.421400 0.00 34627509.00 33195955.60 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJGS0 2055-02-25 4.966100 0.00 87617691.00 44156893.49 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWVR4 2055-07-25 4.766100 0.00 42059818.00 39949013.96 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJT31 2054-11-25 4.166100 0.00 71900024.00 46084472.42 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMUB4 2055-09-25 4.846100 0.00 50000000.00 44556848.61 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTRJ4 2054-11-25 4.216100 0.00 50000000.00 30450077.66 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCC2736 B1V7KEBTPIMZEU4LTD58 3140Y9BE3 2056-05-01 5.000000 0.00 15222415.00 13952046.58 Agency Mortgage-Backed Securities GNRA 2023-112 FD 549300M8ZYFG0OCMTT87 38384CX61 2053-08-20 4.921400 0.00 80558285.00 39344181.23 Agency Collateralized Mortgage Obligation GNRA 2025-105 FW 549300M8ZYFG0OCMTT87 38381NEK0 2065-06-20 4.521400 0.00 55000000.00 31957885.47 Agency Collateralized Mortgage Obligation GNRA 2023-131 HF 549300M8ZYFG0OCMTT87 38384EZE8 2063-09-20 4.671400 0.00 150000000.00 40900894.26 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD8492 S6XOOCT0IEG5ABCC6L87 3132DWNH2 2055-01-01 5.000000 0.00 34610365.00 29653795.75 Agency Mortgage-Backed Securities Y 2026-08-07 2026-08-07 2026-09-17 Y Royal Bank of Canada 1.0000 7 N N N 0.0375 613000000.00 613000000.00 0.0016 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.760000% ARP1KBJT2 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1KBJT2 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y CLOUD SOFTWARE GROUP INC 2LIEN GLBL 29 04EEB871XLHVNY4RZJ65 18912UAA0 2029-09-30 9.000000 0.00 645000.00 652288.50 Corporate Debt Securities CITIGROUP INC PERP JR SB AA NT 6SHGI4ZSSLCXXQSBB395 172967PE5 2500-12-31 7.625000 0.00 854000.00 895203.13 Corporate Debt Securities WULF COMPUTE LLC 1LIEN AMZ 144A30 N/A 982911AA7 2030-10-15 7.750000 0.00 30478000.00 32366399.95 Corporate Debt Securities OLIN CORP SR GLBL NT 29 549300GKK294V7W57P06 680665AL0 2029-08-01 5.625000 0.00 174000.00 177560.91 Corporate Debt Securities YUM BRANDS INC SR GLBL NT 32 549300JE8XHZZ7OHN517 988498AP6 2032-01-31 4.625000 0.00 123000.00 118845.88 Corporate Debt Securities TRAVEL PLUS LEISURE CO SR SEC GLBL 31 T4VNTWMFQ7JQB65L7T35 894164AD4 2031-06-01 6.250000 0.00 154000.00 156095.38 Corporate Debt Securities PENNYMAC FINL SVCS INC NEW SR GLBL 144A 34 549300W1D516HBDEU871 70932MAH0 2034-02-15 6.750000 0.00 88000.00 84701.32 Corporate Debt Securities PRA GROUP INC SR 144A NT 30 549300Q5HW3JSSB86K27 69354NAF3 2030-01-31 8.875000 0.00 140000.00 144100.60 Corporate Debt Securities PHOENIX AVIATION CAP LTD SR 144A NT 30 8945008YQAKXZQ3VYJ15 71910DAA9 2030-07-15 9.250000 0.00 316000.00 329275.51 Corporate Debt Securities LIFEPOINT HEALTH INC SR 144A NT 10%32 549300G8ZVHRTBBBSZ90 53219LAX7 2032-06-01 10.000000 0.00 2000.00 1958.51 Corporate Debt Securities OPEN TEXT CORP SR GLBL 144A 29 549300HP7ONDQODZJV16 683715AD8 2029-12-01 3.875000 0.00 112000.00 103983.97 Corporate Debt Securities VIKING CRUISES LTD SR GLBL 144A 33 549300IJP90T4MV2GL84 92676XAH0 2033-10-15 5.875000 0.00 40000.00 40295.14 Corporate Debt Securities TALEN ENERGY SUPPLY LLC SR 144A NT 33 K5K33XN0PQAU1XF7NN66 87422VAP3 2033-05-01 6.375000 0.00 84000.00 84237.02 Corporate Debt Securities VISTAJET MALTA FIN P L C SR 144A NT 32 N/A 92841HAB8 2032-01-15 8.750000 0.00 100000.00 99300.89 Corporate Debt Securities EXCELERATE ENERGY LTD PARTNERS SR GLBL 144A 30 LGL4IE90TNTFYJ55BK06 30069UAA6 2030-05-15 8.000000 0.00 96000.00 102223.57 Corporate Debt Securities ENTEGRIS INC SR SEC GLBL 29 IYX6OWO7BT5DKO3BYG52 29365BAA1 2029-04-15 4.750000 0.00 23676000.00 23581440.69 Corporate Debt Securities SM ENERGY COMPANY SR 144A NT 31 84BUTVXV5ODI6BXNMH43 17888HAB9 2031-07-01 8.750000 0.00 204000.00 214261.54 Corporate Debt Securities CORELOGIC INC 1LIEN GLBL 31 54930086CD8K2UIL0516 21871DAG8 2031-08-01 9.000000 0.00 862000.00 847914.92 Corporate Debt Securities ADAMS HOMES INC SR 144A NT 28 N/A 00623PAB7 2028-10-15 9.250000 0.00 134000.00 141692.42 Corporate Debt Securities ALTICE FINANCING S.A. SR SEC GLBL 29 549300DIYGW8HVDF7Q17 02154CAH6 2029-08-15 5.750000 0.00 1345000.00 890596.98 Corporate Debt Securities UNITED RENTALS NORTH AMER INC SR GLBL NT 28 NGIZXNT70J2LYT3FBI09 911365BG8 2028-01-15 4.875000 0.00 598000.00 596437.23 Corporate Debt Securities GRUPO AEROMEXICO SAB DE CV SR SEC REGS NT29 529900BECKHBL62WD126 P4955JAB4 2029-11-15 8.250000 0.00 831000.00 851871.95 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL 144A 29 BUGSFQZERKRBFWIG5267 85571BBJ3 2029-08-15 5.875000 0.00 465000.00 467467.79 Corporate Debt Securities GOLDMAN SACHS GROUP INC PERP -AA NT 6.5% 784F5XWPLTWKTBV3E584 38141GF66 2500-12-31 6.500000 0.00 354000.00 351505.09 Corporate Debt Securities KB HOME SR GLBL NT 4%31 549300LGUCWQURMWLG09 48666KAZ2 2031-06-15 4.000000 0.00 23000.00 21401.99 Corporate Debt Securities NATIONAL MENTOR HOLDINGS INC SR SEC 144A NT30 5493004QULJVJP3CNZ62 63688RAF4 2030-12-15 10.500000 0.00 92000.00 98136.09 Corporate Debt Securities LEVEL 3 FING INC SR GLBL 144A 36 254900AE5FEFIJOXWL19 527298CQ4 2036-01-15 8.500000 0.00 165253.00 173333.50 Corporate Debt Securities NOVASTAR HEQ LN TR 2005-3 M-4 20360125 FLT N/A 66987XHA6 2036-01-25 4.723900 0.00 46000.00 39376.09 Asset-Backed Securities SEAGATE DATA STORAGE TECHNOLOG SR NT 5.875%30 N/A 81180LAT2 2030-07-15 5.875000 0.00 16000.00 16281.30 Corporate Debt Securities OFFICE PROPERTIES INCOME SR SEC GLBL 29 N/A 67624RAA3 2029-12-31 8.375000 0.00 143000.00 133020.90 Corporate Debt Securities ICAHN ENTERPRISES LP/CORP SR SEC GLBL NT30 N/A 451102CJ4 2030-06-15 9.000000 0.00 66000.00 63503.22 Corporate Debt Securities KB HOME SR GLBL NT 27 549300LGUCWQURMWLG09 48666KAX7 2027-06-15 6.875000 0.00 970000.00 983254.78 Corporate Debt Securities CRESCENT ENERGY FINANCE LLC SR GLBL 144A 32 54930061FUL6DBLFUW14 516806AK2 2032-04-15 7.875000 0.00 261000.00 270097.81 Corporate Debt Securities COREWEAVE INC SR 144A NT 31 984500511DP2B6186053 21873SAG3 2031-10-01 9.750000 0.00 2768000.00 2535568.73 Corporate Debt Securities VIKING CRUISES LTD SR GLBL 144A 33 549300IJP90T4MV2GL84 92676XAH0 2033-10-15 5.875000 0.00 14000.00 14103.30 Corporate Debt Securities VISTRA CORP PERP SUB -B 144A 549300KP43CPCUJOOG15 92840MAC6 2500-12-31 7.000000 0.00 1000.00 1013.33 Corporate Debt Securities CARVANA CO 1LIEN GLBL PIK31 5493003WEAK2PJ5WS063 146869AM4 2031-06-01 9.000000 0.00 52482.00 61041.58 Corporate Debt Securities CP ATLAS BUYER INC. 1LIEN 144A NT 30 2549006ZZ07G0NDDCR36 12597YAC3 2030-07-15 9.750000 0.00 333000.00 300107.37 Corporate Debt Securities WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31 N/A 97381AAA0 2031-10-01 8.250000 0.00 11000.00 11756.14 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 4814000.00 4796470.35 Corporate Debt Securities DANAOS CORPORATION SR GLBL 144A 32 734IM3DNDNT36T7YTD24 23585WAC8 2032-10-15 6.875000 0.00 20331000.00 21336283.24 Corporate Debt Securities GALAXY HELIOS DATA CENTERS II SR SEC 144A 31 N/A 36322DAA4 2031-08-01 9.875000 0.00 85000.00 84817.50 Corporate Debt Securities DISCOVERY GLOBAL HOLDINGS INC SR GLBL NT 32 549300DXR29GD4N0A520 55903VBC6 2032-03-15 4.279000 0.00 130000.00 102201.46 Corporate Debt Securities KB HOME SR GLBL NT 30 549300LGUCWQURMWLG09 48666KBA6 2030-07-15 7.250000 0.00 86000.00 87503.47 Corporate Debt Securities MINERAL RES LTD SR 144A NT8.5%30 5299007V1ACKFFX2P066 603051AD5 2030-05-01 8.500000 0.00 2000.00 2103.66 Corporate Debt Securities NRG ENERGY INC SR GLBL 144A 29 5E2UPK5SW04M13XY7I38 629377CY6 2029-07-15 5.750000 0.00 2000.00 2002.43 Corporate Debt Securities SBL HOLDINGS LLC PERP JR SB 144A 635400MJW3QDSBJRKQ59 78397DAC2 2500-12-31 6.500000 0.00 170000.00 155929.67 Corporate Debt Securities SOPAIPILLA INV LLC 1LIEN AMZ 144A48 N/A 83577VAA8 2048-11-30 7.534000 0.00 343000.00 355358.29 Corporate Debt Securities SOPAIPILLA INV LLC 1LIEN AMZ 144A48 N/A 83577VAA8 2048-11-30 7.534000 0.00 628000.00 650626.84 Corporate Debt Securities BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 31 549300G8S4PO686J7H97 018581AR9 2031-05-15 6.750000 0.00 2210000.00 2284388.60 Corporate Debt Securities ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32 N/A 03690AAK2 2032-02-01 6.625000 0.00 91000.00 95704.24 Corporate Debt Securities BUCKEYE PARTNERS L P SR 144A NT 30 549300C1PQJLVEIUBK50 118230AW1 2030-02-01 6.750000 0.00 85000.00 89883.25 Corporate Debt Securities CAESARS ENTERTAINMENT INC NEW 1LIEN GLBL 30 549300FA4CTCW903Y781 12769GAB6 2030-02-15 7.000000 0.00 232000.00 240383.96 Corporate Debt Securities BUCKEYE PARTNERS L P SR NT 5.85%43 549300C1PQJLVEIUBK50 118230AM3 2043-11-15 5.850000 0.00 20000.00 18057.40 Corporate Debt Securities CAPITAL ONE FINL CORP PERP SUB -M NT ZUE8T73ROZOF6FLBAR73 14040HCF0 2500-12-31 3.950000 0.00 1000.00 1004.16 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 28 84BUTVXV5ODI6BXNMH43 17888HAA1 2028-07-01 8.375000 0.00 399000.00 410522.79 Corporate Debt Securities CORE SCIENTIFIC FIN I LLC SR SEC GLBL 31 N/A 21874LAA0 2031-05-15 7.750000 0.00 849000.00 845908.46 Corporate Debt Securities WOLFSPEED INC SR SEC GLBL 30 N/A 977852AK8 2030-06-23 13.875000 0.00 1349026.00 1501824.55 Corporate Debt Securities PRIOR RNO PPTY OWNER 1 LLC SR SEC 144A 31 N/A 69393LAA1 2031-05-01 6.500000 0.00 5545000.00 5256271.85 Corporate Debt Securities MOLINA HEALTHCARE INC SR GLBL 144A 30 549300NQQCEQ46YHZ591 60855RAK6 2030-11-15 3.875000 0.00 7000.00 6536.81 Corporate Debt Securities POINSETTIA FIN LTD SR SEC GLBL 31 549300P2JTF5JKW10Z65 G7150PAA8 2031-06-17 6.625000 0.00 200000.00 137016.84 Corporate Debt Securities SM ENERGY COMPANY SR GLBL 144A 32 84BUTVXV5ODI6BXNMH43 78454LAY6 2032-08-01 7.000000 0.00 300000.00 314766.00 Corporate Debt Securities S & S HLDGS LLC SR SEC 144A NT31 N/A 78525CAA3 2031-10-01 8.375000 0.00 447000.00 443243.71 Corporate Debt Securities SABRE GLBL INC SR SEC 144A NT29 F2TJC7HPPHLHU1AQMP98 78573NAL6 2029-11-15 10.750000 0.00 447000.00 436493.02 Corporate Debt Securities SEALED AIR CORP NEW SR GLBL 144A 33 Q0M0CZB4YN6JZ65WXI09 81211KAK6 2033-07-15 6.875000 0.00 653000.00 641869.98 Corporate Debt Securities RITHM CAPITAL CORP SR GLBL 144A 29 549300WNTHGEO5LP2G31 64828TAB8 2029-04-01 8.000000 0.00 5909000.00 6108999.95 Corporate Debt Securities NORTHERN OIL & GAS INC SR GLBL 144A 31 OKFF0PIZDDMNH4UCYE51 665530AB7 2031-06-15 8.750000 0.00 400000.00 416448.22 Corporate Debt Securities PARK INTER HLDGS LLC / PK DOME 1LIEN GLBL 29 N/A 70052LAC7 2029-05-15 4.875000 0.00 25000.00 24605.29 Corporate Debt Securities PUGET ENERGY INC JR SB GLBL -B 56 SYBSJ96YIDMIUY7WDR33 745310AU6 2056-09-15 7.250000 0.00 10000.00 10278.72 Corporate Debt Securities PBF HLDG CO LLC / PBF FIN CORP SR GLBL REGS 34 N/A U70453AJ1 2034-06-01 7.250000 0.00 200000.00 205731.50 Corporate Debt Securities Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0376 100000000.00 100000000.00 0.0003 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.190000% ARP1KBMQ4 VYVVCKR63DVZZN70PB21 0001224385 ARP1KBMQ4 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y EUROPEAN INVT BK SR NT 2.375%27 5493006YXS1U5GIHE750 298785HM1 2027-05-24 2.375000 0.00 4588000.00 4543038.24 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 26 CFGNEKW0P8842LEUIA51 693475BB0 2026-08-13 1.150000 0.00 155321000.00 155993022.19 Corporate Debt Securities EUROPEAN INVT BK GLBL NT 1.375%27 5493006YXS1U5GIHE750 298785JQ0 2027-03-15 1.375000 0.00 39717000.00 39258445.17 Corporate Debt Securities CK HUTCHINSON INTL 24 II LTD SR REGS NT 34 254900C3VDI6RVRNF366 G21776AB8 2034-09-13 4.750000 0.00 10263000.00 10205920.61 Corporate Debt Securities Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0419 200000000.00 200000000.00 0.0005 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 4.290000% ARP1KBMS0 VYVVCKR63DVZZN70PB21 0001224385 ARP1KBMS0 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y AMERICAN CRE ACC REC TR 2026-2 E 20340208 6.9 N/A 02528FAJ4 2034-02-08 6.900000 0.00 20000000.00 20058546.68 Asset-Backed Securities BARINGS CLO LTD 2020-4R E-R 20371020 FLT 549300Q89L7I93JSRH83 06762DAE6 2037-10-20 10.829200 0.00 1500000.00 1439368.39 Asset-Backed Securities SYCA COMMERCIALTR 2025-WAG F 20421113 FLT N/A 87114AAL1 2042-11-13 9.541700 0.00 8700000.00 8804220.85 Private Label Collateralized Mortgage Obligations PRET 2025-NPL11 LLC A-1 20551025 5.1 254900OU85YCZAPWVR73 69383AAA7 2055-10-25 5.193300 0.00 355000.00 323640.07 Asset-Backed Securities PROGRESS RESI TRUST 2026-SFR1 E 20430220 4.1 N/A 74334HAJ3 2043-02-20 4.100000 0.00 5000000.00 4579573.33 Asset-Backed Securities PMT LOAN TRUST 2026-INV4 B-5 20570325 FLT N/A 69383UCY9 2057-03-25 6.201100 0.00 1650000.00 1460574.15 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2024-SFR1 E 20410919 4.5 N/A 46188DAJ7 2041-09-19 4.500000 0.00 4000000.00 3826676.00 Asset-Backed Securities PAGAYA AI DEBT GR TR 2025-7 E1 20330516 8.8 N/A 69549DAA2 2033-05-16 8.890000 0.00 5000000.00 5035207.54 Asset-Backed Securities PRET TR 2025-RPL1 B 20690725 4.6 N/A 69392FAN7 2069-07-25 4.521400 0.00 23209516.00 8608744.47 Asset-Backed Securities JPMDB COML MTG SEC TR 2016-C2 D 20490617 FLT N/A 46590LAE2 2049-06-17 3.298900 0.00 9874000.00 4598905.50 Private Label Collateralized Mortgage Obligations PROGRESS RES TR 2021-SFR10 F 20401219 4.6 N/A 74333WAN2 2040-12-19 4.608000 0.00 9035000.00 7250998.54 Asset-Backed Securities EXETER AUTOMOBILE RECV 2026-3 E 20340717 7.4 N/A 30167AAG8 2034-07-17 7.420000 0.00 12000000.00 12017769.34 Asset-Backed Securities ALLEGRO CLO LTD 2021-14 SUB 20341016 FLT 25490093RGALWPW3N486 01750YAC9 2034-10-16 0.00 0.00 3500000.00 1589245.00 Asset-Backed Securities AFFIRM ASSET SEC TR 2023-X1 D 20281115 9.5 N/A 00834KAD9 2028-11-15 9.550000 0.00 2000000.00 260526.26 Asset-Backed Securities AFFIRM MASTER TR 2026-3 B 20340815 5.0 N/A 00833BBB3 2034-08-15 5.030000 0.00 2800000.00 2802173.27 Asset-Backed Securities BLUEMNT CLO LTD 2021-33 SUB 20341120 FLT N/A 09631AAC9 2034-11-20 0.00 0.00 5400569.00 1890199.15 Asset-Backed Securities CLARUS CAP FDG 2026-1 D 20341120 5.9 N/A 18271RAE4 2034-11-20 5.910000 0.00 7000000.00 7023168.84 Asset-Backed Securities DEEPHAVEN RES MTG TR 2026-INV1 B-3 20701225 FLT N/A 24381GAJ2 2070-12-25 6.849900 0.00 6134837.00 6095661.62 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG 2019-GC43 F 20521113 3.0 N/A 17328HAN1 2052-11-13 3.000000 0.00 2000000.00 891268.00 Private Label Collateralized Mortgage Obligations CARVAL CLO V 9.76494 21MAR38 144A F 254900QBAWTE1ZDDLS52 14686HAG9 2038-03-21 9.833700 0.00 1205702.00 1172114.27 Asset-Backed Securities CHASE HOME LDG MTG TR 2025-8 B-6 20560625 FLT 529900CHSDEA1SX67419 16162UBW2 2056-06-25 6.534400 0.00 1285576.00 716282.24 Private Label Collateralized Mortgage Obligations BLACKROCK MT HOOD CLO X 2023-1 E-R 20371020 FLT 549300N3N5OOLMSHXG32 09263GBN6 2037-10-20 11.229200 0.00 2050000.00 1997409.60 Asset-Backed Securities BARINGS CLO LTD 2025-7 E 20380115 FLT 254900I80K3UAJ5XX377 06765GAA4 2038-01-15 8.702900 0.00 2050000.00 2055510.33 Asset-Backed Securities BLUEMTAIN CLO LTD 2022-34 E 20351231 FLT N/A 09631KAA1 2035-12-31 11.279200 0.00 1500000.00 1441704.64 Asset-Backed Securities BLUEMNT CLO LTD 2020-30R E-R 20350416 FLT 5493002GUQ80FGGGNP40 09630RAG4 2035-04-16 10.452900 0.00 1400000.00 1323330.04 Asset-Backed Securities FIGRE TRUST 2024-HE6 B 20541225 FLT N/A 31684DAB5 2054-12-25 5.874000 0.00 4926000.00 3350520.60 Asset-Backed Securities FLATIRON CLO LTD 2020-20 SUB 20331121 FLT 25490077CXFU133A8B24 33883NAB8 2033-11-21 0.00 0.00 10625000.00 4978513.75 Asset-Backed Securities MARBLE POINT CLO LTD 2022-25 SUB 20341020 FLT N/A 565915AC9 2034-10-20 0.00 0.00 8000000.00 4572304.00 Asset-Backed Securities ROCKFORD TOWER LTD 2019-2 E 20320820 FLT 549300IG5M07NI4QKK80 77341FAE2 2032-08-20 9.953500 0.00 3000000.00 2873001.18 Asset-Backed Securities OCTAGON LTD 2024-71 SUB 20370420 FLT N/A 67579DAC5 2037-04-20 0.00 0.00 5000000.00 2338015.00 Asset-Backed Securities HOME PART AMERICA TR 2021-2 G 20381217 4.5 N/A 43732VAN6 2038-12-17 4.505000 0.00 7284569.00 6954997.73 Asset-Backed Securities NYC COML MTG TR 2026-7W34 A 20410207 FLT N/A 67123XAA6 2041-02-07 5.037800 0.00 4500000.00 4449326.25 Private Label Collateralized Mortgage Obligations PALMER SQUARE LN FDG LT 2025-1 D 20330215 FLT N/A 69703VAA4 2033-02-15 7.751100 0.00 250000.00 241657.17 Asset-Backed Securities MARBLE PT CLO XII INCOME NT LTD 6354001RDKFQVFWCL963 56606NAA7 2031-07-16 0.00 0.00 6150000.00 876196.65 Asset-Backed Securities GOODLEAP HOME IMPROV SL 2025-1 A 20490220 5.3 N/A 38237EAA2 2049-02-20 5.380000 0.00 2348000.00 1454238.34 Asset-Backed Securities PRET TR 2025-RPL3 B-2 20650425 FLT N/A 69382RAJ2 2065-04-25 4.649600 0.00 8638350.00 5420396.83 Asset-Backed Securities MADISON PARK FUNDING 2025-69 E 20370727 FLT N/A 55822WAA7 2037-07-27 10.060200 0.00 2500000.00 2279544.48 Asset-Backed Securities FLAGSHIP CR AUTO TR 2023-3 D 20290815 6.5 N/A 33846BAL8 2029-08-15 6.580000 0.00 10220000.00 9699397.75 Asset-Backed Securities PROGRESS RES TRUST 2025-SFR5 E 20421017 4.8 N/A 74334RAJ1 2042-10-17 4.850000 0.00 4000000.00 3787714.02 Asset-Backed Securities PRET TR 2025-RPL1 B-2 20690725 FLT N/A 69392FAJ6 2069-07-25 4.521400 0.00 7467000.00 4526401.56 Asset-Backed Securities SIGNAL PEAK CLO LTD 2021-9 SUB 20340721 FLT N/A 82670VAC2 2034-07-21 0.00 0.00 7000000.00 2100000.00 Asset-Backed Securities SIERRA TS 2026-2 REC FDG LLC D 20430520 7.1 N/A 82653PAD4 2043-05-20 7.190000 0.00 1750000.00 1754833.40 Asset-Backed Securities SILVER POINT CLO LTD 2025-9 E 20380331 FLT N/A 82810LAA9 2038-03-31 10.652900 0.00 5000000.00 4949023.16 Asset-Backed Securities VCAT 2026-NPL1 LLC A-1 20560125 FLT N/A 91825GAA4 2056-01-25 5.101000 0.00 695000.00 587649.61 Asset-Backed Securities VERUS SECURITIZATION TR 2025-1 B-2 20700125 FLT 213800JOKZMXZECMAB50 92540TAF7 2070-01-25 7.334400 0.00 6526000.00 6588512.28 Asset-Backed Securities OCTAGON 2021-57 LTD SUB 20341016 FLT N/A 67592YAC2 2034-10-16 0.00 0.00 5000000.00 1807555.00 Asset-Backed Securities SIERRA TIMSHR REC FDG 2022-2 D 20400620 9.2 N/A 82650TAD9 2040-06-20 9.220000 0.00 1000000.00 130678.42 Asset-Backed Securities GORDON BROTHERS EQU FIN 2026-1 D 20340620 0.0 N/A 38272DAE2 2034-06-20 6.180000 0.00 1500000.00 1502610.50 Asset-Backed Securities OCTAGON LTD 2021-52R E-R 20370723 FLT N/A 67577JAE0 2037-07-23 11.082200 0.00 3750000.00 3447872.64 Asset-Backed Securities MADISON PARK FDG LTD 2024-60R E-R 20371026 FLT N/A 557911AE4 2037-10-26 10.310200 0.00 1500000.00 1361993.36 Asset-Backed Securities PRET TR 2025-RPL3 B 20650425 0.0 N/A 69382RAP8 2065-04-25 4.649600 0.00 17083848.00 4288846.75 Asset-Backed Securities ICG US CLO LTD 2018-1 SUB 20310421 FLT N/A 44931WAB7 2031-04-21 0.00 0.00 3500000.00 322227.50 Asset-Backed Securities MKT MORTGAGE TRUST 2020-525M F 20400212 FLT N/A 55316PAN7 2040-02-12 2.940600 0.00 23060000.00 18271164.39 Private Label Collateralized Mortgage Obligations PRET TR 2025-RPL3 XS 20650425 0.0 N/A 69382RAN3 2065-04-25 0.462000 0.00 383906398.00 3443413.23 Asset-Backed Securities PK ALIFT LOAN 3 LP 2024-3 A-1 20390915 5.8 N/A 69291VAB0 2039-09-15 5.842000 0.00 710000.00 234327.14 Asset-Backed Securities MARINER FIN ISSUANCE TR 2025-A E 20380520 8.6 N/A 567920AE3 2038-05-20 8.640000 0.00 539000.00 552349.95 Asset-Backed Securities GENERATE CLO LTD 2022-10 SUB 20350723 FLT 549300HJXIXJNOK1KU82 37148CAE8 2035-07-23 0.00 0.00 4000000.00 2583512.00 Asset-Backed Securities OBX TR 2026-INV3 B-4 20560425 FLT N/A 67449NCR6 2056-04-25 6.348700 0.00 2112000.00 1848433.27 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG 2026-NQM8 B-3 20660725 FLT 2138005D37SVG7YSAJ65 64832RAL4 2066-07-25 6.544300 0.00 10563996.00 8508343.44 Private Label Collateralized Mortgage Obligations RCKT MTG TR 2026-CES4 B-3 20560425 FLT 254900CKI9AZ0W58BI27 74940CAJ0 2056-04-25 8.293500 0.00 7446726.00 7386654.81 Asset-Backed Securities REPUBLIC FINANCE ISS TR 2026-A E 20390621 7.8 N/A 76042LAE3 2039-06-21 7.830000 0.00 7220000.00 7243042.63 Asset-Backed Securities SALUDA GRADE ALTERNATIVE A-1 20310325 5.7 N/A 79584UAA9 2031-03-25 5.749000 0.00 7000000.00 6920800.83 Asset-Backed Securities HINNT LLC 2024-A E 20430316 8.0 N/A 40472QAE7 2043-03-16 8.000000 0.00 3340000.00 1163231.76 Asset-Backed Securities SCULPTOR CLO LTD 2021-29R E-R 20380722 FLT 254900GX0OVY3JW8NA67 81124GAG0 2038-07-22 10.763200 0.00 1250000.00 1195863.51 Asset-Backed Securities VENTURE XVIII CLO 2014-18R SUB 20291015 FLT 549300MWRVTJN0X3KI79 92329HAB9 2029-10-15 0.00 0.00 7500000.00 750.00 Asset-Backed Securities VISTA PT SEC TR 2026-CES1 A-1 20560225 FLT N/A 92790EAA8 2056-02-25 5.035000 0.00 20000000.00 18152382.06 Asset-Backed Securities ROBINHOOD CR CARD MAST 2026-1 B 20310721 4.9 N/A 77071CAB1 2031-07-21 4.990000 0.00 2000000.00 1997595.78 Asset-Backed Securities EFMT 2025-INV1 B-2 20700325 FLT 2549005YTE90D77H8V23 26846XAF7 2070-03-25 7.291800 0.00 2412000.00 2398021.33 Private Label Collateralized Mortgage Obligations DAVIS PK CLO LTD 2022-1R E-R 20380720 FLT N/A 239088AJ6 2038-07-20 9.729200 0.00 2500000.00 2291382.04 Asset-Backed Securities COMM MTG TR 2015-CCRE27 E 20481013 3.2 N/A 12635QAN0 2048-10-13 3.250000 0.00 1450000.00 989927.08 Private Label Collateralized Mortgage Obligations CWCAPITAL COBALT II 2006-2 K 20500426 FLT N/A 12668CAL5 2050-04-26 7.571800 0.00 4000000.00 8121.62 Asset-Backed Securities VEROS AUTO RECEIVABLES 2026-1 E 20310715 7.7 N/A 92511CAE2 2031-07-15 7.740000 0.00 2500000.00 2542205.00 Asset-Backed Securities AGL CLO LTD 2022-22R E-R 20370121 FLT 54930001FXLJVDHJU506 00118YAE4 2037-01-21 8.979200 0.00 1000000.00 912973.65 Asset-Backed Securities ACRES LTD 2021-FL1 C 20361020 FLT N/A 00500RAG0 2036-10-20 5.943900 0.00 2500000.00 2504928.83 Asset-Backed Securities GORDON BROTHERS EQU FIN 2026-1 C 20340620 0.0 N/A 38272DAD4 2034-06-20 5.740000 0.00 500000.00 501011.44 Asset-Backed Securities CARVANA AUTO RECIEV TR 2024-N3 E 20320412 7.6 N/A 14687WAG5 2032-04-12 7.660000 0.00 2910000.00 2946472.00 Asset-Backed Securities BALLYROCK CLO 2021-17 LTD SUB 20341020 FLT 254900J6ILFT5YJVHO91 05876MAC5 2034-10-20 0.00 0.00 7697500.00 3261084.36 Asset-Backed Securities BX TR 2022-AHP D 20390118 FLT N/A 05610FAE7 2039-01-18 6.116400 0.00 14442000.00 10133727.13 Private Label Collateralized Mortgage Obligations BAIN CAPTL CR CLO 2023-2R LTD E-R 20380718 FLT 254900XLVE4635MESI73 05685DAG7 2038-07-18 8.979200 0.00 4000000.00 3744130.59 Asset-Backed Securities FIGRE TR 2023-HE1 A 20530325 FLT N/A 302455AA8 2053-03-25 5.850000 0.00 57500000.00 24407296.35 Asset-Backed Securities TCI HOME IMPRVMENT TR 2024-A C 20461015 11. N/A 87252DAC7 2046-10-15 11.730000 0.00 500000.00 508821.67 Asset-Backed Securities SUNBIT ASSET SEC TR 2025-1 D 20300715 7.9 N/A 86709SAD3 2030-07-15 7.920000 0.00 964000.00 976641.90 Asset-Backed Securities AIG CLO LTD 2020-1R SUB NT 20340417 FLT N/A 00140WBE9 2034-04-17 0.00 0.00 17400000.00 7134000.00 Asset-Backed Securities AGL CLO 2021-12 LTD SUB 20340720 FLT 54930005OE1IFBESDA27 00120CAC2 2034-07-20 0.00 0.00 4550230.00 1638082.80 Asset-Backed Securities AMMC CLO 26 LTD 2023-26 SUB-A 20360415 FLT N/A 00177UAE0 2036-04-15 0.00 0.00 5370000.00 2523900.00 Asset-Backed Securities AIG CLO 2021-2 INCOME NT LTD N/A 00142HAA9 2034-07-20 0.00 0.00 2500000.00 1348790.00 Asset-Backed Securities CHERRY SECURITIZN TR 2024-1 D 20320415 12. N/A 164737AD0 2032-04-15 12.280000 0.00 7750000.00 7898922.28 Asset-Backed Securities BAMLL COMM MORT 2025-1105W C 20401217 7.1 N/A 05942BAE5 2040-12-17 7.027000 0.00 2500000.00 2498597.78 Private Label Collateralized Mortgage Obligations AVIS BUDGET RENT CAR FD 2023-5 D 20280420 7.3 IHXLB8SL0QWSSG2VG640 05377RKJ2 2028-04-20 7.350000 0.00 1050000.00 1060080.88 Asset-Backed Securities EXETER ATMBL REC TR 2022-4 E 20300315 8.2 N/A 30166BAG7 2030-03-15 8.230000 0.00 6282000.00 6391500.14 Asset-Backed Securities EFMT 2025-NQM4 B-2 20700925 FLT 254900CD2QA4YMZIVN66 26846RAL7 2070-09-25 7.479900 0.00 920000.00 905209.37 Private Label Collateralized Mortgage Obligations EQUIFIRST MTG LN TR 2004-2 M-8 20341025 FLT N/A 29445FBQ0 2034-10-25 7.213900 0.00 4732000.00 1015657.04 Asset-Backed Securities DUKE FDG IX 2005-9 B 20450309 FLT 5493005YUVN397SPQS39 26450AAD9 2045-03-09 3.112400 0.00 1000000.00 36471.05 Asset-Backed Securities DBJPM MTG TR 2016-C1 C 20490512 FLT N/A 23312LAV0 2049-05-12 3.255900 0.00 3000000.00 2333109.70 Private Label Collateralized Mortgage Obligations DEUTSCHE MTG SECS 2004-2 M-2 20340125 5.5 N/A 251563DQ2 2034-01-25 6.040000 0.00 4766000.00 920800.58 Private Label Collateralized Mortgage Obligations CARLYLE US CLO 2017-2 LTD SUB NT 20310721 FLT N/A 14315KAC0 2031-07-21 0.00 0.00 2250000.00 292500.00 Asset-Backed Securities CSMC TRUST 2017-CALI A 20321112 3.4 N/A 12652FAA0 2032-11-12 3.431300 0.00 5500000.00 4627421.97 Private Label Collateralized Mortgage Obligations BLUE STREAM ISSUER LLC 2024-1 C 20541120 8.7 N/A 09606BAL8 2054-11-20 8.710000 0.00 1250000.00 1300795.49 Asset-Backed Securities CSWF 2021-SOP2 E 20340615 FLT N/A 12657VAN2 2034-06-15 7.257700 0.00 12060000.00 7326109.22 Private Label Collateralized Mortgage Obligations ARES CLO LTD 2019-51 SUB 20340417 FLT 5493003FNA8PT0CMDE92 04019MAC6 2034-04-17 0.00 0.00 2760000.00 982468.92 Asset-Backed Securities CARLYLE US CLO 2017-2 LTD SUB NT 20310721 FLT N/A G2003TAB8 2031-07-21 0.00 0.00 2500000.00 436537.50 Asset-Backed Securities RED OAK FDG MASTER TR 2025-1 A 20301220 FLT N/A 75679JAA8 2030-12-20 5.621400 0.00 10000000.00 10082236.47 Asset-Backed Securities NEUBERGER BERMAN CLO 2025-32R E 20390720 FLT 25490093SHVBS5BLDZ40 64136FAA7 2039-07-20 8.879200 0.00 1500000.00 1507354.64 Asset-Backed Securities NEW RESIDENTIAL MTG LN TR 2023 B-7 20630125 FLT N/A 647915AJ6 2063-01-25 3.470200 0.00 6812000.00 2528354.25 Private Label Collateralized Mortgage Obligations NEUBERGER BER LN ADV CLO SUB 20321020 FLT 549300SM4FYZ8US63U33 64133TAC6 2032-10-20 0.00 0.00 4550000.00 1915067.70 Asset-Backed Securities HILTON GRAND VACATIONS 2026-1 D 20430225 7.2 N/A 43284KAD4 2043-02-25 7.210000 0.00 3680000.00 3186699.52 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 XS 20591125 FLT N/A 64828XAK9 2059-11-25 0.00 0.00 54781932.00 131896.75 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 B-4 20591125 FLT N/A 64828XAH6 2059-11-25 3.823100 0.00 2942300.00 2217172.82 Asset-Backed Securities COREVEST AMER FIN TR 2019-2 X-B 20520617 FLT N/A 21872GAE5 2052-06-17 1.324800 0.00 4100000.00 83117.78 Asset-Backed Securities CROWN POINT CLO 2021-11 SUB 20340117 FLT N/A 22845KAC2 2034-01-17 0.00 0.00 10500000.00 5128546.50 Asset-Backed Securities CBRE REALTY FIN CDO 2007-1 E 20520407 FLT N/A 1248MLAN3 2052-04-07 5.097100 0.00 2000000.00 10704.15 Asset-Backed Securities BRIDGECREST LDG AUTO 2026-3 E 20330815 7.3 N/A 10807WAG8 2033-08-15 7.360000 0.00 4500000.00 4505305.50 Asset-Backed Securities CLICKLEASE EQP REC LLC 2024-1 C 20300215 8.4 N/A 18682FAC7 2030-02-15 8.400000 0.00 19000000.00 2771740.40 Asset-Backed Securities GOLDENTREE LOAN MANAGEMENT 202 E-R 20390720 FLT 9845000ND1D1M408P483 38138XAG7 2039-07-20 7.979200 0.00 3000000.00 2986254.28 Asset-Backed Securities FLAGSHIP CR AT TR 2022-2 E 20290615 8.2 N/A 33844XAN8 2029-06-15 8.200000 0.00 4500000.00 283295.00 Asset-Backed Securities WESTLAKE AUTO REC TR 2026-1 A-1 20270115 3.8 N/A 96043BAA0 2027-01-15 3.893000 0.00 1192000.00 71438.47 Asset-Backed Securities EATON VANCE CLO LTD 2013-1RRR SUB 20340117 FLT N/A G3032UAF9 2034-01-17 0.00 0.00 7000000.00 2124381.00 Asset-Backed Securities PROGRESS RESIDENTIAL 2024-SFR1 E2 20410220 3.8 N/A 74331QAL1 2041-02-20 3.850000 0.00 200000.00 185903.67 Asset-Backed Securities REPUBLIC FIN ISSUANC TR 2024-A A 20320820 5.9 N/A 76041RAA9 2032-08-20 5.910000 0.00 5529000.00 5543661.98 Asset-Backed Securities MISSION LN CR CD MT TR 2025-A E 20300515 0.0 N/A 60510MBP2 2030-05-15 12.250000 0.00 2500000.00 2525726.11 Asset-Backed Securities ROCKFORD TOWER CLO 2022-2R E-R2 20380322 FLT N/A 77340NAK2 2038-03-22 10.569200 0.00 3500000.00 3444488.18 Asset-Backed Securities MOUNTIA VIEW CLO LTD 2019-15R E-R 20370715 FLT 254900VKL64PZVEG4F33 62432QAL4 2037-07-15 11.743100 0.00 3500000.00 3311891.21 Asset-Backed Securities REDWOOD FDG TRUST 2025-3 A 20561228 FLT N/A 75806GAA0 2056-12-28 6.231000 0.00 40594487.00 34270390.54 Private Label Collateralized Mortgage Obligations GALLATIN CLO VIII LTD 2017-1R E-R 20310715 FLT N/A 36361VAG3 2031-07-15 10.934500 0.00 1600000.00 1451583.67 Asset-Backed Securities JP MORGAN CHASE CMBS 2018-PHH D 20350615 FLT N/A 46650FAL6 2035-06-15 5.733000 0.00 10000000.00 1474151.11 Private Label Collateralized Mortgage Obligations VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT 549300KIDQKDB48YU144 92330FAE4 2027-01-15 0.100000 0.00 364227.00 1364.83 Asset-Backed Securities GREENPOINT MTG FDG 2005-HE3 M1 20300915 FLT N/A 39538WDA3 2030-09-15 6.790900 0.00 4554000.00 14200.08 Asset-Backed Securities VEROS AUTO RECV TR 26-2 E 20320112 0.0 N/A 92512TAE4 2032-01-12 7.960000 0.00 1250000.00 1258436.53 Asset-Backed Securities COREVEST AMERIC FIN TR 2021-2 X-B 20540717 FLT N/A 21873BAE5 2054-07-17 1.638600 0.00 3150000.00 140211.24 Asset-Backed Securities ARES LOAN FDG LTD 2024-7 E 20371022 FLT N/A 04021BAA0 2037-10-22 9.983200 0.00 3409000.00 3327203.79 Asset-Backed Securities AMERICAN CR ACC RECV TR 2025-4 E 20330812 7.0 N/A 024948AJ0 2033-08-12 7.020000 0.00 23240000.00 23207533.72 Asset-Backed Securities AMERICAN CRT ACC REC TR 2026-1 E 20331212 0.0 N/A 02531FAJ9 2033-12-12 6.720000 0.00 38912000.00 39078919.52 Asset-Backed Securities CSMC TRUST 2017-PFHP G 20301216 FLT N/A 12595KAN1 2030-12-16 9.874000 0.00 7305000.00 1644446.40 Private Label Collateralized Mortgage Obligations CIP COMMERCIAL MORTGAGE 2025-S E 20371015 FLT N/A 12576AAJ5 2037-10-15 7.426400 0.00 8500000.00 8544936.18 Private Label Collateralized Mortgage Obligations BARINGS CLO LTD 2021-1 SUB 20340425 FLT 5493001QIXQNVJN0QT95 06762FAC5 2034-04-25 0.00 0.00 2000000.00 714996.00 Asset-Backed Securities BLUEMOUNTAIN CLO 2015-4 SUB NT 20270120 FLT 549300EB3KHH9T7ICE44 095766AE1 2027-01-20 0.00 0.00 2500000.00 181285.00 Asset-Backed Securities BARINGS CLO LTD 2019-IV SUB NT 20330118 FLT 549300QO1I8V07FLPQ13 06761YAC5 2033-01-18 0.00 0.00 3700000.00 1994973.40 Asset-Backed Securities BFLD TRUST 2020-EYP B 20351015 FLT N/A 05493AAG5 2035-10-15 5.491500 0.00 6800000.00 652327.02 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG I 2005-1 E 20350705 FLT N/A G8653NAK1 2035-07-05 7.161800 0.00 2000000.00 19342.54 Asset-Backed Securities SEQUOIA MTG TR 2026-MED2 B-3 20560825 6.8 N/A 81751FAX5 2056-08-25 6.864300 0.00 10158976.00 8316252.04 Private Label Collateralized Mortgage Obligations OHA CREDIT FDG LTD 2019-3R2 E-R2 20380120 FLT N/A 67112TAJ9 2038-01-20 8.729200 0.00 1300000.00 1291039.44 Asset-Backed Securities HINNT LLC 2022-A E 20410515 8.0 N/A 40486JAE7 2041-05-15 8.000000 0.00 5272000.00 1031359.11 Asset-Backed Securities LHOME MORTGAGE TRUST 2025-RTL3 A2 20400825 FLT 529900XB146PHFHY2T23 50205YAB9 2040-08-25 5.673000 0.00 1644000.00 1642448.89 Private Label Collateralized Mortgage Obligations OAKTREE CLO LTD 2019-4 SUB 20321020 FLT N/A 67400JAC7 2032-10-20 0.00 0.00 5000000.00 2610465.00 Asset-Backed Securities HERTZ VEH FING III LLC 2023-4 D 20300325 9.4 549300MNOMKDMDFI8J66 42806MCH0 2030-03-25 9.440000 0.00 2190000.00 2262279.49 Asset-Backed Securities NEW RESI MTG TR 2020-RPL1 B-3 20591125 FLT N/A 64828XAG8 2059-11-25 3.823100 0.00 2199350.00 1755487.97 Asset-Backed Securities HILTON GRAND VACATIO TR 2026-2 D 20450327 6.0 N/A 43285MAD9 2045-03-27 6.000000 0.00 1500000.00 1362719.78 Asset-Backed Securities Y 2026-11-23 2026-11-23 2026-11-23 N N N 0.0429 500000000.00 500000000.00 0.0013 N N N Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.680000% ARP1KBOJ8 1VUV7VQFKUOQSJ21A208 0001330437 ARP1KBOJ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB1143 M 549300M8ZYFG0OCMTT87 3618N6HV2 2056-04-20 5.500000 0.00 1000.00 996.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 100.00 101.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0.00 0.00 900.00 897.56 U.S. Treasuries (including strips) GNII SF MA9608 M 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 240468992.00 67946585.22 Agency Mortgage-Backed Securities GNII SF DT1595 C 549300M8ZYFG0OCMTT87 3618W0XY1 2056-07-20 6.500000 0.00 2000.00 2122.51 Agency Mortgage-Backed Securities GNII SF CV6241 C 549300M8ZYFG0OCMTT87 3618F25A9 2053-08-20 7.000000 0.00 4307248.00 2918828.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 15319300.00 9440732.18 U.S. Treasuries (including strips) GNII SF BU3535 C 549300M8ZYFG0OCMTT87 3617N44U5 2050-07-20 3.000000 0.00 1000.00 344.13 Agency Mortgage-Backed Securities GNII JM MA7126 M 549300M8ZYFG0OCMTT87 36179V4K3 2051-01-20 2.000000 0.00 165140736.00 78665552.81 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 200100608.00 21620903.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2121 B1V7KEBTPIMZEU4LTD58 3140W2LB5 2055-02-01 4.500000 0.00 1000.00 856.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1747 B1V7KEBTPIMZEU4LTD58 3140BR5H8 2055-10-01 6.500000 0.00 2766056.00 2477352.58 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 37087700.00 32717269.31 U.S. Treasuries (including strips) GNII SF CX8471 C 549300M8ZYFG0OCMTT87 3618FVMU2 2053-10-20 6.500000 0.00 3274.00 1989.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5491500.00 6252363.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 13310400.00 13195656.76 U.S. Treasuries (including strips) FEPC 05.000 CLSL4247 S6XOOCT0IEG5ABCC6L87 31427RWH9 2056-03-01 5.000000 0.00 5427408.00 5074068.75 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3389 B1V7KEBTPIMZEU4LTD58 31418CXT6 2038-06-01 4.000000 0.00 1024.00 95.86 Agency Mortgage-Backed Securities GNII SF CX8450 C 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 1000.00 999.13 Agency Mortgage-Backed Securities GNII SF CX0790 C 549300M8ZYFG0OCMTT87 3618FL2X0 2053-09-20 7.000000 0.00 1133.00 940.48 Agency Mortgage-Backed Securities GNII AP 788552 M 549300M8ZYFG0OCMTT87 3622AEL95 2052-12-20 4.500000 0.00 7999.00 7354.29 Agency Mortgage-Backed Securities GNII SF DR1236 C 549300M8ZYFG0OCMTT87 3618V9LR1 2056-04-20 5.500000 0.00 1102.00 1130.85 Agency Mortgage-Backed Securities GNII SF CX0788 C 549300M8ZYFG0OCMTT87 3618FL2V4 2053-09-20 7.000000 0.00 1046.00 698.77 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8518 S6XOOCT0IEG5ABCC6L87 3132DWPB3 2055-03-01 7.000000 0.00 85894656.00 43932978.94 Agency Mortgage-Backed Securities FEPC 02.000 CLQD2774 S6XOOCT0IEG5ABCC6L87 3133B0CK7 2051-12-01 2.000000 0.00 6795320.00 3782825.52 Agency Mortgage-Backed Securities GNII SF DP1329 C 549300M8ZYFG0OCMTT87 3618MFPN2 2056-03-20 6.500000 0.00 1060.00 1108.81 Agency Mortgage-Backed Securities GNRA 2025-215 FA 549300M8ZYFG0OCMTT87 38385KUX6 2055-12-20 4.621400 0.00 44748347.00 42137865.66 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 32721200.00 39767048.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 1268000.00 1256935.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 10210800.00 9405038.30 U.S. Treasuries (including strips) FEPC 02.500 CLRA2480 S6XOOCT0IEG5ABCC6L87 3133KHXH4 2050-07-01 2.500000 0.00 60174912.00 20496353.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2451 B1V7KEBTPIMZEU4LTD58 3140MFWM1 2052-06-01 3.000000 0.00 1920.00 1338.13 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3150 B1V7KEBTPIMZEU4LTD58 3140W3QC6 2055-11-01 5.500000 0.00 1000.00 948.84 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3021 S6XOOCT0IEG5ABCC6L87 3133KJLA8 2050-07-01 2.500000 0.00 83652100.00 29672786.29 Agency Mortgage-Backed Securities GNII SF DT0019 C 549300M8ZYFG0OCMTT87 3618VYAU1 2056-06-20 6.000000 0.00 1000.00 1035.52 Agency Mortgage-Backed Securities GNRA 2025-098 GF 549300M8ZYFG0OCMTT87 38381NNT1 2055-06-20 4.521400 0.00 1583.00 992.14 Agency Collateralized Mortgage Obligation GNII SF DT4801 C 549300M8ZYFG0OCMTT87 3618W4KN1 2056-07-20 6.000000 0.00 1000.00 1044.48 Agency Mortgage-Backed Securities GNII SF MA6338 M 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3.000000 0.00 1024.00 159.81 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4792 S6XOOCT0IEG5ABCC6L87 3142GVKE0 2055-09-01 6.500000 0.00 3792128.00 3591062.83 Agency Mortgage-Backed Securities GNII SF MA7939 M 549300M8ZYFG0OCMTT87 36179WZC5 2052-02-20 4.000000 0.00 1000.00 599.22 Agency Mortgage-Backed Securities GNII SF CU0333 C 549300M8ZYFG0OCMTT87 3618BHLN4 2053-09-20 7.000000 0.00 1000.00 1044.99 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ERMZ1 2039-08-05 5.600000 0.00 582000.00 588197.01 Agency Debentures and Agency Strips GNII SF DM0811 C 549300M8ZYFG0OCMTT87 3618LP3U9 2055-09-20 7.500000 0.00 15818500.00 15748539.81 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4994 B1V7KEBTPIMZEU4LTD58 3140X8RQ2 2050-12-01 2.000000 0.00 599127.00 295333.56 Agency Mortgage-Backed Securities FEPC 07.000 CLSL5905 S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 8442880.00 8924397.14 Agency Mortgage-Backed Securities GNII SF MA5398 M 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 1023.00 86.82 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6000 S6XOOCT0IEG5ABCC6L87 3142GWU23 2056-03-01 5.000000 0.00 43021696.00 41538406.18 Agency Mortgage-Backed Securities GNRA 2023-060 FA 549300M8ZYFG0OCMTT87 38383XSX3 2053-04-20 4.521400 0.00 848512.00 369234.49 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 58.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 100.00 69.62 U.S. Treasuries (including strips) GNII SF DS4312 C 549300M8ZYFG0OCMTT87 3618VQYH1 2056-07-20 6.000000 0.00 339400.00 356079.47 Agency Mortgage-Backed Securities GNII RG CH5776 C 549300M8ZYFG0OCMTT87 3617WXMZ0 2041-08-20 4.500000 0.00 110213.00 53398.17 Agency Mortgage-Backed Securities GNII SF MA6015 M 549300M8ZYFG0OCMTT87 36179UVG4 2034-07-20 4.000000 0.00 1016.00 126.25 Agency Mortgage-Backed Securities GNII SF MA9728 M 549300M8ZYFG0OCMTT87 36179YYZ1 2054-05-20 7.000000 0.00 1024.00 280.14 Agency Mortgage-Backed Securities GNII SF MA9360 M 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.500000 0.00 1000.00 846.51 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1056.00 1015.74 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 200.00 183.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 12749900.00 12412382.55 U.S. Treasuries (including strips) GNII SF DQ9695 C 549300M8ZYFG0OCMTT87 3618N3XY5 2056-04-20 6.500000 0.00 1000.00 1057.89 Agency Mortgage-Backed Securities GNII SF DQ2953 C 549300M8ZYFG0OCMTT87 3618MVH63 2056-02-20 7.000000 0.00 1000.00 1070.13 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1024.00 1006.09 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 902.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSL1620 S6XOOCT0IEG5ABCC6L87 31427NYS2 2052-06-01 3.500000 0.00 20180900.00 16126365.22 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3.000000 0.00 118062080.00 16070250.55 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5205 S6XOOCT0IEG5ABCC6L87 3133KLYA9 2051-05-01 2.500000 0.00 1000.00 524.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDE4416 B1V7KEBTPIMZEU4LTD58 3140BG4A8 2055-11-01 6.500000 0.00 200152.00 208385.66 Agency Mortgage-Backed Securities GNII SP 788624 C 549300M8ZYFG0OCMTT87 3622AEPH3 2055-12-20 6.500000 0.00 62739.00 59979.03 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 200.00 190.65 U.S. Treasuries (including strips) GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 18138304.00 17397553.54 Agency Mortgage-Backed Securities GNII SF DU0321 C 549300M8ZYFG0OCMTT87 3618WBLA2 2056-07-20 6.000000 0.00 1130104.00 1180375.55 Agency Mortgage-Backed Securities GNII SF MB1285 M 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1220.00 1224.21 Agency Mortgage-Backed Securities GNII SF MB0935 M 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 78044500.00 72867184.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 1000.00 571.85 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 62922560.00 60736978.79 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 11003000.00 9826732.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 13037900.00 13049713.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 999500.00 988606.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 100629000.00 99779691.24 U.S. Treasuries (including strips) MNRA CL001A2 R22M001 B1V7KEBTPIMZEU4LTD58 3136BKX80 2031-10-25 1.669000 0.00 1064.00 918.27 Agency Collateralized Mortgage Obligation Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 800000000.00 800000000.00 0.0021 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.680000% ARP1KBTH7 VYVVCKR63DVZZN70PB21 0001224385 ARP1KBTH7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 03.500 CLAS5365 B1V7KEBTPIMZEU4LTD58 3138WE6B0 2045-07-01 3.500000 0.00 12000.00 1814.66 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0212 B1V7KEBTPIMZEU4LTD58 3140XFGW5 2051-12-01 2.000000 0.00 434227.00 236829.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6778 B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.500000 0.00 17500000.00 10207039.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3335 B1V7KEBTPIMZEU4LTD58 3140XJV59 2052-06-01 3.500000 0.00 450000.00 326348.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3.000000 0.00 100000.00 59128.77 Agency Mortgage-Backed Securities FNMS 06.000 CIFA3735 B1V7KEBTPIMZEU4LTD58 3140W4EH6 2040-01-01 6.000000 0.00 46355225.00 39930592.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4349 B1V7KEBTPIMZEU4LTD58 3140XKZP8 2050-01-01 3.500000 0.00 59000.00 36135.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3756 B1V7KEBTPIMZEU4LTD58 3140XKE63 2051-05-01 3.000000 0.00 1300000.00 828975.69 Agency Mortgage-Backed Securities FNMS 06.000 CL942040 B1V7KEBTPIMZEU4LTD58 31413DBH9 2037-07-01 6.000000 0.00 1010000.00 16733.48 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5977 B1V7KEBTPIMZEU4LTD58 31418FUB1 2041-02-01 4.500000 0.00 1718555.00 1576194.88 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4140 B1V7KEBTPIMZEU4LTD58 31418DS60 2030-09-01 1.500000 0.00 20000.00 4038.05 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2.000000 0.00 9000.00 4202.70 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4329 B1V7KEBTPIMZEU4LTD58 31418DY30 2036-05-01 2.000000 0.00 374846.00 171372.64 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5110 B1V7KEBTPIMZEU4LTD58 31418EVC1 2038-08-01 5.000000 0.00 84000.00 44450.26 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5267 B1V7KEBTPIMZEU4LTD58 31418EZ94 2039-02-01 5.500000 0.00 31000.00 13325.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 B1V7KEBTPIMZEU4LTD58 31418FED5 2054-11-01 5.500000 0.00 1215000.00 928126.98 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3.000000 0.00 122000.00 20389.27 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 B1V7KEBTPIMZEU4LTD58 31418E4N7 2054-04-01 6.000000 0.00 23000.00 13123.90 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5803 B1V7KEBTPIMZEU4LTD58 31418FNV5 2040-08-01 6.500000 0.00 4900097.00 3194125.49 Agency Mortgage-Backed Securities FNMS 06.000 CLMA6031 B1V7KEBTPIMZEU4LTD58 31418FVZ7 2056-04-01 6.000000 0.00 5000.00 4875.96 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4833 B1V7KEBTPIMZEU4LTD58 31418ELP3 2037-12-01 4.000000 0.00 225157.00 112808.95 Agency Mortgage-Backed Securities FNMS 05.000 CLAA6044 B1V7KEBTPIMZEU4LTD58 31416PWE3 2039-05-01 5.000000 0.00 1271920.00 21972.85 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5906 B1V7KEBTPIMZEU4LTD58 31418FR41 2055-12-01 3.500000 0.00 115509122.00 99916854.36 Agency Mortgage-Backed Securities FNMS 04.000 CIMA6002 B1V7KEBTPIMZEU4LTD58 31418FU47 2041-03-01 4.000000 0.00 42320608.00 39248267.23 Agency Mortgage-Backed Securities FNMS 04.500 CIDF8033 B1V7KEBTPIMZEU4LTD58 3140BY4T8 2040-12-01 4.500000 0.00 1068947.00 1017117.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0100 B1V7KEBTPIMZEU4LTD58 3140BQDE8 2055-09-01 5.500000 0.00 1773425.00 1770803.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4719 B1V7KEBTPIMZEU4LTD58 3140F0G57 2046-10-01 3.000000 0.00 2300382.00 769925.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3318 B1V7KEBTPIMZEU4LTD58 3138EKVL6 2043-03-01 3.500000 0.00 3461060.00 459008.36 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5884 B1V7KEBTPIMZEU4LTD58 3140B6RE7 2055-03-01 6.000000 0.00 1064276.00 1079538.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBA4321 B1V7KEBTPIMZEU4LTD58 3140E8YT9 2045-11-01 3.500000 0.00 5217888.00 702085.79 Agency Mortgage-Backed Securities FNMS 07.500 CLDD8696 B1V7KEBTPIMZEU4LTD58 3140B9UW7 2055-09-01 7.500000 0.00 811414.00 604755.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5854 B1V7KEBTPIMZEU4LTD58 3140BWQG6 2055-12-01 5.500000 0.00 2036292.00 2033609.33 Agency Mortgage-Backed Securities FNMS 05.500 CIBV6018 B1V7KEBTPIMZEU4LTD58 3140MKVL3 2040-08-01 5.500000 0.00 1160606.00 692520.17 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8518 B1V7KEBTPIMZEU4LTD58 3140L7PC0 2051-04-01 2.000000 0.00 100000.00 47834.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7084 B1V7KEBTPIMZEU4LTD58 3140QS2S9 2053-09-01 4.500000 0.00 30522267.00 25327153.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBT3930 B1V7KEBTPIMZEU4LTD58 3140LSLL8 2051-06-01 3.000000 0.00 1033387.00 330191.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBT7848 B1V7KEBTPIMZEU4LTD58 3140LWWJ2 2052-07-01 3.500000 0.00 13000.00 9281.99 Agency Mortgage-Backed Securities FNMS 07.000 CLBU5571 B1V7KEBTPIMZEU4LTD58 3140M7FM8 2055-02-01 7.000000 0.00 19019000.00 9554655.83 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7750 B1V7KEBTPIMZEU4LTD58 3140QTTG4 2054-01-01 6.500000 0.00 1993099.00 1205656.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2311 B1V7KEBTPIMZEU4LTD58 3140QMR97 2051-12-01 2.000000 0.00 921778.00 419705.81 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5435 B1V7KEBTPIMZEU4LTD58 3140QDBD5 2050-03-01 3.000000 0.00 750000.00 170036.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3864 B1V7KEBTPIMZEU4LTD58 3140QPJJ7 2052-06-01 4.500000 0.00 921000.00 596910.68 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3762 B1V7KEBTPIMZEU4LTD58 3140X7FC8 2035-08-01 3.000000 0.00 39000.00 8563.49 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5366 B1V7KEBTPIMZEU4LTD58 3140UL6C0 2056-07-01 5.500000 0.00 3869498.00 3879161.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4567 B1V7KEBTPIMZEU4LTD58 3140ULCD1 2056-07-01 5.000000 0.00 1279200.00 1254828.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBK9818 B1V7KEBTPIMZEU4LTD58 3140HP4C8 2048-09-01 5.000000 0.00 38000.00 3565.39 Agency Mortgage-Backed Securities FNMS 05.000 CICB6378 B1V7KEBTPIMZEU4LTD58 3140QSCQ2 2038-05-01 5.000000 0.00 2615394.00 1516739.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5122 B1V7KEBTPIMZEU4LTD58 3140QCVQ6 2050-02-01 3.000000 0.00 2942000.00 929997.82 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2545 B1V7KEBTPIMZEU4LTD58 3140QMZK3 2052-01-01 3.000000 0.00 2000.00 1280.09 Agency Mortgage-Backed Securities FNMS 02.500 CICB1216 B1V7KEBTPIMZEU4LTD58 3140QLK62 2036-07-01 2.500000 0.00 2117967.00 974097.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4022 B1V7KEBTPIMZEU4LTD58 3140QBPG7 2049-08-01 3.500000 0.00 15445000.00 2713106.81 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4622 B1V7KEBTPIMZEU4LTD58 3140QQD44 2052-09-01 5.000000 0.00 100000.00 67743.02 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7023 B1V7KEBTPIMZEU4LTD58 3140QEYV8 2050-09-01 2.000000 0.00 100000.00 47591.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 B1V7KEBTPIMZEU4LTD58 3140QQVQ5 2052-11-01 4.500000 0.00 2981000.00 2105427.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCB7316 B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4.000000 0.00 8000.00 6412.93 Agency Mortgage-Backed Securities FNMS 07.000 CLDB7341 B1V7KEBTPIMZEU4LTD58 3140AHEP3 2054-07-01 7.000000 0.00 1787987.00 1515485.82 Agency Mortgage-Backed Securities FNMS 02.500 CLAS8270 B1V7KEBTPIMZEU4LTD58 3138WJFL7 2046-11-01 2.500000 0.00 331538.00 80900.02 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6859 B1V7KEBTPIMZEU4LTD58 3140AGTR5 2054-07-01 7.000000 0.00 1751120.00 1397410.74 Agency Mortgage-Backed Securities FNMS 05.000 CIDF5696 B1V7KEBTPIMZEU4LTD58 3140BWKJ6 2040-12-01 5.000000 0.00 1133180.00 1066600.66 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6085 B1V7KEBTPIMZEU4LTD58 3140B6XP5 2055-04-01 6.500000 0.00 660805.00 197499.63 Agency Mortgage-Backed Securities FNMS 02.500 CIBU3282 B1V7KEBTPIMZEU4LTD58 3140M4UG1 2036-10-01 2.500000 0.00 263674.00 157980.05 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4909 B1V7KEBTPIMZEU4LTD58 3140M6N33 2054-09-01 5.500000 0.00 25466376.00 22321427.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAL8560 B1V7KEBTPIMZEU4LTD58 3138ETQN9 2041-05-01 3.000000 0.00 190000.00 22932.54 Agency Mortgage-Backed Securities FNMS 06.000 CIDC4960 B1V7KEBTPIMZEU4LTD58 3140ASQN1 2039-10-01 6.000000 0.00 204044.00 109649.86 Agency Mortgage-Backed Securities FNMS 05.500 CIDD0608 B1V7KEBTPIMZEU4LTD58 3140B0VA3 2040-07-01 5.500000 0.00 9447498.00 6425813.05 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0019 B1V7KEBTPIMZEU4LTD58 3140BQAV3 2055-10-01 5.500000 0.00 5098525.00 4307881.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDE8229 B1V7KEBTPIMZEU4LTD58 3140BMEB2 2055-08-01 5.000000 0.00 1804619.00 1702413.05 Agency Mortgage-Backed Securities FNMS 06.000 CL890101 B1V7KEBTPIMZEU4LTD58 31410K3J1 2039-02-01 6.000000 0.00 2080000.00 29271.94 Agency Mortgage-Backed Securities FNMS 03.000 CIFS7326 B1V7KEBTPIMZEU4LTD58 3140XPD89 2038-11-01 3.000000 0.00 1000.00 658.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5295 B1V7KEBTPIMZEU4LTD58 3140X83D7 2048-04-01 3.500000 0.00 251184.00 93582.93 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4413 B1V7KEBTPIMZEU4LTD58 3140W43X3 2055-07-01 7.000000 0.00 20498373.00 18182273.35 Agency Mortgage-Backed Securities FNMS 06.000 CICC1894 B1V7KEBTPIMZEU4LTD58 3140Y8C87 2040-11-01 6.000000 0.00 1961401.00 1557855.86 Agency Mortgage-Backed Securities FNMS 06.000 CL961205 B1V7KEBTPIMZEU4LTD58 31414BKS8 2038-01-01 6.000000 0.00 2658697.00 9551.57 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4716 B1V7KEBTPIMZEU4LTD58 3140XLG28 2052-01-01 2.000000 0.00 20000.00 12171.73 Agency Mortgage-Backed Securities FNMS 06.000 CICC1328 B1V7KEBTPIMZEU4LTD58 3140Y7PN2 2040-10-01 6.000000 0.00 8400092.00 7409264.87 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2464 B1V7KEBTPIMZEU4LTD58 3140W2W23 2055-03-01 6.500000 0.00 12937798.00 10052147.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2792 B1V7KEBTPIMZEU4LTD58 3140X6C66 2045-07-01 5.000000 0.00 25000.00 5533.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6493 B1V7KEBTPIMZEU4LTD58 3140W7GB0 2056-01-01 5.500000 0.00 204110147.00 203890796.56 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1027 B1V7KEBTPIMZEU4LTD58 3140QLD94 2051-07-01 2.500000 0.00 303000.00 171577.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3880 B1V7KEBTPIMZEU4LTD58 3140QPJ24 2052-06-01 5.000000 0.00 300000.00 185378.42 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5771 B1V7KEBTPIMZEU4LTD58 31418FMV6 2040-07-01 5.000000 0.00 12774.00 9399.77 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 7916769.00 5156147.18 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4965 B1V7KEBTPIMZEU4LTD58 31418EQT0 2038-03-01 4.000000 0.00 133931.00 74112.44 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5916 B1V7KEBTPIMZEU4LTD58 31418FSE8 2040-12-01 5.000000 0.00 94159.00 81009.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9341 B1V7KEBTPIMZEU4LTD58 31417GLX2 2043-05-01 3.000000 0.00 136889.00 23272.89 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2959 B1V7KEBTPIMZEU4LTD58 31418CJD7 2047-04-01 3.500000 0.00 7000.00 869.76 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4750 B1V7KEBTPIMZEU4LTD58 31418EH45 2052-07-01 2.000000 0.00 755004.00 485234.76 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2895 B1V7KEBTPIMZEU4LTD58 31418CGD0 2047-02-01 3.000000 0.00 314000.00 60437.37 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 B1V7KEBTPIMZEU4LTD58 31418DVD1 2050-12-01 3.000000 0.00 31000.00 10782.09 Agency Mortgage-Backed Securities FNMS 02.500 CNFS1966 B1V7KEBTPIMZEU4LTD58 3140XHFG7 2032-06-01 2.500000 0.00 1121304.00 489744.67 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1956 B1V7KEBTPIMZEU4LTD58 3140XHE60 2052-05-01 4.000000 0.00 534018.00 306813.11 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9474 B1V7KEBTPIMZEU4LTD58 3140XRQ40 2054-02-01 6.500000 0.00 19750000.00 12531642.06 Agency Mortgage-Backed Securities FNMS 06.500 CL911605 B1V7KEBTPIMZEU4LTD58 31411LYA3 2037-04-01 6.500000 0.00 1630000.00 8950.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2851 B1V7KEBTPIMZEU4LTD58 3140Y9EZ3 2056-06-01 5.500000 0.00 214641000.00 212832672.73 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9143 B1V7KEBTPIMZEU4LTD58 3140XRER2 2052-01-01 2.500000 0.00 112000.00 76672.13 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8559 B1V7KEBTPIMZEU4LTD58 3140XQQM2 2052-11-01 5.500000 0.00 1120000.00 824356.34 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1153 B1V7KEBTPIMZEU4LTD58 3140XGH77 2037-04-01 2.500000 0.00 14075438.00 7640464.91 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0081 B1V7KEBTPIMZEU4LTD58 3140UFCT9 2056-05-01 4.500000 0.00 2000377.00 1902700.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0863 B1V7KEBTPIMZEU4LTD58 3140UT5Z3 2056-07-01 6.500000 0.00 1129674.00 1182149.24 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5918 B1V7KEBTPIMZEU4LTD58 3140W6SG8 2056-06-01 4.500000 0.00 41657301.00 39633727.72 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9250 B1V7KEBTPIMZEU4LTD58 3140UDH44 2056-06-01 6.500000 0.00 1245749.00 1307983.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9208 B1V7KEBTPIMZEU4LTD58 3140UDGS2 2056-06-01 5.500000 0.00 1310000.00 1309069.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2327 B1V7KEBTPIMZEU4LTD58 3140W2SR3 2055-04-01 5.500000 0.00 123701.00 112872.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7105 B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.500000 0.00 734000.00 259396.43 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2130 B1V7KEBTPIMZEU4LTD58 31418BLL8 2029-11-01 3.500000 0.00 135000.00 6375.17 Agency Mortgage-Backed Securities FNMS 05.500 CIMA4991 B1V7KEBTPIMZEU4LTD58 31418ERM4 2038-04-01 5.500000 0.00 1945.00 911.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6049 B1V7KEBTPIMZEU4LTD58 3140W6WK4 2056-05-01 6.000000 0.00 246869243.00 249999999.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2652 B1V7KEBTPIMZEU4LTD58 3140X55N9 2048-11-01 3.500000 0.00 47975000.00 14066468.01 Agency Mortgage-Backed Securities FNMS 02.500 CIFA6550 B1V7KEBTPIMZEU4LTD58 3140W7H45 2041-08-01 2.500000 0.00 72503165.00 69106053.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3994 B1V7KEBTPIMZEU4LTD58 3140XKNL0 2053-02-01 6.000000 0.00 5320000.00 3273406.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4919 B1V7KEBTPIMZEU4LTD58 3140XLPD4 2053-05-01 2.500000 0.00 235000.00 158030.48 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1675 B1V7KEBTPIMZEU4LTD58 3140X42H8 2049-10-01 3.000000 0.00 380000.00 74179.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9503 B1V7KEBTPIMZEU4LTD58 3140XRRZ0 2054-10-01 5.500000 0.00 219000.00 171518.68 Agency Mortgage-Backed Securities FNMS 03.000 CNMA5196 B1V7KEBTPIMZEU4LTD58 31418EX21 2033-09-01 3.000000 0.00 1555245.00 740601.49 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3148 B1V7KEBTPIMZEU4LTD58 31418CQA5 2047-10-01 3.500000 0.00 9000.00 973.04 Agency Mortgage-Backed Securities FNMS 06.000 CL995196 B1V7KEBTPIMZEU4LTD58 31416BRR1 2038-07-01 6.000000 0.00 1600000.00 13070.73 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5617 B1V7KEBTPIMZEU4LTD58 31418FG35 2040-02-01 5.000000 0.00 4402631.00 2682247.33 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4368 B1V7KEBTPIMZEU4LTD58 31418D2A9 2031-06-01 2.000000 0.00 1000000.00 294505.76 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1837 B1V7KEBTPIMZEU4LTD58 3140Y8BF2 2056-01-01 5.000000 0.00 115595675.00 109182632.44 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5391 B1V7KEBTPIMZEU4LTD58 31418E7D6 2054-06-01 7.000000 0.00 3000.00 1081.69 Agency Mortgage-Backed Securities FNMS 05.000 CICC2134 B1V7KEBTPIMZEU4LTD58 3140Y8LQ7 2040-12-01 5.000000 0.00 480835.00 448078.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5039 B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 13155000.00 8816433.46 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4047 B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2.000000 0.00 4875000.00 1938535.77 Agency Mortgage-Backed Securities FNMS 05.500 CLAL7579 B1V7KEBTPIMZEU4LTD58 3138EQM58 2042-02-01 5.500000 0.00 28056.00 2731.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAO7562 B1V7KEBTPIMZEU4LTD58 3138LYML8 2042-10-01 3.000000 0.00 34000.00 2285.16 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6719 B1V7KEBTPIMZEU4LTD58 3140AGPD0 2054-06-01 7.000000 0.00 1427675.00 987482.41 Agency Mortgage-Backed Securities FNMS 05.000 CLDD0990 B1V7KEBTPIMZEU4LTD58 3140B1C46 2055-02-01 5.000000 0.00 147076.00 140246.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAS1907 B1V7KEBTPIMZEU4LTD58 3138WBDM4 2043-07-01 3.000000 0.00 296000.00 115320.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAW8154 B1V7KEBTPIMZEU4LTD58 3138XYBY9 2042-01-01 3.500000 0.00 302778.00 41294.91 Agency Mortgage-Backed Securities FNMS 06.500 CTAL8223 B1V7KEBTPIMZEU4LTD58 3138ETD52 2029-02-01 6.500000 0.00 4226733.00 74741.55 Agency Mortgage-Backed Securities FNMS 06.000 CL725762 B1V7KEBTPIMZEU4LTD58 31402DJF8 2034-08-01 6.000000 0.00 3000000.00 15078.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDA7767 B1V7KEBTPIMZEU4LTD58 3140A8TZ5 2054-01-01 5.500000 0.00 485885.00 396367.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1904 B1V7KEBTPIMZEU4LTD58 3140BSDJ3 2055-10-01 6.000000 0.00 1383488.00 1262922.18 Agency Mortgage-Backed Securities FNMS 06.000 CL879796 B1V7KEBTPIMZEU4LTD58 31409VNM1 2036-03-01 6.000000 0.00 550000.00 946.34 Agency Mortgage-Backed Securities FNMS 04.500 CIDF7979 B1V7KEBTPIMZEU4LTD58 3140BY2M5 2041-05-01 4.500000 0.00 1720900.00 1684978.03 Agency Mortgage-Backed Securities FNMS 06.500 CLDC3476 B1V7KEBTPIMZEU4LTD58 3140AQ2J0 2054-09-01 6.500000 0.00 220000.00 136273.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7504 B1V7KEBTPIMZEU4LTD58 3140K3KS0 2050-01-01 3.000000 0.00 194000.00 59728.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7956 B1V7KEBTPIMZEU4LTD58 3140BYZW7 2056-05-01 5.000000 0.00 4752905.00 4689748.07 Agency Mortgage-Backed Securities FNMS 03.000 CIBD7469 B1V7KEBTPIMZEU4LTD58 3140FFJP7 2031-10-01 3.000000 0.00 506567.00 68266.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDB7829 B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.500000 0.00 59000.00 41242.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1158 B1V7KEBTPIMZEU4LTD58 3140U4JC4 2056-02-01 6.000000 0.00 1691049.00 1725183.57 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0850 B1V7KEBTPIMZEU4LTD58 3140UT5L4 2056-07-01 5.000000 0.00 1011125.00 998019.47 Agency Mortgage-Backed Securities FNMS 05.500 CIDH5224 B1V7KEBTPIMZEU4LTD58 3140ULYW5 2041-06-01 5.500000 0.00 1035450.00 1049814.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3190 B1V7KEBTPIMZEU4LTD58 3140U6RL0 2056-03-01 5.000000 0.00 2359000.00 2293261.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0534 B1V7KEBTPIMZEU4LTD58 3140UTSY1 2056-08-01 6.000000 0.00 4069253.00 4208690.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6261 B1V7KEBTPIMZEU4LTD58 3140U95X2 2056-05-01 5.000000 0.00 2307021.00 2263341.51 Agency Mortgage-Backed Securities FNMS 05.000 CIFA3297 B1V7KEBTPIMZEU4LTD58 3140W3UX5 2040-08-01 5.000000 0.00 8000.00 7040.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8878 B1V7KEBTPIMZEU4LTD58 3140U02L0 2056-01-01 5.000000 0.00 3569588.00 3380829.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBV3855 B1V7KEBTPIMZEU4LTD58 3140MHH93 2052-04-01 3.500000 0.00 101777.00 66968.78 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5272 B1V7KEBTPIMZEU4LTD58 3140NM2E6 2053-06-01 6.000000 0.00 749524.00 439293.32 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2628 B1V7KEBTPIMZEU4LTD58 3140Q94N0 2048-11-01 4.000000 0.00 5000.00 688.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6028 B1V7KEBTPIMZEU4LTD58 3140QDVW1 2050-06-01 2.500000 0.00 1505000.00 666387.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5379 B1V7KEBTPIMZEU4LTD58 3140QC6R2 2050-03-01 4.500000 0.00 40000.00 11738.39 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0544 B1V7KEBTPIMZEU4LTD58 3140Q7TA5 2047-10-01 4.000000 0.00 109247138.00 20619702.58 Agency Mortgage-Backed Securities FNMS 03.500 CICA2738 B1V7KEBTPIMZEU4LTD58 3140QABG4 2033-11-01 3.500000 0.00 15000000.00 1571623.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2489 B1V7KEBTPIMZEU4LTD58 3140Q9XT5 2048-10-01 4.500000 0.00 9452000.00 671029.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8884 B1V7KEBTPIMZEU4LTD58 3140MA2S2 2052-03-01 2.500000 0.00 51282.00 31485.09 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1892 B1V7KEBTPIMZEU4LTD58 3140LQC65 2052-02-01 2.500000 0.00 141188.00 98513.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3605 B1V7KEBTPIMZEU4LTD58 3138ELAF0 2043-05-01 3.500000 0.00 900000.00 151902.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBH0158 B1V7KEBTPIMZEU4LTD58 3140GNE82 2047-03-01 3.500000 0.00 25000.00 4133.72 Agency Mortgage-Backed Securities FNMS 06.500 CL878521 B1V7KEBTPIMZEU4LTD58 31409UAW5 2036-02-01 6.500000 0.00 5200000.00 3084.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5657 B1V7KEBTPIMZEU4LTD58 3140ATJB3 2054-11-01 5.000000 0.00 15297289.00 13529210.18 Agency Mortgage-Backed Securities FNMS 02.500 CLBV5151 B1V7KEBTPIMZEU4LTD58 3140MJWM3 2052-03-01 2.500000 0.00 30576432.00 19154276.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBP4751 B1V7KEBTPIMZEU4LTD58 3140KCH54 2050-05-01 3.000000 0.00 7062791.00 2435589.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDE9500 B1V7KEBTPIMZEU4LTD58 3140BNRW0 2055-09-01 5.000000 0.00 3913109.00 3766933.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDE3820 B1V7KEBTPIMZEU4LTD58 3140BGG64 2055-11-01 5.500000 0.00 2074215.00 2053920.42 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3.000000 0.00 16000.00 10433.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4076 B1V7KEBTPIMZEU4LTD58 3140QPQ67 2052-07-01 3.500000 0.00 9902479.00 6418859.27 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4066 B1V7KEBTPIMZEU4LTD58 3140QPQU4 2052-07-01 4.500000 0.00 3170000.00 2417018.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0388 B1V7KEBTPIMZEU4LTD58 3140QKNE4 2051-05-01 2.500000 0.00 120000.00 61248.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1433 B1V7KEBTPIMZEU4LTD58 3140UGSX1 2056-06-01 5.000000 0.00 18855585.00 18367845.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5052 B1V7KEBTPIMZEU4LTD58 3140U8TJ9 2056-03-01 5.000000 0.00 24030000.00 23406767.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7993 B1V7KEBTPIMZEU4LTD58 3140UB3B7 2056-04-01 5.500000 0.00 6579539.00 6186105.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4454 B1V7KEBTPIMZEU4LTD58 3140W45Q6 2053-06-01 6.000000 0.00 49860215.00 41525264.18 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5724 B1V7KEBTPIMZEU4LTD58 3140U9LE6 2056-04-01 5.000000 0.00 5120600.00 5009849.80 Agency Mortgage-Backed Securities FNMS 02.500 CIFS9513 B1V7KEBTPIMZEU4LTD58 3140XRSB2 2037-08-01 2.500000 0.00 10294457.00 7692683.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5893 B1V7KEBTPIMZEU4LTD58 3140X9RP2 2050-08-01 5.000000 0.00 33000.00 10038.96 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8786 B1V7KEBTPIMZEU4LTD58 3140XQXQ5 2054-07-01 6.500000 0.00 1690635.00 949780.81 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6598 B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 1000.00 720.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5066 B1V7KEBTPIMZEU4LTD58 3140XLTY4 2053-06-01 6.000000 0.00 29946950.00 19001834.45 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5955 B1V7KEBTPIMZEU4LTD58 3140XMTM8 2053-10-01 6.500000 0.00 1265000.00 651673.56 Agency Mortgage-Backed Securities FNMS 03.500 CTFM1039 B1V7KEBTPIMZEU4LTD58 3140X4EM4 2039-04-01 3.500000 0.00 25000.00 4123.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7063 B1V7KEBTPIMZEU4LTD58 3140XNZ56 2053-10-01 3.000000 0.00 1000.00 740.42 Agency Mortgage-Backed Securities FNMS 06.000 CIFS7598 B1V7KEBTPIMZEU4LTD58 3140XPNQ8 2039-01-01 6.000000 0.00 304780.00 201782.84 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5646 B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.500000 0.00 116994.00 89749.64 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2965 B1V7KEBTPIMZEU4LTD58 31418CJK1 2027-04-01 2.500000 0.00 1175000.00 14513.96 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4757 B1V7KEBTPIMZEU4LTD58 31418EJB7 2037-08-01 1.500000 0.00 2932937.00 1837045.98 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4561 B1V7KEBTPIMZEU4LTD58 31418EB74 2052-03-01 1.500000 0.00 780067.00 460500.57 Agency Mortgage-Backed Securities FNMS 05.000 CLAD7859 B1V7KEBTPIMZEU4LTD58 31418VWV0 2040-06-01 5.000000 0.00 105000.00 2469.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0981 B1V7KEBTPIMZEU4LTD58 31419BCT0 2041-03-01 3.500000 0.00 13995.00 652.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 B1V7KEBTPIMZEU4LTD58 3140QLMX1 2051-08-01 2.000000 0.00 300000.00 170256.98 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0199 B1V7KEBTPIMZEU4LTD58 3140QKGH5 2051-04-01 3.000000 0.00 275000.00 156866.52 Agency Mortgage-Backed Securities FNMS 04.000 CTBH0237 B1V7KEBTPIMZEU4LTD58 3140GNHP1 2037-04-01 4.000000 0.00 1914840.00 380130.43 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6430 B1V7KEBTPIMZEU4LTD58 3140JBEC6 2050-06-01 2.500000 0.00 1000000.00 242485.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8528 B1V7KEBTPIMZEU4LTD58 3140GXPN5 2047-12-01 3.500000 0.00 650000.00 104172.65 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5050 B1V7KEBTPIMZEU4LTD58 3140FQTG2 2045-09-01 4.000000 0.00 188000.00 33262.71 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4393 B1V7KEBTPIMZEU4LTD58 3140L23B7 2051-03-01 2.000000 0.00 28000.00 14887.62 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 B1V7KEBTPIMZEU4LTD58 3140FXD82 2056-07-01 3.500000 0.00 127063369.00 35100241.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5606 B1V7KEBTPIMZEU4LTD58 3140K1GQ3 2049-09-01 3.000000 0.00 140000.00 29921.23 Agency Mortgage-Backed Securities FNMS 03.000 CQBM7878 B1V7KEBTPIMZEU4LTD58 3140JCXG4 2047-02-01 3.000000 0.00 3231055.00 2758826.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0032 B1V7KEBTPIMZEU4LTD58 3140MRBA4 2052-07-01 4.500000 0.00 2295000.00 1263266.36 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 2735000.00 1589531.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2286 B1V7KEBTPIMZEU4LTD58 3140QMRG1 2051-12-01 2.500000 0.00 176892.00 103862.80 Agency Mortgage-Backed Securities FNMS 06.500 CIDE0635 B1V7KEBTPIMZEU4LTD58 3140BCV58 2040-05-01 6.500000 0.00 1199555.00 949893.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ9786 B1V7KEBTPIMZEU4LTD58 3138MR2U4 2042-12-01 3.500000 0.00 1253505.00 139118.85 Agency Mortgage-Backed Securities FNMS 06.000 CT257126 B1V7KEBTPIMZEU4LTD58 31371NSP1 2028-03-01 6.000000 0.00 1030000.00 3580.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2974 B1V7KEBTPIMZEU4LTD58 3140ACJU8 2054-05-01 6.500000 0.00 200000.00 136184.86 Agency Mortgage-Backed Securities FNMS 05.000 CT257595 B1V7KEBTPIMZEU4LTD58 31371PC81 2029-03-01 5.000000 0.00 334671.00 736.17 Agency Mortgage-Backed Securities FNMS 06.000 CL837280 B1V7KEBTPIMZEU4LTD58 31407QFV3 2035-07-01 6.000000 0.00 464000.00 2890.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6496 B1V7KEBTPIMZEU4LTD58 3140A7GE8 2053-12-01 6.500000 0.00 15034151.00 6198201.04 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0699 B1V7KEBTPIMZEU4LTD58 3140FKX54 2046-10-01 3.000000 0.00 3665555.00 904453.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4897 B1V7KEBTPIMZEU4LTD58 3140J9NP2 2046-12-01 3.500000 0.00 1634000.00 404688.06 Agency Mortgage-Backed Securities FNMS 06.500 CIDD5614 B1V7KEBTPIMZEU4LTD58 3140B6GY5 2040-03-01 6.500000 0.00 1136724.00 566233.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3843 B1V7KEBTPIMZEU4LTD58 3140BGHV8 2055-10-01 6.000000 0.00 1240745.00 1266705.74 Agency Mortgage-Backed Securities FNMS 05.000 CL735402 B1V7KEBTPIMZEU4LTD58 31402RAB5 2035-04-01 5.000000 0.00 1870000.00 15534.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ5829 B1V7KEBTPIMZEU4LTD58 3140H7PP6 2048-06-01 4.500000 0.00 200000.00 46086.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDF0780 B1V7KEBTPIMZEU4LTD58 3140BQ2N0 2055-10-01 7.000000 0.00 9214000.00 9315538.16 Agency Mortgage-Backed Securities FNMS 05.500 CL787217 B1V7KEBTPIMZEU4LTD58 31405ESE6 2034-06-01 5.500000 0.00 3929620.00 13709.10 Agency Mortgage-Backed Securities FNMS 06.500 CLBW2526 B1V7KEBTPIMZEU4LTD58 3140MTYY3 2056-02-01 6.500000 0.00 2565481.00 2584839.01 Agency Mortgage-Backed Securities FNMS 02.500 CIBT3861 B1V7KEBTPIMZEU4LTD58 3140LSJF4 2037-03-01 2.500000 0.00 31598.00 14186.93 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7307 B1V7KEBTPIMZEU4LTD58 3140NQDM7 2053-09-01 6.000000 0.00 10849269.00 6339081.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5773 B1V7KEBTPIMZEU4LTD58 3140M7MX6 2055-02-01 5.500000 0.00 3292060.00 3154256.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0156 B1V7KEBTPIMZEU4LTD58 3140N4E60 2053-02-01 5.500000 0.00 8421000.00 5939127.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2519 B1V7KEBTPIMZEU4LTD58 3140MTYR8 2056-02-01 5.000000 0.00 4791376.00 4683789.44 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2901 B1V7KEBTPIMZEU4LTD58 3140U6GK4 2056-02-01 5.000000 0.00 14836528.00 14364507.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7613 B1V7KEBTPIMZEU4LTD58 3140BYN75 2055-12-01 5.500000 0.00 905986.00 899002.85 Agency Mortgage-Backed Securities FNMS 05.500 CLAH8445 B1V7KEBTPIMZEU4LTD58 3138AAL33 2041-04-01 5.500000 0.00 9105947.00 302052.31 Agency Mortgage-Backed Securities FNMS 04.500 CLAH7010 B1V7KEBTPIMZEU4LTD58 3138A8YG5 2041-03-01 4.500000 0.00 819588.00 39334.04 Agency Mortgage-Backed Securities FNMS 02.000 RIAY0547 B1V7KEBTPIMZEU4LTD58 3138YDTD1 2027-03-01 2.000000 0.00 1787580.00 5823.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6313 B1V7KEBTPIMZEU4LTD58 3138EBAP0 2042-03-01 3.500000 0.00 21297780.00 2084288.05 Agency Mortgage-Backed Securities FNMS 02.500 CLAT2446 B1V7KEBTPIMZEU4LTD58 3138WPWG5 2043-04-01 2.500000 0.00 289664.00 48870.55 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3324 B1V7KEBTPIMZEU4LTD58 31418CVS0 2048-02-01 5.000000 0.00 294836.00 19296.60 Agency Mortgage-Backed Securities FNMS 05.000 CLAD5525 B1V7KEBTPIMZEU4LTD58 31418TD79 2040-06-01 5.000000 0.00 680000.00 30539.99 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5820 B1V7KEBTPIMZEU4LTD58 31418FPE1 2055-09-01 4.500000 0.00 19360477.00 17621098.48 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3771 B1V7KEBTPIMZEU4LTD58 31418DFM9 2039-09-01 3.000000 0.00 1500000.00 190027.83 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4498 B1V7KEBTPIMZEU4LTD58 31418D7L0 2036-12-01 2.500000 0.00 30000.00 13879.32 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3803 B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.500000 0.00 48998.00 5398.88 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3.000000 0.00 45000.00 9087.64 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6117 B1V7KEBTPIMZEU4LTD58 31418FYP6 2056-07-01 4.500000 0.00 289606.00 274319.20 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2.000000 0.00 2023000.00 1208163.98 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2878 B1V7KEBTPIMZEU4LTD58 31418CFU3 2047-01-01 3.500000 0.00 250400.00 72258.49 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5148 B1V7KEBTPIMZEU4LTD58 31418EWJ5 2038-09-01 5.000000 0.00 27000.00 14571.50 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5884 B1V7KEBTPIMZEU4LTD58 31418FRE9 2040-11-01 4.000000 0.00 437886.00 394523.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8716 B1V7KEBTPIMZEU4LTD58 3140XQVJ3 2050-08-01 3.500000 0.00 12323000.00 9338236.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5.000000 0.00 3554000.00 2790394.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5879 B1V7KEBTPIMZEU4LTD58 3140XMQ90 2051-11-01 3.500000 0.00 4022355.00 2666028.01 Agency Mortgage-Backed Securities FNMS 02.500 CTFS6945 B1V7KEBTPIMZEU4LTD58 3140XNWF7 2042-04-01 2.500000 0.00 1873000.00 1301098.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7961 B1V7KEBTPIMZEU4LTD58 3140XPZ36 2054-05-01 5.500000 0.00 13300000.00 10238314.10 Agency Mortgage-Backed Securities FNMS 03.000 CIFS8472 B1V7KEBTPIMZEU4LTD58 3140XQMW4 2030-03-01 3.000000 0.00 1182726.00 484523.26 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8881 B1V7KEBTPIMZEU4LTD58 31417F2P2 2043-04-01 3.000000 0.00 364700.00 62984.31 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.500000 0.00 1507000.00 180607.18 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2481 B1V7KEBTPIMZEU4LTD58 3140Y8XK7 2056-04-01 6.500000 0.00 2343998.00 2424487.37 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3628 B1V7KEBTPIMZEU4LTD58 3140XKA67 2052-11-01 5.500000 0.00 20000.00 10898.12 Agency Mortgage-Backed Securities FNMS 02.000 CTFS5191 B1V7KEBTPIMZEU4LTD58 3140XLXV5 2042-08-01 2.000000 0.00 1800000.00 1181935.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4630 B1V7KEBTPIMZEU4LTD58 3140XLEC8 2053-05-01 5.500000 0.00 2000000.00 1438321.00 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3312 B1V7KEBTPIMZEU4LTD58 31418CVE1 2033-03-01 3.000000 0.00 592000.00 56980.56 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3209 B1V7KEBTPIMZEU4LTD58 31418CR71 2047-12-01 3.000000 0.00 74000.00 11775.55 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3395 B1V7KEBTPIMZEU4LTD58 31418CXZ2 2028-06-01 3.500000 0.00 1975000.00 62384.96 Agency Mortgage-Backed Securities FNMS 02.500 CICB3210 B1V7KEBTPIMZEU4LTD58 3140QNR87 2037-03-01 2.500000 0.00 12355225.00 7470904.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9561 B1V7KEBTPIMZEU4LTD58 3140UDTT6 2056-05-01 5.000000 0.00 5784845.00 5643270.12 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9680 B1V7KEBTPIMZEU4LTD58 3140UDXJ3 2056-04-01 5.000000 0.00 1598266.00 1559308.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3378 B1V7KEBTPIMZEU4LTD58 3140W3XG9 2052-04-01 3.500000 0.00 971000.00 822639.37 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4409 B1V7KEBTPIMZEU4LTD58 3140XK3T5 2037-06-01 2.500000 0.00 73086.00 44720.06 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2482 B1V7KEBTPIMZEU4LTD58 3140XHXL6 2052-07-01 3.500000 0.00 99269.00 66019.23 Agency Mortgage-Backed Securities FNMS 07.000 CLFA3030 B1V7KEBTPIMZEU4LTD58 3140W3LL1 2053-09-01 7.000000 0.00 17968684.00 15538853.56 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4704 B1V7KEBTPIMZEU4LTD58 3140W5GN8 2055-02-01 5.000000 0.00 154734737.00 144646885.17 Agency Mortgage-Backed Securities FNMS 07.000 CLFA6129 B1V7KEBTPIMZEU4LTD58 3140W6Y30 2056-05-01 7.000000 0.00 31895134.00 33904120.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3130 B1V7KEBTPIMZEU4LTD58 3140BTPQ2 2056-01-01 6.000000 0.00 4501625.00 4579527.97 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8318 B1V7KEBTPIMZEU4LTD58 3138WJG44 2046-11-01 3.000000 0.00 396489.00 90390.41 Agency Mortgage-Backed Securities FNMS 03.000 CLBY1455 B1V7KEBTPIMZEU4LTD58 3140NHTM0 2053-12-01 3.000000 0.00 2000.00 1607.48 Agency Mortgage-Backed Securities FNMS 06.500 CLBY1025 B1V7KEBTPIMZEU4LTD58 3140NHD70 2053-04-01 6.500000 0.00 387000.00 265608.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3765 B1V7KEBTPIMZEU4LTD58 3140J8FF5 2048-04-01 4.000000 0.00 84144.00 14959.10 Agency Mortgage-Backed Securities FNMS 03.500 CLBV6044 B1V7KEBTPIMZEU4LTD58 3140MKWE8 2055-09-01 3.500000 0.00 8215768.00 7211180.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1571 B1V7KEBTPIMZEU4LTD58 3140J5W96 2047-07-01 3.500000 0.00 5000000.00 1105262.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8188 B1V7KEBTPIMZEU4LTD58 3138YNC21 2045-04-01 4.000000 0.00 3450000.00 517482.52 Agency Mortgage-Backed Securities FNMS 05.000 CLAL1052 B1V7KEBTPIMZEU4LTD58 3138EHE24 2041-09-01 5.000000 0.00 502376.00 18308.69 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1986 B1V7KEBTPIMZEU4LTD58 3140X5F40 2049-09-01 5.000000 0.00 4000.00 667.96 Agency Mortgage-Backed Securities FNMS 04.500 CLDH9891 B1V7KEBTPIMZEU4LTD58 3140UR7D4 2056-07-01 4.500000 0.00 1480187.00 1411752.03 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8857 B1V7KEBTPIMZEU4LTD58 3140XCZX9 2051-10-01 2.000000 0.00 80000.00 47011.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 B1V7KEBTPIMZEU4LTD58 3140XF4Y4 2052-01-01 3.500000 0.00 26000.00 15332.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0950 B1V7KEBTPIMZEU4LTD58 3140W1BU6 2055-03-01 5.500000 0.00 12200000.00 11256445.87 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5254 B1V7KEBTPIMZEU4LTD58 3140X8ZU4 2050-12-01 2.000000 0.00 2000000.00 956636.33 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3924 B1V7KEBTPIMZEU4LTD58 3140W4LE5 2055-03-01 6.500000 0.00 21539768.00 20223476.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0424 B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.500000 0.00 110000.00 63513.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.500000 0.00 42000.00 31413.27 Agency Mortgage-Backed Securities FNMS 05.500 CIFA2748 B1V7KEBTPIMZEU4LTD58 3140W3BS7 2039-07-01 5.500000 0.00 10660418.00 8629761.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1474 B1V7KEBTPIMZEU4LTD58 3140XGT82 2052-04-01 3.500000 0.00 1285606.00 933026.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4185 B1V7KEBTPIMZEU4LTD58 3140QBUK2 2049-09-01 4.500000 0.00 13000.00 1538.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5139 B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.500000 0.00 9000.00 6828.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0793 B1V7KEBTPIMZEU4LTD58 3140U33B5 2056-02-01 5.000000 0.00 4073188.00 3944929.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1559 B1V7KEBTPIMZEU4LTD58 3140QLWV4 2051-09-01 3.000000 0.00 4515000.00 2653731.16 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2768 B1V7KEBTPIMZEU4LTD58 3140XJCE1 2052-01-01 2.000000 0.00 40000.00 24229.45 Agency Mortgage-Backed Securities FNMS 05.000 CL931042 B1V7KEBTPIMZEU4LTD58 31412PLX7 2039-04-01 5.000000 0.00 392845.00 11763.94 Agency Mortgage-Backed Securities FNMS 05.500 CL995024 B1V7KEBTPIMZEU4LTD58 31416BLD8 2037-08-01 5.500000 0.00 9322135.00 112297.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1236 B1V7KEBTPIMZEU4LTD58 3140XGLS6 2051-12-01 3.500000 0.00 1000000.00 589431.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4745 B1V7KEBTPIMZEU4LTD58 3140XLHX9 2053-05-01 6.500000 0.00 210000.00 101832.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBP1611 B1V7KEBTPIMZEU4LTD58 3140K8YH8 2050-01-01 4.500000 0.00 3351018.00 118211.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.500000 0.00 733000.00 92595.23 Agency Mortgage-Backed Securities FNMS 07.000 CLFA6126 B1V7KEBTPIMZEU4LTD58 3140W6YY2 2056-06-01 7.000000 0.00 407785.00 416067.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8761 B1V7KEBTPIMZEU4LTD58 3140XCWX2 2051-09-01 2.500000 0.00 1400000.00 955634.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0155 B1V7KEBTPIMZEU4LTD58 3140UFE59 2056-07-01 5.000000 0.00 2585295.00 2534162.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8693 B1V7KEBTPIMZEU4LTD58 3140QUUT1 2054-06-01 5.500000 0.00 1250000.00 892443.92 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5321 B1V7KEBTPIMZEU4LTD58 3140UL4F5 2056-06-01 4.500000 0.00 3573772.00 3402972.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1838 B1V7KEBTPIMZEU4LTD58 3140XHBG1 2051-12-01 3.000000 0.00 2793000.00 1632645.32 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0534 B1V7KEBTPIMZEU4LTD58 3140UFSY1 2056-06-01 4.500000 0.00 1337308.00 1277395.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDG0252 B1V7KEBTPIMZEU4LTD58 3140U3H61 2056-04-01 6.500000 0.00 1156746.00 1212582.09 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 B1V7KEBTPIMZEU4LTD58 31418DXK3 2051-03-01 2.000000 0.00 2500000.00 1309906.85 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.500000 0.00 71000.00 36325.56 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3777 B1V7KEBTPIMZEU4LTD58 31418DFT4 2049-09-01 4.500000 0.00 245000.00 24209.04 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9949 B1V7KEBTPIMZEU4LTD58 3140YYBT5 2054-02-01 5.000000 0.00 2652278.00 2194957.89 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1191 B1V7KEBTPIMZEU4LTD58 3140Y7KD9 2055-10-01 4.500000 0.00 130122618.00 119091854.25 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4606 B1V7KEBTPIMZEU4LTD58 31418EDL1 2042-05-01 2.000000 0.00 3033646.00 1885448.29 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4307 B1V7KEBTPIMZEU4LTD58 31418DYD8 2051-04-01 3.000000 0.00 84000.00 35514.05 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5059 B1V7KEBTPIMZEU4LTD58 3140XLTR9 2048-11-01 3.500000 0.00 2540000.00 1737653.68 Agency Mortgage-Backed Securities FNMS 06.000 CTFM1196 B1V7KEBTPIMZEU4LTD58 3140X4KJ4 2029-09-01 6.000000 0.00 4524541.00 92400.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1285 B1V7KEBTPIMZEU4LTD58 3140XGNB1 2052-02-01 3.500000 0.00 2501000.00 1405098.14 Agency Mortgage-Backed Securities Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 2000000000.00 2000000000.00 0.0051 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 3.680000% ARP1KBTL8 KB1H1DSPRFMYMCUFXT09 0000740906 ARP1KBTL8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII JM MA6645 M 549300M8ZYFG0OCMTT87 36179VL24 2050-05-20 2.500000 0.00 5000000.00 894866.59 Agency Mortgage-Backed Securities GNII EP 787430 C 549300M8ZYFG0OCMTT87 3622ADEB0 2064-05-20 2.500000 0.00 8000000.00 4250098.61 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 182331000.00 189712412.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 184450000.00 199456078.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 167143200.00 193986738.74 U.S. Treasuries (including strips) GNII JM MA8259 M 549300M8ZYFG0OCMTT87 36179XE85 2051-09-20 3.500000 0.00 12000000.00 7845881.89 Agency Mortgage-Backed Securities GNRM 2024-062 GM 549300M8ZYFG0OCMTT87 38384MEL7 2054-04-20 5.500000 0.00 12700548.00 12711817.62 Agency Collateralized Mortgage Obligation GNRM 2024-159 DB 549300M8ZYFG0OCMTT87 38384YCJ8 2054-10-20 5.000000 0.00 20000000.00 18845913.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 123365700.00 123417874.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 18511400.00 18427832.27 U.S. Treasuries (including strips) GNRM 2026-119 AB 549300M8ZYFG0OCMTT87 38385WKN3 2051-10-20 4.500000 0.00 5000000.00 4902060.00 Agency Collateralized Mortgage Obligation Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 758000000.00 758000000.00 0.0019 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.680000% ARP1KBTZ7 549300H47WTHXPU08X20 ARP1KBTZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 551674800.00 542598184.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 223408000.00 222401877.22 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0368 750000000.00 750000000.00 0.0019 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.760000% ARP1KCTT9 549300H47WTHXPU08X20 ARP1KCTT9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 500000000.00 500195603.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 486697200.00 487089808.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 139616300.00 140968832.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 500000000.00 493160500.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 500000000.00 494930994.57 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0376 2049890000.00 2049890000.00 0.0053 N N Y N BNP PARIBAS SA BNP PARIBAS SA 3.720000% ARP1KCVQ2 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1KCVQ2 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ARIZONA PUB SVC CO SR GLBL NT 50 YG6VT0TPHRH4TFVAQV64 040555DB7 2050-05-15 3.350000 0.00 1618000.00 1059227.30 Corporate Debt Securities BMW US CAP LLC SR 144A NT 29 KK5MZM9DIXLXZL9DZL15 05565ECR4 2029-08-13 4.650000 0.00 10000.00 10149.90 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 4.875%33 549300C3HATU4Q460S18 04636NAH6 2033-03-03 4.875000 0.00 53000.00 53777.60 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 55 549300H316CT32FQXI76 04686JAL5 2055-05-19 6.625000 0.00 559000.00 532475.45 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 55 549300H316CT32FQXI76 04686JAL5 2055-05-19 6.625000 0.00 383000.00 364826.65 Corporate Debt Securities ATMOS ENERGY CORP SR GLBL NT 3%27 QVLWEGTD2S8GJMO8D383 049560AN5 2027-06-15 3.000000 0.00 5000.00 4958.87 Corporate Debt Securities BANK MONTREAL MEDIUM SR NT 5.203%28 NQQ6HPCNCCU6TUTQYE16 06368LGV2 2028-02-01 5.203000 0.00 10000.00 10348.15 Corporate Debt Securities ARCHER DANIELS MIDLAND CO SR GLBL NT2.7%51 549300LO13MQ9HYSTR83 039482AC8 2051-09-15 2.700000 0.00 348000.00 205692.36 Corporate Debt Securities APPLE INC SR GLBL NT 27 HWUPKR0MPOU8FGXBT394 037833CJ7 2027-02-09 3.350000 0.00 10000000.00 10121755.56 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 30 WEQ82666OJYSI5GUAB47 04010LBN2 2030-01-15 5.550000 0.00 90000.00 90240.60 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 30 5493003NUVITP3TMY274 055451BD9 2030-09-08 5.250000 0.00 10000.00 10361.24 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 4.875%33 549300C3HATU4Q460S18 04636NAH6 2033-03-03 4.875000 0.00 25000.00 25366.79 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.834%102533 WFLLPEPC7FZXENRZV188 06406RBM8 2033-10-25 5.834000 0.00 59000.00 62302.07 Corporate Debt Securities AON CORP SR GLBL NT4.5%28 LTS3U8DGK38SETRUWX71 037389BB8 2028-12-15 4.500000 0.00 25000.00 25046.00 Corporate Debt Securities AUGUSTA SPINCO CORP SR GLBL NT 33 N/A 051473AE6 2033-03-23 4.945000 0.00 2330000.00 2333267.18 Corporate Debt Securities BPCE FR 4.76%011332 9695005MSX1OYEMGDF46 05571ABE4 2032-01-13 4.760000 0.00 750000.00 735307.50 Corporate Debt Securities WELLS FARGO & CO FR 2.393%060228 PBLD0EJDB5FWOLXP3B76 95000U2S1 2028-06-02 2.393000 0.00 80000.00 78882.55 Corporate Debt Securities WELLS FARGO & CO FR 4.844%052032 PBLD0EJDB5FWOLXP3B76 95000U4J9 2032-05-20 4.844000 0.00 540000.00 538538.46 Corporate Debt Securities SHELL INTERNATIONAL FIN BV GLBL NT 2.875%41 213800ITMMKU4Z7I4F78 822582CK6 2041-11-26 2.875000 0.00 955000.00 684029.23 Corporate Debt Securities NORFOLK SOUTHN CORP SR NT 4.837%41 54930036C8MWP850MI84 655844BH0 2041-10-01 4.837000 0.00 349000.00 323360.13 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 48 54930036C8MWP850MI84 655844BY3 2048-02-28 4.150000 0.00 100000.00 79051.75 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC GLBL NT 5.4%27 549300UTE50ZMDBG8A20 502431AP4 2027-01-15 5.400000 0.00 8000.00 8055.52 Corporate Debt Securities ORACLE CORP SR GLBL NT 55 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 2055-09-26 5.950000 0.00 5213000.00 4234935.49 Corporate Debt Securities SOUTHERN CALIF GAS CO 1M GLBL BBB BD54 XY0N0J73VHV5F4CUJV89 842434DA7 2054-04-01 5.600000 0.00 35000.00 32875.03 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER SR GLBL REGS 28 549300423Z16BB673J12 U2339CDB1 2028-02-22 3.750000 0.00 565000.00 566752.91 Corporate Debt Securities MITSUBISHI CORP SR GLBL REGS 34 KVIPTY4PULAPGC1VVD26 J43830FJ2 2034-07-17 5.125000 0.00 390000.00 387844.49 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2025B 55 9R1Z5I36FERIBVKW4P77 842400JH7 2055-03-01 5.900000 0.00 100000.00 94358.33 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR REGS NT5.7%33 5493001NEDZNIFRP2R92 U22018BB7 2033-06-15 5.700000 0.00 100000.00 96773.33 Corporate Debt Securities SOCIETE GENERALE FR 4.45%041230 O2RNE8IBXP4R0TD8PU41 83368TCM8 2030-04-12 4.450000 0.00 200000.00 199400.72 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2019B 49 9R1Z5I36FERIBVKW4P77 842400GR8 2049-03-01 4.875000 0.00 1000.00 827.54 Corporate Debt Securities SOCIETE GENERALE FR 6.066%011935 O2RNE8IBXP4R0TD8PU41 83368RBX9 2035-01-19 6.066000 0.00 2050000.00 2089630.60 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2013D 43 9R1Z5I36FERIBVKW4P77 842400FZ1 2043-10-01 4.650000 0.00 3000.00 2497.17 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 38 N/A 822905AU9 2038-12-15 6.375000 0.00 598000.00 643672.75 Corporate Debt Securities BARRICK INTL (BARBADOS) CORP GLBL B REGS NT36 549300Q10KSESPW7OK85 P1619PAB4 2036-10-15 6.350000 0.00 400000.00 430314.89 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 54 549300GHBMY8T5GXDE41 91324PFC1 2054-04-15 5.375000 0.00 65000.00 59482.57 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR GLBL 144A 46 549300B9WLO96RQCXP87 84615QAG8 2046-07-15 6.600000 0.00 4860000.00 4352599.80 Corporate Debt Securities SOUTHERN CALIF GAS CO GLBL NT 2.95%27 XY0N0J73VHV5F4CUJV89 842434CW0 2027-04-15 2.950000 0.00 107000.00 106828.38 Corporate Debt Securities UNIVERSAL HLTH SVCS INC SR SEC GLBL NT30 549300YGMGQDO0NMJD09 913903AW0 2030-10-15 2.650000 0.00 395000.00 357503.75 Corporate Debt Securities SYSCO CORP SR GLBL NT4.4%31 5RGWIFLMGH3YS7KWI652 871829BW6 2031-07-25 4.400000 0.00 361000.00 349597.21 Corporate Debt Securities SYSCO CORP SR GLBL NT4.4%31 5RGWIFLMGH3YS7KWI652 871829BW6 2031-07-25 4.400000 0.00 939000.00 909340.12 Corporate Debt Securities SVENSKA HANDELSBANKEN AB NY BR SNR PREF 144A 27 NHBDILHZTYCNBV5UYZ31 86959LAL7 2027-06-10 3.950000 0.00 608000.00 609462.75 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C SR GLBL REGS 45 549300D2L6J4NC1QVZ22 U09254AD2 2045-07-15 4.450000 0.00 270000.00 217492.50 Corporate Debt Securities SYNCHRONY BANK SR GLBL ACR NT27 549300UATVPGSLE43Z27 87166FAE3 2027-08-23 5.625000 0.00 331000.00 342312.75 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL 2023A 33 E8CD46SWUD2TSN8PA636 8426EPAG3 2033-09-15 5.750000 0.00 25000.00 26222.31 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL 2023A 33 E8CD46SWUD2TSN8PA636 8426EPAG3 2033-09-15 5.750000 0.00 190000.00 199289.52 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 27 549300GHBMY8T5GXDE41 91324PCW0 2027-01-15 3.450000 0.00 307000.00 306368.60 Corporate Debt Securities STATE STR CORP SR SB GLBL NT 31 549300ZFEEJ2IP5VME73 857477BP7 2031-03-03 2.200000 0.00 27000.00 24155.40 Corporate Debt Securities TRUIST FINL CORP FR 4.964%102336 549300DRQQI75D2JP341 89788MAV4 2036-10-23 4.964000 0.00 2275000.00 2199909.33 Corporate Debt Securities VODAFONE GROUP PLC GLBL NT 5.75%54 213800TB53ELEUKM7Q61 92857WCA6 2054-06-28 5.750000 0.00 6000.00 5434.68 Corporate Debt Securities SEMPRA SR GLBL NT 36 PBBKGKLRK5S5C0Y4T545 816851BX6 2036-03-15 5.250000 0.00 905000.00 894551.78 Corporate Debt Securities SMBC AVIATION CAP FIN SR GLBL 144A 31 549300OD7VKRVNWB2J98 78448TAQ5 2031-07-23 5.200000 0.00 9705000.00 9690399.37 Corporate Debt Securities TARGA RES CORP SR GLBL NT 35 5493003QENHHS261UR94 87612GAM3 2035-08-15 5.550000 0.00 30000.00 30609.35 Corporate Debt Securities SEMPRA SR GLBL NT 36 PBBKGKLRK5S5C0Y4T545 816851BX6 2036-03-15 5.250000 0.00 448000.00 442827.84 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.8%051530 Z2VZBHUMB7PWWJ63I008 89236TNJ0 2030-05-15 4.800000 0.00 675000.00 682110.00 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 5%32 UMI46YPGBLUE4VGNNT48 65339KCJ7 2032-07-15 5.000000 0.00 124000.00 123666.72 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT2.9%31 254900NAOGHJ88RZ4C73 423452AG6 2031-09-29 2.900000 0.00 5000.00 4503.79 Corporate Debt Securities SCHWAB CHARLES CORP ALT TIER I PERP 549300VSGCJ7E698NM85 808513AR6 2079-12-31 5.000000 0.00 4193000.00 4174816.36 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL DEB 5%30 UMI46YPGBLUE4VGNNT48 65339KCN8 2030-02-28 5.000000 0.00 25000.00 25631.00 Corporate Debt Securities NORDEA BK ABP MED TERM NTS FR 6.75% 529900ODI3047E2LIV03 65558RAQ2 2500-12-31 6.750000 0.00 1720000.00 1739603.70 Corporate Debt Securities RIO GRANDE LNG LLC SR SEC 144A NT31 549300B7F0EABT50P531 76711AAB3 2031-06-30 5.250000 0.00 5209000.00 5174720.44 Corporate Debt Securities VULCAN MATLS CO SR GLBL NT5.7%54 549300Q8LSNHAVWBNI21 929160BD0 2054-12-01 5.700000 0.00 2000.00 1904.26 Corporate Debt Securities TRIMBLE INC CR SEN SR GLBL28 549300E2MI7NSZFQWS19 896239AC4 2028-06-15 4.900000 0.00 4000.00 4017.92 Corporate Debt Securities TRUIST FINL CORP PERP JR SB GLBL 549300DRQQI75D2JP341 89832QAC3 2500-12-31 5.125000 0.00 6992000.00 6984998.29 Corporate Debt Securities SEMPRA GLBL NT 5.5%33 PBBKGKLRK5S5C0Y4T545 816851BR9 2033-08-01 5.500000 0.00 996000.00 1034565.12 Corporate Debt Securities RIO GRANDE LNG LLC SR SEC 144A NT31 549300B7F0EABT50P531 76711AAB3 2031-06-30 5.250000 0.00 1741000.00 1729542.77 Corporate Debt Securities NISOURCE INC SR NT 5.65%45 549300D8GOWWH0SJB189 65473QBD4 2045-02-01 5.650000 0.00 549000.00 534402.09 Corporate Debt Securities SEMPRA SR GLBL NT 4%48 PBBKGKLRK5S5C0Y4T545 816851BJ7 2048-02-01 4.000000 0.00 312000.00 231981.36 Corporate Debt Securities TYSON FOODS INC SR GLBL NT5.7%34 WD6L6041MNRW1JE49D58 902494BM4 2034-03-15 5.700000 0.00 81000.00 84165.75 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT2.9%31 254900NAOGHJ88RZ4C73 423452AG6 2031-09-29 2.900000 0.00 153000.00 137815.94 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 29 549300B3CEAHYG7K8164 65535HBC2 2029-07-06 5.605000 0.00 3260000.00 3327326.70 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 28 N/A 822905AS4 2028-11-13 3.875000 0.00 65000.00 64749.48 Corporate Debt Securities NSTAR ELEC CO SR GLBL DB5.4%34 54930080R72Y2Z31UR68 67021CAV9 2034-06-01 5.400000 0.00 100000.00 101383.00 Corporate Debt Securities WELLS FARGO & CO FR 3.526%032428 PBLD0EJDB5FWOLXP3B76 95000U2V4 2028-03-24 3.526000 0.00 503000.00 505856.51 Corporate Debt Securities WELLS FARGO & CO FR 3.526%032428 PBLD0EJDB5FWOLXP3B76 95000U2V4 2028-03-24 3.526000 0.00 95000.00 95539.50 Corporate Debt Securities NORTHWESTERN UNIV GLBL -2025 BD 35 OBWWNZE695DUK77DTI34 668444AT9 2035-12-01 4.940000 0.00 1000.00 991.87 Corporate Debt Securities UNION ELEC CO SR SEC GLBL NT27 QMPJLLDULY5C1M8PNY21 906548CM2 2027-06-15 2.950000 0.00 500000.00 496119.72 Corporate Debt Securities UNION ELEC CO 1M GLBL BD 51 QMPJLLDULY5C1M8PNY21 906548CS9 2051-03-15 2.625000 0.00 727000.00 422929.83 Corporate Debt Securities WABTEC SR GLBL NT4.9%30 06BTX5UWZD0GQ5N5Y745 960386AS9 2030-05-29 4.900000 0.00 83000.00 83597.51 Corporate Debt Securities WELLS FARGO & CO FR 5.15%042331 PBLD0EJDB5FWOLXP3B76 95000U3W1 2031-04-23 5.150000 0.00 176000.00 179430.14 Corporate Debt Securities QUEST DIAGNOSTICS INC 4.2%29 8MCWUBXQ0WE04KMXBX50 74834LBA7 2029-06-30 4.200000 0.00 75000.00 74200.50 Corporate Debt Securities REGENERON PHARMACEUTICALS SR GLBL NT2.8%50 549300RCBFWIRX3HYQ56 75886FAF4 2050-09-15 2.800000 0.00 200000.00 118145.56 Corporate Debt Securities PROLOGIS L P SR GLBL NT 34 GL16H1DHB0QSHP25F723 74340XCH2 2034-01-15 5.125000 0.00 212000.00 211060.37 Corporate Debt Securities KILROY RLTY L P SR GLBL NT 35 5493008CT3N3JR7P1552 49427RAT9 2035-10-15 5.875000 0.00 1255000.00 1242536.11 Corporate Debt Securities USB REALTY CORP -A 6.091% N/A 903312AA4 2500-12-31 5.161500 0.00 1300000.00 1167275.22 Corporate Debt Securities KENTUCKY UTILS CO 1M GLBL BD 33 AGX0G2MXE54NFNNICD28 491674BN6 2033-04-15 5.450000 0.00 25000.00 25690.18 Corporate Debt Securities SEMPRA SR GLBL NT 4%48 PBBKGKLRK5S5C0Y4T545 816851BJ7 2048-02-01 4.000000 0.00 35000.00 26023.55 Corporate Debt Securities RTX CORPORATION GLBL NT 5.75%26 I07WOS4YJ0N7YRFE7309 75513ECT6 2026-11-08 5.750000 0.00 625000.00 635023.09 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PEJ1 2030-07-22 4.995000 0.00 2058000.00 2063121.85 Corporate Debt Securities REPSOL E&P CAPITAL MARKETS US SR 144A NT 35 894500D0J12FRZ3Q0M15 76026AAC1 2035-09-16 5.976000 0.00 459000.00 472104.45 Corporate Debt Securities TRUIST FINL CORP FR 5.071%052031 549300DRQQI75D2JP341 89788MAU6 2031-05-20 5.071000 0.00 289000.00 292303.60 Corporate Debt Securities STATE STR CORP PERP GLBL -I NT 549300ZFEEJ2IP5VME73 857477CH4 2500-12-31 6.700000 0.00 1325000.00 1366049.97 Corporate Debt Securities STATE STR CORP PERP GLBL -I NT 549300ZFEEJ2IP5VME73 857477CH4 2500-12-31 6.700000 0.00 9251000.00 9537606.26 Corporate Debt Securities TRUIST FINL CORP FR 4.68%042332 549300DRQQI75D2JP341 89788MAX0 2032-04-23 4.680000 0.00 85000.00 84287.70 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 31 549300VSGCJ7E698NM85 808513CK9 2031-11-14 4.343000 0.00 3000.00 2959.56 Corporate Debt Securities NISOURCE INC SR NT 5.25%43 549300D8GOWWH0SJB189 65473QBB8 2043-02-15 5.250000 0.00 1000.00 935.00 Corporate Debt Securities CEMEX SAB DE CV SR GLBL NT 36 549300RIG2CXWN6IV731 151290CD3 2036-06-05 5.750000 0.00 1200000.00 1180733.33 Corporate Debt Securities CDW LLC / CDW FIN CORP SR GLBL NT 31 N/A 12513GBJ7 2031-12-01 3.569000 0.00 2000.00 1829.58 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 5%34 CZCBJZWDMLTHWJDXU843 171239AK2 2034-03-15 5.000000 0.00 50000.00 50337.44 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 4.1%081528 EDBQKYOPJUCJKLOJDE72 14913UBB5 2028-08-15 4.100000 0.00 600000.00 607473.33 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM FR 3.85%060127 549300T15RIMIKZC5Q38 136385AX9 2027-06-01 3.850000 0.00 820000.00 820448.27 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 5%34 CZCBJZWDMLTHWJDXU843 171239AK2 2034-03-15 5.000000 0.00 3116000.00 3137029.54 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 33 5493005UEC8AZ34LDV29 16411QAQ4 2033-06-30 5.950000 0.00 261000.00 270753.13 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP SR GLBL NT5.2%32 549300CJHBL7JBUA6503 11120VAN3 2032-04-01 5.200000 0.00 220000.00 222933.33 Corporate Debt Securities CARVANA AUTO REC TR 2021-P4 A-4 20271210 1.6 N/A 14687KAD8 2027-12-10 1.640000 0.00 17000.00 1578.15 Asset-Backed Securities CHEVRON PHILLIPS CHEM CO LLC SR 144A NT 30 N/A 166754AX9 2030-05-15 4.750000 0.00 60000.00 60262.67 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT 32 549300QHC068L40NNM71 120568BP4 2032-04-21 5.250000 0.00 140000.00 142758.47 Corporate Debt Securities CATERPILLAR INC SR GLBL DEB 36 WRJR7GS4GTRECRRTVX92 149123BN0 2036-08-15 6.050000 0.00 1000.00 1096.83 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 46 6SHGI4ZSSLCXXQSBB395 172967KR1 2046-05-18 4.750000 0.00 1000.00 832.69 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 46 6SHGI4ZSSLCXXQSBB395 172967KR1 2046-05-18 4.750000 0.00 2785000.00 2319047.07 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 4.2%051528 EDBQKYOPJUCJKLOJDE72 14913V2A5 2028-05-15 4.200000 0.00 1000.00 1004.98 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 31 ZUE8T73ROZOF6FLBAR73 14040HDC6 2031-10-30 7.624000 0.00 768000.00 850421.76 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 32 5493005UEC8AZ34LDV29 16411QAN1 2032-01-31 3.250000 0.00 123000.00 111397.41 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT4.3%43 54930036474DURYNB481 13648TAD9 2043-05-15 4.300000 0.00 183000.00 154138.66 Corporate Debt Securities CENOVUS ENERGY INC SR NT 6.75%39 254900LJGL2N2XEMD470 15135UAF6 2039-11-15 6.750000 0.00 612000.00 673261.20 Corporate Debt Securities CENOVUS ENERGY INC GLBL NT 5.4%47 254900LJGL2N2XEMD470 15135UAR0 2047-06-15 5.400000 0.00 98000.00 88463.62 Corporate Debt Securities CELULOSA ARAUCO Y CONSTITUCION SR GLBL 144A 30 549300QEKV8G0AMNQD28 151191BJ1 2030-01-29 4.200000 0.00 470000.00 438126.17 Corporate Debt Securities CITIGROUP INC SR GLBL NT 33 6SHGI4ZSSLCXXQSBB395 17327CAQ6 2033-01-25 3.057000 0.00 5413000.00 4865580.60 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT 30 CZCBJZWDMLTHWJDXU843 171239AG1 2030-09-15 1.375000 0.00 160000.00 140333.51 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 36 549300VIWYMSIGT1U456 125523CZ1 2036-01-15 5.250000 0.00 3252000.00 3204434.08 Corporate Debt Securities CNA FINL CORP SR GLBL NT 34 549300YX2GSZD7YG1R84 126117AY6 2034-02-15 5.125000 0.00 48000.00 48013.53 Corporate Debt Securities CNA FINL CORP SR GLBL NT 34 549300YX2GSZD7YG1R84 126117AY6 2034-02-15 5.125000 0.00 446000.00 446125.75 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 5%35 FGLT0EWZSUIRRITFOA30 291011BT0 2035-03-15 5.000000 0.00 399000.00 401361.64 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 33 549300R22LSX6OHWEN64 25278XAV1 2033-03-15 6.250000 0.00 835000.00 896715.78 Corporate Debt Securities EAST OHIO GAS CO SR GLBL C 144A50 BC95Y6MXLT75BGO7UM71 27409LAE3 2050-06-15 3.000000 0.00 4495000.00 2753022.68 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1MTG BD 5.3%40 MWIUSDMN17TCR56VW396 26442CAH7 2040-02-15 5.300000 0.00 97000.00 96324.77 Corporate Debt Securities EIDP INC SR GLBL NT4.8%33 GLU7INWNWH88J9XBXD45 263534CR8 2033-05-15 4.800000 0.00 1163000.00 1143442.22 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL NT5.4%35 2549009GW3Z3DQCB8H87 30212PBL8 2035-02-15 5.400000 0.00 7432000.00 7433412.08 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.4%061529 E0KSF7PFQ210NWI8Z391 24422EYP8 2029-06-15 4.400000 0.00 396000.00 395955.56 Corporate Debt Securities EQUINIX ASIA FING CORP PTE LTD SR GLBL NT4.4%31 2549002E9B0F5FQ3X427 29447KAA3 2031-03-15 4.400000 0.00 750000.00 739690.83 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT5.9%64 549300R22LSX6OHWEN64 25278XBB4 2064-04-18 5.900000 0.00 247000.00 234835.39 Corporate Debt Securities EQUINIX INC SR GLBL NT2.5%31 549300EVUN2BTLJ3GT74 29444UBS4 2031-05-15 2.500000 0.00 100000.00 89115.78 Corporate Debt Securities EL PASO NAT GAS CO SR 144A NT3.5%32 N/A 283695BQ6 2032-02-15 3.500000 0.00 150000.00 140954.83 Corporate Debt Securities DUKE ENERGY OHIO INC 1M GLBL BD4.3%49 L6KC0HABGHNFU1Z6QY21 26442EAG5 2049-02-01 4.300000 0.00 96000.00 76606.08 Corporate Debt Securities EL PASO NAT GAS CO SR 144A NT3.5%32 N/A 283695BQ6 2032-02-15 3.500000 0.00 5000.00 4698.49 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT5.4%34 549300R22LSX6OHWEN64 25278XAZ2 2034-04-18 5.400000 0.00 1895000.00 1923008.10 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT5.4%34 549300R22LSX6OHWEN64 25278XAZ2 2034-04-18 5.400000 0.00 3272000.00 3320360.16 Corporate Debt Securities DOMINION ENERGY GAS HLDGS LLC SR GLBL -A NT 35 549300BFOD6TDMVV4O24 27636AAB8 2035-01-15 5.800000 0.00 100000.00 102063.78 Corporate Debt Securities EQUINIX INC SR GLBL NT2.5%31 549300EVUN2BTLJ3GT74 29444UBS4 2031-05-15 2.500000 0.00 265000.00 236156.81 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 26 549300GZKULIZ0WOW665 254687DK9 2026-11-15 3.375000 0.00 56000.00 56260.68 Corporate Debt Securities DISNEY WALT CO SR GLBL NT2.2%28 549300GZKULIZ0WOW665 254687FW1 2028-01-13 2.200000 0.00 100000.00 97164.00 Corporate Debt Securities DISNEY WALT CO SR GLBL NT2.2%28 549300GZKULIZ0WOW665 254687FW1 2028-01-13 2.200000 0.00 434000.00 421691.76 Corporate Debt Securities DOMINION ENERGY GAS HLDGS LLC SR GLBL -A NT 35 549300BFOD6TDMVV4O24 27636AAB8 2035-01-15 5.800000 0.00 11452000.00 11688343.83 Corporate Debt Securities EQUINIX ASIA FING CORP PTE LTD SR GLBL NT4.4%31 2549002E9B0F5FQ3X427 29447KAA3 2031-03-15 4.400000 0.00 819000.00 807742.39 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG -20252 144A NT30 635400B4JJBON4TCHF02 29449WAT4 2030-03-27 5.000000 0.00 70000.00 70979.46 Corporate Debt Securities EBAY INC. SR GLBL NT 35 OML71K8X303XQONU6T67 278642BE2 2035-11-06 5.125000 0.00 5755000.00 5643472.10 Corporate Debt Securities DISNEY WALT CO SR GLBL NT 34 549300GZKULIZ0WOW665 254687DX1 2034-08-01 8.450000 0.00 9000.00 11145.87 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 35 549300ILTEOF3E3QY357 29670GAK8 2035-08-15 5.250000 0.00 490000.00 493752.58 Corporate Debt Securities ENTERGY MISSISSIPPI LLC 1M GLBL BD 36 54930043I78H35DVVW89 29366WAH9 2036-04-15 5.050000 0.00 573000.00 563958.22 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 35 549300ILTEOF3E3QY357 29670GAK8 2035-08-15 5.250000 0.00 914000.00 920999.72 Corporate Debt Securities DUQUESNE LT HLDGS INC SR GLBL 144A 27 4CUJ1D8WDXK9X7QI6B93 266233AG0 2027-08-01 3.616000 0.00 5973000.00 6017976.69 Corporate Debt Securities DOMINION ENERGY INC SR GLBL A NT5%30 ILUL7B6Z54MRYCF6H308 25746UDW6 2030-06-15 5.000000 0.00 1868000.00 1885482.40 Corporate Debt Securities DOMINION ENERGY INC SR GLBL A NT5%30 ILUL7B6Z54MRYCF6H308 25746UDW6 2030-06-15 5.000000 0.00 113000.00 114057.55 Corporate Debt Securities DOMINION ENERGY INC SR GLBL A NT5%30 ILUL7B6Z54MRYCF6H308 25746UDW6 2030-06-15 5.000000 0.00 239000.00 241236.77 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 35 549300ILTEOF3E3QY357 29670GAK8 2035-08-15 5.250000 0.00 1875000.00 1889359.37 Corporate Debt Securities EVERGY METRO INC -2023 BD 4.95%33 1128SIJQ26096WL7IO82 30037DAB1 2033-04-15 4.950000 0.00 20000.00 19976.90 Corporate Debt Securities FEDEX CORP SR GLBL NT5.1%44 549300E707U7WNPZN687 31428XDP8 2044-01-15 5.100000 0.00 1977000.00 1771108.63 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 4%27 213800STG1QDNBY87K49 378272AN8 2027-03-27 4.000000 0.00 187000.00 188972.43 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SR 144A NT 33 98450051B2E65CAA7E94 37959GAD9 2033-06-15 7.950000 0.00 3249000.00 3544588.60 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SR 144A NT 33 98450051B2E65CAA7E94 37959GAD9 2033-06-15 7.950000 0.00 70000.00 76368.48 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SR 144A NT 33 98450051B2E65CAA7E94 37959GAD9 2033-06-15 7.950000 0.00 3217000.00 3509677.30 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT3.5%27 9C1X8XOOTYY2FNYTVH06 369550BL1 2027-04-01 3.500000 0.00 47000.00 47317.56 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 36 213800STG1QDNBY87K49 378272CE6 2036-04-01 5.508000 0.00 2095000.00 2107947.10 Corporate Debt Securities GLOBAL ATLANTIC FINANCE CO SR 144A NT 54 98450051B2E65CAA7E94 37959GAF4 2054-03-15 6.750000 0.00 870000.00 827848.50 Corporate Debt Securities GARTNER INC SR GLBL NT5.6%35 PP55B5R38BFB8O8HH686 366651AK3 2035-11-20 5.600000 0.00 490000.00 467991.38 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GF33 2032-06-03 4.972000 0.00 5000000.00 4980802.22 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 34 5493007Q8VD7Q3ZYZS59 377372AB3 2034-04-15 5.375000 0.00 157000.00 161905.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 45 784F5XWPLTWKTBV3E584 38141GVS0 2045-10-21 4.750000 0.00 98000.00 83812.00 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.4%29 54930070NSV60J38I987 37045VAY6 2029-10-15 5.400000 0.00 4000.00 4119.76 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 28 784F5XWPLTWKTBV3E584 38141GC77 2028-04-23 4.937000 0.00 399000.00 405268.13 Corporate Debt Securities KROGER CO SR GLBL NT 5%34 6CPEOKI6OYJ13Q6O7870 501044DV0 2034-09-15 5.000000 0.00 5244000.00 5188617.53 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 56 784F5XWPLTWKTBV3E584 38141GC51 2056-01-28 5.734000 0.00 12845000.00 11988339.12 Corporate Debt Securities GLOBE LIFE INC SR GLBL NT 34 5493001JFHKQOPP6XA71 37959EAC6 2034-09-15 5.850000 0.00 300000.00 311475.00 Corporate Debt Securities GLAXOSMITHKLINE CAP INC SR GLBL NT 28 5493007Q8VD7Q3ZYZS59 377372AN7 2028-05-15 3.875000 0.00 680000.00 679748.78 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT3.8%30 784F5XWPLTWKTBV3E584 38141GXH2 2030-03-15 3.800000 0.00 62000.00 60524.12 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT3.8%30 784F5XWPLTWKTBV3E584 38141GXH2 2030-03-15 3.800000 0.00 555000.00 541788.53 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 36 QEKMOTMBBKA8I816DO57 437076AS1 2036-12-16 5.875000 0.00 114000.00 119666.23 Corporate Debt Securities OREILLY AUTOMOTIVE INC SR GLBL NT 5%34 549300K2RLMQL149Q332 67103HAN7 2034-08-19 5.000000 0.00 400000.00 398576.00 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 27 QEKMOTMBBKA8I816DO57 437076DB5 2027-06-25 4.875000 0.00 5000.00 5051.62 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 5%32 UMI46YPGBLUE4VGNNT48 65339KCJ7 2032-07-15 5.000000 0.00 383000.00 381970.58 Corporate Debt Securities HPS CORPORATE LENDING FUND SR GLBL NT4.9%28 549300ZS7IHUA6FKFV61 40440VBB0 2028-09-11 4.900000 0.00 600000.00 599955.33 Corporate Debt Securities SIMON PPTY GROUP LP 3.375%27 MR92GTD0MJTTTTQDVG45 828807DE4 2027-12-01 3.375000 0.00 100000.00 99123.50 Corporate Debt Securities HARTFORD INSURANCE GROUP INC SR GLBL NT 36 IU7C3FTM7Y3BQM112U94 416515AS3 2036-10-15 5.950000 0.00 426000.00 446554.26 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 28 549300SMVCQN2P0O6I58 80282KBC9 2028-01-06 2.490000 0.00 44000.00 43656.76 Corporate Debt Securities SEMPRA JR SB GLBL NT 52 PBBKGKLRK5S5C0Y4T545 816851BM0 2052-04-01 4.125000 0.00 2000.00 2011.48 Corporate Debt Securities NSTAR ELEC CO SR GLBL DEB 29 54930080R72Y2Z31UR68 67021CAN7 2029-05-15 3.250000 0.00 5000.00 4851.41 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 32 5493002QQ7GD21OWF963 67077MBF4 2032-03-12 5.250000 0.00 878000.00 901820.87 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT 33 549300BX44RGX6ANDV88 42824CCE7 2033-04-01 5.250000 0.00 10000.00 10090.27 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT2.3%30 5493005X2GO78EFZ3E94 70450YAH6 2030-06-01 2.300000 0.00 2570000.00 2362146.97 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.25%31 FRDRIPF3EKNDJ2CQJL29 532457DC9 2031-03-15 4.250000 0.00 5000.00 4986.73 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 5%35 5493003STKEZ2S0RNU91 50077LAL0 2035-07-15 5.000000 0.00 170000.00 163191.88 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT 35 EFQMQROEDSNBRIP7LE47 534187BZ1 2035-11-15 5.350000 0.00 128000.00 125094.97 Corporate Debt Securities PEPSICO INC SR NT 5.5%40 FJSUNZKFNQ5YPJ5OT455 713448BP2 2040-01-15 5.500000 0.00 200000.00 200990.89 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL RR NT 32 225YDZ14ZO8E1TXUSU86 571903BT9 2032-04-15 5.100000 0.00 8000.00 8131.17 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 5%42 5493003STKEZ2S0RNU91 50076QAE6 2042-06-04 5.000000 0.00 600000.00 525190.00 Corporate Debt Securities MACQUARIE BK LTD FR 4.529%032929 4ZHCHI4KYZG2WVRT8631 55608PCB8 2029-03-29 4.529000 0.00 100000.00 101127.67 Corporate Debt Securities MARS INC SR GLBL 144A 35 54930073HKEO6GZBSS03 571676BA2 2035-03-01 5.200000 0.00 25000.00 25251.42 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL QQ NT 35 225YDZ14ZO8E1TXUSU86 571903BS1 2035-03-15 5.350000 0.00 2000.00 2023.96 Corporate Debt Securities OLD REP INTL CORP SR GLBL NT 34 549300IV6O2YY2A1KH37 680223AM6 2034-03-28 5.750000 0.00 200000.00 205065.17 Corporate Debt Securities OLD REP INTL CORP SR GLBL NT 34 549300IV6O2YY2A1KH37 680223AM6 2034-03-28 5.750000 0.00 18926000.00 19405316.72 Corporate Debt Securities M & T BK CORP FR 5.4%073035 549300WYXDDBYRASEG81 55261FAZ7 2035-07-30 5.400000 0.00 353000.00 350518.41 Corporate Debt Securities LLOYDS BANKING GROUP PLC ALT TIER I PERP 549300PPXHEU2JF0AM85 53944YAV5 2500-12-31 8.000000 0.00 5462000.00 5798708.02 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 5.05%031335 5493006GGLR4BTEL8O61 86563VCB3 2035-03-13 5.050000 0.00 200000.00 199087.67 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 29 549300GHBMY8T5GXDE41 91324PDS8 2029-08-15 2.875000 0.00 41000.00 39495.17 Corporate Debt Securities TR FIN LLC SR GLBL NT 40 254900OWSTRTOV8P5W25 87268LAB3 2040-04-15 5.850000 0.00 1049000.00 1040403.44 Corporate Debt Securities SYSTEM ENERGY RESOURCES INC 1M GLBL BD5.3%34 N/A 871911AV5 2034-12-15 5.300000 0.00 204000.00 201974.73 Corporate Debt Securities SYSCO CORP SR GLBL NT 51 5RGWIFLMGH3YS7KWI652 871829BR7 2051-12-14 3.150000 0.00 5510000.00 3382547.67 Corporate Debt Securities SYSTEM ENERGY RESOURCES INC 1M GLBL BD5.3%34 N/A 871911AV5 2034-12-15 5.300000 0.00 3060000.00 3029621.00 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 6%65 2S72QS2UO2OESLG6Y829 92343VHK3 2065-11-30 6.000000 0.00 5000000.00 4597700.00 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 3%41 549300V2JRLO5DIFGE82 87264ABL8 2041-02-15 3.000000 0.00 928000.00 667569.17 Corporate Debt Securities TAMPA ELEC CO SR NT 6.15%37 WS423EPRKJIIJUITXD73 875127AW2 2037-05-15 6.150000 0.00 140000.00 146616.87 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 32 549300V2JRLO5DIFGE82 87264ADS1 2032-05-15 5.125000 0.00 322000.00 324257.04 Corporate Debt Securities SCHWAB CHARLES CORP PERP GLBL -L NT 549300VSGCJ7E698NM85 808513CM5 2500-12-31 6.100000 0.00 886000.00 890381.27 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC 144A NT 5.1%29 635400IPRNPM6HDHRS48 79587J2A0 2029-12-10 5.100000 0.00 56000.00 56405.72 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 33 D71FAKCBLFS2O0RBPG08 969457CJ7 2033-03-15 5.650000 0.00 3736000.00 3878769.16 Corporate Debt Securities WP CAREY INC GLBL NT 5.375%34 54930042CRNE713E3Q67 92936UAM1 2034-06-30 5.375000 0.00 100000.00 99993.92 Corporate Debt Securities SANTANDR DR AUTO REC TR 2025-3 D 20310915 5.1 N/A 80288JAF0 2031-09-15 5.110000 0.00 1932000.00 1936774.19 Asset-Backed Securities UNILEVER CAP CORP SR GLBL NT 31 MYF1DAS6G5WY7PRWCU78 904764BQ9 2031-08-12 1.750000 0.00 250000.00 218261.32 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613BE7 2500-12-31 9.250000 0.00 23860000.00 27725598.37 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.1%44 8MYN82XMYQH89CTMTH67 94973VBF3 2044-01-15 5.100000 0.00 569000.00 506982.79 Corporate Debt Securities WELLS FARGO & CO VR 091525-091529 PBLD0EJDB5FWOLXP3B76 95000U3Z4 2029-09-15 4.531000 0.00 12251000.00 12358330.41 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 33 D71FAKCBLFS2O0RBPG08 969457CJ7 2033-03-15 5.650000 0.00 622000.00 645769.38 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 33 D71FAKCBLFS2O0RBPG08 969457CJ7 2033-03-15 5.650000 0.00 1240000.00 1287385.91 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613AJ7 2079-12-31 4.875000 0.00 5000000.00 5087827.08 Corporate Debt Securities RTX CORPORATION GLBL NT 4.35%47 I07WOS4YJ0N7YRFE7309 75513ECK5 2047-04-15 4.350000 0.00 39000.00 31904.66 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.6%031133 Z2VZBHUMB7PWWJ63I008 89236TPS8 2033-03-11 4.600000 0.00 277000.00 273433.16 Corporate Debt Securities TYSON FOODS INC SR GLBL NT 27 WD6L6041MNRW1JE49D58 902494BC6 2027-06-02 3.550000 0.00 220000.00 219748.77 Corporate Debt Securities VODAFONE GROUP PLC GLBL NT 5.625%53 213800TB53ELEUKM7Q61 92857WBY5 2053-02-10 5.625000 0.00 1000.00 913.58 Corporate Debt Securities SHELL FIN US INC SR GLBL NT5.5%40 N/A 822905AW5 2040-03-25 5.500000 0.00 688000.00 694412.16 Corporate Debt Securities LOWES COS INC SR GLBL NT 33 WAFCR4OKGSC504WU3E95 548661EQ6 2033-07-01 5.150000 0.00 42000.00 41973.19 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR NT 5.95%43 2HKVXE7U4NF5B6UGSU72 84756NAE9 2043-09-25 5.950000 0.00 490000.00 493368.75 Corporate Debt Securities OTIS WORLDWIDE CORP GLBL NT 3.362%50 549300ZLBKR8VSU25153 68902VAM9 2050-02-15 3.362000 0.00 2897000.00 1986248.54 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 30 CFGNEKW0P8842LEUIA51 693475CL7 2030-07-19 4.831000 0.00 750000.00 750226.46 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD6.1%29 1HNPXZSMMB7HMBMVBS46 694308KL0 2029-01-15 6.100000 0.00 2633000.00 2710123.50 Corporate Debt Securities MARKEL GROUP INC SR GLBL NT 5%46 549300SCNO12JLWIK605 570535AQ7 2046-04-05 5.000000 0.00 47000.00 41394.36 Corporate Debt Securities SERVICENOW INC SR GLBL NT 33 549300HJTQM36M0E1G39 81762PAH5 2033-05-15 5.050000 0.00 35000.00 34890.14 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 28 DPRBOZP0K5RM2YE8UU08 539830CK3 2028-08-15 4.150000 0.00 11000.00 11146.15 Corporate Debt Securities CARNIVAL UK LTD SR GLBL DEB 27 F1OF2ZSX47CR0BCWA982 693070AD6 2027-06-01 7.875000 0.00 6325000.00 6555388.12 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 5%35 DPRBOZP0K5RM2YE8UU08 539830CM9 2035-08-15 5.000000 0.00 34000.00 34402.41 Corporate Debt Securities SIXTH STREET SPECIALTY LENDING SR GLBL NT2.5%26 549300TX61566GJWCN05 83012AAA7 2026-08-01 2.500000 0.00 200000.00 202472.00 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 2.691%062332 ACMHD8HWFMFUIQQ8Y590 55607PAG0 2032-06-23 2.691000 0.00 545000.00 487949.67 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL -W NT 34 225YDZ14ZO8E1TXUSU86 571903AX1 2034-10-01 4.500000 0.00 132000.00 125512.20 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 30 AR5L2ODV9HN37376R084 57636QAP9 2030-03-26 3.350000 0.00 108000.00 104409.21 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL TT NT 27 225YDZ14ZO8E1TXUSU86 571903BV4 2027-07-15 4.200000 0.00 100000.00 99896.67 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT3.8%46 AR5L2ODV9HN37376R084 57636QAH7 2046-11-21 3.800000 0.00 90000.00 68684.30 Corporate Debt Securities PAYCHEX INC SR GLBL NT 32 529900K900DW6SUBM174 704326AB3 2032-04-15 5.350000 0.00 191000.00 194713.57 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 33 2T3D6M0JSY48PSZI1Q41 682680BL6 2033-09-01 6.050000 0.00 848000.00 897216.51 Corporate Debt Securities MARS INC SR GLBL 144A 45 54930073HKEO6GZBSS03 571676BB0 2045-05-01 5.650000 0.00 15368000.00 14974963.40 Corporate Debt Securities LOWES COS INC SR GLBL NT 5%33 WAFCR4OKGSC504WU3E95 548661EL7 2033-04-15 5.000000 0.00 25513000.00 25605668.89 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 30 2T3D6M0JSY48PSZI1Q41 682680BS1 2030-06-01 3.250000 0.00 50000.00 47189.83 Corporate Debt Securities PPL ELEC UTILS CORP 1M GLBL BD 34 549300GCZLSGYEYPIR35 69351UBC6 2034-02-15 4.850000 0.00 3000.00 3000.46 Corporate Debt Securities PPL ELEC UTILS CORP 1M GLBL BD 34 549300GCZLSGYEYPIR35 69351UBC6 2034-02-15 4.850000 0.00 6000.00 6000.92 Corporate Debt Securities PPL ELEC UTILS CORP 1M GLBL BD 34 549300GCZLSGYEYPIR35 69351UBC6 2034-02-15 4.850000 0.00 96000.00 96014.77 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP SUB GLBL -V CFGNEKW0P8842LEUIA51 693475BF1 2500-12-31 6.200000 0.00 16206000.00 16466628.49 Corporate Debt Securities MACQUARIE BK LTD SR 144A NT 26 4ZHCHI4KYZG2WVRT8631 55608PBQ6 2026-12-07 5.391000 0.00 495000.00 501081.82 Corporate Debt Securities LOWES COS INC SR GLBL NT 62 WAFCR4OKGSC504WU3E95 548661EF0 2062-04-01 4.450000 0.00 1245000.00 935235.70 Corporate Debt Securities HALLIBURTON CO SR GLBL NT 35 ENYF8GB5SMQZ25S06U51 406216BJ9 2035-11-15 4.850000 0.00 610000.00 586648.52 Corporate Debt Securities OWENS CORNING NEW SR NT 7%36 JO5M6676RDJIZ2U8X907 690742AB7 2036-12-01 7.000000 0.00 1332000.00 1486041.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38145GAW0 2037-07-21 5.655000 0.00 8910000.00 8907334.42 Corporate Debt Securities LIBERTY UTILITIES CO DE SR 144A NT 36 549300UN1FEYPC5BKW09 531542AD0 2036-05-15 5.650000 0.00 126000.00 124102.16 Corporate Debt Securities GOLDMAN SACHS GROUP INC 4.411%39 784F5XWPLTWKTBV3E584 38141GXA7 2039-04-23 4.411000 0.00 226000.00 201568.89 Corporate Debt Securities LOWES COS INC SR GLBL NT 4%28 WAFCR4OKGSC504WU3E95 548661EU7 2028-10-15 4.000000 0.00 85000.00 84856.16 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL -B NT 42 DPRBOZP0K5RM2YE8UU08 539830BB4 2042-12-15 4.070000 0.00 101000.00 83297.79 Corporate Debt Securities LPL HLDGS INC SR GLBL NT 35 549300Z5YF8CCRMYUL26 50212YAQ7 2035-06-15 5.750000 0.00 3659000.00 3626095.43 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT 34 549300UTE50ZMDBG8A20 502431AU3 2034-06-01 5.350000 0.00 18000.00 18172.38 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -P 82 UMI46YPGBLUE4VGNNT48 65339KCB4 2082-03-15 3.800000 0.00 420000.00 420405.53 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT 34 DPRBOZP0K5RM2YE8UU08 539830CA5 2034-02-15 4.750000 0.00 212000.00 212365.23 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 32 784F5XWPLTWKTBV3E584 38141GD92 2032-01-21 4.623000 0.00 1000.00 998.80 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 34 549300VSGCJ7E698NM85 808513CH6 2034-08-24 6.136000 0.00 563000.00 604459.19 Corporate Debt Securities ORACLE CORP SR GLBL NT6.1%65 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 2065-09-26 6.100000 0.00 44000.00 35425.30 Corporate Debt Securities INTEL CORP SR NT 4.8%41 KNX4USFCNGPY45LOCE31 458140AK6 2041-10-01 4.800000 0.00 32000.00 27912.64 Corporate Debt Securities HONEYWELL AEROSPACE INC SR 144A NT 56 213800ZUAQRBYL67JS90 43849RAJ4 2056-03-16 5.732000 0.00 608000.00 593180.00 Corporate Debt Securities HEALTHPEAK OP LLC SR GLBL NT 35 PZ9HF5U52KPF0MH0QN75 42250GAA1 2035-02-15 5.375000 0.00 100000.00 101495.47 Corporate Debt Securities HONEYWELL AEROSPACE INC SR 144A NT4.6%33 213800ZUAQRBYL67JS90 43849RAF2 2033-03-16 4.600000 0.00 85000.00 83826.15 Corporate Debt Securities INTEL CORP SR NT 4.8%41 KNX4USFCNGPY45LOCE31 458140AK6 2041-10-01 4.800000 0.00 153000.00 133457.31 Corporate Debt Securities HYATT HOTELS CORP CR SEN SR GLBL27 T27JQIMTYSH41TCD5186 448579AQ5 2027-01-30 5.750000 0.00 200000.00 200944.00 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC SR SEC NT4.95%52 549300SP2X2BS1KERD24 68233JCM4 2052-09-15 4.950000 0.00 100000.00 87129.00 Corporate Debt Securities LAM RESEARCH CORP 4.875%49 549300I4GMO6D34U1T02 512807AT5 2049-03-15 4.875000 0.00 100000.00 88197.67 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.9%35 FRDRIPF3EKNDJ2CQJL29 532457DE5 2035-10-15 4.900000 0.00 2422000.00 2407583.72 Corporate Debt Securities LOWES COS INC SR GLBL NT 62 WAFCR4OKGSC504WU3E95 548661EF0 2062-04-01 4.450000 0.00 2000.00 1502.39 Corporate Debt Securities LOWES COS INC SR GLBL NT 62 WAFCR4OKGSC504WU3E95 548661EF0 2062-04-01 4.450000 0.00 33000.00 24789.38 Corporate Debt Securities INTEL CORP SR GLBL NT3.1%60 KNX4USFCNGPY45LOCE31 458140BK5 2060-02-15 3.100000 0.00 4500000.00 2443430.00 Corporate Debt Securities LOWES COS INC SR GLBL NT 62 WAFCR4OKGSC504WU3E95 548661EF0 2062-04-01 4.450000 0.00 424000.00 318505.97 Corporate Debt Securities INTEL CORP SR GLBL NT 62 KNX4USFCNGPY45LOCE31 458140CC2 2062-08-05 5.050000 0.00 1093000.00 870485.85 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC GLBL NT 5.4%33 549300UTE50ZMDBG8A20 502431AQ2 2033-07-31 5.400000 0.00 5482000.00 5524814.42 Corporate Debt Securities ILLINOIS TOOL WKS INC SR GLBL NT 26 76NA4I14SZCFAYMNSV04 452308AX7 2026-11-15 2.650000 0.00 119000.00 119144.52 Corporate Debt Securities INTEL CORP SR GLBL NT 62 KNX4USFCNGPY45LOCE31 458140CC2 2062-08-05 5.050000 0.00 174000.00 138576.89 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT3.4%32 EFQMQROEDSNBRIP7LE47 534187BQ1 2032-03-01 3.400000 0.00 10000.00 9212.57 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT3.4%32 EFQMQROEDSNBRIP7LE47 534187BQ1 2032-03-01 3.400000 0.00 405000.00 373108.95 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT3.4%32 EFQMQROEDSNBRIP7LE47 534187BQ1 2032-03-01 3.400000 0.00 1465000.00 1349641.02 Corporate Debt Securities INTEL CORP SR GLBL NT 34 KNX4USFCNGPY45LOCE31 458140CL2 2034-02-21 5.150000 0.00 1429000.00 1430055.87 Corporate Debt Securities INTERNATIONAL PAPER CO SR NT 5%35 824LMFJDH41EY779Q875 460146CM3 2035-09-15 5.000000 0.00 57000.00 55863.36 Corporate Debt Securities OWENS CORNING NEW SR GLBL NT 29 JO5M6676RDJIZ2U8X907 690742AJ0 2029-08-15 3.950000 0.00 70000.00 69601.27 Corporate Debt Securities MPLX LP SR GLBL NT 5%33 5493000CZJ19CK4P3G36 55336VCB4 2033-01-15 5.000000 0.00 2224000.00 2187308.94 Corporate Debt Securities INTERNATIONAL PAPER CO SR NT 5%35 824LMFJDH41EY779Q875 460146CM3 2035-09-15 5.000000 0.00 639000.00 626257.63 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT3.4%32 EFQMQROEDSNBRIP7LE47 534187BQ1 2032-03-01 3.400000 0.00 2641000.00 2433038.86 Corporate Debt Securities WELLS FARGO & CO FR 4.9%012428 PBLD0EJDB5FWOLXP3B76 95000U3R2 2028-01-24 4.900000 0.00 95000.00 95256.76 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 961214EG4 2039-07-24 4.421000 0.00 226000.00 198362.38 Corporate Debt Securities ENGIE ENERGIA CHILE SA SR GLBL REGS 30 5493000FIKCC3ZDWTO77 P3762TAA9 2030-01-28 3.400000 0.00 400000.00 374609.33 Corporate Debt Securities VOYA FINANCIAL INC SR GLBL NT 36 549300T065Z4KJ686G75 929089AK6 2036-03-02 5.050000 0.00 2366000.00 2303895.79 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 32 549300V2JRLO5DIFGE82 87264ADS1 2032-05-15 5.125000 0.00 514000.00 517602.85 Corporate Debt Securities WELLS FARGO & CO FR 5.707%042228 PBLD0EJDB5FWOLXP3B76 95000U3L5 2028-04-22 5.707000 0.00 95000.00 97238.60 Corporate Debt Securities WEA FIN LLC GLBL REGS NT 48 3CYEJKBUJZO3UW777J80 U94303AC5 2048-09-20 4.625000 0.00 50000.00 40189.99 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL FL NT 30 35380028MYWPB6AUO129 86562MDR8 2030-04-15 4.705700 0.00 500000.00 503171.96 Corporate Debt Securities WELLS FARGO & CO FR 5.707%042228 PBLD0EJDB5FWOLXP3B76 95000U3L5 2028-04-22 5.707000 0.00 11355000.00 11622572.06 Corporate Debt Securities SYSCO CORP SR GLBL NT 6%34 5RGWIFLMGH3YS7KWI652 871829BT3 2034-01-17 6.000000 0.00 2359000.00 2449239.61 Corporate Debt Securities SUZANO AUSTRIA GMBH SR GLBL NT 32 254900287ZNSGVP1R341 86964WAK8 2032-01-15 3.125000 0.00 83000.00 72867.27 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 30 549300V2JRLO5DIFGE82 87264ABF1 2030-04-15 3.875000 0.00 775000.00 754299.53 Corporate Debt Securities CENCOSUD S A GLBL REGS NT 31 549300NLTGCFV7482429 P2205JAT7 2031-05-28 5.950000 0.00 3958000.00 4074968.79 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -O NT 52 549300X123Z1I0LA3Y84 00115AAP4 2052-06-15 4.500000 0.00 100000.00 80176.00 Corporate Debt Securities ABN AMRO BANK N.V. SNR PREF 144A 27 BFXS5XCH7N0Y05NIXW11 00084DBG4 2027-01-22 4.718000 0.00 265000.00 265919.42 Corporate Debt Securities AON PLC GLBL NT 4.75%45 VVT2B79I2Z4U3R6BY589 00185AAH7 2045-05-15 4.750000 0.00 2043000.00 1742408.87 Corporate Debt Securities AIG GLOBAL FDG SR SECD MED -20244 REGS NT27 54930057MDZ7KOVOTV71 00138EBB9 2027-08-20 4.650000 0.00 80000.00 81745.27 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 00206RBH4 2042-12-15 4.300000 0.00 251000.00 197801.67 Corporate Debt Securities AT&T INC SR GLBL NT 45 549300Z40J86GGSTL398 00206RBK7 2045-06-15 4.350000 0.00 290000.00 222664.42 Corporate Debt Securities AT&T INC SR GLBL NT 45 549300Z40J86GGSTL398 00206RBK7 2045-06-15 4.350000 0.00 340000.00 261054.83 Corporate Debt Securities AT&T INC SR GLBL NT 37 549300Z40J86GGSTL398 00206RDR0 2037-03-01 5.250000 0.00 588000.00 573291.18 Corporate Debt Securities AT&T INC SR GLBL NT4.5%48 549300Z40J86GGSTL398 00206RDJ8 2048-03-09 4.500000 0.00 210000.00 162609.30 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 00206RBH4 2042-12-15 4.300000 0.00 271000.00 213562.75 Corporate Debt Securities AES CORP GLBL NT 2.45%31 2NUNNB7D43COUIRE5295 00130HCG8 2031-01-15 2.450000 0.00 371000.00 329173.05 Corporate Debt Securities AT&T INC SR GLBL NT6.3%66 549300Z40J86GGSTL398 00206RNQ1 2066-10-30 6.300000 0.00 4890000.00 4591269.90 Corporate Debt Securities AT&T INC GLBL NT 3.3%52 549300Z40J86GGSTL398 00206RKE1 2052-02-01 3.300000 0.00 6094000.00 3702531.58 Corporate Debt Securities AT&T INC GLBL NT 5.85%46 549300Z40J86GGSTL398 00206RNJ7 2046-04-30 5.850000 0.00 4380000.00 4114440.60 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 26 N/A 00774MAV7 2026-10-29 2.450000 0.00 459000.00 459675.24 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 00206RBH4 2042-12-15 4.300000 0.00 1286000.00 1013438.02 Corporate Debt Securities AT&T INC GLBL NT 2.25%32 549300Z40J86GGSTL398 00206RKH4 2032-02-01 2.250000 0.00 159000.00 138557.37 Corporate Debt Securities AHS HOSP CORP SR -2021 BD 51 549300D7W3C9Z4RGJG34 001306AC3 2051-07-01 2.780000 0.00 1703000.00 1012530.00 Corporate Debt Securities AT&T INC GLBL NT 2.55%33 549300Z40J86GGSTL398 00206RMM1 2033-12-01 2.550000 0.00 61000.00 50562.90 Corporate Debt Securities AT&T INC SR GLBL NT 45 549300Z40J86GGSTL398 00206RJL7 2045-07-15 4.850000 0.00 1064000.00 879859.43 Corporate Debt Securities AT&T INC 6.2%40 549300Z40J86GGSTL398 00206RJD5 2040-03-15 6.200000 0.00 2499000.00 2541238.65 Corporate Debt Securities AT&T INC SR GLBL NT3.5%53 549300Z40J86GGSTL398 00206RKJ0 2053-09-15 3.500000 0.00 500000.00 308946.11 Corporate Debt Securities AT&T INC GLBL NT 5.55%45 549300Z40J86GGSTL398 00206RND0 2045-11-01 5.550000 0.00 159000.00 142599.95 Corporate Debt Securities AT&T INC GLBL NT 5.55%45 549300Z40J86GGSTL398 00206RND0 2045-11-01 5.550000 0.00 260000.00 233182.30 Corporate Debt Securities ABBOTT LABORATORIES SR NT 3.75%26 HQD377W2YR662HK5JX27 002824BF6 2026-11-30 3.750000 0.00 2000.00 2010.32 Corporate Debt Securities AEP TRANSMISSION CO LLC SR GLBL -N NT 51 549300X123Z1I0LA3Y84 00115AAN9 2051-08-15 2.750000 0.00 170000.00 100558.49 Corporate Debt Securities AT&T INC SR GLBL NT 42 549300Z40J86GGSTL398 00206RDH2 2042-03-15 5.150000 0.00 3300000.00 2972163.33 Corporate Debt Securities ABBOTT LABORATORIES SR NT 3.75%26 HQD377W2YR662HK5JX27 002824BF6 2026-11-30 3.750000 0.00 63000.00 63325.08 Corporate Debt Securities ABBOTT LABORATORIES SR NT 3.75%26 HQD377W2YR662HK5JX27 002824BF6 2026-11-30 3.750000 0.00 101000.00 101521.16 Corporate Debt Securities AT&T INC GLBL NT 6.2%56 549300Z40J86GGSTL398 00206RNP3 2056-10-30 6.200000 0.00 2000000.00 1876480.00 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.6%36 254900FRO0P7RIINYT25 00440KAJ2 2036-07-10 5.600000 0.00 2000.00 1991.23 Corporate Debt Securities ABBVIE INC GLBL NT 4.8%27 FR5LCKFTG8054YNNRU85 00287YDR7 2027-03-15 4.800000 0.00 52000.00 53086.45 Corporate Debt Securities BMW US CAP LLC SR 144A NT 26 KK5MZM9DIXLXZL9DZL15 05565ECP8 2026-08-13 4.650000 0.00 579000.00 591627.99 Corporate Debt Securities AUTOZONE INC SR GLBL NT 4%30 GA3JGKJ41LJKXDN23E90 053332AZ5 2030-04-15 4.000000 0.00 10000.00 9802.88 Corporate Debt Securities ENBRIDGE INC FR 4.85%032731 98TPTUM4IVMFCZBCUR27 29250NCQ6 2031-03-27 4.850000 0.00 274000.00 276453.82 Corporate Debt Securities ENBRIDGE INC FR 4.85%032731 98TPTUM4IVMFCZBCUR27 29250NCQ6 2031-03-27 4.850000 0.00 2775000.00 2799851.67 Corporate Debt Securities ESSENTIAL PPTYS LP SR GLBL NT 31 254900XX9FNFCDE1NX02 29670VAA7 2031-07-15 2.950000 0.00 730000.00 657971.71 Corporate Debt Securities ESSEX PORTFOLIO L P SR GLBL NT5.5%34 5493003GN3O58H286O74 29717PBA4 2034-04-01 5.500000 0.00 1683000.00 1719223.77 Corporate Debt Securities EQUITABLE FINL LIFE GLOBAL FDG FR 1.8%030828 635400B4JJBON4TCHF02 29449WAF4 2028-03-08 1.800000 0.00 10000.00 9615.10 Corporate Debt Securities ENBRIDGE INC SR GLBL NT4.5%31 98TPTUM4IVMFCZBCUR27 29250NCN3 2031-02-15 4.500000 0.00 23000.00 22986.43 Corporate Debt Securities ENBRIDGE INC SR GLBL NT4.5%31 98TPTUM4IVMFCZBCUR27 29250NCN3 2031-02-15 4.500000 0.00 70000.00 69958.70 Corporate Debt Securities ENBRIDGE INC SR GLBL NT4.5%31 98TPTUM4IVMFCZBCUR27 29250NCN3 2031-02-15 4.500000 0.00 100000.00 99941.00 Corporate Debt Securities IBERDROLA INTL B V SR GLBL NT 36 549300ZMLFJKWC63XN87 29266MAF6 2036-07-15 6.750000 0.00 2945000.00 3251692.30 Corporate Debt Securities ESSENTIAL PPTYS LP SR GLBL NT 31 254900XX9FNFCDE1NX02 29670VAA7 2031-07-15 2.950000 0.00 194000.00 174858.24 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 34 549300ILTEOF3E3QY357 29670GAH5 2034-01-15 5.375000 0.00 15000.00 15012.13 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR 144A NT 35 549300X3UK4GG3FNMO06 268317AP9 2035-10-13 4.750000 0.00 891000.00 857052.90 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT5.3%47 MTLVN9N7JE8MIBIJ1H73 29273RBL2 2047-04-15 5.300000 0.00 228000.00 201037.99 Corporate Debt Securities ESSENTIAL UTILS INC SR GLBL NT 34 549300ILTEOF3E3QY357 29670GAH5 2034-01-15 5.375000 0.00 26000.00 26021.03 Corporate Debt Securities ENBRIDGE INC SUB GLBL NT 55 98TPTUM4IVMFCZBCUR27 29250NCG8 2055-03-15 7.375000 0.00 15907000.00 17028461.17 Corporate Debt Securities ENSTAR GROUP LTD SR GLBL NT3.1%31 213800AMAL5QFXVUCN04 29359UAC3 2031-09-01 3.100000 0.00 1005000.00 903712.75 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 34 MTLVN9N7JE8MIBIJ1H73 29273VAY6 2034-05-15 5.550000 0.00 105000.00 106566.25 Corporate Debt Securities DUKE ENERGY IND LLC 1M GLBL ZZZ BD50 6URPHM2EAWGJ2C6ISB97 26443TAC0 2050-04-01 2.750000 0.00 900000.00 539412.00 Corporate Debt Securities EBAY INC. SR GLBL NT6.3%32 OML71K8X303XQONU6T67 278642BB8 2032-11-22 6.300000 0.00 545000.00 582618.62 Corporate Debt Securities BANCO DE CREDITO E INVERSIONES FR 2.875%101431 549300E9E5Y3PKW24142 05890MAB9 2031-10-14 2.875000 0.00 201000.00 180585.46 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 27 5493006QMFDDMYWIAM13 05964HAB1 2027-04-11 4.250000 0.00 600000.00 607101.67 Corporate Debt Securities AUTOZONE INC SR GLBL NT5.2%33 GA3JGKJ41LJKXDN23E90 053332BF8 2033-08-01 5.200000 0.00 1137000.00 1158421.08 Corporate Debt Securities BPCE FR 6.293%011436 9695005MSX1OYEMGDF46 05571ABA2 2036-01-14 6.293000 0.00 420000.00 431399.51 Corporate Debt Securities BANK OF AMERICA NA SB FR 6%101536 B4TYDEB6GKMZO031MB27 06050TJZ6 2036-10-15 6.000000 0.00 1545000.00 1623527.20 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 27 213800LBQA1Y9L22JB70 06738EBU8 2027-11-24 2.279000 0.00 1356000.00 1352571.32 Corporate Debt Securities BPCE FR 6.347%011347 9695005MSX1OYEMGDF46 05571ABG9 2047-01-13 6.347000 0.00 16261000.00 15385889.89 Corporate Debt Securities BANK OF AMER CORP FR 4.376%042728 9DJT3UXIJIZJI4WXO774 06051GKP3 2028-04-27 4.376000 0.00 95000.00 95958.19 Corporate Debt Securities BANK OF AMER CORP FR 5.464%050936 9DJT3UXIJIZJI4WXO774 06051GMW6 2036-05-09 5.464000 0.00 80000.00 81111.66 Corporate Debt Securities BMW US CAP LLC 144A NT 5.15%34 KK5MZM9DIXLXZL9DZL15 05565ECK9 2034-04-02 5.150000 0.00 455000.00 453823.19 Corporate Debt Securities APTIV PLC SR GLBL NT4.4%46 N/A 03835VAF3 2046-10-01 4.400000 0.00 220000.00 169854.67 Corporate Debt Securities BANK OF AMER CORP FR 2.884%102230 9DJT3UXIJIZJI4WXO774 06051GHX0 2030-10-22 2.884000 0.00 30000.00 28440.33 Corporate Debt Securities BMW US CAP LLC 144A NT 5.05%30 KK5MZM9DIXLXZL9DZL15 05565ECY9 2030-03-21 5.050000 0.00 6298000.00 6421038.43 Corporate Debt Securities JPMORGAN CHASE & CO SUB DEB 7.625%26 8I5DZWZKVSZI1NUHU748 059438AH4 2026-10-15 7.625000 0.00 47000.00 48377.64 Corporate Debt Securities BANK OF AMER CORP FR 4.183%112527 9DJT3UXIJIZJI4WXO774 06051GGC7 2027-11-25 4.183000 0.00 62000.00 62159.89 Corporate Debt Securities BANK OF AMER CORP FR 4.183%112527 9DJT3UXIJIZJI4WXO774 06051GGC7 2027-11-25 4.183000 0.00 278000.00 278716.92 Corporate Debt Securities BANK OF NY MELLON CORP FR 1.8%072831 WFLLPEPC7FZXENRZV188 06406RAW7 2031-07-28 1.800000 0.00 80000.00 69350.40 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 30 5493006QMFDDMYWIAM13 05964HBJ3 2030-01-17 5.565000 0.00 8200000.00 8360180.17 Corporate Debt Securities BANK OF AMER CORP FR 4.456%020632 9DJT3UXIJIZJI4WXO774 060505GQ1 2032-02-06 4.456000 0.00 250000.00 249072.78 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 5.106%011536 VBHFXSYT7OG62HNT8T76 06675DCS9 2036-01-15 5.106000 0.00 450000.00 433885.20 Corporate Debt Securities BANK OF AMER CORP FR 2.651%031132 9DJT3UXIJIZJI4WXO774 06051GJP5 2032-03-11 2.651000 0.00 280000.00 254687.84 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.596%072630 WFLLPEPC7FZXENRZV188 06406RBK2 2030-07-26 4.596000 0.00 3000.00 2991.80 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.74%111032 L3I9ZG2KFGXZ61BMYR72 06418GAN7 2032-11-10 4.740000 0.00 50000.00 49608.75 Corporate Debt Securities CISCO SYS INC SR GLBL NT2.5%26 549300LKFJ962MZ46593 17275RBL5 2026-09-20 2.500000 0.00 2000.00 2013.71 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 4.3%051529 EDBQKYOPJUCJKLOJDE72 14913V2C1 2029-05-15 4.300000 0.00 93000.00 93169.98 Corporate Debt Securities CITIBANK N A SR NT 4.554%29 E57ODZWZ7FF32TWEFA76 17325FBT4 2029-06-18 4.554000 0.00 287000.00 287671.44 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 30 ZUE8T73ROZOF6FLBAR73 14040HDG7 2030-07-26 5.463000 0.00 816000.00 827455.62 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 32 J5OIVXX3P24RJRW5CK77 071813CS6 2032-02-01 2.539000 0.00 10679000.00 9284909.95 Corporate Debt Securities BANCO BILBAO VIZCAYA ARGENTARI LW TIER II 34 K8MS7FD7N5Z2WQ51AZ71 05946KAN1 2034-11-15 7.883000 0.00 2200000.00 2507344.16 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.298%060237 NQQ6HPCNCCU6TUTQYE16 06368MS70 2037-06-02 5.298000 0.00 5345000.00 5292634.14 Corporate Debt Securities BANK MONTREAL MEDIUM FR 4.439%011432 NQQ6HPCNCCU6TUTQYE16 06368ME67 2032-01-14 4.439000 0.00 91000.00 88868.43 Corporate Debt Securities BANK OF AMER CORP FR 5.518%102535 9DJT3UXIJIZJI4WXO774 06051GMD8 2035-10-25 5.518000 0.00 2412000.00 2424071.26 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL DEB8%27 8I5DZWZKVSZI1NUHU748 059438AK7 2027-04-29 8.000000 0.00 78000.00 81609.41 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C SR GLBL 144A 51 549300D2L6J4NC1QVZ22 09261BAF7 2051-08-05 2.850000 0.00 20000.00 12097.67 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.596%072630 WFLLPEPC7FZXENRZV188 06406RBK2 2030-07-26 4.596000 0.00 419000.00 417855.43 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT1.3%27 549300EJG376EN5NQE29 126650DM9 2027-08-21 1.300000 0.00 103000.00 100191.99 Corporate Debt Securities CATERPILLAR INC SR GLBL NT 49 WRJR7GS4GTRECRRTVX92 149123CF6 2049-09-19 3.250000 0.00 380000.00 260462.13 Corporate Debt Securities COBANK ACB PERP GLBL -L NT P0J8I7M2E0A77CKF1705 19075QAF9 2079-12-31 7.250000 0.00 8453000.00 8517595.01 Corporate Debt Securities CSX CORP SR GLBL NT 68 549300JVQR4N1MMP3Q88 126408HL0 2068-03-01 4.650000 0.00 487000.00 391297.20 Corporate Debt Securities CHENIERE ENERGY PARTNERS L P SR GLBL NT 34 5493005UEC8AZ34LDV29 16411QAS0 2034-08-15 5.750000 0.00 301000.00 313516.75 Corporate Debt Securities COCA COLA CO SR GLBL NT2.9%27 UWJKFUJFZ02DKWI3RY53 191216CE8 2027-05-25 2.900000 0.00 9000.00 8957.22 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 30 FGLT0EWZSUIRRITFOA30 291011BN3 2030-10-15 1.950000 0.00 314000.00 282528.30 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL NT5.5%36 2549009GW3Z3DQCB8H87 30212PBM6 2036-04-15 5.500000 0.00 547000.00 541025.85 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1MTG BD 5.3%40 MWIUSDMN17TCR56VW396 26442CAH7 2040-02-15 5.300000 0.00 500000.00 496519.44 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 2.55%31 I1BZKREC126H0VB1BL91 26441CBL8 2031-06-15 2.550000 0.00 543000.00 488009.48 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 2.55%31 I1BZKREC126H0VB1BL91 26441CBL8 2031-06-15 2.550000 0.00 447000.00 401731.56 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT4.2%49 I1BZKREC126H0VB1BL91 26441CBF1 2049-06-15 4.200000 0.00 200000.00 150739.33 Corporate Debt Securities DOW CHEMICAL CO SR NT 5.25%41 ZQUIP1CSZO8LXRBSOU78 260543CE1 2041-11-15 5.250000 0.00 47000.00 42431.76 Corporate Debt Securities EVERGY INC SR GLBL NT2.9%29 549300PGTHDQY6PSUI61 30034WAB2 2029-09-15 2.900000 0.00 3424000.00 3265830.22 Corporate Debt Securities EQUINIX EUROPE 2 FI COR LLC SR GLBL NT5.5%34 254900FSZR46BPMCKI50 29390XAA2 2034-06-15 5.500000 0.00 246000.00 246262.67 Corporate Debt Securities ESSENTIAL PPTYS LP SR GLBL NT 31 254900XX9FNFCDE1NX02 29670VAA7 2031-07-15 2.950000 0.00 21000.00 18927.95 Corporate Debt Securities COBANK ACB PERP JR GLBL -K P0J8I7M2E0A77CKF1705 19075QAE2 2500-12-31 6.450000 0.00 6624000.00 6679078.56 Corporate Debt Securities CANADIAN NATL RY CO SR NT 3.2%46 3SU7BEP7TH9YEQOZCS77 136375CK6 2046-08-02 3.200000 0.00 49000.00 34421.57 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33 2IGI19DL77OX0HC3ZE78 13607LWW9 2033-10-03 6.092000 0.00 199000.00 212555.53 Corporate Debt Securities COMCAST CORP NEW 3.2%36 51M0QTTNCGUN7KFCFZ59 20030NBT7 2036-07-15 3.200000 0.00 200000.00 161776.44 Corporate Debt Securities CHPE LLC SR SEC 144A NT36 2549001XI2F7Q85COR50 12602LAC4 2036-06-30 5.350000 0.00 683000.00 672004.08 Corporate Debt Securities CENTERPOINT ENERGY INC SR GLBL NT5.4%29 21TPXMRRHFKOBHDC8J74 15189TBG1 2029-06-01 5.400000 0.00 16000.00 16404.80 Corporate Debt Securities CITIBANK N A SR GLBL NT 26 E57ODZWZ7FF32TWEFA76 17325FBC1 2026-12-04 5.488000 0.00 531000.00 537292.00 Corporate Debt Securities CENOVUS ENERGY INC SR NT 5.4%36 254900LJGL2N2XEMD470 15135UBB4 2036-03-20 5.400000 0.00 5733000.00 5713622.46 Corporate Debt Securities COCA COLA CO SR GLBL NT5.4%64 UWJKFUJFZ02DKWI3RY53 191216DT4 2064-05-13 5.400000 0.00 33000.00 30695.61 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 6.092%33 2IGI19DL77OX0HC3ZE78 13607LWW9 2033-10-03 6.092000 0.00 4000.00 4272.47 Corporate Debt Securities COMCAST CORP NEW SR NT 4.25%33 51M0QTTNCGUN7KFCFZ59 20030NBH3 2033-01-15 4.250000 0.00 4000.00 3750.64 Corporate Debt Securities COMMONSPIRIT HEALTH GLBL 2025A BD 35 4SXHN5XW08IBO0UG2V58 20268JBE2 2035-09-01 4.825000 0.00 2000.00 1956.79 Corporate Debt Securities CARGILL INC SR GLBL 144A 30 QXZYQNMR4JZ5RIRN4T31 141781CF9 2030-10-23 4.125000 0.00 74000.00 72879.58 Corporate Debt Securities CHUBB INA HLDGS INC SR GLBL NT4.9%35 CZCBJZWDMLTHWJDXU843 171239AM8 2035-08-15 4.900000 0.00 675000.00 668880.75 Corporate Debt Securities CISCO SYS INC SR GLBL NT2.5%26 549300LKFJ962MZ46593 17275RBL5 2026-09-20 2.500000 0.00 7000.00 7048.00 Corporate Debt Securities GE CAPITAL INTERNATIONAL FDG FR 4.418%111535 549300G6UZOB126GBY72 36164QNA2 2035-11-15 4.418000 0.00 229000.00 217627.15 Corporate Debt Securities FISERV INC SR GLBL NT4.4%49 GI7UBEJLXYLGR2C7GV83 337738AV0 2049-07-01 4.400000 0.00 1020000.00 771402.20 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 32 A89MY1K3YLIGJMYWVX50 341081GG6 2032-02-03 2.450000 0.00 98000.00 87941.66 Corporate Debt Securities FISERV INC SR GLBL NT5.6%33 GI7UBEJLXYLGR2C7GV83 337738BE7 2033-03-02 5.600000 0.00 651000.00 664734.65 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 28 A89MY1K3YLIGJMYWVX50 341081GK7 2028-04-01 5.050000 0.00 594000.00 609511.32 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 55 BQ4BKCS1HXDV9HN80Z93 30303MAE2 2055-11-15 5.625000 0.00 25266000.00 21400175.67 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 65 BQ4BKCS1HXDV9HN80Z93 30303M8Y1 2065-11-15 5.750000 0.00 1743000.00 1455803.95 Corporate Debt Securities EASTMAN CHEM CO SR GLBL NT4.5%31 FDPVHDGJ1IQZFK9KH630 277432BB5 2031-02-20 4.500000 0.00 200000.00 198725.00 Corporate Debt Securities ENTERGY LA LLC 1M GLBL-A BD 50 0V5453U14HDZO63CGH17 29364WBC1 2050-04-01 4.200000 0.00 85000.00 65808.70 Corporate Debt Securities EL PASO ELEC CO SR NT 6%35 OZ8GM8L4AHPKSWZMW205 283677AW2 2035-05-15 6.000000 0.00 1000.00 1012.17 Corporate Debt Securities ENEL FIN INTL N.V. SR 144A NT 27 0YQH6LCEF474UTUV4B96 29278GAW8 2027-06-15 4.625000 0.00 580000.00 583184.04 Corporate Debt Securities EQUINIX INC SR GLBL NT 3%50 549300EVUN2BTLJ3GT74 29444UBJ4 2050-07-15 3.000000 0.00 194000.00 117240.67 Corporate Debt Securities EXELON CORP SR GLBL NT4.7%50 3SOUA6IRML7435B56G12 30161NAY7 2050-04-15 4.700000 0.00 101000.00 82522.95 Corporate Debt Securities EL PASO NAT GAS CO SR GLBL NT 32 N/A 283695BK9 2032-06-15 8.375000 0.00 15000.00 17449.07 Corporate Debt Securities EXPEDIA GROUP INC SR GLBL NT 30 2549009GW3Z3DQCB8H87 30212PAR6 2030-02-15 3.250000 0.00 12000.00 11509.87 Corporate Debt Securities BANK OF AMER CORP PERP GLBL -OO NT 9DJT3UXIJIZJI4WXO774 06055HAH6 2149-12-31 6.625000 0.00 1728000.00 1789538.40 Corporate Debt Securities BANK OF AMER CORP FR 5.489%042337 9DJT3UXIJIZJI4WXO774 06051GNC9 2037-04-23 5.489000 0.00 185000.00 183451.97 Corporate Debt Securities BANK OF AMER CORP SR GLBL NT 28 9DJT3UXIJIZJI4WXO774 06051GHD4 2028-12-20 3.419000 0.00 4000.00 3949.86 Corporate Debt Securities BANK OF AMER CORP FR 5.489%042337 9DJT3UXIJIZJI4WXO774 06051GNC9 2037-04-23 5.489000 0.00 465000.00 461109.01 Corporate Debt Securities BANK OF AMER CORP FR 5.489%042337 9DJT3UXIJIZJI4WXO774 06051GNC9 2037-04-23 5.489000 0.00 5084000.00 5041458.50 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 46 54930093Q75GSEM74I71 07274EAS2 2046-07-20 6.250000 0.00 300000.00 288989.92 Corporate Debt Securities BANK OF AMERICA NA SB FR 6%101536 B4TYDEB6GKMZO031MB27 06050TJZ6 2036-10-15 6.000000 0.00 2187000.00 2298157.92 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.266%121126 NQQ6HPCNCCU6TUTQYE16 06368LC53 2026-12-11 5.266000 0.00 162000.00 163756.71 Corporate Debt Securities BECTON DICKINSON & CO SR GLBL NT 47 ICE2EP6D98PQUILVRZ91 075887BX6 2047-06-06 4.669000 0.00 2000.00 1700.01 Corporate Debt Securities BANK OF NY MELLON CORP FR 3.25%051627 WFLLPEPC7FZXENRZV188 06406RAD9 2027-05-16 3.250000 0.00 88000.00 87954.31 Corporate Debt Securities BANK OF NY MELLON CORP PERP SUB GLBL -F WFLLPEPC7FZXENRZV188 064058AF7 2099-12-31 4.625000 0.00 18000.00 18268.02 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.89%072128 WFLLPEPC7FZXENRZV188 06406RBX4 2028-07-21 4.890000 0.00 277000.00 278398.39 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 31 5493006QMFDDMYWIAM13 05971KAV1 2031-04-15 4.867000 0.00 1600000.00 1600464.98 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 31 5493006QMFDDMYWIAM13 05971KAV1 2031-04-15 4.867000 0.00 200000.00 200058.12 Corporate Debt Securities BANK OF AMER CORP FR 2.687%042232 9DJT3UXIJIZJI4WXO774 06051GJT7 2032-04-22 2.687000 0.00 150000.00 135919.39 Corporate Debt Securities BIOGEN INC SR GLBL NT 51 W8J5WZB5IY3K0NDQT671 09062XAK9 2051-02-15 3.250000 0.00 109000.00 70032.08 Corporate Debt Securities CITIGROUP INC SR GLBL NT 32 6SHGI4ZSSLCXXQSBB395 172967NE7 2032-11-03 2.520000 0.00 8500000.00 7520290.00 Corporate Debt Securities COCA COLA CO SR GLBL NT2.9%27 UWJKFUJFZ02DKWI3RY53 191216CE8 2027-05-25 2.900000 0.00 234000.00 232887.72 Corporate Debt Securities CARGILL INC SR 144A NT 35 QXZYQNMR4JZ5RIRN4T31 141781CD4 2035-02-11 5.125000 0.00 526000.00 538004.05 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT4.7%26 CCU46N3GJMF4OK4N7U60 14149YBQ0 2026-11-15 4.700000 0.00 100000.00 101120.22 Corporate Debt Securities CARLISLE COS INC SR GLBL NT2.2%32 XR64VGX1ZPX6G7ZN7Z11 142339AL4 2032-03-01 2.200000 0.00 126000.00 108976.98 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 56 MWIUSDMN17TCR56VW396 26442CBT0 2056-06-15 5.750000 0.00 474000.00 455459.23 Corporate Debt Securities ENTERPRISE PRODS OPER LLC GLBL NT 4.85%34 5493004LGN656HWLDA30 29379VCF8 2034-01-31 4.850000 0.00 1000.00 978.56 Corporate Debt Securities META PLATFORMS INC GLBL NT 5.55%64 BQ4BKCS1HXDV9HN80Z93 30303M8W5 2064-08-15 5.550000 0.00 4080000.00 3350502.80 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT5.7%63 6VJJ5GQWIRDQ06DUXG89 20826FBH8 2063-09-15 5.700000 0.00 71000.00 67214.52 Corporate Debt Securities CITIBANK N A SR GLBL NT 30 E57ODZWZ7FF32TWEFA76 17325FBP2 2030-05-29 4.914000 0.00 2010000.00 2032638.63 Corporate Debt Securities CITADEL LIMITED PARTNERSHIP SR GLBL 144A 27 549300IPM6EKPVUPFL67 17288XAB0 2027-01-15 4.875000 0.00 52000.00 52089.74 Corporate Debt Securities CISCO SYS INC SR GLBL NT5.5%40 549300LKFJ962MZ46593 17275RAF9 2040-01-15 5.500000 0.00 98000.00 97437.92 Corporate Debt Securities COMCAST CORP NEW GLBL NT 4.65%33 51M0QTTNCGUN7KFCFZ59 20030NEC1 2033-02-15 4.650000 0.00 595000.00 581952.64 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967LD1 2028-01-10 3.887000 0.00 3000.00 2997.74 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 5%051427 EDBQKYOPJUCJKLOJDE72 14913UAL4 2027-05-14 5.000000 0.00 97000.00 98593.17 Corporate Debt Securities JPMORGAN CHASE & CO JR SB B FL DB 27 8I5DZWZKVSZI1NUHU748 161480AB4 2027-02-01 4.424800 0.00 3413000.00 3437999.58 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967MS7 2031-06-03 2.572000 0.00 1454000.00 1334515.77 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 38 784F5XWPLTWKTBV3E584 38148YAA6 2038-10-31 4.017000 0.00 645000.00 556604.36 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT4.9%29 5493008B6JBRUJ90QL97 37045XEZ5 2029-10-06 4.900000 0.00 38000.00 38576.95 Corporate Debt Securities LOWES COS INC SR GLBL NT 27 WAFCR4OKGSC504WU3E95 548661ET0 2027-10-15 3.950000 0.00 125000.00 125697.57 Corporate Debt Securities GOLUB CAP BDC INC SR GLBL NT 31 2549005WE0QLGK9APF78 38173MAF9 2031-06-01 6.250000 0.00 4671000.00 4659280.98 Corporate Debt Securities LOWES COS INC SR GLBL NT 50 WAFCR4OKGSC504WU3E95 548661DW4 2050-04-15 5.125000 0.00 100000.00 87297.03 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.3%62 DPRBOZP0K5RM2YE8UU08 539830BT5 2062-06-15 4.300000 0.00 686000.00 514798.03 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38145GAS9 2037-01-21 5.065000 0.00 10341000.00 9890617.85 Corporate Debt Securities L3HARRIS TECHNOLOGIES INC SR GLBL NT 31 549300UTE50ZMDBG8A20 502431AT6 2031-06-01 5.250000 0.00 371000.00 378460.81 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28 784F5XWPLTWKTBV3E584 38141GWL4 2028-06-05 3.691000 0.00 1500000.00 1496867.33 Corporate Debt Securities LIBERTY MUT INS CO SUB 144A NT 97 CNC20I6IOMGF7KY49D67 53079QAD9 2097-10-15 7.697000 0.00 1861000.00 2061733.77 Corporate Debt Securities INTUIT SR GLBL NT5.2%33 VI90HBPH7XSFMB9E4M29 46124HAG1 2033-09-15 5.200000 0.00 284000.00 287295.66 Corporate Debt Securities UNION PAC CORP GLBL NT 3.839%60 549300LMMRSZZCZ8CL11 907818FG8 2060-03-20 3.839000 0.00 560000.00 392621.43 Corporate Debt Securities ACCIDENT FD INS CO OF AMER 144A NT 8.5%32 2549009NUX96RJZ6DQ30 00452AAA8 2032-08-01 8.500000 0.00 1650000.00 1721709.00 Corporate Debt Securities ADVANCED MICRO DEVICES INC SR GLBL NT 26 R2I72C950HOYXII45366 007903BH9 2026-09-24 4.212000 0.00 427000.00 433357.60 Corporate Debt Securities AON PLC SR NT 4.25%42 VVT2B79I2Z4U3R6BY589 00185AAB0 2042-12-12 4.250000 0.00 159000.00 130771.89 Corporate Debt Securities AEGON FUNDING COMPANY LLC SR GLBL NT 36 KEIOKM01PSK5VZ5CCI74 00775VAB0 2036-05-07 5.625000 0.00 20000.00 19785.10 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT 5%31 254900FRO0P7RIINYT25 00440KAG8 2031-07-10 5.000000 0.00 30085000.00 30147175.67 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.3%33 254900FRO0P7RIINYT25 00440KAH6 2033-07-10 5.300000 0.00 2000.00 2000.48 Corporate Debt Securities ABBOTT LABORATORIES SR NT 5.3%40 HQD377W2YR662HK5JX27 002824AY6 2040-05-27 5.300000 0.00 12000.00 11900.55 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT 5%31 254900FRO0P7RIINYT25 00440KAG8 2031-07-10 5.000000 0.00 2000.00 2004.13 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT5.3%33 254900FRO0P7RIINYT25 00440KAH6 2033-07-10 5.300000 0.00 844000.00 844203.97 Corporate Debt Securities ABBVIE INC SR GLBL NT 36 FR5LCKFTG8054YNNRU85 00287YEG0 2036-03-15 4.750000 0.00 170000.00 166442.89 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 35 MGCJBT4MKTQBVLNUIS88 015271BA6 2035-04-15 4.750000 0.00 112000.00 106253.96 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED JR SB GLBL NT 55 N/A 00774MBK0 2055-03-10 6.950000 0.00 1003000.00 1053401.59 Corporate Debt Securities ALLSTATE CORP SR NT 4.5%43 OBT0W1ED8G0NWVOLOJ77 020002BA8 2043-06-15 4.500000 0.00 113000.00 95159.56 Corporate Debt Securities AMAZON COM INC SR GLBL NT 28 ZXTILKJKG63JELOEG630 023135BY1 2028-05-12 1.650000 0.00 98000.00 93669.46 Corporate Debt Securities VERALTO CORP SR GLBL NT5.5%26 635400FJE6GSOJUSNY27 92338CAB9 2026-09-18 5.500000 0.00 60000.00 61255.17 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 59 213800TB53ELEUKM7Q61 92857WBT6 2059-06-19 5.125000 0.00 3528000.00 2960800.50 Corporate Debt Securities VERALTO CORP SR GLBL NT5.5%26 635400FJE6GSOJUSNY27 92338CAB9 2026-09-18 5.500000 0.00 100000.00 102091.94 Corporate Debt Securities VERALTO CORP SR GLBL NT5.5%26 635400FJE6GSOJUSNY27 92338CAB9 2026-09-18 5.500000 0.00 21000.00 21439.31 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 28 549300XTO5VR8SKV1V74 91913YAV2 2028-06-01 4.350000 0.00 200000.00 200470.00 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT4.9%26 5493002SQ1AVQBY41K40 928668CK6 2026-08-14 4.900000 0.00 283000.00 289480.86 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 35 MGCJBT4MKTQBVLNUIS88 015271BA6 2035-04-15 4.750000 0.00 77000.00 73049.60 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 35 MGCJBT4MKTQBVLNUIS88 015271BA6 2035-04-15 4.750000 0.00 81000.00 76844.38 Corporate Debt Securities ABBOTT LABORATORIES SR NT 4.3%33 HQD377W2YR662HK5JX27 002824BT6 2033-03-15 4.300000 0.00 131000.00 127951.78 Corporate Debt Securities ABBOTT LABORATORIES SR NT 4.3%33 HQD377W2YR662HK5JX27 002824BT6 2033-03-15 4.300000 0.00 268000.00 261763.94 Corporate Debt Securities ACCENTURE CAPITAL INC SR GLBL NT 29 254900FRO0P7RIINYT25 00440KAF0 2029-07-10 4.750000 0.00 17474000.00 17537095.70 Corporate Debt Securities ABBOTT LABORATORIES SR NT 3.75%26 HQD377W2YR662HK5JX27 002824BF6 2026-11-30 3.750000 0.00 396000.00 398043.36 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR 144A NT4.9%26 5493002SQ1AVQBY41K40 928668CK6 2026-08-14 4.900000 0.00 500000.00 511450.28 Corporate Debt Securities XCEL ENERGY INC SR NT 6.5%36 LGJNMI9GH8XIDG5RCM61 98389BAH3 2036-07-01 6.500000 0.00 323000.00 343076.60 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 34 32SXKSJ72K64GM3HOU64 92277GAX5 2034-07-01 5.625000 0.00 56000.00 56984.90 Corporate Debt Securities WELLS FARGO & CO FR 3.584%052228 PBLD0EJDB5FWOLXP3B76 95000U2A0 2028-05-22 3.584000 0.00 69000.00 68921.29 Corporate Debt Securities NORTHWESTERN MUT LIFE INS CO SUB REGS NT 59 1DU7IM20QESYGDO4HO54 U66647AB1 2059-09-30 3.625000 0.00 2000.00 1306.29 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 5%34 549300GHBMY8T5GXDE41 91324PFB3 2034-04-15 5.000000 0.00 50000.00 49990.61 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.2%32 549300GHBMY8T5GXDE41 91324PEJ7 2032-05-15 4.200000 0.00 2000.00 1941.43 Corporate Debt Securities UNUM GROUP SR GLBL NT4.5%49 549300E32YFDO6TZ8R31 91529YAP1 2049-12-15 4.500000 0.00 701000.00 540492.03 Corporate Debt Securities SUMITOMO MITSUI TR BK LTD FR 4.45%091027 5493006GGLR4BTEL8O61 J7771YTL1 2027-09-10 4.450000 0.00 200000.00 203303.83 Corporate Debt Securities STELLANTIS FINL SVC US CORP SR GLBL 144A 30 5493000KNKFDOC1BOW59 85855FAB9 2030-09-15 5.400000 0.00 2160000.00 2149632.00 Corporate Debt Securities HOLCIM FINANCE US LLC SR GLBL NT5.4%35 529900FB2F1WKLFNGY62 43475RAT3 2035-04-07 5.400000 0.00 48000.00 48785.28 Corporate Debt Securities MCDONALDS CORP FR 4.7%120935 UE2136O97NLB5BYP9H04 58013MEZ3 2035-12-09 4.700000 0.00 883000.00 854848.98 Corporate Debt Securities MCCORMICK & CO INC SR GLBL NT3.4%27 549300JQQA6MQ4OJP259 579780AN7 2027-08-15 3.400000 0.00 151000.00 151638.39 Corporate Debt Securities METLIFE INC EXT JR SB GLBL68 C4BXATY60WC6XEOZDX54 59156RBS6 2068-04-08 9.250000 0.00 4294000.00 5076601.78 Corporate Debt Securities METLIFE INC EXT JR SB GLBL68 C4BXATY60WC6XEOZDX54 59156RBS6 2068-04-08 9.250000 0.00 5309000.00 6276590.32 Corporate Debt Securities LINCOLN NATL CORP IND SR GLBL NT 48 EFQMQROEDSNBRIP7LE47 534187BG3 2048-03-01 4.350000 0.00 480000.00 364408.80 Corporate Debt Securities PROSUS N V SR GLBL 144A 30 635400Z5LQ5F9OLVT688 74365PAA6 2030-01-21 3.680000 0.00 418000.00 396787.43 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 42 BD 54 5BANEF6PGSEK0SNMQF44 744448DA6 2054-05-15 5.750000 0.00 41000.00 39250.07 Corporate Debt Securities MARTIN MARIETTA MATLS INC 3.5%27 5299005MZ4WZECVATV08 573284AT3 2027-12-15 3.500000 0.00 68000.00 67286.15 Corporate Debt Securities MERCK & CO INC SR NT 4.15%43 4YV9Y5M8S0BRK1RP0397 58933YAJ4 2043-05-18 4.150000 0.00 116000.00 95905.93 Corporate Debt Securities PHILLIPS 66 CO SR GLBL NT 31 RVJMT2IZVVSKIRJJBH76 718547AU6 2031-06-15 5.250000 0.00 555000.00 565327.62 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 42 HL3H1H2BGXWVG3BSWR90 718172AU3 2042-08-21 3.875000 0.00 271000.00 218301.94 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 34 BD 50 5BANEF6PGSEK0SNMQF44 744448CS8 2050-03-01 3.200000 0.00 167000.00 109761.31 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 33 AR5L2ODV9HN37376R084 57636QAX2 2033-03-09 4.850000 0.00 2000.00 2025.48 Corporate Debt Securities PFIZER INC SR GLBL NT 35 765LHXWGK1KXCLTFYQ30 717081FF5 2035-11-15 4.875000 0.00 348000.00 341305.06 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 40 549300GHBMY8T5GXDE41 91324PDY5 2040-05-15 2.750000 0.00 202000.00 146857.14 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT4.5%33 549300GHBMY8T5GXDE41 91324PEV0 2033-04-15 4.500000 0.00 217000.00 211920.03 Corporate Debt Securities RTX CORPORATION SR GLBL NT 46 I07WOS4YJ0N7YRFE7309 913017CJ6 2046-11-01 3.750000 0.00 200000.00 150173.00 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 28 AR5L2ODV9HN37376R084 57636QAW4 2028-03-09 4.875000 0.00 40000.00 41033.97 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 5%32 2138006TSNBEUA761G16 76720AAT3 2032-03-14 5.000000 0.00 46000.00 46980.16 Corporate Debt Securities MARS INC SR GLBL 144A 28 54930073HKEO6GZBSS03 571676AX3 2028-03-01 4.600000 0.00 27000.00 27541.26 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 35 2138006TSNBEUA761G16 76720AAU0 2035-03-14 5.250000 0.00 85000.00 86460.23 Corporate Debt Securities MPLX LP SR GLBL NT 27 5493000CZJ19CK4P3G36 55336VBN9 2027-12-01 4.250000 0.00 19000.00 19042.43 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY 1MTG BD 4.25%46 NINLOILYRTLIMK26MZ18 595620AP0 2046-05-01 4.250000 0.00 205000.00 165679.98 Corporate Debt Securities MITSUBISHI CORP SR 144A NT 31 KVIPTY4PULAPGC1VVD26 606769AR8 2031-06-23 4.625000 0.00 200000.00 198846.39 Corporate Debt Securities MERCK & CO INC SR GLBL NT 56 4YV9Y5M8S0BRK1RP0397 58933YCJ2 2056-05-22 5.850000 0.00 618000.00 613119.34 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL KK NT 29 225YDZ14ZO8E1TXUSU86 571903BL6 2029-04-15 4.900000 0.00 4000.00 4073.27 Corporate Debt Securities MERCEDES-BENZ FIN NORTH AMER 144A NT 5%34 549300423Z16BB673J12 58769JAS6 2034-01-11 5.000000 0.00 682000.00 662118.18 Corporate Debt Securities MERCK & CO INC SR GLBL DB6.4%28 5493000ND1PV2SKBAY41 589331AD9 2028-03-01 6.400000 0.00 22000.00 23214.33 Corporate Debt Securities METLIFE INC EXT JR SB GLBL68 C4BXATY60WC6XEOZDX54 59156RBS6 2068-04-08 9.250000 0.00 38971000.00 46073648.78 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 53 2138006TSNBEUA761G16 76720AAP1 2053-03-09 5.125000 0.00 680000.00 616049.59 Corporate Debt Securities MPLX LP SR GLBL NT 32 5493000CZJ19CK4P3G36 55336VBU3 2032-09-01 4.950000 0.00 2000.00 2012.11 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL UU NT 31 225YDZ14ZO8E1TXUSU86 571903BW2 2031-10-15 4.500000 0.00 224000.00 222136.32 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP JR SB GLBL CFGNEKW0P8842LEUIA51 693475BD6 2079-12-31 6.000000 0.00 12201000.00 12344443.09 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.7%35 1HNPXZSMMB7HMBMVBS46 694308KU0 2035-03-01 5.700000 0.00 41000.00 41831.48 Corporate Debt Securities PSEG POWER LLC SR 144A NT 35 N/A 69362BBE1 2035-05-15 5.750000 0.00 163000.00 165329.09 Corporate Debt Securities WELLS FARGO & CO FR 5.244%012431 PBLD0EJDB5FWOLXP3B76 95000U3P6 2031-01-24 5.244000 0.00 113000.00 113994.36 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP -W NT 6.25% CFGNEKW0P8842LEUIA51 693475BP9 2079-12-31 6.250000 0.00 5180000.00 5265605.26 Corporate Debt Securities WOODSIDE FIN LTD GLBL NT 5.1%34 254900AIZKU6TGRRNZ98 980236AR4 2034-09-12 5.100000 0.00 271000.00 268314.84 Corporate Debt Securities TOTAL CAP INTL SR GLBL NT 49 549300U37G2I8G4RUG09 89153VAU3 2049-07-12 3.461000 0.00 300000.00 206209.99 Corporate Debt Securities TOTALENERGIES CAP SA GLBL NT 5.15%34 529900QI55ZLJVCMPA71 89157XAA9 2034-04-05 5.150000 0.00 26000.00 26458.24 Corporate Debt Securities WOODSIDE FIN LTD GLBL NT 5.1%34 254900AIZKU6TGRRNZ98 980236AR4 2034-09-12 5.100000 0.00 1363000.00 1349494.94 Corporate Debt Securities WISCONSIN ELEC PWR CO SR GLBL DEB 31 AENKIFMULUAWOUU8Q584 976656CX4 2031-06-15 4.650000 0.00 110000.00 109713.18 Corporate Debt Securities TOYOTA MTR CR CORP FR 5.05%051629 Z2VZBHUMB7PWWJ63I008 89236TMF9 2029-05-16 5.050000 0.00 465000.00 474872.34 Corporate Debt Securities TRUIST FINL CORP FR 4.957%072330 549300DRQQI75D2JP341 89788MAZ5 2030-07-23 4.957000 0.00 1550000.00 1550839.41 Corporate Debt Securities TRUIST FINL CORP FR 5.867%060834 549300DRQQI75D2JP341 89788MAP7 2034-06-08 5.867000 0.00 2128000.00 2196771.70 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 56 N/A 893574AV5 2056-03-15 5.750000 0.00 360000.00 346338.80 Corporate Debt Securities WISCONSIN ELEC PWR CO GLBL DEB 4.15%30 AENKIFMULUAWOUU8Q584 976656CU0 2030-10-15 4.150000 0.00 10000.00 9861.89 Corporate Debt Securities SPIRE INC JR SB GLBL -B 56 549300NXSY15DRY2R511 84857LAE1 2056-06-01 6.450000 0.00 11414000.00 11490245.52 Corporate Debt Securities PACIFICORP 1M GLBL BD 53 SGY07Y7FNYBNLM6Z1M11 695114CZ9 2053-12-01 5.350000 0.00 84000.00 72733.64 Corporate Debt Securities PACKAGING CORP AMER SR GLBL NT5.2%35 549300XZP8MFZFY8TJ84 695156AY5 2035-08-15 5.200000 0.00 131000.00 132069.98 Corporate Debt Securities RGA GLOBAL FUNDING 144A NT 5.448%29 549300Y22K5FOEBMSK42 76209PAE3 2029-05-24 5.448000 0.00 57000.00 58371.95 Corporate Debt Securities PACIFICORP 1M GLBL BD 53 SGY07Y7FNYBNLM6Z1M11 695114CZ9 2053-12-01 5.350000 0.00 73000.00 63209.00 Corporate Debt Securities HUNTINGTON BANCSHARES INC SR GLBL NT 32 549300XTVCVV9I7B5T19 446150BK9 2032-01-28 4.623000 0.00 250000.00 243643.81 Corporate Debt Securities HUMANA INC SR GLBL NT 33 529900YLDW34GJAO4J06 444859BV3 2033-03-01 5.875000 0.00 357000.00 372500.64 Corporate Debt Securities HOWMET AEROSPACE INC SR GLBL NT 36 549300HO5WFZUT5N2T22 443201AH1 2036-04-15 4.750000 0.00 2000.00 1948.24 Corporate Debt Securities HOWMET AEROSPACE INC SR GLBL NT 36 549300HO5WFZUT5N2T22 443201AH1 2036-04-15 4.750000 0.00 90000.00 87670.60 Corporate Debt Securities HUNTINGTON BANCSHARES INC LW TIER II 36 549300XTVCVV9I7B5T19 446150AX2 2036-08-15 2.487000 0.00 345000.00 299466.15 Corporate Debt Securities INTEL CORP SR GLBL NT 49 KNX4USFCNGPY45LOCE31 458140BJ8 2049-11-15 3.250000 0.00 2625000.00 1621937.92 Corporate Debt Securities ISRAEL ELEC CORP LTD FR 7.75%121527 254900JW7GE35YNJGJ55 46507WAB6 2027-12-15 7.750000 0.00 346000.00 360548.43 Corporate Debt Securities MARS INC SR 144A NT 33 54930073HKEO6GZBSS03 571676AV7 2033-04-20 4.750000 0.00 97000.00 96279.91 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT 35 549300147YMUQB3GW319 46188BAG7 2035-02-01 4.875000 0.00 647000.00 633966.19 Corporate Debt Securities MARS INC SR GLBL 144A 55 54930073HKEO6GZBSS03 571676BC8 2055-05-01 5.700000 0.00 542000.00 521057.12 Corporate Debt Securities MARTIN MARIETTA MATLS INC SR GLBL NT 34 5299005MZ4WZECVATV08 573284BA3 2034-12-01 5.150000 0.00 150000.00 148599.50 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 402000.00 437340.27 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 188000.00 204527.29 Corporate Debt Securities PEPSICO INC SR GLBL NT 33 FJSUNZKFNQ5YPJ5OT455 713448FS2 2033-02-15 4.450000 0.00 603000.00 603964.46 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT2.7%34 549300147YMUQB3GW319 46188BAC6 2034-01-15 2.700000 0.00 419000.00 348209.95 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 29 5493005X2GO78EFZ3E94 70450YAE3 2029-10-01 2.850000 0.00 5000.00 4761.95 Corporate Debt Securities PFIZER INC GLBL NT 2.625%30 765LHXWGK1KXCLTFYQ30 717081EW9 2030-04-01 2.625000 0.00 200000.00 187466.00 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 29 HL3H1H2BGXWVG3BSWR90 718172CJ6 2029-08-15 3.375000 0.00 70000.00 68468.57 Corporate Debt Securities PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 50 5493009254WI1A8WXT48 71427QAC2 2050-10-01 2.750000 0.00 9580000.00 5561349.67 Corporate Debt Securities PEPSICO INC SR GLBL NT 3%27 FJSUNZKFNQ5YPJ5OT455 713448DY1 2027-10-15 3.000000 0.00 136000.00 135221.17 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT 45 3BNYRYQHD39K4LCKQF12 56585AAM4 2045-12-15 5.850000 0.00 36000.00 33785.10 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 32 353800CI5L6DDAN5XZ33 60687YBQ1 2032-05-22 2.172000 0.00 713000.00 625388.70 Corporate Debt Securities PFS FINANCING CORP 2025-B A 20300215 4.8 N/A 69335PFU4 2030-02-15 4.850000 0.00 3825000.00 3853096.75 Asset-Backed Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 35 35380028MYWPB6AUO129 86562MDU1 2035-01-15 5.632000 0.00 620000.00 628985.73 Corporate Debt Securities TAPESTRY INC SR GLBL NT5.1%30 549300LJNVY5SW3VTN33 876030AK3 2030-03-11 5.100000 0.00 642000.00 655875.76 Corporate Debt Securities PROLOGIS L P SR GLBL NT 35 GL16H1DHB0QSHP25F723 74340XCR0 2035-05-15 5.250000 0.00 75000.00 75208.75 Corporate Debt Securities METLIFE INC SUB GLBL DEB 56 C4BXATY60WC6XEOZDX54 59156RCR7 2056-03-15 5.850000 0.00 496000.00 496043.40 Corporate Debt Securities MITSUBISHI CORP SR 144A NT 36 KVIPTY4PULAPGC1VVD26 606769AS6 2036-06-23 5.125000 0.00 318000.00 311989.71 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST SR 144A NT6.5%28 N/A 59567LAA2 2028-05-01 6.500000 0.00 303000.00 307987.38 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST SR 144A NT6.5%28 N/A 59567LAA2 2028-05-01 6.500000 0.00 750000.00 762345.00 Corporate Debt Securities METLIFE CAPITAL TRUST IV 7.875%67 N/A 591560AA5 2067-12-15 7.875000 0.00 323000.00 355184.53 Corporate Debt Securities METLIFE CAPITAL TRUST IV 7.875%67 N/A 591560AA5 2067-12-15 7.875000 0.00 19612000.00 21566188.71 Corporate Debt Securities TTX CO MTN BE 144A FR 5.5%092526 549300I8CNSYS1OGX775 87305QCQ2 2026-09-25 5.500000 0.00 1750000.00 1785192.50 Corporate Debt Securities TARGA RES CORP SR GLBL NT 52 5493003QENHHS261UR94 87612GAB7 2052-04-15 4.950000 0.00 354000.00 294381.09 Corporate Debt Securities T MOBILE USA INC GLBL NT 5.8%62 549300V2JRLO5DIFGE82 87264ACX1 2062-09-15 5.800000 0.00 300000.00 270648.33 Corporate Debt Securities MERCK & CO INC SR GLBL DEB 28 5493000ND1PV2SKBAY41 589331AE7 2028-12-01 5.950000 0.00 1000.00 1042.11 Corporate Debt Securities TELUS CORPORATION GLBL NT 3.4%32 894500TX134IMF6NW757 87971MBW2 2032-05-13 3.400000 0.00 82000.00 74565.61 Corporate Debt Securities PFIZER INVT ENTERPRISES GLBL NT 4.65%30 5493000FQO8XF9C0RT95 716973AD4 2030-05-19 4.650000 0.00 129000.00 129567.60 Corporate Debt Securities MERCK & CO INC SR GLBL NT 55 4YV9Y5M8S0BRK1RP0397 58933YCB9 2055-12-04 5.550000 0.00 33000.00 31153.57 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR NT 4.05%28 353800V2V8PUY9TK3E06 606822BC7 2028-09-11 4.050000 0.00 96000.00 96380.16 Corporate Debt Securities METLIFE INC EXT JR SB GLBL69 C4BXATY60WC6XEOZDX54 59156RAV0 2069-08-01 10.750000 0.00 7782000.00 10222279.56 Corporate Debt Securities MIDAMERICAN ENERGY COMPANY 1ST MTG BD4.4%44 NINLOILYRTLIMK26MZ18 595620AN5 2044-10-15 4.400000 0.00 100000.00 83886.56 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL N/A 58551TAA5 2079-12-31 4.522600 0.00 68000.00 56848.05 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.4%52 549300V2JRLO5DIFGE82 87264ACT0 2052-10-15 3.400000 0.00 310000.00 192621.94 Corporate Debt Securities METLIFE INC SR GLBL NT4.6%46 C4BXATY60WC6XEOZDX54 59156RBR8 2046-05-13 4.600000 0.00 5625000.00 4768125.00 Corporate Debt Securities T MOBILE USA INC GLBL NT 5.2%33 549300V2JRLO5DIFGE82 87264ACV5 2033-01-15 5.200000 0.00 8000.00 7959.69 Corporate Debt Securities MERCK & CO INC SR GLBL NT 35 4YV9Y5M8S0BRK1RP0397 58933YBZ7 2035-12-04 4.750000 0.00 184000.00 178395.51 Corporate Debt Securities TAKEOFF MERGER SUB INC SR GLBL 144A 29 5493004NW4M4P8TMMK63 873923AC0 2029-03-24 4.500000 0.00 16284000.00 16363873.02 Corporate Debt Securities PHILLIPS 66 CO SR GLBL NT5.3%33 RVJMT2IZVVSKIRJJBH76 718547AR3 2033-06-30 5.300000 0.00 25000.00 25144.17 Corporate Debt Securities PEPSICO INC SR GLBL NT3.6%28 FJSUNZKFNQ5YPJ5OT455 713448FL7 2028-02-18 3.600000 0.00 195000.00 196041.30 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 34 549300V2JRLO5DIFGE82 87264ADF9 2034-04-15 5.150000 0.00 111000.00 110479.84 Corporate Debt Securities STATE STR CORP GLBL NT 4.993%27 549300ZFEEJ2IP5VME73 857477CL5 2027-03-18 4.993000 0.00 577000.00 590009.25 Corporate Debt Securities MERCK & CO INC SR GLBL NT 33 4YV9Y5M8S0BRK1RP0397 58933YCF0 2033-05-22 4.950000 0.00 155000.00 155914.11 Corporate Debt Securities MCKESSON CORP SR NT 6%41 549300WZWOM80UCFSF54 58155QAE3 2041-03-01 6.000000 0.00 621000.00 640145.43 Corporate Debt Securities PHILLIPS 66 CO GLBL NT 3.75%28 RVJMT2IZVVSKIRJJBH76 718547AH5 2028-03-01 3.750000 0.00 186000.00 186371.07 Corporate Debt Securities METLIFE INC JR SB GLBL DB 55 C4BXATY60WC6XEOZDX54 59156RCQ9 2055-03-15 6.350000 0.00 6731000.00 6991078.36 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PAX4 2029-12-05 4.452000 0.00 38000.00 37994.12 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FIX/FLT 28 8I5DZWZKVSZI1NUHU748 46647PAF3 2028-05-01 3.540000 0.00 95000.00 95118.75 Corporate Debt Securities PEPSICO INC SR GLBL NT 28 FJSUNZKFNQ5YPJ5OT455 713448GA0 2028-02-07 4.450000 0.00 679000.00 694466.49 Corporate Debt Securities MERCK & CO INC SR GLBL NT4.3%30 4YV9Y5M8S0BRK1RP0397 58933YBJ3 2030-05-17 4.300000 0.00 26000.00 25909.75 Corporate Debt Securities MERCK & CO INC SR GLBL NT 27 4YV9Y5M8S0BRK1RP0397 58933YBP9 2027-09-15 3.850000 0.00 30000.00 30290.83 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 46625HHF0 2038-05-15 6.400000 0.00 221000.00 240428.36 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR NT 6.65%37 N/A 72650RAR3 2037-01-15 6.650000 0.00 40000.00 42740.22 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 33 B3DXGBC8GAIYWI2Z0172 595112CB7 2033-09-15 5.875000 0.00 8000.00 8395.80 Corporate Debt Securities WELLS FARGO & CO SUB GLBL NT 44 PBLD0EJDB5FWOLXP3B76 949746RF0 2044-01-15 5.606000 0.00 3000.00 2808.03 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR REGS NT 27 5493002SQ1AVQBY41K40 U9273AEG6 2027-08-15 4.850000 0.00 270000.00 276616.05 Corporate Debt Securities WELLS FARGO & CO VR 042325-042329 PBLD0EJDB5FWOLXP3B76 95000U3U5 2029-04-23 5.035400 0.00 4842000.00 4905345.36 Corporate Debt Securities VISA INC SR GLBL NT 27 549300JZ4OKEHW3DPJ59 92826CAH5 2027-09-15 2.750000 0.00 1259000.00 1251394.24 Corporate Debt Securities WELLS FARGO & CO FR 3.584%052228 PBLD0EJDB5FWOLXP3B76 95000U2A0 2028-05-22 3.584000 0.00 95000.00 94891.64 Corporate Debt Securities AUSTRALIA & NEW ZEALAND BKG GR FR 2.57%112535 JHE42UYNWWTJB8YTTU19 Q0426RNF1 2035-11-25 2.570000 0.00 292000.00 261544.89 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR REGS NT 35 549300X3UK4GG3FNMO06 F2893TAP1 2035-10-13 4.750000 0.00 479000.00 460750.10 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT2.6%31 D71FAKCBLFS2O0RBPG08 969457BY5 2031-03-15 2.600000 0.00 50000.00 45400.11 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 43 213800TB53ELEUKM7Q61 92857WBD1 2043-02-19 4.375000 0.00 323000.00 267646.68 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT4.8%29 D71FAKCBLFS2O0RBPG08 969457CL2 2029-11-15 4.800000 0.00 36000.00 36359.04 Corporate Debt Securities CREDIT AGRICOLE S A FR 7.125% 969500TJ5KRTCJQWXH05 F2280BAC0 2500-12-31 7.125000 0.00 4500000.00 4593468.75 Corporate Debt Securities PENSKE TRUCK LEASING CO LP / P SR REGS NT 27 N/A U71000BH2 2027-11-15 5.875000 0.00 16000.00 16409.96 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.55%080929 Z2VZBHUMB7PWWJ63I008 89236TMK8 2029-08-09 4.550000 0.00 77000.00 78440.58 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.35%100827 Z2VZBHUMB7PWWJ63I008 89236TMS1 2027-10-08 4.350000 0.00 97000.00 98310.87 Corporate Debt Securities UNITED AIRLINES PT CERT 2018-1 AA 20310901 3.5 N/A 909318AA5 2031-09-01 3.500000 0.00 2000.00 1212.61 Asset-Backed Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 26 HCHV7422L5HDJZCRFL38 883556CV2 2026-08-10 4.953000 0.00 223000.00 228235.32 Corporate Debt Securities TOYOTA MTR CR CORP FR 5.55%112030 Z2VZBHUMB7PWWJ63I008 89236TLE3 2030-11-20 5.550000 0.00 240000.00 249332.60 Corporate Debt Securities TRAVELERS INS GROUP HLDGS INC SR NT 6.375%33 N/A 89420GAE9 2033-03-15 6.375000 0.00 25000.00 27515.83 Corporate Debt Securities TOYOTA MTR CR CORP FR 5.1%032131 Z2VZBHUMB7PWWJ63I008 89236TLZ6 2031-03-21 5.100000 0.00 20000.00 20556.33 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.5%070929 Z2VZBHUMB7PWWJ63I008 89236TQD0 2029-07-09 4.500000 0.00 200000.00 199730.00 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.5%070929 Z2VZBHUMB7PWWJ63I008 89236TQD0 2029-07-09 4.500000 0.00 516000.00 515303.40 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR GLBL REGS 48 549300X3UK4GG3FNMO06 F2893TAT3 2048-09-21 5.000000 0.00 504000.00 425535.04 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.55%080929 Z2VZBHUMB7PWWJ63I008 89236TMK8 2029-08-09 4.550000 0.00 14000.00 14261.92 Corporate Debt Securities T MOBILE USA INC SR GLBL NT2.7%32 549300V2JRLO5DIFGE82 87264ACQ6 2032-03-15 2.700000 0.00 128000.00 114012.16 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR NT 4.625%42 8MYN82XMYQH89CTMTH67 94973VAY3 2042-05-15 4.625000 0.00 39000.00 33783.12 Corporate Debt Securities CK HUTCHINSON INTL 24 II LTD SR REGS NT 34 254900C3VDI6RVRNF366 G21776AB8 2034-09-13 4.750000 0.00 498000.00 495230.29 Corporate Debt Securities BOEING CO CR SEN SR GLBL64 RVHJWBXLJ1RFUBSY1F30 097023DU6 2064-05-01 7.008000 0.00 9636000.00 10634867.76 Corporate Debt Securities BOEING CO CR SEN SR GLBL54 RVHJWBXLJ1RFUBSY1F30 097023DT9 2054-05-01 6.858000 0.00 3056000.00 3348138.32 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 33 BVHHEFJI6SHNOKQT2572 10112RBF0 2033-10-01 2.450000 0.00 1432000.00 1177113.55 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 56 54930093Q75GSEM74I71 07274EAQ6 2056-07-20 6.375000 0.00 1717000.00 1664370.37 Corporate Debt Securities BRIDGECREST LENDIN AUTO 2024-4 A-3 20280915 4.7 N/A 10806EAC8 2028-09-15 4.720000 0.00 6000.00 1396.20 Asset-Backed Securities BAYER US FIN LLC SR GLBL 144A 56 54930093Q75GSEM74I71 07274EAQ6 2056-07-20 6.375000 0.00 1984000.00 1923186.27 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT6.5%34 BVHHEFJI6SHNOKQT2572 10112RBH6 2034-01-15 6.500000 0.00 142000.00 148886.84 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 36 54930093Q75GSEM74I71 07274EAP8 2036-07-20 5.625000 0.00 5168000.00 5094452.90 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 36 54930093Q75GSEM74I71 07274EAP8 2036-07-20 5.625000 0.00 47118000.00 46447451.96 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.89%072128 WFLLPEPC7FZXENRZV188 06406RBX4 2028-07-21 4.890000 0.00 319000.00 320610.42 Corporate Debt Securities AMAZON COM INC SR GLBL NT 35 ZXTILKJKG63JELOEG630 023135CV6 2035-11-20 4.650000 0.00 670000.00 637405.06 Corporate Debt Securities AMAZON COM INC SR GLBL NT 36 ZXTILKJKG63JELOEG630 023135DF0 2036-03-13 4.875000 0.00 411000.00 399301.91 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 27 R4PP93JZOLY261QX3811 025816CS6 2027-03-04 2.550000 0.00 55000.00 55008.39 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 34 R4PP93JZOLY261QX3811 025816DF3 2034-05-01 5.043000 0.00 307000.00 307521.13 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT4.5%44 ODVCVCQG2BP6VHV36M30 026874DA2 2044-07-16 4.500000 0.00 61000.00 51331.20 Corporate Debt Securities AMERICAN INTL GROUP INC SR GLBL NT4.5%44 ODVCVCQG2BP6VHV36M30 026874DA2 2044-07-16 4.500000 0.00 2100000.00 1767139.50 Corporate Debt Securities AMAZON COM INC SR GLBL NT 33 ZXTILKJKG63JELOEG630 023135DE3 2033-03-13 4.550000 0.00 44000.00 43252.95 Corporate Debt Securities AMERICAN EXPRESS CO PERP JR SB -D NT R4PP93JZOLY261QX3811 025816CH0 2079-12-31 3.550000 0.00 1000.00 1000.09 Corporate Debt Securities AMAZON COM INC SR GLBL NT 33 ZXTILKJKG63JELOEG630 023135CU8 2033-03-20 4.350000 0.00 578000.00 560925.40 Corporate Debt Securities AMAZON COM INC SR GLBL NT5.3%36 ZXTILKJKG63JELOEG630 023135EE2 2036-07-09 5.300000 0.00 5688000.00 5612400.16 Corporate Debt Securities AMERICA MOVIL SAB DE CV SR NT6.375%35 5493000FNR3UCEAONM59 02364WAJ4 2035-03-01 6.375000 0.00 345000.00 376592.51 Corporate Debt Securities AMAZON COM INC SR GLBL NT 44 ZXTILKJKG63JELOEG630 023135AQ9 2044-12-05 4.950000 0.00 735000.00 655737.60 Corporate Debt Securities AMAZON COM INC SR GLBL NT 35 ZXTILKJKG63JELOEG630 023135CV6 2035-11-20 4.650000 0.00 620000.00 589837.52 Corporate Debt Securities AMERICA MOVIL SAB DE CV SR GLBL NT 30 5493000FNR3UCEAONM59 02364WBJ3 2030-05-07 2.875000 0.00 800000.00 745438.67 Corporate Debt Securities AMERICA MOVIL SAB DE CV SR NT6.375%35 5493000FNR3UCEAONM59 02364WAJ4 2035-03-01 6.375000 0.00 25000.00 27289.31 Corporate Debt Securities ALTRIA GROUP INC CR SEN SR GLBL39 XSGZFLO9YTNO9VCQV219 02209SAH6 2039-02-06 10.200000 0.00 307000.00 437417.69 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 36 2S72QS2UO2OESLG6Y829 92343VCV4 2036-01-15 4.272000 0.00 2000.00 1797.66 Corporate Debt Securities ENEL FIN INTL N.V. SR GLBL REGS 29 0YQH6LCEF474UTUV4B96 N30707AL2 2029-06-14 4.875000 0.00 350000.00 352182.10 Corporate Debt Securities PROSUS N V FR 3.832%020851 635400Z5LQ5F9OLVT688 N7163RAQ6 2051-02-08 3.832000 0.00 414000.00 273668.44 Corporate Debt Securities PROSUS N V FR 3.832%020851 635400Z5LQ5F9OLVT688 N7163RAQ6 2051-02-08 3.832000 0.00 11286000.00 7460439.76 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR 144A NT2.6%31 5493001NEDZNIFRP2R92 224044CN5 2031-06-15 2.600000 0.00 462000.00 403987.69 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR 144A NT4.8%35 5493001NEDZNIFRP2R92 224044CF2 2035-02-01 4.800000 0.00 4350000.00 3895294.50 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 27 5493005GKEG8QCVY7037 21036PBK3 2027-05-09 4.350000 0.00 1242000.00 1253337.39 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D29 7LTWFZYICNSX8D621K86 25160PAP2 2029-01-10 4.866000 0.00 9200000.00 9260258.10 Corporate Debt Securities DEERE FUNDING CANADA CORP SR GLBL NT 30 N/A 2442GAAA0 2030-10-09 4.150000 0.00 76000.00 75176.24 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D29 7LTWFZYICNSX8D621K86 25160PAP2 2029-01-10 4.866000 0.00 1003000.00 1009569.44 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.75%012028 E0KSF7PFQ210NWI8Z391 24422EWR6 2028-01-20 4.750000 0.00 43000.00 43296.33 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 5%35 6VJJ5GQWIRDQ06DUXG89 20826FBL9 2035-01-15 5.000000 0.00 336000.00 330896.91 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 5%35 6VJJ5GQWIRDQ06DUXG89 20826FBL9 2035-01-15 5.000000 0.00 593000.00 583993.65 Corporate Debt Securities COMCAST CORP NEW GLBL NT 5.3%34 51M0QTTNCGUN7KFCFZ59 20030NEJ6 2034-06-01 5.300000 0.00 3722000.00 3693725.21 Corporate Debt Securities CORNING INC SR GLBL NT 79 549300X2937PB0CJ7I56 219350BQ7 2079-11-15 5.450000 0.00 587000.00 511051.33 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 5.514%070533 969500TJ5KRTCJQWXH05 22535EAG2 2033-07-05 5.514000 0.00 453000.00 462237.73 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR 144A NT2.6%31 5493001NEDZNIFRP2R92 224044CN5 2031-06-15 2.600000 0.00 4574000.00 3999652.98 Corporate Debt Securities PERMIAN RES OPER LLC SR 144A NT 29 5493004CTVUMQLRPOE23 19416MAB5 2029-07-01 5.875000 0.00 1434000.00 1443544.46 Corporate Debt Securities BRIDGECREST LENDIN AUTO 2024-4 A-3 20280915 4.7 N/A 10806EAC8 2028-09-15 4.720000 0.00 11000.00 2559.70 Asset-Backed Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 33 BVHHEFJI6SHNOKQT2572 10112RBF0 2033-10-01 2.450000 0.00 1538000.00 1264246.25 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.721%32 5493009NTB34VXE1T760 10373QBT6 2032-01-12 2.721000 0.00 159000.00 142325.05 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT 34 3MGELCRSTNSAMJ962671 092113AW9 2034-05-15 6.150000 0.00 80000.00 83840.27 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 10373QBL3 2030-04-06 3.633000 0.00 5000.00 4866.93 Corporate Debt Securities BLUE OWL FINANCE LLC GLBL NT 6.25%34 254900OF2NO2GYFV5T41 09581JAT3 2034-04-18 6.250000 0.00 70000.00 69120.94 Corporate Debt Securities BLUE OWL FINANCE LLC GLBL NT 6.25%34 254900OF2NO2GYFV5T41 09581JAT3 2034-04-18 6.250000 0.00 31996000.00 31594192.45 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 33 54930093Q75GSEM74I71 07274EAR4 2033-07-20 5.375000 0.00 450000.00 446230.06 Corporate Debt Securities BECTON DICKINSON & CO SR GLBL NT 50 ICE2EP6D98PQUILVRZ91 075887CK3 2050-05-20 3.794000 0.00 94000.00 65508.85 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 33 54930093Q75GSEM74I71 07274EAR4 2033-07-20 5.375000 0.00 3056000.00 3030397.94 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 27 J5OIVXX3P24RJRW5CK77 071813CL1 2027-02-01 1.915000 0.00 4880000.00 4858357.20 Corporate Debt Securities COREBRIDGE FINL INC SR GLBL NT 34 549300XY1661QCIA7J65 21871XAS8 2034-01-15 5.750000 0.00 570000.00 578866.67 Corporate Debt Securities DTE ELEC CO 1M GLBL -B BD 35 9N0FWODEJVKHC2DYLO03 23338VAY2 2035-05-15 5.250000 0.00 98000.00 98438.39 Corporate Debt Securities EXELON CORP SR GLBL NT5.1%45 3SOUA6IRML7435B56G12 30161NAS0 2045-06-15 5.100000 0.00 2104000.00 1865567.71 Corporate Debt Securities FAIRFAX FINL HLDGS LTD SR NT 5.625%32 GLS7OQD0WOEDI8YAP031 303901BL5 2032-08-16 5.625000 0.00 16000.00 16657.14 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -C 67 UMI46YPGBLUE4VGNNT48 302570AX4 2067-06-15 6.051000 0.00 353000.00 322194.32 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAK2 2048-07-24 4.032000 0.00 150000.00 114981.60 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 28 353800CI5L6DDAN5XZ33 60687YCL1 2028-09-13 5.414000 0.00 400000.00 411673.47 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR NT 6.65%37 N/A 72650RAR3 2037-01-15 6.650000 0.00 110000.00 117535.61 Corporate Debt Securities PUBLIC SERVICE CO COLO 1M GLBL 39 BD 52 5BANEF6PGSEK0SNMQF44 744448CX7 2052-06-01 4.500000 0.00 100000.00 79728.00 Corporate Debt Securities QUEST DIAGNOSTICS INC SR NT 5.75%40 8MCWUBXQ0WE04KMXBX50 74834LAQ3 2040-01-30 5.750000 0.00 200000.00 196850.00 Corporate Debt Securities PUBLIC SVC ELEC & GAS CO FR 3.65%090142 549300RUHPVD434XUK18 74456QBA3 2042-09-01 3.650000 0.00 2000.00 1580.26 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -J NT 31 F3TJNSIZRGXRH8GEIK79 744533BM1 2031-08-15 2.200000 0.00 28000.00 24693.32 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 56 5PRBRS5FEH7NREC8OR45 744320BQ4 2056-06-15 6.250000 0.00 540000.00 540813.15 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL VV NT 35 225YDZ14ZO8E1TXUSU86 571903BX0 2035-10-15 5.250000 0.00 2000.00 1992.76 Corporate Debt Securities RAD CLO 2024-23R LTD A-2-R 20410720 FLT N/A 75009CBA3 2041-07-20 5.312500 0.00 877695.00 882563.64 Asset-Backed Securities JEFFERIES FINANCIAL GROUP INC SR DEB 6.25%36 549300HOF34RGOJ5YL07 472319AC6 2036-01-15 6.250000 0.00 207000.00 209419.37 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 41 8I5DZWZKVSZI1NUHU748 46647PBV7 2041-11-19 2.525000 0.00 200000.00 138148.00 Corporate Debt Securities PRUDENTIAL FINL INC FR 5.7%121436 5PRBRS5FEH7NREC8OR45 74432QAQ8 2036-12-14 5.700000 0.00 1730000.00 1772422.48 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 53 5PRBRS5FEH7NREC8OR45 744320BL5 2053-03-01 6.750000 0.00 25000.00 26691.38 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 53 5PRBRS5FEH7NREC8OR45 744320BL5 2053-03-01 6.750000 0.00 43000.00 45909.17 Corporate Debt Securities QUANTA SVCS INC SR GLBL NT4.5%31 SHVRXXEACT60MMH07S24 74762EAN2 2031-01-15 4.500000 0.00 1184000.00 1160272.64 Corporate Debt Securities QTS FAYETTEVILLE I DC1-2 SR SEC 144A NT36 N/A 74751AAA1 2036-04-15 5.700000 0.00 228000.00 211484.44 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 53 5PRBRS5FEH7NREC8OR45 744320BL5 2053-03-01 6.750000 0.00 3071000.00 3278768.50 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEC6 2035-01-23 5.336000 0.00 20000.00 19989.32 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 37 8I5DZWZKVSZI1NUHU748 46647PFP6 2037-04-23 5.148000 0.00 26000.00 25669.12 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 35 54930070NSV60J38I987 37045VBB5 2035-04-15 6.250000 0.00 80000.00 83944.22 Corporate Debt Securities QUANTA SVCS INC SR GLBL NT4.5%31 SHVRXXEACT60MMH07S24 74762EAN2 2031-01-15 4.500000 0.00 2364000.00 2316625.44 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32 353800V2V8PUY9TK3E06 606822BX1 2032-07-20 2.309000 0.00 660000.00 577490.45 Corporate Debt Securities PRICOA GLOBAL FDG I -20262 144A NT31 635400IBXEBMD9ADYA79 74153WDB2 2031-05-27 5.000000 0.00 541000.00 544137.20 Corporate Debt Securities 3M CO FR 3.875%061544 LUZQVYP4VS22CLWDAR65 88579YAH4 2044-06-15 3.875000 0.00 58000.00 44777.24 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT 33 HCHV7422L5HDJZCRFL38 883556CX8 2033-08-10 5.086000 0.00 85000.00 87026.27 Corporate Debt Securities PFIZER INVT ENTERPRISES SR GLBL NT 28 5493000FQO8XF9C0RT95 716973AC6 2028-05-19 4.450000 0.00 7411000.00 7469028.13 Corporate Debt Securities PFIZER INVT ENTERPRISES SR GLBL NT 28 5493000FQO8XF9C0RT95 716973AC6 2028-05-19 4.450000 0.00 8037000.00 8099929.71 Corporate Debt Securities MORGAN STANLEY FR 1.928%042832 IGJSJL3JD5P30I6NJZ34 6174468X0 2032-04-28 1.928000 0.00 378000.00 328452.01 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 39 353800V2V8PUY9TK3E06 606822BE3 2039-03-07 4.153000 0.00 81000.00 72522.70 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II -54 144A NT 29 635400WSLKBQWSOIIT41 74256L6U8 2029-05-18 4.650000 0.00 256000.00 257046.83 Corporate Debt Securities PUBLIC STORAGE SR GLBL NT5.1%33 549300LMZF40TKJ6DM64 74460WAG2 2033-08-01 5.100000 0.00 24000.00 24570.24 Corporate Debt Securities ORIX CORP SR GLBL NT5.4%35 35380016EMHNBOVYE123 686329AB9 2035-02-25 5.400000 0.00 407000.00 414073.66 Corporate Debt Securities SYSCO CORP SR GLBL NT 48 5RGWIFLMGH3YS7KWI652 871829BH9 2048-03-15 4.450000 0.00 25000.00 20001.03 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 36 353800V2V8PUY9TK3E06 606822DH4 2036-01-16 5.574000 0.00 664000.00 667388.06 Corporate Debt Securities PROLOGIS L P SR GLBL NT 33 GL16H1DHB0QSHP25F723 74340XBT7 2033-01-15 4.625000 0.00 381000.00 372288.65 Corporate Debt Securities MORGAN STANLEY BK N A SR NT 4.447%27 G1MLHIS0N32I3QPILB75 61690U8G8 2027-10-15 4.447000 0.00 435000.00 440600.17 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.361%042329 PT3QB789TSUIDF371261 89115KAP5 2029-04-23 4.361000 0.00 222000.00 222459.90 Corporate Debt Securities MORGAN STANLEY FR 2.475%012128 IGJSJL3JD5P30I6NJZ34 61747YEK7 2028-01-21 2.475000 0.00 66000.00 65426.29 Corporate Debt Securities MORGAN STANLEY FR 2.475%012128 IGJSJL3JD5P30I6NJZ34 61747YEK7 2028-01-21 2.475000 0.00 120000.00 118956.90 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.866%042233 PT3QB789TSUIDF371261 89115KAR1 2033-04-22 4.866000 0.00 227000.00 225224.03 Corporate Debt Securities TOTALENERGIES CAP SA SR GLBL NT 34 529900QI55ZLJVCMPA71 89157XAD3 2034-09-10 4.724000 0.00 17000.00 16880.70 Corporate Debt Securities TOYOTA MOTOR CORP 3.669%28 5493006W3QUS5LMH6R84 892331AD1 2028-07-20 3.669000 0.00 20000.00 19750.02 Corporate Debt Securities TOYOTA MTR CR CORP FR 1.9%040628 Z2VZBHUMB7PWWJ63I008 89236TJF3 2028-04-06 1.900000 0.00 95000.00 91654.05 Corporate Debt Securities PFIZER INC SR GLBL NT 27 765LHXWGK1KXCLTFYQ30 717081FJ7 2027-11-15 3.875000 0.00 704000.00 705689.99 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.55%051431 Z2VZBHUMB7PWWJ63I008 89236TQB4 2031-05-14 4.550000 0.00 28000.00 27861.73 Corporate Debt Securities MORGAN STANLEY FR 4.356%102231 IGJSJL3JD5P30I6NJZ34 61748UAM4 2031-10-22 4.356000 0.00 495000.00 486356.80 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 6174468G7 2030-01-23 4.431000 0.00 85000.00 84268.55 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT3.4%29 D01LMJZU09ULLNCY6Z23 911312BR6 2029-03-15 3.400000 0.00 100000.00 98374.44 Corporate Debt Securities MIDCAP FINANCIAL ISSUER TRUST SR 144A NT 30 N/A 59590AAA7 2030-01-15 5.625000 0.00 300000.00 295125.00 Corporate Debt Securities RTX CORPORATION SR GLBL NT6.7%28 I07WOS4YJ0N7YRFE7309 913017AT6 2028-08-01 6.700000 0.00 4899000.00 5259958.32 Corporate Debt Securities RTX CORPORATION GLBL NT 2.82%51 I07WOS4YJ0N7YRFE7309 75513ECL3 2051-09-01 2.820000 0.00 245000.00 147813.40 Corporate Debt Securities ROYAL BK CDA ALT TIER I GLBL ES7IP3U3RHIGC71XBU11 780082AV5 2085-08-24 6.750000 0.00 1706000.00 1748517.78 Corporate Debt Securities ROYAL BK CDA ALT TIER I GLBL ES7IP3U3RHIGC71XBU11 780082AV5 2085-08-24 6.750000 0.00 2868000.00 2939477.73 Corporate Debt Securities PFIZER INC SR GLBL NT 29 765LHXWGK1KXCLTFYQ30 717081ET6 2029-03-15 3.450000 0.00 4000.00 3951.69 Corporate Debt Securities MORGAN STANLEY FR 3.622%040131 IGJSJL3JD5P30I6NJZ34 6174468P7 2031-04-01 3.622000 0.00 75000.00 72292.00 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL NT2.8%27 2572IBTT8CCZW6AU4141 742718FG9 2027-03-25 2.800000 0.00 59000.00 59090.86 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 47 353800V2V8PUY9TK3E06 606822ED2 2047-07-24 6.049000 0.00 859000.00 855431.88 Corporate Debt Securities ROYAL BK CDA ALT TIER I GLBL ES7IP3U3RHIGC71XBU11 780082AT0 2084-11-24 6.350000 0.00 3663000.00 3519806.21 Corporate Debt Securities MORGAN STANLEY FR 3.971%072238 IGJSJL3JD5P30I6NJZ34 61744YAL2 2038-07-22 3.971000 0.00 436000.00 374329.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 47 549300GHBMY8T5GXDE41 91324PCZ3 2047-04-15 4.250000 0.00 3000.00 2398.48 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT4.7%44 N/A 72650RBE1 2044-06-15 4.700000 0.00 3000000.00 2531506.67 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.5%31 549300V2JRLO5DIFGE82 87264ABW4 2031-04-15 3.500000 0.00 40000.00 37765.42 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.5%31 549300V2JRLO5DIFGE82 87264ABW4 2031-04-15 3.500000 0.00 216000.00 203933.28 Corporate Debt Securities SYSCO CORP SR GLBL NT 48 5RGWIFLMGH3YS7KWI652 871829BH9 2048-03-15 4.450000 0.00 295000.00 236012.13 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 55 2T3D6M0JSY48PSZI1Q41 682680DD2 2055-10-15 6.250000 0.00 14000.00 13698.48 Corporate Debt Securities ALLY FINL INC SR NT 8%31 549300JBN1OSM8YNAI90 36186CBY8 2031-11-01 8.000000 0.00 4316000.00 4857140.08 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 37045VAT7 2049-04-01 5.950000 0.00 564000.00 535570.64 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 37045VAT7 2049-04-01 5.950000 0.00 1394000.00 1323733.11 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 49 54930070NSV60J38I987 37045VAT7 2049-04-01 5.950000 0.00 5247000.00 4982516.22 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT4.3%29 5493008B6JBRUJ90QL97 37045XDV5 2029-04-06 4.300000 0.00 4000.00 3995.02 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 36 5493008B6JBRUJ90QL97 37045XFN1 2036-01-08 5.450000 0.00 283000.00 277991.45 Corporate Debt Securities MERCK & CO INC SR GLBL NT 46 4YV9Y5M8S0BRK1RP0397 58933YCH6 2046-05-22 5.750000 0.00 122000.00 120687.38 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 27 549300DV9GIB88LZ5P30 609207BA2 2027-03-17 2.625000 0.00 40000.00 39971.23 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 2.95%26 8I5DZWZKVSZI1NUHU748 46625HRV4 2026-10-01 2.950000 0.00 144000.00 145123.68 Corporate Debt Securities MORGAN STANLEY FR 5.042%071930 IGJSJL3JD5P30I6NJZ34 61747YFS9 2030-07-19 5.042000 0.00 1000.00 1004.58 Corporate Debt Securities MORGAN STANLEY FR 5.042%071930 IGJSJL3JD5P30I6NJZ34 61747YFS9 2030-07-19 5.042000 0.00 87000.00 87398.52 Corporate Debt Securities MORGAN STANLEY FR 4.21%042028 IGJSJL3JD5P30I6NJZ34 61747YER2 2028-04-20 4.210000 0.00 95000.00 95860.83 Corporate Debt Securities MORGAN STANLEY FR 4.654%101830 IGJSJL3JD5P30I6NJZ34 61747YFU4 2030-10-18 4.654000 0.00 100000.00 100268.56 Corporate Debt Securities MCDONALDS CORP FR 5%021336 UE2136O97NLB5BYP9H04 58013MGC2 2036-02-13 5.000000 0.00 87000.00 87339.59 Corporate Debt Securities MORGAN STANLEY FR 6.296%101828 IGJSJL3JD5P30I6NJZ34 61747YEV3 2028-10-18 6.296000 0.00 67000.00 69463.83 Corporate Debt Securities MORGAN STANLEY FR 4.375%012247 IGJSJL3JD5P30I6NJZ34 61746BEG7 2047-01-22 4.375000 0.00 1421000.00 1143427.19 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT 5%42 54930073LBBH6ZCBE225 60871RAD2 2042-05-01 5.000000 0.00 9000.00 8012.88 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 29 353800V2V8PUY9TK3E06 606822BM5 2029-07-18 3.195000 0.00 450000.00 430462.69 Corporate Debt Securities GATX CORP SR GLBL NT 26 549300IHYHCQP2PIR591 361448AY9 2026-09-15 3.250000 0.00 269000.00 271762.03 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT33 21380048QROAMGM6EP30 350930AG8 2033-01-25 5.900000 0.00 8260000.00 8417463.13 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT35 21380048QROAMGM6EP30 350930AD5 2035-01-25 6.250000 0.00 9398000.00 9693864.70 Corporate Debt Securities GATX CORP SR NT 4.7%29 549300IHYHCQP2PIR591 361448BE2 2029-04-01 4.700000 0.00 126000.00 127459.92 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD4.4%28 A89MY1K3YLIGJMYWVX50 341081GN1 2028-05-15 4.400000 0.00 28000.00 28236.01 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT38 21380048QROAMGM6EP30 350930AE3 2038-01-25 6.400000 0.00 3105000.00 3216800.70 Corporate Debt Securities FIRST CTZNS BANCSHARES INC DEL SUB GLBL NT 40 549300N3Z00ZHE2XC526 31959XAF0 2040-03-12 6.254000 0.00 1082000.00 1077517.69 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 29 THRNG6BD57P9QWTQLG42 316773DK3 2029-07-27 6.339000 0.00 139000.00 143084.42 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD 48 A89MY1K3YLIGJMYWVX50 341081FQ5 2048-03-01 3.950000 0.00 4000.00 3075.19 Corporate Debt Securities FOX CORP GLBL NT 6.5%33 549300DDU6FDRBIELS05 35137LAN5 2033-10-13 6.500000 0.00 932000.00 997911.04 Corporate Debt Securities FIDELITY NATL FINL INC SR GLBL NT 31 549300CAZYIH39SYQ287 31620RAK1 2031-03-15 2.450000 0.00 324000.00 288727.92 Corporate Debt Securities INTUIT SR GLBL NT5.2%33 VI90HBPH7XSFMB9E4M29 46124HAG1 2033-09-15 5.200000 0.00 1764000.00 1784470.24 Corporate Debt Securities MPLX LP 5.5%49 5493000CZJ19CK4P3G36 55336VAT7 2049-02-15 5.500000 0.00 26000.00 23767.93 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 32 MLU0ZO3ML4LN2LL2TL39 404280FL8 2032-03-10 4.675000 0.00 1968000.00 1960266.58 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 46 QEKMOTMBBKA8I816DO57 437076BH4 2046-04-01 4.250000 0.00 229000.00 186805.99 Corporate Debt Securities HCA INC. SR SEC GLBL NT39 L3CJ6J7LJ2DX62FTXD46 404119BY4 2039-06-15 5.125000 0.00 200000.00 187167.72 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.5%28 549300BX44RGX6ANDV88 42824CCC1 2028-03-23 4.500000 0.00 50000.00 50647.00 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.5%28 549300BX44RGX6ANDV88 42824CCC1 2028-03-23 4.500000 0.00 1284000.00 1300614.96 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO SR GLBL NT4.5%28 549300BX44RGX6ANDV88 42824CCC1 2028-03-23 4.500000 0.00 2183000.00 2211248.02 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 51 QEKMOTMBBKA8I816DO57 437076CG5 2051-03-15 2.375000 0.00 1165000.00 638632.29 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 34 8MYN82XMYQH89CTMTH67 94973VAH0 2034-12-15 5.950000 0.00 960000.00 1000908.27 Corporate Debt Securities WASTE MGMT INC DEL SR GLBL NT 31 549300YX8JIID70NFS41 94106LBY4 2031-07-03 4.950000 0.00 4000.00 4035.56 Corporate Debt Securities TARGET CORP SR GLBL NT4.4%33 8WDDFXB5T1Z6J0XC1L66 87612EBQ8 2033-01-15 4.400000 0.00 570000.00 556391.57 Corporate Debt Securities WELLS FARGO & CO FR 4.9%012428 PBLD0EJDB5FWOLXP3B76 95000U3R2 2028-01-24 4.900000 0.00 453000.00 454224.36 Corporate Debt Securities TENNESSEE GAS PIPELINE CO SR GLBL DEB 7%28 N/A 880451AV1 2028-10-15 7.000000 0.00 72000.00 76842.80 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 34 8MYN82XMYQH89CTMTH67 94973VAH0 2034-12-15 5.950000 0.00 2000.00 2085.23 Corporate Debt Securities SYSCO CORP SR GLBL NT4.5%46 5RGWIFLMGH3YS7KWI652 871829BD8 2046-04-01 4.500000 0.00 180000.00 146878.20 Corporate Debt Securities ABBVIE INC GLBL NT 5.5%64 FR5LCKFTG8054YNNRU85 00287YDX4 2064-03-15 5.500000 0.00 8000.00 7473.42 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC SR GLBL 144A 27 549300OSW32RVX8CCZ87 01626PAH9 2027-07-26 3.550000 0.00 2127000.00 2109586.37 Corporate Debt Securities ALLSTATE CORP SR GLBL NT 29 OBT0W1ED8G0NWVOLOJ77 020002BL4 2029-06-24 5.050000 0.00 100000.00 101503.03 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 27 MGCJBT4MKTQBVLNUIS88 015271AJ8 2027-01-15 3.950000 0.00 9000.00 8993.75 Corporate Debt Securities HOWMET AEROSPACE INC SR GLBL NT 37 549300HO5WFZUT5N2T22 013817AK7 2037-02-01 5.950000 0.00 340000.00 363837.40 Corporate Debt Securities ALTRIA GROUP INC SR NT 4.25%42 XSGZFLO9YTNO9VCQV219 02209SAM5 2042-08-09 4.250000 0.00 339000.00 276890.30 Corporate Debt Securities AEGON FUNDING COMPANY LLC SR GLBL NT 36 KEIOKM01PSK5VZ5CCI74 00775VAB0 2036-05-07 5.625000 0.00 100000.00 98925.50 Corporate Debt Securities AT&T INC GLBL NT 5.4%34 549300Z40J86GGSTL398 00206RMT6 2034-02-15 5.400000 0.00 779000.00 793902.27 Corporate Debt Securities ALABAMA PWR CO SR -2014A NT 44 0RL818ELFOHP5JHOFU19 010392FL7 2044-08-15 4.150000 0.00 45000.00 36868.32 Corporate Debt Securities TORONTO DOMINION BK ONT FR 1.25%091026 PT3QB789TSUIDF371261 89114TZG0 2026-09-10 1.250000 0.00 400000.00 400698.33 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 6%55 D71FAKCBLFS2O0RBPG08 969457CQ1 2055-03-15 6.000000 0.00 143000.00 140295.39 Corporate Debt Securities TOLL BROS FIN CORP SR GLBL NT5.6%35 N/A 88947EAX8 2035-06-15 5.600000 0.00 368000.00 370636.92 Corporate Debt Securities ALABAMA PWR CO SR -2015A NT 45 0RL818ELFOHP5JHOFU19 010392FM5 2045-03-01 3.750000 0.00 904000.00 691691.08 Corporate Debt Securities ALLEGION US HLDG CO INC SR GLBL NT5.6%34 5493002B66JX7J7SXI33 01748NAF1 2034-05-29 5.600000 0.00 302000.00 307198.76 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT3.3%32 N/A 00774MAX3 2032-01-30 3.300000 0.00 554000.00 502483.54 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 33 MGCJBT4MKTQBVLNUIS88 015271AV1 2033-02-01 1.875000 0.00 112000.00 91151.76 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT4.2%31 HCHV7422L5HDJZCRFL38 883556DC3 2031-03-01 4.200000 0.00 280000.00 277625.60 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAC9 2039-09-30 5.750000 0.00 573.00 574.75 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAD7 2039-09-30 4.875000 0.00 84.00 74.76 Corporate Debt Securities TOPAZ SOLAR FARMS LLC SR SEC GLBL 39 N/A 89054XAD7 2039-09-30 4.875000 0.00 216.00 192.24 Corporate Debt Securities WELLS FARGO & CO FR 4.478%040431 PBLD0EJDB5FWOLXP3B76 95000U2L6 2031-04-04 4.478000 0.00 966000.00 964873.16 Corporate Debt Securities TOTAL CAP INTL GLBL NT 3.127%50 549300U37G2I8G4RUG09 89153VAV1 2050-05-29 3.127000 0.00 600000.00 385041.23 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR NT 4%32 N/A 87612BBU5 2032-01-15 4.000000 0.00 248000.00 233880.81 Corporate Debt Securities TARGA RES CORP SR GLBL NT4.2%33 5493003QENHHS261UR94 87612GAA9 2033-02-01 4.200000 0.00 707000.00 675892.00 Corporate Debt Securities WELLS FARGO & CO FR 3.9%050145 PBLD0EJDB5FWOLXP3B76 94974BGK0 2045-05-01 3.900000 0.00 60000.00 46330.20 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR NT 4%32 N/A 87612BBU5 2032-01-15 4.000000 0.00 481000.00 453615.60 Corporate Debt Securities TORONTO DOMINION BK ONT ALT TIER I GLBL PT3QB789TSUIDF371261 89117F8Z5 2082-10-31 8.125000 0.00 4327000.00 4459060.04 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 34 D71FAKCBLFS2O0RBPG08 88339WAC0 2034-03-15 5.150000 0.00 2412000.00 2418501.68 Corporate Debt Securities TOYOTA MTR CR CORP FR 5%070833 Z2VZBHUMB7PWWJ63I008 89236TQF5 2033-07-08 5.000000 0.00 26000.00 25802.28 Corporate Debt Securities WESTERN UN CO SR GLBL NT6.2%36 28ID94QU1140NC23S047 959802AH2 2036-11-17 6.200000 0.00 1000.00 1035.97 Corporate Debt Securities SIXTH STREET CLO LTD 2019-14R2 A-1-R2 20380120 FLT N/A 83013NAC4 2038-01-20 4.883700 0.00 4476323.00 4477337.29 Asset-Backed Securities WELLS FARGO & CO FR 5.244%012431 PBLD0EJDB5FWOLXP3B76 95000U3P6 2031-01-24 5.244000 0.00 80000.00 80703.97 Corporate Debt Securities ORACLE CORP SR GLBL NT5.5%35 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 2035-08-03 5.500000 0.00 29179000.00 27545689.26 Corporate Debt Securities WESTLAKE CORPORATION SR GLBL NT 47 GOXNEVUM0LL78B1OS344 960413AU6 2047-11-15 4.375000 0.00 20000.00 15101.32 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL FL NT 28 2138006TSNBEUA761G16 76720AAY2 2028-03-14 4.490700 0.00 28000.00 28340.59 Corporate Debt Securities 7-ELEVEN INC GLBL 144A NT 51 549300K23JPL0SS3LB18 817826AG5 2051-02-10 2.800000 0.00 300000.00 174552.00 Corporate Debt Securities ONEOK INC NEW SR GLBL NT 34 2T3D6M0JSY48PSZI1Q41 682680CU5 2034-09-01 5.650000 0.00 55000.00 56546.14 Corporate Debt Securities SOCIETE GENERALE SUB 144A NT 55 O2RNE8IBXP4R0TD8PU41 83368RBY7 2055-01-19 7.132000 0.00 8525000.00 8526426.52 Corporate Debt Securities ONE GAS INC SR GLBL NT4.5%48 549300HXDWI0LATTX840 68235PAG3 2048-11-01 4.500000 0.00 4205000.00 3481193.35 Corporate Debt Securities SOUTHERN CO GLBL 2023C NT 33 549300FC3G3YU2FBZD92 842587DR5 2033-06-15 5.200000 0.00 80000.00 80058.76 Corporate Debt Securities SOUTHERN CO GLBL 2023C NT 33 549300FC3G3YU2FBZD92 842587DR5 2033-06-15 5.200000 0.00 95000.00 95069.77 Corporate Debt Securities PUGET ENERGY INC 1M GLBL NT 55 8MNFJR7KOMBQ7X62LK44 745332CP9 2055-09-15 5.598000 0.00 100000.00 95086.80 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -N NT 36 F3TJNSIZRGXRH8GEIK79 744533BS8 2036-01-15 5.450000 0.00 871000.00 864687.19 Corporate Debt Securities MPLX LP 4.8%29 5493000CZJ19CK4P3G36 55336VAS9 2029-02-15 4.800000 0.00 2547000.00 2603984.88 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT1.9%31 AR5L2ODV9HN37376R084 57636QAS3 2031-03-15 1.900000 0.00 4000.00 3564.51 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT1.9%31 AR5L2ODV9HN37376R084 57636QAS3 2031-03-15 1.900000 0.00 6000.00 5346.77 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 50 5PRBRS5FEH7NREC8OR45 744320BH4 2050-10-01 3.700000 0.00 10265000.00 9597706.57 Corporate Debt Securities ONCOR ELEC DELIVERY CO LLC SR SEC GLBL 31 549300SP2X2BS1KERD24 68233JDL5 2031-03-15 4.500000 0.00 16000.00 15975.68 Corporate Debt Securities OHIO PWR CO SR GLBL -N NT 48 06ZODLC132CY1O2Y7D77 677415CQ2 2048-04-01 4.150000 0.00 198000.00 152025.06 Corporate Debt Securities ONTARIO TEACHERS CADILLAC FAIR SR 144A NT2.5%31 N/A 68327LAD8 2031-10-15 2.500000 0.00 300000.00 264759.33 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 32 D71FAKCBLFS2O0RBPG08 969457BZ2 2032-08-15 4.650000 0.00 5000.00 4985.01 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 30 UDTZ87G0STFETI6HGH41 844741BF4 2030-02-10 2.625000 0.00 385000.00 358804.12 Corporate Debt Securities SOUTHERN CO JR SB GLBL 27 549300FC3G3YU2FBZD92 842587DD6 2027-08-01 5.113000 0.00 5629000.00 5729379.14 Corporate Debt Securities INTEL CORP SR GLBL NT 47 KNX4USFCNGPY45LOCE31 458140BG4 2047-12-08 3.734000 0.00 300000.00 204512.18 Corporate Debt Securities OAKTREE STRATEGIC CREDIT FUND SR GLBL NT6.5%29 2549006RRE0JC7G43241 67403AAE9 2029-07-23 6.500000 0.00 12654000.00 12746556.98 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD 38 3QRVFYR22IUIEOORTK28 837004CB4 2038-01-15 6.050000 0.00 10000.00 10429.49 Corporate Debt Securities HYUNDAI AUTO REC TR 2024-B A-3 20290315 4.8 N/A 44934QAD3 2029-03-15 4.840000 0.00 1000.00 768.85 Asset-Backed Securities INTEL CORP SR GLBL NT 31 KNX4USFCNGPY45LOCE31 458140CQ1 2031-06-01 4.650000 0.00 598000.00 592435.61 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2017A 47 9R1Z5I36FERIBVKW4P77 842400GG2 2047-04-01 4.000000 0.00 1000.00 730.15 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2017A 47 9R1Z5I36FERIBVKW4P77 842400GG2 2047-04-01 4.000000 0.00 85000.00 62063.03 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 54 5PRBRS5FEH7NREC8OR45 744320BP6 2054-03-15 6.500000 0.00 4000.00 4192.38 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 54 5PRBRS5FEH7NREC8OR45 744320BP6 2054-03-15 6.500000 0.00 29000.00 30394.77 Corporate Debt Securities INTEL CORP SR GLBL NT 43 KNX4USFCNGPY45LOCE31 458140CH1 2043-02-10 5.625000 0.00 5000.00 4756.54 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1MTG BD 36 9R1Z5I36FERIBVKW4P77 842400FC2 2036-02-01 5.625000 0.00 23000.00 23320.04 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1MTG BD 36 9R1Z5I36FERIBVKW4P77 842400FC2 2036-02-01 5.625000 0.00 97000.00 98349.76 Corporate Debt Securities INGERSOLL RAND INC SR GLBL NT 31 5299004C02FMZCUOIR50 45687VAE6 2031-06-15 5.314000 0.00 2000.00 2041.04 Corporate Debt Securities INGERSOLL RAND INC SR GLBL NT 31 5299004C02FMZCUOIR50 45687VAE6 2031-06-15 5.314000 0.00 20000.00 20410.40 Corporate Debt Securities STATE STREET BANK & TRUST SR NT 5.217%34 571474TGEMMWANRLN572 85744NAF8 2034-07-23 5.217000 0.00 2865000.00 2870957.29 Corporate Debt Securities PPL ELEC UTILS CORP 1M GLBL BD 56 549300GCZLSGYEYPIR35 69351UBE2 2056-05-15 5.750000 0.00 18000.00 17405.62 Corporate Debt Securities INTEL CORP SR GLBL NT 43 KNX4USFCNGPY45LOCE31 458140CH1 2043-02-10 5.625000 0.00 213000.00 202628.76 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 54 5PRBRS5FEH7NREC8OR45 744320BP6 2054-03-15 6.500000 0.00 693000.00 726330.22 Corporate Debt Securities LOCKHEED MARTIN CORP GLBL B NT6.15%36 DPRBOZP0K5RM2YE8UU08 539830AR0 2036-09-01 6.150000 0.00 6000.00 6566.55 Corporate Debt Securities SOUTHERN CO JR SB GLBL 27 549300FC3G3YU2FBZD92 842587DD6 2027-08-01 5.113000 0.00 360000.00 366419.70 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -Q NT 36 R64UBJHEC74EB3HGQ410 845437BV3 2036-04-01 5.200000 0.00 50000.00 49458.56 Corporate Debt Securities SOUTHERN CO SR GLBL NT 36 549300FC3G3YU2FBZD92 842587CW5 2036-07-01 4.250000 0.00 1479000.00 1343008.42 Corporate Debt Securities NSTAR ELEC CO 3.2%27 54930080R72Y2Z31UR68 67021CAM9 2027-05-15 3.200000 0.00 95000.00 94801.03 Corporate Debt Securities HONDA MOTOR CO LTD GLBL NT 2.967%32 549300P7ZYCQJ36CCS16 438127AC6 2032-03-10 2.967000 0.00 373000.00 337270.61 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 35 UDTZ87G0STFETI6HGH41 844741BM9 2035-11-15 5.250000 0.00 326000.00 312915.45 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1MTG BD 5.3%33 3QRVFYR22IUIEOORTK28 837004BX7 2033-05-15 5.300000 0.00 45000.00 45850.90 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2024E 54 9R1Z5I36FERIBVKW4P77 842400JD6 2054-04-15 5.750000 0.00 97000.00 88518.37 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 35 UDTZ87G0STFETI6HGH41 844741BM9 2035-11-15 5.250000 0.00 5855000.00 5619999.82 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT5.4%48 HKUPACFHSSASQK8HLS17 681919BU9 2048-10-01 5.400000 0.00 447000.00 389976.21 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 28 5493002F0SC4JTBU5137 863667BC4 2028-12-08 4.850000 0.00 100000.00 101131.03 Corporate Debt Securities PARKER-HANNIFIN CORP SR GLBL NT4.5%29 5493002CONDB4N2HKI23 701094AS3 2029-09-15 4.500000 0.00 97000.00 98124.23 Corporate Debt Securities PAYCHEX INC SR GLBL NT 32 529900K900DW6SUBM174 704326AB3 2032-04-15 5.350000 0.00 3380000.00 3445716.59 Corporate Debt Securities PEPSICO INC SR GLBL NT3.5%40 FJSUNZKFNQ5YPJ5OT455 713448ET1 2040-03-19 3.500000 0.00 20000.00 16466.67 Corporate Debt Securities PEACHTREE CORNERS FDG TR SR 144A NT 35 N/A 70470BAA7 2035-05-15 6.012000 0.00 171000.00 175400.17 Corporate Debt Securities SUTTER HEALTH SR GLBL 2020A 40 549300MJCC12LU768G81 86944BAH6 2040-08-15 3.161000 0.00 406000.00 312394.96 Corporate Debt Securities SPIRIT AIRLINES INC 2015-1 A 20291001 4.1 N/A 84858DAA6 2029-10-01 4.100000 0.00 43000.00 19748.52 Asset-Backed Securities MERCK & CO INC SR GLBL NT4.9%44 4YV9Y5M8S0BRK1RP0397 58933YBL8 2044-05-17 4.900000 0.00 289000.00 259652.69 Corporate Debt Securities MAPLE PARENT HOLDINGS CORP CR SEN SR 144A56 254900J6FBJ1E892Q074 56530KAD8 2056-03-26 6.625000 0.00 425000.00 441040.98 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL OO NT 34 225YDZ14ZO8E1TXUSU86 571903BQ5 2034-05-15 5.300000 0.00 36000.00 36168.08 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL OO NT 34 225YDZ14ZO8E1TXUSU86 571903BQ5 2034-05-15 5.300000 0.00 731000.00 734412.96 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL OO NT 34 225YDZ14ZO8E1TXUSU86 571903BQ5 2034-05-15 5.300000 0.00 839000.00 842917.20 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL OO NT 34 225YDZ14ZO8E1TXUSU86 571903BQ5 2034-05-15 5.300000 0.00 1320000.00 1326162.93 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC LW TIER II 46 35380028MYWPB6AUO129 86562MEB2 2046-07-08 5.796000 0.00 50000.00 47900.65 Corporate Debt Securities SUTTER HEALTH SR -2020A BD 50 549300MJCC12LU768G81 86944BAJ2 2050-08-15 3.361000 0.00 257000.00 176237.22 Corporate Debt Securities PEPSICO INC SR GLBL NT 31 FJSUNZKFNQ5YPJ5OT455 713448FE3 2031-10-21 1.950000 0.00 50000.00 43893.83 Corporate Debt Securities MPLX LP SR GLBL NT 53 5493000CZJ19CK4P3G36 55336VBW9 2053-03-01 5.650000 0.00 800000.00 736977.33 Corporate Debt Securities MACQUARIE GROUP LIMITED SR 144A NT 33 ACMHD8HWFMFUIQQ8Y590 55608JBE7 2033-06-21 4.442000 0.00 218000.00 209658.35 Corporate Debt Securities INTUIT SR GLBL NT5.2%33 VI90HBPH7XSFMB9E4M29 46124HAG1 2033-09-15 5.200000 0.00 2814000.00 2846654.91 Corporate Debt Securities MPLX LP SR GLBL NT4.7%48 5493000CZJ19CK4P3G36 55336VAN0 2048-04-15 4.700000 0.00 67000.00 54625.03 Corporate Debt Securities INTEL CORP SR GLBL NT5.3%36 KNX4USFCNGPY45LOCE31 458140CS7 2036-05-15 5.300000 0.00 16224000.00 15860906.88 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 52 1HNPXZSMMB7HMBMVBS46 694308KD8 2052-03-01 5.250000 0.00 195000.00 166870.27 Corporate Debt Securities GOLUB CAPITAL BDC CLO 8 2024-8 A-2RR 20361020 FLT N/A 381933AC4 2036-10-20 5.479200 0.00 11033627.00 11009399.39 Asset-Backed Securities MPLX LP SR GLBL NT 53 5493000CZJ19CK4P3G36 55336VBW9 2053-03-01 5.650000 0.00 500000.00 460610.83 Corporate Debt Securities MPLX LP 5.5%49 5493000CZJ19CK4P3G36 55336VAT7 2049-02-15 5.500000 0.00 225000.00 205684.00 Corporate Debt Securities MARTIN MARIETTA MATLS INC SR GLBL NT 27 5299005MZ4WZECVATV08 573284AQ9 2027-06-01 3.450000 0.00 25000.00 24921.50 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 46 5493002F0SC4JTBU5137 863667AJ0 2046-03-15 4.625000 0.00 324000.00 281462.76 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 50 AR5L2ODV9HN37376R084 57636QAQ7 2050-03-26 3.850000 0.00 181000.00 136272.74 Corporate Debt Securities MARKEL GROUP INC SR GLBL NT 50 549300SCNO12JLWIK605 570535AV6 2050-09-17 4.150000 0.00 138000.00 103818.40 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 49 AR5L2ODV9HN37376R084 57636QAL8 2049-06-01 3.650000 0.00 50000.00 36150.67 Corporate Debt Securities PAYCHEX INC SR GLBL NT 32 529900K900DW6SUBM174 704326AB3 2032-04-15 5.350000 0.00 2121000.00 2162238.13 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL FL NT 31 35380028MYWPB6AUO129 86562MDX5 2031-07-08 4.845700 0.00 500000.00 505914.21 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 32 AR5L2ODV9HN37376R084 57636QBB9 2032-01-15 4.350000 0.00 675000.00 659450.25 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT3.3%27 AR5L2ODV9HN37376R084 57636QAR5 2027-03-26 3.300000 0.00 377000.00 379148.27 Corporate Debt Securities PHILLIPS 66 CO SR GLBL NT 54 RVJMT2IZVVSKIRJJBH76 718547AW2 2054-06-15 5.650000 0.00 10000.00 9237.79 Corporate Debt Securities INVITATION HOMES OPER PARTNERS SR GLBL NT 2%31 549300147YMUQB3GW319 46188BAA0 2031-08-15 2.000000 0.00 200000.00 173378.44 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD6.4%33 1HNPXZSMMB7HMBMVBS46 694308KM8 2033-06-15 6.400000 0.00 40000.00 42257.11 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT 5%36 AR5L2ODV9HN37376R084 57636QBM5 2036-06-08 5.000000 0.00 585000.00 576342.65 Corporate Debt Securities PFIZER INC SR GLBL NT3.9%39 765LHXWGK1KXCLTFYQ30 717081EU3 2039-03-15 3.900000 0.00 124000.00 107571.65 Corporate Debt Securities PACCAR FINANCIAL CORP FR 5.05%081026 PH3S12DWZBHHQKVYZ297 69371RS56 2026-08-10 5.050000 0.00 590000.00 604235.22 Corporate Debt Securities PEPSICO INC SR GLBL NT4.4%27 FJSUNZKFNQ5YPJ5OT455 713448GD4 2027-02-07 4.400000 0.00 12000.00 12264.80 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 6.375%38 HL3H1H2BGXWVG3BSWR90 718172AC3 2038-05-16 6.375000 0.00 148000.00 160145.07 Corporate Debt Securities PEPSICO INC SR GLBL NT4.4%27 FJSUNZKFNQ5YPJ5OT455 713448GD4 2027-02-07 4.400000 0.00 478000.00 488547.87 Corporate Debt Securities PEPSICO INC SR GLBL NT4.4%27 FJSUNZKFNQ5YPJ5OT455 713448GD4 2027-02-07 4.400000 0.00 2474000.00 2528592.93 Corporate Debt Securities MASTERCARD INCORPORATED SR GLBL NT3.3%27 AR5L2ODV9HN37376R084 57636QAR5 2027-03-26 3.300000 0.00 3000.00 3017.09 Corporate Debt Securities PARKER-HANNIFIN CORP SR GLBL NT 4%49 5493002CONDB4N2HKI23 701094AP9 2049-06-14 4.000000 0.00 54000.00 41300.94 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL LL NT 26 225YDZ14ZO8E1TXUSU86 571903BM4 2026-09-15 5.450000 0.00 66000.00 67372.73 Corporate Debt Securities WELLS FARGO & CO SUB STEP DEB 26 N/A 337358BH7 2026-08-01 7.574000 0.00 82000.00 85094.68 Corporate Debt Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%34 A89MY1K3YLIGJMYWVX50 341081GU5 2034-06-15 5.300000 0.00 9000.00 9099.38 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT39 21380048QROAMGM6EP30 350930AK9 2039-01-25 6.300000 0.00 1431000.00 1470381.12 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 30 THRNG6BD57P9QWTQLG42 316773DG2 2030-07-28 4.772000 0.00 5000.00 4977.14 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT 27 254900NAOGHJ88RZ4C73 423452AL5 2027-12-01 4.650000 0.00 601000.00 604702.16 Corporate Debt Securities HUMANA INC SR GLBL NT 33 529900YLDW34GJAO4J06 444859BV3 2033-03-01 5.875000 0.00 138000.00 143991.85 Corporate Debt Securities META PLATFORMS INC SR GLBL NT4.6%32 BQ4BKCS1HXDV9HN80Z93 30303MAC6 2032-11-15 4.600000 0.00 10000.00 9732.81 Corporate Debt Securities EXELON CORP SR GLBL NT5.1%45 3SOUA6IRML7435B56G12 30161NAS0 2045-06-15 5.100000 0.00 704000.00 624220.37 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -C 67 UMI46YPGBLUE4VGNNT48 302570AX4 2067-06-15 6.051000 0.00 49000.00 44723.86 Corporate Debt Securities META PLATFORMS INC SR GLBL NT 32 BQ4BKCS1HXDV9HN80Z93 30303M8H8 2032-08-15 3.850000 0.00 4000.00 3784.81 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 53 5493001NEDZNIFRP2R92 224044CT2 2053-12-15 5.800000 0.00 1000000.00 793831.11 Corporate Debt Securities DEERE FUNDING CANADA CORP SR GLBL NT 30 N/A 2442GAAA0 2030-10-09 4.150000 0.00 27000.00 26707.35 Corporate Debt Securities ENTERGY CORP NEW SR GLBL 50 4XM3TW50JULSLG8BNC79 29364GAK9 2050-06-15 3.750000 0.00 90000.00 63151.35 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 3.9%030929 E0KSF7PFQ210NWI8Z391 24422EYK9 2029-03-09 3.900000 0.00 95000.00 94957.73 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 5.134%031127 969500TJ5KRTCJQWXH05 22534PAH6 2027-03-11 5.134000 0.00 400000.00 410054.22 Corporate Debt Securities CARGILL INC SR 144A NT 31 QXZYQNMR4JZ5RIRN4T31 141781BS2 2031-11-10 2.125000 0.00 30000.00 26366.74 Corporate Debt Securities COLGATE PALMOLIVE CO SR GLBL NT4.6%28 YMEGZFW4SBUSS5BQXF88 194162AR4 2028-03-01 4.600000 0.00 678000.00 693551.06 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.375%041531 E0KSF7PFQ210NWI8Z391 24422EYN3 2031-04-15 4.375000 0.00 16000.00 15879.71 Corporate Debt Securities CREDIT AGRICOLE S A FR 7.125% 969500TJ5KRTCJQWXH05 225313AT2 2500-12-31 7.125000 0.00 18715000.00 19103726.15 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS 1LIEN GLBL NT 29 549300I7CIEWU1BBLQ53 16412XAJ4 2029-11-15 3.700000 0.00 234000.00 227612.06 Corporate Debt Securities COCA COLA CO SR GLBL NT 27 UWJKFUJFZ02DKWI3RY53 191216CU2 2027-06-01 1.450000 0.00 5000.00 4898.03 Corporate Debt Securities COCA COLA CO SR GLBL NT 27 UWJKFUJFZ02DKWI3RY53 191216CR9 2027-03-25 3.375000 0.00 190000.00 191336.17 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 32 213800LBQA1Y9L22JB70 06738EDM4 2032-06-26 5.102000 0.00 1133000.00 1125987.04 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.06%072232 WFLLPEPC7FZXENRZV188 06406RBZ9 2032-07-22 5.060000 0.00 6000.00 6021.63 Corporate Debt Securities BOEING CO CR SEN SR GLBL54 RVHJWBXLJ1RFUBSY1F30 097023DT9 2054-05-01 6.858000 0.00 140000.00 153383.30 Corporate Debt Securities JPMORGAN CHASE & CO 8.75%30 8I5DZWZKVSZI1NUHU748 06423AAJ2 2030-09-01 8.750000 0.00 8000.00 9376.71 Corporate Debt Securities BANK OF AMER CORP FR 4.33%031550 9DJT3UXIJIZJI4WXO774 06051GHS1 2050-03-15 4.330000 0.00 10057000.00 8134783.24 Corporate Debt Securities BARRICK PD AUSTRALIA FIN PTY GLBL NT 5.95%39 5493008DX0TK7OFLV260 06849UAD7 2039-10-15 5.950000 0.00 4000000.00 4125997.78 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.085%042337 WFLLPEPC7FZXENRZV188 06406RCM7 2037-04-23 5.085000 0.00 2000.00 1975.72 Corporate Debt Securities BAXTER INTL INC SR GLBL NT 51 J5OIVXX3P24RJRW5CK77 071813CV9 2051-12-01 3.132000 0.00 490000.00 282240.00 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT4.2%48 549300RLHFT5RU20WM87 084664CQ2 2048-08-15 4.200000 0.00 6000.00 4809.04 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 28 213800LBQA1Y9L22JB70 06738EBY0 2028-08-09 5.501000 0.00 463000.00 478613.54 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 29 213800LBQA1Y9L22JB70 06738EBD6 2029-05-16 4.972000 0.00 200000.00 202387.67 Corporate Debt Securities BLUE OWL CR INCOME CORP SR GLBL NT6.6%29 5493003I42XBWPE05N35 09581CAB7 2029-09-15 6.600000 0.00 20446000.00 21038388.77 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT4.2%48 549300RLHFT5RU20WM87 084664CQ2 2048-08-15 4.200000 0.00 43000.00 34464.79 Corporate Debt Securities BANK MONTREAL MEDIUM FR 4.7%091427 NQQ6HPCNCCU6TUTQYE16 06368LAQ9 2027-09-14 4.700000 0.00 82000.00 83701.18 Corporate Debt Securities AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT3.1%26 PTVU09TE3QPJPL7K4E13 081437AS4 2026-09-15 3.100000 0.00 26000.00 26264.19 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 31 54930093Q75GSEM74I71 07274EAN3 2031-07-20 5.125000 0.00 1515000.00 1507328.00 Corporate Debt Securities AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT3.1%26 PTVU09TE3QPJPL7K4E13 081437AS4 2026-09-15 3.100000 0.00 36000.00 36365.80 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.65%020134 L3I9ZG2KFGXZ61BMYR72 06418JAC5 2034-02-01 5.650000 0.00 2000.00 2096.86 Corporate Debt Securities BOEING CO CR SEN SR GLBL60 RVHJWBXLJ1RFUBSY1F30 097023CX1 2060-05-01 5.930000 0.00 12515000.00 11917971.93 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.06%41 5493009NTB34VXE1T760 10373QBR0 2041-06-17 3.060000 0.00 49000.00 36154.16 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT 42 6VJJ5GQWIRDQ06DUXG89 20826FBC9 2042-03-15 3.758000 0.00 249000.00 199109.59 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC SR -2012 A DB 42 VZFZPMWDHTQCFKYOBP05 209111FB4 2042-03-15 4.200000 0.00 1000.00 835.19 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 172967LU3 2039-01-24 3.878000 0.00 2723000.00 2316167.61 Corporate Debt Securities CARVANA AUTO RECEIV 2024-N2 D 20300910 6.4 N/A 14687VAF9 2030-09-10 6.440000 0.00 221000.00 226235.86 Asset-Backed Securities COOPERATIEVE RABOBANK UA NY SNR PREF NT 27 DG3RU1DBUFHT4ZF9WN62 21688ABD3 2027-03-05 5.041000 0.00 401000.00 411058.71 Corporate Debt Securities CHENIERE CORPUS CHRISTI HLDGS 1LIEN GLBL NT 27 549300I7CIEWU1BBLQ53 16412XAG0 2027-06-30 5.125000 0.00 5582000.00 5616724.69 Corporate Debt Securities CANADIAN NATL RY CO SR NT 4.35%29 3SU7BEP7TH9YEQOZCS77 136375DX7 2029-05-12 4.350000 0.00 21000.00 21017.76 Corporate Debt Securities CISCO SYS INC SR GLBL NT5.5%40 549300LKFJ962MZ46593 17275RAF9 2040-01-15 5.500000 0.00 391000.00 388757.40 Corporate Debt Securities CISCO SYS INC SR GLBL NT5.3%54 549300LKFJ962MZ46593 17275RBU5 2054-02-26 5.300000 0.00 25000.00 23055.24 Corporate Debt Securities CITIZENS FINL GROUP INC SUB GLBL NT 36 2138004JDDA4ZQUPFW65 174610BK0 2036-01-29 5.299000 0.00 58000.00 56893.03 Corporate Debt Securities COCA COLA CO SR GLBL NT 1%28 UWJKFUJFZ02DKWI3RY53 191216DD9 2028-03-15 1.000000 0.00 288000.00 274307.84 Corporate Debt Securities COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 34 N/A 19828AAC1 2034-01-15 5.681000 0.00 64000.00 64587.83 Corporate Debt Securities CREDIT AGRICOLE S A FR 7.125% 969500TJ5KRTCJQWXH05 225313AT2 2500-12-31 7.125000 0.00 5000000.00 5103854.17 Corporate Debt Securities COUSINS PPTYS LP SR GLBL NT 33 254900ZQIHJ5FQH4C329 222793AD3 2033-03-01 4.875000 0.00 100000.00 98250.21 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL 144A NT 42 549300UVMBCBCIPSUI70 21987BAR9 2042-07-17 4.250000 0.00 830000.00 657868.61 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR 144A NT2.6%31 5493001NEDZNIFRP2R92 224044CN5 2031-06-15 2.600000 0.00 115000.00 100559.71 Corporate Debt Securities CITADEL LIMITED PARTNERSHIP SR GLBL 144A 27 549300IPM6EKPVUPFL67 17288XAB0 2027-01-15 4.875000 0.00 400000.00 400690.33 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR NT 4.8%32 S2PEWKCZFFECR4533P43 210385AT7 2032-01-15 4.800000 0.00 290000.00 285604.57 Corporate Debt Securities CLOROX CO DEL SR NT 4.95%33 54930044KVSC06Z79I06 189054BB4 2033-05-15 4.950000 0.00 290000.00 287616.20 Corporate Debt Securities COCA COLA CO SR GLBL NT 34 UWJKFUJFZ02DKWI3RY53 191216DY3 2034-08-14 4.650000 0.00 21000.00 21171.80 Corporate Debt Securities CONAGRA BRANDS INC SR GLBL NT 28 54930035UDEIH090K650 205887CC4 2028-11-01 4.850000 0.00 1527000.00 1542827.35 Corporate Debt Securities UBS GROUP AG SR 87 144A NT 34 549300SZJ9VS8SGXAN81 225401BG2 2034-09-22 6.301000 0.00 297000.00 316963.92 Corporate Debt Securities COREBRIDGE FINL INC SR GLBL NT 33 549300XY1661QCIA7J65 21871XAR0 2033-09-15 6.050000 0.00 1300000.00 1368166.22 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR NT 4.8%32 S2PEWKCZFFECR4533P43 210385AT7 2032-01-15 4.800000 0.00 654000.00 644087.54 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD 48 7NKTFWJ1G6MELP9TU740 210518DB9 2048-05-15 4.050000 0.00 384000.00 297730.56 Corporate Debt Securities BANK OF NY MELLON CORP PERP SUB -I NT WFLLPEPC7FZXENRZV188 064058AL4 2079-12-31 3.750000 0.00 3145000.00 3138272.32 Corporate Debt Securities BANK OF NY MELLON CORP FR 3.992%061328 WFLLPEPC7FZXENRZV188 06406RBG1 2028-06-13 3.992000 0.00 515000.00 515500.92 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT 32 549300RLHFT5RU20WM87 084664DA6 2032-03-15 2.875000 0.00 48000.00 44521.49 Corporate Debt Securities BELROSE FDG TR II SR 144A NT 55 N/A 08079KAA2 2055-05-15 6.792000 0.00 100000.00 99860.87 Corporate Debt Securities ABBVIE INC SR GLBL NT 49 FR5LCKFTG8054YNNRU85 00287YCB3 2049-11-21 4.250000 0.00 7000.00 5538.64 Corporate Debt Securities AMERICAN ASSETS TRUST L P SR GLBL NT 34 549300V1TI0SMG9Z6U69 02401LAB0 2034-10-01 6.150000 0.00 100000.00 101663.00 Corporate Debt Securities BANK OF AMER CORP FR 5.819%091529 9DJT3UXIJIZJI4WXO774 06051GLS6 2029-09-15 5.819000 0.00 70000.00 72999.70 Corporate Debt Securities BANK OF AMER CORP FR 3.974%020730 9DJT3UXIJIZJI4WXO774 06051GHQ5 2030-02-07 3.974000 0.00 50000.00 49869.88 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 30 5493006QMFDDMYWIAM13 05971KAT6 2030-11-06 4.746400 0.00 6600000.00 6703095.46 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 32 213800LBQA1Y9L22JB70 06738EBR5 2032-03-10 2.667000 0.00 235000.00 212441.35 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 35 XSGZFLO9YTNO9VCQV219 02209SBV4 2035-08-06 5.250000 0.00 201000.00 202793.09 Corporate Debt Securities ALABAMA PWR CO SR NT-T 5.7%33 0RL818ELFOHP5JHOFU19 010392EC8 2033-02-15 5.700000 0.00 32000.00 33881.71 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 46 XSGZFLO9YTNO9VCQV219 02209SAV5 2046-09-16 3.875000 0.00 3133000.00 2288879.73 Corporate Debt Securities ALPHABET INC SR GLBL NT0.8%27 5493006MHB84DD0ZWV18 02079KAJ6 2027-08-15 0.800000 0.00 3287000.00 3188156.26 Corporate Debt Securities AMAZON COM INC SR GLBL NT4.1%30 ZXTILKJKG63JELOEG630 023135CT1 2030-11-20 4.100000 0.00 626000.00 612425.89 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 49 XSGZFLO9YTNO9VCQV219 02209SBF9 2049-02-14 5.950000 0.00 735000.00 714920.82 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 31 MGCJBT4MKTQBVLNUIS88 015271AR0 2031-08-15 3.375000 0.00 802000.00 746287.06 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 32 XSGZFLO9YTNO9VCQV219 02209SBL6 2032-02-04 2.450000 0.00 1142000.00 1010756.60 Corporate Debt Securities AMAZON COM INC SR GLBL NT1.2%27 ZXTILKJKG63JELOEG630 023135BR6 2027-06-03 1.200000 0.00 696000.00 679882.96 Corporate Debt Securities ABBOTT LABORATORIES GLBL NT 1.15%28 HQD377W2YR662HK5JX27 002824BP4 2028-01-30 1.150000 0.00 100000.00 95415.00 Corporate Debt Securities L AIR LIQUIDE SR GLBL 144A 29 549300YGXL5Z3R14K812 00913RAF3 2029-09-10 2.250000 0.00 1267000.00 1194733.49 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC SR 144A NT 41 549300OSW32RVX8CCZ87 01626PAP1 2041-05-13 3.439000 0.00 4900000.00 3819996.72 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.9%041031 B6Q2VFHD1797Q7NZ3E43 02665WGX3 2031-04-10 4.900000 0.00 75000.00 75207.62 Corporate Debt Securities AFFILIATED MANAGERS GROUP GLBL NT 5.5%34 2JE75BUE3T1BLCYYGK54 008252AR9 2034-08-20 5.500000 0.00 200000.00 201915.44 Corporate Debt Securities AMAZON COM INC SR GLBL NT2.1%31 ZXTILKJKG63JELOEG630 023135BZ8 2031-05-12 2.100000 0.00 4000.00 3537.55 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 33 MGCJBT4MKTQBVLNUIS88 015271AV1 2033-02-01 1.875000 0.00 808000.00 657594.84 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR GLBL NT 5%28 N/A 87612BBG6 2028-01-15 5.000000 0.00 99000.00 99093.28 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC LW TIER II 44 35380028MYWPB6AUO129 86562MDQ0 2044-07-09 5.836000 0.00 490000.00 477174.96 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.5%31 549300V2JRLO5DIFGE82 87264ABW4 2031-04-15 3.500000 0.00 241000.00 227536.67 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 33 HL3H1H2BGXWVG3BSWR90 718172DB2 2033-02-15 5.375000 0.00 641000.00 665713.58 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 28 8I5DZWZKVSZI1NUHU748 46625HRY8 2028-02-01 3.782000 0.00 95000.00 96438.30 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 28 8I5DZWZKVSZI1NUHU748 46625HRY8 2028-02-01 3.782000 0.00 1112000.00 1128835.68 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR GLBL NT 5%28 N/A 87612BBG6 2028-01-15 5.000000 0.00 506000.00 506476.76 Corporate Debt Securities PFIZER INC SR GLBL NT 4%36 765LHXWGK1KXCLTFYQ30 717081EC3 2036-12-15 4.000000 0.00 32000.00 28987.88 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT 35 5521FA2ITF25TVH63740 72650RBQ4 2035-06-15 5.950000 0.00 3186000.00 3260274.51 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 3.625%27 8I5DZWZKVSZI1NUHU748 46625HRX0 2027-12-01 3.625000 0.00 17000.00 16904.83 Corporate Debt Securities PEPSICO INC SR GLBL NT 26 FJSUNZKFNQ5YPJ5OT455 713448FW3 2026-11-10 5.125000 0.00 588000.00 595703.54 Corporate Debt Securities TARGA RES CORP SR GLBL NT5.5%35 5493003QENHHS261UR94 87612GAK7 2035-02-15 5.500000 0.00 52000.00 53004.18 Corporate Debt Securities TARGA RES CORP SR GLBL NT5.5%35 5493003QENHHS261UR94 87612GAK7 2035-02-15 5.500000 0.00 186000.00 189591.87 Corporate Debt Securities TARGET CORP SR GLBL NT 5%35 8WDDFXB5T1Z6J0XC1L66 87612EBT2 2035-04-15 5.000000 0.00 603000.00 602163.17 Corporate Debt Securities TANGER PPTYS LTD PARTNERSHIP SR GLBL NT 26 PQPGJDNFN35EXH363L31 875484AJ6 2026-09-01 3.125000 0.00 107000.00 108258.41 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PAM8 2029-01-23 3.509000 0.00 116000.00 114167.17 Corporate Debt Securities MORGAN STANLEY FR 5.656%041830 IGJSJL3JD5P30I6NJZ34 61747YFQ3 2030-04-18 5.656000 0.00 450000.00 465314.60 Corporate Debt Securities MITSUBISHI HC FIN AMER LLC SR GLBL 144A 31 3538008O2MCHLB9FAL82 606790AF0 2031-07-21 5.197000 0.00 424000.00 422873.69 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL FL NT 32 8I5DZWZKVSZI1NUHU748 46647PFH4 2032-01-22 4.504500 0.00 113000.00 112700.24 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 37 8I5DZWZKVSZI1NUHU748 46647PFJ0 2037-01-22 4.898000 0.00 2973000.00 2849306.85 Corporate Debt Securities MOTOROLA SOLUTIONS INC GLBL NT 5.4%34 6S552MUG6KGJVEBSEC55 620076BZ1 2034-04-15 5.400000 0.00 983000.00 993164.22 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 5.803%41 8I5DZWZKVSZI1NUHU748 48128BAT8 2041-07-23 5.803000 0.00 20884000.00 20759730.92 Corporate Debt Securities MORGAN STANLEY FR 5.314%011841 IGJSJL3JD5P30I6NJZ34 61748UAP7 2041-01-18 5.314000 0.00 118000.00 112451.52 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PFG6 2032-01-22 4.347000 0.00 55000.00 53468.62 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT4.9%31 54930073LBBH6ZCBE225 60871RAS9 2031-07-08 4.900000 0.00 2078000.00 2076152.89 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 34 8I5DZWZKVSZI1NUHU748 46647PDY9 2034-10-23 6.254000 0.00 84000.00 89948.44 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 133000.00 135545.18 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 8607000.00 8771709.29 Corporate Debt Securities MORGAN STANLEY FR 2.239%072132 IGJSJL3JD5P30I6NJZ34 61747YED3 2032-07-21 2.239000 0.00 577000.00 502539.27 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27 N/A 62954HBE7 2027-06-01 4.400000 0.00 2000.00 2011.93 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PEA0 2028-01-23 5.040000 0.00 95000.00 95341.05 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PEA0 2028-01-23 5.040000 0.00 660000.00 662369.40 Corporate Debt Securities RGA GLOBAL FUNDING REGS NT 4.35%28 549300Y22K5FOEBMSK42 76209QAH4 2028-08-25 4.350000 0.00 542000.00 547073.12 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 32 549300DV9GIB88LZ5P30 609207AY1 2032-10-15 1.875000 0.00 13000.00 11080.43 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEK8 2035-07-22 5.294000 0.00 205000.00 203832.22 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEW2 2036-01-24 5.502000 0.00 100000.00 100454.98 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEW2 2036-01-24 5.502000 0.00 5000.00 5022.75 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEW2 2036-01-24 5.502000 0.00 35000.00 35159.24 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 5.576%36 8I5DZWZKVSZI1NUHU748 46647PFC5 2036-07-23 5.576000 0.00 169000.00 168053.45 Corporate Debt Securities ROYAL BK CDA FR 4.4%041730 ES7IP3U3RHIGC71XBU11 78017DAT5 2030-04-17 4.400000 0.00 55000.00 55017.11 Corporate Debt Securities UNITED PARCEL SVCS INC SR NT 3.05%27 D01LMJZU09ULLNCY6Z23 911312BM7 2027-11-15 3.050000 0.00 80000.00 79243.11 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC -O 5.65%79 UMI46YPGBLUE4VGNNT48 65339KBK5 2079-05-01 5.650000 0.00 124000.00 124982.70 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 N/A 62954HBA5 2031-05-11 2.500000 0.00 5306000.00 4746936.26 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL AA 56 UMI46YPGBLUE4VGNNT48 65339KEF3 2056-10-01 6.000000 0.00 3790000.00 3742776.60 Corporate Debt Securities RTX CORPORATION SR GLBL NT 50 I07WOS4YJ0N7YRFE7309 75513EAC5 2050-07-01 3.125000 0.00 560000.00 358094.33 Corporate Debt Securities MORGAN STANLEY FR 4.493%011632 IGJSJL3JD5P30I6NJZ34 61748UAS1 2032-01-16 4.493000 0.00 522000.00 508815.37 Corporate Debt Securities NIKE INC SR GLBL NT 50 787RXPR0UX0O0XUXPZ81 654106AM5 2050-03-27 3.375000 0.00 330000.00 226226.55 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 N/A 62954HBA5 2031-05-11 2.500000 0.00 394000.00 352486.41 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613BV9 2500-12-31 6.625000 0.00 3475000.00 3481368.42 Corporate Debt Securities UBS GROUP AG SR GLBL 144A 35 549300SZJ9VS8SGXAN81 902613BH0 2035-02-08 5.699000 0.00 450000.00 467674.59 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT2.5%31 N/A 62954HBA5 2031-05-11 2.500000 0.00 8000.00 7157.08 Corporate Debt Securities MORGAN STANLEY DIRECT LENDING SR GLBL NT 6%30 549300QEX22T2J8IB029 61774AAG8 2030-05-19 6.000000 0.00 3000.00 2990.55 Corporate Debt Securities MORGAN STANLEY FR 5.466%011835 IGJSJL3JD5P30I6NJZ34 61747YFL4 2035-01-18 5.466000 0.00 123000.00 123212.03 Corporate Debt Securities MORGAN STANLEY BK N A SR ACRD NT 28 G1MLHIS0N32I3QPILB75 61690U8B9 2028-05-26 5.504000 0.00 250000.00 254246.94 Corporate Debt Securities NATIONAL SECS CLEARING CORP SR 144A NT5.1%27 549300RYC9NELN2ICA34 637639AH8 2027-11-21 5.100000 0.00 3560000.00 3625207.33 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.2%011031 Z2VZBHUMB7PWWJ63I008 89236TPH2 2031-01-10 4.200000 0.00 700000.00 684831.00 Corporate Debt Securities RLI CORP SR GLBL NT 36 529900AMTJE5ECN9PS55 749607AD9 2036-06-01 5.375000 0.00 236000.00 228492.45 Corporate Debt Securities RTX CORPORATION GLBL NT 4.875%40 I07WOS4YJ0N7YRFE7309 75513ECA7 2040-10-15 4.875000 0.00 28000.00 26403.00 Corporate Debt Securities PUBLIC SVC ENTERPRISE GROUP SR GLBL NT4.9%30 PUSS41EMO3E6XXNV3U28 744573BA3 2030-03-15 4.900000 0.00 44000.00 44777.53 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.4%42 8I5DZWZKVSZI1NUHU748 48126BAA1 2042-01-06 5.400000 0.00 109000.00 105601.38 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.4%42 8I5DZWZKVSZI1NUHU748 48126BAA1 2042-01-06 5.400000 0.00 43000.00 41659.26 Corporate Debt Securities JOHNSON CTLS INTL PLC/ TYCO GLBL NT 2%31 N/A 47837RAD2 2031-09-16 2.000000 0.00 25000.00 21951.25 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 1000.00 1019.14 Corporate Debt Securities JOHNSON CTLS INTL PLC/ TYCO GLBL NT 4.9%32 N/A 47837RAE0 2032-12-01 4.900000 0.00 115000.00 115013.42 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 7%37 549300DV9GIB88LZ5P30 50075NAR5 2037-08-11 7.000000 0.00 571000.00 651805.38 Corporate Debt Securities NGPL PIPECO LLC SR 144A NT5.6%36 549300K3NT1HSQFEM073 62912XAG9 2036-08-15 5.600000 0.00 7504000.00 7345765.65 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT3.5%51 54930049QLLMPART6V29 363576AB5 2051-05-20 3.500000 0.00 1173000.00 781197.80 Corporate Debt Securities ROCKFORD TOWR CLO LTD 2019-2R2 D-R2 20320820 FLT 549300IG5M07NI4QKK80 77341GAY6 2032-08-20 6.641900 0.00 11389248.00 11497831.27 Asset-Backed Securities TOYOTA AUTO RECEIVABLES 2025-B A-2A 20280315 4.4 N/A 89231HAB2 2028-03-15 4.460000 0.00 2000.00 641.79 Asset-Backed Securities MORGAN STANLEY FR 5.17%071432 IGJSJL3JD5P30I6NJZ34 61748UBA9 2032-07-14 5.170000 0.00 12000.00 11999.65 Corporate Debt Securities MORGAN STANLEY FR 5.17%071432 IGJSJL3JD5P30I6NJZ34 61748UBA9 2032-07-14 5.170000 0.00 4741000.00 4740860.40 Corporate Debt Securities MORGAN STANLEY FR 5.424%072134 IGJSJL3JD5P30I6NJZ34 61747YFG5 2034-07-21 5.424000 0.00 379000.00 380169.85 Corporate Debt Securities PROSUS N V SR 144A NT 52 635400Z5LQ5F9OLVT688 74365PAJ7 2052-01-19 4.987000 0.00 200000.00 154368.47 Corporate Debt Securities NETFLIX INC. SR GLBL NT 28 549300Y7VHGU0I7CE873 64110LAS5 2028-04-15 4.875000 0.00 587000.00 598689.62 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.2%011031 Z2VZBHUMB7PWWJ63I008 89236TPH2 2031-01-10 4.200000 0.00 9000.00 8804.97 Corporate Debt Securities MORGAN STANLEY FR 5.32%071935 IGJSJL3JD5P30I6NJZ34 61747YFT7 2035-07-19 5.320000 0.00 172000.00 170187.69 Corporate Debt Securities RTX CORPORATION GLBL NT 2.375%32 I07WOS4YJ0N7YRFE7309 75513ECN9 2032-03-15 2.375000 0.00 10000.00 8860.02 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.361%042329 PT3QB789TSUIDF371261 89115KAP5 2029-04-23 4.361000 0.00 2209000.00 2213576.19 Corporate Debt Securities MORGAN STANLEY FR 5.831%041935 IGJSJL3JD5P30I6NJZ34 61747YFR1 2035-04-19 5.831000 0.00 304000.00 315455.07 Corporate Debt Securities MORGAN STANLEY FR 5.831%041935 IGJSJL3JD5P30I6NJZ34 61747YFR1 2035-04-19 5.831000 0.00 655000.00 679681.16 Corporate Debt Securities MORGAN STANLEY PRIVATE BK NATL SR NT 4.466%28 549300GS0W0TEUQS8571 61776NVE0 2028-07-06 4.466000 0.00 3450000.00 3456525.29 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.108%060827 PT3QB789TSUIDF371261 89115A2C5 2027-06-08 4.108000 0.00 63000.00 63220.37 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 28 HL3H1H2BGXWVG3BSWR90 718172CZ0 2028-02-15 4.875000 0.00 401000.00 411882.81 Corporate Debt Securities RTX CORPORATION SR GLBL NT5.4%35 I07WOS4YJ0N7YRFE7309 913017BJ7 2035-05-01 5.400000 0.00 2456000.00 2520027.92 Corporate Debt Securities WISCONSIN PUB SVC CORP SR GLBL NT 31 549300BJRHJVYNUMQZ30 976843BR2 2031-01-15 4.250000 0.00 1000.00 978.99 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 36 N/A 822905AQ8 2036-01-06 4.750000 0.00 74000.00 71607.48 Corporate Debt Securities SCHLUMBERGER INVT SA SR GLBL NT 36 529900EZ29I5KXPV2J32 806854AQ8 2036-05-07 5.150000 0.00 712000.00 706315.87 Corporate Debt Securities WORKDAY INC SR GLBL NT3.5%27 549300J0DYC0N31V7G13 98138HAG6 2027-04-01 3.500000 0.00 335000.00 336559.98 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT 27 Z15BMIOX8DDH0X2OBP21 824348AW6 2027-06-01 3.450000 0.00 2007000.00 2001862.08 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 28 TAFO772JB70PDRN5VS48 82620KBD4 2028-03-11 1.700000 0.00 324000.00 312608.52 Corporate Debt Securities SEMPRA GLBL NT 5.4%26 PBBKGKLRK5S5C0Y4T545 816851BQ1 2026-08-01 5.400000 0.00 100000.00 102687.00 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT2.3%31 549300VSGCJ7E698NM85 808513BS3 2031-05-13 2.300000 0.00 50000.00 44772.67 Corporate Debt Securities WISCONSIN PUB SVC CORP SR GLBL NT 31 549300BJRHJVYNUMQZ30 976843BR2 2031-01-15 4.250000 0.00 15000.00 14684.83 Corporate Debt Securities SERVICENOW INC SR GLBL NT 28 549300HJTQM36M0E1G39 81762PAF9 2028-05-15 4.250000 0.00 351000.00 352436.37 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT5.4%34 549300FGFN7VOK8BZR03 78081BAR4 2034-09-02 5.400000 0.00 473000.00 481745.77 Corporate Debt Securities PHILLIPS 66 CO JR SB GLBL -B 56 RVJMT2IZVVSKIRJJBH76 718547BA9 2056-03-15 6.200000 0.00 6707000.00 6834313.76 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID SR REGS NT 34 4469000001BFPONMPF32 P29595AF5 2034-01-28 6.045000 0.00 550000.00 533364.56 Corporate Debt Securities ROYAL BK CDA FR 5%050233 ES7IP3U3RHIGC71XBU11 78016HZQ6 2033-05-02 5.000000 0.00 197000.00 198081.75 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL NT 33 5299001HX8ZN8Y8QIT49 78410GAK0 2033-07-15 5.450000 0.00 2000000.00 1994302.22 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL 144A 27 K2NEH8QNVW44JIWK7Z55 780153BK7 2027-07-15 5.375000 0.00 300000.00 301241.67 Corporate Debt Securities SOUTHWEST AIRLS CO SR GLBL NT 27 UDTZ87G0STFETI6HGH41 844741BE7 2027-11-16 3.450000 0.00 17449000.00 17307096.01 Corporate Debt Securities PHILLIPS EDISON GROCERY CTR OP GLBL NT 2.625%31 549300WUPIVS6ZE0ZI51 71845JAA6 2031-11-15 2.625000 0.00 1100000.00 978495.83 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT5.4%34 549300FGFN7VOK8BZR03 78081BAR4 2034-09-02 5.400000 0.00 145000.00 147681.05 Corporate Debt Securities MORGAN STANLEY FR 5.516%111955 IGJSJL3JD5P30I6NJZ34 61747YFV2 2055-11-19 5.516000 0.00 881000.00 820107.04 Corporate Debt Securities ROYAL BK CDA FR 4.65%101830 ES7IP3U3RHIGC71XBU11 78017FZT3 2030-10-18 4.650000 0.00 33000.00 33183.29 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 37 213800TB53ELEUKM7Q61 92857WAQ3 2037-02-27 6.150000 0.00 694000.00 735472.28 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT5.6%35 D71FAKCBLFS2O0RBPG08 969457CP3 2035-03-15 5.600000 0.00 453000.00 464363.76 Corporate Debt Securities VULCAN MATLS CO SR GLBL NT 29 549300Q8LSNHAVWBNI21 929160BB4 2029-12-01 4.950000 0.00 15000.00 15210.30 Corporate Debt Securities WP CAREY INC SR GLBL NT5.2%36 54930042CRNE713E3Q67 92936UAP4 2036-09-15 5.200000 0.00 225000.00 218697.50 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT5.6%35 D71FAKCBLFS2O0RBPG08 969457CP3 2035-03-15 5.600000 0.00 345000.00 353654.52 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL A NT5%34 CQKUMNNZVDJLRYV2PT43 927804GP3 2034-01-15 5.000000 0.00 10000.00 9824.32 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 31 5493004KVU1HWZCP0C66 970648AP6 2031-03-15 4.550000 0.00 5000.00 5004.40 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 48 5493004KVU1HWZCP0C66 970648AH4 2048-09-15 5.050000 0.00 4000.00 3498.23 Corporate Debt Securities VOYA FINANCIAL INC SR GLBL NT 5%34 549300T065Z4KJ686G75 929089AH3 2034-09-20 5.000000 0.00 17000.00 16738.96 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT4.4%34 2S72QS2UO2OESLG6Y829 92343VCQ5 2034-11-01 4.400000 0.00 3198000.00 3011108.88 Corporate Debt Securities WELLS FARGO & CO FR 4.3%072227 PBLD0EJDB5FWOLXP3B76 94974BGL8 2027-07-22 4.300000 0.00 2000.00 1997.49 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT5.6%35 D71FAKCBLFS2O0RBPG08 969457CP3 2035-03-15 5.600000 0.00 1594000.00 1633986.38 Corporate Debt Securities US BANCORP FR 5.678%012335 N1GZ7BBF3NP8GI976H15 91159HJR2 2035-01-23 5.678000 0.00 4958000.00 5042592.29 Corporate Debt Securities 7-ELEVEN INC GLBL REGS NT 51 549300K23JPL0SS3LB18 U81522AG6 2051-02-10 2.800000 0.00 142000.00 82621.28 Corporate Debt Securities VERALTO CORP SR GLBL NT 32 635400FJE6GSOJUSNY27 92338CAP8 2032-01-15 4.850000 0.00 190000.00 189753.63 Corporate Debt Securities VERALTO CORP SR GLBL NT 32 635400FJE6GSOJUSNY27 92338CAP8 2032-01-15 4.850000 0.00 204000.00 203735.48 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 30 N/A 92564RAE5 2030-08-15 4.125000 0.00 7983000.00 7753415.57 Corporate Debt Securities WOODSIDE FIN LTD SR GLBL REGS 29 254900AIZKU6TGRRNZ98 Q98229AN9 2029-03-04 4.500000 0.00 100000.00 100891.50 Corporate Debt Securities UNITED STATES STL CORP GLBL 144A NT 31 JNLUVFYJT1OZSIQ24U47 912909AV0 2031-08-01 5.200000 0.00 4212000.00 4188941.64 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 30 2S72QS2UO2OESLG6Y829 92344GAM8 2030-12-01 7.750000 0.00 631000.00 707052.33 Corporate Debt Securities UNITED STATES STL CORP GLBL 144A NT 31 JNLUVFYJT1OZSIQ24U47 912909AV0 2031-08-01 5.200000 0.00 310000.00 308302.92 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT5.1%32 32SXKSJ72K64GM3HOU64 92277GBB2 2032-07-15 5.100000 0.00 644000.00 643766.01 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 37 549300GHBMY8T5GXDE41 91324PBE1 2037-11-15 6.625000 0.00 941000.00 1046021.35 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.3%30 549300GHBMY8T5GXDE41 91324PEQ1 2030-02-15 5.300000 0.00 13000.00 13535.46 Corporate Debt Securities VALLEY NATL BANCORP SUB GLBL NT 36 549300ET52S1UBIB9762 919794AH0 2036-06-01 6.219000 0.00 3000.00 3005.20 Corporate Debt Securities VALLEY NATL BANCORP SUB GLBL NT 36 549300ET52S1UBIB9762 919794AH0 2036-06-01 6.219000 0.00 70000.00 70121.45 Corporate Debt Securities US BANCORP ALT TIER I PERP N1GZ7BBF3NP8GI976H15 902973AZ9 2079-12-31 5.300000 0.00 5315000.00 5392097.03 Corporate Debt Securities VERIZON COMMUNICATIONS INC JR SB GLBL NT 56 2S72QS2UO2OESLG6Y829 92343VHN7 2056-05-14 6.200000 0.00 3561000.00 3534795.00 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL REGS 30 5493002SQ1AVQBY41K40 U9273ADB8 2030-05-13 3.750000 0.00 263000.00 251631.83 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 2%30 549300GHBMY8T5GXDE41 91324PDX7 2030-05-15 2.000000 0.00 315000.00 285945.10 Corporate Debt Securities TORONTO DOMINION BK ONT FR 2%091031 PT3QB789TSUIDF371261 89114TZJ4 2031-09-10 2.000000 0.00 24000.00 21224.48 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 902613AD0 2079-12-31 4.375000 0.00 800000.00 741617.00 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 H42097FF9 2500-12-31 7.000000 0.00 6600000.00 6760328.67 Corporate Debt Securities TORONTO DOMINION BK ONT FR 2%091031 PT3QB789TSUIDF371261 89114TZJ4 2031-09-10 2.000000 0.00 21000.00 18571.42 Corporate Debt Securities US BANCORP FR 5.678%012335 N1GZ7BBF3NP8GI976H15 91159HJR2 2035-01-23 5.678000 0.00 1870000.00 1901905.52 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36 549300UVMBCBCIPSUI70 P3143NAH7 2036-10-24 6.150000 0.00 230000.00 236854.19 Corporate Debt Securities TRUIST FINL CORP FR 4.916%072833 549300DRQQI75D2JP341 89788NAA8 2033-07-28 4.916000 0.00 1810000.00 1759192.70 Corporate Debt Securities UMASS MEM HEALTH CARE INC SR GLBL -M BD 52 N/A 90407JAA6 2052-07-01 5.363000 0.00 329000.00 294056.64 Corporate Debt Securities MINERA MEXICO S A DE C V SR GLBL REGS 50 2549005BMA2EK49I0T98 P6777MAB8 2050-01-26 4.500000 0.00 300000.00 233476.50 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT5.4%34 549300FGFN7VOK8BZR03 78081BAR4 2034-09-02 5.400000 0.00 43000.00 43795.07 Corporate Debt Securities XILINX INC SR GLBL NT 30 6EY4K7ZMF9UX1CU6KC79 983919AK7 2030-06-01 2.375000 0.00 9000.00 8252.26 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 5.625%33 HL3H1H2BGXWVG3BSWR90 718172DE6 2033-09-07 5.625000 0.00 1001000.00 1049808.76 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 30 HL3H1H2BGXWVG3BSWR90 718172CS6 2030-11-01 1.750000 0.00 2000.00 1772.21 Corporate Debt Securities SOUTHERN COPPER CORP SR GLBL NT7.5%35 2549007U6NAP46Q9TU15 84265VAA3 2035-07-27 7.500000 0.00 600000.00 679562.00 Corporate Debt Securities CREDIT AGRICOLE S A FR 6.7% 969500TJ5KRTCJQWXH05 F2280BAA4 2500-12-31 6.700000 0.00 11700000.00 11674286.00 Corporate Debt Securities PFIZER INVT ENTERPRISES GLBL NT 5.3%53 5493000FQO8XF9C0RT95 716973AG7 2053-05-19 5.300000 0.00 38000.00 34632.82 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 48 549300GHBMY8T5GXDE41 91324PDQ2 2048-12-15 4.450000 0.00 72000.00 58168.52 Corporate Debt Securities MORGAN STANLEY FR 5.587%011836 IGJSJL3JD5P30I6NJZ34 61748UAF9 2036-01-18 5.587000 0.00 984000.00 987638.37 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP -W NT 6.25% CFGNEKW0P8842LEUIA51 693475BP9 2079-12-31 6.250000 0.00 27996000.00 28458665.01 Corporate Debt Securities RIO TINTO FIN USA PLC SR GLBL NT 27 2138006TSNBEUA761G16 76720AAQ9 2027-03-12 4.375000 0.00 693000.00 705524.15 Corporate Debt Securities ZAYO ISSUER LLC 2025-1 A-2 20550320 5.6 N/A 98919WAA1 2055-03-20 5.648000 0.00 232055.00 232498.41 Asset-Backed Securities GOLDMAN SACHS GROUP INC SUB NT 6.45%36 784F5XWPLTWKTBV3E584 38143YAC7 2036-05-01 6.450000 0.00 299000.00 317479.70 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.561%34 784F5XWPLTWKTBV3E584 38141GA53 2034-10-24 6.561000 0.00 37000.00 39982.88 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 57 784F5XWPLTWKTBV3E584 38145GAX8 2057-07-21 6.215000 0.00 7467000.00 7432176.82 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAV2 2032-07-21 5.240000 0.00 261000.00 261338.14 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.45%36 784F5XWPLTWKTBV3E584 38143YAC7 2036-05-01 6.450000 0.00 2003000.00 2126795.42 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 34 784F5XWPLTWKTBV3E584 38141GF25 2034-04-20 5.094000 0.00 25000.00 24866.79 Corporate Debt Securities HORSESHOE FDG TR 1 SR GLBL 144A 36 N/A 440929AA5 2036-02-15 6.062000 0.00 3105000.00 3138153.81 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.4%48 54930070NSV60J38I987 37045VAQ3 2048-04-01 5.400000 0.00 3020000.00 2678015.20 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PDK9 2033-09-14 5.717000 0.00 99000.00 103131.90 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PDK9 2033-09-14 5.717000 0.00 589000.00 613582.72 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PBR6 2028-06-01 2.182000 0.00 138000.00 135820.52 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAA4 2048-02-22 4.260000 0.00 106000.00 86181.71 Corporate Debt Securities MORGAN STANLEY VR 071726-071229 IGJSJL3JD5P30I6NJZ34 61748UAZ5 2029-07-12 4.510400 0.00 2109000.00 2112667.96 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 27 8I5DZWZKVSZI1NUHU748 46647PCP9 2027-09-22 1.470000 0.00 2000.00 2002.20 Corporate Debt Securities NRG ENERGY INC 1LIEN GLBL 35 5E2UPK5SW04M13XY7I38 629377DB5 2035-10-15 5.407000 0.00 19907000.00 19455919.55 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEH5 2035-04-22 5.766000 0.00 578000.00 601025.50 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 30 353800CI5L6DDAN5XZ33 60687YDU0 2030-07-13 4.782000 0.00 201000.00 200419.31 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDA1 2028-04-26 4.323000 0.00 100000.00 100931.79 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PDA1 2028-04-26 4.323000 0.00 113000.00 114052.92 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 52000.00 52306.25 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 359000.00 361114.31 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 923000.00 928435.96 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PCJ3 2029-06-01 2.069000 0.00 17000.00 16273.56 Corporate Debt Securities NTT FINANCE CORP SR GLBL 144A 28 3538007PR116187GD960 62954WBA2 2028-03-31 4.741000 0.00 3000000.00 3011102.50 Corporate Debt Securities HONEYWELL AEROSPACE INC SR REGS NT 66 213800ZUAQRBYL67JS90 U43781AK6 2066-03-16 5.852000 0.00 4500000.00 4389817.50 Corporate Debt Securities ONEOK INC NEW SR GLBL REGS 30 2T3D6M0JSY48PSZI1Q41 U6836MAB1 2030-09-01 6.500000 0.00 335000.00 358843.07 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38141GF41 2037-06-03 5.425000 0.00 3899000.00 3854240.56 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.45%36 784F5XWPLTWKTBV3E584 38143YAC7 2036-05-01 6.450000 0.00 5000.00 5309.02 Corporate Debt Securities GLOBAL PMTS INC GLBL NT 5.3%29 549300NOMHGVQBX6S778 37940XAN2 2029-08-15 5.300000 0.00 19000.00 19512.98 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT5.2%33 213800STG1QDNBY87K49 378272CD8 2033-07-01 5.200000 0.00 3298000.00 3269087.53 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GD43 2036-10-21 4.939000 0.00 1000.00 963.30 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.561%34 784F5XWPLTWKTBV3E584 38141GA53 2034-10-24 6.561000 0.00 1000.00 1080.62 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT5.7%33 213800STG1QDNBY87K49 378272BL1 2033-05-08 5.700000 0.00 10000.00 10317.72 Corporate Debt Securities GLENCORE FDG LLC GLBL 144A NT 35 213800STG1QDNBY87K49 378272CA4 2035-04-01 5.673000 0.00 1925000.00 1974280.00 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 28 9C1X8XOOTYY2FNYTVH06 369550BC1 2028-05-15 3.750000 0.00 20000.00 19958.73 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT5.2%33 213800STG1QDNBY87K49 378272CD8 2033-07-01 5.200000 0.00 55000.00 54517.83 Corporate Debt Securities GLENCORE FINANCE CANADA LTD CR SEN GLBL 42 5493005TTO0UJ33KCK70 98417EAR1 2042-10-25 5.550000 0.00 214000.00 204644.63 Corporate Debt Securities COLBUN SA SR GLBL REGS 30 5493003VQJLE2QB8IF36 P2867KAK2 2030-03-06 3.150000 0.00 300000.00 282605.25 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 28 549300SZJ9VS8SGXAN81 H42097DB0 2028-05-12 4.751000 0.00 300000.00 303541.74 Corporate Debt Securities VICI PROPERTIES LP GLBL NT 5.75%34 254900X4QE7SGKQLLN38 925650AF0 2034-04-01 5.750000 0.00 2041000.00 2072608.29 Corporate Debt Securities BANQUE FED DU CRED MUTUEL SNR PREF REGS 28 VBHFXSYT7OG62HNT8T76 F0803NAP7 2028-10-16 4.651900 0.00 407000.00 410777.82 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 H42097CS4 2500-12-31 4.875000 0.00 15921000.00 16200659.00 Corporate Debt Securities VOLKSWAGEN GROUP AMER FIN LLC SR GLBL REGS 27 5493002SQ1AVQBY41K40 U9273ADF9 2027-11-24 1.625000 0.00 466000.00 448787.97 Corporate Debt Securities SK HYNIX INC GLBL REGS NT 31 988400XAIK6XISWQV045 Y8085FBD1 2031-01-19 2.375000 0.00 262000.00 235834.50 Corporate Debt Securities COLBUN SA SR REGS NT 35 5493003VQJLE2QB8IF36 P2867KAM8 2035-09-11 5.375000 0.00 300000.00 300666.83 Corporate Debt Securities UBS GROUP AG ALT TIER I PERP 549300SZJ9VS8SGXAN81 H42097FQ5 2500-12-31 7.000000 0.00 3207000.00 3192543.56 Corporate Debt Securities FLEX LTD SR GLBL NT 32 549300EAQH74YHD07T53 33938XAF2 2032-01-15 5.250000 0.00 2350000.00 2323241.33 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT36 21380048QROAMGM6EP30 350930AH6 2036-01-25 6.100000 0.00 8113000.00 8287483.59 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT36 21380048QROAMGM6EP30 350930AH6 2036-01-25 6.100000 0.00 443000.00 452527.45 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 33 5493003NUVITP3TMY274 055451BE7 2033-09-08 5.250000 0.00 67000.00 68713.47 Corporate Debt Securities AMGEN INC SR GLBL NT 53 62QBXGPJ34PQ72Z12S66 031162DK3 2053-03-01 4.875000 0.00 307000.00 262433.58 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 33 R4PP93JZOLY261QX3811 025816DA4 2033-08-03 4.420000 0.00 65000.00 64020.74 Corporate Debt Securities AMERICAN WTR CAP CORP SR GLBL NT 34 5IDHQUFVC8Q2KIBBFF06 03040WBD6 2034-03-01 5.150000 0.00 2167000.00 2202881.91 Corporate Debt Securities CENCORA INC SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 03073EAQ8 2047-12-15 4.300000 0.00 753000.00 600596.15 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31 8MYN82XMYQH89CTMTH67 036752AP8 2031-03-15 2.550000 0.00 73000.00 66484.99 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.7%55 8MYN82XMYQH89CTMTH67 036752BL6 2055-09-15 5.700000 0.00 282000.00 267709.18 Corporate Debt Securities APOLLO GLOBAL MGMT INC JR SB GLBL NT 54 254900LMFT1CY9IYB476 03769MAD8 2054-12-15 6.000000 0.00 78000.00 75228.40 Corporate Debt Securities APTARGROUP INC SR GLBL NT 31 VNPEQDQFAA7IY1T2PX43 038336AB9 2031-03-30 4.750000 0.00 498000.00 498096.28 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 28 635400ZRKEX9L1BKCH30 05401AAW1 2028-01-15 4.950000 0.00 1285000.00 1290692.55 Corporate Debt Securities AMGEN INC SR GLBL NT 48 62QBXGPJ34PQ72Z12S66 031162CD0 2048-06-15 4.563000 0.00 100000.00 82027.05 Corporate Debt Securities AMGEN INC SR GLBL NT2.6%26 62QBXGPJ34PQ72Z12S66 031162CJ7 2026-08-19 2.600000 0.00 39000.00 39419.64 Corporate Debt Securities AMGEN INC SR GLBL NT2.6%26 62QBXGPJ34PQ72Z12S66 031162CJ7 2026-08-19 2.600000 0.00 96000.00 97032.96 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 30 PY6ZZQWO2IZFZC3IOL08 046353AW8 2030-08-06 1.375000 0.00 67000.00 59322.74 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 4.875%28 549300C3HATU4Q460S18 04636NAF0 2028-03-03 4.875000 0.00 3000.00 3081.16 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT 31 8MYN82XMYQH89CTMTH67 036752AP8 2031-03-15 2.550000 0.00 124000.00 112933.41 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 5%34 549300CRGMZK3K53BF92 03523TBY3 2034-06-15 5.000000 0.00 8000.00 7994.95 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A SR GLBL NT5.7%55 8MYN82XMYQH89CTMTH67 036752BL6 2055-09-15 5.700000 0.00 617000.00 585732.50 Corporate Debt Securities APA CORPORATION GLBL NT 6.1%35 549300VCIWLRHYVSHC79 03743QAR9 2035-02-15 6.100000 0.00 2695000.00 2819179.61 Corporate Debt Securities APPALACHIAN PWR CO SR -P NT 6.7%37 3SCHO1ABYYIG382BEI70 037735CK1 2037-08-15 6.700000 0.00 450000.00 492707.00 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 33 5493006QMFDDMYWIAM13 05964HAV7 2033-08-08 6.921000 0.00 800000.00 882303.40 Corporate Debt Securities ANHEUSER BUSCH INBEV FIN INC SR GLBL NT4.9%46 5493000EYEKDT0FBSQ91 035242AN6 2046-02-01 4.900000 0.00 10000.00 8995.80 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 2.25%31 549300C3HATU4Q460S18 04636NAB9 2031-05-28 2.250000 0.00 235000.00 210091.76 Corporate Debt Securities AUTOZONE INC SR GLBL NT 31 GA3JGKJ41LJKXDN23E90 053332BN1 2031-07-15 4.950000 0.00 4000000.00 3993910.00 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT3.2%31 WEQ82666OJYSI5GUAB47 04010LBC6 2031-11-15 3.200000 0.00 1634000.00 1436768.94 Corporate Debt Securities AUTOZONE INC SR GLBL NT 28 GA3JGKJ41LJKXDN23E90 053332BG6 2028-11-01 6.250000 0.00 22000.00 23054.57 Corporate Debt Securities ATHENE GLOBAL FDG 144A NT 5.133%29 549300LM1QSI4MSIL320 04685A4Y4 2029-06-01 5.133000 0.00 92000.00 92752.54 Corporate Debt Securities AUDAX SENIOR DEBT CLO 7 2025-7 A-R2 20350420 FLT 2549005IHTL4E8HMCV03 050921AX3 2035-04-20 5.329200 0.00 20000000.00 20056767.40 Asset-Backed Securities ANHEUSER-BUSCH INBEV WLDW INC FR 4.375%041538 549300CRGMZK3K53BF92 035240AM2 2038-04-15 4.375000 0.00 53000.00 49204.77 Corporate Debt Securities BPCE FR 7.003%101934 9695005MSX1OYEMGDF46 05571AAS4 2034-10-19 7.003000 0.00 600000.00 654445.10 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 33 R4PP93JZOLY261QX3811 025816DA4 2033-08-03 4.420000 0.00 38000.00 37427.51 Corporate Debt Securities CENCORA INC SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 03073EAQ8 2047-12-15 4.300000 0.00 50000.00 39880.22 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35 8MYN82XMYQH89CTMTH67 036752BD4 2035-02-15 5.200000 0.00 1000.00 1010.22 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35 8MYN82XMYQH89CTMTH67 036752BD4 2035-02-15 5.200000 0.00 101000.00 102032.00 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35 8MYN82XMYQH89CTMTH67 036752BD4 2035-02-15 5.200000 0.00 194000.00 195982.25 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.2%35 8MYN82XMYQH89CTMTH67 036752BD4 2035-02-15 5.200000 0.00 12036000.00 12158981.17 Corporate Debt Securities BPCE FR 5.936%053035 9695005MSX1OYEMGDF46 05571AAY1 2035-05-30 5.936000 0.00 900000.00 917202.00 Corporate Debt Securities BPCE FR 5.936%053035 9695005MSX1OYEMGDF46 05571AAY1 2035-05-30 5.936000 0.00 34401000.00 35058517.78 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 33 5493006QMFDDMYWIAM13 05964HAV7 2033-08-08 6.921000 0.00 400000.00 441151.70 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.3%31 5493006ORUSIL88JOE18 03027XBS8 2031-09-15 2.300000 0.00 4000.00 3532.56 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS GLBL NT 2.6%31 N/A 03740LAC6 2031-12-02 2.600000 0.00 40000.00 35582.04 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS GLBL NT 2.6%31 N/A 03740LAC6 2031-12-02 2.600000 0.00 60000.00 53373.07 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.45%010831 B6Q2VFHD1797Q7NZ3E43 02665WGS4 2031-01-08 4.450000 0.00 25000.00 24409.08 Corporate Debt Securities AUTOZONE INC SR GLBL NT 31 GA3JGKJ41LJKXDN23E90 053332BN1 2031-07-15 4.950000 0.00 1095000.00 1093332.86 Corporate Debt Securities AUTOZONE INC SR GLBL NT 31 GA3JGKJ41LJKXDN23E90 053332BN1 2031-07-15 4.950000 0.00 1532000.00 1529667.53 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 5.25%070833 B6Q2VFHD1797Q7NZ3E43 02665WHC8 2033-07-08 5.250000 0.00 21000.00 20820.75 Corporate Debt Securities AMGEN INC SR GLBL NT 29 62QBXGPJ34PQ72Z12S66 031162DH0 2029-08-18 4.050000 0.00 73000.00 73019.53 Corporate Debt Securities AMERICAN INTL GROUP INC EXT JR SB A-6 68 ODVCVCQG2BP6VHV36M30 026874BS5 2068-05-15 8.175000 0.00 3659000.00 4044689.09 Corporate Debt Securities ASTRAZENECA PLC GLBL NT 3%51 PY6ZZQWO2IZFZC3IOL08 046353AZ1 2051-05-28 3.000000 0.00 293000.00 188108.93 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT5.4%35 5493006ORUSIL88JOE18 03027XCM0 2035-01-31 5.400000 0.00 86000.00 85447.02 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 48 N/A 12189LBD2 2048-12-15 4.150000 0.00 3000.00 2344.90 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C GLBL 144A NT 33 549300D2L6J4NC1QVZ22 09261BAK6 2033-04-22 6.200000 0.00 195000.00 207136.80 Corporate Debt Securities BERRY GLOBAL INC SR SEC GLBL NT34 549300AP2Q7ERHX6RI89 08576PAQ4 2034-01-15 5.650000 0.00 5545000.00 5605945.71 Corporate Debt Securities BOARDWALK PIPELINES LP SR GLBL NT3.4%31 549300W6AQ2GHHCGL606 096630AH1 2031-02-15 3.400000 0.00 100000.00 94486.78 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.9%46 N/A 12189LAZ4 2046-08-01 3.900000 0.00 126000.00 98132.58 Corporate Debt Securities CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 31 549300PNSJ5B81UMVO28 12592BAX2 2031-06-25 4.950000 0.00 50000.00 49769.00 Corporate Debt Securities CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 31 549300PNSJ5B81UMVO28 12592BAX2 2031-06-25 4.950000 0.00 200000.00 199076.00 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 41 N/A 12189LAC5 2041-03-01 5.050000 0.00 585000.00 565122.68 Corporate Debt Securities BROADCOM INC SR GLBL NT4.8%36 549300WV6GIDOZJTV909 11135FCY5 2036-02-15 4.800000 0.00 5788000.00 5487506.33 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.379%61 5493009NTB34VXE1T760 10373QBQ2 2061-02-08 3.379000 0.00 1000.00 632.06 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 44 N/A 12189LAU5 2044-09-01 4.550000 0.00 58000.00 50295.76 Corporate Debt Securities CONSTELLATION SOFTWARE INC SR 144A NT 34 549300B6PYHMCTDWQV29 21037XAD2 2034-02-16 5.461000 0.00 50000.00 49489.98 Corporate Debt Securities CITIZENS FINL GROUP INC SR GLBL NT 32 2138004JDDA4ZQUPFW65 174610BH7 2032-07-23 5.718000 0.00 15000.00 15292.51 Corporate Debt Securities CVS HEALTH CORP 4.78%38 549300EJG376EN5NQE29 126650CY4 2038-03-25 4.780000 0.00 6668000.00 6221977.48 Corporate Debt Securities CRH AMERICA FINANCE INC SR GLBL NT5.4%34 549300WEVUODRJ4CWK56 12636YAE2 2034-05-21 5.400000 0.00 225000.00 227652.75 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT 29 3MGELCRSTNSAMJ962671 092113AR0 2029-10-15 3.050000 0.00 96000.00 91488.05 Corporate Debt Securities BROWN FORMAN CORP SR GLBL NT 33 549300873K3LXF7ARU34 115637AU4 2033-04-15 4.750000 0.00 57000.00 56514.71 Corporate Debt Securities CRH SMW FIN DESIGNATED ACTIVIT SR GLBL NT 30 54930044475SH442C864 12704PAB4 2030-01-09 5.125000 0.00 1113000.00 1124855.61 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT6.2%55 549300EJG376EN5NQE29 126650EL0 2055-09-15 6.200000 0.00 4560000.00 4568947.73 Corporate Debt Securities WELLS FARGO BANK NATL ASSN SR NT 5.254%26 KB1H1DSPRFMYMCUFXT09 94988J6F9 2026-12-11 5.254000 0.00 481000.00 485933.72 Corporate Debt Securities WEYERHAEUSER CO GLBL NT 3.375%33 08IRJODWFYBI7QWRGS31 962166CA0 2033-03-09 3.375000 0.00 937000.00 848408.99 Corporate Debt Securities EVERGY KANS CENT INC 1M GLBL BD 49 J75GNWGEO73W89ZV3S44 95709TAQ3 2049-09-01 3.250000 0.00 10000.00 6682.62 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 30 2S72QS2UO2OESLG6Y829 92344GAM8 2030-12-01 7.750000 0.00 1377000.00 1542965.22 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.7%31 5493006ORUSIL88JOE18 03027XBM1 2031-04-15 2.700000 0.00 1190000.00 1083233.20 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 36 R4PP93JZOLY261QX3811 025816EM7 2036-10-24 4.804000 0.00 245000.00 235958.06 Corporate Debt Securities AMERICAN FINANCIAL GROUP INC SR GLBL NT 5%35 549300AFOM7IVKIU1G39 025932AQ7 2035-09-23 5.000000 0.00 248000.00 240353.61 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT2.1%31 GYVOE5EZ4GDAVTU4CQ61 032654AV7 2031-10-01 2.100000 0.00 692000.00 609527.44 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT 34 5493006ORUSIL88JOE18 03027XCH1 2034-02-15 5.450000 0.00 1021000.00 1046627.67 Corporate Debt Securities AMAZON COM INC SR GLBL NT3.3%27 ZXTILKJKG63JELOEG630 023135CF1 2027-04-13 3.300000 0.00 545000.00 546967.45 Corporate Debt Securities ALPHABET INC SR GLBL NT4.7%35 5493006MHB84DD0ZWV18 02079KAY3 2035-11-15 4.700000 0.00 26437000.00 25490614.15 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.4%090529 B6Q2VFHD1797Q7NZ3E43 02665WFQ9 2029-09-05 4.400000 0.00 422000.00 423846.02 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.5%32 8MYN82XMYQH89CTMTH67 036752AW3 2032-10-15 5.500000 0.00 119000.00 123113.17 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 37 PY6ZZQWO2IZFZC3IOL08 046353AD0 2037-09-15 6.450000 0.00 194000.00 215432.47 Corporate Debt Securities ATHENE GLOBAL FDG SR SEC REGS NT30 549300LM1QSI4MSIL320 04686E4R0 2030-01-07 5.380000 0.00 636000.00 637034.56 Corporate Debt Securities AMERICAN HOMES 4 RENT L P SR GLBL NT5.5%34 549300N4PXZ37U8QKI55 02666TAG2 2034-02-01 5.500000 0.00 60000.00 61535.40 Corporate Debt Securities APPLIED MATLS INC SR GLBL NT 4%31 41BNNE1AFPNAZELZ6K07 038222AT2 2031-01-15 4.000000 0.00 654000.00 633979.61 Corporate Debt Securities ANGLO AMERICAN PLC SR 144A NT 5%33 TINT358G1SSHR3L3PW36 034863BH2 2033-03-21 5.000000 0.00 10541000.00 10532391.52 Corporate Debt Securities AMERICAN EXPRESS CR CORP FR 3.3%050327 9ET6B8VCXWW51H8Z3M54 0258M0EL9 2027-05-03 3.300000 0.00 91000.00 91024.27 Corporate Debt Securities COMMONWEALTH EDISON CO 1M GLBL 130 BD51 D8YOXB8L2ZDC8P7Q0771 202795JT8 2051-03-15 3.125000 0.00 500000.00 319882.78 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.75%012028 E0KSF7PFQ210NWI8Z391 24422EWR6 2028-01-20 4.750000 0.00 87000.00 87599.55 Corporate Debt Securities CITIZENS FINL GROUP INC SUB GLBL NT 36 2138004JDDA4ZQUPFW65 174610BK0 2036-01-29 5.299000 0.00 2767000.00 2714190.11 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 3.35%041829 E0KSF7PFQ210NWI8Z391 24422EWE5 2029-04-18 3.350000 0.00 1000.00 979.10 Corporate Debt Securities DICKS SPORTING GOODS INC GLBL NT 4.1%52 529900SSBV5I4LWSK313 253393AG7 2052-01-15 4.100000 0.00 398000.00 276698.44 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 31 51M0QTTNCGUN7KFCFZ59 20030NDM0 2031-01-15 1.950000 0.00 2000.00 1751.57 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 36 N/A 24703TAJ5 2036-07-15 8.100000 0.00 426000.00 496149.42 Corporate Debt Securities COREBRIDGE FINL INC SR GLBL NT4.4%52 549300XY1661QCIA7J65 21871XAM1 2052-04-05 4.400000 0.00 500000.00 387933.89 Corporate Debt Securities COCA COLA CO SR GLBL NT 30 UWJKFUJFZ02DKWI3RY53 191216CV0 2030-06-01 1.650000 0.00 69000.00 62155.20 Corporate Debt Securities COCA COLA CO SR GLBL NT 2%31 UWJKFUJFZ02DKWI3RY53 191216DK3 2031-03-05 2.000000 0.00 40000.00 36016.04 Corporate Debt Securities COCA COLA CO SR GLBL NT 2%31 UWJKFUJFZ02DKWI3RY53 191216DK3 2031-03-05 2.000000 0.00 153000.00 137761.37 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 36 N/A 24703TAJ5 2036-07-15 8.100000 0.00 669000.00 779164.23 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 35 549300R22LSX6OHWEN64 25278XBC2 2035-04-01 5.550000 0.00 645000.00 661195.95 Corporate Debt Securities COCA COLA CO SR GLBL NT 30 UWJKFUJFZ02DKWI3RY53 191216CV0 2030-06-01 1.650000 0.00 323000.00 290958.40 Corporate Debt Securities DCP MIDSTREAM OPERATING LP SR GLBL NT 32 549300Y6CTBSE0QIPL28 23311VAK3 2032-02-15 3.250000 0.00 75000.00 69445.21 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 31 5493005GKEG8QCVY7037 21036PBH0 2031-08-01 2.250000 0.00 29000.00 25752.87 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 47 5493001NEDZNIFRP2R92 224044CK1 2047-08-15 4.600000 0.00 3896000.00 2672543.45 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL 144A 31 MTLVN9N7JE8MIBIJ1H73 226373AT5 2031-02-01 7.375000 0.00 400000.00 425862.00 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL 144A 31 MTLVN9N7JE8MIBIJ1H73 226373AT5 2031-02-01 7.375000 0.00 2984000.00 3176930.52 Corporate Debt Securities COREBRIDGE FINL INC SR GLBL NT 34 549300XY1661QCIA7J65 21871XAS8 2034-01-15 5.750000 0.00 1623000.00 1648246.67 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT3.5%29 549300R22LSX6OHWEN64 25278XAN9 2029-12-01 3.500000 0.00 339000.00 327546.32 Corporate Debt Securities COOPERATIEVE RABOBANK UA NY SNR PREF NT 26 DG3RU1DBUFHT4ZF9WN62 21688AAY8 2026-10-05 5.500000 0.00 350000.00 357095.28 Corporate Debt Securities COCA COLA CO SR GLBL NT 29 UWJKFUJFZ02DKWI3RY53 191216CM0 2029-09-06 2.125000 0.00 50000.00 47110.95 Corporate Debt Securities D R HORTON INC SR GLBL NT 5%34 529900ZIUEYVSB8QDD25 23331ABS7 2034-10-15 5.000000 0.00 5000.00 4937.66 Corporate Debt Securities EIDP INC SR GLBL NT2.3%30 GLU7INWNWH88J9XBXD45 263534CP2 2030-07-15 2.300000 0.00 2687000.00 2468767.83 Corporate Debt Securities DEERE & CO SR GLBL NT 29 PWFTNG3EI0Y73OXWDH08 244199BD6 2029-10-16 5.375000 0.00 20000.00 20826.74 Corporate Debt Securities CONSTELLATION SOFTWARE INC SR 144A NT 34 549300B6PYHMCTDWQV29 21037XAD2 2034-02-16 5.461000 0.00 879000.00 870033.83 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.2%34 51M0QTTNCGUN7KFCFZ59 20030NBM2 2034-08-15 4.200000 0.00 200000.00 184975.33 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1REF MTG BD 46 MWIUSDMN17TCR56VW396 26442CAR5 2046-03-15 3.875000 0.00 154000.00 117757.47 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1MTG REF BD 26 MWIUSDMN17TCR56VW396 26442CAS3 2026-12-01 2.950000 0.00 25000.00 25022.92 Corporate Debt Securities DOMINION ENERGY INC SR GLBL -B NT 52 ILUL7B6Z54MRYCF6H308 25746UDQ9 2052-08-15 4.850000 0.00 49000.00 41409.60 Corporate Debt Securities DUKE ENERGY CORP NEW JR SB GLBL DB 54 I1BZKREC126H0VB1BL91 26441CCG8 2054-09-01 6.450000 0.00 3000.00 3149.09 Corporate Debt Securities CONSUMERS ENERGY CO 1M GLBL BD 28 7NKTFWJ1G6MELP9TU740 210518DS2 2028-03-01 4.650000 0.00 2000.00 2045.03 Corporate Debt Securities GATX CORP SR GLBL NT4.9%33 549300IHYHCQP2PIR591 361448BK8 2033-03-15 4.900000 0.00 200000.00 199242.22 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 32 THRNG6BD57P9QWTQLG42 316773DN7 2032-04-29 4.566000 0.00 3000.00 2955.03 Corporate Debt Securities GENERAL MILLS INC SR GLBL NT 30 2TGYMUGI08PO8X8L6150 370334DA9 2030-01-30 4.875000 0.00 16000.00 15973.92 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 5%28 54930070NSV60J38I987 37045VAS9 2028-10-01 5.000000 0.00 4000.00 4079.91 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 38 MLU0ZO3ML4LN2LL2TL39 404280DN6 2038-06-01 6.800000 0.00 1109000.00 1199353.93 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PER3 2035-10-22 4.946000 0.00 25000.00 24610.54 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 29 5493008B6JBRUJ90QL97 37045XEU6 2029-07-15 5.550000 0.00 766000.00 781102.97 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 29 5493008B6JBRUJ90QL97 37045XEU6 2029-07-15 5.550000 0.00 1803000.00 1838549.15 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.255%31 8I5DZWZKVSZI1NUHU748 46647PFD3 2031-10-22 4.255000 0.00 150000.00 147333.19 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280DT3 2500-12-31 8.000000 0.00 21926000.00 23278834.20 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 35 MLU0ZO3ML4LN2LL2TL39 404280EL9 2035-11-18 5.874000 0.00 730000.00 742184.55 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEX0 2036-04-22 5.572000 0.00 136000.00 139147.45 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAV2 2032-07-21 5.240000 0.00 11573000.00 11587993.46 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAV2 2032-07-21 5.240000 0.00 15647000.00 15667271.56 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38141GF41 2037-06-03 5.425000 0.00 25189000.00 24899837.28 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 34 784F5XWPLTWKTBV3E584 38141GF25 2034-04-20 5.094000 0.00 162000.00 161136.78 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT 31 51M0QTTNCGUN7KFCFZ59 20030NDM0 2031-01-15 1.950000 0.00 4000.00 3503.15 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D31 7LTWFZYICNSX8D621K86 251526CD9 2031-09-18 3.547000 0.00 8538000.00 8111391.95 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL FLT NT 27 2IGI19DL77OX0HC3ZE78 13607L8D8 2027-06-28 4.593700 0.00 67000.00 67625.21 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 35 BVHHEFJI6SHNOKQT2572 10112RBJ2 2035-01-15 5.750000 0.00 1409000.00 1405936.21 Corporate Debt Securities BROOKFIELD ASSET MANAGMT LTD SR GLBL NT 35 549300CZ84WPNJZKY093 113004AA3 2035-04-24 5.795000 0.00 3000.00 3051.07 Corporate Debt Securities CARDINAL HEALTH INC SR NT 4.5%44 CCU46N3GJMF4OK4N7U60 14149YBB3 2044-11-15 4.500000 0.00 34000.00 28122.08 Corporate Debt Securities CANADIAN NATL RY CO SR GLBL NT 49 3SU7BEP7TH9YEQOZCS77 136375CV2 2049-01-20 4.450000 0.00 58000.00 47551.86 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM ALT TIER I GLBL 2IGI19DL77OX0HC3ZE78 13607QUM2 2086-07-28 6.500000 0.00 5156000.00 5090785.19 Corporate Debt Securities BOEING CO SR GLBL NT 59 RVHJWBXLJ1RFUBSY1F30 097023CR4 2059-08-01 3.950000 0.00 4715000.00 3258347.90 Corporate Debt Securities BRISTOL-MYERS SQUIBB CO SR GLBL NT 40 HLYYNH7UQUORYSJQCN42 110122DR6 2040-11-13 2.350000 0.00 105000.00 72462.78 Corporate Debt Securities CARDINAL HEALTH INC SR NT 4.6%43 CCU46N3GJMF4OK4N7U60 14149YAW8 2043-03-15 4.600000 0.00 45000.00 38805.20 Corporate Debt Securities CRH AMERICA FINANCE INC SR GLBL NT5.4%34 549300WEVUODRJ4CWK56 12636YAE2 2034-05-21 5.400000 0.00 226000.00 228664.54 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3%50 5493009NTB34VXE1T760 10373QBG4 2050-02-24 3.000000 0.00 443000.00 280854.62 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT3.2%40 549300VIWYMSIGT1U456 125523CJ7 2040-03-15 3.200000 0.00 11000.00 8493.86 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP GLBL DEB 3.3%51 N/A 12189LBG5 2051-09-15 3.300000 0.00 308000.00 205074.61 Corporate Debt Securities BROOKFIELD ASSET MANAGMT LTD SR GLBL NT 36 549300CZ84WPNJZKY093 113004AC9 2036-01-15 5.298000 0.00 688000.00 662003.69 Corporate Debt Securities BROADCOM INC SR GLBL NT 30 549300WV6GIDOZJTV909 11135FAQ4 2030-11-15 4.150000 0.00 4000.00 3887.88 Corporate Debt Securities CSX CORP SR GLBL NT2.5%51 549300JVQR4N1MMP3Q88 126408HT3 2051-05-15 2.500000 0.00 1100000.00 623136.56 Corporate Debt Securities CBOE GLOBAL MKTS INC SR GLBL NT 3%32 529900RLNSGA90UPEH54 12503MAD0 2032-03-16 3.000000 0.00 36000.00 32642.28 Corporate Debt Securities BROADCOM INC SR GLBL NT4.6%33 549300WV6GIDOZJTV909 11135FDA6 2033-01-15 4.600000 0.00 5000.00 4774.82 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 28 549300VIWYMSIGT1U456 125523AH3 2028-10-15 4.375000 0.00 195000.00 196263.98 Corporate Debt Securities BOFA FIN LLC FR 0.6%052527 549300CGZYSEY3ZSIW16 09709UV70 2027-05-25 0.600000 0.00 100000.00 126510.00 Corporate Debt Securities CIFC FUNDING LTD 2022-6R A-R 20381018 FLT 254900BYFL73GAM27L25 12574HAL7 2038-10-18 5.162900 0.00 94300000.00 94615074.31 Asset-Backed Securities BROADCOM INC SR GLBL NT 35 549300WV6GIDOZJTV909 11135FBM2 2035-11-15 3.137000 0.00 11700000.00 9584552.90 Corporate Debt Securities BOEING CO CR SEN SR GLBL31 RVHJWBXLJ1RFUBSY1F30 097023DC6 2031-02-01 3.625000 0.00 540000.00 519795.90 Corporate Debt Securities CSX CORP SR GLBL NT 27 549300JVQR4N1MMP3Q88 126408HH9 2027-06-01 3.250000 0.00 750000.00 746465.00 Corporate Debt Securities CBOE GLOBAL MKTS INC SR GLBL NT 3%32 529900RLNSGA90UPEH54 12503MAD0 2032-03-16 3.000000 0.00 64000.00 58030.72 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 27 N/A 12189LBA8 2027-06-15 3.250000 0.00 4000.00 3981.61 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.986%28 2IGI19DL77OX0HC3ZE78 13607LWV1 2028-10-03 5.986000 0.00 76000.00 79477.82 Corporate Debt Securities BROADCOM INC SR GLBL NT5.2%35 549300WV6GIDOZJTV909 11135FCM1 2035-07-15 5.200000 0.00 13338000.00 12819433.38 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 27 0NIFZ782LS46WOC9QK20 26442UAT1 2027-03-06 4.350000 0.00 125000.00 127226.35 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5%52 I1BZKREC126H0VB1BL91 26441CBU8 2052-08-15 5.000000 0.00 900000.00 767048.00 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 35 I1BZKREC126H0VB1BL91 26441CCJ2 2035-09-15 4.950000 0.00 557000.00 545748.60 Corporate Debt Securities DUPONT DE NEMOURS INC 5.419%48 5493004JF0SDFLM8GD76 26078JAF7 2048-11-15 5.419000 0.00 350000.00 321422.54 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 39 5493001NEDZNIFRP2R92 224044BV8 2039-03-01 8.375000 0.00 160000.00 178101.73 Corporate Debt Securities DOMINION ENERGY GAS HLDGS LLC SR GLBL B NT3%29 549300BFOD6TDMVV4O24 257375AP0 2029-11-15 3.000000 0.00 209000.00 195085.48 Corporate Debt Securities CUMMINS INC SR GLBL NT 34 ZUNI8PYC725B6H8JU438 231021AW6 2034-02-20 5.150000 0.00 113000.00 115534.81 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 2%061731 E0KSF7PFQ210NWI8Z391 24422EVS5 2031-06-17 2.000000 0.00 2000.00 1762.17 Corporate Debt Securities DARDEN RESTAURANTS INC SR GLBL NT 27 CY1NFSCCB5GUXC7WZC70 237194AP0 2027-10-15 4.350000 0.00 518000.00 523003.02 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC 1M GLBL BD 28 MWIUSDMN17TCR56VW396 26442CAX2 2028-11-15 3.950000 0.00 93000.00 92470.73 Corporate Debt Securities EQT CORP SR GLBL NT 34 4NT01YGM4X7ZX86ISY52 26884LAR0 2034-02-01 5.750000 0.00 4980000.00 5177158.20 Corporate Debt Securities DTE ENERGY CO SR GLBL -D NT 34 549300IX8SD6XXD71I78 233331BL0 2034-06-01 5.850000 0.00 750000.00 778762.50 Corporate Debt Securities DTE ENERGY CO SR GLBL -D NT 34 549300IX8SD6XXD71I78 233331BL0 2034-06-01 5.850000 0.00 1660000.00 1723661.00 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 5.15%090833 E0KSF7PFQ210NWI8Z391 24422EXE4 2033-09-08 5.150000 0.00 1000.00 1028.08 Corporate Debt Securities DUKE ENERGY PROGRESS LLC 1M GLBL BD 27 0NIFZ782LS46WOC9QK20 26442UAT1 2027-03-06 4.350000 0.00 579000.00 589312.47 Corporate Debt Securities EQUIFAX INC SR NT 5.65%33 5493004MCF8JDC86VS77 294429AY1 2033-08-15 5.650000 0.00 293000.00 294111.61 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR GLBL 144A 53 549300X3UK4GG3FNMO06 28504DAD5 2053-05-23 6.900000 0.00 352000.00 369657.49 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT5.7%55 I1BZKREC126H0VB1BL91 26441CCK9 2055-09-15 5.700000 0.00 221000.00 206737.40 Corporate Debt Securities DOW CHEMICAL CO CR SEN SR GLBL39 ZQUIP1CSZO8LXRBSOU78 260543BY8 2039-05-15 9.400000 0.00 3955000.00 5200051.58 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC SR GLBL NT6.1%37 MWIUSDMN17TCR56VW396 26442CAA2 2037-06-01 6.100000 0.00 306000.00 322357.74 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 27 I1BZKREC126H0VB1BL91 26441CCB9 2027-01-05 4.850000 0.00 3268000.00 3287224.92 Corporate Debt Securities DEERE & CO SR GLBL DB8.1%30 PWFTNG3EI0Y73OXWDH08 244199AZ8 2030-05-15 8.100000 0.00 189000.00 214543.35 Corporate Debt Securities DTE ELEC CO 1M GLBL -D BD 27 9N0FWODEJVKHC2DYLO03 23338VAW6 2027-05-14 4.250000 0.00 22000.00 22187.23 Corporate Debt Securities ENTERGY LA LLC SR SEC GLBL BD28 0V5453U14HDZO63CGH17 29364WAW8 2028-04-01 3.250000 0.00 370000.00 366275.33 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 47 I1BZKREC126H0VB1BL91 26441CAY1 2047-08-15 3.950000 0.00 72000.00 53936.92 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 30 I1BZKREC126H0VB1BL91 26441CBH7 2030-06-01 2.450000 0.00 3000.00 2756.32 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 30 I1BZKREC126H0VB1BL91 26441CBH7 2030-06-01 2.450000 0.00 136000.00 124953.17 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5.75%33 I1BZKREC126H0VB1BL91 26441CBZ7 2033-09-15 5.750000 0.00 204000.00 214231.05 Corporate Debt Securities DEERE & CO SR GLBL NT 35 PWFTNG3EI0Y73OXWDH08 244199BL8 2035-01-16 5.450000 0.00 42000.00 42888.75 Corporate Debt Securities WILLIAMS PARTNERS L.P. SR NT 4.9%45 D71FAKCBLFS2O0RBPG08 96950FAP9 2045-01-15 4.900000 0.00 14000.00 11980.19 Corporate Debt Securities HONEYWELL AEROSPACE INC SR REGS NT 56 213800ZUAQRBYL67JS90 U43781AJ9 2056-03-16 5.732000 0.00 41000.00 40000.62 Corporate Debt Securities HONEYWELL AEROSPACE INC SR REGS NT 56 213800ZUAQRBYL67JS90 U43781AJ9 2056-03-16 5.732000 0.00 3000.00 2926.88 Corporate Debt Securities NEWCASTLE COAL INFRASTRUCTURE SR SEC REGS NT31 549300YAJ8XYYGW2TZ32 Q66345AB7 2031-05-12 4.700000 0.00 11000.00 10280.26 Corporate Debt Securities GLENCORE FDG LLC SR REGS NT 27 213800STG1QDNBY87K49 U37818AT5 2027-10-27 3.875000 0.00 10000.00 10004.18 Corporate Debt Securities TRANSURBAN FIN CO PTY LTD SR SEC GLBL 36 54930081LPJMUMEA6E57 Q9194UBJ0 2036-03-24 4.924000 0.00 660000.00 641916.51 Corporate Debt Securities WEA FIN LLC/ WESTFIELD UK & EU GLBL REGS NT 44 N/A U94299AD3 2044-09-17 4.750000 0.00 1503000.00 1273883.52 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 31 5493004KVU1HWZCP0C66 970648AP6 2031-03-15 4.550000 0.00 39000.00 39034.29 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 34 549300SZJ9VS8SGXAN81 H42097DT1 2034-01-12 5.959000 0.00 441000.00 453703.02 Corporate Debt Securities BMW US CAP LLC REGS NT 3.75%28 KK5MZM9DIXLXZL9DZL15 U09513HK8 2028-04-12 3.750000 0.00 95000.00 94837.00 Corporate Debt Securities CK HUTCHISON INTL 24 LTD SR GLBL REGS 34 254900GAYV1MAUETUO84 G2176UAB6 2034-04-26 5.500000 0.00 200000.00 207176.78 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 34 549300SZJ9VS8SGXAN81 H42097DT1 2034-01-12 5.959000 0.00 202000.00 207818.62 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT 53 54930049QLLMPART6V29 04316JAE9 2053-03-02 5.750000 0.00 900000.00 853603.75 Corporate Debt Securities AMGEN INC SR GLBL NT 32 62QBXGPJ34PQ72Z12S66 031162DE7 2032-02-22 3.350000 0.00 2858000.00 2672818.27 Corporate Debt Securities ARIZONA PUB SVC CO SR NT 5.5%35 YG6VT0TPHRH4TFVAQV64 040555CH5 2035-09-01 5.500000 0.00 65000.00 65671.88 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT5.3%35 5493003NUVITP3TMY274 055451BL1 2035-02-21 5.300000 0.00 696000.00 712450.35 Corporate Debt Securities BANK OF AMER CORP FR 2.572%102032 9DJT3UXIJIZJI4WXO774 06051GKD0 2032-10-20 2.572000 0.00 31000.00 27630.79 Corporate Debt Securities BANK OF AMER CORP FR 5.872%091534 9DJT3UXIJIZJI4WXO774 06051GLU1 2034-09-15 5.872000 0.00 118000.00 124149.35 Corporate Debt Securities BANK OF AMER CORP SR NT FXD/FLT 28 9DJT3UXIJIZJI4WXO774 06051GGF0 2028-01-20 3.824000 0.00 85000.00 84869.82 Corporate Debt Securities ARES MANAGEMENT CORPORATION GLBL NT 5.6%54 529900JUV61FH7B8VW38 03990BAB7 2054-10-11 5.600000 0.00 2155000.00 1911271.89 Corporate Debt Securities BANK OF NY MELLON CORP PERP SR GLBL -J WFLLPEPC7FZXENRZV188 064058AN0 2500-12-31 6.300000 0.00 3000.00 3117.86 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT4.8%33 549300QHC068L40NNM71 120568BS8 2033-03-19 4.800000 0.00 54000.00 53839.62 Corporate Debt Securities BROOKFIELD FIN INC LW TIER II GLBL 549300XH8D8K6OYWGD17 11271LAN2 2055-01-15 6.300000 0.00 18000.00 17439.12 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT4.8%33 549300QHC068L40NNM71 120568BS8 2033-03-19 4.800000 0.00 46000.00 45863.38 Corporate Debt Securities BOEING CO 3.825%59 RVHJWBXLJ1RFUBSY1F30 097023CF0 2059-03-01 3.825000 0.00 45000.00 30370.84 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 27 WEQ82666OJYSI5GUAB47 04010LBD4 2027-06-15 2.875000 0.00 60000.00 59347.42 Corporate Debt Securities ATHENE GLOBAL FDG 144A NT 5.543%35 549300LM1QSI4MSIL320 04685A4S7 2035-08-22 5.543000 0.00 124000.00 123917.12 Corporate Debt Securities AMGEN INC SR GLBL NT2.8%41 62QBXGPJ34PQ72Z12S66 031162DA5 2041-08-15 2.800000 0.00 37000.00 26593.05 Corporate Debt Securities AMGEN INC SR GLBL NT2.2%27 62QBXGPJ34PQ72Z12S66 031162CT5 2027-02-21 2.200000 0.00 100000.00 99811.78 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 52 549300H316CT32FQXI76 04686JAE1 2052-05-15 3.450000 0.00 898000.00 539889.57 Corporate Debt Securities ATHENE GLOBAL FDG 144A NT 5.543%35 549300LM1QSI4MSIL320 04685A4S7 2035-08-22 5.543000 0.00 2416000.00 2414385.11 Corporate Debt Securities AUTOZONE INC SR GLBL NT 33 GA3JGKJ41LJKXDN23E90 053332BH4 2033-11-01 6.550000 0.00 1210000.00 1313025.45 Corporate Debt Securities APTARGROUP INC SR GLBL NT 31 VNPEQDQFAA7IY1T2PX43 038336AB9 2031-03-30 4.750000 0.00 698000.00 698134.95 Corporate Debt Securities ANTARES HLDGS LP SR 144A NT6.5%29 5493008EAIGV4283RM42 03666HAG6 2029-02-08 6.500000 0.00 12106000.00 12520583.42 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 4.875%28 549300C3HATU4Q460S18 04636NAF0 2028-03-03 4.875000 0.00 106000.00 108867.48 Corporate Debt Securities ASTRAZENECA FINANCE LLC GLBL NT 4.8%27 549300C3HATU4Q460S18 04636NAK9 2027-02-26 4.800000 0.00 90000.00 92125.50 Corporate Debt Securities BANK OF AMER CORP FR 2.972%020433 9DJT3UXIJIZJI4WXO774 06051GKK4 2033-02-04 2.972000 0.00 320000.00 291066.35 Corporate Debt Securities BANK OF AMER CORP FR 2.482%092136 9DJT3UXIJIZJI4WXO774 06051GKC2 2036-09-21 2.482000 0.00 1182000.00 1032563.02 Corporate Debt Securities ASB BK LTD FR 5.284%061732 549300IBZWZL1KTPF918 04342JAA5 2032-06-17 5.284000 0.00 231000.00 232812.94 Corporate Debt Securities AUGUSTA SPINCO CORP SR GLBL NT 29 N/A 051473AC0 2029-03-23 4.398000 0.00 6000.00 6037.36 Corporate Debt Securities ATHENE HOLDING LTD JR SB GLBL DB 55 549300H316CT32FQXI76 04686JAM3 2055-06-28 6.875000 0.00 311000.00 294418.13 Corporate Debt Securities CARVANA AUTO REC TR 2022-N1 B 20281210 2.9 N/A 14686GAC0 2028-12-10 2.950000 0.00 8000.00 413.73 Asset-Backed Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DEB 52 N/A 12189LBH3 2052-06-15 2.875000 0.00 4000.00 2389.49 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT3.5%50 54930036474DURYNB481 13648TAG2 2050-05-01 3.500000 0.00 71000.00 48893.44 Corporate Debt Securities BROADSTONE NET LEASE LLC SR GLBL NT 5%32 54930089IBT6J4WBTI50 11134GAA8 2032-11-01 5.000000 0.00 100000.00 99518.00 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM SR GLBL NT 26 2IGI19DL77OX0HC3ZE78 13607LWT6 2026-10-02 5.926000 0.00 232000.00 237256.82 Corporate Debt Securities CANADIAN NAT RES LTD MED TERM GLBL NT 5.4%34 549300T15RIMIKZC5Q38 136385BE0 2034-12-15 5.400000 0.00 4387000.00 4404153.17 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 34 CCU46N3GJMF4OK4N7U60 14149YBP2 2034-02-15 5.450000 0.00 100000.00 103132.06 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 3.75%022329 EDBQKYOPJUCJKLOJDE72 14913UBJ8 2029-02-23 3.750000 0.00 694000.00 691844.55 Corporate Debt Securities CARNIVAL CORP LTD 1LIEN GLBL 28 F1OF2ZSX47CR0BCWA982 143658BQ4 2028-08-01 4.000000 0.00 12812000.00 12793294.48 Corporate Debt Securities CARDINAL HEALTH INC SR GLBL NT 34 CCU46N3GJMF4OK4N7U60 14149YBP2 2034-02-15 5.450000 0.00 346000.00 356836.91 Corporate Debt Securities CENTERPOINT ENERGY RES CORP SR GLBL NT 28 2JADVB0458J06WCD4N56 15189YAG1 2028-03-01 5.250000 0.00 160000.00 165068.00 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 36 ZUE8T73ROZOF6FLBAR73 14040HDN2 2036-09-11 5.197000 0.00 4000.00 3920.16 Corporate Debt Securities BUNGE LTD FIN CORP SR GLBL NT 26 549300QHC068L40NNM71 120568AX8 2026-08-15 3.250000 0.00 63000.00 63903.80 Corporate Debt Securities CENTERPOINT ENERGY HOUSTON ELE GLBL -AK BD 33 549300S8SEQBOJLKHW63 15189XBB3 2033-04-01 4.950000 0.00 93000.00 93325.50 Corporate Debt Securities DUPONT DE NEMOURS INC 5.419%48 5493004JF0SDFLM8GD76 26078JAF7 2048-11-15 5.419000 0.00 420000.00 385707.05 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT 33 549300R22LSX6OHWEN64 25278XAV1 2033-03-15 6.250000 0.00 2000.00 2147.82 Corporate Debt Securities ECOLAB INC SR GLBL NT 5%35 82DYEISM090VG8LTLS26 278865BS8 2035-09-01 5.000000 0.00 181000.00 181454.91 Corporate Debt Securities ERAC USA FINANCE COMPANY SR GLBL 144A 42 LTKX5ODQW6Z7BQ2K1V47 26884TAE2 2042-03-15 5.625000 0.00 36000.00 35573.04 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT1.8%27 FGLT0EWZSUIRRITFOA30 291011BL7 2027-10-15 1.800000 0.00 2000.00 1950.24 Corporate Debt Securities EMERSON ELEC CO SR GLBL NT 26 FGLT0EWZSUIRRITFOA30 291011BP8 2026-10-15 0.875000 0.00 619000.00 616466.05 Corporate Debt Securities EIDP INC SR GLBL NT 32 GLU7INWNWH88J9XBXD45 263534CS6 2032-05-15 5.125000 0.00 70000.00 70997.46 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.375%101530 E0KSF7PFQ210NWI8Z391 24422EYF0 2030-10-15 4.375000 0.00 1000.00 1000.00 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D31 7LTWFZYICNSX8D621K86 251526DC0 2031-08-04 4.926700 0.00 1339000.00 1358254.64 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 3.3%41 I1BZKREC126H0VB1BL91 26441CBM6 2041-06-15 3.300000 0.00 429000.00 319367.62 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT 30 I1BZKREC126H0VB1BL91 26441CBH7 2030-06-01 2.450000 0.00 812000.00 746043.95 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 3.5%51 I1BZKREC126H0VB1BL91 26441CBN4 2051-06-15 3.500000 0.00 63000.00 41350.82 Corporate Debt Securities EQUITABLE AMER GLOBAL FDG REGS NT 5.125%31 98450066CCBIACF06694 29446R2G5 2031-06-15 5.125000 0.00 336000.00 336547.21 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 3.3%41 I1BZKREC126H0VB1BL91 26441CBM6 2041-06-15 3.300000 0.00 369000.00 274700.82 Corporate Debt Securities EATON CORP OHIO GLBL NT 4.15%33 0NZWDMRCE180888QQE14 278062AH7 2033-03-15 4.150000 0.00 25000.00 24216.69 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION FR 4.4%090831 E0KSF7PFQ210NWI8Z391 24422EXX2 2031-09-08 4.400000 0.00 25000.00 25018.69 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT5.7%55 I1BZKREC126H0VB1BL91 26441CCK9 2055-09-15 5.700000 0.00 535000.00 500472.88 Corporate Debt Securities DELL INTL LLC/EMC CORP SR GLBL NT 33 N/A 24703DBL4 2033-02-01 5.750000 0.00 238000.00 249926.18 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 26 N/A 24703TAE6 2026-10-01 4.900000 0.00 1216000.00 1235812.69 Corporate Debt Securities DELL INTL LLC/EMC CORP CR SEN SR SEC 26 N/A 24703TAE6 2026-10-01 4.900000 0.00 2134000.00 2168769.97 Corporate Debt Securities DEVON ENERGY CORP NEW GLBL NT 5.25%27 54930042348RKR3ZPN35 25179MBD4 2027-10-15 5.250000 0.00 18000.00 18277.35 Corporate Debt Securities DEVON ENERGY CORP NEW GLBL NT 5.25%27 54930042348RKR3ZPN35 25179MBD4 2027-10-15 5.250000 0.00 189000.00 191912.17 Corporate Debt Securities ENTERGY ARKANSAS LLC 1M -89 BD2.65%51 549300A0I5ONUIFMLP35 29366MAB4 2051-06-15 2.650000 0.00 950000.00 537743.81 Corporate Debt Securities DUKE ENERGY CORP NEW SR GLBL NT5.7%55 I1BZKREC126H0VB1BL91 26441CCK9 2055-09-15 5.700000 0.00 387000.00 362024.31 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 3.5%51 I1BZKREC126H0VB1BL91 26441CBN4 2051-06-15 3.500000 0.00 437000.00 286830.29 Corporate Debt Securities EIDP INC SR GLBL NT 32 GLU7INWNWH88J9XBXD45 263534CS6 2032-05-15 5.125000 0.00 574000.00 582179.18 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR REGS NT4.8%35 5493001NEDZNIFRP2R92 U22018AR3 2035-02-01 4.800000 0.00 404000.00 361769.88 Corporate Debt Securities SYSCO CORP SR GLBL NT5.4%35 5RGWIFLMGH3YS7KWI652 871829BV8 2035-03-23 5.400000 0.00 2969000.00 2995335.03 Corporate Debt Securities TARGA RES CORP SR GLBL NT 33 5493003QENHHS261UR94 87612GAC5 2033-03-15 6.125000 0.00 494000.00 525086.87 Corporate Debt Securities UNUM GROUP SR GLBL NT 51 549300E32YFDO6TZ8R31 91529YAR7 2051-06-15 4.125000 0.00 50000.00 35957.04 Corporate Debt Securities UNUM GROUP SR GLBL NT 51 549300E32YFDO6TZ8R31 91529YAR7 2051-06-15 4.125000 0.00 200000.00 143828.17 Corporate Debt Securities PEPSICO INC SR GLBL NT 30 FJSUNZKFNQ5YPJ5OT455 713448EZ7 2030-05-01 1.625000 0.00 10000.00 9012.12 Corporate Debt Securities ENEL FIN INTL N.V. GLBL REGS NT 27 0YQH6LCEF474UTUV4B96 N30707AC2 2027-05-25 3.625000 0.00 789000.00 787963.12 Corporate Debt Securities SYSCO CORP SR GLBL NT 35 5RGWIFLMGH3YS7KWI652 871829AJ6 2035-09-21 5.375000 0.00 29000.00 29002.31 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR GLBL REGS 33 K2NEH8QNVW44JIWK7Z55 V7780TAP8 2033-02-01 6.000000 0.00 100000.00 103883.00 Corporate Debt Securities PETRONAS CAPITAL LTD FR 3.404%042861 549300G7YFX3540OYR85 Y6886MAC4 2061-04-28 3.404000 0.00 700000.00 448422.57 Corporate Debt Securities PIEDMONT NAT GAS CO INC SR GLBL NT2.5%31 VXB4M3BDPKF3I2AZ3G89 720186AN5 2031-03-15 2.500000 0.00 2717000.00 2468814.13 Corporate Debt Securities PUGET ENERGY INC 1LIEN NT4.434%41 8MNFJR7KOMBQ7X62LK44 745332CE4 2041-11-15 4.434000 0.00 981000.00 845799.23 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT5.4%34 549300FGFN7VOK8BZR03 78081BAR4 2034-09-02 5.400000 0.00 547000.00 557114.03 Corporate Debt Securities AEGON FUNDING COMPANY LLC SR GLBL REGS 27 KEIOKM01PSK5VZ5CCI74 U0158VAA6 2027-04-16 5.500000 0.00 541000.00 552556.66 Corporate Debt Securities AT&T INC GLBL REGS NT 53 549300Z40J86GGSTL398 U04644CU9 2053-09-15 3.500000 0.00 31000.00 19154.66 Corporate Debt Securities STATE STREET BANK & TRUST SR GLBL NT 26 571474TGEMMWANRLN572 857449AC6 2026-11-25 4.594000 0.00 9375000.00 9468959.37 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 5.316%29 35380028MYWPB6AUO129 86562MDM9 2029-07-09 5.316000 0.00 378000.00 384538.90 Corporate Debt Securities SCHLUMBERGER HLDGS CORP SR SEC REGS NT33 529900IKZG65COT1D505 U8066LAM6 2033-05-15 4.850000 0.00 150000.00 149231.83 Corporate Debt Securities PRINCIPAL LIFE GLOBAL FDG II -51 REGS NT 28 635400WSLKBQWSOIIT41 U7S08QAD8 2028-08-18 4.250000 0.00 84000.00 84785.66 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 33 549300V2JRLO5DIFGE82 87264ACY9 2033-07-15 5.050000 0.00 1123000.00 1101836.44 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 33 549300V2JRLO5DIFGE82 87264ACY9 2033-07-15 5.050000 0.00 1435000.00 1407956.63 Corporate Debt Securities TARGET CORP SR GLBL NT 28 8WDDFXB5T1Z6J0XC1L66 87612EBU9 2028-06-15 4.350000 0.00 16000.00 16075.65 Corporate Debt Securities VSP OPTICAL GROUP INC SR GLBL 144A 33 549300PHX8USLM2BT742 91836LAB8 2033-06-01 5.400000 0.00 43000.00 43235.21 Corporate Debt Securities SYSCO CORP SR GLBL NT5.4%35 5RGWIFLMGH3YS7KWI652 871829BV8 2035-03-23 5.400000 0.00 615000.00 620455.05 Corporate Debt Securities SYSCO CORP SR GLBL NT5.4%35 5RGWIFLMGH3YS7KWI652 871829BV8 2035-03-23 5.400000 0.00 1472000.00 1485056.64 Corporate Debt Securities STEEL DYNAMICS INC SR GLBL NT 50 549300HGGKEL4FYTTQ83 858119BP4 2050-10-15 3.250000 0.00 30000.00 19581.28 Corporate Debt Securities PRUDENTIAL FINL INC JR SB GLBL NT 52 5PRBRS5FEH7NREC8OR45 744320BJ0 2052-03-01 5.125000 0.00 1599000.00 1589663.84 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 59 549300GHBMY8T5GXDE41 91324PDV1 2059-08-15 3.875000 0.00 300000.00 208649.42 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32 N/A 62954HAJ7 2032-02-15 2.650000 0.00 55000.00 48864.72 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32 N/A 62954HAJ7 2032-02-15 2.650000 0.00 731000.00 649456.54 Corporate Debt Securities MORGAN STANLEY FR 6.342%101833 IGJSJL3JD5P30I6NJZ34 61747YEY7 2033-10-18 6.342000 0.00 402000.00 431126.98 Corporate Debt Securities NETFLIX INC. SR GLBL 144A 30 549300Y7VHGU0I7CE873 64110LAV8 2030-06-15 4.875000 0.00 3094000.00 3108755.80 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT4.5%33 2S72QS2UO2OESLG6Y829 92343VEA8 2033-08-10 4.500000 0.00 100000.00 97152.50 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT4.5%33 2S72QS2UO2OESLG6Y829 92343VEA8 2033-08-10 4.500000 0.00 519000.00 504221.47 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT4.5%33 2S72QS2UO2OESLG6Y829 92343VEA8 2033-08-10 4.500000 0.00 962000.00 934607.05 Corporate Debt Securities NETFLIX INC. SR GLBL NT 36 549300Y7VHGU0I7CE873 64110LBB1 2036-08-15 5.250000 0.00 143000.00 141526.03 Corporate Debt Securities NETFLIX INC. SR GLBL NT 36 549300Y7VHGU0I7CE873 64110LBB1 2036-08-15 5.250000 0.00 5322000.00 5267143.48 Corporate Debt Securities NATIONAL GRID PLC SR GLBL NT 33 8R95QZMKZLJX5Q2XR704 636274AE2 2033-06-12 5.809000 0.00 139000.00 143867.32 Corporate Debt Securities MORGAN STANLEY FR 5.296%041037 IGJSJL3JD5P30I6NJZ34 61748UAX0 2037-04-10 5.296000 0.00 317000.00 313519.20 Corporate Debt Securities SCHLUMBERGER INVT SA SR GLBL NT 31 529900EZ29I5KXPV2J32 806854AN5 2031-05-07 4.550000 0.00 100000.00 99760.67 Corporate Debt Securities SCHWAB CHARLES CORP SR GLBL NT 26 549300VSGCJ7E698NM85 808513CG8 2026-08-24 5.875000 0.00 200000.00 205204.31 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC SR GLBL NT 39 2P2YLDVPES3BXQ1FRB91 98956PAB8 2039-11-30 5.750000 0.00 99000.00 98902.32 Corporate Debt Securities ASCOT GROUP LIMITED SR REGS NT 35 213800DJV7WRJBE2II28 G05110AB0 2035-06-15 6.349000 0.00 1086000.00 1095711.68 Corporate Debt Securities SOUND PT CLO XVIII LTD 2018-18 B 20310121 FLT 549300G09B8CGBRMLL31 83609TAE7 2031-01-21 5.790800 0.00 280105.00 280693.06 Asset-Backed Securities DANONE SA SR REGS NT 26 969500KMUQ2B6CBAF162 F12033TP5 2026-11-02 2.947000 0.00 500000.00 501927.82 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 38 N/A 822905AU9 2038-12-15 6.375000 0.00 46000.00 49513.29 Corporate Debt Securities SERVICENOW INC SR GLBL NT5.4%36 549300HJTQM36M0E1G39 81762PAJ1 2036-05-15 5.400000 0.00 49000.00 48521.76 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1MTG BD 5.35%35 9R1Z5I36FERIBVKW4P77 842400FA6 2035-07-15 5.350000 0.00 77000.00 74920.83 Corporate Debt Securities US BANCORP FR 5.47%072737 N1GZ7BBF3NP8GI976H15 91159HKB5 2037-07-27 5.470000 0.00 4000000.00 3973311.11 Corporate Debt Securities PACIFIC LIFE INS CO SUB REGS NT 55 8WC3XYHE06SQFW7CQK10 U6952FAB4 2055-09-15 5.950000 0.00 20000.00 19598.36 Corporate Debt Securities UNION PAC CORP GLBL NT 2.891%36 549300LMMRSZZCZ8CL11 907818FQ6 2036-04-06 2.891000 0.00 4000.00 3352.42 Corporate Debt Securities BMW US CAP LLC SR REGS NT4.6%27 KK5MZM9DIXLXZL9DZL15 U09513KC2 2027-08-13 4.600000 0.00 596000.00 609068.29 Corporate Debt Securities UPM KYMMENE CORP GLBL REGS NT 27 213800EC6PW5VU4J9U64 X9518SAB4 2027-11-26 7.450000 0.00 87000.00 90838.56 Corporate Debt Securities UNION PAC CORP GLBL NT 2.973%62 549300LMMRSZZCZ8CL11 907818FN3 2062-09-16 2.973000 0.00 1000.00 566.47 Corporate Debt Securities REXFORD INDUSTRIAL REALTY L P SR GLBL NT 31 549300028US163ELJN70 76169XAB0 2031-09-01 2.150000 0.00 30000.00 26235.25 Corporate Debt Securities SBA COMMUNICATIONS CORP SR GLBL NT 30 5299001HX8ZN8Y8QIT49 78410GAH7 2030-01-15 4.875000 0.00 1000000.00 998073.33 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 46 54930036C8MWP850MI84 655844BR8 2046-01-15 4.650000 0.00 4000.00 3380.35 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 31 549300B3CEAHYG7K8164 65535HAX7 2031-07-14 2.608000 0.00 6592000.00 5838676.49 Corporate Debt Securities XSTRATA CANADA CORP SR GLBL NT6.2%35 549300ED6C93BGYAS129 655422AV5 2035-06-15 6.200000 0.00 676000.00 698884.10 Corporate Debt Securities MOODYS CORP SR GLBL NT 32 549300GCEDD8YCF5WU84 615369AZ8 2032-08-08 4.250000 0.00 100000.00 98349.36 Corporate Debt Securities KLA CORP SR GLBL NT 32 549300H0BF5JCG96TJ81 482480AL4 2032-07-15 4.650000 0.00 4000.00 3931.03 Corporate Debt Securities LABORATORY CORP AMER HLDGS SR GLBL NT3.6%27 OZ7UA8IXAIFILY2VZH07 50540RAU6 2027-09-01 3.600000 0.00 189000.00 189950.67 Corporate Debt Securities NOMURA HLDGS INC SR GLBL FL NT 31 549300B3CEAHYG7K8164 65535HCJ6 2031-07-14 4.797400 0.00 1400000.00 1411167.07 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.652%071029 ES7IP3U3RHIGC71XBU11 78017DAX6 2029-07-10 4.652000 0.00 250000.00 250770.92 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.95%080532 ES7IP3U3RHIGC71XBU11 78017DAZ1 2032-08-05 4.950000 0.00 347000.00 346041.41 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56 19EOSPKL8HML7MY3UE63 649322AD6 2056-08-01 4.063000 0.00 1000.00 761.71 Corporate Debt Securities UNITED PARCEL SVCS INC SR GLBL NT5.3%50 D01LMJZU09ULLNCY6Z23 911312BW5 2050-04-01 5.300000 0.00 8000.00 7412.45 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT 33 549300S4KLFTLO7GSQ80 67066GAS3 2033-06-15 4.750000 0.00 1609000.00 1569971.47 Corporate Debt Securities US BANCORP FR 5.85%102133 N1GZ7BBF3NP8GI976H15 91159HJJ0 2033-10-21 5.850000 0.00 942000.00 987272.52 Corporate Debt Securities NORINCHUKIN BANK LTD SR 144A NT 35 5493007VSMFZCPV1NB83 656029AQ8 2035-09-09 5.359000 0.00 350000.00 349477.90 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT 33 549300S4KLFTLO7GSQ80 67066GAS3 2033-06-15 4.750000 0.00 8210000.00 8010855.05 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT 35 5521FA2ITF25TVH63740 72650RBQ4 2035-06-15 5.950000 0.00 2750000.00 2814110.14 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 44 8I5DZWZKVSZI1NUHU748 46625HJU5 2044-02-01 4.850000 0.00 150000.00 136861.50 Corporate Debt Securities TOYOTA MTR CR CORP FR 3.375%040130 Z2VZBHUMB7PWWJ63I008 89236TGY5 2030-04-01 3.375000 0.00 680000.00 655241.20 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT 35 5521FA2ITF25TVH63740 72650RBQ4 2035-06-15 5.950000 0.00 313000.00 320296.90 Corporate Debt Securities PROGRESSIVE CORP SR GLBL NT 3%32 529900TACNVLY9DCR586 743315AZ6 2032-03-15 3.000000 0.00 260000.00 238306.47 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PDH6 2033-07-25 4.912000 0.00 41000.00 40572.32 Corporate Debt Securities TRANSATLANTIC HLDGS INC SR NT 8%39 RN37QJVS1BV19MNIC295 893521AB0 2039-11-30 8.000000 0.00 209000.00 251828.98 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT 31 549300HOF34RGOJ5YL07 47233JGT9 2031-10-15 2.625000 0.00 14133000.00 12389400.01 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 44 8I5DZWZKVSZI1NUHU748 46625HJU5 2044-02-01 4.850000 0.00 205000.00 187044.05 Corporate Debt Securities TEXAS INSTRS INC SR GLBL NT 26 WDJNR2L6D8RWOEB8T652 882508BK9 2026-09-15 1.125000 0.00 4000.00 4002.52 Corporate Debt Securities PROLOGIS L P SR GLBL NT 30 GL16H1DHB0QSHP25F723 74340XBM2 2030-04-15 2.250000 0.00 500000.00 459832.50 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.847%072729 PT3QB789TSUIDF371261 89115KAS9 2029-07-27 4.847000 0.00 205000.00 205435.40 Corporate Debt Securities PROLOGIS L P SR GLBL NT 5%35 GL16H1DHB0QSHP25F723 74340XCN9 2035-01-31 5.000000 0.00 74000.00 72214.38 Corporate Debt Securities TORONTO DOMINION BK ONT FR 5.156%011028 PT3QB789TSUIDF371261 89115A2M3 2028-01-10 5.156000 0.00 96000.00 97046.18 Corporate Debt Securities TOYOTA MTR CR CORP FR 4.65%010529 Z2VZBHUMB7PWWJ63I008 89236TLL7 2029-01-05 4.650000 0.00 20000.00 20122.57 Corporate Debt Securities PECO ENERGY CAP TR III JR SB PFD TR 28 N/A 69331VAA4 2028-04-06 7.380000 0.00 400000.00 421364.00 Corporate Debt Securities PECO ENERGY CAP TR III JR SB PFD TR 28 N/A 69331VAA4 2028-04-06 7.380000 0.00 1400000.00 1474774.00 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 38 8I5DZWZKVSZI1NUHU748 46647PAJ5 2038-07-24 3.882000 0.00 444000.00 384741.47 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PBP0 2031-05-13 2.956000 0.00 103000.00 96243.68 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAL0 2048-11-15 3.964000 0.00 688000.00 525424.53 Corporate Debt Securities TEXTRON INC SR GLBL NT5.5%35 3PPKBHUG1HD6BO7RNR87 883203CE9 2035-05-15 5.500000 0.00 269000.00 272408.53 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PCU8 2033-01-25 2.963000 0.00 184000.00 164914.39 Corporate Debt Securities 3M CO FR 5.7%031537 LUZQVYP4VS22CLWDAR65 88579EAC9 2037-03-15 5.700000 0.00 1682000.00 1754886.67 Corporate Debt Securities TARGET CORP SR GLBL NT 27 8WDDFXB5T1Z6J0XC1L66 87612EBM7 2027-01-15 1.950000 0.00 24000.00 23794.24 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 48128BAQ4 2500-12-31 6.875000 0.00 93000.00 97053.71 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 48128BAQ4 2500-12-31 6.875000 0.00 416000.00 434132.75 Corporate Debt Securities HOLCIM FINANCE US LLC SR GLBL NT4.7%28 529900FB2F1WKLFNGY62 43475RAQ9 2028-04-07 4.700000 0.00 23000.00 23344.16 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 35 QEKMOTMBBKA8I816DO57 437076DK5 2035-09-15 4.650000 0.00 25000.00 24394.92 Corporate Debt Securities HARBOUR ENERGY PLC SR GLBL 144A 35 213800YPC42DYBKVPF97 411618AD3 2035-04-01 6.327000 0.00 3748000.00 3864000.60 Corporate Debt Securities FLORIDA PWR & LT CO SR GLBL 2017A 27 A89MY1K3YLIGJMYWVX50 402479CF4 2027-05-30 3.300000 0.00 687000.00 685248.15 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280BP3 2079-12-31 6.500000 0.00 24990000.00 25726233.17 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.864%30 8I5DZWZKVSZI1NUHU748 48128BAV3 2030-07-23 4.864000 0.00 4478000.00 4477645.74 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.864%30 8I5DZWZKVSZI1NUHU748 48128BAV3 2030-07-23 4.864000 0.00 12062000.00 12061045.76 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PCR5 2032-11-08 2.545000 0.00 132000.00 117048.05 Corporate Debt Securities IMPERIAL TOB FIN PLC SR GLBL 144A 32 2138008L3B3MCG1DFS50 45262BAM5 2032-02-07 4.875000 0.00 500000.00 492930.00 Corporate Debt Securities HCA INC. SR GLBL NT 5%33 L3CJ6J7LJ2DX62FTXD46 404119DK2 2033-05-15 5.000000 0.00 843000.00 834671.16 Corporate Debt Securities HCA INC. SR GLBL NT 5%33 L3CJ6J7LJ2DX62FTXD46 404119DK2 2033-05-15 5.000000 0.00 2340000.00 2316880.80 Corporate Debt Securities KEYSPAN CORP SR GLBL NT 8%30 MOM4570XTJ5YYX7JKH83 49337WAC4 2030-11-15 8.000000 0.00 1012000.00 1137466.64 Corporate Debt Securities HCA INC. SR GLBL NT 5%33 L3CJ6J7LJ2DX62FTXD46 404119DK2 2033-05-15 5.000000 0.00 4013000.00 3973351.56 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR NT 5.625%41 549300PDHUGWPWGOT525 494550BK1 2041-09-01 5.625000 0.00 2000.00 1963.54 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280EH8 2500-12-31 6.875000 0.00 2887000.00 3010985.42 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION SUB NT 4.9%32 HUX2X73FUCYHUVH1BK78 49327V2C7 2032-08-08 4.900000 0.00 460000.00 458494.52 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280EJ4 2500-12-31 6.950000 0.00 17499000.00 18330863.57 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.864%30 8I5DZWZKVSZI1NUHU748 48128BAV3 2030-07-23 4.864000 0.00 33771000.00 33768328.34 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 34 MLU0ZO3ML4LN2LL2TL39 404280DX4 2034-06-20 6.547000 0.00 238000.00 250905.86 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT5.8%35 549300PDHUGWPWGOT525 494550AT3 2035-03-15 5.800000 0.00 340000.00 354926.38 Corporate Debt Securities LG ENERGY SOLUTION LTD SR GLBL 144A 36 988400QX6P286XA6ZS85 50205MAN9 2036-04-02 5.875000 0.00 200000.00 200488.03 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL 71 DB 33 UMI46YPGBLUE4VGNNT48 65339KCP3 2033-02-28 5.050000 0.00 11844000.00 11953705.05 Corporate Debt Securities LEGGETT & PLATT INC SR GLBL NT3.5%51 DKOVQUCDW4ZLYCUD4T55 524660BA4 2051-11-15 3.500000 0.00 5000000.00 2996344.44 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 34 213800STG1QDNBY87K49 378272BU1 2034-04-04 5.634000 0.00 23000.00 23615.03 Corporate Debt Securities NTT FINANCE CORP SR GLBL 144A 33 3538007PR116187GD960 62954WBF1 2033-11-01 5.258800 0.00 1357000.00 1346323.58 Corporate Debt Securities ROYAL BK CDA FR 3.625%050427 ES7IP3U3RHIGC71XBU11 78016EZD2 2027-05-04 3.625000 0.00 673000.00 675645.17 Corporate Debt Securities KEYSPAN GAS EAST CORP MTN BE SR GLBL 144A 26 K8TS3HOE1568DUBUJL44 49338CAB9 2026-08-15 2.742000 0.00 99000.00 100164.60 Corporate Debt Securities KIMBERLY-CLARK CORP 3.2%29 MP3J6QPYPGN75NVW2S34 494368BZ5 2029-04-25 3.200000 0.00 32000.00 31121.07 Corporate Debt Securities KIMBERLY-CLARK CORP 3.2%29 MP3J6QPYPGN75NVW2S34 494368BZ5 2029-04-25 3.200000 0.00 90000.00 87528.00 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 39 5493003STKEZ2S0RNU91 50076QAR7 2039-01-26 6.875000 0.00 720000.00 772585.10 Corporate Debt Securities KEYCORP FR 2.55%100129 RKPI3RZGV1V1FJTH5T61 49326EEJ8 2029-10-01 2.550000 0.00 66000.00 62094.12 Corporate Debt Securities ROYAL BK CDA ALT TIER I GLBL ES7IP3U3RHIGC71XBU11 780082AR4 2084-05-02 7.500000 0.00 5850000.00 6126714.75 Corporate Debt Securities ROYAL BK CDA ALT TIER I GLBL ES7IP3U3RHIGC71XBU11 780082AY9 2085-11-24 6.500000 0.00 1002000.00 984832.96 Corporate Debt Securities NETAPP INC SR GLBL NT5.5%32 QTX3D84DZDD5JYOCYH15 64110DAM6 2032-03-17 5.500000 0.00 580000.00 597557.89 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 31 549300B3CEAHYG7K8164 65535HCL1 2031-07-14 5.166000 0.00 775000.00 773864.62 Corporate Debt Securities NETFLIX INC. SR GLBL NT4.9%34 549300Y7VHGU0I7CE873 64110LAZ9 2034-08-15 4.900000 0.00 153000.00 153627.98 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 34 MLU0ZO3ML4LN2LL2TL39 404280DV8 2034-03-09 6.254000 0.00 326000.00 348943.41 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 46 2S72QS2UO2OESLG6Y829 92343VCK8 2046-08-21 4.862000 0.00 129000.00 109520.86 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 46 2S72QS2UO2OESLG6Y829 92343VCK8 2046-08-21 4.862000 0.00 732000.00 621467.19 Corporate Debt Securities PUBLIC STORAGE SR GLBL NT2.3%31 549300LMZF40TKJ6DM64 74460WAE7 2031-05-01 2.300000 0.00 20000.00 17936.20 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -L NT 33 F3TJNSIZRGXRH8GEIK79 744533BQ2 2033-01-15 5.250000 0.00 513000.00 512339.94 Corporate Debt Securities PROSUS N V FR 3.832%020851 635400Z5LQ5F9OLVT688 74365PAE8 2051-02-08 3.832000 0.00 300000.00 198310.47 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 33 2S72QS2UO2OESLG6Y829 92343VHF4 2033-01-15 4.750000 0.00 246000.00 239240.19 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC 1LIEN GLBL NT 30 549300KJYBG7C6WJYZ11 785592AX4 2030-05-15 4.500000 0.00 2481000.00 2466238.05 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 30 254900BA3U6G5DNV5V04 91911TAQ6 2030-07-08 3.750000 0.00 594000.00 565764.70 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 33 2S72QS2UO2OESLG6Y829 92343VHF4 2033-01-15 4.750000 0.00 11000.00 10697.73 Corporate Debt Securities NORTHERN TR CORP SR GLBL NT 29 549300GLF98S992BC502 665859AU8 2029-05-03 3.150000 0.00 29000.00 28150.88 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL -58 DEB 27 UMI46YPGBLUE4VGNNT48 65339KBY5 2027-01-15 1.875000 0.00 22000.00 21777.21 Corporate Debt Securities NVIDIA CORPORATION SR GLBL NT4.5%31 549300S4KLFTLO7GSQ80 67066GAR5 2031-06-15 4.500000 0.00 1444000.00 1421769.62 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT5.3%37 CUMYEZJOAF02RYZ1JJ85 74251VAW2 2037-01-15 5.300000 0.00 277000.00 271607.73 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.81%36 8I5DZWZKVSZI1NUHU748 46647PFE1 2036-10-22 4.810000 0.00 102000.00 98491.96 Corporate Debt Securities TRUIST FINL CORP FR 4.873%012629 549300DRQQI75D2JP341 89788MAL6 2029-01-26 4.873000 0.00 8000.00 8021.89 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEY8 2031-04-22 5.103000 0.00 398000.00 405189.17 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEY8 2031-04-22 5.103000 0.00 2533000.00 2578754.21 Corporate Debt Securities VODAFONE GROUP PLC GLBL NT 5.875%64 213800TB53ELEUKM7Q61 92857WCB4 2064-06-28 5.875000 0.00 20000.00 17940.91 Corporate Debt Securities SAMMONS FINANCIAL GROUP INC SR 144A NT 31 254900SHCOQLVJ21CT59 79588TAD2 2031-04-16 3.350000 0.00 80000.00 74182.47 Corporate Debt Securities NORTHWEST NAT HLDG CO JR SB GLBL DB 55 254900PSJL6ZEC8FR782 66765NAA3 2055-09-15 7.000000 0.00 5350000.00 5558941.28 Corporate Debt Securities NORTHWEST NAT HLDG CO JR SB GLBL DB 55 254900PSJL6ZEC8FR782 66765NAA3 2055-09-15 7.000000 0.00 14951000.00 15534903.00 Corporate Debt Securities NEWMONT CORP/NEWCREST FIN P SR GLBL NT 34 N/A 65163LAR0 2034-03-15 5.350000 0.00 320000.00 328960.36 Corporate Debt Securities NEWMONT CORP/NEWCREST FIN P SR GLBL NT 34 N/A 65163LAR0 2034-03-15 5.350000 0.00 2771000.00 2848591.08 Corporate Debt Securities NEWMONT CORP/NEWCREST FIN P SR GLBL NT 34 N/A 65163LAR0 2034-03-15 5.350000 0.00 4570000.00 4697965.08 Corporate Debt Securities VODAFONE GROUP PLC GLBL NT 5.875%64 213800TB53ELEUKM7Q61 92857WCB4 2064-06-28 5.875000 0.00 48000.00 43058.18 Corporate Debt Securities WEA FIN LLC GLBL 144A NT 48 3CYEJKBUJZO3UW777J80 92928QAD0 2048-09-20 4.625000 0.00 23000.00 18487.40 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BS7 2054-10-01 6.875000 0.00 2859000.00 2963458.33 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -R 54 UMI46YPGBLUE4VGNNT48 65339KDB3 2054-06-15 6.750000 0.00 1198000.00 1239768.27 Corporate Debt Securities WELLS FARGO & CO FR 4.15%012429 PBLD0EJDB5FWOLXP3B76 95000U2D4 2029-01-24 4.150000 0.00 50000.00 49415.85 Corporate Debt Securities AT&T INC SR GLBL NT 34 549300Z40J86GGSTL398 78387GAM5 2034-06-15 6.450000 0.00 473000.00 500401.68 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC JR SB GLBL -S 55 UMI46YPGBLUE4VGNNT48 65339KDE7 2055-08-15 6.375000 0.00 893000.00 921545.49 Corporate Debt Securities REINSURANCE GROUP AMER INC SR GLBL NT 6%33 LORM1GNEU1DKEW527V90 759351AR0 2033-09-15 6.000000 0.00 2000.00 2101.41 Corporate Debt Securities QUALCOMM INC SR GLBL NT5.4%33 H1J8DDZKZP6H7RWC0H53 747525BS1 2033-05-20 5.400000 0.00 26000.00 26773.24 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT5.2%35 5493002F0SC4JTBU5137 863667BM2 2035-02-10 5.200000 0.00 115000.00 117107.95 Corporate Debt Securities TARGA RES CORP SR GLBL NT 33 5493003QENHHS261UR94 87612GAC5 2033-03-15 6.125000 0.00 1674000.00 1779342.96 Corporate Debt Securities STATE STR CORP SR GLBL NT 28 549300ZFEEJ2IP5VME73 857477BS1 2028-02-07 2.203000 0.00 219000.00 218837.47 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 26 35380028MYWPB6AUO129 86562MAK6 2026-10-19 3.010000 0.00 100000.00 100595.83 Corporate Debt Securities QUANTA SVCS INC SR GLBL NT 41 SHVRXXEACT60MMH07S24 74762EAJ1 2041-10-01 3.050000 0.00 100000.00 72706.67 Corporate Debt Securities SYSCO CORP SR GLBL NT3.3%50 5RGWIFLMGH3YS7KWI652 871829BJ5 2050-02-15 3.300000 0.00 300000.00 196820.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 4%29 549300GHBMY8T5GXDE41 91324PEH1 2029-05-15 4.000000 0.00 18000.00 17864.36 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BT5 2054-10-01 6.400000 0.00 3829000.00 3882580.47 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 PBBKGKLRK5S5C0Y4T545 816851BT5 2054-10-01 6.400000 0.00 14953000.00 15162242.31 Corporate Debt Securities IMPERIAL TOB FIN PLC SR GLBL REGS 35 2138008L3B3MCG1DFS50 G471ABR36 2035-07-01 5.625000 0.00 500000.00 498493.75 Corporate Debt Securities SHELL FIN US INC SR GLBL NT 43 N/A 822905AD7 2043-08-12 4.550000 0.00 353000.00 308832.54 Corporate Debt Securities SEMPRA 3.8%38 PBBKGKLRK5S5C0Y4T545 816851BH1 2038-02-01 3.800000 0.00 255000.00 216982.05 Corporate Debt Securities ENEL FIN INTL N.V. SR REGS NT 31 0YQH6LCEF474UTUV4B96 N30706VE7 2031-07-12 2.500000 0.00 200000.00 177311.89 Corporate Debt Securities TRUIST FINL CORP FR 5.281%042337 549300DRQQI75D2JP341 89788MAY8 2037-04-23 5.281000 0.00 1070000.00 1054898.08 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT3.4%41 2S72QS2UO2OESLG6Y829 92343VGK4 2041-03-22 3.400000 0.00 4000.00 3024.93 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2010B 40 9R1Z5I36FERIBVKW4P77 842400FQ1 2040-09-01 4.500000 0.00 73000.00 62670.50 Corporate Debt Securities SOCIETE GENERALE FR 5.439%100336 O2RNE8IBXP4R0TD8PU41 83368RCK6 2036-10-03 5.439000 0.00 1462000.00 1437347.51 Corporate Debt Securities L AIR LIQUIDE SR GLBL REGS 46 549300YGXL5Z3R14K812 F0183JHR5 2046-09-27 3.500000 0.00 346000.00 256661.26 Corporate Debt Securities SIEMENS FIN NV SR GLBL 144A 28 TAFO772JB70PDRN5VS48 82620KBD4 2028-03-11 1.700000 0.00 6176000.00 5958858.70 Corporate Debt Securities SOCIETE GENERALE FR 5.439%100336 O2RNE8IBXP4R0TD8PU41 83368RCK6 2036-10-03 5.439000 0.00 3924000.00 3857832.86 Corporate Debt Securities SOCIETE GENERALE FR 4.857%070729 O2RNE8IBXP4R0TD8PU41 83368RCS9 2029-07-07 4.857000 0.00 655000.00 654703.94 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS SR GLBL NT 28 549300F5XIFGNNW4CF72 80281LAG0 2028-11-03 3.823000 0.00 18000000.00 17950592.00 Corporate Debt Securities ROYAL BK CDA FR 2.3%110331 ES7IP3U3RHIGC71XBU11 78016EYH4 2031-11-03 2.300000 0.00 33000.00 29281.96 Corporate Debt Securities ROYAL CARIBBEAN CRUISES LTD SR GLBL NT 36 K2NEH8QNVW44JIWK7Z55 78017TAB9 2036-01-15 5.375000 0.00 17000.00 16544.89 Corporate Debt Securities TOTALENERGIES CAP SA SR GLBL NT 54 529900QI55ZLJVCMPA71 89157XAE1 2054-09-10 5.275000 0.00 118000.00 108145.87 Corporate Debt Securities REALTY INCOME CORP SR GLBL NT 33 549300CUWDAUZSH43859 756109DB7 2033-04-15 4.750000 0.00 308000.00 304966.71 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR -B NT8.875%38 CQKUMNNZVDJLRYV2PT43 927804FG4 2038-11-15 8.875000 0.00 1205000.00 1558494.11 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR -B NT8.875%38 CQKUMNNZVDJLRYV2PT43 927804FG4 2038-11-15 8.875000 0.00 10000.00 12933.56 Corporate Debt Securities ROYAL BK CDA VR 032725-050231 ES7IP3U3RHIGC71XBU11 78017DAJ7 2031-05-02 4.756700 0.00 160000.00 163185.36 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 30 9C1X8XOOTYY2FNYTVH06 369550BM9 2030-04-01 3.625000 0.00 470000.00 457833.27 Corporate Debt Securities GE AEROSPACE SR GLBL NT4.3%30 3C7474T6CDKPR9K6YT90 369604BZ5 2030-07-29 4.300000 0.00 21000.00 20687.92 Corporate Debt Securities GENERAL DYNAMICS CORP SR GLBL NT 30 9C1X8XOOTYY2FNYTVH06 369550BM9 2030-04-01 3.625000 0.00 479000.00 466600.29 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 43 54930070NSV60J38I987 37045VAF7 2043-10-02 6.250000 0.00 5129000.00 5115509.31 Corporate Debt Securities JPMORGAN CHASE & CO PERP -PP NT 6.1% 8I5DZWZKVSZI1NUHU748 48128BAR2 2500-12-31 6.100000 0.00 1245000.00 1247382.10 Corporate Debt Securities JPMORGAN CHASE & CO PERP -PP NT 6.1% 8I5DZWZKVSZI1NUHU748 48128BAR2 2500-12-31 6.100000 0.00 2907000.00 2912562.06 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.041%32 8I5DZWZKVSZI1NUHU748 48128BAU5 2032-07-23 5.041000 0.00 12553000.00 12535805.18 Corporate Debt Securities JPMORGAN CHASE & CO PERP -PP NT 6.1% 8I5DZWZKVSZI1NUHU748 48128BAR2 2500-12-31 6.100000 0.00 976000.00 977867.41 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL FL NT 28 5493008B6JBRUJ90QL97 37045XFF8 2028-04-04 4.825100 0.00 1000000.00 1008090.13 Corporate Debt Securities KEYCORP FR 4.1%043028 RKPI3RZGV1V1FJTH5T61 49326EEG4 2028-04-30 4.100000 0.00 75000.00 75064.50 Corporate Debt Securities INTEL CORP SR GLBL NT4.1%47 KNX4USFCNGPY45LOCE31 458140AY6 2047-05-11 4.100000 0.00 31000.00 22723.96 Corporate Debt Securities KINDER MORGAN INC DEL GLBL NT 5%29 549300WR7IX8XE0TBO16 494553AD2 2029-02-01 5.000000 0.00 2732000.00 2817593.56 Corporate Debt Securities KEYCORP FR 6.401%030635 RKPI3RZGV1V1FJTH5T61 49326EEP4 2035-03-06 6.401000 0.00 11000.00 11795.43 Corporate Debt Securities NORTHERN TR CORP SR GLBL NT 30 549300GLF98S992BC502 665859AY0 2030-11-19 4.150000 0.00 88000.00 86716.08 Corporate Debt Securities NETAPP INC SR GLBL NT5.5%32 QTX3D84DZDD5JYOCYH15 64110DAM6 2032-03-17 5.500000 0.00 1283000.00 1321839.26 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC FR 4.3%021127 549300HOF34RGOJ5YL07 47233WLT4 2027-02-11 4.300000 0.00 1000.00 1019.49 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GD35 2031-10-21 4.369000 0.00 170000.00 166743.84 Corporate Debt Securities KEYCORP FR 6.401%030635 RKPI3RZGV1V1FJTH5T61 49326EEP4 2035-03-06 6.401000 0.00 152000.00 162991.39 Corporate Debt Securities KITE RLTY GROUP L P GLBL NT 4.95%31 549300X6R2GYI8Y3OD81 49803XAF0 2031-12-15 4.950000 0.00 450000.00 446582.25 Corporate Debt Securities KITE RLTY GROUP L P GLBL NT 4.95%31 549300X6R2GYI8Y3OD81 49803XAF0 2031-12-15 4.950000 0.00 1330000.00 1319898.65 Corporate Debt Securities NETAPP INC SR GLBL NT5.5%32 QTX3D84DZDD5JYOCYH15 64110DAM6 2032-03-17 5.500000 0.00 2761000.00 2844581.61 Corporate Debt Securities HPS CORPORATE LENDING FUND SR NT 5.85%30 549300ZS7IHUA6FKFV61 40440VAZ8 2030-06-05 5.850000 0.00 19570000.00 19353360.10 Corporate Debt Securities KELLANOVA GLBL NT 5.75%54 LONOZNOJYIBXOHXWDB86 487836CA4 2054-05-16 5.750000 0.00 582000.00 559429.56 Corporate Debt Securities HEALTHCARE TRUST OF AMER HLDGS SR GLBL NT 27 549300IYGAS4GE6VDL07 42225UAF1 2027-07-01 3.750000 0.00 79000.00 78659.11 Corporate Debt Securities KROGER CO SR NT 4.45%47 6CPEOKI6OYJ13Q6O7870 501044DG3 2047-02-01 4.450000 0.00 4305000.00 3520542.90 Corporate Debt Securities HOME DEPOT INC SR GLBL NT0.9%28 QEKMOTMBBKA8I816DO57 437076CE0 2028-03-15 0.900000 0.00 25000.00 23769.50 Corporate Debt Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280EH8 2500-12-31 6.875000 0.00 13579000.00 14162165.24 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 31 QEKMOTMBBKA8I816DO57 437076DD1 2031-06-25 4.850000 0.00 9000.00 9084.24 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 32 549300PDHUGWPWGOT525 494550AL0 2032-03-15 7.750000 0.00 42000.00 48527.97 Corporate Debt Securities KRAFT HEINZ FOODS CO SR NT 5.2%45 5493003STKEZ2S0RNU91 50077LAM8 2045-07-15 5.200000 0.00 450000.00 389916.50 Corporate Debt Securities KEYSIGHT TECHNOLOGIES INC SR GLBL NT 30 549300GLKVIO8YRCYN02 49338LAH6 2030-07-30 5.350000 0.00 20000.00 20283.60 Corporate Debt Securities HSBC HLDGS PLC SB GLBL NT6.5%37 MLU0ZO3ML4LN2LL2TL39 404280DM8 2037-09-15 6.500000 0.00 10000000.00 10695555.56 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 48128BAQ4 2500-12-31 6.875000 0.00 5863000.00 6118558.40 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 48128BAQ4 2500-12-31 6.875000 0.00 19856000.00 20721489.95 Corporate Debt Securities KKR GROUP FIN CO VI LLC SR GLBL 144A 29 549300TUJWGHJM3FSJ07 48252AAA9 2029-07-01 3.750000 0.00 4814000.00 4660553.75 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GCU6 2033-02-15 6.125000 0.00 148000.00 160447.25 Corporate Debt Securities HOME DEPOT INC SR GLBL NT 51 QEKMOTMBBKA8I816DO57 437076CK6 2051-09-15 2.750000 0.00 150000.00 88667.83 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR NT 5.5%44 549300PDHUGWPWGOT525 494550BU9 2044-03-01 5.500000 0.00 511000.00 482096.14 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT5.5%34 254900NAOGHJ88RZ4C73 423452AN1 2034-12-01 5.500000 0.00 297000.00 290824.38 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT5.5%34 254900NAOGHJ88RZ4C73 423452AN1 2034-12-01 5.500000 0.00 514000.00 503312.23 Corporate Debt Securities HALLIBURTON CO SR GLBL NT6.7%38 ENYF8GB5SMQZ25S06U51 406216AW1 2038-09-15 6.700000 0.00 148000.00 163578.64 Corporate Debt Securities LAS VEGAS SANDS CORP SR GLBL NT5.3%31 549300DUOO1KXOHPM605 517834AR8 2031-05-15 5.300000 0.00 22000.00 22001.83 Corporate Debt Securities HEICO CORP NEW SR GLBL NT 33 529900O1DTDLCJ7L0I14 422806AB5 2033-08-01 5.350000 0.00 112000.00 115390.24 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT 41 HKUPACFHSSASQK8HLS17 681919BT2 2041-03-01 3.375000 0.00 1083000.00 791318.32 Corporate Debt Securities HOME DEPOT INC SR GLBL NT3.3%40 QEKMOTMBBKA8I816DO57 437076CC4 2040-04-15 3.300000 0.00 60000.00 47465.80 Corporate Debt Securities OHIOHEALTH CORP SR SEC GLBL 31 JGYGIL4QGKKPZU7C1D18 67777JAL2 2031-11-15 2.297000 0.00 1000.00 885.79 Corporate Debt Securities HONEYWELL INTL INC SR GLBL NT2.7%29 ISRPG12PN4EIEOEMW547 438516BU9 2029-08-15 2.700000 0.00 166000.00 158827.14 Corporate Debt Securities HARTFORD INSURANCE GROUP INC EXT JR SB GLBL67 IU7C3FTM7Y3BQM112U94 416515BC7 2067-02-12 6.037700 0.00 2199000.00 2205495.68 Corporate Debt Securities NSTAR ELEC CO GLBL DEB 4.85%30 54930080R72Y2Z31UR68 67021CAX5 2030-03-01 4.850000 0.00 91000.00 92894.47 Corporate Debt Securities NOVANT HEALTH INC SR GLBL 2021A 51 549300ZUXEGFGE8EP917 66988AAH7 2051-11-01 3.168000 0.00 1000.00 640.75 Corporate Debt Securities HALLIBURTON CO SR GLBL NT6.7%38 ENYF8GB5SMQZ25S06U51 406216AW1 2038-09-15 6.700000 0.00 71000.00 78473.54 Corporate Debt Securities LIBERTY MUT GROUP INC EXT JR SB GLBL87 QUR0DG15Z6FFGYCHH861 53079EAN4 2087-03-07 7.800000 0.00 3111000.00 3510784.24 Corporate Debt Securities ROYAL BANK OF CANADA LONDON FR 4.95%080532 ES7IP3U3RHIGC71XBU11 78017DAZ1 2032-08-05 4.950000 0.00 3295000.00 3285897.56 Corporate Debt Securities LEIDOS INC SR GLBL NT 33 5493006I78VIN6J1BQ95 52532XAJ4 2033-03-15 5.750000 0.00 120000.00 124749.87 Corporate Debt Securities LEIDOS INC SR GLBL NT 33 5493006I78VIN6J1BQ95 52532XAJ4 2033-03-15 5.750000 0.00 202000.00 209995.61 Corporate Debt Securities HUNTINGTON BANCSHARES INC SUB GLBL NT 39 549300XTVCVV9I7B5T19 446150BF0 2039-11-18 6.141000 0.00 357000.00 363312.68 Corporate Debt Securities LINEAGE OP LP SR GLBL NT 30 254900CSRDL1G4SRQE89 53567YAB5 2030-07-15 5.250000 0.00 99000.00 99101.31 Corporate Debt Securities KEYSPAN GAS EAST CORP MTN BE SR 144A NT 33 K8TS3HOE1568DUBUJL44 49338CAD5 2033-03-06 5.994000 0.00 1509000.00 1588075.37 Corporate Debt Securities SALESFORCE INC GLBL NT 1.95%31 RCGZFPDMRW58VJ54VR07 79466LAJ3 2031-07-15 1.950000 0.00 98000.00 84706.95 Corporate Debt Securities SAN DIEGO GAS & ELEC CO 1M GLBL TTT BD49 KNIRVXKVNJJ4P8OTMS63 797440BX1 2049-06-15 4.100000 0.00 97000.00 73336.74 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GXR0 2032-01-27 1.992000 0.00 4000.00 3493.49 Corporate Debt Securities ELI LILLY & CO GLBL NT 4.5%27 FRDRIPF3EKNDJ2CQJL29 532457CJ5 2027-02-09 4.500000 0.00 493000.00 504403.09 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 5.95%011527 784F5XWPLTWKTBV3E584 38141GES9 2027-01-15 5.950000 0.00 149000.00 150407.22 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 36 5493002QQ7GD21OWF963 67077MAF5 2036-12-01 5.875000 0.00 551000.00 563987.99 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GB29 2030-07-23 5.049000 0.00 1068000.00 1071878.98 Corporate Debt Securities RTX CORPORATION GLBL NT 5.75%26 I07WOS4YJ0N7YRFE7309 75513ECT6 2026-11-08 5.750000 0.00 424000.00 430799.66 Corporate Debt Securities RIO TINTO FIN USA PLC SR NT 4.125%42 2138006TSNBEUA761G16 76720AAG1 2042-08-21 4.125000 0.00 5000.00 4210.17 Corporate Debt Securities NOVARTIS CAPITAL CORP SR GLBL NT4.4%31 5493002KF87V5RSRQS84 66989HBG2 2031-03-18 4.400000 0.00 4000.00 4003.94 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 4.75%33 K2NEH8QNVW44JIWK7Z55 78017TAC7 2033-05-15 4.750000 0.00 857000.00 839636.70 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 4.75%33 K2NEH8QNVW44JIWK7Z55 78017TAC7 2033-05-15 4.750000 0.00 1024000.00 1003253.19 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 1.5%101326 549300XFX12G42QIKN82 63859VBH3 2026-10-13 1.500000 0.00 300000.00 299673.00 Corporate Debt Securities CITIZENS BK NA PROVIDENCE RI SR NT 4.192%29 DRMSV1Q0EKMEXLAU1P80 75524KSA3 2029-01-29 4.192000 0.00 3500000.00 3471205.11 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GB29 2030-07-23 5.049000 0.00 559000.00 561030.29 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 36 5493002QQ7GD21OWF963 67077MBH0 2036-05-29 5.350000 0.00 500000.00 495336.94 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 27 THRNG6BD57P9QWTQLG42 316773DD9 2027-11-01 1.707000 0.00 2000.00 1993.93 Corporate Debt Securities FEDEX CORP SR GLBL NT4.9%34 549300E707U7WNPZN687 31428XDJ2 2034-01-15 4.900000 0.00 4838000.00 4748776.53 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2023D 53 9R1Z5I36FERIBVKW4P77 842400HX4 2053-12-01 5.875000 0.00 670000.00 620106.22 Corporate Debt Securities SOUTHERN CO SR GLBL NT4.4%46 549300FC3G3YU2FBZD92 842587CX3 2046-07-01 4.400000 0.00 33000.00 26675.77 Corporate Debt Securities SOCIETE GENERALE FR 4.75%091428 O2RNE8IBXP4R0TD8PU41 83368TAM0 2028-09-14 4.750000 0.00 1290000.00 1308016.64 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2023D 53 9R1Z5I36FERIBVKW4P77 842400HX4 2053-12-01 5.875000 0.00 20000.00 18510.63 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1ST MTG BD5.5%39 3QRVFYR22IUIEOORTK28 837004CD0 2039-12-15 5.500000 0.00 175000.00 169474.86 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 38 549300GHBMY8T5GXDE41 91324PBK7 2038-02-15 6.875000 0.00 130000.00 149024.38 Corporate Debt Securities SOCIETE GENERALE VR 011924-011928 O2RNE8IBXP4R0TD8PU41 83368RBU5 2028-01-19 5.322000 0.00 16795000.00 16906201.56 Corporate Debt Securities DOMINION ENERGY SOUTH CAROLINA 1ST MTG BD5.5%39 3QRVFYR22IUIEOORTK28 837004CD0 2039-12-15 5.500000 0.00 1000.00 968.43 Corporate Debt Securities BLACKSTONE HLDGS FIN L L C GLBL REGS NT 31 549300D2L6J4NC1QVZ22 U0925BAA2 2031-03-30 1.600000 0.00 31000.00 27014.43 Corporate Debt Securities Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0372 2615000000.00 2615000000.00 0.0067 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000% ARP1KCXD9 1VUV7VQFKUOQSJ21A208 0001330437 ARP1KCXD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 24880000.00 22916652.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 81894600.00 80495676.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 8000.00 7653.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 21700.00 16853.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 21383600.00 21199261.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 94200.00 91463.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 7692900.00 7242811.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 200.00 176.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 100.00 99.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 100.00 99.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 804100.00 914673.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 50200000.00 48861718.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 55.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 13243800.00 9414764.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 121100700.00 112864467.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 400.00 368.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 40050400.00 39468905.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 100.00 79.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 200.00 227.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 16598200.00 15989411.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 3237600.00 3107382.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 100.00 97.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 24800.00 24912.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 100.00 95.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 100.00 68.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 178.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 34904800.00 34591797.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 37500.00 24085.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 73733300.00 74271977.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 100.00 103.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100.00 69.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 7316000.00 8039345.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 198600.00 177475.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1468400.00 1377225.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 17748000.00 10388218.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 614800.00 348130.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 100.00 69.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 19100.00 14146.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 3578400.00 2491103.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 1636900.00 1614770.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 200.00 260.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 14674800.00 14407010.18 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0367 500000000.00 500000000.00 0.0013 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 4.150000% ARP1KCZY1 549300HN4UKV1E2R3U73 0001675365 ARP1KCZY1 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y SPROTT ETF TRUST JR GOLD MINERS E 549300CBKJHPX82GMQ03 85210B201 2500-12-31 N/A 0.00 2065.00 156014.47 Equities SPINNAKER ETF SERIES GENTER CAP TAXAB 5299005H0VJSXN0ZYL66 84858T798 2500-12-31 N/A 0.00 8200.00 83312.00 Equities SPDR INDEX SHS FDS ST STR ASIA ETF 549300EIUBUJ3UVV3B27 78463X301 2500-12-31 N/A 0.00 9.00 1353.95 Equities SCHWAB STRATEGIC TR CRYPTO THEM NATU 549300EPEZERMIWD3885 808524656 2500-12-31 N/A 0.00 164.00 10679.68 Equities SCHWAB STRATEGIC TR CRYPTO THEM NATU 549300EPEZERMIWD3885 808524656 2500-12-31 N/A 0.00 853.00 55547.36 Equities GRAYSCALE BITCOIN TRUST ETF SHS REP COM UT 549300XZGUJEF0EHBE41 389637109 2500-12-31 N/A 0.00 300.00 15048.00 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 3200.00 182400.00 Equities TIDAL TRUST II YIE MST OPT NEW 5299004G7E7UWNBYX252 88636X732 2500-12-31 N/A 0.00 26600.00 337820.00 Equities VANECK ETF TRUST ALTE ASSE MA ETF 2549008X7KYCMHD4O011 92189H649 2500-12-31 N/A 0.00 28626.00 660115.56 Equities THEMES ETF TR LEVERAGE SHS 2X 529900WOMBG03ER1NZ41 882927460 2500-12-31 N/A 0.00 9600.00 203616.00 Equities UBS AG LONDON BRANCH ETRACS ALER MLP N/A 90274D382 2500-12-31 N/A 0.00 3146.00 95071.18 Equities VIRTUS ETF TR II VIRTUS NEWFLEET 549300CTRZXMY9595O30 92790A207 2500-12-31 N/A 0.00 92.00 1991.34 Equities TESLA INC COM 54930043XZGB27CTOV49 88160R101 2500-12-31 N/A 0.00 36805.00 11367224.25 Equities 2023 ETF SERIES TRUST PICT AI AUTO ETF 2138007469AV56AEOY70 900934704 2500-12-31 N/A 0.00 3351.00 103558.63 Equities TIDAL TRUST II DEFIANCE DAILY 254900BQB0BIAK7S0254 88636W254 2500-12-31 N/A 0.00 101.00 3089.59 Equities SELECT SECTOR SPDR TR ST STR UTIL ETF 549300ERQDM80PRYUH21 81369Y886 2500-12-31 N/A 0.00 192769.00 8609063.54 Equities NEOS ETF TRUST BOOSTED NASDAQ 529900S8SH65XBMCAF85 78433H519 2500-12-31 N/A 0.00 439.00 20562.76 Equities SPDR INDEX SHS FDS ST MARKE CAP ETF 549300KXEWO8WPVG8S70 78463X756 2500-12-31 N/A 0.00 20.00 1337.00 Equities NIKE INC CL B 787RXPR0UX0O0XUXPZ81 654106103 2500-12-31 N/A 0.00 629888.00 26637963.52 Equities PUTNAM ETF TRUST FOCUSED LAR CAP 549300I6YUFRH81I6G12 746729300 2500-12-31 N/A 0.00 830.00 44305.40 Equities AMPLIFY ETF TR CASH FLOW DIVID 5493000GS5XWIKPIUQ17 032108698 2500-12-31 N/A 0.00 500.00 19226.50 Equities AMPLIFY ETF TR AMPLIFY DGTL PAY 529900H9EH0O3KTB8D48 032108656 2500-12-31 N/A 0.00 1192.00 60529.76 Equities SPROTT FDS TR NICKE MINER ETF 254900RJVJV4WN8J0754 85208P600 2500-12-31 N/A 0.00 81.00 1044.90 Equities SPROTT FDS TR NICKE MINER ETF 254900RJVJV4WN8J0754 85208P600 2500-12-31 N/A 0.00 841.00 10848.90 Equities SHERWIN WILLIAMS CO COM Z15BMIOX8DDH0X2OBP21 824348106 2500-12-31 N/A 0.00 23439.00 8082704.76 Equities SIMPLIFY EXCHANGE TRADED FUNDS CURRE STRAT ETF 529900TNQC7Y15KAT459 82889N368 2500-12-31 N/A 0.00 77503.00 2177834.30 Equities DIREXION SHARES ETF TRUST DAIL CONS DI ETF 549300YUM6M4QHAOF882 25459Y801 2500-12-31 N/A 0.00 295.00 10974.00 Equities DIREXION SHARES ETF TRUST DAI SEM 3 ETF 254900RP5ZLI1Y3MXL63 25461H309 2500-12-31 N/A 0.00 70.00 3605.00 Equities DIREXION SHARES ETF TRUST DAIL MA 7 2X ETF 254900KO1NKUKCT7BB77 25461A650 2500-12-31 N/A 0.00 78.00 3892.20 Equities DIREXION SHARES ETF TRUST DLY NVDA BULL 2X 254900VGDB6HQ0E3EQ84 25461A833 2500-12-31 N/A 0.00 1800.00 199440.00 Equities DIMENSIONAL ETF TRUST INTERNATNAL VAL 549300F3EUNKP4DGBS58 25434V807 2500-12-31 N/A 0.00 195.00 11220.30 Equities DIREXION SHARES ETF TRUST DAILY BANKS ETF 549300XWNNU2E9NV0884 25460G153 2500-12-31 N/A 0.00 46.00 6661.26 Equities DIREXION SHARES ETF TRUST DA TE BU 3X ETF UVI6FKSURIFX5JUWGQ81 25459W102 2500-12-31 N/A 0.00 8964.00 1563769.80 Equities ETF SER SOLUTIONS AAM TRANS ETF 549300SAR48A6RXUJ642 26922B683 2500-12-31 N/A 0.00 93.00 5346.57 Equities DIREXION SHARES ETF TRUST DAI FTS BEA ETF 549300PYW6HP5QKTQV16 25461A460 2500-12-31 N/A 0.00 496.00 12980.32 Equities DIREXION SHARES ETF TRUST DA BI BU 3X ETF 549300WNBLZ8IWC9IW36 25460G120 2500-12-31 N/A 0.00 1993.00 495838.47 Equities DIMENSIONAL ETF TRUST EMGR CRE EQT MNG 549300U8W9ABLYGQV397 25434V302 2500-12-31 N/A 0.00 2806.00 104804.10 Equities CAPITAL GRP FIXED INCM ETF TR CORE PLUS INCM 549300D15HR3L1WV1T24 14020Y102 2500-12-31 N/A 0.00 2300.00 50738.00 Equities SPDR INDEX SHS FDS ST PORT MARK ETF 5493005Z5SCOTBZOLJ04 78463X509 2500-12-31 N/A 0.00 143000.00 7227220.00 Equities SCHWAB STRATEGIC TR US LCAP VA ETF 549300FRX8JVCKQ08Y53 808524409 2500-12-31 N/A 0.00 77.00 2630.32 Equities J P MORGAN EXCHANGE TRADED FD MORTGAGE BACKED 5299009W5D9FG1N8GU90 46654Q575 2500-12-31 N/A 0.00 183.00 9181.11 Equities PARNASSUS INCOME FDS VALUE SELECT ETF 529900XMAT9JVSE8GB19 701769606 2500-12-31 N/A 0.00 105.00 3418.87 Equities PROSHARES TR NANOTECH ETF 549300E9FILCX5MUXK26 74347G465 2500-12-31 N/A 0.00 189.00 14235.16 Equities MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF 2549004U8EQEDKV96V29 55286W405 2500-12-31 N/A 0.00 900.00 30132.00 Equities PROSHARES TR PSHS ULTRA QQQ BB4MTKSM4GAKW287HJ60 74347R206 2500-12-31 N/A 0.00 86.00 7110.48 Equities TIDAL TRUST II YIELDMAX TARGET 254900ESC0K256AX8X17 88636R818 2500-12-31 N/A 0.00 33.00 2906.64 Equities TWO RDS SHARED TR LIBE ON SPEC ETF 529900ZDCXRLHW4W2O94 90214Q477 2500-12-31 N/A 0.00 84.00 2341.59 Equities SCHWAB STRATEGIC TR FUNDAMENTAL US L 549300FOX56PTJLI2612 808524771 2500-12-31 N/A 0.00 2600.00 82420.00 Equities SCHWAB STRATEGIC TR US REIT ETF 549300OLDKO120DR6467 808524847 2500-12-31 N/A 0.00 7043.00 171849.20 Equities VANGUARD INDEX FDS MRNGSTR SML CAP N/A 922908751 2500-12-31 N/A 0.00 77.00 22776.60 Equities VANGUARD INDEX FDS MRNGSTR TTL STK N/A 922908769 2500-12-31 N/A 0.00 46.00 16848.42 Equities SIMPLIFY EXCHANGE TRADED FUNDS KAYNE ANDERSON 529900P0PPR1IFR0EV77 82889N277 2500-12-31 N/A 0.00 9720.00 248200.20 Equities NEW YORK LIFE INVESTMENTS ETF MERGE ARBIT ETF 549300Q7XHADH3DHV187 45409B800 2500-12-31 N/A 0.00 29864.00 1088692.12 Equities ORACLE CORP COM 1Z4GXXU7ZHVWFCD8TV52 68389X105 2500-12-31 N/A 0.00 287736.00 36703604.16 Equities SELECT SECTOR SPDR TR ST STR REAL ETF 549300SPMSTD3BRHL041 81369Y860 2500-12-31 N/A 0.00 40800.00 1848240.00 Equities SELECT SECTOR SPDR TR ST STR REAL ETF 549300SPMSTD3BRHL041 81369Y860 2500-12-31 N/A 0.00 103138.00 4672151.40 Equities KRANESHARES TRUST MOUNT LUCAS ETF 549300PX8VC0XNHU3M82 500767652 2500-12-31 N/A 0.00 163.00 4766.12 Equities SPDR SERIES TRUST ST STR MSCI USAQ 5493000KV6EWZ4X3E691 78468R812 2500-12-31 N/A 0.00 481.00 90793.56 Equities NEW YORK LIFE INVTS ACTIVE ETF MACK MU INSD ETF 549300DKQ8WAMSGPUT72 45409F843 2500-12-31 N/A 0.00 400.00 9490.00 Equities PACER FDS TR US LRG CP CASH 549300P2K41D5T371Q52 69374H360 2500-12-31 N/A 0.00 87.00 3291.21 Equities INVESCO EXCHANGE-TRADED FD TR CHINA TECHNLGY 549300PS11RST4YBXW12 46138E800 2500-12-31 N/A 0.00 9900.00 491535.00 Equities INVESCO ACTIVELY MANAGED EXCHA QQQ HEDGD ADVANT 254900OA6JEFKO7YOQ56 46127B403 2500-12-31 N/A 0.00 848.00 54568.29 Equities LEXINFINTECH HLDGS LTD ADR 549300F9QU71NQ28CS19 528877103 2500-12-31 N/A 0.00 79077.00 117824.73 Equities TIDAL TRUST III NESTYIELD TOTAL 254900VUDJKF8K0FXF93 45259A795 2500-12-31 N/A 0.00 500.00 17570.00 Equities TIDAL TRUST III GAMMAROAD MKT 2549002I3TH35VJLUA82 45259A704 2500-12-31 N/A 0.00 67.00 1433.13 Equities INVESCO EXCHANGE TRADED FD TR BLOO AN RATI ETF 549300WLMICF8GHJJV33 46137V522 2500-12-31 N/A 0.00 618.00 50935.68 Equities PGIM ETF TR AAA CLO ETF 5493000IJ4TGDWNHKI54 69344A834 2500-12-31 N/A 0.00 35.00 1801.80 Equities INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUA ETF 254900E7R8EPN4480A52 46090A697 2500-12-31 N/A 0.00 18565.00 996754.85 Equities INVESCO EXCHANGE TRADED FD TR S&P SMCP VLU MNT 549300TBBLUY2MOT2Z52 46137V480 2500-12-31 N/A 0.00 2799.00 199988.55 Equities INVESCO EXCHANGE-TRADED FD TR ESG S&P 500 EQL 5493001N8O0VSGCMQX93 46138G516 2500-12-31 N/A 0.00 6846.00 233996.28 Equities INVESTMENT MANAGERS SER TR II TRADR 1.5X NVDA 549300N4IFR7YY3HBT48 46144X115 2500-12-31 N/A 0.00 300.00 6966.00 Equities SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY 549300GQLKCUCWQDC723 82889N764 2500-12-31 N/A 0.00 11120.00 372742.40 Equities LISTED FDS TR WAHED FTSE ETF 549300Y2B9R2LK9URC92 53656F607 2049-12-31 N/A 0.00 62.00 4328.82 Equities NUSHARES ETF TR NUVEEN ENHNC YLD 549300HE9VJ0SFOJ5553 67092P102 2500-12-31 N/A 0.00 100.00 2069.50 Equities GLOBAL X FDS GBL X BLOCKCHAIN 549300YK65VRHNLLGZ16 37960A735 2500-12-31 N/A 0.00 54.00 3678.48 Equities NEW YORK LIFE INVTS ACTIVE ETF MACKAY SECURITI 529900V03XWJN0RHX644 45409F686 2500-12-31 N/A 0.00 500.00 12592.50 Equities GOLDMAN SACHS ETF TR HEDGE IND ETF 5493006466IEUETZN237 381430545 2500-12-31 N/A 0.00 51.00 8622.71 Equities GOLDMAN SACHS ETF TR ENHANCED US EQTY 984500FN492D6A6FA808 38149W424 2500-12-31 N/A 0.00 2175.00 97204.66 Equities GLOBAL X FDS RUSSELL 2000 549300RC73SUF7YB0Q40 37954Y459 2500-12-31 N/A 0.00 678.00 10875.12 Equities INVESCO EXCHANGE-TRADED FD TR ESG NASDAQ 100 549300F267TCX60JAF02 46138G540 2500-12-31 N/A 0.00 100.00 4768.99 Equities INVESCO ACTIVELY MANAGED EXCHA ULTRA SHRT DUR 549300XCPLYCS9LWYT95 46090A887 2500-12-31 N/A 0.00 14389.00 721464.46 Equities KRANESHARES TRUST BOSE MSC CHI ETF 549300COS8LSFBN8GG59 500767405 2500-12-31 N/A 0.00 500.00 16685.00 Equities GLOBAL X FDS 1 3 MO T BI ET 5493000CG3GN7INFJS76 37960A438 2500-12-31 N/A 0.00 66.00 6623.76 Equities GLOBAL X FDS SUPERDIVIDEND 549300WHBWBK1U3N4G54 37960A669 2500-12-31 N/A 0.00 62.00 1549.38 Equities KRANESHARES TRUST BOSE MSC CHI ETF 549300COS8LSFBN8GG59 500767405 2500-12-31 N/A 0.00 380.00 12680.60 Equities FIRST TR EXCHANGE-TRADED FD II INTL EQUITY OPP 549300ZP1Z2DDIE7G117 33734X853 2500-12-31 N/A 0.00 52.00 3546.92 Equities FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI 549300D67CSMMN7O4494 33719L106 2500-12-31 N/A 0.00 89.00 1739.70 Equities FIRST TR EXCH TRADED FD III INSTL PFD SECS 549300D7ZFDT8O4VUH39 33739P855 2500-12-31 N/A 0.00 100.00 1908.00 Equities FIRST TR EXCHANGE TRADED FD VI EMERGING MKTS 549300H5H50JELOPN794 33738R779 2500-12-31 N/A 0.00 1116.00 63946.80 Equities FIRST TR EXCHANGE-TRADED FD WCM INTL EQUITY 254900A5RYSHUSGHSI10 33733E732 2500-12-31 N/A 0.00 86.00 1651.20 Equities VROOM INC COM NEW N/A 92918V307 2500-12-31 N/A 0.00 20940.00 144486.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 4445000.00 4356421.52 U.S. Treasuries (including strips) ADVISORS INNER CIRCLE FD III STRATEGAS GBL PO 549300JZLO1JO0JT0Z52 00775Y652 2500-12-31 N/A 0.00 4207.00 155170.99 Equities ADVISORS INNER CIRCLE FD III RAYLIANT NXTGEN 549300SXXPBSEESF3183 00775Y728 2500-12-31 N/A 0.00 90.00 3381.30 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 18510.00 28320.30 Equities BBH TR SELECT MID CAP 254900BTMOUU3U7DBU25 05528C667 2500-12-31 N/A 0.00 27923.00 328374.48 Equities ALPS ETF TR ELECTRIFICATION 254900M92A4M8C3HXN71 00162Q338 2500-12-31 N/A 0.00 324.00 13191.95 Equities AB ACTIVE ETFS INC ULTRA SHORT INCM 254900LNMZU3RC64M909 00039J103 2500-12-31 N/A 0.00 17300.00 870691.70 Equities AB ACTIVE ETFS INC EMER MKTS OP ETF 2549002A6QETPBRY4E33 00039J780 2500-12-31 N/A 0.00 77.00 3742.97 Equities AB ACTIVE ETFS INC INTL LOW VOLATLT 2549005V2751C60T2P45 00039J822 2500-12-31 N/A 0.00 1200.00 56270.52 Equities CAPITAL GROUP GROWTH ETF SHS CREAT UNIT 549300KE3DOPDPXHTD25 14020G101 2500-12-31 N/A 0.00 280113.00 12481835.28 Equities CITIUS ONCOLOGY INC COM N/A 17331Y109 2500-12-31 N/A 0.00 97628.00 55062.19 Equities ETF SER SOLUTIONS DEFIANCE SPACE A 549300K3LKK0EYI2HU78 26922A289 2500-12-31 N/A 0.00 131.00 10388.86 Equities DIREXION SHARES ETF TRUST DLY AMD BEAR 1X 254900OHEF7XEDH3CN35 25461H259 2500-12-31 N/A 0.00 1152.00 34375.68 Equities EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ARTIF 549300AO11OCTHSACQ26 301505731 2500-12-31 N/A 0.00 49.00 4075.33 Equities EXCHANGE TRADED CONCEPTS TRUST RANG NUCL RE ETF 529900G0IGWBAS9GIV48 301505475 2500-12-31 N/A 0.00 80.00 5104.80 Equities FIRST TR EXCHNG TRADED FD VIII SMITH OPPORT FXD 549300LRCGY6CYZU0S37 33740F805 2500-12-31 N/A 0.00 256.00 10982.40 Equities FLEXSHARES TR STOXX GLOBR INF 549300M226QPIG4QNV60 33939L795 2500-12-31 N/A 0.00 17032.00 1113041.20 Equities FLEXSHARES TR M STAR DEV MKT 5493005RAI2VFKB7CF41 33939L803 2500-12-31 N/A 0.00 8835.00 898987.76 Equities FIRST TR EXCHANGE TRADED FD VI SMID RISNG ETF 549300YPCFHE9KIHMM03 33741X102 2500-12-31 N/A 0.00 3979.00 174001.67 Equities INVESCO EXCHANGE TRADED FD TR S&P SMLCP MOMENT 549300CWVLTY6I3Z5893 46137V498 2500-12-31 N/A 0.00 2462.00 214095.52 Equities INVESCO EXCHANGE-TRADED FD TR KBW HIG DV YLD 549300P1NT23RBE5FJ24 46138E610 2500-12-31 N/A 0.00 1000.00 12080.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 93763200.00 93910095.68 U.S. Treasuries (including strips) UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 91167Q100 2500-12-31 N/A 0.00 520000.00 25823200.00 Equities VANGUARD BD INDEX FDS SHORT TRM BOND N/A 921937827 2500-12-31 N/A 0.00 1593.00 123680.52 Equities VANECK MERK GOLD ETF GOLD SHS N/A 921078101 2500-12-31 N/A 0.00 610.00 24107.20 Equities VANGUARD WELLESLEY INCOME FD TARGET MATURITY 52990066MWCWQU7AR018 921938866 2500-12-31 N/A 0.00 78.00 5844.93 Equities VANECK ETF TRUST FABLE SEMIC ETF 254900BB8PYA516OBJ08 92189H664 2500-12-31 N/A 0.00 67.00 3613.31 Equities WEDBUSH SER TR DAN IVE REVO ETF 529900X9WPPDEHIP5814 947913109 2500-12-31 N/A 0.00 837.00 29872.53 Equities WISDOMTREE TR JAPN HEDGE EQT 549300MCUICL7FEQ7B68 97717W851 2500-12-31 N/A 0.00 97.00 16966.27 Equities ADAGENE INC ADS 875500IY38EWGFPSEV72 005329107 2500-12-31 N/A 0.00 6775.00 25270.75 Equities AGORA INC ADS 5493001S8SBPD13GC964 00851L103 2500-12-31 N/A 0.00 5474.00 21786.52 Equities VANECK ETF TRUST INDIA GROWTH LDR 549300LFEDMMLSNKP649 92189F767 2500-12-31 N/A 0.00 1021.00 45884.66 Equities VANECK ETF TRUST OIL REFINERS ETF 549300QCP5KOA888IH74 92189F585 2500-12-31 N/A 0.00 60.00 3349.20 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 02079K305 2500-12-31 N/A 0.00 201.00 67065.66 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 02079K305 2500-12-31 N/A 0.00 137588.00 45907612.08 Equities INVESCO EXCHANGE-TRADED FD TR S&P EMRNG MKTS 549300GNOVL6PZKC5748 46138E297 2500-12-31 N/A 0.00 1783.00 51350.40 Equities GOLDMAN SACHS ETF TRUST II MARK TO INTL ETF 549300CTMHO2AI4CDP62 38150W206 2500-12-31 N/A 0.00 17.00 1068.62 Equities GRANITESHARES ETF TR 2X SHOR NVDA NEW 5493000MX58UTWU6XA25 38747R629 2500-12-31 N/A 0.00 115259.00 610872.70 Equities FRANKLIN TEMPLETON ETF TR US TREAS BD ETF 5493008ZZCRVIGT1H265 35473P488 2500-12-31 N/A 0.00 62.00 1240.93 Equities CANARY CAPITAL GROUP LLX CANARY HBAR ETF 5299005PGZYEKF25C066 136945102 2500-12-31 N/A 0.00 900.00 8394.39 Equities ETF OPPORTUNITIES TRUST TAPPALPHA S&P 25490051P3RVUU3JCD92 26923N553 2500-12-31 N/A 0.00 2847.00 71858.28 Equities ISHARES INC US PWR INFRA ETF 549300F2FT5HRVB0DA32 464286343 2500-12-31 N/A 0.00 13861.00 360801.83 Equities INVESCO EXCHANGE-TRADED FD TR MSCI CLIMATE 500 2549002DZ8BLMM2PR441 46138G433 2500-12-31 N/A 0.00 100.00 3416.02 Equities PACER FDS TR DATA AND INFRAST 549300HUXSKPWDN5AE58 69374H741 2500-12-31 N/A 0.00 500.00 15600.00 Equities PROSHARES TR ULTRASHORT QQQ I6KMEB46QTEY9DWWIG58 74349Y829 2500-12-31 N/A 0.00 21200.00 331144.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 18312300.00 18329580.94 U.S. Treasuries (including strips) ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5677.00 56656.46 Equities TIDAL TRUST I SOFI SELECT 500 5493002SGXKUQ3MGPG48 886364173 2500-12-31 N/A 0.00 52.00 7526.62 Equities PARNASSUS INCOME FDS CORE SELECT ETF 529900L2BV3EZL5A3694 701769507 2500-12-31 N/A 0.00 1771.00 50243.27 Equities ISHARES TR BB RAT CORP BD 549300IN0HF4R5TLRD29 46435U473 2500-12-31 N/A 0.00 6500.00 301957.50 Equities INVESTMENT MANAGERS SER TR II TRADR 2X LONG 9845003D3NFB7F65AA96 46152A536 2500-12-31 N/A 0.00 8270.00 194084.49 Equities ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 46428Q109 2500-12-31 N/A 0.00 154500.00 8265750.00 Equities ISHARES INC MSCI HONG KG ETF 5493006QGDOVMY5SAY54 464286871 2500-12-31 N/A 0.00 3700.00 86210.00 Equities PROSHARES TR SHRT RUSSELL2000 YGKIXS4FSM8OUIQK9X25 74348A210 2500-12-31 N/A 0.00 7835.00 107417.85 Equities ISHARES TR MSCI INTL QUALTY 549300NCBUPWCYENVS18 46434V456 2500-12-31 N/A 0.00 21225.00 1073560.50 Equities MCDONALDS CORP COM UE2136O97NLB5BYP9H04 580135101 2500-12-31 N/A 0.00 18348.00 4925337.12 Equities ISHARES TR MSCI EAFE SMCP 5493007Q2WE714GUTO05 46435G839 2500-12-31 N/A 0.00 400.00 17207.68 Equities MEREO BIOPHARMA GROUP PLC SPON ADS 213800U8JQHIJOS5AS09 589492107 2500-12-31 N/A 0.00 2710736.00 853881.84 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL IND 549300NNE4LGFWCGLC69 46137V324 2500-12-31 N/A 0.00 982.00 61227.70 Equities PGIM ETF TR JENNISON FOC VAL 549300I2FALKEZKOIA08 69344A867 2500-12-31 N/A 0.00 28.00 2780.78 Equities ISHARES TR MSCI INTL MOMENT 549300O0CUUN2T6OVF98 46434V449 2500-12-31 N/A 0.00 100.00 5227.00 Equities ISHARES U S ETF TR GSCI CMDTY STGY 549300E6DRJWWX0UKV73 46431W853 2500-12-31 N/A 0.00 40.00 1306.40 Equities ISHARES TR S&P 500 VAL ETF 549300CBC7RH6BCDVO32 464287408 2500-12-31 N/A 0.00 1047.00 243071.52 Equities ISHARES TR MSCI INTL MOMENT 549300O0CUUN2T6OVF98 46434V449 2500-12-31 N/A 0.00 80.00 4181.60 Equities ISHARES TR IBONDS DEC 2054 529900GQ4SYYIVPCT256 46438G620 2500-12-31 N/A 0.00 96.00 2151.36 Equities ISHARES TR CORE S&P MCP ETF 549300ODQWH5PC0IUZ78 464287507 2500-12-31 N/A 0.00 147.00 11076.45 Equities ISHARES TR ESG AWR MSCI USA 549300N2OW8SZV95FP93 46435G425 2500-12-31 N/A 0.00 44.00 7150.00 Equities ISHARES TR S&P 500 VAL ETF 549300CBC7RH6BCDVO32 464287408 2500-12-31 N/A 0.00 20.00 4643.20 Equities MAN ETF SER TR ACTIVE TREND 254900RGLAZFC3AA6Z97 56164V303 2500-12-31 N/A 0.00 4985.00 148954.29 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 46429B663 2500-12-31 N/A 0.00 49.00 1407.28 Equities ISHARES INC MSCI SPAIN ETF 549300KJYAHQCJB4CU67 464286764 2500-12-31 N/A 0.00 36.00 2211.84 Equities TIDAL TRUST III VIST ARTI IN ETF 254900QHIKELE6SQ4F04 45259A845 2500-12-31 N/A 0.00 72564.00 4602008.88 Equities INNOVATOR ETFS TRUST INTL DEVELOPED 529900M1M4WUR4DAE209 45783Y145 2500-12-31 N/A 0.00 700.00 21311.50 Equities VANGUARD BD INDEX FDS LONG TERM BOND N/A 921937793 2500-12-31 N/A 0.00 3118.00 206692.22 Equities VANGUARD BD INDEX FDS LONG TERM BOND N/A 921937793 2500-12-31 N/A 0.00 28.00 1856.12 Equities WISDOMTREE TR JAPN HEDGE EQT 549300MCUICL7FEQ7B68 97717W851 2500-12-31 N/A 0.00 120.00 20989.20 Equities VANGUARD WORLD FD MRNGSTR VAL ETF N/A 921910840 2500-12-31 N/A 0.00 49.00 8015.42 Equities VANGUARD ADMIRAL FDS INC 500 VAL IDX FD N/A 921932703 2500-12-31 N/A 0.00 37.00 8291.70 Equities VANGUARD INTL EQUITY INDEX FDS TT WRLD ST ETF N/A 922042742 2500-12-31 N/A 0.00 56339.00 8757897.55 Equities WISDOMTREE TR CYBERSECURITY FD 549300UG0AF8DMDKMY16 97717Y659 2500-12-31 N/A 0.00 60.00 2194.80 Equities XBP GLOBAL HOLDINGS INC COM NEW 984500BE0P94C4CD8C71 98400V200 2500-12-31 N/A 0.00 18494.00 56961.52 Equities ULTIMUS MANAGERS TR WEST SA ENER ETF 2549007W21PVVX7R7K69 90386K571 2500-12-31 N/A 0.00 3400.00 81328.00 Equities TIDAL TRUST II NICHOLAS GLOBAL 254900FCEUHUTROFEM32 88636J162 2500-12-31 N/A 0.00 70.00 1052.10 Equities AMERICAN CENTY ETF TR AVANTIS ALL EQT 5493000DR6MIKEJHKG21 025072216 2500-12-31 N/A 0.00 30.00 2578.20 Equities ALTSHARES TRUST MERGER ARBITRAGE 549300253RKVXL6EB213 02210T108 2500-12-31 N/A 0.00 17998.00 533026.97 Equities ANGEL OAK FUNDS TRUST TOTAL RETURN ETF 254900SIDCUM9VBX4984 03463K729 2500-12-31 N/A 0.00 400.00 19554.00 Equities AMERICAN CENTY ETF TR US LARGE CAP VLU 549300F1U7C6RG7BQE89 025072349 2500-12-31 N/A 0.00 637.00 58623.11 Equities AMPLIFY ETF TR ENER NAT RES ETF 549300CSOCGNDUS7IG28 032108730 2500-12-31 N/A 0.00 2400.00 80687.76 Equities AMERICAN CENTY ETF TR AVA MID EQU ETF 254900OJWEFYZP17TZ78 025072125 2500-12-31 N/A 0.00 87.00 6925.20 Equities AMERICAN CENTY ETF TR US EQT ETF 54930069ENIYWNS5S829 025072885 2500-12-31 N/A 0.00 22.00 2791.36 Equities AMERICAN CENTY ETF TR US SML CP VALU 549300OVTYY3CGRMI219 025072877 2500-12-31 N/A 0.00 10259.00 1284837.16 Equities BLACKROCK ETF TRUST ISHA US THEM ETF 549300NESYZ7JPZCM419 09290C806 2500-12-31 N/A 0.00 3692.00 155913.16 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 140189.00 562157.89 Equities BOEING CO COM RVHJWBXLJ1RFUBSY1F30 097023105 2500-12-31 N/A 0.00 23392.00 5167292.80 Equities BLACKROCK ETF TRUST DYNAMIC SHORT 529900SE5I1LVO7LNN81 09290C822 2500-12-31 N/A 0.00 7400.00 739189.70 Equities CREDIT SUISSE NASSAU BRANC ENTRACS GOLD SHS N/A 22542D233 2500-12-31 N/A 0.00 95.00 13507.73 Equities DIMENSIONAL ETF TRUST US MKTWIDE VALUE 549300304D4BUNFXYI39 25434V724 2500-12-31 N/A 0.00 55.00 3050.85 Equities ISHARES TR U.S. MED DVC ETF 549300MTJJWSCQO9N641 464288810 2500-12-31 N/A 0.00 96.00 5063.04 Equities INVESCO DB MULTI-SECTOR COMMOD OIL FD 549300GRR2RRZLHQIY24 46140H403 2500-12-31 N/A 0.00 100.00 2120.00 Equities ISHARES INC MSCI ITALY ETF 549300S0PVI5CQLC2571 46434G830 2500-12-31 N/A 0.00 273952.00 16891880.32 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 710000.00 678764.73 U.S. Treasuries (including strips) TIDAL TRUST II DEFI DA RGTI ETF 254900FMET85MQ1L4W58 88636Y102 2500-12-31 N/A 0.00 6653.00 64800.22 Equities PROSHARES TR II ULSHT BLOOMB GAS 549300FWNZO2YBRO2888 74347Y813 2500-12-31 N/A 0.00 15200.00 450984.00 Equities SPROTT FDS TR SILVER MINERS 254900ZUOVNIY50FJ915 85208P873 2500-12-31 N/A 0.00 790.00 38781.10 Equities ISHARES TR CORE 60 BALA ETF 549300ZG5FYWPWUAQ063 464289867 2500-12-31 N/A 0.00 6509.00 445801.41 Equities ISHARES BITCOIN TRUST ETF SHS BEN INT 529900HVFN08L8P4H851 46438F101 2500-12-31 N/A 0.00 1252720.00 45974824.00 Equities PGIM ETF TR ACTV HY BD ETF 549300F10UK98WW68156 69344A206 2500-12-31 N/A 0.00 4475.00 155595.75 Equities ISHARES TR IBONDS 29 TRM TS 5493007QRU70D2POLC71 46436E825 2500-12-31 N/A 0.00 17800.00 384035.00 Equities PROSHARES TR II ULTA BLMBG 2017 W8URCVXVZUOAQKWNXQ58 74347Y888 2500-12-31 N/A 0.00 10448.00 418128.96 Equities PROSHARES TR ULTRA ENERGY TDJO5587152SHBGDDZ44 74347G705 2500-12-31 N/A 0.00 600.00 36048.00 Equities PROSHARES TR ULTRPRO S&P500 GFX121535M001RJL0037 74347X864 2500-12-31 N/A 0.00 24.00 3301.68 Equities PRINCIPAL EXCHANGE TRADED FDS REAL EST ACT ETF 549300N56C4DPRFWH016 74255Y722 2500-12-31 N/A 0.00 69.00 1925.10 Equities TEMA ETF TRUST US MANUFACTURING N/A 87975E602 2500-12-31 N/A 0.00 32.00 1780.16 Equities JANUS DETROIT STR TR HENDERSON MTG 549300V6TVE4ZJCDWY16 47103U852 2500-12-31 N/A 0.00 26900.00 1197050.00 Equities RAYLIANT FDS TR CHIN TR TECH ETF N/A 754640100 2500-12-31 N/A 0.00 15315.00 357758.40 Equities PLAINS GP HLDGS L P LTD PARTNR INT A 549300O56BSKRD8FAM12 72651A207 2500-12-31 N/A 0.00 923380.00 24548057.30 Equities ISHARES TR CORE MSCI EURO 549300XU2KDV0C5LCG21 46434V738 2500-12-31 N/A 0.00 100500.00 7745535.00 Equities J P MORGAN EXCHANGE TRADED FD US QUALTY FCTR 549300QBO0QYTGWOSW82 46641Q761 2500-12-31 N/A 0.00 92.00 6638.72 Equities ISHARES TR USD GRN BOND ETF 5493007EK8R2RMXHMX52 46435U440 2500-12-31 N/A 0.00 23400.00 1097832.06 Equities ISHARES INC MSCI GBL GOLD MN 549300GPQXTYLBQN1755 46434G855 2500-12-31 N/A 0.00 485.00 31908.15 Equities ISHARES TR IBONDS DEC 2030 549300WVEN3NVMUAOJ58 46436E726 2500-12-31 N/A 0.00 500.00 10820.00 Equities INVESCO EXCHANGE TRADED FD TR SEMICONDUCTORS 549300DJYUIX3OXHM257 46137V647 2500-12-31 N/A 0.00 6000.00 809220.00 Equities ISHARES TR ISHARES SEMICDTR 5493004SPI3IF1GDIR85 464287523 2500-12-31 N/A 0.00 491.00 247724.23 Equities ISHARES TR RUS 1000 VAL ETF 549300KLSYN5NN4YNM90 464287598 2500-12-31 N/A 0.00 43.00 10780.53 Equities INVESCO EXCHANGE TRADED FD TR S&P500 PUR VAL 5493005UIJUTBBZG8B08 46137V258 2500-12-31 N/A 0.00 400.00 47748.00 Equities ISHARES INC MSCI SPAIN ETF 549300KJYAHQCJB4CU67 464286764 2500-12-31 N/A 0.00 21066.00 1294295.04 Equities FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR 549300VRLTLEGMX9CC62 33738R811 2500-12-31 N/A 0.00 45.00 9801.90 Equities FIRST TR EXCHANGE TRADED FD VI NASDQ SEMCNDTR 549300VRLTLEGMX9CC62 33738R811 2500-12-31 N/A 0.00 353.00 76890.46 Equities FIRST TR EXCHANGE-TRADED FD II DJ GLBL DIVID 5493005LXSHJ00YZSI70 33734X200 2500-12-31 N/A 0.00 800.00 27696.00 Equities FIRST TR EXCHANGE-TRADED ALPHA COM SHS 549300VT0JCDY0GNZJ32 33733F101 2500-12-31 N/A 0.00 18.00 3306.16 Equities FIRST TR EXCHANGE-TRADED FD VEST LADDERED 254900DNMC0RPODEUV30 33733E690 2500-12-31 N/A 0.00 13357.00 276623.47 Equities FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP 549300U2JRM8TRVDVY22 33740F813 2500-12-31 N/A 0.00 50.00 2030.00 Equities FRACTYL HEALTH INC COM N/A 35168W103 2500-12-31 N/A 0.00 1661200.00 1146228.00 Equities FRANKLIN TEMPLETON ETF TR FTSE BRAZIL 549300U6ULJL7WUJ6046 35473P835 2500-12-31 N/A 0.00 588.00 13335.84 Equities WISDOMTREE TR INTL AD MO AV FD 254900L8RE9L55E4HY03 97717Y212 2500-12-31 N/A 0.00 300.00 13020.93 Equities TIDAL TRUST II DEFIA R2000 ETF 529900LLM1AJSW1UR125 88636J139 2500-12-31 N/A 0.00 88.00 1658.80 Equities TIDAL TRUST I SMAR EARN 30 ETF 254900Y6UQITGY7QIM98 886365105 2500-12-31 N/A 0.00 61.00 1911.74 Equities PROSHARES TR ULTSHT HLTHCRE DRLI0TXPR5167FL54L31 74350P485 2500-12-31 N/A 0.00 800.00 12838.80 Equities PROSHARES TR ULTRA ETHER ETF 529900UXRBTITWHZ2A11 74350P550 2500-12-31 N/A 0.00 40.00 2327.60 Equities NOMURA ETF TR FOCU LARG GR ETF 254900MZL9N2UVO5W196 555927409 2500-12-31 N/A 0.00 10480.00 298680.00 Equities MANAGER DIRECTED PORTFOLIOS SWP GR IN ET SW 529900L25S7UAX8SZO75 56170L612 2500-12-31 N/A 0.00 89.00 2522.45 Equities OLD SECOND BANCORP INC DEL COM 549300XVJC1MPUT81C04 680277100 2500-12-31 N/A 0.00 235999.00 5980214.66 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 5237700.00 5096491.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 348800.00 346457.11 U.S. Treasuries (including strips) SEI EXCHANGE TRADED FUNDS SELE INTL EQ ETF 254900W2XXBX2RP8AS34 81589A700 2500-12-31 N/A 0.00 67888.00 2474096.69 Equities INVESCO EXCHANGE TRADED FD TR S&P 500A EQL 549300VW2XKDB0KWZ015 46137Y609 2500-12-31 N/A 0.00 109.00 3872.64 Equities INVESCO EXCHANGE-TRADED FD TR S&P SM EN ET NEW 5493008GV13MOHGPN118 46138G474 2500-12-31 N/A 0.00 33.00 1870.12 Equities ISHARES TR EMGR MKT INF ETF 549300OLEPIVD22X1N37 464288216 2500-12-31 N/A 0.00 883.00 23352.08 Equities ISHARES TR MORNINGSTAR GRWT 549300T4EMBVXIT1TP48 464287119 2500-12-31 N/A 0.00 2324.00 257173.84 Equities ISHARES TR CORE S&P500 ETF 5493007M4YMN8XL48C14 464287200 2500-12-31 N/A 0.00 61694.00 45974368.80 Equities ISHARES TR LATN AMER 40 ETF 549300LU9LZBB8WGN795 464287390 2500-12-31 N/A 0.00 21217.00 750657.46 Equities ISHARES TR U S EQUITY FACTR 549300UJ0D3L1ZD66F49 46434V282 2500-12-31 N/A 0.00 98.00 7404.88 Equities INVESCO CURRENCYSHARES EURO TR EURO SHS N/A 46138K103 2500-12-31 N/A 0.00 100.00 10647.00 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL ENR 549300TMRWFZYS60V349 46137V365 2500-12-31 N/A 0.00 1000.00 105310.00 Equities ISHARES TR 20 YR TR BD ETF 549300WWURKS1JGBZU59 464287432 2500-12-31 N/A 0.00 62336.00 5161420.80 Equities ISHARES TR DEVSMCP EXNA ETF 5493005OEWCF4INIR081 464288497 2500-12-31 N/A 0.00 95.00 6857.10 Equities ISHARES TR MSCI ACWI EX US 5493000IN0VJK5DV3698 464288240 2500-12-31 N/A 0.00 10591.00 798349.58 Equities ISHARES TR ISHS 1-5YR INVS 549300T14S5IX7V5T008 464288646 2500-12-31 N/A 0.00 1220.00 63659.60 Equities ISHARES TR U.S. INSRNCE ETF 549300DCQ1HNSMVDSM98 464288786 2500-12-31 N/A 0.00 625.00 92262.50 Equities MAN ETF SER TR ACTIVE EMERGING 2549009UAKP1CCGWV285 56164V402 2500-12-31 N/A 0.00 4900.00 143977.68 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 464286772 2500-12-31 N/A 0.00 285187.00 45974996.27 Equities INVESCO EXCHANGE-TRADED FD TR S&P500 HDL VOL 549300EH39KIIB7RDC93 46138E362 2500-12-31 N/A 0.00 2963.00 155409.35 Equities ISHARES TR JPX NIKKEI 400 5493006E0V3ITSKLLV81 464287382 2500-12-31 N/A 0.00 28.00 2803.83 Equities ISHARES INC MSCI STH AFR ETF 549300N26GW1II0BPW20 464286780 2500-12-31 N/A 0.00 16.00 1025.76 Equities GOLDMAN SACHS ETF TR MSCI WORLD PRIV 984500068ED014FA4337 38149W457 2500-12-31 N/A 0.00 1411.00 84279.59 Equities INVESCO EXCHANGE TRADED FD TR S&P 100 EQL WIGH 549300CWYWYS3J3MXN45 46137V449 2500-12-31 N/A 0.00 200.00 26016.00 Equities INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP 549300TV9CCUPVE03787 46138J452 2500-12-31 N/A 0.00 34900.00 757679.00 Equities INVESCO EXCHANGE TRADED FD TR S&P 500 TOP 50 549300DP0UAL3FIOBB50 46137V233 2500-12-31 N/A 0.00 1417.00 85204.21 Equities INVESCO EXCHANGE TRADED FD TR S&P SPIN OFF 5493002U8GU1HNTOUF59 46137V159 2500-12-31 N/A 0.00 135.00 17995.38 Equities ISHARES TR GLOB INDSTRL ETF 5493003UKBOV50PZCU60 464288729 2500-12-31 N/A 0.00 18.00 3550.32 Equities ISHARES TR JPMORGAN USD EMG 54930070R8WH6MNUJG74 464288281 2500-12-31 N/A 0.00 85.00 8057.15 Equities LEGG MASON ETF INVT CLEARBRIDGE LRG 549300205FCQAQR6CH35 524682200 2500-12-31 N/A 0.00 96.00 7941.00 Equities KRANESHARES TRUST 2X LNG PDD ETF 254900E747V2RQ52WZ93 500767330 2500-12-31 N/A 0.00 108000.00 638377.20 Equities INVESCO EXCHANGE-TRADED FD TR SOLAR ETF 549300Q2OQ2U87KJR762 46138G706 2500-12-31 N/A 0.00 26.00 1295.84 Equities INVESCO EXCHANGE TRADED FD TR S&P500 QUALITY 549300CMNB8U49G4GY75 46137V241 2500-12-31 N/A 0.00 2157.00 183495.99 Equities INNOVATOR ETFS TRUST INTL DEV PWR MAY 5299005N5SYQGPC7DT08 45783Y293 2500-12-31 N/A 0.00 71.00 2287.93 Equities INVESCO EXCHANGE TRADED FD TR BUYBACK ACHIEV 549300TFHXQQ9EGTWT42 46137V308 2500-12-31 N/A 0.00 208.00 30538.56 Equities SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME 529900TG4KRPU18D6A47 82889N335 2500-12-31 N/A 0.00 149280.00 3775291.20 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ FT GEN200 549300GPI35ZCTF27915 46138G482 2500-12-31 N/A 0.00 8006.00 339537.66 Equities ISHARES TR SELECT DIVID ETF 549300NTKYSVK7SH3145 464287168 2500-12-31 N/A 0.00 18500.00 2995705.00 Equities GRANITESHARES ETF TR 2X SHOR TSLA NEW 5493000MXD3FRDQCOL53 38747R595 2500-12-31 N/A 0.00 2919.00 33889.59 Equities GLOBAL X FDS GB MSCI AR ETF 5493002TMUWISFBTZV19 37950E259 2500-12-31 N/A 0.00 382.00 36729.30 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 316092113 2500-12-31 N/A 0.00 19202.00 811092.48 Equities FOUR CORNERS PPTY TR INC COM 549300SVTPZPBDVNER42 35086T109 2500-12-31 N/A 0.00 609090.00 15556158.60 Equities FIRST TR EXCHNG TRADED FD VIII SMIT UNCO BD ETF 5493008TXEPNJ8VLBR60 33740F888 2500-12-31 N/A 0.00 23600.00 580324.00 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities AMERICAN CENTY ETF TR INTL EQT ETF 549300J3U01FFJ07XD39 025072703 2500-12-31 N/A 0.00 24.00 2199.12 Equities EA SERIES TRUST BRID OMN SMA ETF 549300VKRWFTRZFTCQ17 02072L532 2500-12-31 N/A 0.00 55000.00 1613991.50 Equities THE ALGER ETF TRUST AI ENABLERS ADOP 254900BTUPGAL2843P02 015564503 2500-12-31 N/A 0.00 96959.00 4111614.27 Equities THE ALGER ETF TRUST CONCENTRATED EQT 254900TOXQPAWYD9ZJ15 015564404 2500-12-31 N/A 0.00 52.00 1974.96 Equities EA SERIES TRUST BUSHIDO CAP U S 5493000KPQW71RMPBT76 02072L425 2500-12-31 N/A 0.00 500.00 22088.50 Equities AKARI THERAPEUTICS PLC SPONSORED ADR 2138001XURASAU3MEB68 00972G405 2500-12-31 N/A 0.00 246.00 1968.00 Equities BLACKROCK ETF TRUST ISHARES US EQUIT 549300GSJ4RMBYLWSX89 09290C103 2500-12-31 N/A 0.00 922.00 61700.24 Equities BANK MONTREAL MEDIUM CALL LKD 41 N/A 06368L882 2500-12-31 N/A 0.00 91.00 3386.16 Equities BAOZUN INC SPONSORED ADR 549300IF0HZ7T4762633 06684L103 2500-12-31 N/A 0.00 6349.00 18920.02 Equities BANK MONTREAL MEDIUM MICROSECTORS FA N/A 06368M203 2500-12-31 N/A 0.00 960.00 34732.80 Equities CAPITAL GRP FIXED INCM ETF TR INTERNATIONAL BD 254900AAAOR7JVLXWO29 14020Y706 2500-12-31 N/A 0.00 600.00 15213.00 Equities CHEVRON CORPORATION COM N/A 166764100 2500-12-31 N/A 0.00 239067.00 45974974.77 Equities BLACKROCK ETF TRUST ISHA I IN TE ETF 529900A898KGKVGZQ177 09290C780 2500-12-31 N/A 0.00 244.00 10023.52 Equities BLACKROCK ETF TRUST ISHA WORL EX ETF 5493000D8FRZQ7QWXY73 09290C608 2500-12-31 N/A 0.00 62.00 3671.64 Equities TIDAL TRUST III VIST ARTI IN ETF 254900QHIKELE6SQ4F04 45259A845 2500-12-31 N/A 0.00 63.00 3995.46 Equities FIRST TR EXCHANGE TRADED FD VI NASDQ OIL GAS 5493002G74G0DW1RLK74 33738R845 2500-12-31 N/A 0.00 33.00 1219.35 Equities FIRST TR EXCHANGE-TRADED FD II NASDQ CLN EDGE 549300IMO4B4W5RWYH14 33737A108 2500-12-31 N/A 0.00 100.00 17664.00 Equities FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT 549300XQG1DXCIO5RA29 33736N101 2500-12-31 N/A 0.00 470.00 20472.82 Equities FIDELITY MERRIMACK STR TR LTD TRM BD ETF 549300ESQV7BRJNHTF45 316188200 2500-12-31 N/A 0.00 800.00 39927.36 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 31609A305 2500-12-31 N/A 0.00 72.00 3034.80 Equities FIDELITY COVINGTON TRUST CONSMR STAPLES 549300O7ZJHT2R8ULP64 316092303 2500-12-31 N/A 0.00 102.00 5498.82 Equities FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX 549300FP3GJL1GH4RT40 33734X127 2500-12-31 N/A 0.00 5795.00 126215.10 Equities FIDELITY SOLANA FD BENEFICIAL INT 254900Q9231L0RUCAR39 31641G104 2500-12-31 N/A 0.00 40.00 353.60 Equities VANGUARD WORLD FD EMERGING MRKTS E 529900VOEG5IP806O212 921910683 2500-12-31 N/A 0.00 70.00 6388.20 Equities ISHARES TR ENVIR AWR RL EST 549300ASGSLXY5KNGU15 46436E270 2500-12-31 N/A 0.00 74.00 2210.00 Equities TIDAL TRUST I SP FDS S&P 500 549300JL4D4SLC04BO54 886364801 2500-12-31 N/A 0.00 1879.00 106069.55 Equities TRIVAGO N V SPON ADS A SHS N 391200MJ56OU7D3JM080 89686D303 2500-12-31 N/A 0.00 4796.00 25658.60 Equities J P MORGAN EXCHANGE TRADED FD EQUITY PREMIUM 549300WPLSUZ3ZNSFP07 46641Q332 2500-12-31 N/A 0.00 123600.00 7074864.00 Equities NEUBERGER BERMAN ETF TRUST FLEXIBLE CREDIT 2549008ASCDI2PAL2M84 64135A879 2500-12-31 N/A 0.00 22.00 1102.01 Equities MORGAN STANLEY ETF TRUST EATO VANC BD ETF 254900IQ3M4DXR8SC125 61774R841 2500-12-31 N/A 0.00 1000.00 50230.00 Equities TIDAL TRUST I SP FUNDS S&P GBL 549300LFRV9YWDB14776 886364769 2500-12-31 N/A 0.00 2619.00 56465.64 Equities J P MORGAN EXCHANGE TRADED FD INTRNL RES EQT 549300O57YNNVO2LZJ82 46641Q134 2500-12-31 N/A 0.00 53.00 4451.47 Equities J P MORGAN EXCHANGE TRADED FD MUNICIPAL ETF 549300Q4RKBDH0NJBG14 46641Q647 2500-12-31 N/A 0.00 23300.00 1160223.50 Equities J P MORGAN EXCHANGE TRADED FD ACTIVE VALUE ETF 549300WXH93S1D430S16 46641Q167 2500-12-31 N/A 0.00 678.00 54823.08 Equities ISHARES TR ESG MSCI LEADR 549300PL7K003G75NG20 46435U218 2500-12-31 N/A 0.00 50.00 6549.50 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 94691100.00 95382215.67 U.S. Treasuries (including strips) PROSHARES TR PSHS ULT S&P 500 UT59PM4NN1V3JAKZPS19 74347R107 2500-12-31 N/A 0.00 30.00 1983.00 Equities SPROTT FDS TR URANI MINER ETF 254900PKBWWLG0BN6V46 85208P303 2500-12-31 N/A 0.00 34.00 1681.30 Equities PROSHARES TR PSHS ULTRUSS2000 9PQYJGVJO8FNJLFCK011 74347R842 2500-12-31 N/A 0.00 67.00 4249.81 Equities PROSHARES TR PSHS ULTRUSS2000 9PQYJGVJO8FNJLFCK011 74347R842 2500-12-31 N/A 0.00 223.00 14144.89 Equities PIMCO ETF TR INTER MUN BD ACT 549300BYITA8MLKUJ627 72201R866 2500-12-31 N/A 0.00 400.00 20696.00 Equities PROSHARES TR SHRT 20+YR TRE MNF315G62CW700KJGX62 74347X849 2500-12-31 N/A 0.00 100.00 2529.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 2016700.00 1984602.20 U.S. Treasuries (including strips) SELECT SECTOR SPDR TR ST STR CARE ETF 549300EJNY3KKJHPOY44 81369Y209 2500-12-31 N/A 0.00 43563.00 7123421.76 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 15281400.00 14775967.70 U.S. Treasuries (including strips) VANGUARD INDEX FDS REAL ESTATE ETF N/A 922908553 2500-12-31 N/A 0.00 2992.00 297674.08 Equities VANGUARD INDEX FDS MRNGSTR LRG CAP N/A 922908637 2500-12-31 N/A 0.00 69.00 23547.63 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1531600.00 1528762.97 U.S. Treasuries (including strips) CALEDONIA MNG CORP SHS NEW 21380093ZBI4BFM75Y51 G1757E113 2500-12-31 N/A 0.00 6700.00 126429.00 Equities PROFESIONALLY MANAGED PORTFOLI AKRE FOCUS ETF 254900HSBIRHXKKCR891 74316P579 2500-12-31 N/A 0.00 40.00 2301.60 Equities PROCURE ETF TRUST II SPACE ETF 549300MQIFQ5M3WPKM32 74280R205 2500-12-31 N/A 0.00 23.00 1007.86 Equities PROCURE ETF TRUST II SPACE ETF 549300MQIFQ5M3WPKM32 74280R205 2500-12-31 N/A 0.00 22935.00 1005011.70 Equities SPDR SERIES TRUST ST STR CONV ETF 549300IXKU3G7R6DMX93 78464A359 2500-12-31 N/A 0.00 2900.00 294321.00 Equities VANECK ETF TRUST RARE EAR STR ETF 549300CC0W53Y8C5LO70 92189H805 2500-12-31 N/A 0.00 1255.00 83394.75 Equities VANGUARD MALVERN FDS CORE-PLUS BD ETF 529900XBD4FFIDOM5S90 922020755 2500-12-31 N/A 0.00 23286.00 1781262.57 Equities VANECK ETF TRUST NATURAL RESOURC 5493001Y68MF5TFNKP40 92189F841 2500-12-31 N/A 0.00 22.00 1579.16 Equities VANECK ETF TRUST NATURAL RESOURC 5493001Y68MF5TFNKP40 92189F841 2500-12-31 N/A 0.00 2069.00 148512.82 Equities LAUNCHPAD CADENZA ACQU CORP I USD CL A ORD SHS N/A G6001S107 2500-12-31 N/A 0.00 5680.00 56686.40 Equities MUZERO ACQUISITION CORP CL A ORD SHS N/A G8775A106 2500-12-31 N/A 0.00 13390.00 133230.50 Equities ARCOS DORADOS HLDGS INC SHS CLASS -A - 54930023P2MIZN13DQ85 G0457F107 2500-12-31 N/A 0.00 36832.00 301654.08 Equities SOCIAL COMM PARTNERS CORP ORD SHS CL A N/A G8254P103 2500-12-31 N/A 0.00 2076.00 20760.00 Equities VANGUARD INDEX FDS EXTEND MKT ETF N/A 922908652 2500-12-31 N/A 0.00 55.00 13027.85 Equities VANGUARD WORLD FD MRNGSTR CAP ETF N/A 921910873 2500-12-31 N/A 0.00 34.00 9203.46 Equities GLOBAL X FDS ADAPTIVE US 549300PPKE3TOQ1W5W15 37954Y574 2500-12-31 N/A 0.00 413.00 21331.45 Equities GLOBAL X FDS RBTCS ARTFL INTE 549300H4UEX6L1N39833 37954Y715 2500-12-31 N/A 0.00 105006.00 3664709.40 Equities GRUPO TELEVISA S A B SPON ADR REP ORD 549300O4AF0C816ILN62 40049J206 2500-12-31 N/A 0.00 11523.00 33186.24 Equities GRANITESHARES ETF TR 2X LONG IONQ 254900NTCSTDNV0QUY52 38747R546 2500-12-31 N/A 0.00 17500.00 197225.00 Equities GRANITESHARES ETF TR 2X LONG UBER 2549000EIRKLFJYZVI62 38747R694 2500-12-31 N/A 0.00 100.00 1401.43 Equities ISHARES TR TOP 20 U S ETF 529900L3P6LYS0370Y20 46438G570 2500-12-31 N/A 0.00 77.00 2497.88 Equities ISHARES TR CORE MSCI TOTAL 5493000KJHTQW5I5L936 46432F834 2500-12-31 N/A 0.00 31.00 2935.08 Equities ISHARES TR ENERGY STRG & MA 529900X47UOEIQW92F65 46438G737 2500-12-31 N/A 0.00 80.00 3029.60 Equities ISHARES TR RUS TOP 200 ETF 549300C61G8VMXGKB962 464289446 2500-12-31 N/A 0.00 67.00 12261.00 Equities ISHARES U S ETF TR BLOOMBERG ROLL 549300QZQGK46YT0OX58 46431W598 2500-12-31 N/A 0.00 526.00 31010.86 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 464286400 2500-12-31 N/A 0.00 1258550.00 45974831.50 Equities ISHARES TR 0-5 YR TIPS ETF 549300GIWSEGOQLZR212 46429B747 2500-12-31 N/A 0.00 19300.00 1957213.00 Equities ISHARES TR GBL COMM SVC ETF 5493007NVRHMUB1YM625 464287275 2500-12-31 N/A 0.00 26.00 2939.30 Equities ISHARES INC MSCI ISRAEL ETF 5493002NZTVKJGKTNC72 464286632 2500-12-31 N/A 0.00 25423.00 3027370.84 Equities TIDAL TRUST III MRP SYNTHEQUITY 254900QMDDEEQBC7Y131 45259A548 2500-12-31 N/A 0.00 400.00 11688.00 Equities DIREXION SHARES ETF TRUST DAI MAR BUL ETF 25X0LWHQPBGJZE4GP927 25490K281 2500-12-31 N/A 0.00 24.00 1653.12 Equities DIREXION SHARES ETF TRUST DAIL MS BRAZ ETF 549300T02YU3KFGO6S08 25460G708 2500-12-31 N/A 0.00 84.00 8276.34 Equities DBX ETF TR XTRACK HRVST CSI 549300KGVW9YY7MPVQ67 233051879 2500-12-31 N/A 0.00 54640.00 1872512.80 Equities DIREXION SHARES ETF TRUST AUSPCE CMD STG 549300T4LI28QKS1QP64 25460E307 2500-12-31 N/A 0.00 1100.00 37235.00 Equities DIMENSIONAL ETF TRUST GLOB CO PLUS ETF 5493000MTRAEDWUGPM37 25434V583 2500-12-31 N/A 0.00 66600.00 3559417.02 Equities DIREXION SHARES ETF TRUST DAIL PHA MED ETF 549300HLYIVQQ31NJC71 25460E646 2500-12-31 N/A 0.00 59.00 1206.55 Equities DBX ETF TR XTRACKERS MSCI 549300HHK8O56L87LZ06 233051135 2500-12-31 N/A 0.00 295.00 38510.33 Equities DBX ETF TR XTRACK HRVST CSI 549300KGVW9YY7MPVQ67 233051879 2500-12-31 N/A 0.00 8334.00 285606.18 Equities AMERICAN BEACON SELECT FUNDS GLG NAT RES ETF 5299006S3GSL57W1YI52 02368W408 2500-12-31 N/A 0.00 62.00 3049.16 Equities AMERICAN BEACON SELECT FUNDS GLG NAT RES ETF 5299006S3GSL57W1YI52 02368W408 2500-12-31 N/A 0.00 1848.00 90884.64 Equities DIMENSIONAL ETF TRUST US SMALL CAP ETF 549300ZX1UG1MY980943 25434V500 2500-12-31 N/A 0.00 30061.00 2440051.37 Equities DIMENSIONAL ETF TRUST US COR EQU 2 ETF 54930056FNVIE1543D41 25434V708 2500-12-31 N/A 0.00 87.00 3856.71 Equities AMPLIFY COMMODITY TRUST BREA TANK SH ETF 549300W2K3MG2GTKQS63 03210A206 2500-12-31 N/A 0.00 200.00 52780.16 Equities THE ALGER ETF TRUST CONCENTRATED EQT 254900TOXQPAWYD9ZJ15 015564404 2500-12-31 N/A 0.00 12587.00 478054.26 Equities FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF 549300GKBCDDMTWGG046 33738R704 2500-12-31 N/A 0.00 15221.00 1753763.62 Equities FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW 5493001UCOPQLKO3TS73 33739Q408 2500-12-31 N/A 0.00 19000.00 1138290.00 Equities GRANITESHARES ETF TR HIPS US HIGH INC 549300T81ZQ2D4QI1D15 38747R306 2500-12-31 N/A 0.00 1300.00 14897.87 Equities NORTHERN LTS FD TR III HCM DEFND 100 5493009UVJWVJ3E1I465 66538R748 2500-12-31 N/A 0.00 651.00 51650.34 Equities NORTHERN LTS FD TR III PLANROCK ALT GRO 5299005CFLNGPN5TJS09 66538R524 2500-12-31 N/A 0.00 100.00 3983.19 Equities RENAISSANCE CAP GREENWICH FDS IPO ETF 254900W6R6XIXAQOFT07 759937204 2500-12-31 N/A 0.00 39.00 2037.75 Equities SPDR SERIES TRUST ST STR SP1500VT 549300DDGDTCN7DTIA86 78464A128 2500-12-31 N/A 0.00 417.00 101043.73 Equities TIDAL TRUST II DEF DLY TGT AVGO 2549002GE2X963D4RU54 88636J238 2500-12-31 N/A 0.00 79.00 3788.05 Equities TIDAL TRUST II STKD 100 100 ETF 254900OTOZUFHZNOMF69 88636R834 2500-12-31 N/A 0.00 3000.00 64412.70 Equities GMO ETF TRUST US QUALITY ETF 529900AWFVABQJK0I292 90139K100 2500-12-31 N/A 0.00 119000.00 4937310.00 Equities THEMES ETF TR LEVERAGE SHS 2X 529900WOMBG03ER1NZ41 88340C123 2500-12-31 N/A 0.00 8000.00 122656.80 Equities TEMA ETF TRUST ELECTRIFICATION 529900RQB63LH3HY1C41 87975E834 2500-12-31 N/A 0.00 1782.00 65078.64 Equities THEMES ETF TR LEVERAGE SHS 2X 529900WOMBG03ER1NZ41 882927338 2500-12-31 N/A 0.00 58000.00 305080.00 Equities NORTHERN LTS FD TR II ESSEN 40 STK ETF 529900S18JPJ1ILLLZ47 664925708 2500-12-31 N/A 0.00 11200.00 223565.44 Equities WISDOMTREE TR CLOUD COMPUTNG 549300ZGGEP9JE4RUB88 97717Y691 2500-12-31 N/A 0.00 28300.00 988802.00 Equities SCHWAB STRATEGIC TR INTL EQTY ETF 5493003PP4X6ZGIBL520 808524805 2500-12-31 N/A 0.00 37060.00 1022485.40 Equities SCHWAB STRATEGIC TR SHT TM US TRES 5493005SHO0WH9C7RN69 808524862 2500-12-31 N/A 0.00 32600.00 785986.00 Equities WISDOMTREE TR US LARGECAP DIVD 549300LN7CBL6TV5KI77 97717W307 2500-12-31 N/A 0.00 82.00 8060.60 Equities PROSHARES TR II ULTRA GOLD 0J5MDZ6HZN7ZP2HLOQ20 74347W601 2500-12-31 N/A 0.00 549.00 25006.95 Equities PROSHARES TR SHORT QQQ Q95Y09OLRIOMH8CB3M62 74349Y837 2500-12-31 N/A 0.00 5700.00 153843.00 Equities PROSHARES TR NASDAQ100 DORSEY 549300A9NYN5L3FFX416 74347G671 2500-12-31 N/A 0.00 56.00 3965.19 Equities PROSHARES TR EQTS FOR RISIN 549300ONGJC47EH4UP44 74347B391 2500-12-31 N/A 0.00 43.00 3488.23 Equities SPDR SERIES TRUST ST STR SP600SM C 54930083GEURQVBVY896 78464A300 2500-12-31 N/A 0.00 58.00 6281.98 Equities SPDR SERIES TRUST ST STR SP600SM C 54930083GEURQVBVY896 78464A300 2500-12-31 N/A 0.00 1468.00 158999.08 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 1800.00 1786.50 U.S. Treasuries (including strips) STATE STR INSTL INVT TR PRIM MON MAR ETF 9845000684ADA4E9C818 85749T285 2500-12-31 N/A 0.00 187.00 18754.23 Equities PROSHARES TR ULTRAPRO QQQ 03026FQTQRJ0JSTBI779 74347X831 2500-12-31 N/A 0.00 139229.00 8813195.70 Equities PROSHARES TR ULTRA FNCLS NEW LYB0BLOHQZOQ1IGGW139 74347X633 2500-12-31 N/A 0.00 36.00 3456.00 Equities SPDR SERIES TRUST ST STR SP HOME 549300MSE80LL1UJS132 78464A888 2500-12-31 N/A 0.00 7705.00 805326.60 Equities T ROWE PRICE EXCHANGE-TRADED GROWTH ETF 254900FZOQLOMTZRS328 87283Q842 2500-12-31 N/A 0.00 31.00 1378.26 Equities SSGA ACTIVE ETF TR ST STR REAL ETF 5493007QJU53DW46ZK83 78467V103 2500-12-31 N/A 0.00 57.00 2064.83 Equities VANGUARD ADMIRAL FDS INC 500 GRTH IDX F N/A 921932505 2500-12-31 N/A 0.00 79.00 6332.64 Equities SPDR SERIES TRUST ST STR SP TELCO 549300HDKY7AYIBLN989 78464A540 2500-12-31 N/A 0.00 29.00 5943.55 Equities SPDR SERIES TRUST ST STR SP TELCO 549300HDKY7AYIBLN989 78464A540 2500-12-31 N/A 0.00 273.00 55951.35 Equities SSGA ACTIVE TR STATE STR MY2035 984500DD1C2EDC7CD455 78470P614 2500-12-31 N/A 0.00 53.00 1274.38 Equities PROSHARES TR ULTR SHO S&P 500 GZYUYYBVN9JCLNYWZ615 74350P659 2500-12-31 N/A 0.00 14700.00 558747.00 Equities SPDR SERIES TRUST ST STR PFD ETF 549300DLQEVIC6XUR013 78464A292 2500-12-31 N/A 0.00 100.00 3025.00 Equities ETFIS SER TR I VIRT BI TRIA ETF 549300YTBZ16PIXEKJ82 26923G301 2500-12-31 N/A 0.00 85.00 4272.72 Equities ETF SER SOLUTIONS AAM SLC LOW DUR 529900NTIQ8M1K4PAC68 26922B428 2500-12-31 N/A 0.00 4187.00 105600.33 Equities DIREXION SHARES ETF TRUST DAI SEM 3X ETF 549300SN0D4Z5YWQPF52 25461H291 2500-12-31 N/A 0.00 310000.00 16715200.00 Equities ETF SER SOLUTIONS US GLB JETS 549300UL07KE1VGTTL75 26922A842 2500-12-31 N/A 0.00 170053.00 5387279.04 Equities UBS AG ETRA SILV SHS CO N/A 22542D225 2500-12-31 N/A 0.00 99.00 6298.46 Equities DIREXION SHARES ETF TRUST DLY GOOGL BUL 2X 549300USVXEN4HTP7P16 25461A841 2500-12-31 N/A 0.00 7801.00 757399.09 Equities TCW ETF TRUST TRANS SYSTE ETF 5493003PS37XTBOZF328 29287L205 2500-12-31 N/A 0.00 55.00 5855.85 Equities DEUTSCHE BK AG LONDON BRH DB GOLD DBL LNG N/A 25154H749 2500-12-31 N/A 0.00 19.00 2575.55 Equities BUILD FUNDS TRUST BOND INNOVATION 549300JZ6QPYIJI89F23 12009B101 2500-12-31 N/A 0.00 700.00 17482.50 Equities CAPITAL GROUP NEW GEOGRAPHY EQ SHS 254900431IB52BCL7Q27 14021N105 2500-12-31 N/A 0.00 63862.00 2277318.92 Equities DIMENSIONAL ETF TRUST US EQUI MARK ETF 549300TG4GW6UKRIBD35 25434V401 2500-12-31 N/A 0.00 32.00 2592.96 Equities DIREXION SHARES ETF TRUST DLY MU BEAR 1X 2549001BEF3PM1T6LN19 25461A163 2500-12-31 N/A 0.00 1741.00 20317.47 Equities BURNING ROCK BIOTECH LTD SPONSORED ADS 5493006HO04GB8AQ2V43 12233L206 2500-12-31 N/A 0.00 317.00 2805.45 Equities CAPITAL GRP FIXED INCM ETF TR ULTRA SHORT ETF 2549004RX8IEKSOGFS38 14020Y888 2500-12-31 N/A 0.00 8100.00 205335.00 Equities AMERICAN CENTY ETF TR SELE HIGH YI ETF 549300WG1M1635PWTC47 025072331 2500-12-31 N/A 0.00 500.00 22930.00 Equities AMPLIFY ETF TR SILJ JR SILV ETF 529900NCWBSOMWW4CP42 032108433 2500-12-31 N/A 0.00 101.00 2683.57 Equities CALAMOS ETF TR NASDAQ AUTOCALLL 529900U2V62FJWS55H52 12811T530 2500-12-31 N/A 0.00 40.00 1017.60 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 100.00 1158.00 Equities CAPITAL GROUP INTERNATIONAL EQ SHS 5493000KGICPOV21IO40 14021M107 2500-12-31 N/A 0.00 10070.00 371985.80 Equities CAPITAL GROUP EQUITY ETF TR I US SM MI CA ETF 254900BIREBPSYZ8TN30 14022A102 2500-12-31 N/A 0.00 2023.00 65039.45 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities DIMENSIONAL ETF TRUST US COR EQU 1 ETF 5493000MTK4HFKSAZE49 25434V625 2500-12-31 N/A 0.00 99.00 8136.81 Equities DIREXION SHARES ETF TRUST DAILY SMALL CAP EI6O4TKYTT2L506TQD71 25459W847 2500-12-31 N/A 0.00 29.00 1987.66 Equities DIREXION SHARES ETF TRUST DA 500 BU 3X ETF WJRYIWB43R3GOXOHLG28 25459W862 2500-12-31 N/A 0.00 39.00 10253.49 Equities DIREXION SHARES ETF TRUST DLY MSFT BULL 2X 549300JS5EJW0LX2IF14 25461A866 2500-12-31 N/A 0.00 54600.00 1713348.00 Equities DIREXION SHARES ETF TRUST DAIL JR GOLD ETF 549300ZCVTX7WZ06QV11 25460G831 2500-12-31 N/A 0.00 92.00 11005.96 Equities DIREXION SHARES ETF TRUST DAIL JR GOLD ETF 549300ZCVTX7WZ06QV11 25460G831 2500-12-31 N/A 0.00 3939.00 471222.57 Equities DIMENSIONAL ETF TRUST US CORE EQT MKT 549300O3PQG5V42IUV84 25434V104 2500-12-31 N/A 0.00 93.00 4789.50 Equities DIREXION SHARES ETF TRUST DAILY 500 2X ETF 549300MZZ6B1PUOB4V78 25459Y165 2500-12-31 N/A 0.00 11622.00 2451777.12 Equities BNY MELLON ETF TRUST US LRG CP CORE 549300LQKBY0N1SODR76 09661T107 2500-12-31 N/A 0.00 79.00 3736.70 Equities BROADCOM INC COM 549300WV6GIDOZJTV909 11135F101 2500-12-31 N/A 0.00 674.00 261404.16 Equities BLACKROCK ETF TRUST DYNAMIC EQTY ACT 529900PBK3OWOAZS2M17 09290C723 2500-12-31 N/A 0.00 900.00 24660.00 Equities BITWISE SOLANA STAKING ETF COM SHS OF BENEF 529900ZRH3ZGG3F00K32 091948109 2500-12-31 N/A 0.00 141.00 1438.20 Equities CAPITAL GROUP GBL GROWTH EQTY SHS CREAT UNIT 549300MEB8FQHFU5O271 14020X104 2500-12-31 N/A 0.00 67.00 2645.16 Equities CAPITAL GROUP GLOBAL EQUITY ET SHS 254900ISGTHEJL6L6S20 14020R107 2500-12-31 N/A 0.00 55.00 1906.30 Equities GOLDMAN SACHS GROUP INC COM 784F5XWPLTWKTBV3E584 38141G104 2500-12-31 N/A 0.00 44859.00 45974194.74 Equities ISHARES TR MSCI INDONIA ETF 549300FG1ZHYGIRCFP28 46429B309 2500-12-31 N/A 0.00 9195.00 113742.15 Equities J P MORGAN EXCHANGE TRADED FD INTL BD OPP ETF 549300PP3H1CINB2QS44 46641Q852 2500-12-31 N/A 0.00 300.00 14352.00 Equities FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT 549300ZVBPE1RKOPM784 33739Q200 2500-12-31 N/A 0.00 4600.00 227838.00 Equities PLIANT THERAPEUTICS INC COM 5493002Q5LITR7VHZH02 729139105 2500-12-31 N/A 0.00 27625.00 29282.50 Equities JANUS DETROIT STR TR HENDERSN SML ETF 5493007LNQYUXWRS8K38 47103U209 2500-12-31 N/A 0.00 69.00 6455.78 Equities NEOS ETF TRUST NASDAQ 100 HIGH 529900BGMBWC62SDWT55 78433H675 2500-12-31 N/A 0.00 92.00 4846.56 Equities SPDR INDEX SHS FDS ST DOW GLOBA ETF 549300NEMKJTY73KOC44 78463X749 2500-12-31 N/A 0.00 57626.00 2964281.44 Equities NEUBERGER BERMAN ETF TRUST SHORT DURATION I 254900Z7V6CFW64ILT81 64135A887 2500-12-31 N/A 0.00 8500.00 429080.00 Equities SPDR SERIES TRUST ST STR SP HCSVC 549300JPXFHZOFFNSZ24 78464A573 2500-12-31 N/A 0.00 104.00 13962.79 Equities SPDR SERIES TRUST ST STR BL 12 ETF 549300KSPVYDNRIJIN54 78468R523 2500-12-31 N/A 0.00 95.00 9444.90 Equities SPDR INDEX SHS FDS ST STR MSCI EAFE 549300Z5IW9CX849F707 78470E106 2500-12-31 N/A 0.00 9298.00 511482.98 Equities STATE STR SPDR S&P MIDCAP 400 UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 78467Y107 2500-12-31 N/A 0.00 63.00 43292.97 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000VAL N/A 92206C714 2500-12-31 N/A 0.00 16700.00 1837000.00 Equities VIOMI TECHNOLOGY CO LTD SPONSORED ADS N/A 92762J103 2500-12-31 N/A 0.00 18809.00 14212.08 Equities VANECK ETF TRUST SOCIAL SENTIMENT 5493001ZOHVIUIPYJH75 92189H839 2500-12-31 N/A 0.00 76.00 2539.16 Equities PROSHARES TR ULTST NASD 2026 PTULAHCC8IQGXP6RZP70 74350P469 2500-12-31 N/A 0.00 99.00 1339.47 Equities VANGUARD WHITEHALL FDS HIGH DIV YLD N/A 921946406 2500-12-31 N/A 0.00 30.00 4858.80 Equities VANECK ETF TRUST BDC INCOME ETF 5493000CQN0MMJGTGK14 92189F411 2500-12-31 N/A 0.00 59700.00 741474.00 Equities VANGUARD ADMIRAL FDS INC 500 GRTH IDX F N/A 921932505 2500-12-31 N/A 0.00 201.00 16112.16 Equities GLOBAL X FDS PURE MS STAP ETF 529900D67QJ2U0CGDK42 37960A271 2500-12-31 N/A 0.00 86.00 2311.68 Equities NORTHERN LTS FD TR IV INSPIRE 500 ETF 529900ADEXIT6YWYNI09 66537J796 2500-12-31 N/A 0.00 80.00 22256.00 Equities SELECT SECTOR SPDR TR ST STR SVC ETF 549300RPODKQJE2HDW24 81369Y852 2500-12-31 N/A 0.00 62.00 6607.96 Equities SELECT SECTOR SPDR TR ST STR SVC ETF 549300RPODKQJE2HDW24 81369Y852 2500-12-31 N/A 0.00 20707.00 2206952.06 Equities JIANZHI ED TECHNOLOGY GROUP CO SPONSORED ADS N/A 47737L401 2500-12-31 N/A 0.00 2846.00 6375.04 Equities GLOBAL X FDS US PFD ETF 5493002F5H3KM07K2Y09 37954Y657 2500-12-31 N/A 0.00 68.00 1259.36 Equities SPDR SERIES TRUST ST STR SP AERO 5493006TZ0473G1GOE68 78464A631 2500-12-31 N/A 0.00 74.00 19449.42 Equities NORTHERN FDS 2045 TAX-EXEMPT 254900B72DEKH0AIB776 665162160 2500-12-31 N/A 0.00 105.00 10581.38 Equities J P MORGAN EXCHANGE TRADED FD ACTI DE MARK ETF 5299009G9H062B8RYN28 46654Q690 2500-12-31 N/A 0.00 88.00 6673.22 Equities SPDR SERIES TRUST SP O&G EQP SERV 549300AODH2G148UDX39 78468R549 2500-12-31 N/A 0.00 49.00 5284.16 Equities GLOBAL X FDS AUTONMOUS EV ETF 549300UP73UPHB8Z6O56 37954Y624 2500-12-31 N/A 0.00 73.00 2439.25 Equities KRANESHARES TRUST CHINA TECHNO & S 549300KP7V75G1O7ZY91 500767694 2500-12-31 N/A 0.00 501887.00 11970004.95 Equities SPDR SERIES TRUST SP O&G EQP SERV 549300AODH2G148UDX39 78468R549 2500-12-31 N/A 0.00 335.00 36126.40 Equities TIDAL TRUST III NEST DYNA IN ETF 254900JD0NQKSCP4Y719 45259A787 2500-12-31 N/A 0.00 35.00 1118.25 Equities HORIZON FDS NASDAQ-100 DEF 529900H577C0V8541R20 44053A515 2500-12-31 N/A 0.00 72.00 2065.31 Equities J P MORGAN EXCHANGE TRADED FD US RESEARCH ENHN 529900TCTVSISUI5VG18 46654Q617 2500-12-31 N/A 0.00 581.00 38990.91 Equities JOHN HANCOCK EXCHANGE TRADED DYNAMIC MUNICIP 254900L9TN3ZUA9TCZ47 47804J743 2500-12-31 N/A 0.00 200.00 5175.02 Equities TIDAL TRUST III VIST ELEC SU ETF 2549005M3A11HAA22Y67 45259A837 2500-12-31 N/A 0.00 200.00 5128.00 Equities NOVABRIDGE BIOSCIENCES SPONSORED ADS 549300L1A5T19703RR64 44975P103 2500-12-31 N/A 0.00 25247.00 41405.08 Equities GLOBAL X FDS GLOBAL X COPPER 549300L5RUQZ388WGS57 37954Y830 2500-12-31 N/A 0.00 37.00 2941.50 Equities GLOBAL X FDS AI SEMI QUAN ETF 529900X4I2A8VDFDHK78 37960A230 2500-12-31 N/A 0.00 99.00 8614.03 Equities GLOBAL X FDS CYBRSCURTY ETF 549300X47IEM37AA7M52 37954Y384 2500-12-31 N/A 0.00 3594.00 134810.94 Equities NEW YORK LIFE INVESTMENTS ETF CANDRIAM INTL EQ 549300ZTSX4418004Y77 45409B453 2500-12-31 N/A 0.00 589.00 22720.03 Equities INNOVATOR ETFS TRUST INNOVATOR INTL D 529900ALXOYPFQ51BF08 45783Y343 2500-12-31 N/A 0.00 83.00 2563.87 Equities GLOBAL X FDS GLBX MSCI COLUM 549300OMNC4RBPIQJY21 37954Y327 2500-12-31 N/A 0.00 33.00 1520.31 Equities GOLDMAN SACHS ETF TR MAR 1000 GRO ETF 98450077HF54081CCA21 38149W598 2500-12-31 N/A 0.00 55.00 3504.73 Equities ELBIT SYS LTD ORD 529900Q9CB1REUMZSS32 M3760D101 2500-12-31 N/A 0.00 600.00 471576.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 814400.00 810563.63 U.S. Treasuries (including strips) 2023 ETF SERIES TRUST PIC ENH INTL ETF 213800VYQ4ODLH5ZWS77 900934886 2500-12-31 N/A 0.00 3931.00 91153.99 Equities SIMPLIFY EXCHANGE TRADED FUNDS HEALTH CARE ETF 549300WPEU6YIKEJVH06 82889N772 2500-12-31 N/A 0.00 2001.00 79119.54 Equities SIMPLIFY EXCHANGE TRADED FUNDS DBI CTA MANAGED 529900SFGLVEUBXV3J53 82889N210 2500-12-31 N/A 0.00 200.00 5125.16 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 156100.00 151672.12 U.S. Treasuries (including strips) Y 2026-08-03 2026-10-29 2026-11-30 Y BOFA SECURITIES INC 1.0000 90 N N N 0.0415 919500000.00 919500000.00 0.0024 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.130000% ARP1KDDO5 ZBUT11V806EZRVTWT807 0000782124 ARP1KDDO5 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ASML HLDG NV N Y REGISTRY SHS 724500Y6DUVHQD6OXN27 N07059210 2500-12-31 N/A 0.00 11598.00 19153401.12 Equities HELLO GROUP INC ADS 549300YMGLID32W48529 423403104 2500-12-31 N/A 0.00 213583.00 1281498.00 Equities SATELLOS BIOSCIENCE INC COM 529900EN243BZ5QC9N39 80401L803 2500-12-31 N/A 0.00 59590.00 575639.40 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 30725.00 54997.75 Equities SPDR SERIES TRUST ST STR P500ETF 5493004K4F0RL72RIJ47 78464A854 2500-12-31 N/A 0.00 219376.00 19153718.56 Equities NEW PROVIDENCE ACQUISITION COR USD CL A ORD SHS N/A G6476A102 2500-12-31 N/A 0.00 77558.00 808929.94 Equities SILENCE THERAPEUTICS PLC ADS 213800SSURRJBX85SQ91 82686Q101 2500-12-31 N/A 0.00 204206.00 2372873.72 Equities INSIGHT DIGITAL PARTNERS II CL A ORD N/A G4814G105 2500-12-31 N/A 0.00 25928.00 261354.24 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 16476.00 165254.28 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 270.00 16647.23 Equities FIRST TR EXCHANGE-TRADED FD II EMER MA HUMA ETF 5493000MN5FP9RA82V52 33734X747 2500-12-31 N/A 0.00 4271.00 187966.71 Equities EGH ACQUISITION CORP. SHS CL A N/A G2946P100 2500-12-31 N/A 0.00 3644.00 37642.52 Equities LAFAYETTE ACQUISITION CORP ORD SHS N/A G53426105 2500-12-31 N/A 0.00 13539.00 137014.68 Equities ART TECHNOLOGY ACQUISITION COR USD CL A ORD SHS N/A G0579E103 2500-12-31 N/A 0.00 52997.00 529440.03 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 23518.00 239413.24 Equities INTERCONT CAYMAN LTD CL A SHS NEW N/A G48049111 2500-12-31 N/A 0.00 15260.00 51884.00 Equities HELIX ACQUISITION CORP III USD CL A ORD SHS N/A G4444S107 2500-12-31 N/A 0.00 11664.00 122938.56 Equities RF ACQUISITION CORP III ORD SHS N/A G7537X107 2500-12-31 N/A 0.00 13939.00 138274.88 Equities PROCAP ACQUISITION CORP SHS CL A N/A G7257A105 2500-12-31 N/A 0.00 93940.00 970400.20 Equities TITAN ACQUISITION CORP CL A N/A G8901A103 2500-12-31 N/A 0.00 66404.00 693257.76 Equities ALLOT LTD SHS 5493008MLSB5KCVNRK06 M0854Q105 2500-12-31 N/A 0.00 389480.00 2924994.80 Equities YORKVILLE ACQUISITION CORP. SHS CL A N/A G98659116 2500-12-31 N/A 0.00 51322.00 525024.06 Equities TALON CAP CORP ORD SHS CL A N/A G86652107 2500-12-31 N/A 0.00 18068.00 184654.96 Equities COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR 254900UOXRZRS2TNWP19 20441A102 2500-12-31 N/A 0.00 1027962.00 5622952.14 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 762992.00 386379.15 Equities UBS GROUP AG SHS 549300SZJ9VS8SGXAN81 H42097107 2500-12-31 N/A 0.00 84564.00 4514871.96 Equities PIONEER ACQUISITION I CORP CL A ORD SHS N/A G7117W107 2500-12-31 N/A 0.00 26326.00 270368.02 Equities PROSHARES TR SP500 EX HLTH 5493001L2ZGJ40PRHY65 74347B565 2500-12-31 N/A 0.00 1055.00 85669.16 Equities PROSHARES TR ULTRASHORT MSCI KZU4C19RPVWWUXE45Q21 74349Y738 2500-12-31 N/A 0.00 6748.00 47155.70 Equities KRAKACQUISITION CORPORATION CL A ORD SHS N/A G5315G106 2500-12-31 N/A 0.00 42500.00 424575.00 Equities SOHU COM LTD SPONSORED ADS N/A 83410S108 2500-12-31 N/A 0.00 54473.00 749548.48 Equities RAPID MICRO BIOSYSTEMS INC CLASS A COM N/A 75340L104 2500-12-31 N/A 0.00 15221.00 32116.31 Equities TEUCRIUM COMMODITY TR HASHDEX BITCOIN 529900IXSLQKCNNNXE30 88634V100 2500-12-31 N/A 0.00 1732.00 127084.98 Equities HARBOR ETF TRUST INTL EQUITY ETF 254900J6MCNME6XR2Z61 41151J687 2500-12-31 N/A 0.00 568.00 15904.00 Equities HDFC BANK LTD SPONSORED ADS 335800ZQ6I4E2JXENC50 40415F101 2500-12-31 N/A 0.00 793456.00 19154027.84 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 6003.00 146713.32 Equities JD.COM INC SPON ADS CL A 549300HVTWB0GJZ16V92 47215P106 2500-12-31 N/A 0.00 356940.00 11532731.40 Equities KASPI KZ JSC SPONSORED ADS 2549003YU6FARG8OAZ13 48581R205 2500-12-31 N/A 0.00 4679.00 416618.16 Equities ISHARES TR RESIDENTIAL MULT 5493004WBOUA72JP1U19 464288562 2500-12-31 N/A 0.00 274.00 26331.40 Equities ISHARES TR BBB RATED CORP 549300LLQ2RTRMS0KN04 46436E494 2500-12-31 N/A 0.00 4597.00 390309.66 Equities ISHARES TR ESG OPTI MIN ETF 549300Y778QYRG4XFZ15 46436E445 2500-12-31 N/A 0.00 422.00 12940.71 Equities GRUPO SUPERVIELLE S.A. SPONSORED ADR 549300IQJL3KLZ3IYQ14 40054A108 2500-12-31 N/A 0.00 728032.00 7316721.60 Equities GLOBAL X FDS LONG-TERM TREAS 529900QDE7VJY88TOZ66 37960A388 2500-12-31 N/A 0.00 220.00 9537.79 Equities SIZZLE ACQUISITION CORP. II USD CL A ORD SHS N/A G8193F109 2500-12-31 N/A 0.00 78390.00 813688.20 Equities STONEBRIDGE ACQUISITION II COR CL A SHS N/A G85096108 2500-12-31 N/A 0.00 5984.00 60976.96 Equities CAESARSTONE LTD ORD SHS 254900MJ7IXAH75VFC61 M20598104 2500-12-31 N/A 0.00 152291.00 315242.37 Equities TSCAN THERAPEUTICS INC COM N/A 89854M101 2500-12-31 N/A 0.00 754176.00 569930.80 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 93455.00 147658.90 Equities ONEIM ACQUISITION CORP ORD SHS CL A N/A G6S74K106 2500-12-31 N/A 0.00 32254.00 326571.75 Equities FERRARI N V COM 549300RIVY5EX8RCON76 N3167Y103 2500-12-31 N/A 0.00 48159.00 19154279.07 Equities ROMAN DBDR ACQUISITION CORP II ORD SHS CL A N/A G7633M104 2500-12-31 N/A 0.00 102082.00 1082069.20 Equities MDXHEALTH SA SHS NEW 549300J3MG9F9B5FY646 B5950S113 2500-12-31 N/A 0.00 591399.00 241113.37 Equities LAFAYETTE DIGITAL ACQUISITION ORD CLASS A N/A G5345D107 2500-12-31 N/A 0.00 20950.00 209081.00 Equities LITHIUM ARGENTINA AG COM SHS 25490091H0GF6CS01G98 H5012F103 2500-12-31 N/A 0.00 2698876.00 16004334.68 Equities KLARNA GROUP PLC SHS 636700HER4JIK7GZUN17 G5279N105 2500-12-31 N/A 0.00 20552.00 390488.00 Equities BOS BETTER ONLINE SOLUTIONS SHS NEW NIS 80 N/A M20115180 2500-12-31 N/A 0.00 45250.00 204077.50 Equities ARMADA ACQUISITION CORP II COM CL A N/A G0R38G104 2500-12-31 N/A 0.00 67912.00 709680.40 Equities SPINNAKER ETF SERIES OBRA OPPOR STRU 5299009MTQMPRL4QJD89 84858T848 2500-12-31 N/A 0.00 347.00 3502.96 Equities SIDDHI ACQUISITION CORP CL A SHS N/A G8118C124 2500-12-31 N/A 0.00 26404.00 277242.00 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 988720.00 668275.85 Equities NATIONAL GRID PLC SPONSORED ADR NE 8R95QZMKZLJX5Q2XR704 636274409 2500-12-31 N/A 0.00 238268.00 19154364.52 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 32464.00 13093055.84 Equities FIRST TR EXCHANGE-TRADED FD NY ARCA BIOTECH 5493003ZQM0TVLDIBC50 33733E203 2500-12-31 N/A 0.00 23505.00 5938773.30 Equities BAOZUN INC SPONSORED ADR 549300IF0HZ7T4762633 06684L103 2500-12-31 N/A 0.00 193017.00 575190.66 Equities BIOCARDIA INC COM NEW N/A 09060U606 2500-12-31 N/A 0.00 94068.00 72535.83 Equities FRANKLIN TEMPLETON ETF TR MULTISECTOR INCM 2549003DCL3IS180MU79 35473P355 2500-12-31 N/A 0.00 178.00 4449.11 Equities FRANKLIN TEMPLETON ETF TR FTSE SAUDI ARB 549300JHXHA1YOKDTF39 35473P587 2500-12-31 N/A 0.00 663.00 21084.46 Equities MACOM TECH SOLUTIONS HLDGS INC COM N/A 55405Y100 2500-12-31 N/A 0.00 39554.00 9837475.34 Equities IRON HORSE ACQUISIT II CORP COM N/A 46283H103 2500-12-31 N/A 0.00 45850.00 459417.00 Equities STABILIS SOLUTIONS INC COM 549300DGSR537OJW7P62 85236P101 2500-12-31 N/A 0.00 5738.00 27829.30 Equities PUTNAM ETF TRUST FRANKLIN SHT TRM 254900AZCU6YVDGDES57 746729730 2500-12-31 N/A 0.00 75036.00 740605.32 Equities VANECK ETF TRUST JUNIOR GOLD MINE 549300P2HS5GYBL1ME59 92189F791 2500-12-31 N/A 0.00 146774.00 14536496.96 Equities TENAYA THERAPEUTICS INC COM N/A 87990A106 2500-12-31 N/A 0.00 3095320.00 2321490.00 Equities UNILEVER PLC SPON ADR NEW 549300MKFYEKVRWML317 904767803 2500-12-31 N/A 0.00 293460.00 19154134.20 Equities FRANKLIN TEMPLETON ETF TR FRANKLIN ASIA 549300XOZW71TVF6E672 35473P660 2500-12-31 N/A 0.00 5623.00 194140.26 Equities IMMUNOCORE HLDGS PLC ADS 213800IUE3DFS84BVN18 45258D105 2500-12-31 N/A 0.00 485136.00 16431556.32 Equities ICICI BANK LIMITED ADR R7RX8ER1V4666J8D1I38 45104G104 2500-12-31 N/A 0.00 632992.00 19154337.92 Equities INVESCO EXCHANGE-TRADED FD TR EMRNG MKT SVRG 549300VQ5VGUIVZMPZ95 46138E784 2500-12-31 N/A 0.00 17765.00 371821.45 Equities PROSHARES TR ON-DEMAND ETF 549300Q204YT8L82XZ48 74347G523 2500-12-31 N/A 0.00 386.00 13516.21 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1521.00 17430.66 Equities PLDT INC SPONSORED ADR 254900ADE8GQHM5P2648 69344D408 2500-12-31 N/A 0.00 158948.00 3134454.56 Equities PHARMING GROUP NV SPON ADS 724500DCJ9MPG74JEH91 71716E105 2500-12-31 N/A 0.00 4464.00 48032.64 Equities STRATEGY SHS DAY HAGAN SMART 2549003QZURA12OC4439 86280R803 2500-12-31 N/A 0.00 724.00 39313.20 Equities BHP BILLITON LIMITED SPONSORED ADS WZE1WSENV6JSZFK0JC28 088606108 2500-12-31 N/A 0.00 222984.00 19154325.60 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 95752.00 383965.52 Equities AXIOM INTELLIGENCE AC CORP 1 ORD SHS CL A N/A G0750N104 2500-12-31 N/A 0.00 95220.00 979813.80 Equities CALISA ACQUISITION CORP ORD SHS N/A G1771C101 2500-12-31 N/A 0.00 15664.00 158989.60 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 69384.00 702166.08 Equities GALATA ACQUISITION CORP II ORD SHS CL A N/A G3R25N108 2500-12-31 N/A 0.00 29156.00 295058.72 Equities ALDABRA 4 LQDTY OPP VEH INC CL A ORD SHS N/A G01900102 2500-12-31 N/A 0.00 5676.00 56646.48 Equities ALPS GROUP INC ORD SHS N/A G0231P108 2500-12-31 N/A 0.00 80606.00 35869.67 Equities ISHARES TR GENOMICS IMMUN 549300KS9JS2Z81CYC21 46435U192 2500-12-31 N/A 0.00 17844.00 585092.27 Equities INMED PHARMACEUTICALS INC COM NEW 549300VA5DNHEJGHG397 457637700 2500-12-31 N/A 0.00 132562.00 198843.00 Equities ISHARES TR INTL DEV RE ETF 549300QN4SKTR8K5VX79 464288489 2500-12-31 N/A 0.00 8597.00 200568.01 Equities CHAMPIONSGATE ACQUISITION CORP SHS CL A N/A G2124S108 2500-12-31 N/A 0.00 4520.00 46872.40 Equities COLUMBUS CIRCLE CAP CORP II USD CL A ORD SHS N/A G2296M103 2500-12-31 N/A 0.00 105800.00 1058000.00 Equities CRANE HBR ACQUISITION CORP II ORD SHS CL A N/A G25014104 2500-12-31 N/A 0.00 37624.00 381131.12 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1836.00 46441.62 Equities INVENTIVA SA ADS 969500I9Y690B3FZW590 46124U107 2500-12-31 N/A 0.00 776848.00 3589037.76 Equities EXPENSIFY INC COM CL A N/A 30219Q106 2500-12-31 N/A 0.00 1134556.00 2098928.60 Equities FUTU HLDGS LTD SPON ADS CL A 213800X4W4ZRESFPTQ37 36118L106 2500-12-31 N/A 0.00 185209.00 19154314.78 Equities ADVISORSHARES TR PURE US CANN ETF 549300U1LLTOEUUI7S22 00768Y453 2500-12-31 N/A 0.00 111945.00 471288.45 Equities REIN THERAPEUTICS INC COM NEW N/A 00887A204 2500-12-31 N/A 0.00 636400.00 488755.20 Equities GLOBAL X FDS GLOBAL X COPPER 549300L5RUQZ388WGS57 37954Y830 2500-12-31 N/A 0.00 104739.00 8326750.50 Equities LUMENT FINANCE TRUST INC COM 5493002OB7SJ4MVQY666 55025L108 2500-12-31 N/A 0.00 152215.00 109457.81 Equities EMBRAER S.A. SPONSORED ADS 549300EM51WYXFHUY333 29082A107 2500-12-31 N/A 0.00 281227.00 19154370.97 Equities DIREXION SHARES ETF TRUST DAI 710 BUL ETF I35C6SMU40O0GTKBNL21 25459W565 2500-12-31 N/A 0.00 18048.00 411313.92 Equities CEMEX SAB DE CV SPON ADR NEW 549300RIG2CXWN6IV731 151290889 2500-12-31 N/A 0.00 1605564.00 19154378.52 Equities CELLECTIS S A SPON ADS 5493000KKX5VQ37Q2W83 15117K103 2500-12-31 N/A 0.00 33019.00 94104.15 Equities ALGONQUIN POWER & UTILITIES CO COM 549300K5VIUTJXQL7X75 015857105 2500-12-31 N/A 0.00 1071864.00 6409746.72 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 36559.00 266515.11 Equities T ROWE PRICE EXCHANGE-TRADED GLOBA EQUIT ETF 254900QYQ4UUIZGC6P89 87283Q727 2500-12-31 N/A 0.00 762.00 22178.77 Equities STRUCTURE THERAPEUTICS INC SPONSORED ADS N/A 86366E106 2500-12-31 N/A 0.00 387192.00 19154388.24 Equities GLOBAL X FDS EMER MA CHIN ETF 5493007HCPLWY6XUYM41 37960A636 2500-12-31 N/A 0.00 10080.00 411511.97 Equities SIFY TECHNOLOGIES LTD SPONSORED ADR 335800SEJMWAEEAXLR21 82655M206 2500-12-31 N/A 0.00 65422.00 953852.76 Equities NUSHARES ETF TR NUVE HI CORP ETF 254900BHVIZ3N6CM2C91 67092P680 2500-12-31 N/A 0.00 3587.00 88241.99 Equities HADRON ENERGY INC COMMON STOCK N/A 40500A108 2500-12-31 N/A 0.00 150663.00 227501.13 Equities IBIO INC COM NEW 529900EW4RXUITGKUT34 451033708 2500-12-31 N/A 0.00 950083.00 1320615.37 Equities SIBANYE STILLWATER LTD SPONSORED ADR 378900F238434B74D281 82575P107 2500-12-31 N/A 0.00 2107192.00 19154375.28 Equities Y 2026-08-03 2026-10-29 2027-01-25 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0413 383000000.00 383000000.00 0.0010 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 3.730000% ARP1KDDQ0 549300HN4UKV1E2R3U73 0001675365 ARP1KDDQ0 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y WELLFLEET CLO LTD 2022-2R E-R 20371019 FLT 2549008BRKHJZB917M86 94949KAE2 2037-10-19 11.479200 0.00 4000000.00 4040014.15 Asset-Backed Securities WELLFLEET CLO LTD 2020-1RR D-RR 20330415 FLT 2549001JCRYETQY84B65 94949HAE9 2033-04-15 10.752900 0.00 1650000.00 1640699.07 Asset-Backed Securities SAXON ASSET SEC CO 2004-1 M-4 20350325 FLT N/A 805564PR6 2035-03-25 1.639000 0.00 4000000.00 74188.74 Asset-Backed Securities WELLS FARGO COML TR 2015-C27 E 20480218 2.8 5493001SKB2HKIF64L70 94989DAJ8 2048-02-18 2.869000 0.00 2500000.00 780752.08 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG TR 2013-C5 E 20460312 FLT N/A 90270YAQ2 2046-03-12 3.720000 0.00 638000.00 354862.00 Private Label Collateralized Mortgage Obligations KODIAK CDO I LTD 2006-1 D-3 20370807 FLT N/A 50011PAK2 2037-08-07 6.594000 0.00 8500000.00 2071391.70 Asset-Backed Securities LAVENDER TRUST 2010-RR2 A-4 20361028 6.2 N/A 519440AD3 2036-10-28 6.250000 0.00 1400000.00 283347.40 Private Label Collateralized Mortgage Obligations OBX TR 2026-J2 A-F 20560725 FLT N/A 67125CAU6 2056-07-25 5.267700 0.00 9832800.00 9838197.76 Private Label Collateralized Mortgage Obligations LCM 34 INCOME 0.0 20OCT34 144A FRN 54930038DJKYPKSVRB29 50203EAA7 2034-10-20 0.00 0.00 250000.00 112227.50 Asset-Backed Securities MASTR ASSET SEC TR 2007-1 1-A-3 20371125 6.2 N/A 55292AAC2 2037-11-25 6.250000 0.00 33850000.00 1105285.44 Private Label Collateralized Mortgage Obligations OBX TRUST 2021-J1 B-5 20510525 FLT N/A 67113XCK4 2051-05-25 2.625600 0.00 531000.00 236627.42 Private Label Collateralized Mortgage Obligations SOLOSO CDO 2005-1 B1L 14 20351015 FLT 5493004VM7PVX1R2TQ34 83437DAG5 2035-10-15 8.263000 0.00 3000000.00 11020.31 Asset-Backed Securities FIGRE TR 2026-EXP1 E 20560625 FLT N/A 316939AE7 2056-06-25 7.585000 0.00 5000000.00 4989364.16 Asset-Backed Securities FINANCE AMERICA MTG 2004-2 M-7 20340825 FLT N/A 317350BK1 2034-08-25 6.538900 0.00 2000000.00 328048.68 Asset-Backed Securities CIM TR 2022-R3 B3 20620325 FLT N/A 12569DAG4 2062-03-25 4.697700 0.00 14426448.00 6903288.33 Private Label Collateralized Mortgage Obligations CWABS INC 2007-13 1-M-2 20370625 FLT N/A 126698AY5 2037-06-25 5.588900 0.00 6574240.00 1323092.14 Asset-Backed Securities CARLYLE GLBL MKT STRTG 2016-1 SUB 20270420 FLT 549300N3CJKPCWZ7KX23 14312KAC3 2027-04-20 0.00 0.00 14330000.00 3263456.88 Asset-Backed Securities CWABS INC 2004-5 2-A 20341025 FLT N/A 1266716C5 2034-10-25 4.338900 0.00 10089000.00 165395.56 Asset-Backed Securities WELLS FARGO CO MTG TR 2017-C40 E 20501017 FLT N/A 95000YAE5 2050-10-17 4.273400 0.00 6701000.00 5067169.75 Private Label Collateralized Mortgage Obligations HINNT LLC 2024-A E 20430316 8.0 N/A 40472QAE7 2043-03-16 8.000000 0.00 2200000.00 766200.56 Asset-Backed Securities WAMU ABC TRUST 2007-HE3 II-A3 20370525 FLT N/A 93364EAD6 2037-05-25 4.078900 0.00 744000.00 274349.86 Asset-Backed Securities ROCKFORD TOWER CLO 2017-1 SUB 20290416 FLT 5493007GXSFXDXOXG741 77340FAC7 2029-04-16 0.00 0.00 11000000.00 3036770.00 Asset-Backed Securities HSI ASSET SEC TR 2007-WF1 M-2 20370525 FLT N/A 40431RAG0 2037-05-25 4.243900 0.00 6000000.00 4682373.96 Asset-Backed Securities LENOX CDO 2006-1 A-1J 20431116 FLT 54930075K8ENQ7XQ3B98 526257AW0 2043-11-16 5.960200 0.00 18225000.00 64686.48 Asset-Backed Securities START II LTD COM N/A 85572H101 2044-03-15 0.00 0.00 4000000.00 3820000.00 Asset-Backed Securities SOUND PNT CLO II LTD 2013-2R B3-R 20310127 FLT 549300Q00FJ0WHHYC788 83608FAK4 2031-01-27 11.541800 0.00 999999.00 120555.20 Asset-Backed Securities STRATA CLO LTD 2021-2 SUB 20331020 FLT 5299000H3NG9PMZD9W94 86271WAC4 2033-10-20 0.00 0.00 2024990.00 40499.80 Asset-Backed Securities ATHILON CAP CORP SUB C VR 144A 47 549300XIGP6JVM4PWT59 047468AH6 2047-06-20 0.00 0.00 24900000.00 9175237.77 Asset-Backed Securities AIG CLO 2021-3 LLC SUB 20350125 FLT N/A 00142QAL5 2035-01-25 0.00 0.00 11750000.00 3760000.00 Asset-Backed Securities DRYDEN CLO LTD 2022-109 SUB 20350420 FLT N/A 26248LAC4 2035-04-20 0.00 0.00 14000000.00 4620000.00 Asset-Backed Securities BALLYROCK CLO 2021-15 LTD SUB 20340417 FLT 254900DRHPTI08KKW784 05875UAC8 2034-04-17 0.00 0.00 2394000.00 909720.00 Asset-Backed Securities BABSON CLO LTD 2015-I SUB 20270420 FLT 549300QR3VQZ1T0JUI29 05616JAE3 2027-04-20 0.00 0.00 6130000.00 591042.34 Asset-Backed Securities ADIRONDACK LTD 2005-1 A-2 20400709 FLT N/A 007019AB8 2040-07-09 5.360200 0.00 15000000.00 1952896.82 Asset-Backed Securities VERTICAL CDO LTD 2003-1 A 20400303 FLT N/A 92533VAA2 2040-03-03 5.789700 0.00 24000000.00 160214.49 Asset-Backed Securities BEAR STEARNS ASSET BK 2005-TC1 M-6 20350525 FLT N/A 073879VL9 2035-05-25 4.638900 0.00 690388.00 265238.36 Asset-Backed Securities EXETER AUTOMOBLE REC TR 2025-5 E 20330615 7.1 N/A 30166VAN8 2033-06-15 7.150000 0.00 7192000.00 7213142.88 Asset-Backed Securities RBSGC STRUCTURED TR 2008-B A1 20370625 6.0 N/A 74928BAA7 2037-06-25 6.000000 0.00 700000.00 49999.93 Private Label Collateralized Mortgage Obligations REGATTA FUNDING LTD 27 SUB NT 20370427 FLT 213800A3LAH3GG226R43 758973AC5 2037-04-27 0.00 0.00 2246000.00 1366985.23 Asset-Backed Securities BELLE HAVEN ABS CDO 2004-1 A1J 20441103 FLT N/A G0969TAB4 2044-11-03 7.350000 0.00 9000000.00 754670.84 Asset-Backed Securities SOUNDVIEW HM LN 2007-OPT1 II-A-4 20370625 FLT N/A 83612TAE2 2037-06-25 4.118900 0.00 1600000.00 414960.99 Asset-Backed Securities OBX TRUST 2024-NQM1 B-1 20631125 FLT 254900UI1468MQ7I8472 67448LAE2 2063-11-25 7.771800 0.00 16097000.00 16022961.57 Private Label Collateralized Mortgage Obligations PMT LN TR 2026-J4 B-4 20570725 6.0 N/A 69384MCE0 2057-07-25 6.012400 0.00 1956000.00 1462378.35 Private Label Collateralized Mortgage Obligations MERRILL MTG INVESTORS NIM 2005 N1 20360525 4.5 N/A 59022MAL5 2036-05-25 4.500000 0.00 19374080.00 9310.74 Asset-Backed Securities ML MTG INV NIM 2005-OWN3 N1 20360625 4.5 N/A 59022MAP6 2036-06-25 4.500000 0.00 4198399.00 2470.52 Asset-Backed Securities GSAMP TRUST 2005-HE6 M-4 20351125 FLT N/A 362341G78 2035-11-25 4.768900 0.00 3375000.00 974071.36 Asset-Backed Securities PREFER TERM SEC XXI 2006-21 C-1 20380322 FLT N/A 74042JAE3 2038-03-22 5.076000 0.00 1105000.00 713860.44 Asset-Backed Securities VOYA CLO 2017-3 LTD SUB 20300722 FLT N/A 92916PAC8 2030-07-22 0.00 0.00 25635000.00 3588900.00 Asset-Backed Securities AEGIS ABS 2006-1 M3 20370125 FLT N/A 00764SAF1 2037-01-25 4.378900 0.00 2498560.00 1240.64 Asset-Backed Securities BASSWOOD PARK CLO LTD SUB 20340420 FLT 5493005HSAGIQZIVAS94 07025AAC7 2034-04-20 0.00 0.00 18600000.00 2976000.00 Asset-Backed Securities BRAVO RESI FDG TR 2025-NQM8 B-3 20650625 FLT 254900Z6C8GAQR4M4U49 10571JAJ5 2065-06-25 7.282400 0.00 4526184.00 4350417.22 Private Label Collateralized Mortgage Obligations BEAR MOUTAIN PK CLO LTD 2022-R E-R 20370715 FLT N/A 07403KAE3 2037-07-15 9.702900 0.00 2250000.00 1990220.42 Asset-Backed Securities CONE 2026-DFW3 E 20430511 FLT N/A 20681AAJ0 2043-05-11 7.841900 0.00 7500000.00 7517766.56 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2015-P1 D 20480917 3.2 N/A 17324DAA2 2048-09-17 3.225000 0.00 100000.00 1220.72 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2015-9 1A2 20360220 FLT N/A 17324MAB0 2036-02-20 4.594900 0.00 500000.00 226287.10 Private Label Collateralized Mortgage Obligations SYMPHONY CLO 2021-25 LTD SUB 20340419 FLT 5493006CLZCEH6WYKR81 87167YAC5 2034-04-19 0.00 0.00 1500000.00 90000.00 Asset-Backed Securities PMT LN TR 2026-J1 B-6 20570125 FLT N/A 73015MBS9 2057-01-25 6.139700 0.00 1104932.00 649473.95 Private Label Collateralized Mortgage Obligations THL CR LK SHORE MM CLO 2019-2 SUB 20311017 FLT 5493004NSSTVWDFT9W29 87249YAC7 2031-10-17 0.00 0.00 21850000.00 5554379.25 Asset-Backed Securities MORGAN STANLEY CAP 2004-NC5 B-1 20340525 FLT N/A 61746RFY2 2034-05-25 6.838900 0.00 5000000.00 802062.38 Asset-Backed Securities IMPAC CMB TR 2004-6 M-5 20341025 FLT N/A 45254NKB2 2034-10-25 5.788900 0.00 999993.00 3218.43 Private Label Collateralized Mortgage Obligations FOUNDATION FIN TRUST 2024-1 B 20491215 5.9 N/A 349941AB0 2049-12-15 5.950000 0.00 8220000.00 5715555.32 Asset-Backed Securities STATIC RESI CDO 2006-A B 20381012 FLT 254900MK96C8AZUB6X97 85768VAC8 2038-10-12 1.132600 0.00 12000000.00 35146.52 Asset-Backed Securities VASA TRUST 2021-VASA F 20390715 FLT N/A 92230AAL0 2039-07-15 7.691500 0.00 4659424.00 4067278.47 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IV 2005-4 B-1 20360505 FLT 7VOZI9AQK252K1Z4TJ65 87330YAE3 2036-05-05 4.719700 0.00 14450000.00 2759614.11 Asset-Backed Securities OBX 2025-NQM7 TRUST B-3 20550525 FLT 2549008GB179CC65SK60 67121DAG9 2055-05-25 7.315700 0.00 287000.00 190023.68 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2006-1 2-A1A 20360319 FLT N/A 41161PA86 2036-03-19 4.264100 0.00 150000.00 9027.85 Private Label Collateralized Mortgage Obligations FREMF MORTGAGE TR 2024-K514 C 20281225 FLT N/A 35710AAJ3 2028-12-25 5.883200 0.00 28779120.00 29173298.69 Private Label Collateralized Mortgage Obligations GCAT 2020-NQM1 TRUST B-3 20600125 FLT N/A 36167FAG4 2060-01-25 5.888600 0.00 8962672.00 7889504.28 Private Label Collateralized Mortgage Obligations CROWN CITY CLO I SUB 20300722 FLT 549300K60T4GC7BSX929 22823TAC9 2030-07-22 0.00 0.00 7493736.00 1723559.28 Asset-Backed Securities GSAA HEQ TR 2004-11 M-1 20341225 FLT N/A 36242DQJ5 2034-12-25 4.633900 0.00 5554000.00 249809.62 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG II 2005-2 C2 144 20351105 FLT 8Z9UQTNXEECO8ECQHB85 87330UAG6 2035-11-05 5.619700 0.00 25000000.00 834041.74 Asset-Backed Securities SALT TR 2021-1 C 20330228 5.9 N/A 78433XAD2 2033-02-28 5.926000 0.00 14135000.00 2622815.49 Asset-Backed Securities REGATTA FUNDING LTD 2016-6 SUB 20280720 FLT 2549001NU08X5ZRD6A39 75887PAC8 2028-07-20 0.00 0.00 20000000.00 4309940.00 Asset-Backed Securities JP MORGAN CHASE CML 2014-DSTY B 20270610 3.7 N/A 46642MAG3 2027-06-10 3.771100 0.00 2000000.00 76265.17 Private Label Collateralized Mortgage Obligations PRET LLC 2026-NPL2 M 20560225 FLT N/A 69393DAC5 2056-02-25 0.00 0.00 49380864.00 48078591.85 Asset-Backed Securities SOUND PNT CLO VI LTD 2014-6 SUB 20261020 FLT 5493001FKRL3V2YW2890 83608YAE7 2026-10-20 0.00 0.00 10521200.00 307355.82 Asset-Backed Securities WIND RIVER CLO LTD 2024-1 F 20370420 FLT N/A 97317CAC1 2037-04-20 10.229200 0.00 1733000.00 1406980.40 Asset-Backed Securities VCAT 2026-NPL2 A-2 20560225 FLT N/A 921968AB9 2056-02-25 6.413000 0.00 33276600.00 32943861.72 Asset-Backed Securities J.P. MORGAN MTG TR 2023-5 B-6 20531125 FLT N/A 46657AAN6 2053-11-25 4.361100 0.00 1299770.00 764257.12 Private Label Collateralized Mortgage Obligations GCAT TR 2025-INV2 B-6 20550525 FLT N/A 36173QCJ4 2055-05-25 6.995800 0.00 2485932.00 1665083.01 Private Label Collateralized Mortgage Obligations BARINGS CLO LTD 2016-II SUB NT 20280720 FLT 549300Z33CTC4YAKLT16 05619FAC2 2028-07-20 0.00 0.00 3000000.00 900810.00 Asset-Backed Securities CF MORTGAGE TR 2019-CF3 E 20530117 2.5 N/A 12529TAE3 2053-01-17 2.500000 0.00 2852000.00 1806203.92 Private Label Collateralized Mortgage Obligations C-BASS CBO XVIII 2007-18 C 20470313 FLT 549300OSC26SNVVNAA28 1248MMAD3 2047-03-13 6.420700 0.00 250000.00 26223.88 Asset-Backed Securities BRAVO RES FUNDING TR 2025-NQM6 B-1B 20650625 FLT 254900U9H6FFPW4O4S55 10570MAH3 2065-06-25 7.140000 0.00 8607000.00 8190094.20 Private Label Collateralized Mortgage Obligations GALLERIA CDO CDO 2002-3 C-2 20370919 FLT 549300R3MKF44DY8VC82 073605AF4 2037-09-19 11.021000 0.00 8100000.00 1245527.56 Asset-Backed Securities CSFB MTG PTC 2003-AR24 V-A-1 20331025 FLT N/A 22541QUR1 2033-10-25 3.600000 0.00 51933000.00 187279.75 Private Label Collateralized Mortgage Obligations SBA IO 2019-1 TR N/A 78429JAA5 2045-09-25 2.531700 0.00 57476864.00 609148.54 Asset-Backed Securities NCMF TR 2025-MFS F 20330610 FLT N/A 62887TAL8 2033-06-10 8.437000 0.00 4000000.00 4025399.33 Private Label Collateralized Mortgage Obligations KKR CLO 25 LTD SUB 20320415 FLT 549300MJB0YZ0QTQNZ45 48253AAB6 2032-04-15 0.00 0.00 9000000.00 1440000.00 Asset-Backed Securities NEUBERGER BERMAN XXII 2016-22 SUB 20271018 FLT 549300FFV1EYI8ON7P41 64131CAB7 2027-10-18 0.00 0.00 2500000.00 487500.00 Asset-Backed Securities HPS LOAN MANAGEMENT 11-2017 F 20300506 FLT N/A G3220TAB3 2030-05-06 11.764900 0.00 2000000.00 171144.87 Asset-Backed Securities MULTIF CONT AVE SEC TR 2025-01 B-1 20550525 FLT N/A 62549CAC5 2055-05-25 8.816100 0.00 2500000.00 2629623.91 Private Label Collateralized Mortgage Obligations STACK LTD 2004-1 D 20390510 FLT N/A 85233VAD3 2039-05-10 8.564400 0.00 5000000.00 1792426.76 Asset-Backed Securities PEOPLES CHOICE HM LN 2005-4 M10 20351225 FLT N/A 71085PDR1 2035-12-25 8.338900 0.00 3264512.00 3057.35 Asset-Backed Securities TABERNA PREF FDG IV 2005-4 D-1 20360505 FLT 7VOZI9AQK252K1Z4TJ65 87330YAJ2 2036-05-05 6.519700 0.00 7500000.00 322976.88 Asset-Backed Securities CARBONE CLO LTD 2017 SUB NT 20310121 FLT 5493005I53NEC017LN87 141308AC0 2031-01-21 0.00 0.00 7815280.00 1546151.55 Asset-Backed Securities CWMBS INC 2005-HYB1 II-M 20350325 FLT N/A 12669GLX7 2035-03-25 5.368500 0.00 1493000.00 262989.60 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 2015-C2 E 20570615 FLT 549300D5DIOOMKWXVZ20 12634NAG3 2057-06-15 3.225000 0.00 20000000.00 11403550.00 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS4 D 20470812 FLT 5493004GWEVMOU8S3L34 12591QAD4 2047-08-12 4.677200 0.00 2000000.00 638015.29 Private Label Collateralized Mortgage Obligations BRAVO RESI FDG TR 2024-RPL1 X 20631025 FLT N/A 10568TAR0 2063-10-25 0.00 0.00 335544140.00 286.67 Asset-Backed Securities CWMBS CHL MTG TR 2007-2 A-18 20370325 FLT N/A 12544CAT8 2037-03-25 4.388900 0.00 24709100.00 387049.84 Private Label Collateralized Mortgage Obligations DRYDEN SENIOR LN FUND 2015-41R F-R 20310415 FLT 5493000CMI5L15ZSNM78 26244LAE4 2031-04-15 11.214500 0.00 716750.00 201202.00 Asset-Backed Securities SG COML MTG SECS TR 2016-C5 C 20481013 FLT 549300SZQW4U3UN4A157 78419CAL8 2048-10-13 4.747800 0.00 1165000.00 1080370.33 Private Label Collateralized Mortgage Obligations VOYA CLO 2025-1 LTD SUB 20380420 FLT N/A 92945LAB4 2038-04-20 0.00 0.00 5000000.00 3128855.00 Asset-Backed Securities HOME EQUITY ASSET TR 2006-5 2-A-4 20361025 FLT N/A 437096AE0 2036-10-25 4.318900 0.00 2500000.00 1617120.21 Asset-Backed Securities JP MRGN CHASE COM TR 2021-NYAH D 20380615 FLT N/A 46654EAG6 2038-06-15 5.581500 0.00 3560000.00 3119917.94 Private Label Collateralized Mortgage Obligations OBX TRUST 2024-NQM1 B-2 20631125 FLT 254900UI1468MQ7I8472 67448LAF9 2063-11-25 7.771800 0.00 2663000.00 2622835.26 Private Label Collateralized Mortgage Obligations OBX 2025-NQM7 TRUST B-1 20550525 FLT 2549008GB179CC65SK60 67121DAE4 2055-05-25 7.315700 0.00 16029000.00 15077493.19 Private Label Collateralized Mortgage Obligations OBX TR 2022-INV3 B-6 20520225 FLT N/A 67116EBL2 2052-02-25 3.172700 0.00 3639750.00 1671862.43 Private Label Collateralized Mortgage Obligations LEXN 2007-5A B 54930015HW8MNTDR7856 52903AAJ5 2051-04-10 2.937800 0.00 6000000.00 10288.12 Asset-Backed Securities LNR CDO IV LTD 2006-1 FFL 14 20430528 FLT 549300FIVXZ33M229N06 53944MAJ8 2043-05-28 6.937400 0.00 9998336.00 5790.23 Asset-Backed Securities FIELDSTONE MTG INV 2006-3 M8 20361125 FLT N/A 316599AN9 2036-11-25 5.412800 0.00 4165632.00 2582.18 Asset-Backed Securities Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0373 300000000.00 300000000.00 0.0008 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 3.730000% ARP1KDDR8 549300HN4UKV1E2R3U73 0001675365 ARP1KDDR8 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y FIGRE TR 2026-EXP1 D 20560625 FLT N/A 316939AD9 2056-06-25 6.846000 0.00 5000000.00 4985050.00 Asset-Backed Securities EVERGY METRO INC SR GLBL NT5.3%41 1128SIJQ26096WL7IO82 485134BM1 2041-10-01 5.300000 0.00 14000.00 13533.61 Corporate Debt Securities NYC COML MTG TR 2026-7W34 C 20410207 FLT N/A 67123XAE8 2041-02-07 6.051700 0.00 25746000.00 25240324.95 Private Label Collateralized Mortgage Obligations HALLIBURTON CO SR GLBL NT6.7%38 ENYF8GB5SMQZ25S06U51 406216AW1 2038-09-15 6.700000 0.00 130000.00 143683.94 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 38 549300PDHUGWPWGOT525 494550AW6 2038-01-15 6.950000 0.00 3905000.00 4287568.51 Corporate Debt Securities J.P.MORGAN COML TR 2021-1MEM C 20411010 FLT N/A 46654BAG2 2041-10-10 2.653500 0.00 11073000.00 8328150.29 Private Label Collateralized Mortgage Obligations J P M C COML MTG SEC 2025-BHR5 A 20400315 FLT N/A 46649WAA7 2040-03-15 5.370000 0.00 2279000.00 551587.89 Private Label Collateralized Mortgage Obligations GILEAD SCIENCES INC SR GLBL NT 4%36 549300WTZWR07K8MNV44 375558BJ1 2036-09-01 4.000000 0.00 100000.00 91712.67 Corporate Debt Securities GSMS TR 2024-FAIR D 20410715 FLT N/A 36270JAG0 2041-07-15 7.949300 0.00 27750000.00 27474704.27 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2018-8 A-13 20490125 FLT N/A 46650MAN7 2049-01-25 4.000000 0.00 2438997.00 63492.64 Private Label Collateralized Mortgage Obligations J.P. MOG CHSE CML TR 2021-1440 A 20360317 FLT N/A 46653DAA2 2036-03-17 5.091500 0.00 27000000.00 25441097.76 Private Label Collateralized Mortgage Obligations SMB PRIVATE EDU LN TR 2026-C C 20541116 6.0 N/A 831935AD3 2054-11-16 6.030000 0.00 182000.00 181088.36 Asset-Backed Securities EAGLE FDG LUXCO S A R L SR GLBL REGS 30 894500VDP08MVIZ6OA60 L2660VAA3 2030-08-17 5.500000 0.00 460000.00 471295.56 Corporate Debt Securities BANCO INTERNATIONAL DEL PERU SR GLBL REGS 26 5493001TRCGXJLRLHN14 P13435AC9 2026-10-04 3.250000 0.00 159000.00 159895.57 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT 35 ZQUIP1CSZO8LXRBSOU78 260543DL4 2035-03-15 5.350000 0.00 1955000.00 1951033.52 Corporate Debt Securities THE CIGNA GROUP GLBL NT 6.15%36 549300VIWYMSIGT1U456 125523BD1 2036-11-15 6.150000 0.00 3386000.00 3532794.39 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR BD 8.48%28 549300JD0S5IZJE9LY15 129466AM0 2028-09-15 8.480000 0.00 12000.00 13253.35 Corporate Debt Securities BOEING CO CR SEN SR GLBL27 RVHJWBXLJ1RFUBSY1F30 097023DP7 2027-05-01 6.259000 0.00 891000.00 915090.41 Corporate Debt Securities BRAVO RSIDNTL FDG TR 2022-NQM2 A-2 20611125 FLT N/A 10568KAB4 2061-11-25 4.883000 0.00 7997000.00 3375533.10 Private Label Collateralized Mortgage Obligations CARNIVAL CORP LTD 1LIEN 144A NT 29 F1OF2ZSX47CR0BCWA982 143658BW1 2029-08-15 7.000000 0.00 868000.00 926839.79 Corporate Debt Securities BRAVO RESI FDG TR 2019-1 M-1 20580325 FLT N/A 10568GAH0 2058-03-25 3.500000 0.00 6310000.00 5036816.58 Private Label Collateralized Mortgage Obligations CANADIAN NAT RES LTD MED TERM FR 4.95%060147 549300T15RIMIKZC5Q38 136385AY7 2047-06-01 4.950000 0.00 278000.00 240286.52 Corporate Debt Securities CIM TR 2022-R3 A1 20620325 FLT N/A 12569DAA7 2062-03-25 4.500000 0.00 2750000.00 1437224.67 Private Label Collateralized Mortgage Obligations AREIT 2022-CRE6 LTD 2022-CRE6 D 20370121 FLT N/A 04002VAJ0 2037-01-21 6.471400 0.00 8718000.00 8752499.75 Asset-Backed Securities SWITCH ABS ISSUER 2025-2 LLC A-2-I 20551025 5.1 N/A 871044AS2 2055-10-25 5.121000 0.00 775000.00 760753.56 Asset-Backed Securities HSBC HLDGS PLC ALT TIER I PERP MLU0ZO3ML4LN2LL2TL39 404280DT3 2500-12-31 8.000000 0.00 9600000.00 10192320.00 Corporate Debt Securities J P MORGAN MTG TR 2025-NQM5 A-1A 20660525 FLT N/A 46664DAC5 2066-05-25 4.879000 0.00 7650000.00 6797098.15 Private Label Collateralized Mortgage Obligations J.P.MORGAN COML TR 2021-1MEM B 20411010 FLT N/A 46654BAE7 2041-10-10 2.653500 0.00 8800000.00 6802956.82 Private Label Collateralized Mortgage Obligations NAVIENT EDU LN TR 2026-A C 20560915 5.4 N/A 63943MAC3 2056-09-15 5.440000 0.00 1030000.00 1013429.13 Asset-Backed Securities RCKT MTG TR 2023-CES1 A-1A 20430625 FLT N/A 74935WAA2 2043-06-25 6.515000 0.00 2998550.00 781531.94 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-RPL1 M-2 20570725 FLT N/A 22945AAD1 2057-07-25 2.991800 0.00 3260000.00 2497017.81 Private Label Collateralized Mortgage Obligations DWIGHT 2025-FL1 A 20420620 FLT N/A 233636AA7 2042-06-20 5.331600 0.00 9000000.00 9049644.24 Private Label Collateralized Mortgage Obligations BRAVO RES FDG TR 2026-NQM1 A1LCF 20651225 FLT 254900XRZJZN8JGL1235 10570CAB8 2065-12-25 4.830000 0.00 1687134.00 1546420.13 Private Label Collateralized Mortgage Obligations BX TR 2025-VLT6 D 20420317 FLT N/A 12433KAG2 2042-03-17 6.268000 0.00 3000000.00 2990963.28 Private Label Collateralized Mortgage Obligations ARDN MORTGAGE TR 2025-ARCP A 20350615 FLT N/A 039961AA5 2035-06-15 5.426400 0.00 4500000.00 4515070.50 Private Label Collateralized Mortgage Obligations AMERICAN WTR CAP CORP SR GLBL NT 50 5IDHQUFVC8Q2KIBBFF06 03040WAX3 2050-05-01 3.450000 0.00 214000.00 145964.05 Corporate Debt Securities AREIT 2022-CRE6 LTD 2022-CRE6 E 20370121 FLT N/A 04002VAL5 2037-01-21 7.021400 0.00 250000.00 250230.30 Asset-Backed Securities BAY TR 2026-MDWS A 20410617 FLT N/A 05494UAA3 2041-06-17 5.319800 0.00 3822000.00 3819146.27 Private Label Collateralized Mortgage Obligations BANCO SANTANDER SA LW TIER II 33 5493006QMFDDMYWIAM13 05964HAV7 2033-08-08 6.921000 0.00 1000000.00 1102879.25 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL REGS 28 U4LOSYZ7YG4W3S5F2G91 G84228GG7 2028-05-14 5.688000 0.00 700000.00 713920.20 Corporate Debt Securities WOODMONT LP 2025-13 A-1 20380115 FLT N/A 97988XAA7 2038-01-15 5.202900 0.00 24478400.00 24368795.74 Asset-Backed Securities UNUM GROUP SR 144A NT 41 549300E32YFDO6TZ8R31 91529YAS5 2041-08-15 4.046000 0.00 124000.00 100696.25 Corporate Debt Securities MEXICO CITY ARPT TR SR SEC GLBL 46 N/A P6629MAB8 2046-10-31 5.500000 0.00 8390000.00 7194341.10 Corporate Debt Securities BAYER US FIN LLC SR REGS NT 29 54930093Q75GSEM74I71 U07264AJ0 2029-01-21 6.250000 0.00 247000.00 254638.75 Corporate Debt Securities COMISION FEDERAL DE ELECTRICID REGS NT 5.75%42 4469000001BFPONMPF32 P30179AK4 2042-02-14 5.750000 0.00 2622000.00 2351078.21 Corporate Debt Securities BBVA MEXICO SA INSTITUCION DE FR 5.4%060331 549300WIWQK5Q9MCUN92 P2000GAB9 2031-06-03 5.400000 0.00 1761000.00 1763113.20 Corporate Debt Securities NAVIENT EDU LN TR 2026-A B 20560915 5.0 N/A 63943MAB5 2056-09-15 5.060000 0.00 3140000.00 3094548.15 Asset-Backed Securities RCKT MTG TR 2024-INV1 A-22 20540625 FLT N/A 74938QAX2 2054-06-25 6.000000 0.00 1127000.00 742331.15 Private Label Collateralized Mortgage Obligations NATIONWIDE FINL SVCS INC SR 144A NT5.3%44 5493001H7AZNDS6BKJ36 638612AL5 2044-11-18 5.300000 0.00 2218000.00 1980024.62 Corporate Debt Securities J.P. MORGAN MTG TR 2026-NQX1 A-1 20660725 FLT N/A 46594QAE7 2066-07-25 5.500000 0.00 12467000.00 11637396.45 Private Label Collateralized Mortgage Obligations GCAT TR 2025-INV2 A-1 20550525 FLT N/A 36173QAA5 2055-05-25 6.000000 0.00 14084000.00 10517834.41 Private Label Collateralized Mortgage Obligations AFFILIATED MANAGERS GROUP SR GLBL NT5.5%36 2JE75BUE3T1BLCYYGK54 008252AS7 2036-02-15 5.500000 0.00 36000.00 36216.68 Corporate Debt Securities FREMF MTG TR 2019-KF68 C 20260825 FLT N/A 30312LAJ2 2026-08-25 9.746300 0.00 59645440.00 6046223.73 Agency Collateralized Mortgage Obligation EVERSOURCE ENERGY GLBL S NT2.55%31 SJ7XXD41SQU3ZNWUJ746 30040WAL2 2031-03-15 2.550000 0.00 1505000.00 1363414.62 Corporate Debt Securities FREMF MTG TR 2020-KF83 C 20300725 FLT N/A 302696AA7 2030-07-25 12.746300 0.00 65219000.00 9067709.99 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-KF26 B 20261025 FLT 549300AP3MSHI22J3043 30289YAG9 2026-10-25 8.996300 0.00 13801000.00 2747790.46 Agency Collateralized Mortgage Obligation FDF V LIMITED A 20380125 3.9 2549001STWOR2ZNIOG49 30191EAA3 2038-01-25 3.970000 0.00 16500000.00 3204786.35 Asset-Backed Securities FREMF MTG TR 2021-KF98 CL 20301226 FLT N/A 30318HAC0 2030-12-26 12.246300 0.00 9213168.00 5682361.00 Agency Collateralized Mortgage Obligation FHLMC MSCR TRUST MN3 B-1 20511127 FLT 549300FK6HM4FW58SP67 35563GAC3 2051-11-27 10.466100 0.00 8250000.00 8905849.41 Agency Collateralized Mortgage Obligation FIGRE TRUST 2024-HE2 A 20540525 FLT N/A 316927AA0 2054-05-25 6.380000 0.00 3396000.00 1909821.20 Asset-Backed Securities OBX TR 2022-INV4 B-1A 20520625 FLT N/A 67448EBA5 2052-06-25 3.455700 0.00 5206000.00 3942851.01 Private Label Collateralized Mortgage Obligations ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44 2T3D6M0JSY48PSZI1Q41 682680CW1 2044-04-01 5.600000 0.00 1900000.00 1765910.67 Corporate Debt Securities SMB PRIVATE EDU LN TR 2024-D D 20530715 7.5 N/A 83207QAE9 2053-07-15 7.510000 0.00 13323000.00 12142872.35 Asset-Backed Securities STEELE CREEK CLO 2018-2 C 20310818 FLT N/A 85816LAE8 2031-08-18 6.210600 0.00 1290000.00 1306313.51 Asset-Backed Securities TRIANGLE RE LTD 2021-2 M-2 20331025 FLT N/A 89600GAD3 2033-10-25 9.338900 0.00 19000000.00 6667091.76 Asset-Backed Securities SOCIETE GENERALE FR 6.446%011029 O2RNE8IBXP4R0TD8PU41 83368RBR2 2029-01-10 6.446000 0.00 275000.00 281899.80 Corporate Debt Securities ORL TRUST MT TR 2024-GLKS E 20391215 FLT N/A 67120DAJ4 2039-12-15 6.866500 0.00 4250000.00 4284220.00 Private Label Collateralized Mortgage Obligations MF1 LTD 2021-FL7 A-S 20361021 FLT N/A 55284AAC2 2036-10-21 5.234100 0.00 16000000.00 16017108.88 Private Label Collateralized Mortgage Obligations MAGNETITE XLVIII 2025-48 LTD A-1 20381015 FLT 529900GIGHYFX3L5AN76 55956EAA5 2038-10-15 5.032900 0.00 2186600.00 2196104.83 Asset-Backed Securities FLORIDA PWR & LT CO 1M GLBL BD5.3%53 A89MY1K3YLIGJMYWVX50 341081GM3 2053-04-01 5.300000 0.00 14957000.00 13727484.74 Corporate Debt Securities FORTRESS CR OPPORT CLO 2024-25 A-1-T 20370115 FLT N/A 34966QAA1 2037-01-15 5.342900 0.00 39000000.00 38968980.61 Asset-Backed Securities MF1 LLC 2026-FL22 E 20431118 FLT N/A 59319GAL0 2043-11-18 6.669600 0.00 10650000.00 10675569.70 Private Label Collateralized Mortgage Obligations GS MTG-BACKED TR SEC 2026-AH1 A-1A 20560725 FLT N/A 362974AP2 2056-07-25 5.116100 0.00 5000000.00 4356985.05 Asset-Backed Securities RCKT MTG TR 2024-INV1 A-2 20540625 FLT N/A 74938QAB0 2054-06-25 6.000000 0.00 8638000.00 5721375.07 Private Label Collateralized Mortgage Obligations GPMT LTD 2021-FL4 D 20361222 FLT N/A 36262TAJ2 2036-12-22 6.631900 0.00 24659000.00 24632071.51 Private Label Collateralized Mortgage Obligations STWD LLC 2025-FL4 E 20421219 FLT N/A 863922AL4 2042-12-19 6.919600 0.00 16000000.00 15926948.05 Private Label Collateralized Mortgage Obligations OBX TR 2026-HE1 A-1A 20560225 FLT N/A 67124BAA3 2056-02-25 4.966100 0.00 11500000.00 10319729.84 Asset-Backed Securities BNP PARIBAS SNR NPF 144A 29 R0MUWSFPU8MPRO8K5P83 09659W2R4 2029-09-15 2.159000 0.00 2010000.00 1916185.71 Corporate Debt Securities BRCK TR 2025-830B C 20421211 FLT N/A 10635AAG4 2042-12-11 5.475600 0.00 17200000.00 17097332.77 Private Label Collateralized Mortgage Obligations BX TR 2025-VLT6 E 20420317 FLT N/A 12433KAJ6 2042-03-17 6.867100 0.00 3000000.00 2988582.13 Private Label Collateralized Mortgage Obligations BENCHMARK 20 8.29744 15FEB57 144A F N/A 08164ABN1 2058-02-15 8.890100 0.00 8620000.00 8134689.12 Private Label Collateralized Mortgage Obligations CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967QA2 2031-05-07 4.952000 0.00 845000.00 851899.14 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP SR GLBL NT4.2%48 549300RLHFT5RU20WM87 084664CQ2 2048-08-15 4.200000 0.00 124000.00 99386.83 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.932%021429 L3I9ZG2KFGXZ61BMYR72 06418GAP2 2029-02-14 4.932000 0.00 2577000.00 2644179.81 Corporate Debt Securities JPMORGAN CHASE & CO 8.75%30 8I5DZWZKVSZI1NUHU748 06423AAJ2 2030-09-01 8.750000 0.00 3000.00 3516.26 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.06%072232 WFLLPEPC7FZXENRZV188 06406RBZ9 2032-07-22 5.060000 0.00 1448000.00 1453220.04 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 29 213800LBQA1Y9L22JB70 06738ECK9 2029-09-13 6.490000 0.00 452000.00 477397.13 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL N/A 58551TAA5 2079-12-31 4.522600 0.00 2213000.00 1850069.64 Corporate Debt Securities SWITCH ABS ISSUER LLC 2026-1 A-2-I 20560327 5.6 N/A 871044BA0 2056-03-27 5.609000 0.00 10000000.00 9972318.33 Asset-Backed Securities INGERSOLL RAND INC SR GLBL NT5.7%33 5299004C02FMZCUOIR50 45687VAB2 2033-08-14 5.700000 0.00 15213000.00 15994365.04 Corporate Debt Securities MFA TRUST 2024-RTL3 A1 20391125 FLT N/A 59319PAA4 2039-11-25 5.913000 0.00 1270000.00 1273137.53 Private Label Collateralized Mortgage Obligations BAMLL COMM MORT 2025-1105W B 20401217 6.3 N/A 05942BAC9 2040-12-17 6.277000 0.00 2145000.00 2150645.16 Private Label Collateralized Mortgage Obligations BARCLAYS PLC SR GLBL NT 37 213800LBQA1Y9L22JB70 06738EDN2 2037-06-26 5.586000 0.00 326000.00 320816.87 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.89%072128 WFLLPEPC7FZXENRZV188 06406RBX4 2028-07-21 4.890000 0.00 4000.00 4020.19 Corporate Debt Securities CHASE HOME LDG MTG TR 2026-1 A-11 20561125 FLT 529900FU45ZZQULAKB21 16161YCB0 2056-11-25 4.716100 0.00 2000000.00 1797651.00 Private Label Collateralized Mortgage Obligations BNP PARIBAS FR 4.625%031327 R0MUWSFPU8MPRO8K5P83 05581LAC3 2027-03-13 4.625000 0.00 410000.00 417022.96 Corporate Debt Securities BAT CAPITAL CORP SR GLBL NT 55 2138005GYEXN7XRHFA84 05526DCD5 2055-08-15 6.250000 0.00 747000.00 755343.57 Corporate Debt Securities MF1 2022-FL8 LTD D 20370220 FLT N/A 55284JAJ8 2037-02-20 6.317700 0.00 2000000.00 1997369.86 Private Label Collateralized Mortgage Obligations BPCE SUB 144A NT 42 9695005MSX1OYEMGDF46 05578QAG8 2042-10-19 3.582000 0.00 15652000.00 11590290.35 Corporate Debt Securities BAMLL COMM MORT 2025-1105W C 20401217 7.1 N/A 05942BAE5 2040-12-17 7.027000 0.00 2376000.00 2374667.33 Private Label Collateralized Mortgage Obligations BAIN CAP CR LTD 2024-1R A-1-R 20390418 FLT 254900I37RDDKARGQN22 056920AQ4 2039-04-18 4.962900 0.00 1184000.00 1184885.46 Asset-Backed Securities BAYER US FIN LLC SR 144A NT 26 54930093Q75GSEM74I71 07274EAH6 2026-11-21 6.125000 0.00 246000.00 249689.93 Corporate Debt Securities CASCADE FDG MTG TR 2024-RM5 A 20541025 FLT 984500AB3AED98FEEV98 147275AA9 2054-10-25 4.000000 0.00 15000000.00 11442149.78 Asset-Backed Securities BURLINGTON NORTHN SANTA FE CP SR DEB 5.75%40 N/A 12189LAA9 2040-05-01 5.750000 0.00 2000.00 2058.45 Corporate Debt Securities BRAVO RSIDNTL FDG TR 2022-NQM2 A-1 20611125 FLT N/A 10568KAA6 2061-11-25 5.272000 0.00 20090000.00 8518936.70 Private Label Collateralized Mortgage Obligations CSMC 2021-NQM8 TRUST A-1 20661025 FLT N/A 12659FAA3 2066-10-25 2.841000 0.00 1575000.00 814890.86 Private Label Collateralized Mortgage Obligations MEXICO CITY ARPT TR SR SEC GLBL 47 N/A P6629MAD4 2047-07-31 5.500000 0.00 266000.00 224163.52 Corporate Debt Securities NAVIENT EDU LN TR 2026-A D 20560915 5.9 N/A 63943MAD1 2056-09-15 5.970000 0.00 1900000.00 1886824.13 Asset-Backed Securities NAVIENT EDUCATION LN TR 2025-A B 20550715 5.3 N/A 63943EAB3 2055-07-15 5.320000 0.00 3735000.00 2912488.08 Asset-Backed Securities PROVIDENT FDG MTG TR 2021-2 A-5A 20510525 FLT N/A 74388JAK1 2051-05-25 2.000000 0.00 6000000.00 3710637.99 Private Label Collateralized Mortgage Obligations SALUDA GRADE ALT TR 2023-FIG3 A 20530825 FLT N/A 79582AAA5 2053-08-25 7.067000 0.00 9500000.00 5220044.17 Asset-Backed Securities HLTN COML MTG TR 2026-DPLO C 20410415 FLT N/A 40446RAE8 2041-04-15 5.926400 0.00 15424000.00 15532105.94 Private Label Collateralized Mortgage Obligations TRAPEZA CDO IX 2006-9 A-2 20400127 FLT 549300EG8AFG5P48DT82 89413AAB7 2040-01-27 4.521800 0.00 3240000.00 2917627.83 Asset-Backed Securities HLTN COML MTG TR 2026-DPLO A 20410415 FLT N/A 40446RAA6 2041-04-15 5.376400 0.00 3475000.00 3489819.13 Private Label Collateralized Mortgage Obligations OHA LOAN FDG 2015-1R4 LTD A-1-R4 20381019 FLT 25490072LQI0R2J4XC93 67109BDN1 2038-10-19 4.979200 0.00 8635000.00 8666530.05 Asset-Backed Securities ROAD MI PPTY OWNER I LLC 1LIEN GLBL 45 N/A 74941YAA0 2045-03-30 7.500000 0.00 21814000.00 21111589.20 Corporate Debt Securities APIDOS CLO 2018-18RR A-1R2 20380122 FLT N/A 03767NAW6 2038-01-22 5.063200 0.00 2255000.00 2260740.79 Asset-Backed Securities STORE MASTER FUNDING 2024-1 A-1 20540520 5.6 N/A 86212XAL4 2054-05-20 5.690000 0.00 2750000.00 2739690.97 Private Label Collateralized Mortgage Obligations DUPONT DE NEMOURS INC SR GLBL NT 38 5493004JF0SDFLM8GD76 26078JAE0 2038-11-15 5.319000 0.00 50000.00 48913.45 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GC44 2036-01-28 5.536000 0.00 3551000.00 3531438.72 Corporate Debt Securities GOLDMAN SACHS BDC INC SR GLBL NT 27 6D01AGSGBNZIJSN77043 38147UAE7 2027-03-11 6.375000 0.00 5000.00 5176.31 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL DEB 28 5493003STKEZ2S0RNU91 423074AF0 2028-07-15 6.375000 0.00 61000.00 62674.04 Corporate Debt Securities LUX TR 2023-LION A 20400815 FLT N/A 55067LAA5 2040-08-15 6.366800 0.00 1736440.00 1742780.44 Private Label Collateralized Mortgage Obligations MFA 2021-AEINV1 TRUST A-11 20510825 FLT N/A 55284FBC0 2051-08-25 4.577800 0.00 25806000.00 18118736.82 Private Label Collateralized Mortgage Obligations MF1 LTD 2021-FL7 C 20361021 FLT N/A 55284AAG3 2036-10-21 5.834100 0.00 11166000.00 11168932.63 Private Label Collateralized Mortgage Obligations OCEANVIEW MTG TR 2025-INV1 A-F1 20541125 FLT N/A 67551WAU5 2054-11-25 4.416100 0.00 499999.00 128892.31 Private Label Collateralized Mortgage Obligations NYC COML MTG LN TR 2021-909 A 20430410 2.9 N/A 67076XAA3 2043-04-10 2.941000 0.00 7408000.00 6247868.93 Private Label Collateralized Mortgage Obligations MFA TR 2023-NQM2 A-1 20680325 FLT N/A 55285WAA7 2068-03-25 4.400000 0.00 249999.00 146520.93 Private Label Collateralized Mortgage Obligations SWITCH ABS ISSUER LLC 2024-2 A-2 20540625 5.4 N/A 871044AE3 2054-06-25 5.436000 0.00 165000.00 163643.54 Asset-Backed Securities SOUTHERN CALIF EDISON CO 1M GLBL 2012A 42 9R1Z5I36FERIBVKW4P77 842400FV0 2042-03-15 4.050000 0.00 327000.00 258892.44 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 27 N/A 92564RAD7 2027-02-15 3.750000 0.00 16000.00 16193.95 Corporate Debt Securities NORDEA BK ABP MED TERM NTS SNR NPF GLBL 27 529900ODI3047E2LIV03 65558RAD1 2027-09-22 5.375000 0.00 1200000.00 1235028.50 Corporate Debt Securities PRPM LLC 2023-RCF2 A-1 20531125 FLT N/A 69380RAA3 2053-11-25 4.000000 0.00 500000.00 289368.34 Private Label Collateralized Mortgage Obligations Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0373 600000000.00 600000000.00 0.0015 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.680000% ARP1KDDT4 549300H47WTHXPU08X20 ARP1KDDT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 451868600.00 441489026.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 71108400.00 68511009.56 U.S. Treasuries (including strips) Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0368 500000000.00 500000000.00 0.0013 N N Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 3.720000% ARP1KEE87 549300LCO2FLSSVFFR64 0000050916 ARP1KEE87 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y UNITEDHEALTH GROUP INC SR GLBL NT 52 549300GHBMY8T5GXDE41 91324PEK4 2052-05-15 4.750000 0.00 413000.00 344812.78 Corporate Debt Securities SMUCKER J M CO SR GLBL NT 35 5493000WDH6A0LHDJD55 832696AM0 2035-03-15 4.250000 0.00 196000.00 183078.81 Corporate Debt Securities SOCIETE GENERALE FR 4.857%070729 O2RNE8IBXP4R0TD8PU41 83368RCS9 2029-07-07 4.857000 0.00 1000000.00 999548.00 Corporate Debt Securities TORONTO DOMINION BK ONT VR 013125-013128 PT3QB789TSUIDF371261 89115A3F7 2028-01-31 4.486500 0.00 4365000.00 4387130.55 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 37 2S72QS2UO2OESLG6Y829 92343VHC1 2037-07-02 5.401000 0.00 19000.00 18504.12 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 26 549300SMVCQN2P0O6I58 80282KAZ9 2026-10-05 3.244000 0.00 130000.00 131131.38 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 45 2S72QS2UO2OESLG6Y829 92343VHH0 2045-11-30 5.750000 0.00 195000.00 182528.45 Corporate Debt Securities WELLS FARGO & CO FR 4.15%012429 PBLD0EJDB5FWOLXP3B76 95000U2D4 2029-01-24 4.150000 0.00 455000.00 449684.21 Corporate Debt Securities WSP GLOBAL INC SR GLBL 144A 36 549300IQ87LU6X6ERQ78 92938WAH6 2036-09-18 5.714000 0.00 250000.00 247692.51 Corporate Debt Securities NISOURCE INC SR GLBL NT5.3%36 549300D8GOWWH0SJB189 65473PBB0 2036-05-18 5.300000 0.00 9577000.00 9502751.65 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS GLBL NT 6.534%29 549300F5XIFGNNW4CF72 80281LAT2 2029-01-10 6.534000 0.00 575000.00 590433.86 Corporate Debt Securities MORGAN STANLEY FR 5.296%041037 IGJSJL3JD5P30I6NJZ34 61748UAX0 2037-04-10 5.296000 0.00 680000.00 672533.30 Corporate Debt Securities SANTANDER UK GROUP HOLDINGS SR GLBL NT 30 549300F5XIFGNNW4CF72 80281LAU9 2030-09-11 4.858000 0.00 966000.00 978067.49 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 53 549300GHBMY8T5GXDE41 91324PES7 2053-02-15 5.875000 0.00 214000.00 212330.86 Corporate Debt Securities UNUM GROUP SR GLBL NT 51 549300E32YFDO6TZ8R31 91529YAR7 2051-06-15 4.125000 0.00 147000.00 105713.70 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT3.5%51 D71FAKCBLFS2O0RBPG08 88339WAA4 2051-10-15 3.500000 0.00 26000.00 17416.24 Corporate Debt Securities OWENS CORNING NEW SR GLBL NT4.3%47 JO5M6676RDJIZ2U8X907 690742AG6 2047-07-15 4.300000 0.00 2000.00 1565.52 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAL0 2048-11-15 3.964000 0.00 895000.00 683510.11 Corporate Debt Securities UBS GROUP AG FR 3.126%081330 549300SZJ9VS8SGXAN81 902613AA6 2030-08-13 3.126000 0.00 267000.00 256877.50 Corporate Debt Securities JPMORGAN CHASE FINL CO LLC FR 5%073130 549300NJFDJOFYVV6789 48136J4D3 2030-07-31 5.000000 0.00 10000.00 9989.60 Corporate Debt Securities KEURIG DR PEPPER INC GLBL NT 3.8%50 DYTQ8KRTKO7Y2BVU5K74 49271VAK6 2050-05-01 3.800000 0.00 7000.00 4871.79 Corporate Debt Securities NXP B V / NXP FDG LLC / NXP US SR GLBL NT 32 N/A 62954HAJ7 2032-02-15 2.650000 0.00 120000.00 106613.93 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 51 2S72QS2UO2OESLG6Y829 92343VGB4 2051-03-22 3.550000 0.00 1752000.00 1174997.78 Corporate Debt Securities ROYAL CARIBBEAN GROUP SR NT 5.25%38 K2NEH8QNVW44JIWK7Z55 78017TAD5 2038-02-27 5.250000 0.00 361000.00 348284.98 Corporate Debt Securities SANOFI SA GLBL FLT NT 27 549300E9PC51EN656011 801060AF1 2027-11-03 4.086000 0.00 1854000.00 1875710.37 Corporate Debt Securities RIO TINTO FIN USA LTD SR NT 5.2%40 213800RX94ZKEZXPKH58 767201AL0 2040-11-02 5.200000 0.00 5100000.00 4967887.33 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PCU8 2033-01-25 2.963000 0.00 925000.00 829053.30 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.109%101328 PT3QB789TSUIDF371261 89115KAE0 2028-10-13 4.109000 0.00 2000.00 2001.15 Corporate Debt Securities TRUIST FINL CORP FR 1.95%060530 549300DRQQI75D2JP341 89788MAB8 2030-06-05 1.950000 0.00 155000.00 139705.12 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PEB8 2030-01-23 5.012000 0.00 82000.00 82374.23 Corporate Debt Securities TORONTO DOMINION BK ONT VR 042326-042329 PT3QB789TSUIDF371261 89115KAQ3 2029-04-23 4.425400 0.00 25000.00 25076.90 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR NT FXD/FLT 37 549300HOF34RGOJ5YL07 47233JBE7 2037-12-28 5.670100 0.00 19000.00 16186.91 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR NT 8%37 549300HOF34RGOJ5YL07 47233JAV0 2037-08-31 0.268700 0.00 204000.00 138930.53 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR GLBL NT5.5%36 549300HOF34RGOJ5YL07 47233WLL1 2036-02-15 5.500000 0.00 230000.00 225526.88 Corporate Debt Securities INTEL CORP SR GLBL NT 50 KNX4USFCNGPY45LOCE31 458140BM1 2050-03-25 4.750000 0.00 1008000.00 801909.36 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 48128BAD3 2099-12-31 6.504800 0.00 10000.00 10197.83 Corporate Debt Securities HEICO CORP NEW SR GLBL NT 28 529900O1DTDLCJ7L0I14 422806AA7 2028-08-01 5.250000 0.00 295000.00 305979.90 Corporate Debt Securities KRAFT HEINZ FOODS CO SR NT 5.2%45 5493003STKEZ2S0RNU91 50077LAM8 2045-07-15 5.200000 0.00 25000.00 21662.03 Corporate Debt Securities GENUINE PARTS CO SR GLBL NT 32 549300D46DQVEU651W04 372460AC9 2032-02-01 2.750000 0.00 2383000.00 2108645.21 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GC93 2031-04-23 5.218000 0.00 71000.00 72200.22 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GCU6 2033-02-15 6.125000 0.00 119000.00 129008.26 Corporate Debt Securities JPMORGAN CHASE & CO PERP -PP NT 6.1% 8I5DZWZKVSZI1NUHU748 48128BAR2 2500-12-31 6.100000 0.00 138000.00 138264.04 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB GLBL 8I5DZWZKVSZI1NUHU748 48128BAQ4 2500-12-31 6.875000 0.00 231000.00 241068.90 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PER3 2035-10-22 4.946000 0.00 88000.00 86629.09 Corporate Debt Securities HELMERICH & PAYNE INC SR GLBL NT5.5%34 254900NAOGHJ88RZ4C73 423452AN1 2034-12-01 5.500000 0.00 499000.00 488624.13 Corporate Debt Securities HEICO CORP NEW SR GLBL NT5.4%36 529900O1DTDLCJ7L0I14 422806AD1 2036-08-01 5.400000 0.00 998000.00 994217.58 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 31 MLU0ZO3ML4LN2LL2TL39 404280EW5 2031-05-13 5.240000 0.00 263000.00 266998.48 Corporate Debt Securities NOMURA HLDGS INC SR GLBL FL NT 31 549300B3CEAHYG7K8164 65535HCJ6 2031-07-14 4.797400 0.00 2000000.00 2015952.96 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT 52 549300WR7IX8XE0TBO16 49456BAW1 2052-08-01 5.450000 0.00 72000.00 66207.60 Corporate Debt Securities NISOURCE INC SR GLBL NT 55 549300D8GOWWH0SJB189 65473PAU9 2055-04-01 5.850000 0.00 49000.00 47205.13 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 5.4%42 8I5DZWZKVSZI1NUHU748 48126BAA1 2042-01-06 5.400000 0.00 934000.00 904877.88 Corporate Debt Securities SEMPRA JR SB GLBL NT 56 PBBKGKLRK5S5C0Y4T545 816851BW8 2056-04-01 6.375000 0.00 662000.00 676895.00 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PAM8 2029-01-23 3.509000 0.00 81000.00 79720.18 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 44 8I5DZWZKVSZI1NUHU748 46625HJU5 2044-02-01 4.850000 0.00 20000.00 18248.20 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.574%060228 PT3QB789TSUIDF371261 89115KAD2 2028-06-02 4.574000 0.00 143000.00 143866.05 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL FL NT 28 8I5DZWZKVSZI1NUHU748 46647PDZ6 2028-01-23 4.865400 0.00 3000.00 3014.41 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR NT 4.9%45 N/A 72650RBH4 2045-02-15 4.900000 0.00 28000.00 24495.92 Corporate Debt Securities ORACLE CORP SR GLBL NT 55 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 2055-09-26 5.950000 0.00 15000.00 12185.70 Corporate Debt Securities NATWEST MKTS PLC US MEDIUM FR 5.41%051729 RR3QWICWWIPCS8A4S074 63906YAJ7 2029-05-17 5.410000 0.00 220000.00 225566.12 Corporate Debt Securities MORGAN STANLEY FR 5.9%031347 IGJSJL3JD5P30I6NJZ34 61747YGC3 2047-03-13 5.900000 0.00 1000000.00 995076.67 Corporate Debt Securities MORGAN STANLEY FR 5.25%042134 IGJSJL3JD5P30I6NJZ34 61747YFE0 2034-04-21 5.250000 0.00 2000.00 2013.61 Corporate Debt Securities MORGAN STANLEY FR 5.17%071432 IGJSJL3JD5P30I6NJZ34 61748UBA9 2032-07-14 5.170000 0.00 1232000.00 1231963.72 Corporate Debt Securities TYSON FOODS INC SR GLBL NT5.1%48 WD6L6041MNRW1JE49D58 902494BH5 2048-09-28 5.100000 0.00 21000.00 18499.22 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEW2 2036-01-24 5.502000 0.00 283000.00 284287.60 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL DEB 97 6S552MUG6KGJVEBSEC55 620076AM1 2097-10-01 5.220000 0.00 160000.00 125937.60 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL NT 37 213800WXW2KG1N4CO374 46817MAV9 2037-01-15 6.150000 0.00 5886000.00 5784074.10 Corporate Debt Securities MORGAN STANLEY FR 2.802%012552 IGJSJL3JD5P30I6NJZ34 6174468Y8 2052-01-25 2.802000 0.00 620000.00 364279.14 Corporate Debt Securities WESTERN UN CO SR GLBL NT6.2%40 28ID94QU1140NC23S047 959802AM1 2040-06-21 6.200000 0.00 30000.00 29349.87 Corporate Debt Securities US BANCORP ALT TIER I PERP N1GZ7BBF3NP8GI976H15 902973AZ9 2079-12-31 5.300000 0.00 65000.00 65942.86 Corporate Debt Securities UBS GROUP AG GLBL 144A NT 33 549300SZJ9VS8SGXAN81 902613AK4 2033-02-11 2.746000 0.00 596000.00 531850.86 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GD43 2036-10-21 4.939000 0.00 94000.00 90550.15 Corporate Debt Securities NTT FINANCE CORP SR GLBL REGS 31 3538007PR116187GD960 J5S39RBE3 2031-11-01 5.011500 0.00 2675000.00 2658913.22 Corporate Debt Securities GRAND RIV FDG TR I SR GLBL 144A 36 N/A 38644BAA5 2036-02-15 6.311000 0.00 8322000.00 8381921.17 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 35 8I5DZWZKVSZI1NUHU748 46647PEH5 2035-04-22 5.766000 0.00 73000.00 75908.06 Corporate Debt Securities JPMORGAN CHASE & CO FR 10%053040 8I5DZWZKVSZI1NUHU748 48130CP33 2040-05-30 10.000000 0.00 100000.00 100013.67 Corporate Debt Securities JPMORGAN CHASE & CO SUB NT 5.803%41 8I5DZWZKVSZI1NUHU748 48128BAT8 2041-07-23 5.803000 0.00 119000.00 118291.90 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PEV4 2031-01-24 5.140000 0.00 305000.00 306796.28 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PDK9 2033-09-14 5.717000 0.00 103000.00 107298.85 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GYB4 2032-04-22 2.615000 0.00 136000.00 122155.37 Corporate Debt Securities TORONTO DOMINION BK ONT FR 2%091031 PT3QB789TSUIDF371261 89114TZJ4 2031-09-10 2.000000 0.00 128000.00 113197.23 Corporate Debt Securities UNION PAC CORP SR GLBL NT 4%47 549300LMMRSZZCZ8CL11 907818EN4 2047-04-15 4.000000 0.00 245000.00 190523.71 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.994%040529 PT3QB789TSUIDF371261 89115A2Y7 2029-04-05 4.994000 0.00 553000.00 565808.46 Corporate Debt Securities TRUIST FINL CORP FR 5.711%012435 549300DRQQI75D2JP341 89788MAS1 2035-01-24 5.711000 0.00 8000.00 8112.00 Corporate Debt Securities TRUIST FINL CORP FR 4.68%042332 549300DRQQI75D2JP341 89788MAX0 2032-04-23 4.680000 0.00 162000.00 160642.44 Corporate Debt Securities TORONTO DOMINION BK ONT FR 5.523%071728 PT3QB789TSUIDF371261 89115A2U5 2028-07-17 5.523000 0.00 924000.00 941258.32 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS SR GLBL NT3.9%52 N/A 03740LAE2 2052-02-28 3.900000 0.00 1516000.00 1090754.42 Corporate Debt Securities ANHEUSER-BUSCH COS LLC / ANHEU SR GLBL NT4.9%46 N/A 03522AAJ9 2046-02-01 4.900000 0.00 32000.00 28848.00 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.8%070629 B6Q2VFHD1797Q7NZ3E43 02665WHA2 2029-07-06 4.800000 0.00 10030000.00 10037990.57 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 36 R4PP93JZOLY261QX3811 025816EM7 2036-10-24 4.804000 0.00 76000.00 73195.15 Corporate Debt Securities BHP BILLITON FIN USA LTD SR NT 4.125%42 5493003NUVITP3TMY274 055451AR9 2042-02-24 4.125000 0.00 25000.00 21315.49 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 4.45%102227 B6Q2VFHD1797Q7NZ3E43 02665WFT3 2027-10-22 4.450000 0.00 16000.00 16171.32 Corporate Debt Securities ASTRAZENECA PLC SR GLBL NT 4%29 PY6ZZQWO2IZFZC3IOL08 046353AT5 2029-01-17 4.000000 0.00 25000.00 24736.89 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 34 549300H316CT32FQXI76 04686JAG6 2034-01-15 5.875000 0.00 208000.00 208218.63 Corporate Debt Securities BROADCOM INC SR GLBL NT3.5%41 549300WV6GIDOZJTV909 11135FCV1 2041-02-15 3.500000 0.00 556000.00 428230.58 Corporate Debt Securities BLOCK FINL LLC SR GLBL NT 32 N/A 093662AK0 2032-09-15 5.375000 0.00 775000.00 778522.81 Corporate Debt Securities BRIXMOR OPERATING PRTSHP LP SR NT 5.375%36 549300CJHBL7JBUA6503 11120VAQ6 2036-06-15 5.375000 0.00 7000000.00 6942811.94 Corporate Debt Securities BOEING CO CR SEN SR GLBL28 RVHJWBXLJ1RFUBSY1F30 097023DB8 2028-02-01 3.250000 0.00 20000.00 19914.40 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D30 7LTWFZYICNSX8D621K86 251526CX5 2030-09-11 4.999000 0.00 225000.00 228773.38 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT 55 ZQUIP1CSZO8LXRBSOU78 260543DM2 2055-03-15 5.950000 0.00 1930000.00 1793313.11 Corporate Debt Securities COMCAST CORP NEW SR NT 4.65%42 51M0QTTNCGUN7KFCFZ59 20030NBE0 2042-07-15 4.650000 0.00 47000.00 38134.23 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.6%45 51M0QTTNCGUN7KFCFZ59 20030NBQ3 2045-08-15 4.600000 0.00 280000.00 222939.11 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.2%34 51M0QTTNCGUN7KFCFZ59 20030NBM2 2034-08-15 4.200000 0.00 64000.00 59192.11 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR 144A NT4.7%42 5493001NEDZNIFRP2R92 224044BY2 2042-12-15 4.700000 0.00 350000.00 255200.94 Corporate Debt Securities DIAGEO CAP PLC SR GLBL NT 29 213800L23DJLALFC4O95 25243YBB4 2029-10-24 2.375000 0.00 346000.00 324322.86 Corporate Debt Securities EVEREST REINS HLDGS INC SR GLBL NT3.5%50 254900P29PM5UJR3VU91 299808AH8 2050-10-15 3.500000 0.00 27000.00 17926.53 Corporate Debt Securities MORGAN STANLEY FR 2.943%012133 IGJSJL3JD5P30I6NJZ34 61747YEL5 2033-01-21 2.943000 0.00 5000.00 4458.84 Corporate Debt Securities TRAVELERS COMPANIES INC SR GLBL NT 51 549300Y650407RU8B149 89417EAR0 2051-06-08 3.050000 0.00 2575000.00 1619778.72 Corporate Debt Securities TRANSCANADA PIPELINES LTD JR SB NT 7%65 5BV01I6231JPDAPMGH09 89352HBG3 2065-06-01 7.000000 0.00 140000.00 145066.13 Corporate Debt Securities TYSON FOODS INC SR NT 4.875%34 WD6L6041MNRW1JE49D58 902494AZ6 2034-08-15 4.875000 0.00 74000.00 72810.76 Corporate Debt Securities NORFOLK SOUTHN CORP GLBL NT 2.9%51 54930036C8MWP850MI84 655844CL0 2051-08-25 2.900000 0.00 235000.00 143170.62 Corporate Debt Securities NOMURA HLDGS INC LW TIER II 36 549300B3CEAHYG7K8164 65535HCE7 2036-06-10 5.043000 0.00 628000.00 613809.87 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%50 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 2050-04-01 3.600000 0.00 208000.00 121838.08 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 38 8I5DZWZKVSZI1NUHU748 46647PAJ5 2038-07-24 3.882000 0.00 152000.00 131713.29 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 28 8I5DZWZKVSZI1NUHU748 46647PEA0 2028-01-23 5.040000 0.00 4144000.00 4158876.96 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PFG6 2032-01-22 4.347000 0.00 28000.00 27220.39 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 34 8I5DZWZKVSZI1NUHU748 46647PDR4 2034-06-01 5.350000 0.00 59000.00 59742.02 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PBE5 2030-10-15 2.739000 0.00 17000.00 16040.09 Corporate Debt Securities JPMORGAN CHASE & CO PERP JR SB OO NT 8I5DZWZKVSZI1NUHU748 48128AAJ2 2500-12-31 6.500000 0.00 66000.00 67263.02 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT 50 549300FGFN7VOK8BZR03 78081BAM5 2050-09-02 3.550000 0.00 1531000.00 1044927.49 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 34 8I5DZWZKVSZI1NUHU748 46647PDY9 2034-10-23 6.254000 0.00 25000.00 26770.37 Corporate Debt Securities NBCUNIVERSAL MEDIA LLC SR NT 4.45%43 VTBDOQJ6KOGQ6K786R46 63946BAJ9 2043-01-15 4.450000 0.00 150000.00 129383.67 Corporate Debt Securities NATWEST GROUP PLC SR GLBL NT 35 2138005O9XJIJN4JPN90 639057AN8 2035-03-01 5.778000 0.00 600000.00 625875.00 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL53 549300L8X1Q78ERXFD06 63111XAK7 2053-08-15 5.950000 0.00 159000.00 158463.55 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 27 8I5DZWZKVSZI1NUHU748 46647PDW3 2027-10-22 6.070000 0.00 939000.00 958167.34 Corporate Debt Securities JPMORGAN CHASE & CO FR 6%051744 8I5DZWZKVSZI1NUHU748 48130CLY9 2044-05-17 6.000000 0.00 61000.00 60379.83 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PFL5 2030-04-23 4.408000 0.00 50000.00 49948.48 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL FL NT 27 8I5DZWZKVSZI1NUHU748 46647PCQ7 2027-09-22 4.416700 0.00 50000.00 50268.23 Corporate Debt Securities JPMORGAN CHASE & CO FR 8%032139 8I5DZWZKVSZI1NUHU748 48130CHY4 2039-03-21 11.151300 0.00 56000.00 49280.00 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 51 213800STG1QDNBY87K49 378272BC1 2051-04-27 3.875000 0.00 250000.00 178524.51 Corporate Debt Securities SVENSKA HANDELSBANKEN AB NY BR FR 4.375%061129 NHBDILHZTYCNBV5UYZ31 86959NAW9 2029-06-11 4.375000 0.00 3713000.00 3711167.22 Corporate Debt Securities PARKER-HANNIFIN CORP FR 4.2%112134 5493002CONDB4N2HKI23 70109HAM7 2034-11-21 4.200000 0.00 4000.00 3771.31 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 50 2S72QS2UO2OESLG6Y829 92343VFU3 2050-11-20 2.875000 0.00 430000.00 249860.16 Corporate Debt Securities VERTIV HOLDINGS CO SR GLBL NT 36 549300KTTIRAOGXCRV69 92537NAA6 2036-03-15 4.850000 0.00 12906000.00 12456856.86 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL FL NT 28 HL3H1H2BGXWVG3BSWR90 718172EB1 2028-10-27 4.326200 0.00 2028000.00 2032538.75 Corporate Debt Securities AMGEN INC SR GLBL NT 53 62QBXGPJ34PQ72Z12S66 031162DK3 2053-03-01 4.875000 0.00 516000.00 441093.57 Corporate Debt Securities ELEVANCE HEALTH INC FORMERLY A GLBL NT 5.7%55 8MYN82XMYQH89CTMTH67 036752BE2 2055-02-15 5.700000 0.00 26000.00 24741.43 Corporate Debt Securities AMERIPRISE FINL INC SR GLBL NT5.2%35 6ZLKQF7QB6JAEKQS5388 03076CAP1 2035-04-15 5.200000 0.00 4293000.00 4289742.09 Corporate Debt Securities BANCO SANTANDER SA LW TIER II 33 5493006QMFDDMYWIAM13 05964HAV7 2033-08-08 6.921000 0.00 600000.00 661727.55 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT4.9%33 5493003NUVITP3TMY274 055451BA5 2033-02-28 4.900000 0.00 4476000.00 4516037.82 Corporate Debt Securities BROOKFIELD ASSET MANAGMT LTD SR GLBL NT 30 549300CZ84WPNJZKY093 113004AB1 2030-11-15 4.653000 0.00 2148000.00 2126053.88 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.986%28 2IGI19DL77OX0HC3ZE78 13607LWV1 2028-10-03 5.986000 0.00 149000.00 155818.36 Corporate Debt Securities BROOKFIELD FIN INC LW TIER II GLBL 549300XH8D8K6OYWGD17 11271LAN2 2055-01-15 6.300000 0.00 5000.00 4844.20 Corporate Debt Securities CARRIER GLOBAL CORPORATION GLBL NT 5.9%34 549300JE3W6CWY2NAN77 14448CBC7 2034-03-15 5.900000 0.00 4004000.00 4237068.39 Corporate Debt Securities BROOKFIELD ASSET MANAGMT LTD SR GLBL NT 35 549300CZ84WPNJZKY093 113004AA3 2035-04-24 5.795000 0.00 124000.00 126111.01 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 35 ZUE8T73ROZOF6FLBAR73 14040HDF9 2035-02-01 6.051000 0.00 92000.00 96921.54 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 39 549300CRGMZK3K53BF92 03523TBU1 2039-01-23 5.450000 0.00 8000.00 7964.57 Corporate Debt Securities EQUINOR ASA SR GLBL NT 49 OW6OFBNCKXC4US5C7523 29446MAC6 2049-11-18 3.250000 0.00 6772000.00 4547264.44 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 34 ZUE8T73ROZOF6FLBAR73 254709AT5 2034-11-02 7.964000 0.00 3892000.00 4481127.28 Corporate Debt Securities EATON CORP OHIO SR GLBL NT 28 0NZWDMRCE180888QQE14 278058DV1 2028-03-06 3.850000 0.00 245000.00 246234.05 Corporate Debt Securities DEVON ENERGY CORP NEW SR GLBL 144A 55 54930042348RKR3ZPN35 25179MBN2 2055-02-15 5.900000 0.00 2000.00 1930.61 Corporate Debt Securities EASTERN GAS TRANSMISSION AND S SR GLBL NT4.8%43 H2VQBNB3NSKRM5QWBI71 276480AF7 2043-11-01 4.800000 0.00 11995000.00 10558238.90 Corporate Debt Securities BROADCOM INC GLBL NT 4.55%32 549300WV6GIDOZJTV909 11135FCC3 2032-02-15 4.550000 0.00 64000.00 63150.12 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3%50 5493009NTB34VXE1T760 10373QBG4 2050-02-24 3.000000 0.00 96000.00 60862.40 Corporate Debt Securities BROADCOM INC SR GLBL NT 30 549300WV6GIDOZJTV909 11135FAQ4 2030-11-15 4.150000 0.00 81000.00 78729.66 Corporate Debt Securities BROADCOM INC SR GLBL NT5.2%35 549300WV6GIDOZJTV909 11135FCM1 2035-07-15 5.200000 0.00 49000.00 47094.93 Corporate Debt Securities CANADIAN NATL RY CO SR GLBL NT 50 3SU7BEP7TH9YEQOZCS77 136375CZ3 2050-05-01 2.450000 0.00 33000.00 18772.88 Corporate Debt Securities BOEING CO CR SEN SR GLBL31 RVHJWBXLJ1RFUBSY1F30 097023DC6 2031-02-01 3.625000 0.00 155000.00 149200.67 Corporate Debt Securities BNP PARIBAS FR 5.283%111930 R0MUWSFPU8MPRO8K5P83 09659W2Z6 2030-11-19 5.283000 0.00 619000.00 628746.77 Corporate Debt Securities BAYER US FIN II LLC SR GLBL 144A 44 529900XWNEXYNJ3X6T40 07274NBF9 2044-07-15 4.400000 0.00 1902000.00 1477046.71 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM SR GLBL FL NT 28 2IGI19DL77OX0HC3ZE78 13607PVR2 2028-01-13 4.376400 0.00 200000.00 200640.78 Corporate Debt Securities CORNING INC SR GLBL NT 36 549300X2937PB0CJ7I56 219350AR6 2036-08-15 7.250000 0.00 115000.00 118918.11 Corporate Debt Securities COX COMMUNICATIONS INC NEW SR GLBL 144A 47 5493001NEDZNIFRP2R92 224044CK1 2047-08-15 4.600000 0.00 235000.00 161203.21 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 31 MLU0ZO3ML4LN2LL2TL39 404280ER6 2031-03-03 5.130000 0.00 1550000.00 1582131.50 Corporate Debt Securities JAB HLDGS B V SR 144A NT 51 529900RRNKUM3INJGF98 46653KAB4 2051-05-28 3.750000 0.00 250000.00 167683.12 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR GLBL NT6.5%52 N/A 46590XAX4 2052-12-01 6.500000 0.00 96000.00 94362.56 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 36 8I5DZWZKVSZI1NUHU748 46647PEX0 2036-04-22 5.572000 0.00 1054000.00 1078392.72 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 35 MLU0ZO3ML4LN2LL2TL39 404280EE5 2035-03-04 5.719000 0.00 2221000.00 2297008.36 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT2.6%30 784F5XWPLTWKTBV3E584 38141GXG4 2030-02-07 2.600000 0.00 1435000.00 1343800.97 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GZM9 2033-02-24 3.102000 0.00 1117000.00 1015652.54 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 37 784F5XWPLTWKTBV3E584 38141GF41 2037-06-03 5.425000 0.00 745000.00 736447.61 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GF33 2032-06-03 4.972000 0.00 115000.00 114558.45 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 39 VGRQXHF3J8VDLUA7XE92 459200KB6 2039-05-15 4.150000 0.00 528000.00 445236.59 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 49 VGRQXHF3J8VDLUA7XE92 459200KC4 2049-05-15 4.250000 0.00 151000.00 110644.08 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 31 5493000F4ZO33MV32P92 45866FBA1 2031-06-15 5.250000 0.00 570000.00 581609.95 Corporate Debt Securities BAKER HUGHES HLDGS LLC SR NT 5.125%40 549300XU3XH6F05YEQ93 057224AZ0 2040-09-15 5.125000 0.00 85000.00 81037.39 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 46 213800LBQA1Y9L22JB70 06738EDE2 2046-08-11 5.860000 0.00 844000.00 833730.40 Corporate Debt Securities BANK OF AMER CORP FR 4.376%042728 9DJT3UXIJIZJI4WXO774 06051GKP3 2028-04-27 4.376000 0.00 1736000.00 1753509.68 Corporate Debt Securities BANK OF AMER CORP ALT TIER I PERP 9DJT3UXIJIZJI4WXO774 06055HAB9 2079-12-31 6.125000 0.00 78000.00 78361.18 Corporate Debt Securities BANK OF AMER CORP FR 4.979%012429 9DJT3UXIJIZJI4WXO774 06051GMK2 2029-01-24 4.979000 0.00 4000.00 4020.87 Corporate Debt Securities BANK OF AMER CORP FR 5.511%012436 9DJT3UXIJIZJI4WXO774 06051GMM8 2036-01-24 5.511000 0.00 118000.00 118480.45 Corporate Debt Securities AT&T INC GLBL NT 6%56 549300Z40J86GGSTL398 00206RNK4 2056-04-30 6.000000 0.00 158000.00 146414.39 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT3.4%41 XSGZFLO9YTNO9VCQV219 02209SBM4 2041-02-04 3.400000 0.00 985000.00 748941.47 Corporate Debt Securities ABBVIE INC SR GLBL NT 39 FR5LCKFTG8054YNNRU85 00287YCA5 2039-11-21 4.050000 0.00 197000.00 170555.70 Corporate Debt Securities ABBVIE INC SR GLBL NT5.6%55 FR5LCKFTG8054YNNRU85 00287YEB1 2055-03-15 5.600000 0.00 386000.00 373464.86 Corporate Debt Securities ALIMENTATION COUCHE-TARD INC SR GLBL 144A 50 549300OSW32RVX8CCZ87 01626PAN6 2050-01-25 3.800000 0.00 325000.00 230276.58 Corporate Debt Securities WESTPAC BKG CORP GLBL NT 2.15%31 EN5TNI6CI43VEPAMHL14 961214ET6 2031-06-03 2.150000 0.00 100000.00 89193.39 Corporate Debt Securities VERIZON COMMUNICATIONS INC FR 4.5%121547 2S72QS2UO2OESLG6Y829 92346MBT7 2047-12-15 4.500000 0.00 11000.00 8896.36 Corporate Debt Securities VERIZON COMMUNICATIONS INC FR 3%091551 2S72QS2UO2OESLG6Y829 92346MHT1 2051-09-15 3.000000 0.00 18000.00 14366.04 Corporate Debt Securities WELLS FARGO & CO FR 5.013%040451 PBLD0EJDB5FWOLXP3B76 95000U2M4 2051-04-04 5.013000 0.00 1000.00 877.76 Corporate Debt Securities US BANCORP FR 5.1%072330 N1GZ7BBF3NP8GI976H15 91159HJS0 2030-07-23 5.100000 0.00 6000.00 6054.26 Corporate Debt Securities WESTERN MIDSTREAM OPER LP SR GLBL NT 29 L6D8A6MLSY454J2JXJ60 958667AF4 2029-01-15 6.350000 0.00 118000.00 121921.40 Corporate Debt Securities UBS GROUP AG SR GLBL REGS 28 549300SZJ9VS8SGXAN81 H3698DAR5 2028-01-09 4.282000 0.00 5940000.00 5923408.26 Corporate Debt Securities FOX CORP SR GLBL NT 29 549300DDU6FDRBIELS05 35137LAH8 2029-01-25 4.709000 0.00 15677000.00 15623930.74 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT3.8%30 784F5XWPLTWKTBV3E584 38141GXH2 2030-03-15 3.800000 0.00 286000.00 279191.93 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38141GYJ7 2032-07-21 2.383000 0.00 63000.00 55150.32 Corporate Debt Securities CITIGROUP INC JR SB GLBL NT 35 6SHGI4ZSSLCXXQSBB395 172967PG0 2035-02-13 5.827000 0.00 11786000.00 12158351.17 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967LD1 2028-01-10 3.887000 0.00 2250000.00 2248306.69 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 17308CC53 2030-11-05 2.976000 0.00 53000.00 50196.79 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 28 6SHGI4ZSSLCXXQSBB395 172967PY1 2028-05-07 4.770900 0.00 25000.00 25371.24 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM SR GLBL NT 30 2IGI19DL77OX0HC3ZE78 13607QWB4 2030-01-29 4.283000 0.00 61000.00 60166.00 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 172967PF2 2030-02-13 5.174000 0.00 73000.00 75247.33 Corporate Debt Securities CANADIAN PAC RY CO NEW SR GLBL NT3.1%51 54930036474DURYNB481 13645RBH6 2051-12-02 3.100000 0.00 3822000.00 2405377.82 Corporate Debt Securities CITIGROUP INC SR GLBL NT 32 6SHGI4ZSSLCXXQSBB395 172967NE7 2032-11-03 2.520000 0.00 500000.00 442370.00 Corporate Debt Securities THE CAMPBELLS COMPANY SR NT 4.8%48 5493007JDSMX8Z5Z1902 134429BH1 2048-03-15 4.800000 0.00 26000.00 20792.03 Corporate Debt Securities CLOROX CO DEL SR GLBL NT4.6%32 54930044KVSC06Z79I06 189054AZ2 2032-05-01 4.600000 0.00 11573000.00 11391882.55 Corporate Debt Securities CITIGROUP INC SR GLBL NT 31 6SHGI4ZSSLCXXQSBB395 172967MS7 2031-06-03 2.572000 0.00 12000.00 11013.89 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 29 6SHGI4ZSSLCXXQSBB395 17327CAX1 2029-03-04 4.518600 0.00 22000.00 22196.17 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967LS8 2028-10-27 3.520000 0.00 124000.00 123424.78 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.26%29 2IGI19DL77OX0HC3ZE78 13608JAA5 2029-04-08 5.260000 0.00 284000.00 292233.32 Corporate Debt Securities CITIGROUP INC SR GLBL NT 28 6SHGI4ZSSLCXXQSBB395 172967NG2 2028-02-24 3.070000 0.00 975000.00 979971.15 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 172967LU3 2039-01-24 3.878000 0.00 5000.00 4252.97 Corporate Debt Securities CONOCOPHILLIPS SR GLBL NT6.5%39 WPTL2Z3FIYTHSP5V2253 20825CAQ7 2039-02-01 6.500000 0.00 48000.00 53597.76 Corporate Debt Securities CITIBANK N A SR GLBL NT 34 E57ODZWZ7FF32TWEFA76 17325FBG2 2034-04-30 5.570000 0.00 501000.00 516974.39 Corporate Debt Securities CITIGROUP INC SR GLBL NT 45 6SHGI4ZSSLCXXQSBB395 172967JU6 2045-07-30 4.650000 0.00 4000.00 3400.48 Corporate Debt Securities CITIGROUP INC FR 5.35%071736 6SHGI4ZSSLCXXQSBB395 17292GMG7 2036-07-17 5.350000 0.00 10000.00 9873.51 Corporate Debt Securities BANK OF NY MELLON CORP FR 5.606%072139 WFLLPEPC7FZXENRZV188 06406YAB8 2039-07-21 5.606000 0.00 1922000.00 1930432.24 Corporate Debt Securities BANK OF AMER CORP FR 4.456%020632 9DJT3UXIJIZJI4WXO774 060505GQ1 2032-02-06 4.456000 0.00 86000.00 85681.04 Corporate Debt Securities BAYER US FIN LLC SR GLBL 144A 46 54930093Q75GSEM74I71 07274EAS2 2046-07-20 6.250000 0.00 490000.00 472016.86 Corporate Debt Securities BANK OF AMER CORP FR 4.571%042733 9DJT3UXIJIZJI4WXO774 06051GKQ1 2033-04-27 4.571000 0.00 169000.00 166004.54 Corporate Debt Securities BANK MONTREAL MEDIUM FR 5.511%060431 NQQ6HPCNCCU6TUTQYE16 06368L3L8 2031-06-04 5.511000 0.00 6000.00 6191.31 Corporate Debt Securities BANK OF AMER CORP FR 3.97%030529 9DJT3UXIJIZJI4WXO774 06051GHG7 2029-03-05 3.970000 0.00 91000.00 91414.10 Corporate Debt Securities BANK OF AMER CORP FR 4.623%050929 9DJT3UXIJIZJI4WXO774 06051GMT3 2029-05-09 4.623000 0.00 28000.00 28253.68 Corporate Debt Securities BANK OF NY MELLON CORP FR 6.474%102534 WFLLPEPC7FZXENRZV188 06406RBU0 2034-10-25 6.474000 0.00 306000.00 333066.92 Corporate Debt Securities BANK OF AMER CORP SR NT FXD/FLT 38 9DJT3UXIJIZJI4WXO774 06051GGM5 2038-04-24 4.244000 0.00 78000.00 70621.61 Corporate Debt Securities BANK OF AMER CORP SR GLBL NT 28 9DJT3UXIJIZJI4WXO774 06051GHD4 2028-12-20 3.419000 0.00 63000.00 62210.22 Corporate Debt Securities BANK OF NY MELLON CORP FR 4.706%020134 WFLLPEPC7FZXENRZV188 06406RBP1 2034-02-01 4.706000 0.00 2000.00 1990.82 Corporate Debt Securities BANK OF NY MELLON CORP PERP -N NT 6.15% WFLLPEPC7FZXENRZV188 064058AW0 2500-12-31 6.150000 0.00 1596000.00 1582588.28 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.25%061228 L3I9ZG2KFGXZ61BMYR72 06418GAD9 2028-06-12 5.250000 0.00 22000.00 22451.79 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 37 213800LBQA1Y9L22JB70 06738EDK8 2037-02-24 5.207000 0.00 230000.00 224663.61 Corporate Debt Securities BANK OF AMER CORP FR 2.299%072132 9DJT3UXIJIZJI4WXO774 06051GKA6 2032-07-21 2.299000 0.00 984000.00 863478.31 Corporate Debt Securities BANK MONTREAL MEDIUM ALT TIER I PERP NQQ6HPCNCCU6TUTQYE16 06368B5P9 2500-12-31 6.709000 0.00 27000.00 27413.52 Corporate Debt Securities BANK NOVA SCOTIA B C FR 2.45%020232 L3I9ZG2KFGXZ61BMYR72 06417XAE1 2032-02-02 2.450000 0.00 23000.00 20446.81 Corporate Debt Securities EVEREST REINS HLDGS INC EXT JR SB GLBL67 254900P29PM5UJR3VU91 299808AE5 2067-05-01 6.297700 0.00 100000.00 96158.00 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.7%48 51M0QTTNCGUN7KFCFZ59 20030NCM1 2048-10-15 4.700000 0.00 120000.00 92440.67 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT6.3%56 MTLVN9N7JE8MIBIJ1H73 29273VBL3 2056-01-15 6.300000 0.00 3201000.00 3103497.54 Corporate Debt Securities ENEL FIN INTL N.V. SR 144A NT 55 0YQH6LCEF474UTUV4B96 29278GBJ6 2055-09-30 5.750000 0.00 2447000.00 2271590.88 Corporate Debt Securities ENBRIDGE INC GLBL NT 6.7%53 98TPTUM4IVMFCZBCUR27 29250NBZ7 2053-11-15 6.700000 0.00 63000.00 67156.39 Corporate Debt Securities ENBRIDGE INC FR 4.85%032731 98TPTUM4IVMFCZBCUR27 29250NCQ6 2031-03-27 4.850000 0.00 1951000.00 1968472.29 Corporate Debt Securities DUKE ENERGY CORP NEW GLBL NT 5%27 I1BZKREC126H0VB1BL91 26441CBW4 2027-12-08 5.000000 0.00 763000.00 772874.07 Corporate Debt Securities CITIGROUP INC SR GLBL NT 33 6SHGI4ZSSLCXXQSBB395 172967NN7 2033-03-17 3.785000 0.00 14000.00 13248.32 Corporate Debt Securities BARCLAYS PLC LW TIER II 42 213800LBQA1Y9L22JB70 06738EBS3 2042-03-10 3.811000 0.00 560000.00 439866.79 Corporate Debt Securities BP CAP MKTS P L C PERP SUB GLBL NT 549300CRVT18MXX0AG93 05565QDV7 2079-12-31 4.875000 0.00 25000.00 24558.28 Corporate Debt Securities ECOLAB INC GLBL NT 2.7%51 82DYEISM090VG8LTLS26 278865BN9 2051-12-15 2.700000 0.00 2000.00 1171.34 Corporate Debt Securities AT&T INC SR GLBL NT 37 549300Z40J86GGSTL398 00206RDR0 2037-03-01 5.250000 0.00 48000.00 46799.28 Corporate Debt Securities AES CORP GLBL NT 2.45%31 2NUNNB7D43COUIRE5295 00130HCG8 2031-01-15 2.450000 0.00 5389000.00 4781438.15 Corporate Debt Securities AT&T INC GLBL NT 5.85%46 549300Z40J86GGSTL398 00206RNJ7 2046-04-30 5.850000 0.00 177000.00 166268.49 Corporate Debt Securities BAKER HUGHES HLDGS LLC / BAKER SR NT 5.85%56 N/A 05724BAQ2 2056-06-15 5.850000 0.00 5000000.00 4784625.00 Corporate Debt Securities BANK OF AMER CORP FR 4.083%032051 9DJT3UXIJIZJI4WXO774 06051GJA8 2051-03-20 4.083000 0.00 778000.00 600170.66 Corporate Debt Securities AT&T INC SR GLBL NT3.5%53 549300Z40J86GGSTL398 00206RKJ0 2053-09-15 3.500000 0.00 689000.00 425727.74 Corporate Debt Securities AT&T INC GLBL NT 3.1%43 549300Z40J86GGSTL398 00206RKD3 2043-02-01 3.100000 0.00 10000.00 6997.60 Corporate Debt Securities ABN AMRO BANK N.V. FR 3.324%031337 BFXS5XCH7N0Y05NIXW11 00084DAV2 2037-03-13 3.324000 0.00 17800000.00 16091591.60 Corporate Debt Securities AFLAC INC SR GLBL NT3.6%30 549300N0B7DOGLXWPP39 001055BJ0 2030-04-01 3.600000 0.00 319000.00 309771.33 Corporate Debt Securities VERIZON COMMUNICATIONS INC FR 5%061548 2S72QS2UO2OESLG6Y829 92346MCU3 2048-06-15 5.000000 0.00 43000.00 36453.20 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL A NT6%37 CQKUMNNZVDJLRYV2PT43 927804FB5 2037-05-15 6.000000 0.00 8000.00 8346.37 Corporate Debt Securities SK HYNIX INC GLBL REGS NT 33 988400XAIK6XISWQV045 Y8085FBL3 2033-01-17 6.500000 0.00 12464000.00 13356893.26 Corporate Debt Securities UBS AG STAMFORD BRH VR 031626-031629 254900R882POXXVAK772 90261AAF9 2029-03-16 4.462200 0.00 250000.00 252165.16 Corporate Debt Securities FISERV INC SR GLBL NT 34 GI7UBEJLXYLGR2C7GV83 337738BN7 2034-08-12 5.150000 0.00 34000.00 33301.86 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL 31 NT 40 1HNPXZSMMB7HMBMVBS46 694308JQ1 2040-07-01 4.500000 0.00 1242051.00 1053358.61 Corporate Debt Securities HP INC SR GLBL NT 6%41 WHKXQACZ14C5XRO8LW03 428236BR3 2041-09-15 6.000000 0.00 177000.00 178562.32 Corporate Debt Securities NOMURA HLDGS INC SR GLBL NT 30 549300B3CEAHYG7K8164 65535HAS8 2030-07-16 2.679000 0.00 641000.00 584320.38 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 29 549300SMVCQN2P0O6I58 80282KBF2 2029-03-09 6.499000 0.00 37000.00 38825.76 Corporate Debt Securities US BANCORP FR 4.839%020134 N1GZ7BBF3NP8GI976H15 91159HJL5 2034-02-01 4.839000 0.00 10000.00 9961.15 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.3%51 549300V2JRLO5DIFGE82 87264ABN4 2051-02-15 3.300000 0.00 1638000.00 1026922.26 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2022F 27 9R1Z5I36FERIBVKW4P77 842400HS5 2027-11-01 5.850000 0.00 60000.00 61673.10 Corporate Debt Securities STATE STR CORP PERP GLBL -I NT 549300ZFEEJ2IP5VME73 857477CH4 2500-12-31 6.700000 0.00 7000.00 7216.87 Corporate Debt Securities SCHWAB CHARLES CORP PERP GLBL -L NT 549300VSGCJ7E698NM85 808513CM5 2500-12-31 6.100000 0.00 430000.00 432126.35 Corporate Debt Securities TRUIST FINL CORP FR 1.887%060729 549300DRQQI75D2JP341 89788MAE2 2029-06-07 1.887000 0.00 573000.00 545507.75 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 32 549300SMVCQN2P0O6I58 80282KBT2 2032-06-05 5.220000 0.00 4000.00 3985.92 Corporate Debt Securities US BANCORP FR 5.046%021231 N1GZ7BBF3NP8GI976H15 91159HJT8 2031-02-12 5.046000 0.00 24000.00 24616.28 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT2.8%41 HCHV7422L5HDJZCRFL38 883556CM2 2041-10-15 2.800000 0.00 59000.00 42341.61 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 49 213800TB53ELEUKM7Q61 92857WBS8 2049-06-19 4.875000 0.00 270000.00 221647.73 Corporate Debt Securities LOWES COS INC SR GLBL NT 53 WAFCR4OKGSC504WU3E95 548661EM5 2053-04-15 5.625000 0.00 1593000.00 1492565.33 Corporate Debt Securities SCHWAB CHARLES CORP PERP GLBL K NT5% 549300VSGCJ7E698NM85 808513CB9 2500-12-31 5.000000 0.00 25000.00 25071.83 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 28 784F5XWPLTWKTBV3E584 38141GZL1 2028-02-24 4.760100 0.00 812000.00 821709.75 Corporate Debt Securities GLENCORE FDG LLC GLBL FLT 144A 26 213800STG1QDNBY87K49 378272BX5 2026-10-01 4.405100 0.00 370000.00 371591.54 Corporate Debt Securities LSEG US FIN CORP SR GLBL 144A 31 2138007FV67QQ13CGJ43 50222CAE0 2031-03-23 4.500000 0.00 12275000.00 12194844.25 Corporate Debt Securities LINCOLN NATL CORP IND LW TIER II 66 EFQMQROEDSNBRIP7LE47 534187BN8 2066-05-17 6.268100 0.00 85000.00 74840.67 Corporate Debt Securities TRANE TECHNOLOGIES FINANCING L SR GLBL NT3.8%29 549300A5OEF3CJI2CO89 456873AD0 2029-03-21 3.800000 0.00 4513000.00 4476319.34 Corporate Debt Securities INTEL CORP SR GLBL NT 56 KNX4USFCNGPY45LOCE31 458140CU2 2056-05-15 6.125000 0.00 1850000.00 1758892.12 Corporate Debt Securities IBM INTL CAP PTE LTD GLBL NT 5.3%54 2549007KTXQQBYZO7485 449276AG9 2054-02-05 5.300000 0.00 138000.00 118994.79 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 29 5493000F4ZO33MV32P92 45866FAV6 2029-06-15 4.350000 0.00 390000.00 392644.33 Corporate Debt Securities OTIS WORLDWIDE CORP GLBL NT 2.565%30 549300ZLBKR8VSU25153 68902VAK3 2030-02-15 2.565000 0.00 483000.00 452347.61 Corporate Debt Securities ORACLE CORP SR GLBL NT 4%47 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 2047-11-15 4.000000 0.00 640000.00 406889.24 Corporate Debt Securities ONE GAS INC SR GLBL NT 44 549300HXDWI0LATTX840 68235PAF5 2044-02-01 4.658000 0.00 8318000.00 7339553.66 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT 4%27 5493000F4ZO33MV32P92 45866FAU8 2027-09-15 4.000000 0.00 219000.00 221404.86 Corporate Debt Securities MACQUARIE GROUP LIMITED SR 144A NT 34 ACMHD8HWFMFUIQQ8Y590 55608JBQ0 2034-12-07 6.255000 0.00 286000.00 301765.03 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD3.5%50 1HNPXZSMMB7HMBMVBS46 694308JJ7 2050-08-01 3.500000 0.00 360000.00 238478.40 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT5.4%55 549300XMP3KDCKJXIU47 571748CD2 2055-03-15 5.400000 0.00 1785000.00 1647697.80 Corporate Debt Securities STATE STR CORP PERP GLBL -K NT 549300ZFEEJ2IP5VME73 857477CS0 2500-12-31 6.450000 0.00 154000.00 158161.34 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT 44 3BNYRYQHD39K4LCKQF12 56585AAH5 2044-09-15 4.750000 0.00 95000.00 82015.82 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 5.558%34 35380028MYWPB6AUO129 86562MDP2 2034-07-09 5.558000 0.00 650000.00 656894.26 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.6%36 1HNPXZSMMB7HMBMVBS46 694308LD7 2036-08-15 5.600000 0.00 828000.00 821651.08 Corporate Debt Securities MPLX LP SR GLBL NT 27 5493000CZJ19CK4P3G36 55336VAK6 2027-03-01 4.125000 0.00 4595000.00 4667175.96 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR NT 4.2%31 5493000F4ZO33MV32P92 45865VAC4 2031-03-15 4.200000 0.00 30000.00 30244.37 Corporate Debt Securities INTEL CORP SR GLBL NT4.6%40 KNX4USFCNGPY45LOCE31 458140BL3 2040-03-25 4.600000 0.00 87000.00 76440.81 Corporate Debt Securities JEFFERIES FINANCIAL GROUP INC SR NT 6.625%43 549300HOF34RGOJ5YL07 527288BF0 2043-10-23 6.625000 0.00 60000.00 59674.48 Corporate Debt Securities LINCOLN NATL CORP IND LW TIER II 67 EFQMQROEDSNBRIP7LE47 534187BP3 2067-04-20 6.030800 0.00 40000.00 33062.91 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 6%28 5493008B6JBRUJ90QL97 37045XEB8 2028-01-09 6.000000 0.00 46000.00 46932.73 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 31 784F5XWPLTWKTBV3E584 38141GD35 2031-10-21 4.369000 0.00 3000.00 2942.54 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GA87 2030-04-25 5.727000 0.00 424000.00 438607.65 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 43 784F5XWPLTWKTBV3E584 38141GZN7 2043-02-24 3.436000 0.00 282000.00 211241.91 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GE83 2030-04-20 4.594000 0.00 268000.00 268594.62 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 38141GYG3 2027-09-10 1.542000 0.00 227000.00 227628.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 36 784F5XWPLTWKTBV3E584 38141GC44 2036-01-28 5.536000 0.00 21000.00 20884.32 Corporate Debt Securities GLENCORE FDG LLC SR 144A NT 51 213800STG1QDNBY87K49 378272BH0 2051-09-23 3.375000 0.00 905000.00 590965.00 Corporate Debt Securities CITIGROUP INC SUB GLBL NT 46 6SHGI4ZSSLCXXQSBB395 172967KR1 2046-05-18 4.750000 0.00 478000.00 398026.75 Corporate Debt Securities CIMIC FIN LTD CR SEN SR GLBL36 213800SWJBM5VMCQJW54 17186PAA2 2036-04-22 6.000000 0.00 258000.00 257375.64 Corporate Debt Securities CITIGROUP INC SR GLBL NT 30 6SHGI4ZSSLCXXQSBB395 172967ME8 2030-03-20 3.980000 0.00 11000.00 10910.05 Corporate Debt Securities CITIGROUP INC SR GLBL NT 33 6SHGI4ZSSLCXXQSBB395 17327CAQ6 2033-01-25 3.057000 0.00 243000.00 218425.29 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR DEB 5.75%40 N/A 12189LAA9 2040-05-01 5.750000 0.00 4000.00 4116.90 Corporate Debt Securities AUTONATION INC SR GLBL NT 29 N/A 05329WAU6 2029-01-15 4.450000 0.00 552000.00 546368.37 Corporate Debt Securities BANK NOVA SCOTIA B C GLBL NT 2.15%31 L3I9ZG2KFGXZ61BMYR72 0641594B9 2031-08-01 2.150000 0.00 20000.00 17751.80 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 55 549300H316CT32FQXI76 04686JAL5 2055-05-19 6.625000 0.00 3072000.00 2926233.60 Corporate Debt Securities BAC CAP TR XIII PERP JR SB 549300I6GXQ4O8PHFJ89 05518UAA5 2500-12-31 4.326000 0.00 20000.00 15134.55 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 54 549300H316CT32FQXI76 04686JAH4 2054-04-01 6.250000 0.00 30000.00 27434.50 Corporate Debt Securities BPCE SUB 144A NT 42 9695005MSX1OYEMGDF46 05578QAG8 2042-10-19 3.582000 0.00 300000.00 222149.70 Corporate Debt Securities CARGILL INC SR GLBL 144A 55 QXZYQNMR4JZ5RIRN4T31 141781CG7 2055-10-23 5.375000 0.00 345000.00 319843.27 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT3.4%51 549300VIWYMSIGT1U456 125523CQ1 2051-03-15 3.400000 0.00 17915000.00 11973211.57 Corporate Debt Securities CRH AMERICA FINANCE INC 4.5%48 549300WEVUODRJ4CWK56 12636YAD4 2048-04-04 4.500000 0.00 440000.00 361356.60 Corporate Debt Securities CARLISLE COS INC SR GLBL NT 40 XR64VGX1ZPX6G7ZN7Z11 142339AM2 2040-09-15 5.550000 0.00 404000.00 399162.77 Corporate Debt Securities DOW CHEMICAL CO SR NT 4.375%42 ZQUIP1CSZO8LXRBSOU78 260543CG6 2042-11-15 4.375000 0.00 3000000.00 2397108.33 Corporate Debt Securities DEUTSCHE BK AG N Y SNR NPF GLBL D31 7LTWFZYICNSX8D621K86 251526DA4 2031-05-09 5.297000 0.00 365000.00 370046.27 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR GLBL NT3.3%53 5493004LGN656HWLDA30 29379VCB7 2053-02-15 3.300000 0.00 4000.00 2615.03 Corporate Debt Securities DOW CHEMICAL CO FR 4.1%111549 ZQUIP1CSZO8LXRBSOU78 26054LM59 2049-11-15 4.100000 0.00 25000.00 20112.14 Corporate Debt Securities DOW CHEMICAL CO SR GLBL NT5.6%54 ZQUIP1CSZO8LXRBSOU78 260543DK6 2054-02-15 5.600000 0.00 100000.00 88540.22 Corporate Debt Securities TORONTO DOMINION BK ONT VR 121724-121729 PT3QB789TSUIDF371261 89115A3D2 2029-12-17 4.681600 0.00 582000.00 590480.32 Corporate Debt Securities WELLS FARGO & CO FR 4.078%091529 PBLD0EJDB5FWOLXP3B76 95000U4A8 2029-09-15 4.078000 0.00 27000.00 27028.24 Corporate Debt Securities WESTPAC BKG CORP GLBL NT 2.65%30 EN5TNI6CI43VEPAMHL14 961214EL3 2030-01-16 2.650000 0.00 110000.00 103270.66 Corporate Debt Securities TRUIST FINL CORP FR 4.964%102336 549300DRQQI75D2JP341 89788MAV4 2036-10-23 4.964000 0.00 90000.00 87029.38 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 31 549300VIWYMSIGT1U456 125523CM0 2031-03-15 2.375000 0.00 4823000.00 4362076.61 Corporate Debt Securities WELLS FARGO & CO FR 2.393%060228 PBLD0EJDB5FWOLXP3B76 95000U2S1 2028-06-02 2.393000 0.00 796000.00 784881.36 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 31 MLU0ZO3ML4LN2LL2TL39 404280FE4 2031-11-06 4.619000 0.00 396000.00 391745.36 Corporate Debt Securities HSBC HLDGS PLC SR GLBL FL NT 30 MLU0ZO3ML4LN2LL2TL39 404280EP0 2030-11-19 4.920600 0.00 3450000.00 3520597.29 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR GLBL NT3.7%49 5493000M6Z4XFIP6PF03 775109BP5 2049-11-15 3.700000 0.00 3000.00 2102.46 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 32 MLU0ZO3ML4LN2LL2TL39 404280EG0 2032-05-17 5.733000 0.00 1003000.00 1036334.20 Corporate Debt Securities UNION PAC CORP SR GLBL NT4.5%48 549300LMMRSZZCZ8CL11 907818EW4 2048-09-10 4.500000 0.00 3000.00 2509.66 Corporate Debt Securities TRUIST FINL CORP PERP JR SB GLBL 549300DRQQI75D2JP341 89832QAC3 2500-12-31 5.125000 0.00 35000.00 34964.95 Corporate Debt Securities ROAD MI PPTY OWNER I LLC 1LIEN GLBL 45 N/A 74941YAA0 2045-03-30 7.500000 0.00 16091000.00 15572869.80 Corporate Debt Securities WELLS FARGO & CO FR 5.244%012431 PBLD0EJDB5FWOLXP3B76 95000U3P6 2031-01-24 5.244000 0.00 19000.00 19167.19 Corporate Debt Securities SIEMENS FIN NV SR 144A NT3.3%46 TAFO772JB70PDRN5VS48 82620KAM5 2046-09-15 3.300000 0.00 310000.00 221109.57 Corporate Debt Securities SOUTHERN CALIF EDISON CO 1M GLBL 2024D 29 9R1Z5I36FERIBVKW4P77 842400JC8 2029-06-01 5.150000 0.00 700000.00 710187.33 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 51 549300GHBMY8T5GXDE41 91324PEF5 2051-05-15 3.250000 0.00 660000.00 428083.33 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 54 549300GHBMY8T5GXDE41 91324PFC1 2054-04-15 5.375000 0.00 360000.00 329441.90 Corporate Debt Securities SOLVENTUM CORP SR GLBL NT5.9%54 254900I70403OSGY4M28 83444MAS0 2054-04-30 5.900000 0.00 601000.00 577080.20 Corporate Debt Securities RTX CORPORATION SR GLBL NT 47 I07WOS4YJ0N7YRFE7309 913017CP2 2047-05-04 4.050000 0.00 225000.00 175166.44 Corporate Debt Securities BANK MONTREAL MEDIUM SR NT 5.203%28 NQQ6HPCNCCU6TUTQYE16 06368LGV2 2028-02-01 5.203000 0.00 642000.00 664351.23 Corporate Debt Securities AT&T INC NT 5.35%40 549300Z40J86GGSTL398 04650NAB0 2040-09-01 5.350000 0.00 10000.00 9534.92 Corporate Debt Securities BANK OF NY MELLON CORP PERP SR GLBL -J WFLLPEPC7FZXENRZV188 064058AN0 2500-12-31 6.300000 0.00 30000.00 31178.55 Corporate Debt Securities BANK OF AMER CORP PERP GLBL -UU NT 9DJT3UXIJIZJI4WXO774 06055HAK9 2500-12-31 6.250000 0.00 78000.00 78017.79 Corporate Debt Securities BAC CAP TR XIV PERP JR SB -G NT 549300QO5OB3VGJT6S64 05518VAA3 2099-01-01 4.326000 0.00 107000.00 87349.19 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 54 2EULGUTUI56JI9SAL165 03938LBH6 2054-06-17 6.350000 0.00 270000.00 275505.60 Corporate Debt Securities BHP BILLITON FIN USA LTD SR GLBL NT 55 5493003NUVITP3TMY274 055451BM9 2055-09-05 5.750000 0.00 2226000.00 2207723.30 Corporate Debt Securities BANK OF AMER CORP FR 2.972%020433 9DJT3UXIJIZJI4WXO774 06051GKK4 2033-02-04 2.972000 0.00 9000.00 8186.24 Corporate Debt Securities ORACLE CORP SR GLBL NT 6%55 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 2055-08-03 6.000000 0.00 715000.00 589779.67 Corporate Debt Securities METLIFE INC SR GLBL NT 5%52 C4BXATY60WC6XEOZDX54 59156RCC0 2052-07-15 5.000000 0.00 2180000.00 1880669.04 Corporate Debt Securities QUANTA SVCS INC SR GLBL NT2.9%30 SHVRXXEACT60MMH07S24 74762EAF9 2030-10-01 2.900000 0.00 64000.00 59644.59 Corporate Debt Securities ORACLE CORP SR GLBL NT 46 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 2046-02-04 6.550000 0.00 81000.00 74159.89 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%40 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 2040-04-01 3.600000 0.00 20000.00 14038.80 Corporate Debt Securities PACIFICORP 1M GLBL BD5.5%54 SGY07Y7FNYBNLM6Z1M11 695114DA3 2054-05-15 5.500000 0.00 100000.00 88410.11 Corporate Debt Securities SPACE EXPLORATION TECHN CORP SR GLBL 144A 36 549300B9WLO96RQCXP87 84615QAE3 2036-07-15 5.875000 0.00 5896000.00 5564006.89 Corporate Debt Securities SOUTHERN CO GLBL 2023C NT 33 549300FC3G3YU2FBZD92 842587DR5 2033-06-15 5.200000 0.00 318000.00 318233.55 Corporate Debt Securities SOUTHERN CO JR SB GLBL 55 549300FC3G3YU2FBZD92 842587EB9 2055-03-15 6.375000 0.00 2000.00 2078.07 Corporate Debt Securities ROGERS COMMUNICATIONS INC SR NT 2.9%26 5493000M6Z4XFIP6PF03 775109BF7 2026-11-15 2.900000 0.00 4200000.00 4206729.33 Corporate Debt Securities TOTALENERGIES CAP SA GLBL NT 5.15%34 529900QI55ZLJVCMPA71 89157XAA9 2034-04-05 5.150000 0.00 414000.00 421296.52 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 34 D71FAKCBLFS2O0RBPG08 88339WAC0 2034-03-15 5.150000 0.00 50000.00 50134.78 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.928%101535 PT3QB789TSUIDF371261 89115KAJ9 2035-10-15 4.928000 0.00 276000.00 269588.58 Corporate Debt Securities TOTAL CAP INTL SR GLBL NT 49 549300U37G2I8G4RUG09 89153VAU3 2049-07-12 3.461000 0.00 2154000.00 1480587.74 Corporate Debt Securities TRUIST FINL CORP FR 5.867%060834 549300DRQQI75D2JP341 89788MAP7 2034-06-08 5.867000 0.00 9000.00 9290.86 Corporate Debt Securities MPLX LP SR GLBL NT4.5%38 5493000CZJ19CK4P3G36 55336VAM2 2038-04-15 4.500000 0.00 120000.00 108267.60 Corporate Debt Securities MPLX LP SR GLBL NT5.4%35 5493000CZJ19CK4P3G36 55336VCC2 2035-09-15 5.400000 0.00 5381000.00 5392246.29 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 5%35 549300XMP3KDCKJXIU47 571748CC4 2035-03-15 5.000000 0.00 3145000.00 3122887.16 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 31 353800CI5L6DDAN5XZ33 60687YDH9 2031-05-13 5.098000 0.00 200000.00 202393.13 Corporate Debt Securities MORGAN STANLEY FR 4.654%101830 IGJSJL3JD5P30I6NJZ34 61747YFU4 2030-10-18 4.654000 0.00 7000.00 7018.80 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR NT 5.296%37 35380028MYWPB6AUO129 86562MEP1 2037-07-07 5.296000 0.00 1000000.00 979080.67 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.4%52 549300V2JRLO5DIFGE82 87264ACT0 2052-10-15 3.400000 0.00 4028000.00 2502842.56 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 34 549300V2JRLO5DIFGE82 87264ADF9 2034-04-15 5.150000 0.00 5000.00 4976.57 Corporate Debt Securities INTERCONTINENTAL EXCHANGE INC SR GLBL NT2.1%30 5493000F4ZO33MV32P92 45866FAK0 2030-06-15 2.100000 0.00 102000.00 92801.98 Corporate Debt Securities SOUTHERN CALIF GAS CO 1M GLBL EEE BD55 XY0N0J73VHV5F4CUJV89 842434DD1 2055-06-15 6.000000 0.00 443000.00 435099.83 Corporate Debt Securities ONEOK INC NEW SR GLBL NT5.7%54 2T3D6M0JSY48PSZI1Q41 682680CF8 2054-11-01 5.700000 0.00 4407000.00 3974188.53 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC GLBL NT 5.776%33 35380028MYWPB6AUO129 86562MDD9 2033-07-13 5.776000 0.00 428000.00 439452.42 Corporate Debt Securities MONTEFIORE MED CTR NEW YORK -2018C SNK BD 48 N/A 61237WAE6 2048-11-01 5.246000 0.00 5000.00 4031.12 Corporate Debt Securities BROADCOM INC SR GLBL NT4.3%32 549300WV6GIDOZJTV909 11135FAS0 2032-11-15 4.300000 0.00 680000.00 649745.29 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 2.772%50 5493009NTB34VXE1T760 10373QBN9 2050-11-10 2.772000 0.00 127000.00 75802.11 Corporate Debt Securities BANK OF AMER CORP FR 2.651%031132 9DJT3UXIJIZJI4WXO774 06051GJP5 2032-03-11 2.651000 0.00 389000.00 353834.18 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO SR GLBL NT4.5%45 549300JD0S5IZJE9LY15 084659AF8 2045-02-01 4.500000 0.00 2000.00 1694.94 Corporate Debt Securities BP CAP MKTS AMER INC GLBL NT 3.633%30 5493009NTB34VXE1T760 10373QBL3 2030-04-06 3.633000 0.00 4238000.00 4125207.40 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN VR 030525-030328 B6Q2VFHD1797Q7NZ3E43 02665WFW6 2028-03-03 4.468000 0.00 5000.00 5039.67 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT5.8%39 XSGZFLO9YTNO9VCQV219 02209SBE2 2039-02-14 5.800000 0.00 6000.00 6100.23 Corporate Debt Securities ZOETIS INC SR GLBL NT5.6%32 549300HD9Q1LOC9KLJ48 98978VAV5 2032-11-16 5.600000 0.00 3000.00 3111.50 Corporate Debt Securities UNITED STATES STL CORP SR GLBL 144A 36 JNLUVFYJT1OZSIQ24U47 912909AW8 2036-08-01 5.700000 0.00 3780000.00 3732491.70 Corporate Debt Securities FAIRFAX FINL HLDGS LTD SR GLBL 144A 56 GLS7OQD0WOEDI8YAP031 303901CD2 2056-06-08 6.200000 0.00 523000.00 500943.93 Corporate Debt Securities CONSOLIDATED EDISON CO N Y INC GLBL 2021A DB 31 VZFZPMWDHTQCFKYOBP05 209111GA5 2031-06-15 2.400000 0.00 100000.00 89660.67 Corporate Debt Securities CITIGROUP INC SR GLBL NT 32 6SHGI4ZSSLCXXQSBB395 172967MY4 2032-05-01 2.561000 0.00 1304000.00 1171582.06 Corporate Debt Securities DICKS SPORTING GOODS INC GLBL NT 4.1%52 529900SSBV5I4LWSK313 253393AG7 2052-01-15 4.100000 0.00 5000.00 3476.11 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 5.23%010929 969500TJ5KRTCJQWXH05 22535WAP2 2029-01-09 5.230000 0.00 1001000.00 1010165.27 Corporate Debt Securities COMCAST CORP NEW SR NT 5.35%53 51M0QTTNCGUN7KFCFZ59 20030NEF4 2053-05-15 5.350000 0.00 276000.00 227999.31 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT3.8%52 6VJJ5GQWIRDQ06DUXG89 20826FAV8 2052-03-15 3.800000 0.00 1506000.00 1079945.91 Corporate Debt Securities CITIGROUP INC SR NT 5.875%42 6SHGI4ZSSLCXXQSBB395 172967FX4 2042-01-30 5.875000 0.00 1632000.00 1633534.08 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC LW TIER II 44 35380028MYWPB6AUO129 86562MDQ0 2044-07-09 5.836000 0.00 299000.00 291174.11 Corporate Debt Securities PNC FINL SVCS GROUP INC SR NT 3.15%27 CFGNEKW0P8842LEUIA51 693475AT2 2027-05-19 3.150000 0.00 42000.00 41898.78 Corporate Debt Securities SUNTRUST PFD CAP I PERP JR SB GLBL 549300DRQQI75D2JP341 86800XAA6 2079-12-31 4.571000 0.00 90000.00 66650.46 Corporate Debt Securities MORGAN STANLEY FR 4.493%011632 IGJSJL3JD5P30I6NJZ34 61748UAS1 2032-01-16 4.493000 0.00 1141000.00 1112180.72 Corporate Debt Securities TRUIST FINL CORP PERP -S NT 6.25% 549300DRQQI75D2JP341 89832QAK5 2500-12-31 6.250000 0.00 50000.00 50183.22 Corporate Debt Securities TARGA RES PARTNERS / TARGA RES SR GLBL NT 56 5493003QENHHS261UR94 87612GAU5 2056-05-15 6.050000 0.00 100000.00 97059.03 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.866%042233 PT3QB789TSUIDF371261 89115KAR1 2033-04-22 4.866000 0.00 11399000.00 11309818.02 Corporate Debt Securities TRUIST FINL CORP FR 5.122%012634 549300DRQQI75D2JP341 89788MAM4 2034-01-26 5.122000 0.00 102000.00 100641.50 Corporate Debt Securities MORGAN STANLEY FR 5.173%011630 IGJSJL3JD5P30I6NJZ34 61747YFK6 2030-01-16 5.173000 0.00 132000.00 133023.72 Corporate Debt Securities OTIS WORLDWIDE CORP GLBL NT 5.25%28 549300ZLBKR8VSU25153 68902VAP2 2028-08-16 5.250000 0.00 665000.00 688383.06 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC LW TIER II NT 41 35380028MYWPB6AUO129 86562MCK4 2041-09-17 2.930000 0.00 438000.00 314333.38 Corporate Debt Securities SYNOPSYS INC SR GLBL NT5.7%55 QG7T915N9S0NY5UKNE63 871607AG2 2055-04-01 5.700000 0.00 5000.00 4703.75 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 35 353800V2V8PUY9TK3E06 606822DF8 2035-04-17 5.426000 0.00 3370000.00 3414433.82 Corporate Debt Securities UNION PAC CORP SR NT 3.6%37 549300LMMRSZZCZ8CL11 907818EQ7 2037-09-15 3.600000 0.00 193000.00 167917.72 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.5%44 549300GHBMY8T5GXDE41 91324PFK3 2044-07-15 5.500000 0.00 250000.00 237431.11 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 6174468G7 2030-01-23 4.431000 0.00 1000.00 991.39 Corporate Debt Securities MORGAN STANLEY FR 5.587%011836 IGJSJL3JD5P30I6NJZ34 61748UAF9 2036-01-18 5.587000 0.00 4000.00 4014.79 Corporate Debt Securities MONDELEZ INTL INC SR GLBL NT 30 549300DV9GIB88LZ5P30 609207AT2 2030-04-13 2.750000 0.00 38000.00 35648.56 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PCC8 2032-04-22 2.580000 0.00 51000.00 46012.46 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PEG7 2030-04-22 5.581000 0.00 19000.00 19629.24 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PBU9 2031-11-19 1.764000 0.00 269000.00 236219.12 Corporate Debt Securities GE VERNOVA INC SR NT 5.5%56 254900DP080RU6OK2553 36828AAC5 2056-02-04 5.500000 0.00 961000.00 912269.29 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 32 353800V2V8PUY9TK3E06 606822EB6 2032-07-23 4.732300 0.00 1500000.00 1504122.77 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32 353800V2V8PUY9TK3E06 606822BX1 2032-07-20 2.309000 0.00 892000.00 780487.09 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 37 353800V2V8PUY9TK3E06 606822DV3 2037-04-21 5.325000 0.00 430000.00 427261.62 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC GLBL NT 5.667%29 353800CI5L6DDAN5XZ33 60687YCP2 2029-05-27 5.667000 0.00 425000.00 436132.73 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL FL NT 30 353800V2V8PUY9TK3E06 606822EE0 2030-07-24 4.503000 0.00 320000.00 319818.81 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 32 353800V2V8PUY9TK3E06 606822EC4 2032-07-23 5.190000 0.00 490000.00 490553.29 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 28 353800CI5L6DDAN5XZ33 60687YAR0 2028-03-05 4.018000 0.00 656000.00 661310.47 Corporate Debt Securities MORGAN STANLEY FR 4.356%102231 IGJSJL3JD5P30I6NJZ34 61748UAM4 2031-10-22 4.356000 0.00 6000.00 5895.23 Corporate Debt Securities MORGAN STANLEY FR 1.928%042832 IGJSJL3JD5P30I6NJZ34 6174468X0 2032-04-28 1.928000 0.00 226000.00 196376.07 Corporate Debt Securities MORGAN STANLEY FR 2.484%091636 IGJSJL3JD5P30I6NJZ34 61747YEF8 2036-09-16 2.484000 0.00 511000.00 444051.34 Corporate Debt Securities MIZUHO FINANCIAL GROUP INC SR GLBL NT 31 353800CI5L6DDAN5XZ33 60687YBL2 2031-09-08 1.979000 0.00 225000.00 201008.48 Corporate Debt Securities PUBLIC SVC ENTERPRISE GROUP SR GLBL NT5.2%29 PUSS41EMO3E6XXNV3U28 744573AY2 2029-04-01 5.200000 0.00 142000.00 145891.27 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAK2 2048-07-24 4.032000 0.00 10525000.00 8067875.60 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 31 8I5DZWZKVSZI1NUHU748 46647PBJ4 2031-03-24 4.493000 0.00 90000.00 90037.83 Corporate Debt Securities IBM INTL CAP PTE LTD GLBL NT 5.25%44 2549007KTXQQBYZO7485 449276AF1 2044-02-05 5.250000 0.00 798000.00 721572.88 Corporate Debt Securities INTEL CORP SR GLBL NT 49 KNX4USFCNGPY45LOCE31 458140BJ8 2049-11-15 3.250000 0.00 6000.00 3707.29 Corporate Debt Securities INTESA SANPAOLO S P A FR 7.8%112853 2W8N8UU78PMDQKZENC08 46115HCF2 2053-11-28 7.800000 0.00 632000.00 745387.12 Corporate Debt Securities MORGAN STANLEY FR 6.375%072442 IGJSJL3JD5P30I6NJZ34 617482V92 2042-07-24 6.375000 0.00 11904000.00 12464435.36 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PCJ3 2029-06-01 2.069000 0.00 137000.00 131145.76 Corporate Debt Securities FLOWERS FOODS INC SR GLBL NT6.2%55 7YNCQQNDK8FBM9BBTK25 343498AE1 2055-03-15 6.200000 0.00 122000.00 101753.15 Corporate Debt Securities FEDEX CORP SR NT 5.1%44 549300E707U7WNPZN687 31428XAW6 2044-01-15 5.100000 0.00 25000.00 22396.42 Corporate Debt Securities MARTIN MARIETTA MATLS INC 3.5%27 5299005MZ4WZECVATV08 573284AT3 2027-12-15 3.500000 0.00 60000.00 59370.13 Corporate Debt Securities ORACLE CORP SR GLBL NT 54 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 2054-09-27 5.375000 0.00 388000.00 288867.51 Corporate Debt Securities ORACLE CORP SR GLBL NT 45 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 2045-09-26 5.875000 0.00 194000.00 162713.49 Corporate Debt Securities PNC FINL SVCS GROUP INC SR GLBL NT 31 CFGNEKW0P8842LEUIA51 693475CD5 2031-05-13 4.899000 0.00 56000.00 56478.49 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP JR SB GLBL CFGNEKW0P8842LEUIA51 693475BD6 2079-12-31 6.000000 0.00 105000.00 106234.45 Corporate Debt Securities ALTRIA GROUP INC SR NT 4.25%42 XSGZFLO9YTNO9VCQV219 02209SAM5 2042-08-09 4.250000 0.00 2385000.00 1948033.55 Corporate Debt Securities ABBVIE INC SR GLBL NT 56 FR5LCKFTG8054YNNRU85 00287YEH8 2056-03-15 5.550000 0.00 506000.00 485219.84 Corporate Debt Securities VITERRA FINANCE B.V. SR GLBL 144A 31 549300QHC068L40NNM71 92852LAB5 2031-04-21 3.200000 0.00 399000.00 357930.49 Corporate Debt Securities TSMC GLOBAL LTD SR GLBL 144A 31 549300N2ZLI21P85T117 872882AK1 2031-04-23 2.250000 0.00 2792000.00 2518453.80 Corporate Debt Securities WELLS FARGO & CO FR 3.35%030233 PBLD0EJDB5FWOLXP3B76 95000U2U6 2033-03-02 3.350000 0.00 11000.00 10177.81 Corporate Debt Securities MARRIOTT INTL INC NEW SR GLBL XX NT 38 225YDZ14ZO8E1TXUSU86 571903BZ5 2038-05-01 5.100000 0.00 22000.00 21179.58 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 36 5493005X2GO78EFZ3E94 70450YAW3 2036-06-01 5.550000 0.00 742000.00 739689.91 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 31 784F5XWPLTWKTBV3E584 38141GD68 2031-10-21 4.743000 0.00 12000000.00 12080947.17 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 31 549300XMP3KDCKJXIU47 571748CB6 2031-11-15 4.850000 0.00 151000.00 151634.03 Corporate Debt Securities MACQUARIE BK LTD LW TIER II 37 4ZHCHI4KYZG2WVRT8631 556079AH4 2037-06-10 5.819000 0.00 2000000.00 1977567.17 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL NT 36 35380028MYWPB6AUO129 86562MEA4 2036-07-08 5.246000 0.00 1197000.00 1181081.83 Corporate Debt Securities MARSH & MCLENNAN COS INC SR GLBL NT 53 549300XMP3KDCKJXIU47 571748BT8 2053-03-15 5.450000 0.00 3433000.00 3193819.08 Corporate Debt Securities MCDONALDS CORP FR 2.625%090129 UE2136O97NLB5BYP9H04 58013MFJ8 2029-09-01 2.625000 0.00 1000.00 954.11 Corporate Debt Securities PACIFICORP 1MT 6%39 SGY07Y7FNYBNLM6Z1M11 695114CL0 2039-01-15 6.000000 0.00 23000.00 23033.27 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 55 1HNPXZSMMB7HMBMVBS46 694308KV8 2055-03-01 6.150000 0.00 1968000.00 1900409.04 Corporate Debt Securities PERNOD RICARD INTL FINANCE LLC SR GLBL 144A 28 5493009254WI1A8WXT48 71427QAA6 2028-04-01 1.250000 0.00 150000.00 142462.00 Corporate Debt Securities PAYPAL HLDGS INC SR GLBL NT 50 5493005X2GO78EFZ3E94 70450YAJ2 2050-06-01 3.250000 0.00 1000000.00 665526.67 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 32 MLU0ZO3ML4LN2LL2TL39 404280CT4 2032-05-24 2.804000 0.00 482000.00 434609.06 Corporate Debt Securities FOUNDRY JV HOLDCO LLC. SR SEC 144A NT39 21380048QROAMGM6EP30 350930AK9 2039-01-25 6.300000 0.00 5387000.00 5535250.24 Corporate Debt Securities FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41 6WQI0GK1PRFVBA061U48 31620MBU9 2041-03-01 3.100000 0.00 10000.00 7187.97 Corporate Debt Securities EVEREST REINS HLDGS INC SR GLBL NT 52 254900P29PM5UJR3VU91 299808AJ4 2052-10-15 3.125000 0.00 2500000.00 1508103.47 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 49 XSGZFLO9YTNO9VCQV219 02209SBF9 2049-02-14 5.950000 0.00 2000.00 1945.36 Corporate Debt Securities AMERICAN ASSETS TRUST L P SR GLBL NT 34 549300V1TI0SMG9Z6U69 02401LAB0 2034-10-01 6.150000 0.00 4548000.00 4623633.24 Corporate Debt Securities ALTRIA GROUP INC SR NT 5.375%44 XSGZFLO9YTNO9VCQV219 02209SAR4 2044-01-31 5.375000 0.00 10000.00 9006.90 Corporate Debt Securities ALTRIA GROUP INC SR GLBL NT 46 XSGZFLO9YTNO9VCQV219 02209SAV5 2046-09-16 3.875000 0.00 372000.00 271772.51 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I PERP L3I9ZG2KFGXZ61BMYR72 064159KJ4 2079-12-31 6.672300 0.00 102000.00 101606.43 Corporate Debt Securities BANK NOVA SCOTIA B C ALT TIER I GLBL L3I9ZG2KFGXZ61BMYR72 06419GEE2 2085-10-27 6.875000 0.00 202000.00 200398.93 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.85%020130 L3I9ZG2KFGXZ61BMYR72 06417XAP6 2030-02-01 4.850000 0.00 304000.00 311524.00 Corporate Debt Securities BANK OF AMER CORP PERP GLBL -OO NT 9DJT3UXIJIZJI4WXO774 06055HAH6 2149-12-31 6.625000 0.00 151000.00 156377.49 Corporate Debt Securities BANK OF AMER CORP FR 2.676%061941 9DJT3UXIJIZJI4WXO774 06051GJE0 2041-06-19 2.676000 0.00 298000.00 211401.80 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 42 213800LBQA1Y9L22JB70 06738EBW4 2042-11-24 3.330000 0.00 3277000.00 2398690.27 Corporate Debt Securities BIOGEN INC SR GLBL NT 51 W8J5WZB5IY3K0NDQT671 09062XAK9 2051-02-15 3.250000 0.00 4173000.00 2681136.27 Corporate Debt Securities BANK OF AMER CORP FR 2.087%061429 9DJT3UXIJIZJI4WXO774 06051GJZ3 2029-06-14 2.087000 0.00 92000.00 87909.19 Corporate Debt Securities BANK OF AMER CORP FR 2.592%042931 9DJT3UXIJIZJI4WXO774 06051GJB6 2031-04-29 2.592000 0.00 9000.00 8326.30 Corporate Debt Securities CITIGROUP INC SR GLBL NT 29 6SHGI4ZSSLCXXQSBB395 17327CAW3 2029-03-04 4.786000 0.00 145000.00 147868.51 Corporate Debt Securities BANK MONTREAL MEDIUM VR 060424-060427 NQQ6HPCNCCU6TUTQYE16 06368L3M6 2027-06-04 4.408000 0.00 219000.00 221271.22 Corporate Debt Securities BANK OF AMER CORP FR 3.483%031352 9DJT3UXIJIZJI4WXO774 06051GJN0 2052-03-13 3.483000 0.00 8990000.00 6204372.08 Corporate Debt Securities BANK OF AMER CORP FR 4.33%031550 9DJT3UXIJIZJI4WXO774 06051GHS1 2050-03-15 4.330000 0.00 946000.00 765188.92 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 32 213800LBQA1Y9L22JB70 06738EDJ1 2032-02-24 4.521000 0.00 1549000.00 1529337.90 Corporate Debt Securities BANK NOVA SCOTIA B C FR 5.13%021431 L3I9ZG2KFGXZ61BMYR72 06418GAQ0 2031-02-14 5.130000 0.00 124000.00 127494.01 Corporate Debt Securities BANK NOVA SCOTIA B C FR 4.932%021429 L3I9ZG2KFGXZ61BMYR72 06418GAP2 2029-02-14 4.932000 0.00 525000.00 538686.22 Corporate Debt Securities Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0372 500000000.00 500000000.00 0.0013 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.660000% ARP1KEHN1 549300QJJX6CVVUXLE15 0001317808 ARP1KEHN1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.000 CLSD0145 S6XOOCT0IEG5ABCC6L87 3132DMES0 2047-08-01 3.000000 0.00 8195.00 1894.06 Agency Mortgage-Backed Securities GNII SF MA9017 M 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 10326.00 6743.00 Agency Mortgage-Backed Securities GNRA 2025-080 FD 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.021400 0.00 49993900.00 27790612.43 Agency Collateralized Mortgage Obligation GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 1024.00 790.63 Agency Mortgage-Backed Securities GNII SF MB0092 M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 1000.00 730.31 Agency Mortgage-Backed Securities GNII SF MA7828 M 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 1000.00 576.85 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 1008.00 606.23 Agency Mortgage-Backed Securities GNRA 2025-172 GF 549300M8ZYFG0OCMTT87 38383BXZ0 2055-10-20 4.621400 0.00 46224329.00 41222817.76 Agency Collateralized Mortgage Obligation GNRA 2025-152 FH 549300M8ZYFG0OCMTT87 38381UPZ9 2055-09-20 4.721400 0.00 100000000.00 84259659.70 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 1500300.00 1416534.21 U.S. Treasuries (including strips) GNRA 2021-175 BF 549300M8ZYFG0OCMTT87 38383CB41 2051-10-20 3.500000 0.00 39053465.00 23996406.00 Agency Collateralized Mortgage Obligation GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 56675478.00 34177154.38 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 69906500.00 67998052.55 U.S. Treasuries (including strips) FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 41037698.00 23467363.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 1220.00 194.00 Agency Mortgage-Backed Securities GNRA 2025-024 FB 549300M8ZYFG0OCMTT87 38385C2D9 2055-02-20 4.771400 0.00 61635600.00 40074588.89 Agency Collateralized Mortgage Obligation GNII AP 787887 M 549300M8ZYFG0OCMTT87 3622ADUL0 2055-01-20 4.000000 0.00 1000.00 599.14 Agency Mortgage-Backed Securities GNRA 2024-171 FA 549300M8ZYFG0OCMTT87 38384XQD8 2054-10-20 4.771400 0.00 80956209.00 54641125.72 Agency Collateralized Mortgage Obligation GNRA 2023-136 FC 549300M8ZYFG0OCMTT87 38384EV77 2053-09-20 4.821400 0.00 50000000.00 11632247.60 Agency Collateralized Mortgage Obligation GNRA 2025-169 FC 549300M8ZYFG0OCMTT87 38385HLF2 2055-10-20 4.621400 0.00 99997500.00 87930285.04 Agency Collateralized Mortgage Obligation GNRA 2022-019 FA 549300M8ZYFG0OCMTT87 38383GMN8 2052-01-20 2.500000 0.00 26297600.00 15480182.66 Agency Collateralized Mortgage Obligation GNRA 2025-022 FA 549300M8ZYFG0OCMTT87 38385CQ27 2055-02-20 4.731400 0.00 99908700.00 70622014.27 Agency Collateralized Mortgage Obligation GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.671400 0.00 28206112.00 23150611.89 Agency Collateralized Mortgage Obligation GNRA 2025-193 FE 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.071400 0.00 39748550.00 31690602.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 82.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 97.22 U.S. Treasuries (including strips) GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.671400 0.00 49853011.00 37832992.60 Agency Collateralized Mortgage Obligation GNRA 2025-100 FJ 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.821400 0.00 23718880.00 21104388.55 Agency Collateralized Mortgage Obligation GNRA 2024-180 FE 549300M8ZYFG0OCMTT87 38384YT84 2054-11-20 4.731400 0.00 5833000.00 2920753.29 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 66189000.00 59113114.32 U.S. Treasuries (including strips) GNRA 2024-126 FW 549300M8ZYFG0OCMTT87 38384U2B4 2054-08-20 4.771400 0.00 100000000.00 51826010.76 Agency Collateralized Mortgage Obligation GNRA 2023-069 FC 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 4.681400 0.00 17071623.00 5647015.19 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 2998500.00 2317075.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 39018000.00 34131344.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 27521000.00 18541772.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 14101800.00 18120642.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 16867200.00 16555072.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 1700.00 1308.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 297200.00 271984.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 100.00 100.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 3999000.00 4001759.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1200.00 755.14 U.S. Treasuries (including strips) FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1063.00 630.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1918 B1V7KEBTPIMZEU4LTD58 3140QMDY7 2051-10-01 3.000000 0.00 1000.00 558.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3663 B1V7KEBTPIMZEU4LTD58 3140J8B93 2047-04-01 3.000000 0.00 65735936.00 11982547.84 Agency Mortgage-Backed Securities GNRA 2024-026 FB 549300M8ZYFG0OCMTT87 38384J6E9 2054-02-20 4.681400 0.00 34085054.00 11383538.05 Agency Collateralized Mortgage Obligation GNRA 2023-020 TF 549300M8ZYFG0OCMTT87 38383VXS2 2053-02-20 4.521400 0.00 50000000.00 21018630.27 Agency Collateralized Mortgage Obligation GNRA 2022-022 TF 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 49997568.00 20126253.50 Agency Collateralized Mortgage Obligation GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.821400 0.00 12875200.00 7448579.08 Agency Collateralized Mortgage Obligation GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 5252960.00 3335346.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3991 B1V7KEBTPIMZEU4LTD58 3140X7NH8 2050-08-01 2.500000 0.00 29750000.00 12664202.06 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 203536000.00 221240845.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 235000.00 192775.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 185200.00 375736.03 U.S. Treasuries (including strips) FNMS 03.000 CLBM5024 B1V7KEBTPIMZEU4LTD58 3140J9SN2 2048-11-01 3.000000 0.00 139847114.00 22164158.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7294 B1V7KEBTPIMZEU4LTD58 3140QFC80 2050-10-01 2.500000 0.00 1008.00 488.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 84210100.00 83079497.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 74937600.00 76601556.70 U.S. Treasuries (including strips) 03.500 FGPC V81932 G S6XOOCT0IEG5ABCC6L87 3132L7ED7 2045-10-01 3.500000 0.00 1207.00 152.64 Agency Mortgage-Backed Securities GNRA 2025-083 KF 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.821400 0.00 58272498.00 50277288.39 Agency Collateralized Mortgage Obligation GNRA 2025-131 FW 549300M8ZYFG0OCMTT87 38381QNY3 2055-08-20 4.721400 0.00 100000000.00 92978106.81 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE 549300M8ZYFG0OCMTT87 38385FYK1 2055-04-20 4.671400 0.00 19890183.00 15105525.79 Agency Collateralized Mortgage Obligation FEPC 06.500 CLRJ2224 S6XOOCT0IEG5ABCC6L87 3142GSPJ1 2054-08-01 6.500000 0.00 34852000.00 22373353.08 Agency Mortgage-Backed Securities GNII SF MA6818 M 549300M8ZYFG0OCMTT87 36179VSF8 2050-08-20 2.000000 0.00 1000.00 398.37 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 3000000.00 2965207.50 U.S. Treasuries (including strips) GNRA 2025-174 YF 549300M8ZYFG0OCMTT87 38383BN65 2055-09-20 4.621400 0.00 85012094.00 79466519.28 Agency Collateralized Mortgage Obligation GNRA 2021-077 FT 549300M8ZYFG0OCMTT87 38382QR51 2051-05-20 3.500000 0.00 49998423.00 26722461.15 Agency Collateralized Mortgage Obligation GNRA 2025-115 FC 549300M8ZYFG0OCMTT87 38381PAL7 2055-07-20 4.721400 0.00 99748370.00 85252849.63 Agency Collateralized Mortgage Obligation GNRA 2025-131 AF 549300M8ZYFG0OCMTT87 38381QNW7 2055-08-20 4.871400 0.00 1000.00 921.51 Agency Collateralized Mortgage Obligation GNRA 2025-117 FA 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.771400 0.00 2494188.00 2010329.96 Agency Collateralized Mortgage Obligation GNRA 2021-214 FA 549300M8ZYFG0OCMTT87 38383FBN2 2051-12-20 2.500000 0.00 541536.00 322217.70 Agency Collateralized Mortgage Obligation GNRA 2025-062 FE 549300M8ZYFG0OCMTT87 38385FPM7 2055-04-20 4.671400 0.00 63256935.00 34752677.36 Agency Collateralized Mortgage Obligation GNRA 2025-196 FN 549300M8ZYFG0OCMTT87 38385JCW1 2055-11-20 5.021400 0.00 149835998.00 117210999.92 Agency Collateralized Mortgage Obligation GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 2045.00 142.47 Agency Mortgage-Backed Securities GNII SF MA4511 M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 1019.00 89.20 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8576 B1V7KEBTPIMZEU4LTD58 3140XCQ68 2050-02-01 3.000000 0.00 3738873.00 1720375.99 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 1000.00 660.72 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2780 B1V7KEBTPIMZEU4LTD58 3140HGCS4 2050-07-01 2.500000 0.00 15340000.00 5091370.97 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1499 S6XOOCT0IEG5ABCC6L87 3132DNUY7 2052-07-01 5.000000 0.00 1000.00 600.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 34421800.00 33115453.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 62762500.00 65701942.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 44234000.00 42920161.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 228601000.00 164804840.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 39478800.00 28950008.30 U.S. Treasuries (including strips) GNRA 2025-188 FB 549300M8ZYFG0OCMTT87 38385JMS9 2055-11-20 5.021400 0.00 100000000.00 78076644.56 Agency Collateralized Mortgage Obligation GNRA 2025-024 FC 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.731400 0.00 50000000.00 40554939.95 Agency Collateralized Mortgage Obligation GNRA 2024-160 YF 549300M8ZYFG0OCMTT87 38384YPU9 2054-09-20 4.821400 0.00 121282752.00 81938415.67 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQM73 2056-03-25 4.516100 0.00 562963.00 491459.65 Agency Collateralized Mortgage Obligation GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 1004.00 652.66 Agency Mortgage-Backed Securities GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 1024.00 697.83 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 134768.00 82813.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6029 B1V7KEBTPIMZEU4LTD58 3140QDVX9 2050-06-01 2.500000 0.00 1000.00 483.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 23002900.00 22630253.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1000.00 713.40 U.S. Treasuries (including strips) GNRA 2025-024 FD 549300M8ZYFG0OCMTT87 38385C2V9 2055-02-20 4.691400 0.00 4212500.00 2772064.02 Agency Collateralized Mortgage Obligation GNRA 2025-060 YF 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.821400 0.00 1415499.00 734773.49 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 295000.00 306517.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 100.04 U.S. Treasuries (including strips) GNII SF MA6039 M 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.500000 0.00 165772288.00 16085936.03 Agency Mortgage-Backed Securities GNII SF MA9849 M 549300M8ZYFG0OCMTT87 36179Y5J9 2054-08-20 4.500000 0.00 1071.00 950.59 Agency Mortgage-Backed Securities FNMS 07.000 CLFA1000 B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 42609408.00 22156187.99 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3956 B1V7KEBTPIMZEU4LTD58 3140W4ME4 2053-03-01 3.000000 0.00 15409584.00 12804578.92 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 10910800.00 10274343.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 4358600.00 3016835.09 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 2500000000.00 2500000000.00 0.0064 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.670000% ARP1KEKM9 VYVVCKR63DVZZN70PB21 0001224385 ARP1KEKM9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 01.500 CTFS0222 B1V7KEBTPIMZEU4LTD58 3140XFG88 2042-01-01 1.500000 0.00 3000000.00 1760975.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4852 B1V7KEBTPIMZEU4LTD58 3140W5MA9 2051-01-01 5.000000 0.00 13886118.00 13201488.33 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5594 B1V7KEBTPIMZEU4LTD58 3140W6GC0 2056-05-01 5.000000 0.00 66193264.00 63726889.42 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4695 B1V7KEBTPIMZEU4LTD58 3140W5GD0 2051-01-01 3.500000 0.00 5688896.00 4977410.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1429 B1V7KEBTPIMZEU4LTD58 3140XGST7 2052-04-01 3.500000 0.00 71128.00 46879.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1157 B1V7KEBTPIMZEU4LTD58 3140XGJB6 2052-03-01 3.500000 0.00 85000.00 44471.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5365 B1V7KEBTPIMZEU4LTD58 3140XL6B9 2050-02-01 3.000000 0.00 3898382.00 2618883.08 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5384 B1V7KEBTPIMZEU4LTD58 3140XL6W3 2051-06-01 2.500000 0.00 402000.00 268431.27 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4439 B1V7KEBTPIMZEU4LTD58 31418D4Z2 2051-10-01 3.000000 0.00 8000.00 4238.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0404 B1V7KEBTPIMZEU4LTD58 3140Y6NW6 2055-05-01 6.000000 0.00 11398868.00 10455125.35 Agency Mortgage-Backed Securities FNMS 06.000 CL924041 B1V7KEBTPIMZEU4LTD58 31412FS61 2037-05-01 6.000000 0.00 12575729.00 77084.30 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2956 B1V7KEBTPIMZEU4LTD58 31418CJA3 2047-04-01 3.000000 0.00 6225000.00 1304710.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3.000000 0.00 112000.00 32350.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6047 B1V7KEBTPIMZEU4LTD58 3140W6WH1 2056-06-01 5.000000 0.00 89118938.00 85758162.26 Agency Mortgage-Backed Securities FNMS 04.500 NPMA0594 B1V7KEBTPIMZEU4LTD58 31417YUU9 2040-10-01 4.500000 0.00 1170937.00 71733.75 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 3000.00 1619.60 Agency Mortgage-Backed Securities FNMS 05.000 CICC1311 B1V7KEBTPIMZEU4LTD58 3140Y7N53 2040-10-01 5.000000 0.00 2733734.00 2283057.53 Agency Mortgage-Backed Securities FNMS 06.000 CL900299 B1V7KEBTPIMZEU4LTD58 31410XGG5 2036-09-01 6.000000 0.00 679788.00 3682.95 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3521 B1V7KEBTPIMZEU4LTD58 31418C4F8 2048-11-01 4.000000 0.00 194990.00 13790.03 Agency Mortgage-Backed Securities FNMS 06.500 CL929203 B1V7KEBTPIMZEU4LTD58 31412MKQ0 2038-03-01 6.500000 0.00 71000.00 758.16 Agency Mortgage-Backed Securities FNMS 04.500 CLMA0790 B1V7KEBTPIMZEU4LTD58 31417Y2Y2 2041-06-01 4.500000 0.00 1685000.00 55451.27 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1040 B1V7KEBTPIMZEU4LTD58 3140Y7EN4 2055-09-01 6.000000 0.00 232944815.00 181039581.18 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2872 B1V7KEBTPIMZEU4LTD58 31418CFN9 2047-01-01 4.500000 0.00 150000.00 18781.53 Agency Mortgage-Backed Securities FNMS 06.000 CL959984 B1V7KEBTPIMZEU4LTD58 31413Y6V8 2037-11-01 6.000000 0.00 516900.00 1490.82 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4076 B1V7KEBTPIMZEU4LTD58 31418DQ62 2035-07-01 3.000000 0.00 550000.00 111837.41 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1259 B1V7KEBTPIMZEU4LTD58 3140Y7MH8 2055-10-01 6.500000 0.00 21132741.00 20244427.20 Agency Mortgage-Backed Securities FNMS 07.000 CL928938 B1V7KEBTPIMZEU4LTD58 31412MBF4 2037-12-01 7.000000 0.00 3698224.00 30347.16 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3637 B1V7KEBTPIMZEU4LTD58 31418DBF8 2049-04-01 3.500000 0.00 45000.00 3076.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0473 B1V7KEBTPIMZEU4LTD58 3140UFQ31 2056-07-01 6.000000 0.00 1361788.00 1416992.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7112 B1V7KEBTPIMZEU4LTD58 3140QS3W9 2053-09-01 5.500000 0.00 699000.00 594119.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8977 B1V7KEBTPIMZEU4LTD58 3140U06P7 2056-01-01 5.500000 0.00 5223011.00 5246768.29 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0168 B1V7KEBTPIMZEU4LTD58 3140UFFJ8 2056-06-01 5.000000 0.00 2118424.00 2081261.90 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3933 B1V7KEBTPIMZEU4LTD58 3140UKLP6 2056-06-01 4.500000 0.00 1105900.00 1050408.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8884 B1V7KEBTPIMZEU4LTD58 3140U02S5 2055-12-01 5.500000 0.00 1657056.00 1662387.20 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9849 B1V7KEBTPIMZEU4LTD58 3140UD5K1 2056-05-01 5.000000 0.00 3800000.00 3719545.86 Agency Mortgage-Backed Securities FNMS 04.500 CICB4994 B1V7KEBTPIMZEU4LTD58 3140QQRQ0 2037-10-01 4.500000 0.00 152000.00 75456.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9212 B1V7KEBTPIMZEU4LTD58 3140U1GW9 2056-03-01 5.000000 0.00 4736721.00 4609621.15 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1162 B1V7KEBTPIMZEU4LTD58 3140X4JG2 2032-07-01 2.500000 0.00 10195889.00 1423701.01 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4049 B1V7KEBTPIMZEU4LTD58 3140XKQB9 2036-09-01 2.500000 0.00 6000.00 3117.97 Agency Mortgage-Backed Securities FNMS 06.000 CIDG4465 B1V7KEBTPIMZEU4LTD58 3140U76B3 2041-03-01 6.000000 0.00 1235046.00 1248472.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3108 B1V7KEBTPIMZEU4LTD58 3140UJN28 2056-07-01 5.500000 0.00 1067788.00 1083413.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6755 B1V7KEBTPIMZEU4LTD58 3140QSQH7 2053-07-01 6.000000 0.00 67000.00 43947.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8769 B1V7KEBTPIMZEU4LTD58 3140U0W78 2056-01-01 5.000000 0.00 1875354.00 1832646.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5816 B1V7KEBTPIMZEU4LTD58 3140UMPA1 2056-07-01 5.500000 0.00 1837704.00 1856625.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8521 B1V7KEBTPIMZEU4LTD58 3140QUPF7 2054-05-01 5.000000 0.00 44121922.00 35524525.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1026 B1V7KEBTPIMZEU4LTD58 3140UGD82 2056-05-01 5.000000 0.00 9532929.00 9291862.90 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2236 B1V7KEBTPIMZEU4LTD58 3140UHPW4 2056-06-01 6.000000 0.00 1570180.00 1612405.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9748 B1V7KEBTPIMZEU4LTD58 3140UDZN2 2056-05-01 5.000000 0.00 1032879.00 1007720.85 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4661 B1V7KEBTPIMZEU4LTD58 3140QQFB6 2052-09-01 3.500000 0.00 135000.00 91600.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBU1506 B1V7KEBTPIMZEU4LTD58 3140M2U83 2051-10-01 3.500000 0.00 257242.00 154486.29 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7744 B1V7KEBTPIMZEU4LTD58 3140L6TA2 2051-04-01 2.000000 0.00 100000.00 46576.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9763 B1V7KEBTPIMZEU4LTD58 3140NEZ57 2053-04-01 5.500000 0.00 3870000.00 2616693.56 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 4.000000 0.00 25000.00 21189.98 Agency Mortgage-Backed Securities FNMS 04.500 CNMA5653 B1V7KEBTPIMZEU4LTD58 31418FH75 2035-02-01 4.500000 0.00 2292700.00 1463142.98 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.500000 0.00 274000.00 169550.41 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5945 B1V7KEBTPIMZEU4LTD58 31418FTB3 2056-01-01 5.500000 0.00 5536288.00 5166952.30 Agency Mortgage-Backed Securities FNMS 02.500 CKMA4057 B1V7KEBTPIMZEU4LTD58 31418DQK1 2050-06-01 2.500000 0.00 1000000.00 198232.43 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5295 B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6.000000 0.00 27572.00 15090.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6918 B1V7KEBTPIMZEU4LTD58 3140QSVL2 2053-08-01 6.000000 0.00 28556353.00 18673323.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3126 B1V7KEBTPIMZEU4LTD58 3140U6PL2 2056-03-01 5.500000 0.00 1307724.00 1250341.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2461 B1V7KEBTPIMZEU4LTD58 3140U5WX0 2056-07-01 5.000000 0.00 5050649.00 4975847.21 Agency Mortgage-Backed Securities FNMS 05.000 CIDG2464 B1V7KEBTPIMZEU4LTD58 3140U5W28 2041-07-01 5.000000 0.00 9267024.00 9296341.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2442 B1V7KEBTPIMZEU4LTD58 3140U5WC6 2056-07-01 5.000000 0.00 5949544.00 5825410.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8315 B1V7KEBTPIMZEU4LTD58 3140QUGZ3 2054-04-01 5.000000 0.00 50000000.00 37712413.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7496 B1V7KEBTPIMZEU4LTD58 3140QTKJ7 2053-11-01 6.000000 0.00 34841473.00 25015488.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0246 B1V7KEBTPIMZEU4LTD58 3140U3HY0 2056-04-01 5.000000 0.00 1445864.00 1403845.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8930 B1V7KEBTPIMZEU4LTD58 3140U04Q7 2056-01-01 5.500000 0.00 1314536.00 1321375.43 Agency Mortgage-Backed Securities FNMS 04.500 CLDF8619 B1V7KEBTPIMZEU4LTD58 3140U0SH1 2056-01-01 4.500000 0.00 9553348.00 9001619.64 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1261 B1V7KEBTPIMZEU4LTD58 3140QLMK9 2051-08-01 2.000000 0.00 236000.00 131853.47 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6417 B1V7KEBTPIMZEU4LTD58 3140QEDX7 2050-07-01 3.000000 0.00 2110000.00 812604.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7801 B1V7KEBTPIMZEU4LTD58 3140QTU31 2054-01-01 6.500000 0.00 39977461.00 24333985.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6062 B1V7KEBTPIMZEU4LTD58 3140QRWY5 2053-04-01 5.000000 0.00 12400000.00 8096901.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1934 B1V7KEBTPIMZEU4LTD58 3140W2EG2 2053-09-01 3.000000 0.00 1180000.00 938548.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2747 B1V7KEBTPIMZEU4LTD58 3140X6BR1 2048-11-01 3.500000 0.00 2650000.00 443232.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1118 B1V7KEBTPIMZEU4LTD58 3140XGG45 2052-03-01 3.500000 0.00 400000.00 234772.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1364 B1V7KEBTPIMZEU4LTD58 3140W1QS5 2055-04-01 4.500000 0.00 1230000.00 1096213.85 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6089 B1V7KEBTPIMZEU4LTD58 3140X9XT7 2036-02-01 2.000000 0.00 66847301.00 23917302.66 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6099 B1V7KEBTPIMZEU4LTD58 3140X9X59 2051-02-01 2.000000 0.00 21000.00 11035.58 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8521 B1V7KEBTPIMZEU4LTD58 3140XCPF9 2036-09-01 2.000000 0.00 6000.00 2979.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5290 B1V7KEBTPIMZEU4LTD58 3140X82Y2 2050-03-01 3.000000 0.00 312655.00 121044.77 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1549 B1V7KEBTPIMZEU4LTD58 3140X4WK8 2048-09-01 4.000000 0.00 803000.00 114737.21 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0363 B1V7KEBTPIMZEU4LTD58 3140W0MM4 2054-11-01 6.000000 0.00 940000.00 815493.38 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1733 B1V7KEBTPIMZEU4LTD58 3140W14T7 2055-05-01 5.500000 0.00 99607590.00 74924772.07 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6136 B1V7KEBTPIMZEU4LTD58 3140W6ZA3 2055-10-01 6.000000 0.00 48223490.00 48825698.83 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5642 B1V7KEBTPIMZEU4LTD58 3140UMHU6 2056-07-01 5.000000 0.00 1143755.00 1119989.68 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0507 B1V7KEBTPIMZEU4LTD58 3140W0R56 2055-01-01 6.000000 0.00 16422000.00 9515976.77 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1258 B1V7KEBTPIMZEU4LTD58 3140X4MG8 2049-07-01 4.000000 0.00 12000.00 2465.66 Agency Mortgage-Backed Securities FNMS 04.500 CLFA6498 B1V7KEBTPIMZEU4LTD58 3140W7GG9 2056-02-01 4.500000 0.00 16014933.00 15367609.41 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6310 B1V7KEBTPIMZEU4LTD58 3140W7AL4 2056-05-01 6.500000 0.00 238346599.00 249999999.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1772 B1V7KEBTPIMZEU4LTD58 3140W16J7 2052-09-01 3.500000 0.00 728998.00 592900.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5425 B1V7KEBTPIMZEU4LTD58 3140X9A39 2049-06-01 3.500000 0.00 130000.00 32731.85 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3388 B1V7KEBTPIMZEU4LTD58 31418CXS8 2038-06-01 3.500000 0.00 4200000.00 461808.09 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1546 B1V7KEBTPIMZEU4LTD58 31418AWG9 2043-08-01 3.500000 0.00 400000.00 61102.13 Agency Mortgage-Backed Securities FNMS 06.000 CL968520 B1V7KEBTPIMZEU4LTD58 31414KPD6 2038-01-01 6.000000 0.00 340000.00 857.44 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2386 B1V7KEBTPIMZEU4LTD58 3140XHUL9 2051-08-01 2.000000 0.00 82000.00 44370.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3339 B1V7KEBTPIMZEU4LTD58 3140XJV91 2052-06-01 3.500000 0.00 1198000.00 782586.33 Agency Mortgage-Backed Securities FNMS 05.000 CL931039 B1V7KEBTPIMZEU4LTD58 31412PLU3 2039-04-01 5.000000 0.00 485628.00 26234.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7031 B1V7KEBTPIMZEU4LTD58 3140XNY57 2054-02-01 6.000000 0.00 4092000.00 2722587.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5284 B1V7KEBTPIMZEU4LTD58 3140XL2S6 2050-09-01 3.500000 0.00 900000.00 594991.96 Agency Mortgage-Backed Securities FNMS 05.000 CLAC3318 B1V7KEBTPIMZEU4LTD58 31417MVL4 2039-10-01 5.000000 0.00 333000.00 21692.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2463 B1V7KEBTPIMZEU4LTD58 3140XHWZ6 2052-02-01 3.000000 0.00 3961000.00 2516803.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4570 B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5.000000 0.00 1600000.00 950317.34 Agency Mortgage-Backed Securities FNMS 05.000 CLAB2780 B1V7KEBTPIMZEU4LTD58 31416YCS5 2041-04-01 5.000000 0.00 1990000.00 100945.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5555 B1V7KEBTPIMZEU4LTD58 3140XME51 2052-07-01 3.500000 0.00 112000.00 79507.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8344 B1V7KEBTPIMZEU4LTD58 3140XQHW0 2049-06-01 4.000000 0.00 101637.00 77532.36 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2914 B1V7KEBTPIMZEU4LTD58 31418CGY4 2037-02-01 4.000000 0.00 6500000.00 721100.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 B1V7KEBTPIMZEU4LTD58 3140XMBW5 2052-06-01 3.500000 0.00 33000.00 22726.53 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0675 B1V7KEBTPIMZEU4LTD58 3140XFXD8 2052-02-01 3.000000 0.00 1000.00 583.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3159 B1V7KEBTPIMZEU4LTD58 3140XJQM8 2052-10-01 4.500000 0.00 3097100.00 2190818.16 Agency Mortgage-Backed Securities FNMS 02.000 CTFS6129 B1V7KEBTPIMZEU4LTD58 3140XMY34 2042-06-01 2.000000 0.00 100000.00 68299.14 Agency Mortgage-Backed Securities FNMS 05.500 CL890365 B1V7KEBTPIMZEU4LTD58 31410LFE7 2041-07-01 5.500000 0.00 565749.00 7435.83 Agency Mortgage-Backed Securities FNMS 03.000 CIMA6057 B1V7KEBTPIMZEU4LTD58 31418FWT0 2041-05-01 3.000000 0.00 3430732.00 3161706.14 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1119 B1V7KEBTPIMZEU4LTD58 31418AG51 2042-07-01 4.000000 0.00 600000.00 44460.90 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3590 B1V7KEBTPIMZEU4LTD58 31418C7C2 2039-02-01 4.000000 0.00 6225000.00 563110.24 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5014 B1V7KEBTPIMZEU4LTD58 31418ESC5 2038-05-01 5.000000 0.00 51000.00 23794.49 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2776 B1V7KEBTPIMZEU4LTD58 31418CCN2 2026-10-01 2.500000 0.00 115873136.00 220902.24 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5.000000 0.00 1171000.00 882341.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 14632000.00 8170073.12 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 5083385.00 4768642.36 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0972 B1V7KEBTPIMZEU4LTD58 31419BCJ2 2041-02-01 5.000000 0.00 544000.00 20960.10 Agency Mortgage-Backed Securities FNMS 03.500 CLMA6115 B1V7KEBTPIMZEU4LTD58 31418FYM3 2056-07-01 3.500000 0.00 70718204.00 63193402.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8796 B1V7KEBTPIMZEU4LTD58 3138WJX29 2047-02-01 3.000000 0.00 400000.00 59775.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6101 B1V7KEBTPIMZEU4LTD58 3138YKX73 2045-06-01 3.500000 0.00 1140000.00 206994.84 Agency Mortgage-Backed Securities FNMS 03.500 CIAS9519 B1V7KEBTPIMZEU4LTD58 3138WKSH9 2032-04-01 3.500000 0.00 20000000.00 1427996.41 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 31374CQC3 2044-09-01 5.500000 0.00 36000.00 2950.50 Agency Mortgage-Backed Securities FNMS 06.500 CL255296 B1V7KEBTPIMZEU4LTD58 31371LRR2 2034-05-01 6.500000 0.00 53000.00 628.48 Agency Mortgage-Backed Securities FNMS 06.000 CT257252 B1V7KEBTPIMZEU4LTD58 31371NWM3 2028-06-01 6.000000 0.00 500000.00 1024.46 Agency Mortgage-Backed Securities FNMS 03.500 CIAX9215 B1V7KEBTPIMZEU4LTD58 3138YBGZ0 2029-12-01 3.500000 0.00 249905.00 10698.30 Agency Mortgage-Backed Securities FNMS 07.000 CL485289 B1V7KEBTPIMZEU4LTD58 31382LC20 2029-03-01 7.000000 0.00 213534.00 1031.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ4537 B1V7KEBTPIMZEU4LTD58 3138AWBF9 2041-11-01 3.500000 0.00 68926.00 4589.47 Agency Mortgage-Backed Securities FNMS 07.000 CL735215 B1V7KEBTPIMZEU4LTD58 31402QYL9 2034-10-01 7.000000 0.00 123001.00 892.68 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0677 B1V7KEBTPIMZEU4LTD58 3138EGXF6 2041-07-01 5.000000 0.00 1084811.00 63700.03 Agency Mortgage-Backed Securities FNMS 07.000 CL609142 B1V7KEBTPIMZEU4LTD58 31388MWB0 2031-03-01 7.000000 0.00 3051400.00 15188.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1566 B1V7KEBTPIMZEU4LTD58 3140MSW43 2052-06-01 4.000000 0.00 2166683.00 967366.06 Agency Mortgage-Backed Securities FNMS 04.500 CIBV6012 B1V7KEBTPIMZEU4LTD58 3140MKVE9 2040-07-01 4.500000 0.00 816867.00 766584.93 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4863 B1V7KEBTPIMZEU4LTD58 3140J9MM0 2033-09-01 3.500000 0.00 55881577.00 7922631.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7327 B1V7KEBTPIMZEU4LTD58 3140N0D93 2052-08-01 4.500000 0.00 112279.00 85124.61 Agency Mortgage-Backed Securities FNMS 02.500 CIBP6512 B1V7KEBTPIMZEU4LTD58 3140KEGW2 2035-07-01 2.500000 0.00 12000000.00 3645207.04 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6623 B1V7KEBTPIMZEU4LTD58 3140JBLD6 2050-10-01 2.500000 0.00 100000.00 65526.87 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2426 B1V7KEBTPIMZEU4LTD58 3140L0VU8 2051-01-01 2.000000 0.00 3000000.00 1525820.74 Agency Mortgage-Backed Securities FNMS 05.000 CIDE7535 B1V7KEBTPIMZEU4LTD58 3140BLLR1 2040-09-01 5.000000 0.00 1147213.00 1036586.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7536 B1V7KEBTPIMZEU4LTD58 3140BYLS1 2056-01-01 5.500000 0.00 1024709.00 956880.99 Agency Mortgage-Backed Securities FNMS 04.500 CLDE4733 B1V7KEBTPIMZEU4LTD58 3140BHHK0 2055-07-01 4.500000 0.00 1782500.00 1588827.83 Agency Mortgage-Backed Securities FNMS 05.500 CL779185 B1V7KEBTPIMZEU4LTD58 31404UUJ7 2034-06-01 5.500000 0.00 1260774.00 1735.80 Agency Mortgage-Backed Securities FNMS 06.000 CIDE7837 B1V7KEBTPIMZEU4LTD58 3140BLV74 2040-08-01 6.000000 0.00 1267937.00 1027263.06 Agency Mortgage-Backed Securities FNMS 05.000 CL781606 B1V7KEBTPIMZEU4LTD58 31404XKT0 2034-10-01 5.000000 0.00 1025000.00 8376.39 Agency Mortgage-Backed Securities FNMS 04.000 CIAL9421 B1V7KEBTPIMZEU4LTD58 3138ERPF1 2031-03-01 4.000000 0.00 882075.00 9062.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6007 B1V7KEBTPIMZEU4LTD58 3140BJU96 2055-08-01 5.500000 0.00 9784320.00 9265877.57 Agency Mortgage-Backed Securities FNMS 05.000 CLAS2523 B1V7KEBTPIMZEU4LTD58 3138WBYV1 2044-05-01 5.000000 0.00 62578.00 3839.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4123 B1V7KEBTPIMZEU4LTD58 3140BUSM5 2055-11-01 5.000000 0.00 8160000.00 7891932.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6640 B1V7KEBTPIMZEU4LTD58 3138WGLW2 2046-02-01 3.500000 0.00 230000.00 37804.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3358 B1V7KEBTPIMZEU4LTD58 3140BTWU5 2055-10-01 5.000000 0.00 578000.00 520297.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAP7488 B1V7KEBTPIMZEU4LTD58 3138MBKA3 2042-09-01 3.500000 0.00 24000.00 3082.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAU4292 B1V7KEBTPIMZEU4LTD58 3138X3XW7 2043-09-01 4.000000 0.00 115000.00 6362.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6008 B1V7KEBTPIMZEU4LTD58 3140BWVA3 2055-12-01 5.500000 0.00 1083627.00 1087745.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ3751 B1V7KEBTPIMZEU4LTD58 3138MKEZ5 2042-11-01 3.000000 0.00 75698.00 7902.12 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9578 B1V7KEBTPIMZEU4LTD58 3138ERUC2 2045-06-01 4.000000 0.00 39000.00 5258.70 Agency Mortgage-Backed Securities FNMS 04.500 CLAO0186 B1V7KEBTPIMZEU4LTD58 3138LQF41 2042-04-01 4.500000 0.00 527497.00 38343.69 Agency Mortgage-Backed Securities FNMS 05.500 CL796185 B1V7KEBTPIMZEU4LTD58 31405QRE0 2034-11-01 5.500000 0.00 470000.00 2766.82 Agency Mortgage-Backed Securities FNMS 03.000 CJAL5711 B1V7KEBTPIMZEU4LTD58 3138ENKZ1 2029-09-01 3.000000 0.00 4400000.00 90079.26 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9867 B1V7KEBTPIMZEU4LTD58 3138ER6D7 2032-02-01 3.000000 0.00 8000.00 815.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9918 B1V7KEBTPIMZEU4LTD58 3138ESAU2 2047-02-01 3.500000 0.00 8075000.00 1756723.63 Agency Mortgage-Backed Securities FNMS 05.000 CL254982 B1V7KEBTPIMZEU4LTD58 31371LFX2 2033-11-01 5.000000 0.00 1000000.00 8711.59 Agency Mortgage-Backed Securities FNMS 07.000 CLDE8008 B1V7KEBTPIMZEU4LTD58 3140BL3S9 2055-09-01 7.000000 0.00 12252000.00 9425944.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBH3111 B1V7KEBTPIMZEU4LTD58 3140GRN59 2047-06-01 3.500000 0.00 1220000.00 115321.58 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1494 B1V7KEBTPIMZEU4LTD58 3140J5UU1 2032-01-01 3.500000 0.00 10000000.00 1044624.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3834 B1V7KEBTPIMZEU4LTD58 3140BGHL0 2055-11-01 6.000000 0.00 1381274.00 1407270.90 Agency Mortgage-Backed Securities FNMS 05.000 CL725232 B1V7KEBTPIMZEU4LTD58 31402CVZ2 2034-03-01 5.000000 0.00 290000.00 2059.35 Agency Mortgage-Backed Securities FNMS 06.000 CL725704 B1V7KEBTPIMZEU4LTD58 31402DGM6 2034-08-01 6.000000 0.00 321000.00 1784.97 Agency Mortgage-Backed Securities FNMS 05.000 CIDE6889 B1V7KEBTPIMZEU4LTD58 3140BKUP7 2040-11-01 5.000000 0.00 1987101.00 1923468.45 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0334 B1V7KEBTPIMZEU4LTD58 3140FXLQ3 2059-01-01 3.500000 0.00 2900000.00 864197.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 34804.00 10463.75 Agency Mortgage-Backed Securities FNMS 02.500 CJBJ6649 B1V7KEBTPIMZEU4LTD58 3140H8L78 2032-11-01 2.500000 0.00 2230591.00 195644.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5162 B1V7KEBTPIMZEU4LTD58 3140H6WY1 2048-04-01 4.000000 0.00 6386485.00 1940341.88 Agency Mortgage-Backed Securities FNMS 02.500 CIBW0208 B1V7KEBTPIMZEU4LTD58 3140MRGS0 2037-05-01 2.500000 0.00 519816.00 287828.09 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6921 B1V7KEBTPIMZEU4LTD58 3140NPVP2 2053-09-01 6.500000 0.00 301398.00 304046.13 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4166 B1V7KEBTPIMZEU4LTD58 3140QBTY4 2049-09-01 3.500000 0.00 64060000.00 18999877.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0853 B1V7KEBTPIMZEU4LTD58 3140Q75P8 2047-12-01 3.500000 0.00 8000.00 1912.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3325 B1V7KEBTPIMZEU4LTD58 3140AQVT6 2054-09-01 5.000000 0.00 2037953.00 1934541.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8486 B1V7KEBTPIMZEU4LTD58 3140AWNC9 2054-12-01 6.000000 0.00 100000.00 78904.83 Agency Mortgage-Backed Securities FNMS 04.000 CIDF2745 B1V7KEBTPIMZEU4LTD58 3140BTBP9 2041-02-01 4.000000 0.00 4506593.00 4256825.29 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.500000 0.00 147883.00 740.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1116 B1V7KEBTPIMZEU4LTD58 3140ANG29 2054-09-01 6.000000 0.00 2720932.00 2014105.18 Agency Mortgage-Backed Securities FNMS 03.500 CIAU6685 B1V7KEBTPIMZEU4LTD58 3138X6NB7 2028-09-01 3.500000 0.00 2620365.00 73019.15 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3576 B1V7KEBTPIMZEU4LTD58 3140BT6N0 2055-11-01 4.500000 0.00 33682.00 31726.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9546 B1V7KEBTPIMZEU4LTD58 3138ERTC4 2046-11-01 3.500000 0.00 200000.00 27193.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0208 B1V7KEBTPIMZEU4LTD58 3138W9GS3 2043-08-01 3.500000 0.00 70000000.00 10820631.57 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1514 B1V7KEBTPIMZEU4LTD58 3140AAVG9 2054-04-01 6.500000 0.00 100000.00 81861.23 Agency Mortgage-Backed Securities FNMS 05.000 CL725238 B1V7KEBTPIMZEU4LTD58 31402CV74 2034-03-01 5.000000 0.00 165000.00 1200.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6001 B1V7KEBTPIMZEU4LTD58 3140BWU30 2055-11-01 5.500000 0.00 1347529.00 1346670.37 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5677 B1V7KEBTPIMZEU4LTD58 3140BWJX7 2055-12-01 5.500000 0.00 6320141.00 5540477.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6342 B1V7KEBTPIMZEU4LTD58 3140BXBL9 2055-12-01 5.000000 0.00 1958349.00 1885825.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDB7820 B1V7KEBTPIMZEU4LTD58 3140AHVN9 2054-08-01 5.000000 0.00 2337835.00 2053942.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4357 B1V7KEBTPIMZEU4LTD58 3140BUZX3 2055-10-01 6.000000 0.00 200000.00 133750.43 Agency Mortgage-Backed Securities FNMS 05.000 CIDF0941 B1V7KEBTPIMZEU4LTD58 3140BRBK4 2040-10-01 5.000000 0.00 1010573.00 815394.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4814 B1V7KEBTPIMZEU4LTD58 3138YWK48 2045-07-01 3.500000 0.00 1150000.00 218023.21 Agency Mortgage-Backed Securities FNMS 05.500 CIDF6522 B1V7KEBTPIMZEU4LTD58 3140BXG83 2040-12-01 5.500000 0.00 1210625.00 1165985.74 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5764 B1V7KEBTPIMZEU4LTD58 3140A6MN3 2053-12-01 7.500000 0.00 448679.00 171973.11 Agency Mortgage-Backed Securities FNMS 03.500 CRAT2032 B1V7KEBTPIMZEU4LTD58 3138WPHJ6 2043-04-01 3.500000 0.00 56663.00 6959.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7328 B1V7KEBTPIMZEU4LTD58 3140BYEA8 2056-07-01 5.000000 0.00 2234819.00 2182302.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5883 B1V7KEBTPIMZEU4LTD58 3140BWRD2 2055-12-01 5.500000 0.00 3341224.00 3172094.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDA0845 B1V7KEBTPIMZEU4LTD58 3140A05F2 2053-10-01 5.000000 0.00 125000.00 115366.82 Agency Mortgage-Backed Securities FNMS 05.000 ZT310122 B1V7KEBTPIMZEU4LTD58 31374CPF7 2028-06-01 5.000000 0.00 203607.00 1904.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ8634 B1V7KEBTPIMZEU4LTD58 3138MQSY0 2042-12-01 3.000000 0.00 143905.00 20937.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5097 B1V7KEBTPIMZEU4LTD58 3138EMUX7 2043-09-01 4.500000 0.00 1375000.00 102589.26 Agency Mortgage-Backed Securities FNMS 07.000 CL602615 B1V7KEBTPIMZEU4LTD58 31388EN85 2031-10-01 7.000000 0.00 460003.00 23703.12 Agency Mortgage-Backed Securities FNMS 06.500 CL745151 B1V7KEBTPIMZEU4LTD58 31403CZQ7 2035-10-01 6.500000 0.00 460000.00 4660.80 Agency Mortgage-Backed Securities FNMS 05.000 CL745336 B1V7KEBTPIMZEU4LTD58 31403DBD0 2036-03-01 5.000000 0.00 4500000.00 35649.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9372 B1V7KEBTPIMZEU4LTD58 3140UDMW6 2056-03-01 5.000000 0.00 1705847.00 1658725.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5689 B1V7KEBTPIMZEU4LTD58 3140U9KB3 2056-04-01 5.500000 0.00 1020694.00 1021726.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8715 B1V7KEBTPIMZEU4LTD58 3140U0VH7 2055-12-01 5.500000 0.00 2626713.00 2463264.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2673 B1V7KEBTPIMZEU4LTD58 3140U56K7 2056-01-01 5.000000 0.00 1917237.00 1866903.28 Agency Mortgage-Backed Securities FNMS 03.500 CTCB3386 B1V7KEBTPIMZEU4LTD58 3140QNXQ0 2042-04-01 3.500000 0.00 100000.00 56935.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9153 B1V7KEBTPIMZEU4LTD58 3140QVE34 2054-09-01 6.000000 0.00 50000.00 41351.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8527 B1V7KEBTPIMZEU4LTD58 3140QUPM2 2054-05-01 5.000000 0.00 14409922.00 10144192.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDG7176 B1V7KEBTPIMZEU4LTD58 3140UA6N0 2056-05-01 6.000000 0.00 1227108.00 1267425.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9269 B1V7KEBTPIMZEU4LTD58 3140UDJP5 2056-06-01 6.500000 0.00 1054987.00 1111254.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3040 B1V7KEBTPIMZEU4LTD58 3140QNLW0 2052-03-01 2.000000 0.00 5958110.00 3910770.71 Agency Mortgage-Backed Securities FNMS 06.000 CLDG3056 B1V7KEBTPIMZEU4LTD58 3140U6ME1 2056-03-01 6.000000 0.00 1864069.00 1830271.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6630 B1V7KEBTPIMZEU4LTD58 3140UALL7 2056-05-01 5.500000 0.00 8845835.00 8906218.70 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4709 B1V7KEBTPIMZEU4LTD58 3140U8GT1 2056-05-01 5.000000 0.00 8175503.00 7990787.78 Agency Mortgage-Backed Securities FNMS 04.500 CIDF9424 B1V7KEBTPIMZEU4LTD58 3140U1PJ8 2041-01-01 4.500000 0.00 1022637.00 948163.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1630 B1V7KEBTPIMZEU4LTD58 3140QLY42 2051-09-01 2.500000 0.00 95000.00 52425.98 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0541 B1V7KEBTPIMZEU4LTD58 3140Q7S73 2047-10-01 3.500000 0.00 500000.00 159337.52 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0108 B1V7KEBTPIMZEU4LTD58 3140Q7DN4 2047-08-01 3.500000 0.00 130000.00 33444.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4151 B1V7KEBTPIMZEU4LTD58 3140MHTH2 2052-03-01 3.000000 0.00 27272956.00 15824831.85 Agency Mortgage-Backed Securities FNMS 05.000 CNBW2861 B1V7KEBTPIMZEU4LTD58 3140MUFB1 2036-04-01 5.000000 0.00 5155589.00 4915212.20 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8809 B1V7KEBTPIMZEU4LTD58 3140MNYF7 2052-05-01 3.000000 0.00 62000.00 44819.14 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 B1V7KEBTPIMZEU4LTD58 3140M2FC1 2051-10-01 2.500000 0.00 57355.00 33490.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1687 B1V7KEBTPIMZEU4LTD58 3140ME2V7 2055-05-01 6.000000 0.00 2710213.00 2629888.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7255 B1V7KEBTPIMZEU4LTD58 3140MMBZ0 2052-06-01 3.500000 0.00 37907.00 28424.82 Agency Mortgage-Backed Securities FNMS 04.000 CIAJ2889 B1V7KEBTPIMZEU4LTD58 3138AUF77 2026-09-01 4.000000 0.00 4505472.00 9800.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8634 B1V7KEBTPIMZEU4LTD58 3140U0SY4 2056-01-01 5.500000 0.00 1641894.00 1642642.68 Agency Mortgage-Backed Securities FNMS 04.500 CIDG5152 B1V7KEBTPIMZEU4LTD58 3140U8WN6 2041-03-01 4.500000 0.00 1121482.00 1090093.10 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6019 B1V7KEBTPIMZEU4LTD58 3140U9VM7 2056-04-01 6.000000 0.00 4291510.00 4383420.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0255 B1V7KEBTPIMZEU4LTD58 3140UFH98 2056-06-01 6.000000 0.00 1263439.00 1297293.73 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3943 B1V7KEBTPIMZEU4LTD58 3140W4LZ8 2055-12-01 5.000000 0.00 31988873.00 30025947.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 B1V7KEBTPIMZEU4LTD58 3140XJT94 2052-04-01 3.000000 0.00 301000.00 198634.44 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2491 B1V7KEBTPIMZEU4LTD58 3140W2XV8 2049-09-01 3.000000 0.00 30000.00 24203.55 Agency Mortgage-Backed Securities FNMS 04.000 CLFA0771 B1V7KEBTPIMZEU4LTD58 3140W02D6 2050-07-01 4.000000 0.00 5535000.00 4412408.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0983 B1V7KEBTPIMZEU4LTD58 3140XGCV9 2052-04-01 3.000000 0.00 30000.00 20026.13 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3204 B1V7KEBTPIMZEU4LTD58 3140XJR21 2050-12-01 4.000000 0.00 500000.00 306978.21 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3921 B1V7KEBTPIMZEU4LTD58 3140W4LB1 2055-10-01 6.500000 0.00 21765703.00 18689111.36 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 B1V7KEBTPIMZEU4LTD58 3140XKCY4 2053-01-01 5.000000 0.00 2000.00 1412.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3796 B1V7KEBTPIMZEU4LTD58 3140W4GE1 2055-04-01 6.000000 0.00 20654744.00 19597340.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4000 B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6.000000 0.00 600000.00 360672.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2841 B1V7KEBTPIMZEU4LTD58 3140XJEP4 2052-09-01 4.000000 0.00 12884644.00 8999290.83 Agency Mortgage-Backed Securities FNMS 06.500 CIFA4771 B1V7KEBTPIMZEU4LTD58 3140W5JR6 2039-04-01 6.500000 0.00 39108447.00 35217778.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9086 B1V7KEBTPIMZEU4LTD58 3140XRCY9 2050-07-01 3.000000 0.00 14961000.00 11225566.07 Agency Mortgage-Backed Securities FNMS 06.500 CL888890 B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.500000 0.00 1176495.00 7179.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8463 B1V7KEBTPIMZEU4LTD58 3140XQMM6 2054-06-01 6.000000 0.00 1875000.00 1435020.39 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3334 B1V7KEBTPIMZEU4LTD58 31418CV43 2048-04-01 4.500000 0.00 87336.00 8816.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9348 B1V7KEBTPIMZEU4LTD58 3140XRL60 2054-10-01 5.500000 0.00 139000.00 113589.74 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1155 B1V7KEBTPIMZEU4LTD58 3140X4H90 2032-06-01 2.500000 0.00 155000.00 22878.61 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4701 B1V7KEBTPIMZEU4LTD58 3140W5GK4 2053-11-01 5.000000 0.00 131354581.00 122098048.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8682 B1V7KEBTPIMZEU4LTD58 3140XCUG1 2051-08-01 3.000000 0.00 50000.00 28836.28 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6107 B1V7KEBTPIMZEU4LTD58 3140XMYD2 2053-11-01 5.500000 0.00 20000.00 15596.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9439 B1V7KEBTPIMZEU4LTD58 3140XRPZ2 2054-11-01 3.500000 0.00 749838.00 593469.90 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7926 B1V7KEBTPIMZEU4LTD58 3140XPYY9 2054-05-01 6.500000 0.00 3622500.00 2398927.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8087 B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.500000 0.00 1700000.00 1348942.94 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0349 B1V7KEBTPIMZEU4LTD58 31419AL70 2040-04-01 6.000000 0.00 285000.00 3817.26 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.500000 0.00 6293000.00 4367988.87 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3466 B1V7KEBTPIMZEU4LTD58 31418CZ80 2048-09-01 3.500000 0.00 97000.00 8269.23 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6060 B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.500000 0.00 8880903.00 8439732.62 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4648 B1V7KEBTPIMZEU4LTD58 3140QCEW2 2048-04-01 3.000000 0.00 25000.00 3494.83 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6089 B1V7KEBTPIMZEU4LTD58 3140QRXT5 2053-04-01 6.000000 0.00 1005719.00 707790.66 Agency Mortgage-Backed Securities FNMS 03.500 CICB3393 B1V7KEBTPIMZEU4LTD58 3140QNXX5 2037-04-01 3.500000 0.00 7000.00 3524.78 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.500000 0.00 202300.00 147704.59 Agency Mortgage-Backed Securities FNMS 02.500 CICB2979 B1V7KEBTPIMZEU4LTD58 3140QNJZ6 2037-02-01 2.500000 0.00 8679209.00 4527876.06 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 B1V7KEBTPIMZEU4LTD58 3140QNEL2 2052-02-01 2.000000 0.00 34972.00 20542.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3744 B1V7KEBTPIMZEU4LTD58 3140UKES8 2056-06-01 5.000000 0.00 2084807.00 2034878.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6800 B1V7KEBTPIMZEU4LTD58 3140UARW7 2056-04-01 5.500000 0.00 4676679.00 4675793.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6198 B1V7KEBTPIMZEU4LTD58 3140U93G1 2056-04-01 5.000000 0.00 7520289.00 7323482.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9843 B1V7KEBTPIMZEU4LTD58 3140UD5D7 2056-05-01 5.000000 0.00 12749000.00 12441959.34 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2096 B1V7KEBTPIMZEU4LTD58 3140QMKJ2 2051-11-01 3.000000 0.00 2000.00 1226.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4105 B1V7KEBTPIMZEU4LTD58 3140QPR33 2052-07-01 5.000000 0.00 1534000.00 1012846.68 Agency Mortgage-Backed Securities FNMS 02.500 CICB3438 B1V7KEBTPIMZEU4LTD58 3140QNZC9 2037-05-01 2.500000 0.00 33089.00 19423.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 B1V7KEBTPIMZEU4LTD58 3140Q8QG3 2048-03-01 3.500000 0.00 284515.00 62089.08 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4658 B1V7KEBTPIMZEU4LTD58 3140QQE84 2052-09-01 3.500000 0.00 37000.00 25381.47 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0766 B1V7KEBTPIMZEU4LTD58 3140N4Z83 2052-12-01 5.500000 0.00 2629864.00 1469025.16 Agency Mortgage-Backed Securities FNMS 02.000 CLBR9747 B1V7KEBTPIMZEU4LTD58 3140L8ZM5 2051-04-01 2.000000 0.00 11000.00 5974.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ1194 B1V7KEBTPIMZEU4LTD58 3140H2KG2 2048-02-01 3.500000 0.00 1855000.00 286385.52 Agency Mortgage-Backed Securities FNMS 01.500 CICB0619 B1V7KEBTPIMZEU4LTD58 3140QKVM7 2036-05-01 1.500000 0.00 3000000.00 1414309.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9461 B1V7KEBTPIMZEU4LTD58 3140N2QP9 2052-11-01 5.500000 0.00 3627241.00 2907327.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2339 B1V7KEBTPIMZEU4LTD58 3140Q9S53 2048-09-01 4.500000 0.00 123583786.00 23498735.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2411 B1V7KEBTPIMZEU4LTD58 3140QMVD3 2051-12-01 2.500000 0.00 3400000.00 2039231.72 Agency Mortgage-Backed Securities FNMS 05.000 CIDE6896 B1V7KEBTPIMZEU4LTD58 3140BKUW2 2040-11-01 5.000000 0.00 12872131.00 11927458.80 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1965 B1V7KEBTPIMZEU4LTD58 3140APFF6 2054-09-01 6.500000 0.00 8279.00 6537.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDD3877 B1V7KEBTPIMZEU4LTD58 3140B4JX9 2055-02-01 6.000000 0.00 1284922.00 1120345.79 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.500000 0.00 370000.00 163410.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0903 B1V7KEBTPIMZEU4LTD58 3140JHAD5 2048-11-01 4.000000 0.00 9072127.00 1910516.90 Agency Mortgage-Backed Securities FNMS 06.000 CIDE2769 B1V7KEBTPIMZEU4LTD58 3140BFCF0 2040-06-01 6.000000 0.00 1629177.00 1279432.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 B1V7KEBTPIMZEU4LTD58 3140JNW22 2049-05-01 5.000000 0.00 477137.00 46538.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6135 B1V7KEBTPIMZEU4LTD58 3140JNY95 2049-02-01 4.000000 0.00 59000.00 4074.73 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6210 B1V7KEBTPIMZEU4LTD58 3140JN3U2 2049-03-01 4.000000 0.00 31265925.00 4696803.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2100 B1V7KEBTPIMZEU4LTD58 3140BEKN7 2055-07-01 6.500000 0.00 11159075.00 7761063.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3625 B1V7KEBTPIMZEU4LTD58 3140M5A39 2051-12-01 2.500000 0.00 2155000.00 1244291.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBK7934 B1V7KEBTPIMZEU4LTD58 3140HMY81 2048-11-01 4.000000 0.00 388867.00 58523.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7954 B1V7KEBTPIMZEU4LTD58 3140AHZU9 2054-09-01 6.500000 0.00 177000.00 146871.13 Agency Mortgage-Backed Securities FNMS 06.000 CL704509 B1V7KEBTPIMZEU4LTD58 31401CVA8 2033-05-01 6.000000 0.00 5949442.00 106079.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4995 B1V7KEBTPIMZEU4LTD58 3140ASRR1 2054-10-01 5.000000 0.00 262690.00 245369.65 Agency Mortgage-Backed Securities FNMS 05.000 CL869268 B1V7KEBTPIMZEU4LTD58 31409EW56 2036-03-01 5.000000 0.00 316796.00 2760.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAV5036 B1V7KEBTPIMZEU4LTD58 3138XGS20 2044-02-01 3.500000 0.00 14000.00 1675.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4990 B1V7KEBTPIMZEU4LTD58 3140A5RL4 2053-11-01 5.500000 0.00 118101.00 88009.68 Agency Mortgage-Backed Securities FNMS 06.000 CL555436 B1V7KEBTPIMZEU4LTD58 31385XBD8 2033-05-01 6.000000 0.00 4960330.00 10052.50 Agency Mortgage-Backed Securities FNMS 04.000 CIAI9958 B1V7KEBTPIMZEU4LTD58 3138AQB47 2026-10-01 4.000000 0.00 4819537.00 1836.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7951 B1V7KEBTPIMZEU4LTD58 3138EQZR6 2046-01-01 3.500000 0.00 1472872.00 349518.59 Agency Mortgage-Backed Securities FNMS 05.000 CIDE5256 B1V7KEBTPIMZEU4LTD58 3140BHZW4 2040-07-01 5.000000 0.00 493330.00 471787.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4122 B1V7KEBTPIMZEU4LTD58 3140ARSL5 2054-10-01 6.000000 0.00 100000.00 80617.66 Agency Mortgage-Backed Securities FNMS 07.000 CL254218 B1V7KEBTPIMZEU4LTD58 31371KK75 2032-01-01 7.000000 0.00 565000.00 750.94 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6302 B1V7KEBTPIMZEU4LTD58 3140AGAC8 2054-06-01 7.000000 0.00 1011022.00 522345.01 Agency Mortgage-Backed Securities FNMS 06.000 CL736997 B1V7KEBTPIMZEU4LTD58 31402SX28 2033-11-01 6.000000 0.00 56795.00 641.61 Agency Mortgage-Backed Securities FNMS 05.000 CL821805 B1V7KEBTPIMZEU4LTD58 31406WAE4 2035-06-01 5.000000 0.00 566684.00 11892.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0192 B1V7KEBTPIMZEU4LTD58 3140AMGA3 2054-08-01 6.500000 0.00 14000.00 7704.30 Agency Mortgage-Backed Securities FNMS 08.000 CL545045 B1V7KEBTPIMZEU4LTD58 31385HP63 2031-05-01 8.000000 0.00 24631550.00 23897.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 B1V7KEBTPIMZEU4LTD58 3140Q95N9 2048-11-01 5.000000 0.00 3702950.00 383690.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1711 B1V7KEBTPIMZEU4LTD58 3140Q83V5 2048-05-01 4.500000 0.00 20000.00 2128.73 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 1479000.00 985328.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 B1V7KEBTPIMZEU4LTD58 3140QELR1 2050-08-01 2.500000 0.00 14000.00 6502.54 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2761 B1V7KEBTPIMZEU4LTD58 3140QNB76 2052-02-01 3.000000 0.00 1589925.00 1140634.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 B1V7KEBTPIMZEU4LTD58 3140QNQ54 2052-03-01 3.500000 0.00 240000.00 146055.95 Agency Mortgage-Backed Securities FNMS 04.000 CLCA7403 B1V7KEBTPIMZEU4LTD58 3140QFGM5 2050-10-01 4.000000 0.00 18193807.00 7255711.87 Agency Mortgage-Backed Securities FNMS 02.500 CIBV0893 B1V7KEBTPIMZEU4LTD58 3140MD7F9 2037-01-01 2.500000 0.00 2858527.00 1721623.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1274 B1V7KEBTPIMZEU4LTD58 3140QLMY9 2051-08-01 2.500000 0.00 451000.00 252967.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9038 B1V7KEBTPIMZEU4LTD58 3140QHBG9 2051-02-01 2.500000 0.00 2825051.00 1437530.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDD0374 B1V7KEBTPIMZEU4LTD58 3140B0MY1 2055-01-01 6.000000 0.00 3238537.00 3314551.65 Agency Mortgage-Backed Securities FNMS 03.500 I4BM7884 B1V7KEBTPIMZEU4LTD58 3140JCXN9 2060-09-01 3.500000 0.00 9577333.00 7885920.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3255 B1V7KEBTPIMZEU4LTD58 3140AQTM4 2054-09-01 6.000000 0.00 2264000.00 1463216.98 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1424 B1V7KEBTPIMZEU4LTD58 3140J5SN0 2031-09-01 2.500000 0.00 1185000.00 113618.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4100 B1V7KEBTPIMZEU4LTD58 3140GSRW4 2047-10-01 3.500000 0.00 130000.00 31825.75 Agency Mortgage-Backed Securities FNMS 05.000 CIDC9928 B1V7KEBTPIMZEU4LTD58 3140AYA62 2040-01-01 5.000000 0.00 1175255.00 983189.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4975 B1V7KEBTPIMZEU4LTD58 3140J9Q53 2045-03-01 4.000000 0.00 26400.00 4968.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7656 B1V7KEBTPIMZEU4LTD58 3140JQQJ5 2049-07-01 3.000000 0.00 317238.00 109869.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5116 B1V7KEBTPIMZEU4LTD58 3140J9VJ7 2048-12-01 4.500000 0.00 436000.00 57606.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3845 B1V7KEBTPIMZEU4LTD58 3140QBHX9 2049-07-01 4.500000 0.00 440000.00 71969.80 Agency Mortgage-Backed Securities FNMS 01.500 CLCA8553 B1V7KEBTPIMZEU4LTD58 3140QGQF7 2051-01-01 1.500000 0.00 2337855.00 1099695.38 Agency Mortgage-Backed Securities FNMS 04.000 CLDF9530 B1V7KEBTPIMZEU4LTD58 3140U1SU0 2056-01-01 4.000000 0.00 816114.00 746489.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2400 B1V7KEBTPIMZEU4LTD58 3140U5U20 2056-04-01 5.000000 0.00 1740206.00 1702191.63 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2297 B1V7KEBTPIMZEU4LTD58 3140Q9RT2 2048-09-01 4.500000 0.00 364000.00 59071.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4129 B1V7KEBTPIMZEU4LTD58 3140QPST5 2052-07-01 4.500000 0.00 69000.00 47377.83 Agency Mortgage-Backed Securities FNMS 01.500 CLCB1095 B1V7KEBTPIMZEU4LTD58 3140QLGD2 2051-07-01 1.500000 0.00 775000.00 430261.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0994 B1V7KEBTPIMZEU4LTD58 3140Q8C86 2048-01-01 3.500000 0.00 19242.00 4469.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0738 B1V7KEBTPIMZEU4LTD58 3140QKZC5 2051-06-01 3.000000 0.00 9502000.00 5617609.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5727 B1V7KEBTPIMZEU4LTD58 3140MKLH3 2052-05-01 5.000000 0.00 6947000.00 4769800.83 Agency Mortgage-Backed Securities FNMS 04.000 CLDG5331 B1V7KEBTPIMZEU4LTD58 3140U84R8 2056-04-01 4.000000 0.00 117495.00 108034.44 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0855 B1V7KEBTPIMZEU4LTD58 3140W05R2 2050-10-01 3.500000 0.00 1545000.00 1234784.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4879 B1V7KEBTPIMZEU4LTD58 3140U8M56 2056-06-01 5.000000 0.00 5100000.00 4913620.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1371 B1V7KEBTPIMZEU4LTD58 3140W1QZ9 2052-06-01 3.500000 0.00 1000.00 789.35 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3021 B1V7KEBTPIMZEU4LTD58 3140QNLB6 2052-03-01 3.000000 0.00 15000.00 9650.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6709 B1V7KEBTPIMZEU4LTD58 3140QEN32 2050-08-01 2.500000 0.00 1500000.00 716677.57 Agency Mortgage-Backed Securities FNMS 07.500 CL667561 B1V7KEBTPIMZEU4LTD58 31391HTS3 2032-10-01 7.500000 0.00 1766000.00 17216.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9794 B1V7KEBTPIMZEU4LTD58 3138WK3C7 2047-06-01 3.500000 0.00 244317.00 45718.86 Agency Mortgage-Backed Securities FNMS 06.000 CIDD7014 B1V7KEBTPIMZEU4LTD58 3140B7YL1 2040-04-01 6.000000 0.00 149291.00 88586.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS3133 B1V7KEBTPIMZEU4LTD58 3138WCPT4 2044-08-01 3.500000 0.00 124825.00 14214.65 Agency Mortgage-Backed Securities FNMS 06.000 CL735061 B1V7KEBTPIMZEU4LTD58 31402QTS0 2034-11-01 6.000000 0.00 185000.00 815.94 Agency Mortgage-Backed Securities FNMS 05.500 NP256687 B1V7KEBTPIMZEU4LTD58 31371NCY9 2037-03-01 5.500000 0.00 6250000.00 12349.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3280 B1V7KEBTPIMZEU4LTD58 3140J7UE3 2047-11-01 4.500000 0.00 15800000.00 2016805.42 Agency Mortgage-Backed Securities FNMS 06.500 CIDD3356 B1V7KEBTPIMZEU4LTD58 3140B3WS7 2040-02-01 6.500000 0.00 258146.00 96468.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3706 B1V7KEBTPIMZEU4LTD58 3140BUDL3 2055-11-01 5.500000 0.00 3417655.00 3389365.66 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5296 B1V7KEBTPIMZEU4LTD58 3140JM3E0 2034-02-01 4.000000 0.00 25000.00 5620.24 Agency Mortgage-Backed Securities FNMS 05.500 CKAL2518 B1V7KEBTPIMZEU4LTD58 3138EJYQ5 2039-11-01 5.500000 0.00 10197840.00 134676.49 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 9643869.00 7029287.19 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4568 B1V7KEBTPIMZEU4LTD58 31418ECE8 2037-03-01 2.500000 0.00 1829467.00 976692.68 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5496 B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5.000000 0.00 30387867.00 24965458.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9238 B1V7KEBTPIMZEU4LTD58 31417GHQ2 2043-05-01 3.000000 0.00 98992.00 17003.34 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4840 B1V7KEBTPIMZEU4LTD58 31418ELW8 2052-12-01 4.500000 0.00 12746886.00 9476853.56 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5325 B1V7KEBTPIMZEU4LTD58 31418E4K3 2039-04-01 6.000000 0.00 10857523.00 5138813.18 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5756 B1V7KEBTPIMZEU4LTD58 31418FME4 2055-07-01 3.500000 0.00 23566528.00 20085582.76 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4536 B1V7KEBTPIMZEU4LTD58 31418EBE9 2037-02-01 2.000000 0.00 600000.00 316227.62 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4361 B1V7KEBTPIMZEU4LTD58 31418DZ39 2036-06-01 2.500000 0.00 1148375.00 487958.62 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6038 B1V7KEBTPIMZEU4LTD58 31418FV87 2041-04-01 5.000000 0.00 491198.00 470725.06 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5942 B1V7KEBTPIMZEU4LTD58 31418FS81 2056-01-01 4.000000 0.00 1000.00 906.25 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.500000 0.00 1041000.00 631389.53 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4565 B1V7KEBTPIMZEU4LTD58 31418ECB4 2052-03-01 3.500000 0.00 2599000.00 1491523.97 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4651 B1V7KEBTPIMZEU4LTD58 31418EEZ9 2052-07-01 2.000000 0.00 276872.00 174215.35 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.500000 0.00 4734406.00 430801.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4736 B1V7KEBTPIMZEU4LTD58 3140XLHN1 2053-05-01 6.500000 0.00 3705000.00 2030508.50 Agency Mortgage-Backed Securities FNMS 05.500 CLFM5679 B1V7KEBTPIMZEU4LTD58 3140X9JZ9 2050-04-01 5.500000 0.00 1243000.00 263181.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8104 B1V7KEBTPIMZEU4LTD58 3140XCAE8 2051-07-01 3.000000 0.00 5000.00 2750.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2336 B1V7KEBTPIMZEU4LTD58 3140X5S20 2050-01-01 4.000000 0.00 5087000.00 926589.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 33000180.00 26594080.00 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8469 B1V7KEBTPIMZEU4LTD58 3140XQMT1 2054-07-01 5.500000 0.00 25000.00 21440.74 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9159 B1V7KEBTPIMZEU4LTD58 3140XRE92 2054-10-01 5.000000 0.00 1000000.00 867235.17 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8479 B1V7KEBTPIMZEU4LTD58 3140XCM54 2051-08-01 3.000000 0.00 9455000.00 5211695.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9464 B1V7KEBTPIMZEU4LTD58 3140XDQS8 2051-11-01 3.000000 0.00 300000.00 160773.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5001 B1V7KEBTPIMZEU4LTD58 3140X8RX7 2050-04-01 3.500000 0.00 32000.00 5973.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6361 B1V7KEBTPIMZEU4LTD58 3140XNB78 2049-06-01 3.500000 0.00 28118351.00 20229708.92 Agency Mortgage-Backed Securities FNMS 01.500 CIFM3836 B1V7KEBTPIMZEU4LTD58 3140X7HN2 2035-09-01 1.500000 0.00 98000.00 32354.11 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 B1V7KEBTPIMZEU4LTD58 3140X96G5 2051-03-01 2.000000 0.00 100000.00 50080.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5299 B1V7KEBTPIMZEU4LTD58 3140X83H8 2050-11-01 3.500000 0.00 7540947.00 2736828.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4639 B1V7KEBTPIMZEU4LTD58 3140X8EM5 2050-11-01 2.500000 0.00 515000.00 211636.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4735 B1V7KEBTPIMZEU4LTD58 3140X8HM2 2047-04-01 3.000000 0.00 49500.00 20646.64 Agency Mortgage-Backed Securities FNMS 01.500 CLFM5846 B1V7KEBTPIMZEU4LTD58 3140X9P82 2051-01-01 1.500000 0.00 1005000.00 457573.48 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5018 B1V7KEBTPIMZEU4LTD58 3140X8SG3 2050-12-01 2.500000 0.00 800000.00 374022.44 Agency Mortgage-Backed Securities FNMS 01.500 CJMA4272 B1V7KEBTPIMZEU4LTD58 31418DXA5 2036-02-01 1.500000 0.00 1000000.00 387987.27 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5685 B1V7KEBTPIMZEU4LTD58 31418FJ73 2040-04-01 6.000000 0.00 191000.00 95148.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 6050000.00 5582866.48 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0171 B1V7KEBTPIMZEU4LTD58 31417YFM4 2029-09-01 4.500000 0.00 7000000.00 56930.47 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0792 B1V7KEBTPIMZEU4LTD58 31417Y3A3 2031-07-01 4.500000 0.00 570000.00 16838.88 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0472 B1V7KEBTPIMZEU4LTD58 31417YQ26 2030-07-01 5.000000 0.00 3678075.00 50702.65 Agency Mortgage-Backed Securities FNMS 05.500 CL986012 B1V7KEBTPIMZEU4LTD58 31415QKZ8 2038-06-01 5.500000 0.00 451925.00 1376.75 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4287 B1V7KEBTPIMZEU4LTD58 31418DXR8 2041-03-01 2.000000 0.00 479000.00 244554.89 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5794 B1V7KEBTPIMZEU4LTD58 31418FNL7 2055-08-01 6.500000 0.00 359747636.00 249999999.70 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5698 B1V7KEBTPIMZEU4LTD58 31418FKL0 2055-05-01 4.500000 0.00 35000.00 31028.14 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5643 B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4.000000 0.00 117344858.00 100904261.82 Agency Mortgage-Backed Securities FNMS 02.500 CKMA4025 B1V7KEBTPIMZEU4LTD58 31418DPK2 2050-05-01 2.500000 0.00 1000000.00 162215.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDG3409 B1V7KEBTPIMZEU4LTD58 3140U6YF5 2056-04-01 6.000000 0.00 1228665.00 1260752.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3031 B1V7KEBTPIMZEU4LTD58 3140W3LM9 2053-02-01 5.500000 0.00 20439925.00 17616969.77 Agency Mortgage-Backed Securities FNMS 06.500 CLDG7645 B1V7KEBTPIMZEU4LTD58 3140UBP72 2056-04-01 6.500000 0.00 2301038.00 2396217.57 Agency Mortgage-Backed Securities FNMS 04.500 CIDH3144 B1V7KEBTPIMZEU4LTD58 3140UJP67 2041-07-01 4.500000 0.00 1437101.00 1416363.63 Agency Mortgage-Backed Securities FNMS 06.000 CIFA3060 B1V7KEBTPIMZEU4LTD58 3140W3MJ5 2039-07-01 6.000000 0.00 10030910.00 7732325.24 Agency Mortgage-Backed Securities FNMS 04.500 CLDH6519 B1V7KEBTPIMZEU4LTD58 3140UNG50 2056-07-01 4.500000 0.00 1826954.00 1740670.62 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6326 B1V7KEBTPIMZEU4LTD58 3140W7A42 2055-09-01 6.500000 0.00 78837656.00 81933032.63 Agency Mortgage-Backed Securities FNMS 03.000 CTFM5721 B1V7KEBTPIMZEU4LTD58 3140X9LB9 2040-12-01 3.000000 0.00 136000.00 64409.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3068 B1V7KEBTPIMZEU4LTD58 3140X6MS7 2046-05-01 4.500000 0.00 5000000.00 1332704.95 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3531 B1V7KEBTPIMZEU4LTD58 3140XJ4R1 2051-05-01 2.000000 0.00 2000000.00 1226546.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9167 B1V7KEBTPIMZEU4LTD58 3140XDFH4 2051-10-01 2.000000 0.00 200000.00 115213.14 Agency Mortgage-Backed Securities FNMS 06.000 CTFS2495 B1V7KEBTPIMZEU4LTD58 3140XHXZ5 2029-09-01 6.000000 0.00 676838.00 17872.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2418 B1V7KEBTPIMZEU4LTD58 3140XHVL8 2052-07-01 3.500000 0.00 217000.00 144087.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3464 B1V7KEBTPIMZEU4LTD58 3140W3Z69 2050-08-01 3.500000 0.00 39330255.00 33542736.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4009 B1V7KEBTPIMZEU4LTD58 3140U7N32 2056-03-01 5.000000 0.00 5077403.00 4550771.51 Agency Mortgage-Backed Securities FNMS 04.500 CIDG4886 B1V7KEBTPIMZEU4LTD58 3140U8NC0 2041-05-01 4.500000 0.00 866903.00 847434.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6811 B1V7KEBTPIMZEU4LTD58 3140UNR90 2056-07-01 5.000000 0.00 2662454.00 2594856.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8926 B1V7KEBTPIMZEU4LTD58 3140UC4L2 2056-06-01 5.500000 0.00 9633729.00 9629287.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5846 B1V7KEBTPIMZEU4LTD58 3140U9P85 2056-04-01 5.500000 0.00 9473762.00 9249359.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6270 B1V7KEBTPIMZEU4LTD58 3140U96G8 2056-05-01 5.000000 0.00 1055421.00 1034213.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3764 B1V7KEBTPIMZEU4LTD58 3140W4FE2 2055-10-01 6.000000 0.00 88964392.00 76793676.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3017 B1V7KEBTPIMZEU4LTD58 3140U6K78 2056-02-01 5.500000 0.00 1412155.00 1417421.63 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5324 B1V7KEBTPIMZEU4LTD58 3140UL4J7 2056-06-01 4.500000 0.00 3708589.00 3529484.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8586 B1V7KEBTPIMZEU4LTD58 3140UCRG8 2056-05-01 5.000000 0.00 19704022.00 19071069.87 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3729 B1V7KEBTPIMZEU4LTD58 3140UKEB5 2056-06-01 4.500000 0.00 1543969.00 1463369.36 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0710 B1V7KEBTPIMZEU4LTD58 3140W0YG4 2054-12-01 5.500000 0.00 16214000.00 12514622.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5804 B1V7KEBTPIMZEU4LTD58 3140U9NW4 2056-04-01 5.500000 0.00 3059651.00 3068634.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2812 B1V7KEBTPIMZEU4LTD58 3140XJDS9 2052-07-01 3.500000 0.00 76000.00 50825.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2490 B1V7KEBTPIMZEU4LTD58 3140X5XU2 2050-02-01 3.000000 0.00 290000.00 129993.06 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4552 B1V7KEBTPIMZEU4LTD58 3140X8BW6 2047-08-01 3.500000 0.00 2200000.00 816015.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3734 B1V7KEBTPIMZEU4LTD58 3140X7EG0 2049-09-01 3.500000 0.00 50000.00 16023.66 Agency Mortgage-Backed Securities FNMS 04.000 CTFS3831 B1V7KEBTPIMZEU4LTD58 3140XKHH6 2037-12-01 4.000000 0.00 1100000.00 488326.20 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 B1V7KEBTPIMZEU4LTD58 3140X6C33 2049-07-01 4.000000 0.00 39000.00 6361.81 Agency Mortgage-Backed Securities FNMS 04.500 CTFM3321 B1V7KEBTPIMZEU4LTD58 3140X6VP3 2038-11-01 4.500000 0.00 9072.00 1496.58 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1842 B1V7KEBTPIMZEU4LTD58 3140X5BL6 2034-06-01 3.500000 0.00 717000.00 45352.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3646 B1V7KEBTPIMZEU4LTD58 3140X7BQ1 2049-02-01 4.000000 0.00 40578542.00 7479597.38 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2609 B1V7KEBTPIMZEU4LTD58 3140XH3T2 2052-08-01 4.500000 0.00 3000.00 1899.48 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7737 B1V7KEBTPIMZEU4LTD58 3140XBS35 2051-02-01 2.500000 0.00 100000.00 48720.12 Agency Mortgage-Backed Securities FNMS 03.000 CTFM9362 B1V7KEBTPIMZEU4LTD58 3140XDML7 2038-06-01 3.000000 0.00 2000.00 738.08 Agency Mortgage-Backed Securities FNMS 04.000 CIFA4321 B1V7KEBTPIMZEU4LTD58 3140W4YT8 2035-07-01 4.000000 0.00 8000.00 6766.46 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4783 B1V7KEBTPIMZEU4LTD58 3140X8J57 2050-12-01 2.000000 0.00 1295057.00 744300.73 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0739 B1V7KEBTPIMZEU4LTD58 3140XFZD6 2052-02-01 3.500000 0.00 400000.00 222067.86 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1007 B1V7KEBTPIMZEU4LTD58 3140X4DM5 2034-05-01 4.000000 0.00 8000.00 1098.28 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4619 B1V7KEBTPIMZEU4LTD58 31418EDZ0 2032-04-01 2.500000 0.00 4000000.00 1476097.21 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4279 B1V7KEBTPIMZEU4LTD58 31418DXH0 2036-03-01 2.000000 0.00 825000.00 359329.03 Agency Mortgage-Backed Securities FNMS 04.500 CLAC7330 B1V7KEBTPIMZEU4LTD58 31417UEC5 2039-12-01 4.500000 0.00 67000.00 2299.55 Agency Mortgage-Backed Securities FNMS 06.000 CL889466 B1V7KEBTPIMZEU4LTD58 31410KFF6 2038-05-01 6.000000 0.00 2130900.00 24708.23 Agency Mortgage-Backed Securities FNMS 06.000 CL972304 B1V7KEBTPIMZEU4LTD58 31414PU56 2038-02-01 6.000000 0.00 485612.00 1534.10 Agency Mortgage-Backed Securities FNMS 05.500 CL889440 B1V7KEBTPIMZEU4LTD58 31410KEM2 2038-04-01 5.500000 0.00 194313.00 1034.31 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5425 B1V7KEBTPIMZEU4LTD58 31418FA31 2039-07-01 5.500000 0.00 81985743.00 36232053.84 Agency Mortgage-Backed Securities FNMS 05.000 CZ971839 B1V7KEBTPIMZEU4LTD58 31414PEL9 2048-02-01 5.000000 0.00 3927343.00 112216.17 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4587 B1V7KEBTPIMZEU4LTD58 31418ECZ1 2042-04-01 2.500000 0.00 13457968.00 8208369.15 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 B1V7KEBTPIMZEU4LTD58 31418EES5 2052-05-01 4.000000 0.00 50102997.00 32332446.74 Agency Mortgage-Backed Securities FNMS 03.000 CIMA5090 B1V7KEBTPIMZEU4LTD58 31418EUQ1 2038-06-01 3.000000 0.00 34944.00 20192.86 Agency Mortgage-Backed Securities FNMS 05.000 CTAA7376 B1V7KEBTPIMZEU4LTD58 31416RFS7 2027-03-01 5.000000 0.00 17612602.00 9267.10 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6153 B1V7KEBTPIMZEU4LTD58 31418FZT7 2041-07-01 5.000000 0.00 114961782.00 115364339.88 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4933 B1V7KEBTPIMZEU4LTD58 31418EPT1 2053-02-01 3.500000 0.00 2000.00 1423.42 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5614 B1V7KEBTPIMZEU4LTD58 31418FGY7 2055-02-01 5.500000 0.00 355980.00 267205.73 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5913 B1V7KEBTPIMZEU4LTD58 31418FSB4 2040-12-01 3.500000 0.00 75794378.00 67015630.15 Agency Mortgage-Backed Securities FNMS 04.500 CIDF0646 B1V7KEBTPIMZEU4LTD58 3140BQWG2 2040-09-01 4.500000 0.00 42190.00 26664.90 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3644 B1V7KEBTPIMZEU4LTD58 3140BUBN1 2055-11-01 4.500000 0.00 1752250.00 1655883.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3077 B1V7KEBTPIMZEU4LTD58 3140J7M36 2047-11-01 3.000000 0.00 130000.00 31040.81 Agency Mortgage-Backed Securities FNMS 04.500 U3BF0194 B1V7KEBTPIMZEU4LTD58 3140FXGC0 2040-07-01 4.500000 0.00 270000.00 43640.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5585 B1V7KEBTPIMZEU4LTD58 3140JAF37 2048-11-01 3.000000 0.00 5582062.00 1168565.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9260 B1V7KEBTPIMZEU4LTD58 3140HBJE9 2048-04-01 4.000000 0.00 74000.00 7267.42 Agency Mortgage-Backed Securities FNMS 05.000 CL832198 B1V7KEBTPIMZEU4LTD58 31407JRT1 2035-07-01 5.000000 0.00 1284261.00 4538.56 Agency Mortgage-Backed Securities FNMS 06.000 CL745550 B1V7KEBTPIMZEU4LTD58 31403DH36 2036-05-01 6.000000 0.00 1666666.00 13020.90 Agency Mortgage-Backed Securities FNMS 02.000 CIBT9329 B1V7KEBTPIMZEU4LTD58 3140LYLK7 2036-10-01 2.000000 0.00 1902737.00 969271.83 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8516 B1V7KEBTPIMZEU4LTD58 3140NRPA8 2053-08-01 6.000000 0.00 3250000.00 1766330.36 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0487 B1V7KEBTPIMZEU4LTD58 3140Q7RH2 2047-10-01 3.500000 0.00 275000.00 27423.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7833 B1V7KEBTPIMZEU4LTD58 3140QFV30 2050-11-01 2.000000 0.00 2406000.00 1213290.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAX5489 B1V7KEBTPIMZEU4LTD58 3138Y7C34 2045-10-01 3.500000 0.00 910370.00 298659.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1800 B1V7KEBTPIMZEU4LTD58 3140B2AA2 2055-02-01 6.000000 0.00 1421674.00 1015193.58 Agency Mortgage-Backed Securities FNMS 06.000 CIDC1020 B1V7KEBTPIMZEU4LTD58 3140AND22 2039-09-01 6.000000 0.00 1053462.00 512717.73 Agency Mortgage-Backed Securities FNMS 05.000 CLDC9282 B1V7KEBTPIMZEU4LTD58 3140AXJ40 2055-01-01 5.000000 0.00 18740316.00 15757172.85 Agency Mortgage-Backed Securities FNMS 05.500 CLAL9903 B1V7KEBTPIMZEU4LTD58 3138ESAD0 2044-05-01 5.500000 0.00 30000.00 4469.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9813 B1V7KEBTPIMZEU4LTD58 3138WK3X1 2047-06-01 3.500000 0.00 36442591.00 10482652.07 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6727 B1V7KEBTPIMZEU4LTD58 3140M8PM5 2051-12-01 2.500000 0.00 324800.00 201521.56 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2047 B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 2048-07-01 4.500000 0.00 1170000.00 186420.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3717 B1V7KEBTPIMZEU4LTD58 3140QBDX3 2049-06-01 4.000000 0.00 154145594.00 34421062.07 Agency Mortgage-Backed Securities FNMS 05.000 CLCA4847 B1V7KEBTPIMZEU4LTD58 3140QCL53 2049-09-01 5.000000 0.00 9053123.00 392311.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3385 B1V7KEBTPIMZEU4LTD58 3140QAXP0 2049-04-01 4.000000 0.00 68412783.00 18412688.87 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1774 B1V7KEBTPIMZEU4LTD58 3140Q86L4 2047-12-01 4.000000 0.00 750000.00 77399.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6074 B1V7KEBTPIMZEU4LTD58 3140NAXC2 2053-03-01 5.000000 0.00 45122675.00 30591031.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4831 B1V7KEBTPIMZEU4LTD58 3140QCLM6 2049-12-01 4.500000 0.00 7000.00 1282.06 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2439 B1V7KEBTPIMZEU4LTD58 3140U5V94 2056-07-01 5.000000 0.00 5341095.00 5271867.29 Agency Mortgage-Backed Securities FNMS 06.000 CIDG2619 B1V7KEBTPIMZEU4LTD58 3140U54D5 2041-03-01 6.000000 0.00 3540014.00 3535549.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5056 B1V7KEBTPIMZEU4LTD58 3140U8TN0 2056-03-01 6.000000 0.00 1290102.00 1224889.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDG3798 B1V7KEBTPIMZEU4LTD58 3140U7GG1 2056-03-01 6.500000 0.00 2365016.00 2473677.51 Agency Mortgage-Backed Securities FNMS 04.500 CLDH9897 B1V7KEBTPIMZEU4LTD58 3140UR7K8 2056-07-01 4.500000 0.00 4347515.00 4136786.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6833 B1V7KEBTPIMZEU4LTD58 3140UNSX6 2056-07-01 5.500000 0.00 1088378.00 1100538.81 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5869 B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 1699000.00 1253359.22 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5915 B1V7KEBTPIMZEU4LTD58 3140W6SD5 2056-05-01 4.500000 0.00 45216687.00 42834504.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1639 B1V7KEBTPIMZEU4LTD58 3140UGZD7 2056-06-01 5.000000 0.00 2601108.00 2550792.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9888 B1V7KEBTPIMZEU4LTD58 3140U17A7 2056-01-01 6.000000 0.00 1002350.00 1022600.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDH2451 B1V7KEBTPIMZEU4LTD58 3140UHWM8 2056-06-01 6.500000 0.00 1303812.00 1357690.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3238 B1V7KEBTPIMZEU4LTD58 3140U6S47 2056-03-01 5.500000 0.00 3514178.00 3504577.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDG2454 B1V7KEBTPIMZEU4LTD58 3140U5WQ5 2056-07-01 6.000000 0.00 8549069.00 8719443.40 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6529 B1V7KEBTPIMZEU4LTD58 3140UNHF7 2056-07-01 5.500000 0.00 1412561.00 1417492.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2261 B1V7KEBTPIMZEU4LTD58 3140UHQP8 2056-07-01 5.500000 0.00 1655036.00 1661741.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4501 B1V7KEBTPIMZEU4LTD58 3140U8AB6 2056-03-01 5.500000 0.00 372939.00 370583.54 Agency Mortgage-Backed Securities FNMS 04.000 CLDF9550 B1V7KEBTPIMZEU4LTD58 3140U1TG0 2056-01-01 4.000000 0.00 1216250.00 1112437.77 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0316 B1V7KEBTPIMZEU4LTD58 3140UTK60 2056-08-01 6.500000 0.00 1127972.00 1190052.95 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3253 B1V7KEBTPIMZEU4LTD58 3140UJTK2 2056-06-01 5.000000 0.00 1150496.00 1134275.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDH7559 B1V7KEBTPIMZEU4LTD58 3140UPMH2 2056-08-01 5.500000 0.00 4039081.00 4053691.70 Agency Mortgage-Backed Securities FNMS 04.000 CIDG2963 B1V7KEBTPIMZEU4LTD58 3140U6JH8 2041-02-01 4.000000 0.00 125000.00 109130.39 Agency Mortgage-Backed Securities FNMS 05.000 CT257101 B1V7KEBTPIMZEU4LTD58 31371NRW7 2028-02-01 5.000000 0.00 444735.00 668.76 Agency Mortgage-Backed Securities FNMS 07.500 CL252568 B1V7KEBTPIMZEU4LTD58 31371HQV3 2029-04-01 7.500000 0.00 406179.00 800.23 Agency Mortgage-Backed Securities FNMS 05.500 CL772652 B1V7KEBTPIMZEU4LTD58 31404ML97 2034-03-01 5.500000 0.00 461097.00 2863.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4784 B1V7KEBTPIMZEU4LTD58 3138WEJ67 2045-04-01 3.000000 0.00 1500000.00 322792.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4797 B1V7KEBTPIMZEU4LTD58 3138WEKK4 2045-04-01 3.500000 0.00 4000000.00 473652.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1910 B1V7KEBTPIMZEU4LTD58 3140BSDQ7 2055-11-01 5.500000 0.00 2654999.00 2633053.81 Agency Mortgage-Backed Securities FNMS 05.000 CLDD2381 B1V7KEBTPIMZEU4LTD58 3140B2UF9 2055-04-01 5.000000 0.00 1841090.00 1740659.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6406 B1V7KEBTPIMZEU4LTD58 3140BXDL7 2055-12-01 5.500000 0.00 17163076.00 16114394.05 Agency Mortgage-Backed Securities FNMS 05.000 CIDF2935 B1V7KEBTPIMZEU4LTD58 3140BTHM0 2040-11-01 5.000000 0.00 1173957.00 1105134.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0160 B1V7KEBTPIMZEU4LTD58 3138EGFA7 2041-05-01 4.500000 0.00 326000.00 11241.16 Agency Mortgage-Backed Securities FNMS 05.000 CIDE6977 B1V7KEBTPIMZEU4LTD58 3140BKXF6 2041-01-01 5.000000 0.00 1410754.00 1388195.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2839 B1V7KEBTPIMZEU4LTD58 3140BTEM3 2055-10-01 5.500000 0.00 627625.00 594099.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8110 B1V7KEBTPIMZEU4LTD58 3138WJAL2 2046-10-01 3.000000 0.00 1350000.00 307771.68 Agency Mortgage-Backed Securities FNMS 03.000 CLBA2990 B1V7KEBTPIMZEU4LTD58 3140E7KC3 2045-11-01 3.000000 0.00 73000.00 9434.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2824 B1V7KEBTPIMZEU4LTD58 3138EKD69 2042-11-01 3.500000 0.00 1200000.00 104502.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDD3713 B1V7KEBTPIMZEU4LTD58 3140B4DT4 2055-03-01 5.500000 0.00 45636.00 44453.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0340 B1V7KEBTPIMZEU4LTD58 3140JGLW3 2048-12-01 4.500000 0.00 38993.00 2817.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBE1534 B1V7KEBTPIMZEU4LTD58 3140FLV47 2047-02-01 3.500000 0.00 25000.00 9306.30 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5780 B1V7KEBTPIMZEU4LTD58 3140BWM62 2055-12-01 5.000000 0.00 4218814.00 3998134.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5.000000 0.00 762862.00 627398.53 Agency Mortgage-Backed Securities FNMS 05.500 CIDF6525 B1V7KEBTPIMZEU4LTD58 3140BXHB5 2040-12-01 5.500000 0.00 1026581.00 1004788.65 Agency Mortgage-Backed Securities FNMS 05.500 CIBW4289 B1V7KEBTPIMZEU4LTD58 3140MVXT0 2041-05-01 5.500000 0.00 1494879.00 1513685.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1902 B1V7KEBTPIMZEU4LTD58 3140W2DG3 2055-05-01 6.000000 0.00 8844897.00 7767379.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5983 B1V7KEBTPIMZEU4LTD58 3140UMUH0 2056-07-01 5.500000 0.00 1189108.00 1194961.19 Agency Mortgage-Backed Securities FNMS 06.000 CIFA0742 B1V7KEBTPIMZEU4LTD58 3140W0ZG3 2039-09-25 6.000000 0.00 6604208.00 4249244.75 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3930 B1V7KEBTPIMZEU4LTD58 3140W4LL9 2055-11-01 6.500000 0.00 64823899.00 63109710.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDH5234 B1V7KEBTPIMZEU4LTD58 3140ULY88 2056-06-01 6.500000 0.00 2179720.00 2295551.49 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4091 B1V7KEBTPIMZEU4LTD58 3140UKRM7 2056-07-01 5.500000 0.00 1281336.00 1286527.12 Agency Mortgage-Backed Securities FNMS 06.000 CIDH4878 B1V7KEBTPIMZEU4LTD58 3140ULM40 2041-07-01 6.000000 0.00 1054238.00 1086198.35 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1152 B1V7KEBTPIMZEU4LTD58 3140QLH66 2051-07-01 3.000000 0.00 11000.00 7104.71 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0006 B1V7KEBTPIMZEU4LTD58 3140U3AG6 2056-01-01 4.500000 0.00 802643.00 756868.10 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0384 B1V7KEBTPIMZEU4LTD58 3140Q7NA1 2047-09-01 3.500000 0.00 500000.00 138486.10 Agency Mortgage-Backed Securities FNMS 05.000 CIDF9430 B1V7KEBTPIMZEU4LTD58 3140U1PQ2 2041-01-01 5.000000 0.00 2055141.00 2002482.47 Agency Mortgage-Backed Securities FNMS 02.500 CICB5114 B1V7KEBTPIMZEU4LTD58 3140QQVG7 2037-11-01 2.500000 0.00 3551426.00 2199734.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.500000 0.00 267000.00 161139.68 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1327 B1V7KEBTPIMZEU4LTD58 3140KLPM8 2050-08-01 2.500000 0.00 185000.00 82381.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 B1V7KEBTPIMZEU4LTD58 3140JPKG9 2049-05-01 4.000000 0.00 133000.00 16246.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9624 B1V7KEBTPIMZEU4LTD58 3140JSVS5 2049-04-01 3.500000 0.00 1910000.00 247032.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBE9375 B1V7KEBTPIMZEU4LTD58 3140FVMZ6 2047-05-01 3.500000 0.00 25000.00 7771.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4134 B1V7KEBTPIMZEU4LTD58 3140QPSY4 2052-07-01 5.000000 0.00 82513512.00 50307437.68 Agency Mortgage-Backed Securities FNMS 04.500 CICB5743 B1V7KEBTPIMZEU4LTD58 3140QRLZ4 2038-02-01 4.500000 0.00 1718351.00 829929.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8418 B1V7KEBTPIMZEU4LTD58 3140XQK89 2048-06-25 4.000000 0.00 500000.00 378442.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7003 B1V7KEBTPIMZEU4LTD58 3140XNX90 2051-07-01 3.500000 0.00 3375000.00 2406041.40 Agency Mortgage-Backed Securities FNMS 06.000 CL901637 B1V7KEBTPIMZEU4LTD58 31410YV68 2036-12-01 6.000000 0.00 500000.00 4491.19 Agency Mortgage-Backed Securities FNMS 02.500 CTMA3987 B1V7KEBTPIMZEU4LTD58 31418DND0 2040-04-01 2.500000 0.00 12500000.00 2319463.74 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4159 B1V7KEBTPIMZEU4LTD58 31418DTR3 2050-10-01 2.500000 0.00 12971868.00 5226603.34 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5386 B1V7KEBTPIMZEU4LTD58 31418E6Y1 2054-06-01 4.500000 0.00 2231981.00 1904593.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9428 B1V7KEBTPIMZEU4LTD58 3140XRPN9 2052-06-01 3.000000 0.00 10851000.00 8296248.52 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4437 B1V7KEBTPIMZEU4LTD58 3140XK4X5 2052-10-01 4.500000 0.00 182828.00 132034.40 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4452 B1V7KEBTPIMZEU4LTD58 3140W45N3 2051-07-01 4.500000 0.00 7942626.00 7355324.43 Agency Mortgage-Backed Securities FNMS 03.500 CIFA5555 B1V7KEBTPIMZEU4LTD58 3140W6E57 2039-11-01 3.500000 0.00 20305825.00 18544421.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3028 B1V7KEBTPIMZEU4LTD58 3140W3LJ6 2049-01-01 4.000000 0.00 43048556.00 37103275.65 Agency Mortgage-Backed Securities FNMS 05.000 CIFA4646 B1V7KEBTPIMZEU4LTD58 3140W5EU4 2041-02-01 5.000000 0.00 51000.00 49169.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDH9909 B1V7KEBTPIMZEU4LTD58 3140USAK2 2056-07-01 5.500000 0.00 1489402.00 1498189.97 Agency Mortgage-Backed Securities FNMS 02.000 CIFA3054 B1V7KEBTPIMZEU4LTD58 3140W3MC0 2036-11-01 2.000000 0.00 9034935.00 7279602.95 Agency Mortgage-Backed Securities FNMS 05.000 CIFA0193 B1V7KEBTPIMZEU4LTD58 3140W0GB5 2039-12-01 5.000000 0.00 1000.00 721.36 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4314 B1V7KEBTPIMZEU4LTD58 3140X7YL7 2050-08-01 2.500000 0.00 346000.00 147874.88 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9677 B1V7KEBTPIMZEU4LTD58 3140XRXF7 2053-05-01 2.500000 0.00 153658.00 111080.63 Agency Mortgage-Backed Securities FNMS 07.000 CLFS8582 B1V7KEBTPIMZEU4LTD58 3140XQRC3 2040-01-01 7.000000 0.00 5754504.00 4130580.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2462 B1V7KEBTPIMZEU4LTD58 3140XHWY9 2052-02-01 3.000000 0.00 5644000.00 3506382.49 Agency Mortgage-Backed Securities FNMS 03.500 CTFS2873 B1V7KEBTPIMZEU4LTD58 3140XJFP3 2042-08-01 3.500000 0.00 200000.00 123016.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1782 B1V7KEBTPIMZEU4LTD58 3140XG6U8 2052-05-01 3.000000 0.00 497000.00 265396.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0392 B1V7KEBTPIMZEU4LTD58 3140XFNJ6 2052-01-01 2.500000 0.00 422000.00 271142.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9292 B1V7KEBTPIMZEU4LTD58 3140XDKE5 2051-11-01 3.000000 0.00 30064759.00 16805204.95 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4028 B1V7KEBTPIMZEU4LTD58 31418DPN6 2035-05-01 3.500000 0.00 742000.00 128996.79 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9194 B1V7KEBTPIMZEU4LTD58 31417GGC4 2043-05-01 3.500000 0.00 1610000.00 246420.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4336 B1V7KEBTPIMZEU4LTD58 31418DZA3 2051-04-01 3.500000 0.00 10023495.00 2243564.84 Agency Mortgage-Backed Securities FNMS 03.000 CIMA5813 B1V7KEBTPIMZEU4LTD58 31418FN78 2040-07-01 3.000000 0.00 1682148.00 1334979.29 Agency Mortgage-Backed Securities FNMS 03.500 CLMA6141 B1V7KEBTPIMZEU4LTD58 31418FZF7 2056-07-01 3.500000 0.00 44088401.00 39479561.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAE6118 B1V7KEBTPIMZEU4LTD58 31419GYQ1 2040-10-01 3.500000 0.00 14019.00 567.78 Agency Mortgage-Backed Securities FNMS 03.000 CIMA6083 B1V7KEBTPIMZEU4LTD58 31418FXM4 2041-06-01 3.000000 0.00 5989607.00 5554805.69 Agency Mortgage-Backed Securities FNMS 05.000 CT929274 B1V7KEBTPIMZEU4LTD58 31412MMX3 2028-03-01 5.000000 0.00 7008670.00 2418.38 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 3454401.00 2963674.01 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6053 B1V7KEBTPIMZEU4LTD58 31418FWP8 2056-05-01 5.000000 0.00 34077060.00 32685078.65 Agency Mortgage-Backed Securities FNMS 06.000 CICC1335 B1V7KEBTPIMZEU4LTD58 3140Y7PV4 2040-10-01 6.000000 0.00 1725263.00 1683564.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 41672576.00 21746935.91 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4311 B1V7KEBTPIMZEU4LTD58 31418DYH9 2041-04-01 2.000000 0.00 10000.00 5364.05 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 B1V7KEBTPIMZEU4LTD58 31418B6G6 2046-07-01 3.000000 0.00 8542000.00 1172796.75 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4343 B1V7KEBTPIMZEU4LTD58 31418DZH8 2051-05-01 1.500000 0.00 493950.00 272704.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 B1V7KEBTPIMZEU4LTD58 31418DTS1 2050-10-01 3.000000 0.00 41000.00 12108.49 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4402 B1V7KEBTPIMZEU4LTD58 31418D3L4 2036-08-01 1.500000 0.00 1177671.00 577355.24 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2408 B1V7KEBTPIMZEU4LTD58 3140Y8VA1 2056-04-01 6.500000 0.00 2029433.00 2079331.54 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5537 B1V7KEBTPIMZEU4LTD58 31418FEK9 2039-11-01 6.000000 0.00 10834644.00 5413938.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0030 B1V7KEBTPIMZEU4LTD58 3140XFA84 2051-04-01 2.500000 0.00 800000.00 513651.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9192 B1V7KEBTPIMZEU4LTD58 3140XDGA8 2050-06-01 5.000000 0.00 229000.00 82375.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1108 B1V7KEBTPIMZEU4LTD58 3140XGGS2 2051-09-01 2.500000 0.00 425000.00 238933.69 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2672 B1V7KEBTPIMZEU4LTD58 3140XH6J1 2049-09-01 3.500000 0.00 69581.00 41662.55 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5805 B1V7KEBTPIMZEU4LTD58 3140XMNX0 2052-02-01 2.000000 0.00 281000.00 181420.38 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0816 B1V7KEBTPIMZEU4LTD58 3140XF4A6 2037-02-01 2.500000 0.00 4504817.00 2384015.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9336 B1V7KEBTPIMZEU4LTD58 3140XRLS2 2048-11-01 3.500000 0.00 554000.00 424935.78 Agency Mortgage-Backed Securities FNMS 06.500 CLDH0110 B1V7KEBTPIMZEU4LTD58 3140UFDQ4 2056-05-01 6.500000 0.00 1146589.00 779948.11 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1579 B1V7KEBTPIMZEU4LTD58 3140X4XH4 2034-10-01 3.500000 0.00 372279.00 50079.15 Agency Mortgage-Backed Securities FNMS 04.500 CLDH1494 B1V7KEBTPIMZEU4LTD58 3140UGUU4 2056-07-01 4.500000 0.00 1314249.00 1247818.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0008 B1V7KEBTPIMZEU4LTD58 3140UTAJ3 2056-08-01 5.000000 0.00 2195958.00 2146908.35 Agency Mortgage-Backed Securities FNMS 04.500 CLDH4486 B1V7KEBTPIMZEU4LTD58 3140UK6Y4 2056-06-01 4.500000 0.00 2373509.00 2260958.94 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3629 B1V7KEBTPIMZEU4LTD58 3140W4A72 2053-03-01 4.000000 0.00 18255507.00 16385443.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1443 B1V7KEBTPIMZEU4LTD58 3140UGS94 2056-06-01 5.000000 0.00 2919316.00 2837793.04 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1572 B1V7KEBTPIMZEU4LTD58 3140X4XA9 2048-09-01 3.000000 0.00 275000.00 63921.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6133 B1V7KEBTPIMZEU4LTD58 3140W6Y71 2055-01-01 6.000000 0.00 18325393.00 18611391.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2393 B1V7KEBTPIMZEU4LTD58 3140UHUT5 2056-06-01 5.500000 0.00 2465148.00 2470044.48 Agency Mortgage-Backed Securities FNMS 05.000 CIFA5773 B1V7KEBTPIMZEU4LTD58 3140W6MX7 2041-05-01 5.000000 0.00 2539056.00 2474921.16 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3323 B1V7KEBTPIMZEU4LTD58 3140UJVR4 2056-06-01 4.500000 0.00 1117520.00 1065385.12 Agency Mortgage-Backed Securities FNMS 06.000 CIFS6393 B1V7KEBTPIMZEU4LTD58 3140XNC77 2038-10-01 6.000000 0.00 2011834.00 1203226.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7057 B1V7KEBTPIMZEU4LTD58 3140XNZX5 2052-07-01 2.500000 0.00 194772.00 138680.19 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 B1V7KEBTPIMZEU4LTD58 3140X8P92 2050-12-01 2.000000 0.00 235000.00 118356.52 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7136 B1V7KEBTPIMZEU4LTD58 3140XA4W9 2050-01-01 3.500000 0.00 48000.00 17240.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8532 B1V7KEBTPIMZEU4LTD58 3140XQPS0 2053-10-01 6.000000 0.00 1178011.00 730968.87 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0835 B1V7KEBTPIMZEU4LTD58 3140XF4V0 2052-03-01 2.500000 0.00 100000.00 59781.00 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8197 B1V7KEBTPIMZEU4LTD58 3140XCDB1 2051-08-01 2.000000 0.00 22000.00 14025.27 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7808 B1V7KEBTPIMZEU4LTD58 3140XBVA5 2050-11-01 4.000000 0.00 5000.00 1965.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8543 B1V7KEBTPIMZEU4LTD58 3140XCP51 2044-11-01 5.000000 0.00 448145.00 203471.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7897 B1V7KEBTPIMZEU4LTD58 3140XBX39 2050-05-01 3.500000 0.00 1000000.00 430534.68 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2696 B1V7KEBTPIMZEU4LTD58 3140XH7J0 2051-12-01 3.000000 0.00 5650000.00 3367330.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2234 B1V7KEBTPIMZEU4LTD58 3140Y8PU4 2056-03-01 5.500000 0.00 59317779.00 58198150.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7740 B1V7KEBTPIMZEU4LTD58 3140XBS68 2051-06-01 2.500000 0.00 250000.00 154391.20 Agency Mortgage-Backed Securities FNMS 02.000 CTFM8393 B1V7KEBTPIMZEU4LTD58 3140XCKF4 2041-08-01 2.000000 0.00 13084875.00 7897927.53 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4629 B1V7KEBTPIMZEU4LTD58 31418EEB2 2037-06-01 3.000000 0.00 956368.00 521154.07 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0082 B1V7KEBTPIMZEU4LTD58 31419ACU9 2040-05-01 5.000000 0.00 300000.00 11919.81 Agency Mortgage-Backed Securities FNMS 08.000 K0635051 B1V7KEBTPIMZEU4LTD58 31389TQC9 2032-05-01 8.000000 0.00 173538.00 2942.04 Agency Mortgage-Backed Securities FNMS 07.500 CLDE6921 B1V7KEBTPIMZEU4LTD58 3140BKVP6 2055-12-01 7.500000 0.00 1587235.00 1591957.84 Agency Mortgage-Backed Securities FNMS 05.000 CIDC9250 B1V7KEBTPIMZEU4LTD58 3140AXH42 2039-12-01 5.000000 0.00 1684832.00 1235418.20 Agency Mortgage-Backed Securities FNMS 05.000 CL833306 B1V7KEBTPIMZEU4LTD58 31407KYB9 2035-07-01 5.000000 0.00 1001201.00 11451.04 Agency Mortgage-Backed Securities FNMS 07.500 CL545490 B1V7KEBTPIMZEU4LTD58 31385H7B2 2032-03-01 7.500000 0.00 1600000.00 671.56 Agency Mortgage-Backed Securities FNMS 04.500 CLDC5708 B1V7KEBTPIMZEU4LTD58 3140ATKW5 2054-11-01 4.500000 0.00 796356.00 716293.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7238 B1V7KEBTPIMZEU4LTD58 3138WHBG6 2046-05-01 3.000000 0.00 75328.00 7665.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3315 B1V7KEBTPIMZEU4LTD58 3138W0VH9 2043-02-01 3.500000 0.00 5913000.00 991156.01 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ1607 B1V7KEBTPIMZEU4LTD58 3138MGYD1 2032-11-01 3.500000 0.00 3035000.00 243976.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3956 B1V7KEBTPIMZEU4LTD58 3138WDME8 2044-12-01 4.000000 0.00 125928.00 6794.21 Agency Mortgage-Backed Securities FNMS 02.000 CTBQ6743 B1V7KEBTPIMZEU4LTD58 3140KSP50 2041-11-01 2.000000 0.00 1906766.00 1154689.74 Agency Mortgage-Backed Securities FNMS 02.000 CIBU1185 B1V7KEBTPIMZEU4LTD58 3140M2J78 2037-02-01 2.000000 0.00 471146.00 272497.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1750 B1V7KEBTPIMZEU4LTD58 3140ME5L6 2055-06-01 6.000000 0.00 12078627.00 11489827.05 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4795 B1V7KEBTPIMZEU4LTD58 3140M6KH5 2054-06-01 6.000000 0.00 5126809.00 4788050.15 Agency Mortgage-Backed Securities FNMS 04.500 CIDF0533 B1V7KEBTPIMZEU4LTD58 3140BQSX0 2041-01-01 4.500000 0.00 131533.00 117952.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDE7142 B1V7KEBTPIMZEU4LTD58 3140BK5C4 2055-09-01 7.000000 0.00 543185.00 575937.19 Agency Mortgage-Backed Securities FNMS 01.500 CIBT2055 B1V7KEBTPIMZEU4LTD58 3140LQH94 2037-03-01 1.500000 0.00 53376.00 29879.53 Agency Mortgage-Backed Securities FNMS 05.000 CL826005 B1V7KEBTPIMZEU4LTD58 31407BU64 2035-07-01 5.000000 0.00 9660141.00 53336.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9083 B1V7KEBTPIMZEU4LTD58 3140BNCV8 2055-09-01 5.500000 0.00 1968343.00 1959306.78 Agency Mortgage-Backed Securities FNMS 07.000 CLDE9806 B1V7KEBTPIMZEU4LTD58 3140BN3Q9 2055-08-01 7.000000 0.00 642350.00 681029.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1945 B1V7KEBTPIMZEU4LTD58 3140BEET1 2055-07-01 5.000000 0.00 2527155.00 2390261.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6014 B1V7KEBTPIMZEU4LTD58 3138WFVG8 2045-10-01 4.000000 0.00 100000.00 11418.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAK8285 B1V7KEBTPIMZEU4LTD58 3138EDF30 2042-07-01 3.500000 0.00 665000.00 79077.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1620 B1V7KEBTPIMZEU4LTD58 3140QLYS9 2051-09-01 2.000000 0.00 26030881.00 15206502.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBW2656 B1V7KEBTPIMZEU4LTD58 3140MT5S8 2056-03-01 6.000000 0.00 2791181.00 2860353.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7738 B1V7KEBTPIMZEU4LTD58 3140BYS47 2055-12-01 5.500000 0.00 2177855.00 2170360.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4519 B1V7KEBTPIMZEU4LTD58 3140MJAV7 2052-03-01 3.500000 0.00 36659.00 28888.57 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4850 B1V7KEBTPIMZEU4LTD58 3140J9L82 2033-11-01 3.500000 0.00 26000000.00 3360296.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4765 B1V7KEBTPIMZEU4LTD58 3140BVJK7 2055-12-01 5.000000 0.00 2213498.00 2143759.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5274 B1V7KEBTPIMZEU4LTD58 3140J92G5 2047-02-01 4.000000 0.00 26424.00 3356.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4360 B1V7KEBTPIMZEU4LTD58 3140BUZ21 2055-11-01 5.500000 0.00 12025000.00 10619999.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6537 B1V7KEBTPIMZEU4LTD58 3140BXHP4 2055-12-01 5.500000 0.00 3080313.00 2941994.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7661 B1V7KEBTPIMZEU4LTD58 3140BYQP2 2055-12-01 5.500000 0.00 21308573.00 21140615.84 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3932 B1V7KEBTPIMZEU4LTD58 31418DLN0 2035-02-01 3.500000 0.00 327000.00 45511.57 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 97933797.00 83805385.65 Agency Mortgage-Backed Securities FNMS 04.000 CIMA6085 B1V7KEBTPIMZEU4LTD58 31418FXP7 2041-06-01 4.000000 0.00 48311.00 46007.51 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3331 B1V7KEBTPIMZEU4LTD58 31418CVZ4 2048-04-01 3.000000 0.00 38824.00 5310.45 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5624 B1V7KEBTPIMZEU4LTD58 31418FHA8 2040-01-01 3.500000 0.00 12204983.00 9663204.07 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4172 B1V7KEBTPIMZEU4LTD58 31418DT69 2030-11-01 1.500000 0.00 534581.00 117459.60 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 B1V7KEBTPIMZEU4LTD58 31418EJ84 2052-10-01 5.500000 0.00 19000.00 11759.88 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0028 B1V7KEBTPIMZEU4LTD58 31419AA64 2039-10-01 6.000000 0.00 6015000.00 79798.88 Agency Mortgage-Backed Securities FNMS 07.000 CL888367 B1V7KEBTPIMZEU4LTD58 31410F6C4 2037-03-01 7.000000 0.00 1681000.00 10454.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0949 B1V7KEBTPIMZEU4LTD58 31419BBT1 2041-02-01 4.000000 0.00 80000.00 3524.73 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5849 B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 43668720.00 37309796.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1793 B1V7KEBTPIMZEU4LTD58 3140Y77F9 2056-01-01 5.500000 0.00 54961984.00 54098487.60 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9510 B1V7KEBTPIMZEU4LTD58 3140XRR80 2049-09-01 5.000000 0.00 165000.00 126576.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1596 B1V7KEBTPIMZEU4LTD58 3140XGX20 2047-07-01 3.500000 0.00 240385.00 140845.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFM8714 B1V7KEBTPIMZEU4LTD58 3140XCVG0 2050-01-01 4.500000 0.00 2450421.00 1111866.53 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5535 B1V7KEBTPIMZEU4LTD58 31418FEH6 2039-11-01 5.000000 0.00 110000.00 72667.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8542 B1V7KEBTPIMZEU4LTD58 3140YWP49 2054-02-01 6.000000 0.00 555378.00 361924.60 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3385 B1V7KEBTPIMZEU4LTD58 31418CXP4 2048-06-01 4.500000 0.00 191000.00 16081.25 Agency Mortgage-Backed Securities FNMS 04.500 CTAC1600 B1V7KEBTPIMZEU4LTD58 31417KX69 2029-08-01 4.500000 0.00 2590000.00 35993.85 Agency Mortgage-Backed Securities FNMS 05.000 CICC3095 B1V7KEBTPIMZEU4LTD58 3140Y9NM2 2041-07-01 5.000000 0.00 91294.00 91585.75 Agency Mortgage-Backed Securities FNMS 04.500 CTMA1976 B1V7KEBTPIMZEU4LTD58 31418BFS0 2034-06-01 4.500000 0.00 555000.00 59180.61 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0305 B1V7KEBTPIMZEU4LTD58 3140XFKT7 2042-01-01 1.500000 0.00 5645000.00 3256205.36 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4270 B1V7KEBTPIMZEU4LTD58 3140XKW89 2052-03-01 2.000000 0.00 40000.00 24951.51 Agency Mortgage-Backed Securities FNMS 05.500 CZ889073 B1V7KEBTPIMZEU4LTD58 31410GXA6 2048-01-01 5.500000 0.00 3000000.00 33058.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1931 B1V7KEBTPIMZEU4LTD58 3140XHED5 2052-02-01 2.500000 0.00 201000.00 112556.29 Agency Mortgage-Backed Securities FNMS 02.500 CICB0744 B1V7KEBTPIMZEU4LTD58 3140QKZJ0 2036-06-01 2.500000 0.00 8000.00 3752.57 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3874 B1V7KEBTPIMZEU4LTD58 3140QPJU2 2047-06-01 3.000000 0.00 15000.00 9919.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 B1V7KEBTPIMZEU4LTD58 3140QNL83 2052-03-01 2.500000 0.00 1221763.00 794548.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6699 B1V7KEBTPIMZEU4LTD58 3140QSNR8 2053-07-01 6.000000 0.00 6250000.00 4575644.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5471 B1V7KEBTPIMZEU4LTD58 3140QRCH4 2053-01-01 6.000000 0.00 42960945.00 30258714.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2580 B1V7KEBTPIMZEU4LTD58 3140Q92N2 2048-11-01 4.500000 0.00 63819.00 16058.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6314 B1V7KEBTPIMZEU4LTD58 3140QEAQ5 2050-07-01 3.000000 0.00 16000.00 5957.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8754 B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 14540000.00 12873317.96 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4291 B1V7KEBTPIMZEU4LTD58 3140QPXV4 2052-08-01 5.000000 0.00 70000.00 50597.44 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1901 B1V7KEBTPIMZEU4LTD58 3140QMDF8 2051-10-01 2.500000 0.00 3410000.00 1917244.96 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8597 B1V7KEBTPIMZEU4LTD58 3140QGRT6 2051-01-01 2.500000 0.00 1550000.00 798375.80 Agency Mortgage-Backed Securities FNMS 04.000 CIDH0046 B1V7KEBTPIMZEU4LTD58 3140UFBQ6 2041-05-01 4.000000 0.00 3294111.00 3154194.21 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3572 B1V7KEBTPIMZEU4LTD58 3140X66J5 2049-09-01 4.500000 0.00 410000.00 95216.30 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0977 B1V7KEBTPIMZEU4LTD58 3140UUCP4 2056-07-01 6.500000 0.00 2793882.00 2941258.35 Agency Mortgage-Backed Securities FNMS 06.000 CIFA0462 B1V7KEBTPIMZEU4LTD58 3140W0QQ1 2039-09-01 6.000000 0.00 20035905.00 11467536.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3034 B1V7KEBTPIMZEU4LTD58 3140W3LQ0 2052-02-01 3.000000 0.00 15124148.00 12284755.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3494 B1V7KEBTPIMZEU4LTD58 3140X63C3 2048-04-01 2.500000 0.00 681000.00 173075.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3049 B1V7KEBTPIMZEU4LTD58 3140X6L74 2044-04-01 4.000000 0.00 3897464.00 1129966.05 Agency Mortgage-Backed Securities FNMS 04.000 CLFA2919 B1V7KEBTPIMZEU4LTD58 3140W3G52 2052-08-01 4.000000 0.00 5535000.00 4787430.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0751 B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3.000000 0.00 20000.00 11868.63 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4454 B1V7KEBTPIMZEU4LTD58 3140XK5Q9 2053-04-01 6.000000 0.00 140000.00 83406.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1811 B1V7KEBTPIMZEU4LTD58 3140Y8AM8 2056-01-01 4.500000 0.00 310000.00 288299.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2232 B1V7KEBTPIMZEU4LTD58 3140XHPS0 2052-04-01 3.500000 0.00 1000.00 588.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8796 B1V7KEBTPIMZEU4LTD58 3140XCX29 2051-09-01 3.000000 0.00 55832132.00 30426000.33 Agency Mortgage-Backed Securities FNMS 06.000 CL899743 B1V7KEBTPIMZEU4LTD58 31410WS82 2037-07-01 6.000000 0.00 419574.00 3996.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3931 B1V7KEBTPIMZEU4LTD58 3140UKLM3 2056-06-01 5.000000 0.00 1238400.00 1209689.74 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3404 B1V7KEBTPIMZEU4LTD58 3140UJYA8 2056-06-01 4.500000 0.00 1084574.00 1028443.79 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4413 B1V7KEBTPIMZEU4LTD58 3140W43X3 2055-07-01 7.000000 0.00 26688627.00 23673094.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2608 B1V7KEBTPIMZEU4LTD58 3140W23S8 2051-07-01 3.000000 0.00 218947.00 177147.20 Agency Mortgage-Backed Securities FNMS 05.000 CIDH3151 B1V7KEBTPIMZEU4LTD58 3140UJQD1 2041-07-01 5.000000 0.00 1305693.00 1319288.75 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4545 B1V7KEBTPIMZEU4LTD58 3140X8BP1 2050-10-01 2.500000 0.00 127000.00 59888.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4719 B1V7KEBTPIMZEU4LTD58 3140X8G50 2050-11-01 3.000000 0.00 427509.00 170912.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4344 B1V7KEBTPIMZEU4LTD58 3140W4ZJ9 2052-04-01 3.500000 0.00 16019154.00 13261596.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2333 B1V7KEBTPIMZEU4LTD58 3140X5SX2 2050-02-01 3.500000 0.00 176525.00 35532.42 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2459 B1V7KEBTPIMZEU4LTD58 3140W2WV9 2055-09-01 6.000000 0.00 5998807.00 5571315.24 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3933 B1V7KEBTPIMZEU4LTD58 3140W4LP0 2055-08-01 6.500000 0.00 53252504.00 52573489.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5788 B1V7KEBTPIMZEU4LTD58 31418FNE3 2055-07-01 3.500000 0.00 126277500.00 108362013.01 Agency Mortgage-Backed Securities Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0367 4000000000.00 4000000000.00 0.0103 N N Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.670000% ARP1KEKZ0 549300H47WTHXPU08X20 ARP1KEKZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 58016100.00 57253478.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 1969997400.00 1942588169.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 332944300.00 322698383.09 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0367 2277000000.00 2277000000.00 0.0058 N N Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 3.640000% ARP1KGD59 549300H47WTHXPU08X20 ARP1KGD59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 2277543900.00 2257336915.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 381362100.00 390911052.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 1259600000.00 1243343892.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 1664650000.00 1649009997.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 157587000.00 148359543.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 99300000.00 93520431.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 1146974000.00 1157846373.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 300000000.00 294531933.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 7093000000.00 7093000000.00 0.0182 N Y Y N FICC - STATE STREET BANK AND TRUST CO FICC - STATE STREET BANK AND TRUST CO 3.640000% ARP1KGD75 549300H47WTHXPU08X20 ARP1KGD75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 935907500.00 951750252.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 23800000.00 22597510.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1172171100.00 1183526554.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 556700000.00 553285886.94 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2658000000.00 2658000000.00 0.0068 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.640000% ARP1KGDH3 549300H47WTHXPU08X20 ARP1KGDH3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 854000000.00 857592493.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 429020300.00 418329114.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 674140000.00 876614169.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 855250000.00 866361408.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 1209413000.00 865952871.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 876850000.00 865634130.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 94631200.00 95535842.73 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4751000000.00 4751000000.00 0.0122 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 3.650000% ARP1KGJR5 549300H47WTHXPU08X20 ARP1KGJR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1050000000.00 1014020003.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 1076616600.00 1075309587.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 1015240400.00 989362264.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 508475500.00 501400910.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1054500000.00 1054271525.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1040901100.00 1041478969.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 563771800.00 554316801.53 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 6108000000.00 6108000000.00 0.0157 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.640000% ARP1KGKX0 MBNUM2BPBDO7JBLYG310 0000315030 ARP1KGKX0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 22088200.00 22335447.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 17587700.00 17790280.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 11717000.00 11665556.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1071900.00 1081641.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 245295200.00 249999213.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 4483200.00 4553088.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 17128600.00 17313494.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 456000.00 451458.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 215404800.00 249999250.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 144760800.00 138550606.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 192372200.00 249999927.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 715000.00 716190.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 221899200.00 249998840.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 226377200.00 225617251.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 10460400.00 10465996.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 250214400.00 249999716.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 251377600.00 249999045.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 183136000.00 249997501.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 23588900.00 23486571.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 30724600.00 30524552.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 22862000.00 22674531.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 701300.00 680317.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 22235400.00 22364953.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 14269300.00 13573964.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 254568000.00 249998692.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 18139500.00 17382230.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 189465600.00 249999044.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 228925200.00 215013415.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 123061400.00 121752687.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 62847200.00 62730786.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 24306000.00 23996195.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 245446400.00 249998571.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 1068600.00 1076399.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 3056000.00 3024116.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 148931000.00 156612924.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 5329200.00 5053038.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 21769000.00 22165669.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 254396000.00 249999528.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VU8 2027-01-28 0.00 0.00 254828800.00 249998520.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 249894000.00 249999671.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 65476800.00 84050379.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 23078500.00 22508761.07 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4460000000.00 4460000000.00 0.0114 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 3.640000% ARP1KGKZ5 2IGI19DL77OX0HC3ZE78 0000800030 ARP1KGKZ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 29000000.00 27691539.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 10771900.00 10025339.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 100.00 100.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 100.00 73.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 4200.00 3564.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 99.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 148800.00 137452.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 100.00 97.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 225900.00 224943.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 608600.00 606271.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 70100.00 70757.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 100.00 121.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 100.00 95.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 100.00 95.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 1800.00 1597.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100.00 100.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 77.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 3408300.00 1818969.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 3100.00 2690.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 14524200.00 12604003.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 746300.00 571450.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 30778700.00 29035448.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100.00 95.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 100.00 100.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 41279600.00 24640471.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 300.00 244.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 100.00 100.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 68.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 86.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 122700.00 91362.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 100.00 101.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 100.00 100.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 35361900.00 30794445.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 41696900.00 42217837.50 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 177000000.00 177000000.00 0.0005 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.650000% ARP1KGL35 6PJDTY319315T5LR2241 ARP1KGL35 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 14798100.00 14646788.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 1363200.00 1430583.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 130200.00 128247.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1500.00 1560.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200.00 203.42 U.S. Treasuries (including strips) FEPC 06.500 CLQJ2993 S6XOOCT0IEG5ABCC6L87 3133CTKE8 2054-08-01 6.500000 0.00 21162471.00 12196472.27 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7625 S6XOOCT0IEG5ABCC6L87 3133C8PJ8 2053-07-01 6.500000 0.00 1000.00 881.20 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6507 S6XOOCT0IEG5ABCC6L87 3133KNGQ0 2051-12-01 2.000000 0.00 5760870.00 3412569.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6.000000 0.00 1000.00 641.05 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8062 S6XOOCT0IEG5ABCC6L87 3132DV5X9 2050-05-01 3.000000 0.00 108002.00 24607.58 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4386 S6XOOCT0IEG5ABCC6L87 3132E02T8 2052-08-01 3.000000 0.00 1024.00 719.88 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1432 S6XOOCT0IEG5ABCC6L87 3132DNSV6 2052-08-01 4.500000 0.00 3495.00 2433.01 Agency Mortgage-Backed Securities FEPC 04.500 CLSD3944 S6XOOCT0IEG5ABCC6L87 3132E0LZ3 2053-05-01 4.500000 0.00 66000.00 48348.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6041 S6XOOCT0IEG5ABCC6L87 3132DTWA4 2054-08-01 5.000000 0.00 1034.00 851.68 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.500000 0.00 24030.00 18866.35 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.500000 0.00 3602.00 2243.42 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5580 S6XOOCT0IEG5ABCC6L87 3132DTFV7 2052-10-01 4.000000 0.00 47000.00 39024.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8231 S6XOOCT0IEG5ABCC6L87 3132DWEC3 2052-07-01 4.500000 0.00 37000.00 25827.31 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1554 S6XOOCT0IEG5ABCC6L87 3132DNWP4 2052-09-01 4.500000 0.00 1000.00 688.76 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5882 S6XOOCT0IEG5ABCC6L87 3132DTRB8 2054-07-01 6.000000 0.00 1000.00 798.98 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.500000 0.00 1952.00 1167.64 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4961 S6XOOCT0IEG5ABCC6L87 3132DSQN5 2052-02-01 2.000000 0.00 21369002.00 13727447.24 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0856 S6XOOCT0IEG5ABCC6L87 3132DM5R2 2052-01-01 2.000000 0.00 1000.00 608.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 S6XOOCT0IEG5ABCC6L87 3132DWG23 2053-04-01 6.000000 0.00 1023.00 586.76 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2981 S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.500000 0.00 1000.00 581.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3639 B1V7KEBTPIMZEU4LTD58 3140X7BH1 2050-03-01 3.500000 0.00 1000000.00 179319.57 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7848 B1V7KEBTPIMZEU4LTD58 3140XPWJ4 2052-06-01 3.000000 0.00 1000.00 686.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6517 B1V7KEBTPIMZEU4LTD58 3140W7G38 2056-06-01 5.500000 0.00 1000.00 999.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 1020976.00 822780.89 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3714 S6XOOCT0IEG5ABCC6L87 3142GUDU4 2055-03-01 5.000000 0.00 1024.00 920.74 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 5000.00 3644.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 6004.00 4285.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2043 S6XOOCT0IEG5ABCC6L87 31427PHV9 2055-07-01 5.500000 0.00 1990070.00 1818803.87 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2.000000 0.00 4000.00 2505.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 7986.00 5632.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1845 B1V7KEBTPIMZEU4LTD58 3140Y8BP0 2056-01-01 5.500000 0.00 1024.00 1001.65 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 B1V7KEBTPIMZEU4LTD58 31418E3E8 2054-03-01 5.500000 0.00 1000.00 686.50 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3.000000 0.00 1000.00 684.42 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 B1V7KEBTPIMZEU4LTD58 31418ER77 2053-05-01 5.000000 0.00 1024.00 768.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3076 S6XOOCT0IEG5ABCC6L87 3142GTM29 2054-12-01 5.500000 0.00 1024.00 858.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 2024.00 1718.90 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-25 2.500000 0.00 14000.00 9876.35 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5.000000 0.00 1000.00 654.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8431 S6XOOCT0IEG5ABCC6L87 3133KQLL8 2053-01-01 6.500000 0.00 1006.00 532.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1639 B1V7KEBTPIMZEU4LTD58 3140B1ZD1 2055-01-01 6.500000 0.00 1000.00 411.74 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0038 B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3.000000 0.00 1000.00 135.24 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5.000000 0.00 1431.00 11.86 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9810 B1V7KEBTPIMZEU4LTD58 3140AX3U9 2055-02-01 6.000000 0.00 2900000.00 1861893.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7288 B1V7KEBTPIMZEU4LTD58 3140BYC28 2056-04-01 5.000000 0.00 1000.00 980.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6838 B1V7KEBTPIMZEU4LTD58 3140BXS49 2055-12-01 6.000000 0.00 1000.00 1019.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6468 B1V7KEBTPIMZEU4LTD58 3140BXFJ0 2056-04-01 5.000000 0.00 1000.00 977.68 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3610 B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 3213285.00 2965088.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3719 B1V7KEBTPIMZEU4LTD58 3140J8DZ3 2045-12-01 4.500000 0.00 2241220.00 466733.54 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 300.00 300.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 53600.00 53268.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 7500.00 7423.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 700.00 713.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 207300.00 207026.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 100.00 95.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 96.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 87500.00 85378.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 23800.00 24036.21 U.S. Treasuries (including strips) FEPC 05.500 CLRJ6848 S6XOOCT0IEG5ABCC6L87 3142GXTE7 2056-06-01 5.500000 0.00 32913000.00 32372701.50 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2595 S6XOOCT0IEG5ABCC6L87 3142JQ3D9 2056-01-01 5.500000 0.00 21174451.00 20687660.90 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7350 S6XOOCT0IEG5ABCC6L87 3133BVEX9 2053-02-01 6.500000 0.00 1029661.00 791830.80 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.500000 0.00 1000.00 572.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0136 S6XOOCT0IEG5ABCC6L87 3133CCEH5 2053-08-01 6.000000 0.00 50000.00 26088.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9928 S6XOOCT0IEG5ABCC6L87 3133D2A56 2054-12-01 5.000000 0.00 2000.00 1766.02 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 B1V7KEBTPIMZEU4LTD58 3138EKLE3 2043-01-01 3.500000 0.00 1000.00 119.53 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5132 S6XOOCT0IEG5ABCC6L87 3133KYVZ9 2041-10-01 2.500000 0.00 1000.00 549.80 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8055 S6XOOCT0IEG5ABCC6L87 3133WE5Q9 2054-06-01 5.500000 0.00 1000.00 788.13 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8764 S6XOOCT0IEG5ABCC6L87 3133KQWZ5 2053-03-01 5.000000 0.00 2310779.00 1722119.80 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1386 S6XOOCT0IEG5ABCC6L87 31334XRF8 2049-07-01 3.500000 0.00 1000.00 500.36 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6087 S6XOOCT0IEG5ABCC6L87 3133BFXQ8 2052-07-01 4.500000 0.00 1002.00 743.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 1000.00 581.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4381 B1V7KEBTPIMZEU4LTD58 3140W42P1 2056-01-01 5.000000 0.00 30379000.00 29069670.36 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7525 S6XOOCT0IEG5ABCC6L87 3132DVLE3 2050-10-01 2.500000 0.00 2827.00 1270.06 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0612 S6XOOCT0IEG5ABCC6L87 3132DMVD4 2050-11-01 2.500000 0.00 70000.00 32696.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 4000.00 2795.18 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3566 S6XOOCT0IEG5ABCC6L87 3132DQ6B7 2053-08-01 5.000000 0.00 884736.00 686680.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.500000 0.00 3024.00 2611.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2990 S6XOOCT0IEG5ABCC6L87 3132DQKB1 2053-03-01 6.000000 0.00 1000.00 797.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6595 S6XOOCT0IEG5ABCC6L87 3132DUKG1 2054-10-01 5.500000 0.00 10900000.00 8848074.95 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8797 S6XOOCT0IEG5ABCC6L87 3133KQX27 2053-04-01 5.500000 0.00 25850396.00 21675288.53 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 B1V7KEBTPIMZEU4LTD58 3138ENWB1 2033-08-01 4.000000 0.00 1002.00 75.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 S6XOOCT0IEG5ABCC6L87 3133W8N66 2054-03-01 5.000000 0.00 548824.00 486563.91 Agency Mortgage-Backed Securities 05.000 FRPC G80393 G S6XOOCT0IEG5ABCC6L87 31335PNJ0 2036-08-20 5.000000 0.00 107379.00 13916.13 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1900 S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.500000 0.00 1000.00 692.78 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 S6XOOCT0IEG5ABCC6L87 3132DSAG7 2053-12-01 5.500000 0.00 1076.00 812.24 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.500000 0.00 1000.00 566.27 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 160999.00 112849.28 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.500000 0.00 1000.00 713.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7570 S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6.000000 0.00 456208.00 352204.68 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8348 S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5.000000 0.00 276000.00 211566.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5.000000 0.00 2803585.00 2131028.71 Agency Mortgage-Backed Securities FEPC 02.500 CLQA8966 S6XOOCT0IEG5ABCC6L87 3133A36B9 2050-04-01 2.500000 0.00 50000000.00 15522469.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 161400.00 161997.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 80900.00 78127.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1005900.00 1001433.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1597600.00 1754577.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 100.00 94.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 100.00 86.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 300.00 300.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 11942600.00 11248571.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 8829500.00 8755775.55 U.S. Treasuries (including strips) FEPC 05.500 CLQG0131 S6XOOCT0IEG5ABCC6L87 3133C0EC2 2053-04-01 5.500000 0.00 1023071.00 742409.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3144 S6XOOCT0IEG5ABCC6L87 3133CTP52 2054-09-01 6.000000 0.00 1000.00 904.05 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 S6XOOCT0IEG5ABCC6L87 3133D3CG8 2039-10-01 3.000000 0.00 421019.00 175176.24 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4323 S6XOOCT0IEG5ABCC6L87 3133C4YU2 2053-06-01 6.000000 0.00 1000.00 709.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6976 S6XOOCT0IEG5ABCC6L87 3133BUXD4 2053-02-01 5.500000 0.00 1380875.00 893004.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8207 S6XOOCT0IEG5ABCC6L87 3133C9DL4 2053-08-01 5.500000 0.00 1000.00 790.52 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ1784 S6XOOCT0IEG5ABCC6L87 3133CR6V0 2054-07-01 7.000000 0.00 1226325.00 423839.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6518 S6XOOCT0IEG5ABCC6L87 3133BUG35 2053-01-01 5.500000 0.00 3000.00 2495.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6564 S6XOOCT0IEG5ABCC6L87 3133BUJH1 2053-02-01 5.500000 0.00 1000.00 746.40 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8787 S6XOOCT0IEG5ABCC6L87 3133BJXQ0 2052-08-01 4.500000 0.00 1807822.00 1287041.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3339 S6XOOCT0IEG5ABCC6L87 3133BQV86 2052-11-01 5.000000 0.00 1024.00 724.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 S6XOOCT0IEG5ABCC6L87 3132DVMS1 2054-04-01 6.000000 0.00 2000.00 1538.96 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 S6XOOCT0IEG5ABCC6L87 3132DVL52 2051-11-01 2.500000 0.00 48613529.00 27497457.68 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2.000000 0.00 196754.00 117567.47 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0785 S6XOOCT0IEG5ABCC6L87 3132DM2S3 2051-12-01 2.000000 0.00 1000.00 564.70 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 S6XOOCT0IEG5ABCC6L87 3132DNQD8 2052-07-01 3.500000 0.00 3020.00 1915.93 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0547 S6XOOCT0IEG5ABCC6L87 3131Y6TC3 2042-12-01 4.000000 0.00 1704.00 209.89 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8245 S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 19527559.00 13875363.23 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8026 S6XOOCT0IEG5ABCC6L87 3132A84K2 2033-05-01 3.500000 0.00 1000.00 114.77 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1340 S6XOOCT0IEG5ABCC6L87 3132DNPZ0 2052-03-01 3.000000 0.00 1000.00 633.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 S6XOOCT0IEG5ABCC6L87 3132DPCH9 2052-11-01 5.500000 0.00 1001.00 696.38 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 B1V7KEBTPIMZEU4LTD58 3140QTJZ3 2053-11-01 6.000000 0.00 1001.00 741.73 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2090 B1V7KEBTPIMZEU4LTD58 3140UHKC3 2056-07-01 5.000000 0.00 1000.00 981.35 Agency Mortgage-Backed Securities FNMS 04.500 CIDH9975 B1V7KEBTPIMZEU4LTD58 3140USCM6 2041-08-01 4.500000 0.00 1000.00 986.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 B1V7KEBTPIMZEU4LTD58 3140QVWD2 2054-12-01 5.000000 0.00 2369.00 2047.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2350 B1V7KEBTPIMZEU4LTD58 3140U5TG1 2056-04-01 5.000000 0.00 1000.00 857.57 Agency Mortgage-Backed Securities FNMS 03.500 CVAL8047 B1V7KEBTPIMZEU4LTD58 3138EQ5H1 2030-11-01 3.500000 0.00 1000.00 77.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 B1V7KEBTPIMZEU4LTD58 3140A93N8 2054-04-01 5.000000 0.00 1000.00 890.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9546 B1V7KEBTPIMZEU4LTD58 3138ERTC4 2046-11-01 3.500000 0.00 500000.00 67984.26 Agency Mortgage-Backed Securities FNMS 05.500 CL794022 B1V7KEBTPIMZEU4LTD58 31405ND36 2034-09-01 5.500000 0.00 1692.00 9.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7461 B1V7KEBTPIMZEU4LTD58 3140A8JF0 2054-01-01 6.000000 0.00 2001.00 1730.64 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 2000000.00 1301103.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 22131800.00 21941942.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 2000.00 2025.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 295000.00 295571.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 431100.00 426708.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 100.00 97.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 100.00 213.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 100.00 106.34 U.S. Treasuries (including strips) FEPC 04.500 CLSL4699 S6XOOCT0IEG5ABCC6L87 31427SGH5 2054-02-01 4.500000 0.00 1008.00 931.71 Agency Mortgage-Backed Securities FEPC 07.000 CLSL5905 S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 36018975.00 38073221.18 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3056 S6XOOCT0IEG5ABCC6L87 3142GTME3 2054-12-01 5.000000 0.00 22348525.00 19115445.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3735 S6XOOCT0IEG5ABCC6L87 3142GUEH2 2055-03-01 6.000000 0.00 1000.00 766.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 B1V7KEBTPIMZEU4LTD58 31418EE63 2052-07-01 4.500000 0.00 1008.00 701.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4260 S6XOOCT0IEG5ABCC6L87 31427RWW6 2056-02-01 5.000000 0.00 35708000.00 33884245.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6424 S6XOOCT0IEG5ABCC6L87 3142GXD61 2056-04-01 5.500000 0.00 24163090.00 23936654.12 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.500000 0.00 1408.00 965.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1955 S6XOOCT0IEG5ABCC6L87 3142GSE53 2054-07-01 5.500000 0.00 4044480.00 3552353.09 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0180 S6XOOCT0IEG5ABCC6L87 3142GQFW7 2053-11-01 5.500000 0.00 1008.00 793.41 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0954 S6XOOCT0IEG5ABCC6L87 3142GRBY5 2054-02-01 6.500000 0.00 1000.00 592.25 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4129 S6XOOCT0IEG5ABCC6L87 3142GUST1 2055-05-01 5.500000 0.00 1066.00 979.80 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2373 B1V7KEBTPIMZEU4LTD58 3140Y8T71 2056-04-01 5.000000 0.00 687222.00 653967.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1426 B1V7KEBTPIMZEU4LTD58 3140Y7SQ2 2055-11-01 4.500000 0.00 1024.00 943.34 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 B1V7KEBTPIMZEU4LTD58 31418FEC7 2054-11-01 5.000000 0.00 4000.00 3359.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6245 B1V7KEBTPIMZEU4LTD58 3140XM5F9 2053-11-01 5.000000 0.00 2964.00 2201.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDG4617 B1V7KEBTPIMZEU4LTD58 3140U8DX5 2056-04-01 6.000000 0.00 1376456.00 1446039.41 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5237 B1V7KEBTPIMZEU4LTD58 3140W5ZB3 2056-04-01 4.500000 0.00 4635.00 4370.03 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2171 B1V7KEBTPIMZEU4LTD58 3140X5MV2 2049-07-01 4.000000 0.00 44849276.00 11570336.83 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5750 B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4.000000 0.00 1000.00 217.92 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 2366600.00 2353621.57 U.S. Treasuries (including strips) FEPC 06.500 CLQI0588 S6XOOCT0IEG5ABCC6L87 3133W6UM7 2054-03-01 6.500000 0.00 6267888.00 4746932.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9994 S6XOOCT0IEG5ABCC6L87 3133KSC75 2053-10-01 6.000000 0.00 28287472.00 19539920.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQH2146 S6XOOCT0IEG5ABCC6L87 3133CEL34 2053-10-01 5.000000 0.00 26020.00 19888.35 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5359 S6XOOCT0IEG5ABCC6L87 3132DS5U2 2054-05-01 5.500000 0.00 1000.00 914.41 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 S6XOOCT0IEG5ABCC6L87 3133KLZX8 2051-05-01 2.000000 0.00 3000.00 1647.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 S6XOOCT0IEG5ABCC6L87 3132DPUP1 2053-03-01 5.000000 0.00 2000.00 1460.35 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 1042.00 724.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 S6XOOCT0IEG5ABCC6L87 3132DVMQ5 2054-02-01 5.500000 0.00 1077.00 826.25 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4553 S6XOOCT0IEG5ABCC6L87 3132DSBW1 2053-09-01 3.000000 0.00 1000.00 714.40 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 133032.00 78691.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6433 S6XOOCT0IEG5ABCC6L87 3132DUEE3 2054-04-01 5.500000 0.00 1000.00 751.88 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1665 S6XOOCT0IEG5ABCC6L87 3132DNZ63 2052-09-01 4.500000 0.00 3868725.00 2488394.70 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 1000.00 718.72 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 1000.00 326.66 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5522 S6XOOCT0IEG5ABCC6L87 3132DTD31 2054-05-01 6.000000 0.00 1000.00 753.11 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2452 S6XOOCT0IEG5ABCC6L87 3132DPWM6 2053-02-01 6.500000 0.00 1995.00 1194.51 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 9992961.00 5892385.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 S6XOOCT0IEG5ABCC6L87 3132DTHJ2 2054-02-01 6.000000 0.00 1000.00 729.60 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4226 S6XOOCT0IEG5ABCC6L87 3131XXVT5 2047-09-01 4.000000 0.00 1000.00 79.98 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 158600.00 144511.65 U.S. Treasuries (including strips) FEPC 05.500 CLRJ1266 S6XOOCT0IEG5ABCC6L87 3142GRMQ0 2054-04-01 5.500000 0.00 1024.00 866.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0660 S6XOOCT0IEG5ABCC6L87 31427MWW7 2055-04-01 6.000000 0.00 1000.00 808.75 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6078 B1V7KEBTPIMZEU4LTD58 31418FXG7 2056-06-01 4.500000 0.00 2160.00 2034.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 B1V7KEBTPIMZEU4LTD58 3140XJZD8 2052-12-01 5.500000 0.00 1000.00 670.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0527 B1V7KEBTPIMZEU4LTD58 3140UFSR6 2056-06-01 5.500000 0.00 1000.00 1002.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1911 B1V7KEBTPIMZEU4LTD58 3140X5DR1 2048-07-01 3.500000 0.00 1000.00 173.19 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 B1V7KEBTPIMZEU4LTD58 3140XL5K0 2052-10-01 4.000000 0.00 50000.00 34033.69 Agency Mortgage-Backed Securities FNMS 06.000 CL995076 B1V7KEBTPIMZEU4LTD58 31416BMZ8 2038-11-01 6.000000 0.00 1002.00 17.47 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1389 S6XOOCT0IEG5ABCC6L87 31427NRK7 2055-04-01 6.000000 0.00 1040.00 862.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ7705 S6XOOCT0IEG5ABCC6L87 31427HR38 2055-11-01 5.000000 0.00 1024.00 979.84 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4445 B1V7KEBTPIMZEU4LTD58 3140W45F0 2053-02-01 4.500000 0.00 50000000.00 45918928.63 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4339 B1V7KEBTPIMZEU4LTD58 3140QPZD2 2052-08-01 4.500000 0.00 1000.00 675.79 Agency Mortgage-Backed Securities FNMS 02.000 CLFA3394 B1V7KEBTPIMZEU4LTD58 3140W3XY0 2051-10-01 2.000000 0.00 38000.00 28499.83 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ5323 B1V7KEBTPIMZEU4LTD58 3138ML4H4 2042-11-01 3.500000 0.00 1000.00 105.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4475 B1V7KEBTPIMZEU4LTD58 3140AD6M8 2054-09-01 5.500000 0.00 14042120.00 10919824.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6425 B1V7KEBTPIMZEU4LTD58 3140AUD75 2054-11-01 5.000000 0.00 1000.00 802.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 S6XOOCT0IEG5ABCC6L87 3133CSJ85 2054-08-01 5.500000 0.00 2062.00 1569.89 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ1703 S6XOOCT0IEG5ABCC6L87 3133CR3L5 2054-08-01 6.500000 0.00 1410544.00 1216688.86 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 27700.00 26681.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 1200.00 1124.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 98.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 228800.00 224243.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 100.00 99.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 9057300.00 9046304.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1090500.00 1095070.02 U.S. Treasuries (including strips) FNMS 04.000 CLMA5177 B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4.000000 0.00 1000.00 774.99 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1203 B1V7KEBTPIMZEU4LTD58 3140Y7KR8 2055-10-01 5.000000 0.00 826294.00 799301.40 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7997 B1V7KEBTPIMZEU4LTD58 3140XP3F4 2054-05-01 6.000000 0.00 300000.00 207362.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4437 B1V7KEBTPIMZEU4LTD58 3140U74X7 2056-05-01 5.000000 0.00 1000.00 979.34 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 13011.00 8473.99 Agency Mortgage-Backed Securities FNMS 02.500 CJMA2275 B1V7KEBTPIMZEU4LTD58 31418BQ58 2030-04-01 2.500000 0.00 1198000.00 49931.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1860 B1V7KEBTPIMZEU4LTD58 3140Y8B62 2056-01-01 5.500000 0.00 1000.00 981.50 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5249 B1V7KEBTPIMZEU4LTD58 31418EZP8 2054-01-01 7.000000 0.00 292645989.00 79637062.85 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3315 S6XOOCT0IEG5ABCC6L87 3142GTVH6 2055-01-01 6.500000 0.00 107479029.00 70323811.17 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0779 S6XOOCT0IEG5ABCC6L87 31426W2M1 2055-08-01 5.500000 0.00 12098360.00 10712032.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4504 S6XOOCT0IEG5ABCC6L87 31426PAE5 2055-06-01 5.500000 0.00 20047800.00 16729065.08 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2791 S6XOOCT0IEG5ABCC6L87 31427QC59 2054-09-01 6.000000 0.00 39200000.00 33285007.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0376 S6XOOCT0IEG5ABCC6L87 31427MM24 2055-02-01 6.000000 0.00 1008.00 868.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4777 S6XOOCT0IEG5ABCC6L87 31427SJX7 2056-04-01 5.000000 0.00 1024.00 998.97 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3505 B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.500000 0.00 3522000.00 1457307.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1207 B1V7KEBTPIMZEU4LTD58 3140Y7KV9 2055-10-01 5.000000 0.00 1000.00 935.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3.000000 0.00 1000.00 647.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8874 B1V7KEBTPIMZEU4LTD58 3140XQ2G1 2052-06-01 3.000000 0.00 1000.00 755.92 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2333 B1V7KEBTPIMZEU4LTD58 3140Y8SX5 2056-04-01 5.000000 0.00 593469.00 570276.25 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3373 B1V7KEBTPIMZEU4LTD58 3140W3XB0 2053-07-01 2.500000 0.00 35000.00 27641.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2393 B1V7KEBTPIMZEU4LTD58 3140Y8UT1 2056-04-01 6.000000 0.00 1024.00 1033.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 33340.00 30765.75 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5734 B1V7KEBTPIMZEU4LTD58 31418FLQ8 2055-06-01 5.000000 0.00 1368.00 1213.01 Agency Mortgage-Backed Securities FEPC 06.500 CLQY9023 S6XOOCT0IEG5ABCC6L87 31426UAZ7 2055-07-01 6.500000 0.00 2196407.00 2259123.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3424 S6XOOCT0IEG5ABCC6L87 31425XYW3 2055-01-01 6.000000 0.00 10067680.00 8130929.06 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 1008.00 862.58 Agency Mortgage-Backed Securities FEPC 06.500 CLQY9840 S6XOOCT0IEG5ABCC6L87 31426U5A8 2055-08-01 6.500000 0.00 1021.00 725.57 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0230 S6XOOCT0IEG5ABCC6L87 31427MHG9 2054-11-01 5.000000 0.00 34533248.00 31267627.75 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3115 S6XOOCT0IEG5ABCC6L87 31427QN99 2055-09-01 6.000000 0.00 708871.00 676972.34 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 1000.00 659.64 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 1000.00 661.86 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9962 B1V7KEBTPIMZEU4LTD58 3140QWB84 2055-02-01 5.000000 0.00 2245662.00 2017930.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6403 B1V7KEBTPIMZEU4LTD58 3140A7DH4 2054-01-01 6.500000 0.00 10273689.00 5254679.56 Agency Mortgage-Backed Securities FEPC 03.500 CLQE7181 S6XOOCT0IEG5ABCC6L87 3133BG6S2 2052-06-01 3.500000 0.00 1000.00 682.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0429 S6XOOCT0IEG5ABCC6L87 3133CCPN0 2053-09-01 6.500000 0.00 1000.00 847.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2855 S6XOOCT0IEG5ABCC6L87 3133CTE47 2054-09-01 6.500000 0.00 1417092.00 1149908.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.500000 0.00 61773073.00 47174374.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7343 S6XOOCT0IEG5ABCC6L87 3133BVEQ4 2053-02-01 6.000000 0.00 1073594.00 662307.46 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1476 S6XOOCT0IEG5ABCC6L87 3132DNT94 2052-08-01 4.500000 0.00 1000.00 694.67 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8532 S6XOOCT0IEG5ABCC6L87 3132DWPR8 2055-05-01 5.000000 0.00 1063.00 941.94 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1586 S6XOOCT0IEG5ABCC6L87 3132DNXP3 2052-08-01 3.500000 0.00 1000.00 597.68 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8298 S6XOOCT0IEG5ABCC6L87 3132DWGF4 2053-02-01 4.500000 0.00 13541760.00 10318249.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2157 S6XOOCT0IEG5ABCC6L87 3133CSME8 2054-08-01 6.000000 0.00 1000.00 746.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 S6XOOCT0IEG5ABCC6L87 3133CWJ60 2054-10-01 6.500000 0.00 9018200.00 5163418.51 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7859 S6XOOCT0IEG5ABCC6L87 3133CLWU6 2054-01-01 6.000000 0.00 1143193.00 746262.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 3132DVKR5 2049-08-01 3.500000 0.00 2981.00 499.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7345 S6XOOCT0IEG5ABCC6L87 3133BVES0 2053-02-01 5.500000 0.00 1163119.00 776669.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 S6XOOCT0IEG5ABCC6L87 3133BLBY2 2052-09-01 5.000000 0.00 3041940.00 1666613.92 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8160 S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2.000000 0.00 2000.00 1139.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6330 S6XOOCT0IEG5ABCC6L87 3133BUA72 2053-01-01 5.500000 0.00 1162435.00 700953.28 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1789 S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 5.000000 0.00 916330.00 618435.43 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 S6XOOCT0IEG5ABCC6L87 3132DVMP7 2054-01-01 6.500000 0.00 4298944.00 3021352.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 S6XOOCT0IEG5ABCC6L87 3132DP2K3 2053-03-01 6.000000 0.00 1000.00 642.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3349 S6XOOCT0IEG5ABCC6L87 3132DQWJ1 2053-06-01 5.000000 0.00 1000.00 634.90 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 675840.00 342704.40 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 265700.00 263818.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 301900.00 298164.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 200.00 200.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 1477700.00 1477507.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 3000.00 3093.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 200.00 148.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 144500.00 142450.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 34400.00 33691.05 U.S. Treasuries (including strips) FEPC 04.000 CLRA7554 S6XOOCT0IEG5ABCC6L87 3133KPMB1 2052-06-01 4.000000 0.00 175000.00 108345.62 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9434 S6XOOCT0IEG5ABCC6L87 3133KRPT5 2053-07-01 5.500000 0.00 4997072.00 3608676.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8486 S6XOOCT0IEG5ABCC6L87 3133KQNB8 2053-01-01 6.000000 0.00 1187958.00 762752.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7975 S6XOOCT0IEG5ABCC6L87 3133WE2G4 2054-06-01 6.500000 0.00 1313465.00 963038.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7277 S6XOOCT0IEG5ABCC6L87 3133WECN8 2054-06-01 5.500000 0.00 1171271.00 870291.19 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 S6XOOCT0IEG5ABCC6L87 3133KPFT0 2052-05-01 3.500000 0.00 1001.00 688.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDC1989 B1V7KEBTPIMZEU4LTD58 3140APF74 2054-09-01 5.000000 0.00 1000.00 850.56 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1469 S6XOOCT0IEG5ABCC6L87 3133A7T25 2050-07-01 2.500000 0.00 1000.00 422.02 Agency Mortgage-Backed Securities FEPC 02.500 CLQC8573 S6XOOCT0IEG5ABCC6L87 3133ATQ20 2051-10-01 2.500000 0.00 1804.00 1009.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8461 S6XOOCT0IEG5ABCC6L87 3132DWMJ9 2054-09-01 5.000000 0.00 2011130.00 1697001.35 Agency Mortgage-Backed Securities FEPC 04.500 CLQE2763 S6XOOCT0IEG5ABCC6L87 3133BCB89 2052-05-01 4.500000 0.00 1759255.00 1231471.94 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6681 S6XOOCT0IEG5ABCC6L87 3133C7M61 2053-07-01 6.000000 0.00 28350199.00 14216634.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 S6XOOCT0IEG5ABCC6L87 3133BTBG4 2052-12-01 5.500000 0.00 1000.00 762.86 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1708 S6XOOCT0IEG5ABCC6L87 3133CR3R2 2054-08-01 6.000000 0.00 2060028.00 1696660.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6088 S6XOOCT0IEG5ABCC6L87 3133BFXR6 2052-07-01 4.500000 0.00 1000.00 719.71 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6335 S6XOOCT0IEG5ABCC6L87 3133BUBC0 2053-01-01 6.000000 0.00 1841672.00 983502.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQG5549 S6XOOCT0IEG5ABCC6L87 3133C6EW5 2053-06-01 5.000000 0.00 1000.00 753.18 Agency Mortgage-Backed Securities FNMS 06.500 CLAL6324 B1V7KEBTPIMZEU4LTD58 3138EPA20 2036-12-01 6.500000 0.00 1000.00 43.42 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7794 S6XOOCT0IEG5ABCC6L87 3133KPUT3 2052-08-01 5.000000 0.00 1048.00 824.67 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 S6XOOCT0IEG5ABCC6L87 3133KPFX1 2052-05-01 3.500000 0.00 1040.00 633.24 Agency Mortgage-Backed Securities FEPC 02.000 CLQB9087 S6XOOCT0IEG5ABCC6L87 3133AGCY3 2051-02-01 2.000000 0.00 100000.00 45251.31 Agency Mortgage-Backed Securities 05.875 FRPC G80376 G S6XOOCT0IEG5ABCC6L87 31335PMZ5 2038-12-20 5.875000 0.00 1000.00 93.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8617 S6XOOCT0IEG5ABCC6L87 3133C9SE4 2053-08-01 5.500000 0.00 1024.00 747.61 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8314 S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.500000 0.00 49000.00 37116.99 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6679 S6XOOCT0IEG5ABCC6L87 3133B4M44 2052-02-01 2.500000 0.00 1000.00 587.58 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0593 S6XOOCT0IEG5ABCC6L87 3132DMUS2 2051-05-01 3.000000 0.00 1000.00 487.24 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1214 S6XOOCT0IEG5ABCC6L87 3132DNK36 2051-11-01 3.000000 0.00 29110275.00 17500614.49 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1966 S6XOOCT0IEG5ABCC6L87 3132DPFF0 2052-11-01 4.000000 0.00 1000.00 692.77 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 1024.00 683.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1344 S6XOOCT0IEG5ABCC6L87 3132DNP56 2049-07-01 5.500000 0.00 63572.00 35947.45 Agency Mortgage-Backed Securities FEPC 03.000 3SZT0936 S6XOOCT0IEG5ABCC6L87 3132ADBD9 2043-09-01 3.000000 0.00 1000.00 102.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 S6XOOCT0IEG5ABCC6L87 3132DTB25 2054-05-01 5.500000 0.00 1024.00 796.59 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7899 S6XOOCT0IEG5ABCC6L87 3132A8X46 2032-11-01 3.000000 0.00 1000.00 164.22 Agency Mortgage-Backed Securities FEPC 06.000 CISB8329 S6XOOCT0IEG5ABCC6L87 3132D6HE3 2039-09-01 6.000000 0.00 8000.00 4146.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3382 S6XOOCT0IEG5ABCC6L87 3131Y9XK4 2049-02-01 4.500000 0.00 35342642.00 7531146.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 91.28 U.S. Treasuries (including strips) FEPC 05.000 CLSL4453 S6XOOCT0IEG5ABCC6L87 31427R5P1 2053-08-01 5.000000 0.00 33349000.00 31123492.17 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5572 B1V7KEBTPIMZEU4LTD58 31418FFN2 2054-11-01 3.500000 0.00 65000.00 53290.81 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 1000.00 723.29 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ8322 S6XOOCT0IEG5ABCC6L87 31427JG85 2055-11-01 6.500000 0.00 5359921.00 5341987.58 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 1000.00 88.72 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1722 S6XOOCT0IEG5ABCC6L87 3142GR4G2 2054-06-01 6.500000 0.00 1027.00 691.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0684 S6XOOCT0IEG5ABCC6L87 31426WXN5 2055-08-01 5.500000 0.00 1008.00 938.20 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5.000000 0.00 1000.00 796.04 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4206 B1V7KEBTPIMZEU4LTD58 31418DU83 2035-12-01 2.000000 0.00 1989000.00 749590.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 B1V7KEBTPIMZEU4LTD58 3140XRYM1 2054-11-01 5.500000 0.00 1900000.00 1669984.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5052 B1V7KEBTPIMZEU4LTD58 3140W5TJ3 2056-03-01 5.000000 0.00 6310676.00 6051393.87 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8852 B1V7KEBTPIMZEU4LTD58 3140XQZS9 2052-04-01 2.500000 0.00 41000.00 29484.73 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5822 B1V7KEBTPIMZEU4LTD58 3140W6PG1 2055-03-01 4.500000 0.00 1024.00 961.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5127 B1V7KEBTPIMZEU4LTD58 3140W5VV3 2056-04-01 5.500000 0.00 1024.00 983.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2856 B1V7KEBTPIMZEU4LTD58 3140W3E62 2055-09-01 6.000000 0.00 6178191.00 5906142.56 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3984 S6XOOCT0IEG5ABCC6L87 3132E0M90 2051-05-01 2.000000 0.00 28542.00 19272.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8468 S6XOOCT0IEG5ABCC6L87 3132DWMR1 2054-10-01 5.000000 0.00 32928.00 27415.44 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 S6XOOCT0IEG5ABCC6L87 3132DWDX8 2052-06-01 2.000000 0.00 1000.00 634.25 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4392 S6XOOCT0IEG5ABCC6L87 3132E02Z4 2053-10-01 4.000000 0.00 14452488.00 10442684.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.500000 0.00 28000.00 11148.16 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G S6XOOCT0IEG5ABCC6L87 31335B5H5 2048-11-01 3.500000 0.00 1000.00 243.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 S6XOOCT0IEG5ABCC6L87 3132DWF65 2053-01-01 5.500000 0.00 1000.00 668.78 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5690 S6XOOCT0IEG5ABCC6L87 3131Y0KB7 2048-02-01 4.000000 0.00 1000.00 173.15 Agency Mortgage-Backed Securities FEPC 03.500 CLZA4606 S6XOOCT0IEG5ABCC6L87 31329NDK1 2045-12-01 3.500000 0.00 1000.00 118.20 Agency Mortgage-Backed Securities FEPC 03.500 CLZM1562 S6XOOCT0IEG5ABCC6L87 3131XUWX1 2046-08-01 3.500000 0.00 723000.00 137931.11 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0647 S6XOOCT0IEG5ABCC6L87 3131Y6WG0 2043-03-01 3.500000 0.00 1000.00 100.62 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2747 S6XOOCT0IEG5ABCC6L87 3131XJBQ4 2042-02-01 4.000000 0.00 67727768.00 4415391.46 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4100 S6XOOCT0IEG5ABCC6L87 3132A4RV2 2045-03-01 3.500000 0.00 1000.00 115.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9137 B1V7KEBTPIMZEU4LTD58 3140QVEK6 2054-09-01 5.500000 0.00 1000.00 860.35 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7513 B1V7KEBTPIMZEU4LTD58 3140QTK32 2053-11-01 7.000000 0.00 64976339.00 29984523.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9740 B1V7KEBTPIMZEU4LTD58 3140QVZE7 2055-01-01 5.500000 0.00 1024.00 951.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9841 B1V7KEBTPIMZEU4LTD58 3140UD5B1 2056-05-01 5.000000 0.00 1000.00 973.79 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3882 S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2.000000 0.00 1024.00 505.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 S6XOOCT0IEG5ABCC6L87 3133D2CQ8 2054-12-01 5.000000 0.00 1000.00 823.98 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5448 S6XOOCT0IEG5ABCC6L87 3133KMBR5 2046-06-01 2.000000 0.00 1000.00 574.62 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 800.00 788.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 484000.00 476995.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 392000.00 380705.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 2740700.00 2730214.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 997000.00 897190.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 919800.00 889377.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 12514600.00 12315417.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 100.00 82.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 100.00 99.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 200.00 187.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 100.00 99.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 2100.00 2083.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 400.00 394.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 300.00 256.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 124500.00 122732.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 20364000.00 20275328.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 100.00 97.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 800.00 784.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 2400.00 2381.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 200.00 202.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 100.00 101.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 100.00 100.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 1600.00 1629.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 3000.00 2982.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 2675300.00 2601143.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 2600.00 2563.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 17791100.00 17593191.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1400.00 1395.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 92.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 88700.00 84598.32 U.S. Treasuries (including strips) FNMS 04.000 CQAL6685 B1V7KEBTPIMZEU4LTD58 3138EPNB6 2035-01-01 4.000000 0.00 1997.00 245.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5309 B1V7KEBTPIMZEU4LTD58 3138Y63T9 2042-01-01 4.000000 0.00 4580755.00 698021.13 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 S6XOOCT0IEG5ABCC6L87 3132DV4P7 2049-12-01 3.000000 0.00 2000.00 319.19 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8413 S6XOOCT0IEG5ABCC6L87 3132DWK28 2054-02-01 4.000000 0.00 3000.00 2502.57 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4027 S6XOOCT0IEG5ABCC6L87 3132E0PL0 2053-10-01 6.500000 0.00 135000.00 83664.72 Agency Mortgage-Backed Securities 06.000 FGPC Z40125 G S6XOOCT0IEG5ABCC6L87 3132FCD69 2035-03-01 6.000000 0.00 1000.00 224.93 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2958 S6XOOCT0IEG5ABCC6L87 3133A9JB2 2050-09-01 3.000000 0.00 1000.00 377.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8323 S6XOOCT0IEG5ABCC6L87 3132DWG80 2053-05-01 5.000000 0.00 1004.00 753.32 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 51000.00 35238.24 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8367 S6XOOCT0IEG5ABCC6L87 3132DWJL8 2053-10-01 5.500000 0.00 1238.00 861.71 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 S6XOOCT0IEG5ABCC6L87 3132DWDS9 2052-05-01 3.000000 0.00 1000.00 656.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 S6XOOCT0IEG5ABCC6L87 3132DWKF9 2054-01-01 5.000000 0.00 2000.00 1629.58 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8689 S6XOOCT0IEG5ABCC6L87 3133B6UN8 2052-03-01 3.500000 0.00 1762749.00 1164532.57 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 13325358.00 9752308.29 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7270 S6XOOCT0IEG5ABCC6L87 3132DVCF0 2054-12-01 6.000000 0.00 1138312.00 890840.42 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8128 S6XOOCT0IEG5ABCC6L87 3132DWA52 2051-02-01 2.000000 0.00 1007.00 515.31 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 73000.00 46879.55 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 S6XOOCT0IEG5ABCC6L87 31334X7B9 2049-08-01 3.000000 0.00 3000.00 458.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.500000 0.00 1000.00 559.71 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 5999.00 3683.41 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5404 S6XOOCT0IEG5ABCC6L87 3133L0AD4 2046-06-01 4.500000 0.00 1024.00 978.49 Agency Mortgage-Backed Securities 03.000 FGPC U40824 G S6XOOCT0IEG5ABCC6L87 3132H9Q37 2028-06-01 3.000000 0.00 1470.00 49.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2349 S6XOOCT0IEG5ABCC6L87 3132DPTE8 2053-02-01 5.500000 0.00 1000.00 704.39 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7032 S6XOOCT0IEG5ABCC6L87 3132DUY50 2054-05-01 6.000000 0.00 1000.00 774.42 Agency Mortgage-Backed Securities FEPC 02.500 CLQC4690 S6XOOCT0IEG5ABCC6L87 3133APF79 2051-08-01 2.500000 0.00 1600000.00 950292.06 Agency Mortgage-Backed Securities 03.000 FGPC G08697 G S6XOOCT0IEG5ABCC6L87 3128MJX39 2046-03-01 3.000000 0.00 727921.00 87292.90 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3254 S6XOOCT0IEG5ABCC6L87 3131XJTK8 2042-06-01 3.500000 0.00 4780.00 557.30 Agency Mortgage-Backed Securities 03.500 FGPC T65441 G S6XOOCT0IEG5ABCC6L87 31323ABJ0 2047-10-01 3.500000 0.00 13732.00 863.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 S6XOOCT0IEG5ABCC6L87 3142GSB23 2054-06-01 5.500000 0.00 42909230.00 36992794.25 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4445 B1V7KEBTPIMZEU4LTD58 31417A5F2 2042-02-01 4.000000 0.00 113869280.00 11943889.73 Agency Mortgage-Backed Securities FNMS 04.500 CTMA6130 B1V7KEBTPIMZEU4LTD58 31418FY43 2046-07-01 4.500000 0.00 1000.00 962.05 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 27024.00 18874.27 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5411 S6XOOCT0IEG5ABCC6L87 31427TAM8 2055-01-01 4.500000 0.00 1024.00 963.02 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3511 S6XOOCT0IEG5ABCC6L87 3142GT3V6 2055-02-01 6.000000 0.00 1024.00 841.30 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2167 B1V7KEBTPIMZEU4LTD58 3140XHMR5 2052-06-01 4.500000 0.00 1675000.00 1106426.29 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4421 B1V7KEBTPIMZEU4LTD58 3140W44F1 2056-01-01 7.000000 0.00 52691961.00 48552930.41 Agency Mortgage-Backed Securities FNMS 07.000 CLFA2203 B1V7KEBTPIMZEU4LTD58 3140W2NV9 2055-08-01 7.000000 0.00 116848674.00 78918920.90 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8707 B1V7KEBTPIMZEU4LTD58 3140XCU97 2035-09-01 3.000000 0.00 790000.00 28182.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.500000 0.00 57000.00 44656.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0011 B1V7KEBTPIMZEU4LTD58 3140W0AM7 2054-12-01 6.000000 0.00 1000.00 661.98 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0290 B1V7KEBTPIMZEU4LTD58 3140QKKC1 2051-04-01 2.000000 0.00 310917.00 172453.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 1000.00 854.99 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6009 B1V7KEBTPIMZEU4LTD58 3140QRVB6 2053-03-01 5.000000 0.00 35577000.00 28481663.47 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1486 B1V7KEBTPIMZEU4LTD58 3140U4UL1 2056-02-01 5.500000 0.00 1008.00 983.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8869 B1V7KEBTPIMZEU4LTD58 3140QU2B1 2054-07-01 6.500000 0.00 1000.00 728.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 S6XOOCT0IEG5ABCC6L87 3142GTGR1 2054-11-01 5.500000 0.00 10330.00 8617.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 S6XOOCT0IEG5ABCC6L87 31427MLJ8 2055-02-01 6.000000 0.00 29456489.00 24765438.56 Agency Mortgage-Backed Securities FEPC 04.000 CLSL0762 S6XOOCT0IEG5ABCC6L87 31427MZ46 2053-09-01 4.000000 0.00 1926000.00 1577267.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5786 S6XOOCT0IEG5ABCC6L87 31427TNC6 2056-07-01 5.000000 0.00 1028.00 1002.33 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6426 S6XOOCT0IEG5ABCC6L87 3142GXD87 2056-04-01 5.500000 0.00 6918867.00 6754587.08 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4769 S6XOOCT0IEG5ABCC6L87 31427SJP4 2052-05-01 3.000000 0.00 4374179.00 3713778.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 300.00 282.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 211300.00 209001.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 400.00 385.02 U.S. Treasuries (including strips) FEPC 05.500 CLQZ1629 S6XOOCT0IEG5ABCC6L87 31426XY36 2055-09-01 5.500000 0.00 573525.00 522441.04 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.500000 0.00 4000.00 2035.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3435 S6XOOCT0IEG5ABCC6L87 31427QY97 2055-11-01 5.500000 0.00 1008.00 964.76 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5327 B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5.000000 0.00 21000.00 16639.56 Agency Mortgage-Backed Securities FEPC 07.000 CLSL1304 S6XOOCT0IEG5ABCC6L87 31427NNW5 2055-04-01 7.000000 0.00 23801000.00 15875614.35 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2303 S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 1000.00 901.30 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2336 S6XOOCT0IEG5ABCC6L87 3142JQS26 2055-12-01 5.500000 0.00 20365333.00 16695288.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5099 S6XOOCT0IEG5ABCC6L87 31427SUZ9 2055-08-01 6.000000 0.00 1079.00 1072.66 Agency Mortgage-Backed Securities FEPC 06.500 CLTB3934 S6XOOCT0IEG5ABCC6L87 3142K5LQ4 2056-04-01 6.500000 0.00 921428.00 963793.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2611 S6XOOCT0IEG5ABCC6L87 3142GS3V8 2054-10-01 5.500000 0.00 6819.00 5288.94 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9373 B1V7KEBTPIMZEU4LTD58 3140QVMX9 2054-10-01 5.000000 0.00 12859168.00 11673872.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5225 B1V7KEBTPIMZEU4LTD58 3140QQYX7 2052-11-01 5.000000 0.00 34340856.00 25912867.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9981 B1V7KEBTPIMZEU4LTD58 3140QWCT7 2055-02-01 5.500000 0.00 26974760.00 24123833.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3356 B1V7KEBTPIMZEU4LTD58 31418CWS9 2048-05-01 3.500000 0.00 4254606.00 444836.06 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2.000000 0.00 1000.00 590.84 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2371 B1V7KEBTPIMZEU4LTD58 3140Y8T55 2056-04-01 5.000000 0.00 1028910.00 985374.83 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7296 S6XOOCT0IEG5ABCC6L87 31426SDA4 2055-06-01 6.000000 0.00 1024.00 747.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3449 S6XOOCT0IEG5ABCC6L87 31427QZP0 2055-03-01 5.000000 0.00 14583184.00 13421622.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4531 B1V7KEBTPIMZEU4LTD58 3140XLA99 2052-11-01 5.500000 0.00 1000.00 634.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 B1V7KEBTPIMZEU4LTD58 3140X97F6 2051-01-01 3.000000 0.00 1000.00 447.15 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 1000.00 410.69 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4848 B1V7KEBTPIMZEU4LTD58 3140W5L69 2054-09-01 5.000000 0.00 548074.00 512094.18 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5706 B1V7KEBTPIMZEU4LTD58 3140W6KU5 2055-09-01 6.000000 0.00 4943.00 4980.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5141 B1V7KEBTPIMZEU4LTD58 3140W5WB6 2056-03-01 5.500000 0.00 38575000.00 37125256.22 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 61800.00 60561.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 3300.00 3306.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 7900.00 7671.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 99.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 100.00 98.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100.00 93.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 102700.00 96966.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 111500.00 110997.86 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1425000000.00 1425000000.00 0.0037 N Y Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 3.640000% ARP1KGL43 7LTWFZYICNSX8D621K86 0001022437 ARP1KGL43 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 30402900.00 30140809.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4491400.00 4549752.27 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 34000000.00 34000000.00 0.0001 N Y Y N SMBC NIKKO SECURITIES AMERICA INC SMBC NIKKO SECURITIES AMERICA INC 3.640000% ARP1KGL68 6PJDTY319315T5LR2241 ARP1KGL68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 97214500.00 101897946.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 11387100.00 11656638.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 231849000.00 234452664.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 17339400.00 18820173.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 49000.00 52106.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 3846100.00 6349648.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 311500.00 304144.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 297100.00 304190.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 9502700.00 9421181.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 999000.00 987833.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 3362900.00 5320772.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 1242800.00 1240928.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 4.012200 0.00 1500.00 1501.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 54295000.00 53129261.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 29000000.00 27297313.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 364700.00 348244.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 84800.00 84174.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 3000000.00 2169515.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 7738400.00 7758494.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 141168100.00 140541313.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 6448200.00 6529602.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 75000000.00 74848744.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 49996000.00 50358698.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 473000.00 478105.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 104313000.00 100738541.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 94200.00 93935.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 99950000.00 101547974.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 115928100.00 116357178.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 88300.00 97701.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 900.00 504.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 394500.00 246000.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 489500.00 359277.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 2702700.00 2109817.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 12600.00 12607.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 200000000.00 193845266.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 28853000.00 27543724.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 212659800.00 210504492.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 244859300.00 243344191.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 59.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 3000000.00 2997072.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 60590500.00 60813998.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 24888000.00 25313200.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 3142000.00 3149988.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 2436900.00 2424454.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 300.00 294.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 100.00 104.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 2217900.00 2078287.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 5000.00 4971.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 4314000.00 4277979.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 249736200.00 249433020.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1429000.00 1434988.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 4319000.00 4233236.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 1999900.00 1540001.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 5000.00 4842.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 100.00 98.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 5000000.00 4831669.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 12000000.00 11056353.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 10000000.00 9934890.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 398200.00 262607.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 215200.00 146494.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2513600.00 2336762.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 300.00 202.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 100.00 91.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 70000.00 47587.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 75800.00 75457.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 2000000.00 1672456.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 664900.00 386362.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 5000.00 4450.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 303400.00 263009.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 800.00 426.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 524500.00 350419.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 101845800.00 101779554.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 741500.00 723857.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 246112200.00 231155961.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1791800.00 1889840.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 3192000.00 3121777.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 4.042200 0.00 882800.00 884308.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 50000000.00 49652612.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 54.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 30254700.00 30138945.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 3000.00 3027.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 51400.00 50673.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 43000.00 36805.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 22000000.00 20292891.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 13000000.00 11375046.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 83113000.00 76774683.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 990500.00 703104.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1155100.00 1134173.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 3000.00 2853.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 18000.00 18104.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 8000.00 7887.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 999200.00 961548.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 50000000.00 49744700.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 8400.00 8775.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 15090000.00 21499607.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 5000000.00 5647723.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 69371800.00 70658404.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 68300.00 68413.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 1316500.00 1326108.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100.00 97.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 505000.00 513929.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 58365300.00 57909505.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 19221800.00 20035009.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 1000.00 984.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 12697000.00 12580417.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 2595000.00 2536602.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1996500.00 1992214.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 3862000.00 3763558.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 11000000.00 10773300.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 220600.00 217471.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 304100.00 217262.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 478900.00 320037.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 100.00 79.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 12000000.00 8785850.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 2011600.00 1450099.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 1536500.00 1116746.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 561500.00 405030.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 90.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 5120200.00 4947347.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 70337900.00 69345077.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 368100.00 224997.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 71342000.00 63742561.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 8997800.00 8908537.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 127000000.00 118278765.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2000000.00 1371205.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 13398700.00 13203543.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1824300.00 1771596.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 2667900.00 2435315.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 17000000.00 16659402.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 6535000.00 6526888.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 32000.00 31651.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 100.00 94.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 255200.00 249179.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 199200.00 158470.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 2215300.00 2415362.43 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3189000000.00 3189000000.00 0.0082 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.660000% ARP1KGLO9 549300H47WTHXPU08X20 ARP1KGLO9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 05.500 CLCC3059 B1V7KEBTPIMZEU4LTD58 3140Y9MH4 2056-07-01 5.500000 0.00 24755102.00 24643187.99 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2725 B1V7KEBTPIMZEU4LTD58 3140Y9A38 2056-05-01 5.000000 0.00 58004007.00 56071243.20 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ8110 S6XOOCT0IEG5ABCC6L87 31427JAL2 2055-11-01 7.000000 0.00 9413684.00 8007160.73 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3825 S6XOOCT0IEG5ABCC6L87 3132E0HA3 2053-09-01 6.500000 0.00 292170332.00 140635069.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7562 S6XOOCT0IEG5ABCC6L87 3133KPMK1 2052-06-01 5.000000 0.00 93200199.00 58290605.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9951 B1V7KEBTPIMZEU4LTD58 3140U2BV4 2056-02-01 5.500000 0.00 7674788.00 7474522.84 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8321 S6XOOCT0IEG5ABCC6L87 3132DWG64 2053-05-01 4.000000 0.00 166962000.00 123561414.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4913 B1V7KEBTPIMZEU4LTD58 3140W5N75 2048-06-01 3.500000 0.00 45420720.00 40127365.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4897 B1V7KEBTPIMZEU4LTD58 3140W5NP5 2050-07-01 3.500000 0.00 94721597.00 84203838.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3063 B1V7KEBTPIMZEU4LTD58 3140Y9MM3 2056-07-01 5.500000 0.00 122169404.00 121872306.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFS9110 B1V7KEBTPIMZEU4LTD58 3140XRDQ5 2052-03-01 2.000000 0.00 45055000.00 31124820.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0854 B1V7KEBTPIMZEU4LTD58 3140Y65Q9 2055-08-01 5.500000 0.00 23007625.00 21176109.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3031 B1V7KEBTPIMZEU4LTD58 3140Y9LM4 2056-07-01 5.000000 0.00 54687390.00 53757026.46 Agency Mortgage-Backed Securities FEPC 07.000 CLSL1219 S6XOOCT0IEG5ABCC6L87 31427NK99 2055-05-01 7.000000 0.00 80189424.00 61606187.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4585 B1V7KEBTPIMZEU4LTD58 3140QQCX1 2052-09-01 4.000000 0.00 143816094.00 105062530.33 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4069 B1V7KEBTPIMZEU4LTD58 3140W4QX8 2055-12-01 5.500000 0.00 78396032.00 74241561.64 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4407 B1V7KEBTPIMZEU4LTD58 3140W43R6 2056-01-01 5.000000 0.00 68389569.00 65552265.55 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1991 B1V7KEBTPIMZEU4LTD58 3140Y8F92 2056-02-01 5.000000 0.00 137712594.00 132133622.26 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3045 B1V7KEBTPIMZEU4LTD58 3140Y9L36 2056-07-01 5.000000 0.00 105299200.00 102524554.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5040 S6XOOCT0IEG5ABCC6L87 31427SS66 2056-04-01 5.000000 0.00 65161472.00 63094794.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7052 S6XOOCT0IEG5ABCC6L87 3142GXZS9 2056-07-01 5.500000 0.00 94977056.00 94936722.38 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2.000000 0.00 46558152.00 20680021.49 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5517 S6XOOCT0IEG5ABCC6L87 3132DTDW7 2052-08-01 4.000000 0.00 51157573.00 39415691.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0609 B1V7KEBTPIMZEU4LTD58 3140BCVB5 2055-06-01 6.000000 0.00 9426305.00 7883034.63 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3617 B1V7KEBTPIMZEU4LTD58 3140W4AT4 2053-12-01 3.500000 0.00 62518299.00 52876532.28 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6337 B1V7KEBTPIMZEU4LTD58 3140QSBF7 2053-05-01 6.500000 0.00 83519379.00 43402143.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4895 B1V7KEBTPIMZEU4LTD58 3140W5NM2 2051-10-01 3.500000 0.00 112236637.00 98726113.76 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5005 B1V7KEBTPIMZEU4LTD58 3140W5R30 2052-09-01 3.500000 0.00 175164439.00 152554257.52 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5966 B1V7KEBTPIMZEU4LTD58 3140XMTY2 2053-10-01 6.500000 0.00 87307943.00 56601232.53 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 43084000.00 24637538.76 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2039 B1V7KEBTPIMZEU4LTD58 3140Y8HR0 2056-02-01 5.500000 0.00 65225377.00 57775304.71 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1999 S6XOOCT0IEG5ABCC6L87 31427PGH1 2055-07-01 6.500000 0.00 57065000.00 38448713.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5879 B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 38413686.00 34335021.60 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3307 S6XOOCT0IEG5ABCC6L87 3142GTU95 2055-01-01 6.500000 0.00 10403000.00 8611012.50 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4371 S6XOOCT0IEG5ABCC6L87 3142GU2D4 2055-06-01 5.500000 0.00 72357344.00 62831538.77 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0287 B1V7KEBTPIMZEU4LTD58 3140W0J97 2054-12-01 6.000000 0.00 53214952.00 32247793.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0707 B1V7KEBTPIMZEU4LTD58 3140Y6YD6 2055-07-01 5.500000 0.00 124072978.00 114853473.45 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0105 S6XOOCT0IEG5ABCC6L87 3142J6DK6 2056-03-01 6.500000 0.00 76145663.00 67161229.43 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0111 S6XOOCT0IEG5ABCC6L87 3133W4DQ2 2056-07-01 5.500000 0.00 30028805.00 30098181.54 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5887 B1V7KEBTPIMZEU4LTD58 31418FRH2 2040-11-01 5.500000 0.00 15295420.00 12367518.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2026 B1V7KEBTPIMZEU4LTD58 3140Y8HC3 2056-02-01 5.500000 0.00 75226800.00 72905226.37 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6155 B1V7KEBTPIMZEU4LTD58 3140W6ZV7 2056-06-01 5.500000 0.00 131125556.00 131740774.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1695 B1V7KEBTPIMZEU4LTD58 3140Y73D8 2055-12-01 5.500000 0.00 113165618.00 108916797.55 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3940 B1V7KEBTPIMZEU4LTD58 3140X7LW7 2035-08-01 2.500000 0.00 240585343.00 67066400.15 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5825 B1V7KEBTPIMZEU4LTD58 31418FPK7 2055-09-01 7.000000 0.00 20725406.00 14099289.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0981 S6XOOCT0IEG5ABCC6L87 3132DNCS0 2052-04-01 2.500000 0.00 135909400.00 80951070.71 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0146 S6XOOCT0IEG5ABCC6L87 3142J6EU3 2056-07-01 5.500000 0.00 185304632.00 185105120.62 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6847 S6XOOCT0IEG5ABCC6L87 3142GXTD9 2056-06-01 5.500000 0.00 49395000.00 48427773.57 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.500000 0.00 55896000.00 36926634.36 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6116 B1V7KEBTPIMZEU4LTD58 31418FYN1 2056-07-01 4.000000 0.00 57816670.00 53033610.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 32336257.00 20600000.55 Agency Mortgage-Backed Securities FNMS 06.000 CLMA6146 B1V7KEBTPIMZEU4LTD58 31418FZL4 2056-07-01 6.000000 0.00 22115101.00 22542807.05 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 B1V7KEBTPIMZEU4LTD58 3140XML79 2053-09-01 6.500000 0.00 105937600.00 51259516.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0506 B1V7KEBTPIMZEU4LTD58 3140W0R49 2055-01-01 6.000000 0.00 52326399.00 38727918.93 Agency Mortgage-Backed Securities FEPC 07.000 CLRQ0016 S6XOOCT0IEG5ABCC6L87 3142J6AS2 2055-06-01 7.000000 0.00 156581000.00 85911655.93 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0563 S6XOOCT0IEG5ABCC6L87 3132DMTU9 2051-03-01 2.500000 0.00 37139000.00 19754600.30 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4957 S6XOOCT0IEG5ABCC6L87 3132DSQJ4 2051-03-01 2.000000 0.00 72568000.00 48944556.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 140892777.00 82364176.88 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0109 S6XOOCT0IEG5ABCC6L87 3133W4DN9 2056-08-01 5.500000 0.00 29816904.00 29973870.11 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1649 S6XOOCT0IEG5ABCC6L87 3133G7ZN6 2035-03-01 2.500000 0.00 33956801.00 7239355.53 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0112 S6XOOCT0IEG5ABCC6L87 3133W4DR0 2056-07-01 5.500000 0.00 30290298.00 30333411.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5646 B1V7KEBTPIMZEU4LTD58 3140QRHY2 2053-02-01 5.500000 0.00 76206621.00 55930607.59 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0110 S6XOOCT0IEG5ABCC6L87 3133W4DP4 2056-08-01 5.500000 0.00 30276142.00 30381846.09 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8112 S6XOOCT0IEG5ABCC6L87 3132DWAM5 2050-12-01 1.500000 0.00 74859000.00 38303667.31 Agency Mortgage-Backed Securities FNMS 06.500 CLCC3068 B1V7KEBTPIMZEU4LTD58 3140Y9MS0 2056-07-01 6.500000 0.00 31841871.00 33591750.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7095 B1V7KEBTPIMZEU4LTD58 3140XA3D2 2051-04-01 2.500000 0.00 32815710.00 16918128.82 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2440 B1V7KEBTPIMZEU4LTD58 3140X5WA7 2050-02-01 2.500000 0.00 87220000.00 29510256.78 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5000 B1V7KEBTPIMZEU4LTD58 3140W5RW6 2052-02-01 3.500000 0.00 52413703.00 45612887.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4920 B1V7KEBTPIMZEU4LTD58 3140W5PE8 2050-09-01 3.500000 0.00 65883046.00 57723364.01 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4824 S6XOOCT0IEG5ABCC6L87 3142GVLE9 2055-09-01 6.000000 0.00 38851302.00 34236583.94 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2856 S6XOOCT0IEG5ABCC6L87 3142GTE69 2054-11-01 5.000000 0.00 25966029.00 22663269.74 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 3910000000.00 3910000000.00 0.0100 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 3.730000% ARP1KGLQ4 RUC0QBLBRPRCU4W1NE59 0000772028 ARP1KGLQ4 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y GOLDMAN SACHS BK USA SR NT 4.656%29 KD3XUN7C6T14HNAYLU02 38151LAJ9 2029-06-03 4.656000 0.00 10682000.00 10737240.18 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GB60 2030-10-23 4.692000 0.00 3500000.00 3507639.33 Corporate Debt Securities SMBC AVIATION CAP FIN SR GLBL 144A 29 549300OD7VKRVNWB2J98 78448TAS1 2029-07-23 4.950000 0.00 1400000.00 1399664.00 Corporate Debt Securities HSBC HLDGS PLC LW TIER II 34 MLU0ZO3ML4LN2LL2TL39 404280DX4 2034-06-20 6.547000 0.00 200000.00 210845.26 Corporate Debt Securities AVOLON HLDGS FDG LTD SR 144A NT 29 635400ZRKEX9L1BKCH30 05401AAV3 2029-11-15 5.750000 0.00 10000000.00 10297488.89 Corporate Debt Securities ARES MANAGEMENT CORPORATION GLBL NT 6.375%28 529900JUV61FH7B8VW38 03990BAA9 2028-11-10 6.375000 0.00 4000000.00 4179735.00 Corporate Debt Securities CANADIAN IMPERIAL BK OF COMM SR NT 4.723%29 2IGI19DL77OX0HC3ZE78 13607Q3Z3 2029-06-16 4.723000 0.00 16738000.00 16833469.37 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 29 6SHGI4ZSSLCXXQSBB395 17327CAX1 2029-03-04 4.518600 0.00 220000.00 221961.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR SEC GLBL FL27 784F5XWPLTWKTBV3E584 38141GVX9 2027-10-28 5.849200 0.00 4000.00 4015.83 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 30 784F5XWPLTWKTBV3E584 38141GE83 2030-04-20 4.594000 0.00 4496000.00 4505975.38 Corporate Debt Securities HSBC HLDGS PLC SUB GLBL NT 26 MLU0ZO3ML4LN2LL2TL39 404280BH1 2026-11-23 4.375000 0.00 4000000.00 4034175.56 Corporate Debt Securities BARCLAYS PLC SR GLBL FL NT 27 213800LBQA1Y9L22JB70 06738ECM5 2027-09-13 5.530700 0.00 950000.00 958602.02 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 27 5493006QMFDDMYWIAM13 05964HAB1 2027-04-11 4.250000 0.00 2400000.00 2428406.67 Corporate Debt Securities AVIATION CAP GROUP LLC SR 144A NT 33 549300ODEK8HY3445C77 05369AAU5 2033-01-28 4.875000 0.00 3245000.00 3124793.03 Corporate Debt Securities BARCLAYS PLC GLBL NT 5.086%29 213800LBQA1Y9L22JB70 06738ECX1 2029-02-25 5.086000 0.00 1400000.00 1435741.07 Corporate Debt Securities BANCO SANTANDER SA SNR NPF GLBL 28 5493006QMFDDMYWIAM13 05964HAF2 2028-02-23 3.800000 0.00 600000.00 601840.67 Corporate Debt Securities BANCO SANTANDER SA SNR PREF GLBL 28 5493006QMFDDMYWIAM13 05964HBF1 2028-07-15 5.365000 0.00 28600000.00 28868967.11 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 31 6SHGI4ZSSLCXXQSBB395 172967QG9 2031-09-11 4.822000 0.00 3050000.00 3090855.30 Corporate Debt Securities CITIGROUP INC JR SB GLBL NT 27 6SHGI4ZSSLCXXQSBB395 172967KA8 2027-09-29 4.450000 0.00 59000.00 59735.17 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 28 6SHGI4ZSSLCXXQSBB395 172967NH0 2028-02-24 4.920100 0.00 100000.00 101339.61 Corporate Debt Securities BELL CDA SR US-9 NT5.2%34 5493000G3EFX9S7TDE29 0778FPAM1 2034-02-15 5.200000 0.00 39746000.00 39912844.88 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 29 213800LBQA1Y9L22JB70 06738EBD6 2029-05-16 4.972000 0.00 2000000.00 2023876.67 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 26 N/A 00774MAV7 2026-10-29 2.450000 0.00 563000.00 563828.24 Corporate Debt Securities AERCAP IRELAND CAP DESIGNATED SR GLBL NT 27 N/A 00774MBG9 2027-04-15 6.450000 0.00 1550000.00 1599354.58 Corporate Debt Securities GNII SF MA9966 M 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 57455793.00 30102321.10 Agency Mortgage-Backed Securities REINSURANCE GROUP AMER INC SR GLBL NT 6%33 LORM1GNEU1DKEW527V90 759351AR0 2033-09-15 6.000000 0.00 2000000.00 2101413.33 Corporate Debt Securities SOCIETE GENERALE SUB GLBL REGS 26 O2RNE8IBXP4R0TD8PU41 F43628C65 2026-08-19 4.250000 0.00 311000.00 316882.57 Corporate Debt Securities BNP PARIBAS SNR NPF REGS 27 R0MUWSFPU8MPRO8K5P83 09659X2C5 2027-11-16 3.500000 0.00 1000000.00 993361.67 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 30 213800LBQA1Y9L22JB70 06738EDL6 2030-06-26 4.911000 0.00 435000.00 435136.84 Corporate Debt Securities MORGAN STANLEY PRIVATE BK NATL SR -A FLT NT 30 549300GS0W0TEUQS8571 61776NU35 2030-02-08 4.399600 0.00 3505000.00 3527694.88 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL REGS 35 U4LOSYZ7YG4W3S5F2G91 G84228GC6 2035-01-11 6.097000 0.00 1411000.00 1455160.38 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR FLT NT 30 784F5XWPLTWKTBV3E584 38141GE91 2030-04-20 4.662200 0.00 2000000.00 2010107.22 Corporate Debt Securities VERISK ANALYTICS INC SR GLBL NT 29 549300I1YSWNIRKBWP67 92345YAF3 2029-03-15 4.125000 0.00 2000000.00 1999846.67 Corporate Debt Securities STANDARD CHARTERED PLC SR GLBL REGS 28 U4LOSYZ7YG4W3S5F2G91 G84228FL7 2028-11-16 7.767000 0.00 280000.00 294997.15 Corporate Debt Securities VERIZON COMMUNICATIONS INC JR SB GLBL NT 58 2S72QS2UO2OESLG6Y829 92343VHP2 2058-05-14 6.050000 0.00 10808000.00 10752882.20 Corporate Debt Securities FISERV INC SR GLBL NT 30 GI7UBEJLXYLGR2C7GV83 337738BM9 2030-03-15 4.750000 0.00 2000000.00 2007488.89 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 32 784F5XWPLTWKTBV3E584 38145GAV2 2032-07-21 5.240000 0.00 455000.00 455589.48 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 26 549300SMVCQN2P0O6I58 80282KAZ9 2026-10-05 3.244000 0.00 2000000.00 2017405.78 Corporate Debt Securities SANTANDER HOLDINGS USA INC 4.4%27 549300SMVCQN2P0O6I58 80282KAP1 2027-07-13 4.400000 0.00 608000.00 608504.64 Corporate Debt Securities LPL HLDGS INC SR GLBL NT 28 549300Z5YF8CCRMYUL26 50212YAH7 2028-11-17 6.750000 0.00 3000000.00 3154125.00 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL FL NT 28 784F5XWPLTWKTBV3E584 38141GZL1 2028-02-24 4.760100 0.00 600000.00 607174.69 Corporate Debt Securities NOMURA HLDGS INC SR GLBL FL NT 29 549300B3CEAHYG7K8164 65535HCH0 2029-06-29 4.603000 0.00 5900000.00 5927038.91 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT2.6%30 784F5XWPLTWKTBV3E584 38141GXG4 2030-02-07 2.600000 0.00 12000.00 11237.36 Corporate Debt Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0373 200000000.00 200000000.00 0.0005 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 3.650000% ARP1KGLR2 OXTKY6Q8X53C9ILVV871 0000902266 ARP1KGLR2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 251200.00 263388.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 37457100.00 35584702.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 127483300.00 127057123.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 78375600.00 105252961.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 72275800.00 75333543.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 95200.00 96847.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 59800.00 63072.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 128100.00 169027.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 10682200.00 9346963.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 4002800.00 3426144.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 5203900.00 5181240.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 30665000.00 31734980.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 25256200.00 25298045.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 34700.00 36374.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 705700.00 1513680.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 2122700.00 2113018.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 91945700.00 83759911.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 25396800.00 30747192.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 25742200.00 31970312.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 28407600.00 28381931.64 U.S. Treasuries (including strips) FEPC 05.000 CLSL5312 S6XOOCT0IEG5ABCC6L87 31427S3W6 2056-05-01 5.000000 0.00 3189177.00 3038516.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 25569200.00 29018633.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 939500.00 1012490.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 260500.00 273376.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6635600.00 5778524.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 3855500.00 4011584.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 42304800.00 47661960.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 15975700.00 18541430.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 9556000.00 11600262.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 236670000.00 249549050.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 24971000.00 25793818.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 25690100.00 28010157.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 5501000.00 5312499.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 36600.00 37141.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 12750600.00 15499591.91 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1022000000.00 1022000000.00 0.0026 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.730000% ARP1KGLU5 7TK5RJIZDFROZCA6XF66 0000812291 ARP1KGLU5 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y RTX CORPORATION COM I07WOS4YJ0N7YRFE7309 75513E101 2500-12-31 N/A 0.00 45713.00 9799952.94 Equities THERMO FISHER SCIENTIFIC INC COM HCHV7422L5HDJZCRFL38 883556102 2500-12-31 N/A 0.00 3833.00 2210759.41 Equities NORTHRIM BANCORP INC COM 5493006X7RLLTZ3SG075 666762109 2500-12-31 N/A 0.00 300.00 7899.00 Equities ELI LILLY & CO COM FRDRIPF3EKNDJ2CQJL29 532457108 2500-12-31 N/A 0.00 8485.00 9799920.45 Equities 1STDIBS COM INC COM N/A 320551104 2500-12-31 N/A 0.00 143400.00 597978.00 Equities NVIDIA CORPORATION COM 549300S4KLFTLO7GSQ80 67066G104 2500-12-31 N/A 0.00 50246.00 9799979.84 Equities SONO GROUP N V SHS NEW 391200GTRCF4TK71DT34 N81409125 2500-12-31 N/A 0.00 32576.00 122160.00 Equities AMGEN INC COM 62QBXGPJ34PQ72Z12S66 031162100 2500-12-31 N/A 0.00 25281.00 9799926.84 Equities ASANA INC CL A 254900X7UAJNMLPLZ510 04342Y104 2500-12-31 N/A 0.00 18600.00 147870.00 Equities ARCHER DANIELS MIDLAND CO COM 549300LO13MQ9HYSTR83 039483102 2500-12-31 N/A 0.00 7717.00 622067.37 Equities AURORA INNOVATION INC CLASS A COM 984500AB2E0D9F7D9D76 051774107 2500-12-31 N/A 0.00 148300.00 925392.00 Equities IBOTTA INC CLASS A COM SHS 54930026OZD4IQ7YR615 451051106 2500-12-31 N/A 0.00 400.00 10556.00 Equities INTERNATIONAL FLAVORS&FRAGRANC COM BZLRL03D3GPGMOGFO832 459506101 2500-12-31 N/A 0.00 11101.00 882307.48 Equities EXTRA SPACE STORAGE INC COM N/A 30225T102 2500-12-31 N/A 0.00 15303.00 2268057.63 Equities SOUTHWEST AIRLS CO COM UDTZ87G0STFETI6HGH41 844741108 2500-12-31 N/A 0.00 32468.00 1480540.80 Equities KROGER CO COM 6CPEOKI6OYJ13Q6O7870 501044101 2500-12-31 N/A 0.00 5535.00 320255.10 Equities SYSCO CORP COM 5RGWIFLMGH3YS7KWI652 871829107 2500-12-31 N/A 0.00 115688.00 9799930.48 Equities ENTERGY CORP NEW COM 4XM3TW50JULSLG8BNC79 29364G103 2500-12-31 N/A 0.00 58047.00 6270817.41 Equities EXZEO GROUP INC COM SHS N/A 30234F101 2500-12-31 N/A 0.00 3600.00 56844.00 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 594918104 2500-12-31 N/A 0.00 21724.00 9799696.40 Equities HONEYWELL INTL INC COM ISRPG12PN4EIEOEMW547 438516205 2500-12-31 N/A 0.00 40510.00 9799774.10 Equities MCDONALDS CORP COM UE2136O97NLB5BYP9H04 580135101 2500-12-31 N/A 0.00 36507.00 9799939.08 Equities FREEPORT MCMORAN INC CL B 549300IRDTHJQ1PVET45 35671D857 2500-12-31 N/A 0.00 154476.00 9799957.44 Equities VIATRIS INC COM 254900ZZTSW7NL773X71 92556V106 2500-12-31 N/A 0.00 27500.00 488400.00 Equities DRUGS MADE IN AMER ACQ II CORP USD ORD SHS N/A G2851K104 2500-12-31 N/A 0.00 103698.00 1049423.76 Equities ALPHABET INC CAP STK CL A 5493006MHB84DD0ZWV18 02079K305 2500-12-31 N/A 0.00 29371.00 9799927.86 Equities APPLIED MATLS INC COM 41BNNE1AFPNAZELZ6K07 038222105 2500-12-31 N/A 0.00 4991.00 2504334.07 Equities TARGET CORP COM 8WDDFXB5T1Z6J0XC1L66 87612E106 2500-12-31 N/A 0.00 17438.00 2519965.38 Equities K&F GROWTH ACQUISITION CORP II SHS CL A N/A G52258111 2500-12-31 N/A 0.00 24335.00 257951.00 Equities CHARTER COMMUNICATIONS INC CL A 0J0XRGZE3PBRFEZ7MV65 16119P108 2500-12-31 N/A 0.00 5440.00 772480.00 Equities CLOUDFLARE INC CL A COM 5493007DY18BGNLDWU14 18915M107 2500-12-31 N/A 0.00 34581.00 9799909.59 Equities HOWMET AEROSPACE INC COM 549300HO5WFZUT5N2T22 443201108 2500-12-31 N/A 0.00 7608.00 2109546.24 Equities POWELL INDS INC COM 549300V08RO7MX2UBN26 739128106 2500-12-31 N/A 0.00 4100.00 858130.00 Equities STONECO LTD COM CL A 549300O1A9LEF0XZCR35 G85158106 2500-12-31 N/A 0.00 3900.00 44577.00 Equities PHUNWARE INC COM NEW 549300HLAJYKT2FUQZ26 71948P209 2500-12-31 N/A 0.00 17400.00 37236.00 Equities WESTIN ACQUISITION CORP ORD SHS CL A N/A G9584S106 2500-12-31 N/A 0.00 13141.00 132986.92 Equities PETCO HEALTH & WELLNESS CO INC CL A COM 2549007TYGV6RVSE9M61 71601V105 2500-12-31 N/A 0.00 2900.00 8062.00 Equities NEOGEN CORP COM 549300HJT9FC36N4UW43 640491106 2500-12-31 N/A 0.00 849956.00 9799992.68 Equities QUALYS INC COM 549300EMBXYOW9W1XA17 74758T303 2500-12-31 N/A 0.00 100.00 14171.00 Equities OLD REP INTL CORP COM 549300IV6O2YY2A1KH37 680223104 2500-12-31 N/A 0.00 9300.00 403434.00 Equities TJX COS INC NEW COM V167QI9I69W364E2DY52 872540109 2500-12-31 N/A 0.00 45112.00 7184537.12 Equities UNITEDHEALTH GROUP INC COM 549300GHBMY8T5GXDE41 91324P102 2500-12-31 N/A 0.00 23251.00 9799598.97 Equities AMCOR PLC COM NEW 549300GSODGFCDQ3DI89 G0250X149 2500-12-31 N/A 0.00 540.00 24381.00 Equities COLUMBUS CIRCLE CAP CORP II USD CL A ORD SHS N/A G2296M103 2500-12-31 N/A 0.00 11313.00 113130.00 Equities FLUTTER ENTMT PLC SHS 635400EG4YIJLJMZJ782 G3643J108 2500-12-31 N/A 0.00 95956.00 9799986.28 Equities BERKSHIRE HATHAWAY INC DEL CL A 5493000C01ZX7D35SD85 084670108 2500-12-31 N/A 0.00 12.00 9179880.12 Equities BLAIZE HLDGS INC COM N/A 092915107 2500-12-31 N/A 0.00 223000.00 180451.60 Equities VISHAY INTERTECHNOLOGY INC COM 5493009O8F3QQJTCQR75 928298108 2500-12-31 N/A 0.00 20316.00 686477.64 Equities SIEBERT FINL CORP COM N/A 826176109 2500-12-31 N/A 0.00 48904.00 78246.40 Equities SCHEIN HENRY INC COM VGO3WGL8H45T73F4RR92 806407102 2500-12-31 N/A 0.00 4959.00 422358.03 Equities XBP GLOBAL HOLDINGS INC COM NEW 984500BE0P94C4CD8C71 98400V200 2500-12-31 N/A 0.00 18494.00 56961.52 Equities PUBLIC SVC ENTERPRISE GROUP COM PUSS41EMO3E6XXNV3U28 744573106 2500-12-31 N/A 0.00 18013.00 1396908.15 Equities NEWS CORP NEW CL A 549300ITS31QK8VRBQ14 65249B109 2500-12-31 N/A 0.00 15007.00 421546.63 Equities BOLD EAGLE ACQUISITION CORP CL A N/A G2003N105 2500-12-31 N/A 0.00 55764.00 595001.88 Equities BROADCOM INC COM 549300WV6GIDOZJTV909 11135F101 2500-12-31 N/A 0.00 25268.00 9799941.12 Equities CABALETTA BIO INC COM N/A 12674W109 2500-12-31 N/A 0.00 727900.00 1979888.00 Equities CAMP4 THERAPEUTICS CORP COM N/A 13463J101 2500-12-31 N/A 0.00 143800.00 498986.00 Equities BLACKBERRY LTD COM 549300HJD8NEGT71RF07 09228F103 2500-12-31 N/A 0.00 11200.00 94528.00 Equities TRULIEVE CANNABIS CORP SUB VTG SHS 549300122MBOJDGEZ014 89788C104 2500-12-31 N/A 0.00 65000.00 557050.00 Equities NEXTERA ENERGY INC COM 254900RHL9MEUS5NKX63 65339F101 2500-12-31 N/A 0.00 75158.00 6608642.94 Equities NEWMONT CORP COM 549300VSP3RIX7FGDZ51 651639106 2500-12-31 N/A 0.00 77905.00 7460182.80 Equities HUNTINGTON INGALLS INDS INC COM 5TZLZ6WJTBVJ0QWBG121 446413106 2500-12-31 N/A 0.00 57.00 18234.30 Equities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0373 196000000.00 196000000.00 0.0005 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.650000% ARP1KGM59 MBNUM2BPBDO7JBLYG310 0000315030 ARP1KGM59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 100.00 110.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 246306800.00 249999720.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 4720200.00 4710068.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1500.00 1582.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 190394000.00 189071188.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 200.00 263.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 700.00 691.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 200.00 208.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 1300.00 1293.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 300.00 363.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 200.00 235.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 2400.00 2389.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 100.00 99.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 600.00 680.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 251034800.00 249999965.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 400.00 413.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1400.00 1400.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 200.00 209.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 19402600.00 19780010.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 100.00 108.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 46102400.00 43395574.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1100.00 1239.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 2200.00 2674.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 700.00 738.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 100.00 109.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 1952700.00 3948346.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 300.00 314.45 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 746000000.00 746000000.00 0.0019 N Y Y N FICC - BANK OF AMERICA FICC - BANK OF AMERICA 3.650000% ARP1KGM91 549300H47WTHXPU08X20 ARP1KGM91 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 3748500.00 3821163.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 4159100.00 4212075.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 294300.00 292383.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 100.00 92.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 112380600.00 112626951.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0.00 0.00 943400.00 941982.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0.00 0.00 200.00 199.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 5104000.00 5168432.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 121000.00 123864.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 17498800.00 17472446.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 5243300.00 5147272.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 700.00 679.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 100.00 99.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 242522200.00 151231032.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 233402400.00 182201641.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 86060100.00 48258396.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 101600.00 103123.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 3148500.00 3197011.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 121300.00 123190.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 1287900.00 1282181.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 10668000.00 10911024.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 206890000.00 192551210.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 7000.00 6391.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 649700.00 638712.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 159500.00 157047.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 100.00 94.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 11251400.00 11269180.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 17383000.00 17411951.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 500000100.00 495214265.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 15345000.00 14924973.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 361200.00 344902.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 17252300.00 17194384.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 20057600.00 20174498.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 62000.00 60241.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 6011000.00 5303872.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 295600.00 295145.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 7013100.00 6930859.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 58084800.00 58361148.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 76308000.00 74669632.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 192709200.00 193023187.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 7790300.00 7818177.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 99.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 101.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 726300.00 725086.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 2854700.00 2830863.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 25127700.00 24985996.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 12875200.00 13023500.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 40041600.00 40110124.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 2570300.00 2599071.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 119110000.00 119412837.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 106275500.00 107012520.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 168500.00 166302.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 34590500.00 34609703.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 89432800.00 88518346.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 1206900.00 1229628.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 200.00 199.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 449400.00 451539.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 91226600.00 91206834.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 51100.00 51519.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 3246300.00 3213398.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1144000.00 1154397.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 433047600.00 258493227.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 389844600.00 397320630.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 91920700.00 91218609.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 123000.00 123192.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 24152400.00 24308199.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 148427800.00 143745941.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 156158000.00 155968424.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 73800.00 73211.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 16136600.00 11462696.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 279800.00 170347.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 147383200.00 73239890.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 1153700.00 1102944.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 74009100.00 52306516.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 100.00 60.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 8500000.00 5749400.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 500.00 468.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 453300.00 451496.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 8006300.00 7626072.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 1560800.00 1506993.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951200 0.00 1214100.00 1215047.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.950200 0.00 1197900.00 1198465.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 14828500.00 14666360.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 38590600.00 38555730.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 130969000.00 130629164.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 400.00 394.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 2014300.00 2021202.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 91444800.00 62166560.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 133900.00 132660.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 73665300.00 69493027.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 152671400.00 102000034.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 1033100.00 703271.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 400.00 399.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 251101000.00 185074286.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 346100.00 286617.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VB0 2026-09-08 0.00 0.00 100.00 99.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 10805800.00 7911511.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 900.00 891.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VN4 2026-10-27 0.00 0.00 500.00 495.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 38121000.00 38130415.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 23611200.00 23650319.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 24420300.00 24852127.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 11150000.00 11062925.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 6369100.00 6192554.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 100.00 100.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 3000.00 2972.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 2078300.00 1977633.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 8217000.00 8101526.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 634709000.00 347214556.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 2900.00 2916.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 3478100.00 3448582.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 1000.00 939.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 200.00 198.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 200.00 188.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 4863300.00 4794515.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 2800000.00 2749112.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 443900.00 439268.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 87400.00 78650.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 14250700.00 11699818.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 101000.00 100539.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 100.00 98.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 15503200.00 15409855.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 256536900.00 239581185.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 25031900.00 24516016.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 8479200.00 8332662.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 101598400.00 75650320.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2400.00 1082.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 507200.00 310020.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 163058500.00 117543769.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 400.00 290.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 89900.00 87043.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 218300.00 222277.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1716500.00 1677871.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 100.00 93.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 35500.00 34945.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 254517100.00 202477034.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 84915400.00 62325192.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 100.00 100.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 700.00 658.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 263493300.00 225918638.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 2655500.00 2743001.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 75000000.00 71250915.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 49370500.00 25803453.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 14573000.00 14290090.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 21000.00 20973.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 3900000.00 3787330.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 266829000.00 203506505.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 38382400.00 31976950.42 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 5733000000.00 5733000000.00 0.0147 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.640000% ARP1KGP49 G5GSEF7VJP5I7OUK5573 0001484212 ARP1KGP49 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 300.00 295.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 99524900.00 55013510.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 15994600.00 13255037.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1264700.00 844776.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 15189600.00 9160231.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 100.00 99.49 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 76715871.00 76715871.00 0.0002 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.650000% ARP1KGP56 K5HU16E3LMSVCCJJJ255 ARP1KGP56 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 04.500 CISB8242 S6XOOCT0IEG5ABCC6L87 3132D6EP1 2038-07-01 4.500000 0.00 23000.00 12550.07 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1596 S6XOOCT0IEG5ABCC6L87 3132ADXZ6 2049-01-01 5.000000 0.00 600000.00 47534.65 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5696 S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 733330.00 565873.85 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 40000.00 26682.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4640 S6XOOCT0IEG5ABCC6L87 3132A5EM3 2045-11-01 4.500000 0.00 82000000.00 5421687.58 Agency Mortgage-Backed Securities FEPC 04.500 CISB8349 S6XOOCT0IEG5ABCC6L87 3132D6H29 2040-01-01 4.500000 0.00 26000.00 19278.33 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8112 S6XOOCT0IEG5ABCC6L87 3132DWAM5 2050-12-01 1.500000 0.00 40523400.00 20734912.73 Agency Mortgage-Backed Securities FEPC 04.500 CISB0752 S6XOOCT0IEG5ABCC6L87 3132CWZR8 2037-10-01 4.500000 0.00 8000.00 3689.49 Agency Mortgage-Backed Securities FEPC 05.500 CTZS9179 S6XOOCT0IEG5ABCC6L87 3132AAFU3 2030-04-01 5.500000 0.00 4412176.00 90711.64 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4658 S6XOOCT0IEG5ABCC6L87 3132A5E76 2046-04-01 3.000000 0.00 21000.00 2482.30 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8506 S6XOOCT0IEG5ABCC6L87 3132A9NX1 2028-11-01 2.500000 0.00 170000.00 5763.17 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 S6XOOCT0IEG5ABCC6L87 3132DWD75 2052-07-01 3.500000 0.00 95000.00 65185.38 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6654 S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 15000.00 11707.23 Agency Mortgage-Backed Securities FEPC 05.000 CISB1863 S6XOOCT0IEG5ABCC6L87 3132CYB82 2040-08-01 5.000000 0.00 65000.00 61005.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 S6XOOCT0IEG5ABCC6L87 3132DWKV4 2054-03-01 5.500000 0.00 9044096.00 6134738.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3977 S6XOOCT0IEG5ABCC6L87 3132E0M25 2053-04-01 5.000000 0.00 691000.00 539685.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZI9913 S6XOOCT0IEG5ABCC6L87 3131WPAN9 2040-04-01 4.500000 0.00 17500000.00 770023.53 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7501 S6XOOCT0IEG5ABCC6L87 3133KPKN7 2052-07-01 4.500000 0.00 30000.00 23305.02 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1193 S6XOOCT0IEG5ABCC6L87 3133A7KE8 2050-07-01 2.500000 0.00 159742.00 65873.46 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7779 S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.500000 0.00 112000.00 72344.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQH1419 S6XOOCT0IEG5ABCC6L87 3133CDSG0 2053-08-01 5.000000 0.00 97131.00 72223.57 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0230 S6XOOCT0IEG5ABCC6L87 3132ACHF0 2046-11-01 3.000000 0.00 1368480.00 232229.52 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4051 S6XOOCT0IEG5ABCC6L87 3132E0QC9 2052-10-01 5.000000 0.00 7115000.00 5441122.12 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3609 S6XOOCT0IEG5ABCC6L87 3132E0AJ1 2052-04-01 2.500000 0.00 25000.00 16793.71 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2730 S6XOOCT0IEG5ABCC6L87 3132DQA71 2053-04-01 4.500000 0.00 375000.00 256860.89 Agency Mortgage-Backed Securities FEPC 05.500 CLZT0304 S6XOOCT0IEG5ABCC6L87 3132ACKR0 2041-05-01 5.500000 0.00 149000.00 24427.43 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3394 S6XOOCT0IEG5ABCC6L87 3132DQXX9 2053-07-01 5.500000 0.00 32000.00 22899.74 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8038 S6XOOCT0IEG5ABCC6L87 3133KP4X3 2052-10-01 4.500000 0.00 105000.00 74018.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5959 S6XOOCT0IEG5ABCC6L87 3133CJTQ4 2053-12-01 6.000000 0.00 31837216.00 18348727.71 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6709 S6XOOCT0IEG5ABCC6L87 3133KNN25 2052-02-01 2.500000 0.00 150000.00 90332.93 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3913 S6XOOCT0IEG5ABCC6L87 3133KKK24 2050-11-01 2.500000 0.00 43000.00 20071.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7937 S6XOOCT0IEG5ABCC6L87 3133KPZA9 2052-09-01 5.000000 0.00 685000.00 479991.30 Agency Mortgage-Backed Securities FEPC 02.500 CLQE2005 S6XOOCT0IEG5ABCC6L87 3133BBGN3 2052-05-01 2.500000 0.00 504296.00 320073.78 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 53000.00 37242.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0660 S6XOOCT0IEG5ABCC6L87 3133BMWV3 2052-09-01 4.500000 0.00 617222.00 319880.04 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2643 S6XOOCT0IEG5ABCC6L87 3133KH5C6 2050-06-01 2.500000 0.00 88332928.00 33163514.10 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0481 S6XOOCT0IEG5ABCC6L87 3133CCRA6 2053-09-01 5.500000 0.00 32000.00 25140.06 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5286 S6XOOCT0IEG5ABCC6L87 3133KL2T3 2051-05-01 2.500000 0.00 405000.00 217540.33 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4414 S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.500000 0.00 100000.00 48820.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1733 S6XOOCT0IEG5ABCC6L87 3132DN4S9 2052-10-01 5.000000 0.00 151302.00 103891.15 Agency Mortgage-Backed Securities FEPC 04.000 CISB8337 S6XOOCT0IEG5ABCC6L87 3132D6HN3 2039-11-01 4.000000 0.00 5000.00 3692.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3669 S6XOOCT0IEG5ABCC6L87 3132E0CE0 2053-09-01 5.500000 0.00 9429312.00 8133212.81 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8268 S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.500000 0.00 182000.00 124993.47 Agency Mortgage-Backed Securities FEPC 04.500 CIZT1612 S6XOOCT0IEG5ABCC6L87 3132ADYH5 2034-01-01 4.500000 0.00 1500000.00 146531.98 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8219 S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 5445480.00 3534793.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZA4261 S6XOOCT0IEG5ABCC6L87 31329MWW6 2043-08-01 3.500000 0.00 200000.00 31855.39 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2061 S6XOOCT0IEG5ABCC6L87 3132DPJE9 2052-10-01 4.500000 0.00 25000.00 20212.03 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4694 S6XOOCT0IEG5ABCC6L87 31427SGC6 2052-02-01 2.500000 0.00 28767320.00 23229439.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0095 S6XOOCT0IEG5ABCC6L87 3142J6C92 2056-02-01 5.500000 0.00 95000.00 88880.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5568 S6XOOCT0IEG5ABCC6L87 3132DTFH8 2054-05-01 5.500000 0.00 9350000.00 7060412.96 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8148 S6XOOCT0IEG5ABCC6L87 3132DWBR3 2051-05-01 3.000000 0.00 29000.00 12113.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ4886 S6XOOCT0IEG5ABCC6L87 3133CVNB6 2054-09-01 5.000000 0.00 1217300.00 1147440.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0851 S6XOOCT0IEG5ABCC6L87 3133CC5L6 2053-09-01 6.000000 0.00 1891874.00 1237062.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 S6XOOCT0IEG5ABCC6L87 3132DP2K3 2053-03-01 6.000000 0.00 815000.00 523361.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2363 S6XOOCT0IEG5ABCC6L87 3133BBTU3 2052-05-01 3.500000 0.00 35000.00 23425.22 Agency Mortgage-Backed Securities FEPC 06.000 CTSC0518 S6XOOCT0IEG5ABCC6L87 3132D9SF2 2044-04-01 6.000000 0.00 191000.00 54814.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8419 S6XOOCT0IEG5ABCC6L87 3132DWK85 2054-04-01 5.000000 0.00 4075000.00 3138354.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8271 S6XOOCT0IEG5ABCC6L87 3132DWFL2 2052-10-01 2.500000 0.00 41000.00 28339.43 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8397 S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 195000.00 68512.48 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2253 S6XOOCT0IEG5ABCC6L87 3132DPQE1 2052-12-01 3.500000 0.00 66000.00 46469.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8269 S6XOOCT0IEG5ABCC6L87 3132DWFJ7 2052-10-01 6.000000 0.00 60000.00 35289.20 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4761 S6XOOCT0IEG5ABCC6L87 31427SJF6 2052-06-01 3.000000 0.00 14995584.00 12790082.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0094 S6XOOCT0IEG5ABCC6L87 3142GQC83 2053-10-01 6.000000 0.00 1509000.00 1049230.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3885 S6XOOCT0IEG5ABCC6L87 31427RJ76 2055-11-01 5.500000 0.00 112000.00 98063.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4394 S6XOOCT0IEG5ABCC6L87 31427R3C2 2056-01-01 5.500000 0.00 458000.00 453807.52 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0085 S6XOOCT0IEG5ABCC6L87 3142J6CX9 2056-01-01 5.500000 0.00 1240242.00 1139626.11 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6959 S6XOOCT0IEG5ABCC6L87 3142JVWV6 2056-03-01 5.000000 0.00 6352432.00 5627898.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0128 S6XOOCT0IEG5ABCC6L87 3142J6EA7 2056-06-01 5.500000 0.00 16000.00 15658.24 Agency Mortgage-Backed Securities FEPC 04.500 CLTB6193 S6XOOCT0IEG5ABCC6L87 3142K73B3 2056-04-01 4.500000 0.00 1291676.00 1224991.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4669 S6XOOCT0IEG5ABCC6L87 3132DSFJ6 2053-10-01 6.000000 0.00 23000000.00 14416428.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2917 S6XOOCT0IEG5ABCC6L87 3132DQG26 2053-05-01 5.500000 0.00 10013872.00 6586685.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3072 S6XOOCT0IEG5ABCC6L87 3132DQMV5 2053-05-01 6.000000 0.00 870000.00 568852.41 Agency Mortgage-Backed Securities FEPC 04.500 CISB1018 S6XOOCT0IEG5ABCC6L87 3132CXDX7 2038-10-01 4.500000 0.00 5435000.00 3161215.22 Agency Mortgage-Backed Securities FEPC 02.000 CLQD6061 S6XOOCT0IEG5ABCC6L87 3133B3WW3 2052-01-01 2.000000 0.00 33258000.00 19433720.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8348 S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5.000000 0.00 70346000.00 53923479.53 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6058 S6XOOCT0IEG5ABCC6L87 3133BFWT3 2052-07-01 4.500000 0.00 560000.00 365833.08 Agency Mortgage-Backed Securities FEPC 02.500 CLQA3570 S6XOOCT0IEG5ABCC6L87 31339S6F7 2049-10-01 2.500000 0.00 25000.00 10089.21 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0998 S6XOOCT0IEG5ABCC6L87 3132DNDB6 2052-04-01 2.500000 0.00 1020000.00 608950.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6985 S6XOOCT0IEG5ABCC6L87 3132DUXN2 2054-11-01 5.000000 0.00 75000.00 62613.62 Agency Mortgage-Backed Securities FEPC 02.000 CLQE0312 S6XOOCT0IEG5ABCC6L87 3133B9KZ6 2052-04-01 2.000000 0.00 9000.00 5470.74 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8755 S6XOOCT0IEG5ABCC6L87 3133KQWQ5 2053-03-01 5.500000 0.00 137134.00 93443.43 Agency Mortgage-Backed Securities FEPC 02.500 CLSL3855 S6XOOCT0IEG5ABCC6L87 31427RH94 2051-09-01 2.500000 0.00 2659080.00 2086462.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSL2685 S6XOOCT0IEG5ABCC6L87 31427P6X7 2052-05-01 2.500000 0.00 5770800.00 4458381.33 Agency Mortgage-Backed Securities FEPC 05.500 CLZI5411 S6XOOCT0IEG5ABCC6L87 3131WJAL7 2036-11-01 5.500000 0.00 460699.00 6225.88 Agency Mortgage-Backed Securities FEPC 05.000 CLZL1221 S6XOOCT0IEG5ABCC6L87 3131XGLA4 2041-04-01 5.000000 0.00 73853.00 1643.10 Agency Mortgage-Backed Securities FEPC 05.000 CLZS3236 S6XOOCT0IEG5ABCC6L87 3132A3SZ4 2041-06-01 5.000000 0.00 6135940.00 474071.37 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6335 S6XOOCT0IEG5ABCC6L87 3132A7BC4 2026-09-01 4.000000 0.00 262059.00 15.03 Agency Mortgage-Backed Securities FEPC 03.500 CLZM0461 S6XOOCT0IEG5ABCC6L87 3131XTQN3 2045-11-01 3.500000 0.00 235000.00 33129.01 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1322 S6XOOCT0IEG5ABCC6L87 3132ADPF9 2048-11-01 5.000000 0.00 1430000.00 108842.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 S6XOOCT0IEG5ABCC6L87 3132DPUP1 2053-03-01 5.000000 0.00 10000.00 7301.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 S6XOOCT0IEG5ABCC6L87 3132DV5S0 2050-04-01 3.500000 0.00 48000.00 8764.07 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7557 S6XOOCT0IEG5ABCC6L87 3133KPME5 2052-06-01 4.500000 0.00 140000.00 99516.91 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6117 S6XOOCT0IEG5ABCC6L87 3132DTYN4 2049-10-01 5.000000 0.00 3268350.00 2530471.43 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8320 S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3.000000 0.00 5000.00 3690.64 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 8695056.00 5143302.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3220 S6XOOCT0IEG5ABCC6L87 3132DQSH0 2053-06-01 5.500000 0.00 90000.00 65516.56 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 3132DWBP7 2051-05-01 2.000000 0.00 200000.00 107993.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3534 S6XOOCT0IEG5ABCC6L87 3132DQ4T0 2053-08-01 5.500000 0.00 293000.00 214793.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6320 S6XOOCT0IEG5ABCC6L87 3132DUAV9 2054-08-01 5.500000 0.00 105000.00 90595.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4965 S6XOOCT0IEG5ABCC6L87 3132DSQS4 2054-02-01 5.500000 0.00 1798000.00 1479305.57 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8037 S6XOOCT0IEG5ABCC6L87 3132DV4W2 2050-01-01 2.500000 0.00 766000.00 171652.76 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137GBUZ6 2056-08-25 4.380000 0.00 70942208.00 70914398.65 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLSU7 2055-06-25 5.466100 0.00 10000000.00 6523670.12 Agency Collateralized Mortgage Obligation FEPC 04.500 CLRQ0093 S6XOOCT0IEG5ABCC6L87 3142J6C76 2056-02-01 4.500000 0.00 228881408.00 212671906.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQY9430 S6XOOCT0IEG5ABCC6L87 31426UPQ1 2055-07-01 5.000000 0.00 15000.00 14245.81 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1977 S6XOOCT0IEG5ABCC6L87 3142GSFT0 2054-07-01 6.500000 0.00 103779.00 71854.64 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0430 S6XOOCT0IEG5ABCC6L87 31427MPQ8 2055-02-01 6.000000 0.00 1217150.00 1008326.24 Agency Mortgage-Backed Securities FEPC 05.000 CTSC0002 S6XOOCT0IEG5ABCC6L87 3132D9AB0 2039-05-01 5.000000 0.00 119655.00 8424.14 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2324 S6XOOCT0IEG5ABCC6L87 3132A2SM5 2035-02-01 5.500000 0.00 1498499.00 26375.94 Agency Mortgage-Backed Securities FEPC 05.000 CISB1713 S6XOOCT0IEG5ABCC6L87 3132CX3W0 2040-12-01 5.000000 0.00 16000.00 13631.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2347 S6XOOCT0IEG5ABCC6L87 3132DPTC2 2053-02-01 5.500000 0.00 675000.00 472755.93 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2243 S6XOOCT0IEG5ABCC6L87 3132A2P48 2038-07-01 5.500000 0.00 1214852.00 6757.53 Agency Mortgage-Backed Securities FEPC 04.000 CISB8346 S6XOOCT0IEG5ABCC6L87 3132D6HX1 2039-12-01 4.000000 0.00 1470000.00 1103597.96 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4495 S6XOOCT0IEG5ABCC6L87 3132E07G1 2053-12-01 6.000000 0.00 291000.00 214324.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4067 S6XOOCT0IEG5ABCC6L87 3133BDQU2 2052-06-01 5.000000 0.00 700000.00 484222.52 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8361 S6XOOCT0IEG5ABCC6L87 3132DWJE4 2053-09-01 5.000000 0.00 12000.00 9249.78 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8222 S6XOOCT0IEG5ABCC6L87 3133BWD34 2053-02-01 6.500000 0.00 200000.00 64308.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3745 S6XOOCT0IEG5ABCC6L87 3132E0ES7 2053-09-01 6.000000 0.00 35000.00 25367.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8307 S6XOOCT0IEG5ABCC6L87 3132DWGQ0 2053-03-01 5.000000 0.00 1850000.00 1380805.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3835 S6XOOCT0IEG5ABCC6L87 3132E0HL9 2053-02-01 6.000000 0.00 19000.00 13248.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8452 S6XOOCT0IEG5ABCC6L87 3132DWL92 2054-08-01 5.000000 0.00 105000.00 86900.16 Agency Mortgage-Backed Securities FEPC 03.000 CLQG5124 S6XOOCT0IEG5ABCC6L87 3133C5VR9 2053-06-01 3.000000 0.00 7000.00 4784.19 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 8109024.00 4704474.70 Agency Mortgage-Backed Securities FEPC 02.500 CLSL2679 S6XOOCT0IEG5ABCC6L87 31427P6R0 2052-03-01 2.500000 0.00 10215248.00 7921206.27 Agency Mortgage-Backed Securities FEPC 06.000 CLTA2308 S6XOOCT0IEG5ABCC6L87 3142JQR68 2055-12-01 6.000000 0.00 5833079.00 5953075.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6565 S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 19260576.00 18595510.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8493 S6XOOCT0IEG5ABCC6L87 3132DWNJ8 2054-12-01 5.500000 0.00 39000.00 30202.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5.000000 0.00 6573136.00 4803908.95 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2788 S6XOOCT0IEG5ABCC6L87 3133KJCZ3 2050-06-01 2.500000 0.00 9128848.00 3535219.78 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4107 S6XOOCT0IEG5ABCC6L87 3132E0R46 2053-10-01 5.000000 0.00 61000.00 46313.50 Agency Mortgage-Backed Securities FEPC 02.000 CIZK5505 S6XOOCT0IEG5ABCC6L87 3131X9DJ0 2028-05-01 2.000000 0.00 3075000.00 85411.63 Agency Mortgage-Backed Securities FEPC 04.500 CISB8338 S6XOOCT0IEG5ABCC6L87 3132D6HP8 2039-11-01 4.500000 0.00 4000.00 2715.85 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3860 S6XOOCT0IEG5ABCC6L87 31427RJE1 2054-07-01 6.000000 0.00 10957376.00 10106508.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0393 S6XOOCT0IEG5ABCC6L87 31427MNK3 2055-02-01 6.000000 0.00 1124476.00 1054970.27 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3504 S6XOOCT0IEG5ABCC6L87 31427Q3N0 2055-10-01 6.500000 0.00 90687.00 80794.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1151 S6XOOCT0IEG5ABCC6L87 31427NH51 2053-11-01 5.000000 0.00 300000.00 258894.07 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7449 S6XOOCT0IEG5ABCC6L87 3142K9H32 2056-06-01 5.500000 0.00 1198050.00 1198183.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1812 S6XOOCT0IEG5ABCC6L87 31427PAN4 2055-08-01 5.500000 0.00 265000.00 233098.23 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 610000000.00 610000000.00 0.0016 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 3.640000% ARP1KGP72 K5HU16E3LMSVCCJJJ255 ARP1KGP72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 400.00 376.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 9731000.00 8343340.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 2813400.00 1719662.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 3366000.00 2446449.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 600.00 579.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 25000000.00 24844406.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 384800.00 382288.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 6178600.00 5707411.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 4200.00 3922.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 20024000.00 19269462.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 53128000.00 52713105.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 500.00 522.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1000000.00 1098258.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 40880800.00 35585867.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 22250800.00 21917193.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 29253000.00 29353247.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 37764400.00 37922661.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 7798200.00 9441061.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 8380900.00 8246372.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 15103400.00 15128008.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 46114100.00 40606788.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1500.00 1529.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 34104100.00 34442577.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 12266300.00 12190400.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 27489100.00 28016257.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 22044800.00 19042254.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 837800.00 829780.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1200.00 1130.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 34082400.00 33082138.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 23750900.00 23802964.70 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 457000000.00 457000000.00 0.0012 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.650000% ARP1KGPC1 G5GSEF7VJP5I7OUK5573 0001484212 ARP1KGPC1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 06.500 CLRJ5284 S6XOOCT0IEG5ABCC6L87 3142GV2S9 2055-11-01 6.500000 0.00 1008.00 834.71 Agency Mortgage-Backed Securities GNII SF MB1218 M 549300M8ZYFG0OCMTT87 3618N6K89 2056-04-20 6.000000 0.00 21143000.00 21604232.57 Agency Mortgage-Backed Securities GNII ET DR8552 C 549300M8ZYFG0OCMTT87 3618VHQD9 2066-04-20 6.500000 0.00 2348322.00 2420602.09 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1323 S6XOOCT0IEG5ABCC6L87 3132ADPG7 2048-10-01 3.000000 0.00 1041.00 111.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1595 S6XOOCT0IEG5ABCC6L87 3132ADXY9 2049-01-01 4.500000 0.00 1008.00 53.27 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1890 B1V7KEBTPIMZEU4LTD58 3140J6C47 2032-01-01 2.500000 0.00 1015.00 99.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4348 B1V7KEBTPIMZEU4LTD58 3138WDZN4 2045-01-01 4.000000 0.00 1024.00 106.32 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0118 B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1024.00 805.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1988 B1V7KEBTPIMZEU4LTD58 3140Q9F65 2048-07-01 4.500000 0.00 303661.00 34504.25 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8416 S6XOOCT0IEG5ABCC6L87 3133KQK54 2053-01-01 5.500000 0.00 1024.00 711.86 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3681 B1V7KEBTPIMZEU4LTD58 3140QBCT3 2049-06-01 4.500000 0.00 1024.00 142.02 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8062 S6XOOCT0IEG5ABCC6L87 3132DV5X9 2050-05-01 3.000000 0.00 1008.00 229.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0724 S6XOOCT0IEG5ABCC6L87 3132ACYV6 2045-07-01 4.500000 0.00 59441.00 13685.66 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1201 S6XOOCT0IEG5ABCC6L87 3132A1KN3 2036-12-01 5.500000 0.00 1887.00 8.71 Agency Mortgage-Backed Securities FEPC 03.000 CIZT1609 S6XOOCT0IEG5ABCC6L87 3132ADYE2 2034-01-01 3.000000 0.00 1004.00 107.39 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3474 B1V7KEBTPIMZEU4LTD58 3140QA2G4 2046-04-01 3.500000 0.00 1008.00 262.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1189 B1V7KEBTPIMZEU4LTD58 3140Q8KB0 2048-02-01 3.500000 0.00 1024.00 146.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3527 B1V7KEBTPIMZEU4LTD58 3138EK4M4 2042-09-01 3.500000 0.00 1009.00 100.23 Agency Mortgage-Backed Securities FEPC 05.500 CLZI2826 S6XOOCT0IEG5ABCC6L87 3131WFD73 2035-02-01 5.500000 0.00 1834.00 26.28 Agency Mortgage-Backed Securities FEPC 02.500 CIZK4881 S6XOOCT0IEG5ABCC6L87 3131X8M60 2028-01-01 2.500000 0.00 4470.00 82.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2675 S6XOOCT0IEG5ABCC6L87 31427P6M1 2053-09-01 5.500000 0.00 1008.00 892.17 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2812 B1V7KEBTPIMZEU4LTD58 31416YDS4 2041-04-01 4.500000 0.00 1024.00 22.84 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 6370400.00 4058300.36 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4561 B1V7KEBTPIMZEU4LTD58 31418EB74 2052-03-01 1.500000 0.00 1088.00 642.28 Agency Mortgage-Backed Securities GNPL PN DK6755 549300M8ZYFG0OCMTT87 3618L6QG7 2060-12-15 5.250000 0.00 55485.00 55452.64 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 544548.00 344173.52 Agency Mortgage-Backed Securities GNII ET DT3964 C 549300M8ZYFG0OCMTT87 3618W3MM3 2066-07-20 6.000000 0.00 30391384.00 31176302.27 Agency Mortgage-Backed Securities GNPL PN DN1559 549300M8ZYFG0OCMTT87 3618M3WU5 2060-11-15 5.400000 0.00 64390.00 64980.35 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1262 B1V7KEBTPIMZEU4LTD58 3140Y7ML9 2055-10-01 6.500000 0.00 1008.00 974.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4883 S6XOOCT0IEG5ABCC6L87 31346YM83 2049-12-01 3.000000 0.00 1024.00 188.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7526 S6XOOCT0IEG5ABCC6L87 3132DVLF0 2050-10-01 2.500000 0.00 9889792.00 4403946.76 Agency Mortgage-Backed Securities FNMS 02.500 CIBW5564 B1V7KEBTPIMZEU4LTD58 3140MXFE9 2037-07-01 2.500000 0.00 104220.00 75002.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ9684 S6XOOCT0IEG5ABCC6L87 31427KXN0 2055-10-01 6.500000 0.00 9505024.00 8831046.93 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5780 S6XOOCT0IEG5ABCC6L87 3142GWM63 2056-01-01 6.500000 0.00 2016.00 2034.05 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8750 S6XOOCT0IEG5ABCC6L87 3133KQWK8 2053-03-01 6.000000 0.00 1024.00 636.45 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3660 S6XOOCT0IEG5ABCC6L87 3132E0B50 2053-08-01 5.500000 0.00 1008.00 754.65 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6649 S6XOOCT0IEG5ABCC6L87 3131WKL65 2037-10-01 6.500000 0.00 4585.00 22.64 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6469 S6XOOCT0IEG5ABCC6L87 3131WKFJ4 2037-09-01 6.500000 0.00 10696.00 31.50 Agency Mortgage-Backed Securities 05.500 FGPC A83727 G S6XOOCT0IEG5ABCC6L87 312930D80 2033-09-01 5.500000 0.00 7099.00 107.47 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4774 S6XOOCT0IEG5ABCC6L87 3132A5JT3 2048-05-01 4.500000 0.00 1024.00 77.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2351 S6XOOCT0IEG5ABCC6L87 3132DPTG3 2053-02-01 5.000000 0.00 1024.00 693.59 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3883 S6XOOCT0IEG5ABCC6L87 3132A4J41 2043-12-01 3.500000 0.00 1018.00 132.63 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0291 S6XOOCT0IEG5ABCC6L87 3132DMKC8 2050-03-01 5.000000 0.00 1008.00 129.96 Agency Mortgage-Backed Securities FEPC 05.500 CLZS4173 S6XOOCT0IEG5ABCC6L87 3132A4T65 2035-03-01 5.500000 0.00 1005.00 8.75 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1999 S6XOOCT0IEG5ABCC6L87 3131XVGG4 2046-09-01 3.000000 0.00 1024.00 155.48 Agency Mortgage-Backed Securities FEPC 04.000 CLZN2844 S6XOOCT0IEG5ABCC6L87 3131Y9ER0 2049-01-01 4.000000 0.00 1008.00 45.00 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1314 S6XOOCT0IEG5ABCC6L87 3132A1N75 2036-12-01 5.500000 0.00 1000.00 5.94 Agency Mortgage-Backed Securities FEPC 03.000 CLZT2043 S6XOOCT0IEG5ABCC6L87 3132AEHU3 2047-10-01 3.000000 0.00 1024.00 216.45 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ7366 B1V7KEBTPIMZEU4LTD58 3140E0FG5 2045-11-01 4.000000 0.00 1040.00 162.94 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5342 S6XOOCT0IEG5ABCC6L87 31427C5C3 2055-10-01 6.000000 0.00 2008.00 1892.08 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3246 S6XOOCT0IEG5ABCC6L87 31427QTC6 2055-11-01 6.000000 0.00 2016.00 1980.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7518 B1V7KEBTPIMZEU4LTD58 3140XPK81 2053-03-01 6.000000 0.00 1024.00 764.19 Agency Mortgage-Backed Securities GNII EP 788736 C 549300M8ZYFG0OCMTT87 3622AESZ0 2066-06-20 5.500000 0.00 26619.00 26677.81 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0694 S6XOOCT0IEG5ABCC6L87 3142GQXY3 2054-01-01 5.500000 0.00 1024.00 833.20 Agency Mortgage-Backed Securities GNII ET DR0030 C 549300M8ZYFG0OCMTT87 3618V8A79 2066-05-20 6.000000 0.00 20137972.00 20631449.21 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 B1V7KEBTPIMZEU4LTD58 31418DFQ0 2049-09-01 3.000000 0.00 1000.00 118.21 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3160 B1V7KEBTPIMZEU4LTD58 3140W3QN2 2055-08-01 6.500000 0.00 43155497.00 38122391.53 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 128000000.00 128000000.00 0.0003 N Y Y N MUFG SECURITIES (CANADA) LTD MUFG SECURITIES (CANADA) LTD 3.650000% ARP1KGPQ0 549300Y1PMK3RWXMWR72 ARP1KGPQ0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 11162550.00 10542093.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9956 B1V7KEBTPIMZEU4LTD58 3140UEB22 2056-05-01 6.500000 0.00 1000.00 1043.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 1010.00 273.70 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 B1V7KEBTPIMZEU4LTD58 3140Q9HW6 2048-07-01 4.500000 0.00 144683.00 28747.98 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4334 B1V7KEBTPIMZEU4LTD58 31418DY89 2041-05-01 2.500000 0.00 17945728.00 9807955.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0094 B1V7KEBTPIMZEU4LTD58 3140Y6C81 2055-03-01 5.000000 0.00 5301594.00 4564358.36 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7152 B1V7KEBTPIMZEU4LTD58 3140XN5N0 2054-02-01 5.500000 0.00 1668219.00 1276308.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6943 B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3.000000 0.00 848549.00 615040.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2100 S6XOOCT0IEG5ABCC6L87 31426YKN5 2055-09-01 5.500000 0.00 5389600.00 4854089.62 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0663 S6XOOCT0IEG5ABCC6L87 3142GQWZ1 2054-01-01 6.500000 0.00 4645648.00 2801462.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3109 S6XOOCT0IEG5ABCC6L87 31427QN32 2055-10-01 5.000000 0.00 2919340.00 2789861.32 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1241 S6XOOCT0IEG5ABCC6L87 3142GRLX6 2054-04-01 6.500000 0.00 8372160.00 5820663.31 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 114895000.00 25330733.48 Agency Mortgage-Backed Securities GNII SF DR7055 C 549300M8ZYFG0OCMTT87 3618VFZU5 2056-06-20 6.500000 0.00 1539106.00 1613898.94 Agency Mortgage-Backed Securities GNII SF DR7057 C 549300M8ZYFG0OCMTT87 3618VFZW1 2056-06-20 6.500000 0.00 7929815.00 8314628.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 999300.00 948840.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 4400.00 4222.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 100.00 94.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 339000.00 316559.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 1000.00 867.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 1155500.00 1032414.71 U.S. Treasuries (including strips) FNMS 05.000 CLFS9690 B1V7KEBTPIMZEU4LTD58 3140XRXU4 2054-11-01 5.000000 0.00 28761812.00 23589918.47 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9670 B1V7KEBTPIMZEU4LTD58 3140XRW84 2054-11-01 5.500000 0.00 8303900.00 6950021.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4647 B1V7KEBTPIMZEU4LTD58 3140W5EV2 2056-01-01 5.500000 0.00 26652832.00 25713236.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3468 B1V7KEBTPIMZEU4LTD58 3140XJ2A0 2052-12-01 5.500000 0.00 24235277.00 18419795.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5820 B1V7KEBTPIMZEU4LTD58 3140XMPE0 2053-09-01 5.500000 0.00 42669600.00 29401861.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0713 B1V7KEBTPIMZEU4LTD58 3140XFYK1 2050-03-01 4.500000 0.00 40000000.00 19707086.06 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1989 B1V7KEBTPIMZEU4LTD58 3140W2F71 2055-06-01 6.000000 0.00 43228096.00 37831906.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7151 B1V7KEBTPIMZEU4LTD58 3140XA5M0 2051-05-01 2.000000 0.00 784832.00 392807.97 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5247 B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6.000000 0.00 52371851.00 28266673.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1329 S6XOOCT0IEG5ABCC6L87 31427NPP8 2055-05-01 5.000000 0.00 14801120.00 13031248.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3369 S6XOOCT0IEG5ABCC6L87 31427QW73 2055-11-01 5.500000 0.00 30811200.00 28365426.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1060 S6XOOCT0IEG5ABCC6L87 31427NFA2 2055-04-01 5.500000 0.00 23088500.00 19327628.66 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0909 S6XOOCT0IEG5ABCC6L87 31427NAK5 2055-03-01 6.000000 0.00 578468.00 485799.88 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 49992768.00 46810378.91 Agency Mortgage-Backed Securities GNII SP 788131 C 549300M8ZYFG0OCMTT87 3622AD4Q8 2055-07-20 7.500000 0.00 185000.00 171407.67 Agency Mortgage-Backed Securities GNII SP 787570 C 549300M8ZYFG0OCMTT87 3622ADJP4 2051-07-20 3.000000 0.00 1008.00 727.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8522 B1V7KEBTPIMZEU4LTD58 3138WJPG7 2046-12-01 3.000000 0.00 1167900.00 395411.78 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9193 B1V7KEBTPIMZEU4LTD58 3138WKGB5 2044-10-01 4.000000 0.00 2116500.00 218868.67 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2595 S6XOOCT0IEG5ABCC6L87 3133KH3C8 2050-05-01 2.500000 0.00 1000.00 339.41 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2184 S6XOOCT0IEG5ABCC6L87 3132DPM96 2053-01-01 6.000000 0.00 7791642.00 4698510.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 37394816.00 1576352.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3330 S6XOOCT0IEG5ABCC6L87 3133BQVX1 2052-11-01 5.000000 0.00 1021.00 759.35 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 999468.00 621901.18 Agency Mortgage-Backed Securities 05.500 FGPC H03116 G S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 21465598.00 466967.13 Agency Mortgage-Backed Securities FEPC 02.000 CISB8141 S6XOOCT0IEG5ABCC6L87 3132D6BJ8 2037-02-01 2.000000 0.00 5345056.00 2843433.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7135 S6XOOCT0IEG5ABCC6L87 3132DU4U8 2054-12-01 5.000000 0.00 9191840.00 8212456.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6966 S6XOOCT0IEG5ABCC6L87 3132DUW37 2054-11-01 5.000000 0.00 9592320.00 8697938.89 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0595 S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 7394448.00 1038083.33 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 S6XOOCT0IEG5ABCC6L87 3132A5HQ1 2047-10-01 3.500000 0.00 7642.00 863.11 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8580 S6XOOCT0IEG5ABCC6L87 3133BJQ96 2052-08-01 5.000000 0.00 4192764.00 2595533.97 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 2188152.00 1541671.43 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0302 S6XOOCT0IEG5ABCC6L87 3133CCKP0 2053-09-01 6.500000 0.00 1024.00 692.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5180 S6XOOCT0IEG5ABCC6L87 3133CVXH2 2054-09-01 6.000000 0.00 30918525.00 21604408.90 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9465 S6XOOCT0IEG5ABCC6L87 3133B7QS0 2052-04-01 3.000000 0.00 338773.00 212021.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2845 S6XOOCT0IEG5ABCC6L87 3133C3ES1 2053-05-01 5.500000 0.00 878640.00 708198.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0332 B1V7KEBTPIMZEU4LTD58 3140EULN7 2045-12-01 4.000000 0.00 976199.00 195933.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5697 B1V7KEBTPIMZEU4LTD58 3140MXKK9 2052-08-01 5.000000 0.00 2465172.00 1420292.39 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1000.00 510.92 Agency Mortgage-Backed Securities FNMS 04.500 CZAL0315 B1V7KEBTPIMZEU4LTD58 3138EGK52 2051-04-01 4.500000 0.00 11336432.00 897234.04 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 10057.00 7574.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 26633400.00 26135401.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 4034000.00 1819642.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 2961800.00 2731976.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1300.00 1200.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 15937000.00 15530771.24 U.S. Treasuries (including strips) FEPC 06.000 CLQI6033 S6XOOCT0IEG5ABCC6L87 3133WCV27 2054-05-01 6.000000 0.00 20002013.00 15958627.42 Agency Mortgage-Backed Securities 04.500 FGPC U95014 G S6XOOCT0IEG5ABCC6L87 3132H5AQ1 2042-06-01 4.500000 0.00 50006515.00 1708992.72 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6040 S6XOOCT0IEG5ABCC6L87 3132DTV98 2053-06-01 5.000000 0.00 31045550.00 25240618.26 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 10392704.00 726025.59 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC1668 B1V7KEBTPIMZEU4LTD58 31417K2A4 2039-09-01 6.530000 0.00 1024.00 13.97 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6565 S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 11739421.00 11334060.30 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 5577900.00 3895751.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0214 S6XOOCT0IEG5ABCC6L87 31427MGY1 2055-02-01 5.500000 0.00 25390.00 21006.66 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5706 S6XOOCT0IEG5ABCC6L87 3142GWKU2 2056-02-01 4.500000 0.00 20556207.00 19286911.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1129 S6XOOCT0IEG5ABCC6L87 31427NHF9 2055-05-01 5.000000 0.00 8047980.00 7367018.26 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0585 B1V7KEBTPIMZEU4LTD58 3140Y6UK4 2055-06-01 6.000000 0.00 14713175.00 11943382.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5581 B1V7KEBTPIMZEU4LTD58 3140XMFX9 2053-08-01 6.000000 0.00 38000000.00 27323177.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1689 B1V7KEBTPIMZEU4LTD58 3140Y72X5 2055-12-01 5.000000 0.00 1000.00 910.78 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4348 B1V7KEBTPIMZEU4LTD58 3140W4ZN0 2056-01-01 5.500000 0.00 780500.00 757761.21 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.500000 0.00 91382.00 68347.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2803 B1V7KEBTPIMZEU4LTD58 3140W3DH9 2055-02-01 5.500000 0.00 30955995.00 26374236.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1079 B1V7KEBTPIMZEU4LTD58 3140XGFV6 2052-03-01 2.500000 0.00 41072900.00 25343399.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0296 B1V7KEBTPIMZEU4LTD58 3140W0KJ3 2055-01-01 6.000000 0.00 32489920.00 27520553.35 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7534 B1V7KEBTPIMZEU4LTD58 3140QTLQ0 2053-11-01 7.000000 0.00 6652622.00 4173516.43 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4628 S6XOOCT0IEG5ABCC6L87 3142GVEA5 2055-08-01 5.500000 0.00 1472.00 1382.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ3310 S6XOOCT0IEG5ABCC6L87 31427AVC8 2055-09-01 5.500000 0.00 24982080.00 23078218.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1613600.00 1277610.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 200.00 169.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 800700.00 747778.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 8000000.00 7901010.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 870200.00 837409.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 192100.00 182795.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 3200.00 3052.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 8495200.00 8487106.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 99999500.00 95605094.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 1151400.00 1007479.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 200.00 171.19 U.S. Treasuries (including strips) GNII SP 787339 C 549300M8ZYFG0OCMTT87 3622ADBG2 2054-04-20 6.000000 0.00 1000.00 640.57 Agency Mortgage-Backed Securities GNII SP 787333 C 549300M8ZYFG0OCMTT87 3622ADBA5 2054-03-20 7.500000 0.00 2061.00 2077.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4456 B1V7KEBTPIMZEU4LTD58 3140J85S8 2048-08-01 4.500000 0.00 14999000.00 3866928.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5746 B1V7KEBTPIMZEU4LTD58 3140JAL48 2049-03-01 4.000000 0.00 177084.00 41118.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5295 B1V7KEBTPIMZEU4LTD58 3140QQ3D5 2052-12-01 5.500000 0.00 2805256.00 1991680.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7864 B1V7KEBTPIMZEU4LTD58 3138WHW24 2046-09-01 3.500000 0.00 1439106.00 297124.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1676 B1V7KEBTPIMZEU4LTD58 3140H22J6 2047-12-01 4.000000 0.00 353000.00 69378.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7832 B1V7KEBTPIMZEU4LTD58 3140N0V28 2052-08-01 5.000000 0.00 2720781.00 1024368.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6299 S6XOOCT0IEG5ABCC6L87 3132DT7L8 2054-09-01 5.500000 0.00 70099.00 53554.38 Agency Mortgage-Backed Securities FEPC 02.500 CLQC2328 S6XOOCT0IEG5ABCC6L87 3133ALSR0 2051-05-01 2.500000 0.00 7600688.00 3588102.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6752 S6XOOCT0IEG5ABCC6L87 3133BUQD2 2053-01-01 6.000000 0.00 106073.00 90083.98 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4131 S6XOOCT0IEG5ABCC6L87 3133CGSU2 2053-11-01 6.500000 0.00 1008.00 654.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9257 S6XOOCT0IEG5ABCC6L87 3133KRJA3 2053-06-01 5.000000 0.00 6692170.00 4918596.03 Agency Mortgage-Backed Securities FEPC 02.500 CLRA7214 S6XOOCT0IEG5ABCC6L87 3133KPAP3 2047-04-01 2.500000 0.00 9916384.00 6042251.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5078 S6XOOCT0IEG5ABCC6L87 3132DSUB6 2054-02-01 6.500000 0.00 11185048.00 6856094.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8886 B1V7KEBTPIMZEU4LTD58 3140XQ2U0 2054-08-01 5.000000 0.00 31000000.00 26708007.97 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0289 B1V7KEBTPIMZEU4LTD58 3140Y6KB5 2055-04-01 6.500000 0.00 234176.00 171625.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQX2047 S6XOOCT0IEG5ABCC6L87 31425WHZ7 2054-12-01 5.500000 0.00 20551040.00 17661599.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1123 S6XOOCT0IEG5ABCC6L87 31427NG94 2055-05-01 6.000000 0.00 1000.00 887.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3254 B1V7KEBTPIMZEU4LTD58 3140W3TL3 2055-10-01 5.500000 0.00 17880251.00 16628253.55 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1441 B1V7KEBTPIMZEU4LTD58 3140Y7S74 2055-11-01 5.500000 0.00 13279616.00 12194534.33 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2592 B1V7KEBTPIMZEU4LTD58 3140XH3A3 2052-08-01 5.000000 0.00 21749240.00 14142288.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1384 B1V7KEBTPIMZEU4LTD58 3140XGRE1 2052-04-01 4.000000 0.00 15471648.00 9485628.09 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6876 B1V7KEBTPIMZEU4LTD58 3140XNUA0 2054-01-01 6.000000 0.00 21552263.00 16352946.85 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0868 B1V7KEBTPIMZEU4LTD58 3140W06E0 2055-03-01 6.000000 0.00 28601084.00 24413267.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3258 S6XOOCT0IEG5ABCC6L87 31427QTQ5 2055-11-01 5.500000 0.00 25815018.00 25218113.88 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0316 B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 1000.00 578.27 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0307 B1V7KEBTPIMZEU4LTD58 3140W0KV6 2055-01-01 5.000000 0.00 2030420.00 1853971.56 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9704 B1V7KEBTPIMZEU4LTD58 3140XDYA8 2051-12-01 2.000000 0.00 7862256.00 4467655.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0109 B1V7KEBTPIMZEU4LTD58 3140Y6DP2 2055-03-01 5.500000 0.00 20318923.00 16887180.96 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4236 B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.500000 0.00 32248128.00 16958991.53 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5305 S6XOOCT0IEG5ABCC6L87 3142GV3P4 2055-11-01 4.500000 0.00 15000000.00 14158576.10 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4388 B1V7KEBTPIMZEU4LTD58 31418D2W1 2041-07-01 2.500000 0.00 24880600.00 12732086.87 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ1243 S6XOOCT0IEG5ABCC6L87 3142GRLZ1 2054-03-01 7.500000 0.00 13968400.00 4907920.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 999700.00 1022473.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 3987300.00 3963611.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 3164700.00 2344326.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1200.00 1115.58 U.S. Treasuries (including strips) GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 3113.00 2716.01 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5996 B1V7KEBTPIMZEU4LTD58 31418FUW5 2056-03-01 4.500000 0.00 43817102.00 40892080.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6791 B1V7KEBTPIMZEU4LTD58 3140XNRM8 2054-01-01 6.000000 0.00 28992488.00 18471449.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7958 B1V7KEBTPIMZEU4LTD58 3140XPZY8 2054-05-01 5.500000 0.00 5802431.00 4742895.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5470 B1V7KEBTPIMZEU4LTD58 3140XMCG9 2053-07-01 5.500000 0.00 35000000.00 26712893.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5105 B1V7KEBTPIMZEU4LTD58 3140QQU78 2052-11-01 5.000000 0.00 3924390.00 2765594.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0318 B1V7KEBTPIMZEU4LTD58 3140W0K87 2054-12-01 5.000000 0.00 31344594.00 26979963.13 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2583 B1V7KEBTPIMZEU4LTD58 3140W22R1 2054-09-01 6.500000 0.00 13971712.00 10208547.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 B1V7KEBTPIMZEU4LTD58 3140QRSF1 2053-03-01 6.000000 0.00 1000.00 758.32 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6095 B1V7KEBTPIMZEU4LTD58 3140QRXZ1 2053-04-01 6.000000 0.00 1024.00 633.38 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5701 B1V7KEBTPIMZEU4LTD58 3140QRKP7 2053-02-01 6.000000 0.00 3725918.00 2515037.93 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8011 B1V7KEBTPIMZEU4LTD58 3140QT3V9 2054-02-01 6.500000 0.00 12320.00 8405.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAO6786 B1V7KEBTPIMZEU4LTD58 3138LXRG6 2042-06-01 3.500000 0.00 3646536.00 346743.54 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 9999500.00 9559588.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 10082400.00 9451695.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 3508800.00 2373352.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 1642000.00 1160496.48 U.S. Treasuries (including strips) GNII SF CJ2164 C 549300M8ZYFG0OCMTT87 3617XJMM9 2052-04-20 3.500000 0.00 3360800.00 2461633.73 Agency Mortgage-Backed Securities GNII SF DQ9630 C 549300M8ZYFG0OCMTT87 3618N3VX9 2056-05-20 7.000000 0.00 3367700.00 3630926.20 Agency Mortgage-Backed Securities GNII SP 785676 C 549300M8ZYFG0OCMTT87 3622ABFR8 2051-10-20 3.500000 0.00 617429.00 421340.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.500000 0.00 35083920.00 23076963.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6179 S6XOOCT0IEG5ABCC6L87 3132DT2L3 2054-04-01 5.000000 0.00 24185900.00 18966588.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2399 S6XOOCT0IEG5ABCC6L87 3132DPUY2 2053-02-01 6.000000 0.00 262400.00 166394.32 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6647 S6XOOCT0IEG5ABCC6L87 3132DUL47 2052-07-01 3.500000 0.00 7000.00 5620.52 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8156 S6XOOCT0IEG5ABCC6L87 3132DWBZ5 2051-07-01 2.500000 0.00 13877451.00 7509507.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2338 S6XOOCT0IEG5ABCC6L87 3133C2S33 2053-05-01 6.000000 0.00 2908136.00 2200950.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.955200 0.00 24999800.00 25020299.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 7331600.00 5983505.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 1500.00 1231.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 7318600.00 7066300.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 2840900.00 2175308.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 49.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 818900.00 556709.58 U.S. Treasuries (including strips) FNMS 06.000 CLDC9810 B1V7KEBTPIMZEU4LTD58 3140AX3U9 2055-02-01 6.000000 0.00 171137.00 109875.48 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7223 B1V7KEBTPIMZEU4LTD58 3140L6AZ7 2051-04-01 2.500000 0.00 14997000.00 8203479.35 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3610 B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 275032.00 253788.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2429 B1V7KEBTPIMZEU4LTD58 3140JWVX5 2049-07-01 3.500000 0.00 5178774.00 1560184.70 Agency Mortgage-Backed Securities FNMS 01.500 CICB2580 B1V7KEBTPIMZEU4LTD58 3140QM2N3 2037-01-01 1.500000 0.00 5680216.00 2896294.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8958 B1V7KEBTPIMZEU4LTD58 3140QG5U7 2051-02-01 2.500000 0.00 32907429.00 13212898.75 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7056 S6XOOCT0IEG5ABCC6L87 3142GXZW0 2056-07-01 5.500000 0.00 659200.00 658490.26 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3251 S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 1024.00 876.17 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 B1V7KEBTPIMZEU4LTD58 31418DZ88 2041-06-01 2.500000 0.00 4430960.00 2356294.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8848 B1V7KEBTPIMZEU4LTD58 3140XQZN0 2054-08-01 5.000000 0.00 40967200.00 34812355.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4658 B1V7KEBTPIMZEU4LTD58 3140XLE87 2047-03-01 4.000000 0.00 9000000.00 5568757.20 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 B1V7KEBTPIMZEU4LTD58 31410LV33 2048-01-01 4.000000 0.00 1024.00 251.82 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 2625700.00 1608181.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8268 S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.500000 0.00 35008700.00 24043180.57 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 2652000.00 1846679.18 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1790 S6XOOCT0IEG5ABCC6L87 3132DN7B3 2052-09-01 5.000000 0.00 16717374.00 11525336.46 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5753 S6XOOCT0IEG5ABCC6L87 3132DTMA5 2052-07-01 3.500000 0.00 1005.00 781.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3594 S6XOOCT0IEG5ABCC6L87 3132DQ7F7 2053-08-01 6.000000 0.00 1010.00 812.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 6566603.00 4683005.65 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4750 S6XOOCT0IEG5ABCC6L87 3132A5H32 2048-01-01 3.000000 0.00 1010.00 139.00 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 500.00 361.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 807200.00 794243.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 3000000.00 3005133.97 U.S. Treasuries (including strips) FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 3962040.00 1708097.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7300 B1V7KEBTPIMZEU4LTD58 3140QTDE6 2053-10-01 5.500000 0.00 1457021.00 1159016.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2211 B1V7KEBTPIMZEU4LTD58 3140W2N56 2055-06-01 6.000000 0.00 35835357.00 27986480.93 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 B1V7KEBTPIMZEU4LTD58 3140KYC85 2051-05-01 2.500000 0.00 27624672.00 14702737.92 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9718 B1V7KEBTPIMZEU4LTD58 3140L8YQ7 2051-04-01 2.500000 0.00 5846940.00 3440597.29 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8083 S6XOOCT0IEG5ABCC6L87 3133KP6U7 2052-10-01 5.000000 0.00 1000.00 707.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 124661000.00 127008678.28 U.S. Treasuries (including strips) GNII SF MB0145 M 549300M8ZYFG0OCMTT87 3618N5ET2 2055-01-20 4.500000 0.00 31220738.00 27767792.19 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1690008.00 1587664.02 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 5799900.00 5802352.94 U.S. Treasuries (including strips) GNII AP 787809 M 549300M8ZYFG0OCMTT87 3622ADR67 2055-01-20 4.500000 0.00 10788200.00 8688004.60 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 36179VQT0 2050-07-20 3.000000 0.00 5494070.00 1355325.24 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5597 S6XOOCT0IEG5ABCC6L87 3142GWGF0 2055-12-01 5.000000 0.00 16878265.00 15877622.29 Agency Mortgage-Backed Securities GNII SF CH7005 C 549300M8ZYFG0OCMTT87 3617WYYA0 2051-10-20 2.000000 0.00 7691500.00 3542958.82 Agency Mortgage-Backed Securities GNII SF MA7938 M 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 1352001.00 853551.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0909 B1V7KEBTPIMZEU4LTD58 3140W1AK9 2054-09-01 6.000000 0.00 67993641.00 56662148.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7504 B1V7KEBTPIMZEU4LTD58 3140QTKS7 2053-11-01 6.000000 0.00 285328.00 156978.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8673 S6XOOCT0IEG5ABCC6L87 3133KQT63 2053-05-01 5.500000 0.00 19843160.00 14936267.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBK8508 B1V7KEBTPIMZEU4LTD58 3140HNN24 2050-12-01 2.500000 0.00 9320000.00 5007515.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDB1982 B1V7KEBTPIMZEU4LTD58 3140ABFY6 2054-10-01 5.000000 0.00 8199640.00 7807709.74 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1966 S6XOOCT0IEG5ABCC6L87 3132DPFF0 2052-11-01 4.000000 0.00 3859000.00 2673411.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5603 S6XOOCT0IEG5ABCC6L87 3132DTGL8 2054-06-01 5.500000 0.00 33350800.00 29419076.24 Agency Mortgage-Backed Securities FNRM CL070GC R25F070 B1V7KEBTPIMZEU4LTD58 3136BXKW3 2045-08-25 5.000000 0.00 27000000.00 15417256.29 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQE8752 S6XOOCT0IEG5ABCC6L87 3133BJWM0 2052-08-01 5.000000 0.00 4049790.00 2848295.57 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 15316200.00 14607005.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 2444900.00 2152910.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 1555400.00 1536402.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 6000000.00 5851878.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1000.00 965.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 90800.00 50916.31 U.S. Treasuries (including strips) GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 27327861.00 22262870.13 Agency Mortgage-Backed Securities GNII SF DR7056 C 549300M8ZYFG0OCMTT87 3618VFZV3 2056-06-20 6.500000 0.00 2031149.00 2129848.45 Agency Mortgage-Backed Securities GNII SF CH7852 C 549300M8ZYFG0OCMTT87 3617X0WM9 2052-02-20 3.500000 0.00 10505000.00 7879529.41 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2443 S6XOOCT0IEG5ABCC6L87 31427PWD2 2054-03-01 6.500000 0.00 20331272.00 15863868.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4061 S6XOOCT0IEG5ABCC6L87 31427RQP8 2055-01-01 6.000000 0.00 22438855.00 20077071.19 Agency Mortgage-Backed Securities GNII SF MA7472 M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 478610319.00 248478902.26 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0215 S6XOOCT0IEG5ABCC6L87 31427MGZ8 2055-01-01 5.500000 0.00 24838016.00 23217935.75 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 7188096.00 6660663.53 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7956 B1V7KEBTPIMZEU4LTD58 3140XPZW2 2054-05-01 5.500000 0.00 2871488.00 2240273.43 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5039 B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 20971627.00 14055108.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1300.00 859.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1157100.00 1270794.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 6414200.00 5937321.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 100.00 98.20 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2184000000.00 2184000000.00 0.0056 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 3.650000% ARP1KGPV9 5493006QMFDDMYWIAM13 0000891478 ARP1KGPV9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF DT8453 C 549300M8ZYFG0OCMTT87 3618W8MA8 2056-07-20 5.500000 0.00 1000.00 1030.21 Agency Mortgage-Backed Securities FNMS 05.500 CL930802 B1V7KEBTPIMZEU4LTD58 31412PDF5 2035-02-01 5.500000 0.00 75136497.00 962924.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6117 B1V7KEBTPIMZEU4LTD58 3140X9YP4 2048-11-01 3.000000 0.00 2997.00 1108.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 B1V7KEBTPIMZEU4LTD58 3140XJ3S0 2048-02-01 3.500000 0.00 3520.00 2252.56 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5388 B1V7KEBTPIMZEU4LTD58 3140X87A9 2050-09-01 4.500000 0.00 2044.00 399.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4317 B1V7KEBTPIMZEU4LTD58 3140X7YP8 2050-09-01 3.000000 0.00 1000.00 223.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6359 B1V7KEBTPIMZEU4LTD58 3140W7B58 2056-07-01 5.500000 0.00 4056584.00 4085634.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5187 B1V7KEBTPIMZEU4LTD58 3140W5XR0 2052-06-01 3.000000 0.00 2965.00 2527.16 Agency Mortgage-Backed Securities GNII SF MA8048 M 549300M8ZYFG0OCMTT87 36179W5H7 2052-05-20 5.500000 0.00 110000.00 55328.04 Agency Mortgage-Backed Securities GNII SF MA7705 M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.500000 0.00 43713.00 24416.11 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3.000000 0.00 158955108.00 70569645.92 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 36179UCB6 2048-09-20 4.000000 0.00 6191786.00 525963.28 Agency Mortgage-Backed Securities GNII SF MA5465 M 549300M8ZYFG0OCMTT87 36179UCA8 2048-09-20 3.500000 0.00 1000.00 98.30 Agency Mortgage-Backed Securities GNII SF MA7651 M 549300M8ZYFG0OCMTT87 36179WQC5 2051-10-20 3.500000 0.00 5461450.00 3097471.34 Agency Mortgage-Backed Securities GNII SF MA4195 M 549300M8ZYFG0OCMTT87 36179SUU9 2047-01-20 3.000000 0.00 20390344.00 2593100.36 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 16794415.00 11632585.12 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 79775.00 53576.51 Agency Mortgage-Backed Securities GNII SF MA6867 M 549300M8ZYFG0OCMTT87 36179VTY6 2050-09-20 3.500000 0.00 1186531.00 308265.84 Agency Mortgage-Backed Securities GNII SF MA8154 M 549300M8ZYFG0OCMTT87 36179XBX3 2052-07-20 6.000000 0.00 24990.00 13395.58 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 221072081.00 13465819.03 Agency Mortgage-Backed Securities GNII JM MA7362 M 549300M8ZYFG0OCMTT87 36179WFB9 2049-06-20 4.000000 0.00 3000.00 1475.42 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5741 S6XOOCT0IEG5ABCC6L87 3142GWLX5 2056-01-01 5.500000 0.00 58247778.00 56066880.49 Agency Mortgage-Backed Securities GNII SF MA7257 M 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.500000 0.00 90502786.00 32399256.03 Agency Mortgage-Backed Securities GNII SF MA8651 M 549300M8ZYFG0OCMTT87 36179XTG1 2053-02-20 7.000000 0.00 182000.00 49533.52 Agency Mortgage-Backed Securities GNII JM MA8260 M 549300M8ZYFG0OCMTT87 36179XE93 2052-09-20 4.000000 0.00 3000.00 1973.96 Agency Mortgage-Backed Securities GNII SF MA6938 M 549300M8ZYFG0OCMTT87 36179VV72 2050-10-20 6.000000 0.00 24000.00 4923.13 Agency Mortgage-Backed Securities GNII SF MA7535 M 549300M8ZYFG0OCMTT87 36179WLQ9 2051-08-20 3.000000 0.00 1024.00 529.36 Agency Mortgage-Backed Securities GNII SF MA9537 M 549300M8ZYFG0OCMTT87 36179YS21 2047-08-20 3.500000 0.00 136810.00 86956.84 Agency Mortgage-Backed Securities GNII SF DR7508 C 549300M8ZYFG0OCMTT87 3618VGKV7 2056-05-20 5.000000 0.00 2000.00 1938.56 Agency Mortgage-Backed Securities GNII SF DQ5409 C 549300M8ZYFG0OCMTT87 3618MYAJ6 2056-07-20 6.000000 0.00 1008.00 1040.92 Agency Mortgage-Backed Securities GNII SF DR3771 C 549300M8ZYFG0OCMTT87 3618VCFL4 2056-04-20 6.000000 0.00 2000.00 2084.38 Agency Mortgage-Backed Securities GNII SF DS4622 C 549300M8ZYFG0OCMTT87 3618VRD33 2056-06-20 6.500000 0.00 1000.00 1083.68 Agency Mortgage-Backed Securities GNII SF DS0848 C 549300M8ZYFG0OCMTT87 3618VL5H4 2056-07-20 5.500000 0.00 2000.00 2060.40 Agency Mortgage-Backed Securities GNII SF DS6493 C 549300M8ZYFG0OCMTT87 3618VTGA0 2056-06-20 5.500000 0.00 1000.00 1009.09 Agency Mortgage-Backed Securities GNII SF DS9719 C 549300M8ZYFG0OCMTT87 3618VWYQ8 2053-06-20 5.000000 0.00 1000.00 974.10 Agency Mortgage-Backed Securities GNII SF DS0843 C 549300M8ZYFG0OCMTT87 3618VL5C5 2056-07-20 5.500000 0.00 1000.00 1030.21 Agency Mortgage-Backed Securities GNII SF DR8386 C 549300M8ZYFG0OCMTT87 3618VHJ70 2056-05-20 6.000000 0.00 1000.00 1037.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9372 S6XOOCT0IEG5ABCC6L87 3133BKMV8 2052-09-01 5.000000 0.00 18000.00 9699.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6564 S6XOOCT0IEG5ABCC6L87 3133BUJH1 2053-02-01 5.500000 0.00 1000.00 746.40 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMU99 2055-09-25 4.766100 0.00 6485712.00 6266917.80 Agency Collateralized Mortgage Obligation FEPC 03.000 CLQD3494 S6XOOCT0IEG5ABCC6L87 3133B03B7 2051-12-01 3.000000 0.00 6289568.00 3103165.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQH9541 S6XOOCT0IEG5ABCC6L87 3133CNS60 2054-02-01 5.500000 0.00 1000.00 735.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6504 S6XOOCT0IEG5ABCC6L87 3133BUGM3 2053-01-01 6.000000 0.00 5044000.00 2963390.66 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4166 S6XOOCT0IEG5ABCC6L87 3133BRTX2 2052-12-01 6.000000 0.00 1000.00 661.14 Agency Mortgage-Backed Securities FNMS 05.500 CL258507 B1V7KEBTPIMZEU4LTD58 31371QDL9 2035-09-01 5.500000 0.00 208878.00 41080.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5820 S6XOOCT0IEG5ABCC6L87 3133BFPD6 2052-07-01 5.000000 0.00 1000.00 252.89 Agency Mortgage-Backed Securities 04.500 FGPC Q62997 G S6XOOCT0IEG5ABCC6L87 3132VPKK3 2049-04-01 4.500000 0.00 9815050.00 1680960.76 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6388 S6XOOCT0IEG5ABCC6L87 3133KNCZ4 2051-12-01 2.500000 0.00 1000.00 561.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2212 S6XOOCT0IEG5ABCC6L87 3132DPN53 2053-01-01 5.500000 0.00 1024.00 807.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2778 S6XOOCT0IEG5ABCC6L87 3132DQCP9 2053-03-01 5.500000 0.00 6343093.00 4301865.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 6167176.00 980455.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1546 S6XOOCT0IEG5ABCC6L87 3132DNWF6 2052-08-01 3.500000 0.00 99333.00 65924.14 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4697 S6XOOCT0IEG5ABCC6L87 3132A5GE9 2047-01-01 3.000000 0.00 1000.00 170.59 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1440 S6XOOCT0IEG5ABCC6L87 3132DNS53 2052-07-01 3.500000 0.00 1000.00 700.07 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4768 S6XOOCT0IEG5ABCC6L87 3132A5JM8 2048-05-01 3.500000 0.00 1000.00 105.85 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8245 S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 28634833.00 20346562.97 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 S6XOOCT0IEG5ABCC6L87 3132DVL52 2051-11-01 2.500000 0.00 1008.00 570.16 Agency Mortgage-Backed Securities FNMS 03.000 CWBM3440 B1V7KEBTPIMZEU4LTD58 3140J7ZE8 2032-12-01 3.000000 0.00 556988.00 42047.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5332 B1V7KEBTPIMZEU4LTD58 3140J94S7 2048-11-01 4.500000 0.00 19998857.00 4879039.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4492 B1V7KEBTPIMZEU4LTD58 3140H57E5 2047-11-01 4.000000 0.00 5953375.00 1057905.60 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BW5A0 2055-09-25 4.666100 0.00 36177140.00 34697473.93 Agency Collateralized Mortgage Obligation FNMS 05.000 CLDB2876 B1V7KEBTPIMZEU4LTD58 3140ACFS7 2055-03-01 5.000000 0.00 2000.00 1891.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4064 B1V7KEBTPIMZEU4LTD58 3140B4QS2 2055-03-01 6.500000 0.00 5372000.00 4021721.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2416 S6XOOCT0IEG5ABCC6L87 3133W8VH3 2054-04-01 6.000000 0.00 1008.00 682.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6338 B1V7KEBTPIMZEU4LTD58 3138WGBG8 2045-12-01 3.500000 0.00 53813211.00 9442130.72 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2328 B1V7KEBTPIMZEU4LTD58 3140W2SS1 2055-06-01 6.000000 0.00 1000.00 865.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6092 B1V7KEBTPIMZEU4LTD58 3140QRXW8 2053-04-01 6.000000 0.00 4096.00 2450.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9465 B1V7KEBTPIMZEU4LTD58 3140U1QT5 2056-01-01 5.000000 0.00 1261060.00 1222945.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7570 B1V7KEBTPIMZEU4LTD58 3140QFMU0 2050-11-01 2.000000 0.00 8007272.00 3964341.14 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7428 B1V7KEBTPIMZEU4LTD58 3140NQHE1 2053-08-01 6.500000 0.00 1012200.00 981477.59 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 B1V7KEBTPIMZEU4LTD58 3140QGE60 2050-12-01 2.500000 0.00 2733000.00 1351413.44 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3484 B1V7KEBTPIMZEU4LTD58 3140QA2S8 2049-05-01 4.000000 0.00 24974944.00 6584692.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7362 B1V7KEBTPIMZEU4LTD58 3140QFFC8 2050-10-01 2.500000 0.00 2048.00 842.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 B1V7KEBTPIMZEU4LTD58 3140QEVD1 2050-09-01 2.500000 0.00 52808.00 23625.25 Agency Mortgage-Backed Securities GNII SF DR7949 C 549300M8ZYFG0OCMTT87 3618VGZN9 2056-05-20 5.500000 0.00 2000.00 2049.07 Agency Mortgage-Backed Securities GNII SF MA7315 M 549300M8ZYFG0OCMTT87 36179WDU9 2051-04-20 4.000000 0.00 8209.00 2934.56 Agency Mortgage-Backed Securities GNII JM MA7359 M 549300M8ZYFG0OCMTT87 36179WE87 2051-05-20 2.500000 0.00 270000.00 129611.11 Agency Mortgage-Backed Securities GNII SF MA7591 M 549300M8ZYFG0OCMTT87 36179WNG9 2051-09-20 3.500000 0.00 25053603.00 13570899.42 Agency Mortgage-Backed Securities GNII SF MA8197 M 549300M8ZYFG0OCMTT87 36179XDA1 2052-07-20 2.500000 0.00 6506520.00 3665685.28 Agency Mortgage-Backed Securities GNII SF MA8803 M 549300M8ZYFG0OCMTT87 36179XX84 2053-04-20 6.500000 0.00 16000.00 5494.18 Agency Mortgage-Backed Securities GNII SF MA7369 M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 139284196.00 58805992.29 Agency Mortgage-Backed Securities GNII SF MA7706 M 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3.000000 0.00 12298920.00 6830802.45 Agency Mortgage-Backed Securities GNII SF MA9542 M 549300M8ZYFG0OCMTT87 36179YS70 2054-03-20 6.000000 0.00 743002.00 342359.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5655 S6XOOCT0IEG5ABCC6L87 3142GWH93 2056-01-01 5.000000 0.00 1000.00 962.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTA6894 S6XOOCT0IEG5ABCC6L87 3142JVUU0 2056-02-01 5.500000 0.00 7310450.00 6487734.04 Agency Mortgage-Backed Securities GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 20446.00 15786.39 Agency Mortgage-Backed Securities GNII SF MA6447 M 549300M8ZYFG0OCMTT87 36179VEU0 2035-02-20 3.500000 0.00 999460.00 174256.84 Agency Mortgage-Backed Securities GNII SF MA6474 M 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3.000000 0.00 56037474.00 8419489.27 Agency Mortgage-Backed Securities GNII SF MA6657 M 549300M8ZYFG0OCMTT87 36179VME7 2050-05-20 3.500000 0.00 6285000.00 1226754.48 Agency Mortgage-Backed Securities GNII SF DT3988 C 549300M8ZYFG0OCMTT87 3618W3ND2 2056-07-20 6.000000 0.00 1000.00 1041.35 Agency Mortgage-Backed Securities GNII SF DT3981 C 549300M8ZYFG0OCMTT87 3618W3M68 2056-07-20 5.500000 0.00 1000.00 1010.30 Agency Mortgage-Backed Securities GNII SF DS5155 C 549300M8ZYFG0OCMTT87 3618VRWQ1 2056-07-20 6.000000 0.00 1000.00 1043.24 Agency Mortgage-Backed Securities GNII SF DR3254 C 549300M8ZYFG0OCMTT87 3618VBTK3 2056-03-20 5.000000 0.00 1000.00 982.84 Agency Mortgage-Backed Securities GNII SF DS1619 C 549300M8ZYFG0OCMTT87 3618VMYQ0 2056-05-20 5.000000 0.00 1000.00 985.78 Agency Mortgage-Backed Securities GNII ET DJ6011 C 549300M8ZYFG0OCMTT87 3618KSVC3 2064-11-20 5.500000 0.00 1000.00 994.06 Agency Mortgage-Backed Securities GNII SF DS8550 C 549300M8ZYFG0OCMTT87 3618VVQB2 2056-05-20 4.500000 0.00 1000.00 953.31 Agency Mortgage-Backed Securities GNII SF DU1356 C 549300M8ZYFG0OCMTT87 3618WCQH0 2056-07-20 5.500000 0.00 1000.00 1015.99 Agency Mortgage-Backed Securities GNII SF DS4602 C 549300M8ZYFG0OCMTT87 3618VRDF6 2056-07-20 6.000000 0.00 1000.00 1043.24 Agency Mortgage-Backed Securities GNII SF DS1286 C 549300M8ZYFG0OCMTT87 3618VMNB5 2056-06-20 5.500000 0.00 1008.00 1020.44 Agency Mortgage-Backed Securities GNMI SP 784232 X 549300M8ZYFG0OCMTT87 3622A2VZ2 2046-04-15 4.000000 0.00 1000.00 142.31 Agency Mortgage-Backed Securities GNII SP 785197 C 549300M8ZYFG0OCMTT87 3622AAUW2 2050-11-20 3.500000 0.00 2047.00 460.81 Agency Mortgage-Backed Securities GNII SF DS3270 C 549300M8ZYFG0OCMTT87 3618VPT30 2056-06-20 5.500000 0.00 1000.00 1020.82 Agency Mortgage-Backed Securities GNII SF DS1663 C 549300M8ZYFG0OCMTT87 3618VMZ48 2056-05-20 5.500000 0.00 1000.00 1009.60 Agency Mortgage-Backed Securities GNII SF DS1228 C 549300M8ZYFG0OCMTT87 3618VMLH4 2056-06-20 5.500000 0.00 1000.00 1012.10 Agency Mortgage-Backed Securities GNII SP 785165 C 549300M8ZYFG0OCMTT87 3622AATW4 2050-10-20 4.000000 0.00 1024.00 309.72 Agency Mortgage-Backed Securities GNII SF DQ5410 C 549300M8ZYFG0OCMTT87 3618MYAK3 2056-07-20 6.000000 0.00 1008.00 1037.78 Agency Mortgage-Backed Securities GNII SF DQ5414 C 549300M8ZYFG0OCMTT87 3618MYAP2 2056-07-20 6.000000 0.00 1000.00 1035.46 Agency Mortgage-Backed Securities FEPC 07.000 CLQI8411 S6XOOCT0IEG5ABCC6L87 3133WFKY2 2054-06-01 7.000000 0.00 2000.00 1373.81 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0286 B1V7KEBTPIMZEU4LTD58 3140FXJ86 2052-07-01 3.500000 0.00 3143776.00 1014148.60 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.500000 0.00 2041.00 901.41 Agency Mortgage-Backed Securities FNMS 05.000 CL725589 B1V7KEBTPIMZEU4LTD58 31402DC24 2034-07-01 5.000000 0.00 1005.00 7.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAU1822 B1V7KEBTPIMZEU4LTD58 3138X1AY2 2043-08-01 3.500000 0.00 1008092.00 115185.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6633 B1V7KEBTPIMZEU4LTD58 3140JPLP8 2049-05-01 4.500000 0.00 18807840.00 5375399.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBH6713 B1V7KEBTPIMZEU4LTD58 3140GVN76 2047-08-01 3.500000 0.00 1000.00 134.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5551 B1V7KEBTPIMZEU4LTD58 3140B6EZ4 2055-03-01 6.000000 0.00 1772563.00 1594936.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9355 B1V7KEBTPIMZEU4LTD58 3140K5MD6 2050-03-01 3.000000 0.00 1000.00 251.89 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3356 B1V7KEBTPIMZEU4LTD58 3140QNWS7 2052-04-01 2.500000 0.00 1997.00 1293.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6069 B1V7KEBTPIMZEU4LTD58 3140QRW74 2053-04-01 5.500000 0.00 2064.00 1374.72 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3328 B1V7KEBTPIMZEU4LTD58 3140QAVW7 2049-04-01 4.000000 0.00 5504.00 954.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6179 B1V7KEBTPIMZEU4LTD58 3140NA2M4 2053-02-01 5.000000 0.00 5147112.00 3945042.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0470 B1V7KEBTPIMZEU4LTD58 3140BCQY1 2055-06-01 6.500000 0.00 1357025.00 1381005.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5332 B1V7KEBTPIMZEU4LTD58 3140H64S5 2048-05-01 4.000000 0.00 5609340.00 2379575.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBP2186 B1V7KEBTPIMZEU4LTD58 3140K9NC9 2050-03-01 3.000000 0.00 1903.00 736.00 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2295 B1V7KEBTPIMZEU4LTD58 3140W2RR4 2055-07-01 5.500000 0.00 58249173.00 53437755.46 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 328196.00 216491.99 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6024 B1V7KEBTPIMZEU4LTD58 3140QDVS0 2050-06-01 2.000000 0.00 18852833.00 8414810.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.500000 0.00 7500.00 5475.95 Agency Mortgage-Backed Securities 05.000 FGPC Q00324 G S6XOOCT0IEG5ABCC6L87 3132GDLD2 2041-04-01 5.000000 0.00 1016358.00 117759.63 Agency Mortgage-Backed Securities 04.000 FGPC U99179 G S6XOOCT0IEG5ABCC6L87 3132H7FV1 2042-09-01 4.000000 0.00 134487296.00 29534752.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4299 S6XOOCT0IEG5ABCC6L87 3132E0X49 2053-10-01 5.500000 0.00 1000.00 791.72 Agency Mortgage-Backed Securities 04.000 FGPC Q49500 G S6XOOCT0IEG5ABCC6L87 3132WPRW9 2047-07-01 4.000000 0.00 25395.00 6219.91 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1023 S6XOOCT0IEG5ABCC6L87 31334XD48 2049-07-01 3.500000 0.00 1000.00 275.79 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3089 S6XOOCT0IEG5ABCC6L87 3132DQNE2 2052-02-01 2.500000 0.00 1000.00 605.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 S6XOOCT0IEG5ABCC6L87 3132DSAG7 2053-12-01 5.500000 0.00 2024.00 1527.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5451 S6XOOCT0IEG5ABCC6L87 3132DTBU3 2054-05-01 5.500000 0.00 1000.00 783.36 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6562 S6XOOCT0IEG5ABCC6L87 3133KNJF1 2052-01-01 2.500000 0.00 1000.00 540.78 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7506 S6XOOCT0IEG5ABCC6L87 3133KPKT4 2052-07-01 4.500000 0.00 84006.00 53720.36 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6014 S6XOOCT0IEG5ABCC6L87 3133N3VF8 2049-10-01 3.000000 0.00 1006.00 84.82 Agency Mortgage-Backed Securities 05.000 FGPC Q01721 G S6XOOCT0IEG5ABCC6L87 3132GE4E7 2041-07-01 5.000000 0.00 2020.00 142.13 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0770 S6XOOCT0IEG5ABCC6L87 3133B92B9 2052-04-01 3.500000 0.00 13303.00 8583.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.500000 0.00 8411.00 7264.52 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 1000.00 696.33 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6634 S6XOOCT0IEG5ABCC6L87 3132DULP0 2054-10-01 6.000000 0.00 1000.00 759.51 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2394 S6XOOCT0IEG5ABCC6L87 3132DPUT3 2052-11-01 4.500000 0.00 1000.00 744.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3180 S6XOOCT0IEG5ABCC6L87 3132DQQ90 2053-06-01 6.500000 0.00 100863.00 68685.80 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2526 S6XOOCT0IEG5ABCC6L87 3132DPYX0 2049-08-01 4.000000 0.00 1179970.00 837771.01 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0177 S6XOOCT0IEG5ABCC6L87 3132DMFS9 2049-12-01 3.500000 0.00 5852150.00 2277342.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8025 S6XOOCT0IEG5ABCC6L87 3132DV4J1 2049-11-01 3.500000 0.00 2007.00 235.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8061 S6XOOCT0IEG5ABCC6L87 3132DV5W1 2050-05-01 2.500000 0.00 1199000.00 336310.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1479 S6XOOCT0IEG5ABCC6L87 3132DNUC5 2052-08-01 5.000000 0.00 3392.00 2385.55 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0206 S6XOOCT0IEG5ABCC6L87 3132D9GP3 2041-11-01 2.000000 0.00 184997.00 99250.09 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1701 S6XOOCT0IEG5ABCC6L87 3132DN3J0 2052-05-01 2.500000 0.00 1008.00 612.56 Agency Mortgage-Backed Securities FEPC 03.500 CISB0379 S6XOOCT0IEG5ABCC6L87 3132CWM43 2034-12-01 3.500000 0.00 1000.00 206.08 Agency Mortgage-Backed Securities FNMS 04.500 CLFA6150 B1V7KEBTPIMZEU4LTD58 3140W6ZQ8 2053-10-01 4.500000 0.00 1000.00 949.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0447 B1V7KEBTPIMZEU4LTD58 3140XFP96 2050-09-01 3.000000 0.00 5312.00 2610.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5699 B1V7KEBTPIMZEU4LTD58 3140U9KM9 2056-05-01 6.000000 0.00 4024.00 4103.38 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2998 B1V7KEBTPIMZEU4LTD58 3140U6KL7 2056-03-01 4.500000 0.00 1352036.00 1190505.44 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2068 B1V7KEBTPIMZEU4LTD58 3140W2JN2 2055-06-01 6.500000 0.00 2012.00 1772.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3610 B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 1749846.00 1614686.44 Agency Mortgage-Backed Securities FNMS 06.500 CLDG8510 B1V7KEBTPIMZEU4LTD58 3140UCN49 2056-05-01 6.500000 0.00 1002454.00 1045004.06 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3162 B1V7KEBTPIMZEU4LTD58 3140W3QQ5 2055-10-01 5.000000 0.00 43467760.00 39934753.24 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6657 B1V7KEBTPIMZEU4LTD58 3140UAMF9 2056-04-01 5.000000 0.00 3004.00 2940.92 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 4096.00 2840.50 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0944 S6XOOCT0IEG5ABCC6L87 3142GRBN9 2054-02-01 6.000000 0.00 6048.00 4203.47 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0012 S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5.000000 0.00 76561720.00 68787119.84 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5672 B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5.000000 0.00 49833945.00 44001634.05 Agency Mortgage-Backed Securities FNMS 04.000 CLAB1840 B1V7KEBTPIMZEU4LTD58 31416XBJ8 2040-11-01 4.000000 0.00 1000.00 51.42 Agency Mortgage-Backed Securities GNII SF MA8722 M 549300M8ZYFG0OCMTT87 36179XVP8 2044-11-20 3.500000 0.00 1300000.00 843337.64 Agency Mortgage-Backed Securities GNII SF MA5712 M 549300M8ZYFG0OCMTT87 36179UKZ4 2049-01-20 5.000000 0.00 75967.00 4055.20 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4.000000 0.00 47413461.00 32388113.69 Agency Mortgage-Backed Securities GNII SF MA4691 M 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.500000 0.00 804625.00 70882.01 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5502 S6XOOCT0IEG5ABCC6L87 3142GWDG1 2055-12-01 6.000000 0.00 29834496.00 27972883.17 Agency Mortgage-Backed Securities GNII SF MA6602 M 549300M8ZYFG0OCMTT87 36179VKP4 2050-04-20 4.500000 0.00 190261.00 30928.97 Agency Mortgage-Backed Securities GNII SF MA8493 M 549300M8ZYFG0OCMTT87 36179XNJ1 2052-12-20 6.500000 0.00 35000.00 10277.99 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6219 S6XOOCT0IEG5ABCC6L87 3142GW4D8 2056-03-01 5.000000 0.00 8208.00 7787.64 Agency Mortgage-Backed Securities FEPC 05.000 CLTA9347 S6XOOCT0IEG5ABCC6L87 3142JYL59 2056-04-01 5.000000 0.00 941000.00 916212.28 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5106 B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5.000000 0.00 5200.00 3949.10 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5.000000 0.00 81475402.00 58525264.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9952 B1V7KEBTPIMZEU4LTD58 3140MQBW8 2052-06-01 4.000000 0.00 1000.00 500.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8543 B1V7KEBTPIMZEU4LTD58 3140N1P56 2052-09-01 5.000000 0.00 8930005.00 5945810.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0964 B1V7KEBTPIMZEU4LTD58 3140MSCA1 2052-07-01 5.000000 0.00 2534869.00 1535019.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4973 B1V7KEBTPIMZEU4LTD58 3140J9Q38 2043-05-01 3.500000 0.00 1000.00 262.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4625 B1V7KEBTPIMZEU4LTD58 3140H6D71 2048-02-01 4.500000 0.00 7612326.00 897944.24 Agency Mortgage-Backed Securities FNMS 01.500 CNFA0049 B1V7KEBTPIMZEU4LTD58 3140W0BT1 2031-07-01 1.500000 0.00 1999000.00 1166102.52 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6730 B1V7KEBTPIMZEU4LTD58 3140QEPQ9 2050-08-01 3.000000 0.00 26872.00 12849.95 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5575 B1V7KEBTPIMZEU4LTD58 3140KDFR6 2050-06-01 2.500000 0.00 49052864.00 21833056.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5135 B1V7KEBTPIMZEU4LTD58 3140J9V57 2048-07-01 4.000000 0.00 74770606.00 19423085.67 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8740 B1V7KEBTPIMZEU4LTD58 3138XLWA6 2044-02-01 4.500000 0.00 2508878.00 443788.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4849 B1V7KEBTPIMZEU4LTD58 3140AEL72 2054-12-01 5.500000 0.00 9920.00 9484.41 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ3381 B1V7KEBTPIMZEU4LTD58 3138MJXK0 2042-11-01 3.000000 0.00 1000.00 161.35 Agency Mortgage-Backed Securities FEPC 03.500 CLRA3592 S6XOOCT0IEG5ABCC6L87 3133KJ7D8 2050-09-01 3.500000 0.00 1026.00 376.89 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4227 S6XOOCT0IEG5ABCC6L87 3133B1VU2 2052-01-01 2.000000 0.00 516386.00 338036.56 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5364 S6XOOCT0IEG5ABCC6L87 3133KY5Z8 2045-09-01 5.500000 0.00 32000.00 25629.55 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8534 S6XOOCT0IEG5ABCC6L87 3133KQPT7 2053-02-01 5.000000 0.00 2591699.00 2019597.82 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4218 S6XOOCT0IEG5ABCC6L87 3133B1VK4 2052-01-01 2.000000 0.00 15313.00 10367.84 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6757 B1V7KEBTPIMZEU4LTD58 3138EBQK4 2042-03-01 4.000000 0.00 1243.00 71.39 Agency Mortgage-Backed Securities GNII SF DT3960 C 549300M8ZYFG0OCMTT87 3618W3MH4 2056-07-20 6.000000 0.00 1000.00 1039.50 Agency Mortgage-Backed Securities GNII SF DR1706 C 549300M8ZYFG0OCMTT87 3618V93P5 2056-05-20 5.500000 0.00 1000.00 1026.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9980 S6XOOCT0IEG5ABCC6L87 3133WHCR2 2054-07-01 6.500000 0.00 1000.00 610.15 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWC87 2055-08-25 4.766100 0.00 53413874.00 51284922.78 Agency Collateralized Mortgage Obligation FEPC 07.000 CLQJ0064 S6XOOCT0IEG5ABCC6L87 3133CQB95 2054-07-01 7.000000 0.00 1141464.00 1185188.78 Agency Mortgage-Backed Securities 04.000 FGPC Q62189 G S6XOOCT0IEG5ABCC6L87 3132VNNF6 2049-03-01 4.000000 0.00 36118960.00 5436938.74 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3404 S6XOOCT0IEG5ABCC6L87 3133KJX98 2050-08-01 2.000000 0.00 1000.00 450.55 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2280 S6XOOCT0IEG5ABCC6L87 3133L8Q99 2036-10-01 2.000000 0.00 1024.00 505.41 Agency Mortgage-Backed Securities FEPC 03.500 CIQO5842 S6XOOCT0IEG5ABCC6L87 3133WQP31 2041-06-01 3.500000 0.00 1005794.00 949972.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6638 B1V7KEBTPIMZEU4LTD58 3138WGLU6 2046-02-01 3.500000 0.00 1024.00 207.89 Agency Mortgage-Backed Securities 04.500 FGPC U95024 G S6XOOCT0IEG5ABCC6L87 3132H5A24 2042-06-01 4.500000 0.00 4072.00 478.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 3744982.00 2605605.19 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 2816247.00 1665867.25 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7786 S6XOOCT0IEG5ABCC6L87 3133KPUK2 2052-08-01 5.000000 0.00 28013163.00 18703801.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5522 S6XOOCT0IEG5ABCC6L87 3132DTD31 2054-05-01 6.000000 0.00 20498305.00 15437401.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 S6XOOCT0IEG5ABCC6L87 3132DTHJ2 2054-02-01 6.000000 0.00 1008.00 735.44 Agency Mortgage-Backed Securities 04.000 FGPC V81188 G S6XOOCT0IEG5ABCC6L87 3132L6J93 2044-05-01 4.000000 0.00 26761895.00 3382333.71 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 S6XOOCT0IEG5ABCC6L87 3132DWGG2 2053-02-01 5.000000 0.00 30995.00 22709.22 Agency Mortgage-Backed Securities 04.500 FGPC Q24956 G S6XOOCT0IEG5ABCC6L87 3132M5E57 2044-02-01 4.500000 0.00 1024.00 155.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7882 S6XOOCT0IEG5ABCC6L87 3133KPXK9 2052-09-01 5.000000 0.00 45245860.00 31885051.63 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5052 S6XOOCT0IEG5ABCC6L87 3133KLTH0 2051-04-01 2.000000 0.00 1000.00 543.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1982 S6XOOCT0IEG5ABCC6L87 3132DPFX1 2052-12-01 5.500000 0.00 52592725.00 39001873.79 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7590 S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 1008.00 970.48 Agency Mortgage-Backed Securities FEPC 03.000 3PQU8069 S6XOOCT0IEG5ABCC6L87 3133JL6E4 2052-03-01 3.000000 0.00 6282728.00 4245572.08 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 1000.00 718.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5353 S6XOOCT0IEG5ABCC6L87 3132DS5N8 2054-04-01 6.000000 0.00 33188714.00 24754985.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6433 S6XOOCT0IEG5ABCC6L87 3132DUEE3 2054-04-01 5.500000 0.00 1000.00 751.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 S6XOOCT0IEG5ABCC6L87 3132DVMG7 2053-03-01 5.500000 0.00 1001.00 690.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3911 S6XOOCT0IEG5ABCC6L87 3132E0KY7 2053-09-01 5.500000 0.00 20060784.00 14844901.62 Agency Mortgage-Backed Securities 03.500 FGPC G18648 G S6XOOCT0IEG5ABCC6L87 3128MMWJ8 2032-06-01 3.500000 0.00 400000.00 34289.86 Agency Mortgage-Backed Securities FEPC 05.500 CLTC1270 S6XOOCT0IEG5ABCC6L87 3130G0JQ8 2056-08-01 5.500000 0.00 5815340.00 5851577.32 Agency Mortgage-Backed Securities 03.000 FGPC G08721 G S6XOOCT0IEG5ABCC6L87 3128MJYT1 2046-09-01 3.000000 0.00 695000.00 98841.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 S6XOOCT0IEG5ABCC6L87 3131XJFB3 2042-03-01 3.500000 0.00 14478160.00 1362033.35 Agency Mortgage-Backed Securities 05.000 FGPC A86881 G S6XOOCT0IEG5ABCC6L87 312933UE2 2039-06-01 5.000000 0.00 2518260.00 69768.56 Agency Mortgage-Backed Securities GNII SF DT8115 C 549300M8ZYFG0OCMTT87 3618W8AQ6 2056-07-20 5.500000 0.00 1000.00 1015.99 Agency Mortgage-Backed Securities GNII SF DU0307 C 549300M8ZYFG0OCMTT87 3618WBKU9 2056-07-20 6.000000 0.00 1000.00 1054.43 Agency Mortgage-Backed Securities GNII SF DU0393 C 549300M8ZYFG0OCMTT87 3618WBNJ1 2056-07-20 6.000000 0.00 1000.00 1031.41 Agency Mortgage-Backed Securities GNII SF 005085 M 549300M8ZYFG0OCMTT87 36202FUJ3 2038-10-20 6.000000 0.00 1000.00 22.87 Agency Mortgage-Backed Securities GNII SF DQ5390 C 549300M8ZYFG0OCMTT87 3618MX7B9 2056-07-20 6.000000 0.00 1008.00 1056.84 Agency Mortgage-Backed Securities GNII SF MB0997 M 549300M8ZYFG0OCMTT87 3618N6DB0 2056-02-20 5.500000 0.00 2000.00 1977.87 Agency Mortgage-Backed Securities GNMI SF BW6022 X 549300M8ZYFG0OCMTT87 3617NXVP2 2050-08-15 2.500000 0.00 682851.00 364662.39 Agency Mortgage-Backed Securities GNII SF MA8204 M 549300M8ZYFG0OCMTT87 36179XDH6 2052-08-20 6.000000 0.00 18999.00 9179.52 Agency Mortgage-Backed Securities GNII SF MA5932 M 549300M8ZYFG0OCMTT87 36179USV5 2049-05-20 4.500000 0.00 3072.00 263.43 Agency Mortgage-Backed Securities GNII SF MA0319 M 549300M8ZYFG0OCMTT87 36179MK82 2042-08-20 4.000000 0.00 594999.00 34284.55 Agency Mortgage-Backed Securities GNMI SF 759958 X 549300M8ZYFG0OCMTT87 36176AB32 2041-11-15 4.000000 0.00 41909.00 4195.31 Agency Mortgage-Backed Securities GNII SF MA5600 M 549300M8ZYFG0OCMTT87 36179UGH9 2048-11-20 6.500000 0.00 204000.00 30867.26 Agency Mortgage-Backed Securities GNII SF BS8420 C 549300M8ZYFG0OCMTT87 3617MKK99 2050-04-20 4.000000 0.00 295000.00 58609.35 Agency Mortgage-Backed Securities GNII SF DR5341 C 549300M8ZYFG0OCMTT87 3618VD5A7 2056-04-20 5.000000 0.00 1000.00 983.41 Agency Mortgage-Backed Securities GNII SP 785228 C 549300M8ZYFG0OCMTT87 3622AAVV3 2050-12-20 3.000000 0.00 3072.00 1277.72 Agency Mortgage-Backed Securities GNMI SP 784786 X 549300M8ZYFG0OCMTT87 3622AAF33 2032-05-15 6.500000 0.00 1000.00 67.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8741 B1V7KEBTPIMZEU4LTD58 3138XLWB4 2044-02-01 4.500000 0.00 18326427.00 2711845.09 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1808 B1V7KEBTPIMZEU4LTD58 3140BEAJ7 2055-05-01 6.500000 0.00 931660.00 974260.74 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5878 B1V7KEBTPIMZEU4LTD58 3140KDQ86 2050-06-01 2.500000 0.00 1000.00 386.24 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.500000 0.00 1000.00 268.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7468 B1V7KEBTPIMZEU4LTD58 3140BYJN5 2055-12-01 5.000000 0.00 8876816.00 8598132.25 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0613 B1V7KEBTPIMZEU4LTD58 3140FXVF6 2050-05-01 4.000000 0.00 1000.00 549.96 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ3136 B1V7KEBTPIMZEU4LTD58 3140KNPW2 2050-10-01 2.500000 0.00 1000.00 403.67 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7077 B1V7KEBTPIMZEU4LTD58 3140NB2K6 2053-02-01 6.000000 0.00 5490189.00 3218933.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9789 B1V7KEBTPIMZEU4LTD58 3138WK2X2 2047-06-01 4.500000 0.00 28746.00 6934.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6606 B1V7KEBTPIMZEU4LTD58 3140BXKU9 2055-12-01 5.000000 0.00 9611520.00 8847142.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4797 B1V7KEBTPIMZEU4LTD58 3140E9KK1 2046-02-01 4.000000 0.00 14453280.00 2906625.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDD7527 B1V7KEBTPIMZEU4LTD58 3140B8LH2 2055-05-01 6.000000 0.00 1885469.00 1535626.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6827 B1V7KEBTPIMZEU4LTD58 3138WGSR6 2046-03-01 3.500000 0.00 65094304.00 13795716.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAK7343 B1V7KEBTPIMZEU4LTD58 3138ECER0 2042-02-01 4.500000 0.00 3020556.00 212632.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4950 B1V7KEBTPIMZEU4LTD58 3140QQQC2 2052-10-01 5.000000 0.00 53525083.00 38574254.45 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4102 B1V7KEBTPIMZEU4LTD58 3140QPRY5 2052-07-01 4.500000 0.00 68273152.00 42932973.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3863 B1V7KEBTPIMZEU4LTD58 3140QPJH1 2052-06-01 4.500000 0.00 31759536.00 21040633.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8838 B1V7KEBTPIMZEU4LTD58 3140QUZC3 2054-07-01 5.500000 0.00 1000.00 821.48 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6025 B1V7KEBTPIMZEU4LTD58 3140QDVT8 2050-06-01 2.000000 0.00 13458544.00 6076156.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6054 B1V7KEBTPIMZEU4LTD58 3140QRWQ2 2053-04-01 5.000000 0.00 30311.00 21033.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6482 B1V7KEBTPIMZEU4LTD58 3140QSFY2 2053-06-01 5.500000 0.00 26779982.00 23198414.20 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8557 B1V7KEBTPIMZEU4LTD58 3140QUQK5 2054-05-01 6.500000 0.00 3024.00 2232.78 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5220 B1V7KEBTPIMZEU4LTD58 3140QCYS9 2050-02-01 3.000000 0.00 1000.00 446.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6201 B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 1058056.00 715579.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9970 B1V7KEBTPIMZEU4LTD58 3140QWCG5 2055-02-01 5.500000 0.00 3024.00 2673.19 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8012 B1V7KEBTPIMZEU4LTD58 3140QT3W7 2054-02-01 6.500000 0.00 10128.00 6999.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1386 B1V7KEBTPIMZEU4LTD58 3140MSRG2 2052-12-01 4.500000 0.00 4311944.00 3445343.09 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4456 B1V7KEBTPIMZEU4LTD58 3140NL5S4 2053-07-01 5.500000 0.00 10350896.00 7564974.88 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0977 B1V7KEBTPIMZEU4LTD58 3140NHCP1 2053-06-01 6.000000 0.00 1614000.00 1281790.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7480 B1V7KEBTPIMZEU4LTD58 3140K3J29 2049-12-01 3.000000 0.00 1000.00 232.04 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1596 B1V7KEBTPIMZEU4LTD58 3140W1X24 2055-05-01 5.500000 0.00 19281.00 15540.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2434 B1V7KEBTPIMZEU4LTD58 3140W2V40 2055-07-01 5.500000 0.00 4000.00 3631.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6085 B1V7KEBTPIMZEU4LTD58 3140QRXP3 2053-04-01 6.000000 0.00 2000.00 1365.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7421 B1V7KEBTPIMZEU4LTD58 3140QTG78 2053-11-01 5.500000 0.00 4000.00 3320.49 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9085 B1V7KEBTPIMZEU4LTD58 3140U1CX1 2056-01-01 6.000000 0.00 3000.00 3054.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1109 B1V7KEBTPIMZEU4LTD58 3140U4GT0 2056-02-01 5.500000 0.00 12000.00 11534.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2167 B1V7KEBTPIMZEU4LTD58 3140XHMR5 2052-06-01 4.500000 0.00 9906528.00 6543786.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1430 B1V7KEBTPIMZEU4LTD58 3140XGSU4 2052-04-01 3.500000 0.00 3240.00 1952.21 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1587 B1V7KEBTPIMZEU4LTD58 3140XGXR5 2052-04-01 3.000000 0.00 994996.00 627814.44 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2147 B1V7KEBTPIMZEU4LTD58 3140XHL54 2052-06-01 4.000000 0.00 1000.00 692.99 Agency Mortgage-Backed Securities GNII SF AB2338 C 549300M8ZYFG0OCMTT87 36178MS36 2042-08-20 4.000000 0.00 1131884.00 139192.47 Agency Mortgage-Backed Securities GNII SF MA2601 M 549300M8ZYFG0OCMTT87 36179Q3J8 2045-02-20 3.500000 0.00 467000.00 29809.08 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6124 S6XOOCT0IEG5ABCC6L87 31426QYW7 2055-06-01 6.000000 0.00 20436.00 18540.54 Agency Mortgage-Backed Securities GNMI SF 766751 X 549300M8ZYFG0OCMTT87 36176HTG9 2042-05-15 3.500000 0.00 4594.00 521.06 Agency Mortgage-Backed Securities GNMI SF AB9108 X 549300M8ZYFG0OCMTT87 36178WDM8 2042-10-15 3.000000 0.00 1181974.00 108883.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8599 S6XOOCT0IEG5ABCC6L87 31426TRV1 2055-07-01 5.500000 0.00 3000.00 2861.87 Agency Mortgage-Backed Securities GNII SF MA3596 M 549300M8ZYFG0OCMTT87 36179R7H6 2046-04-20 3.000000 0.00 2202760.00 204384.19 Agency Mortgage-Backed Securities GNII JM MA3278 M 549300M8ZYFG0OCMTT87 36179RUB3 2030-12-20 2.500000 0.00 491000.00 25074.24 Agency Mortgage-Backed Securities GNMI SF 792721 X 549300M8ZYFG0OCMTT87 36177MAX0 2041-11-15 3.750000 0.00 275050.00 28747.14 Agency Mortgage-Backed Securities GNII SF MA5020 M 549300M8ZYFG0OCMTT87 36179TSH9 2048-02-20 4.000000 0.00 57821630.00 5154216.95 Agency Mortgage-Backed Securities GNMI SF 775089 X 549300M8ZYFG0OCMTT87 36176S2W9 2041-09-15 4.500000 0.00 90628.00 4887.01 Agency Mortgage-Backed Securities GNII SF 766711 C 549300M8ZYFG0OCMTT87 36176HR89 2042-05-20 4.000000 0.00 319000.00 31256.32 Agency Mortgage-Backed Securities GNII SF MA3310 M 549300M8ZYFG0OCMTT87 36179RVB2 2045-12-20 3.500000 0.00 656162.00 60818.03 Agency Mortgage-Backed Securities GNII SF MA5193 M 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.500000 0.00 3000.00 203.07 Agency Mortgage-Backed Securities GNII SF MA5197 M 549300M8ZYFG0OCMTT87 36179TX26 2048-05-20 6.500000 0.00 88000.00 10992.60 Agency Mortgage-Backed Securities GNII SF 763040 C 549300M8ZYFG0OCMTT87 36176DPZ0 2041-04-20 4.500000 0.00 1197819.00 74791.82 Agency Mortgage-Backed Securities GNII SF MA0022 M 549300M8ZYFG0OCMTT87 36179MAX8 2042-04-20 3.500000 0.00 113075.00 6833.38 Agency Mortgage-Backed Securities GNRA 2025-114 LF 549300M8ZYFG0OCMTT87 38381PVM2 2055-07-20 4.941400 0.00 7282033.00 6204875.76 Agency Collateralized Mortgage Obligation FEPC 05.500 CLTA7213 S6XOOCT0IEG5ABCC6L87 3142JWAP1 2056-02-01 5.500000 0.00 3463908.00 3339882.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQY4104 S6XOOCT0IEG5ABCC6L87 31426NR28 2055-05-01 6.500000 0.00 5000.00 5176.01 Agency Mortgage-Backed Securities GNII SF MA0221 M 549300M8ZYFG0OCMTT87 36179MG61 2042-07-20 4.000000 0.00 822981.00 43989.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7244 S6XOOCT0IEG5ABCC6L87 31427HBN1 2055-11-01 5.500000 0.00 2048.00 1881.11 Agency Mortgage-Backed Securities GNII SF MA9019 M 549300M8ZYFG0OCMTT87 36179YAU8 2053-07-20 6.500000 0.00 150000.00 50883.07 Agency Mortgage-Backed Securities GNII SF MA5599 M 549300M8ZYFG0OCMTT87 36179UGG1 2037-09-20 6.000000 0.00 92000.00 13878.87 Agency Mortgage-Backed Securities GNII SF AB9267 C 549300M8ZYFG0OCMTT87 36178WJL4 2042-12-20 3.000000 0.00 2678252.00 391641.88 Agency Mortgage-Backed Securities GNII JM MA9714 M 549300M8ZYFG0OCMTT87 36179YYK4 2054-06-20 6.500000 0.00 1000.00 210.10 Agency Mortgage-Backed Securities GNII SF MA3174 M 549300M8ZYFG0OCMTT87 36179RQ36 2045-10-20 4.000000 0.00 807500.00 55107.41 Agency Mortgage-Backed Securities GNII SF AB9088 C 549300M8ZYFG0OCMTT87 36178WCZ0 2042-10-20 3.000000 0.00 1575654.00 186518.04 Agency Mortgage-Backed Securities GNMI SF AA6698 X 549300M8ZYFG0OCMTT87 36178ENP0 2043-01-15 3.500000 0.00 1435773.00 263469.16 Agency Mortgage-Backed Securities GNII BD 769101 C 549300M8ZYFG0OCMTT87 36176LGJ8 2041-07-20 4.000000 0.00 3057126.00 130604.75 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6680 S6XOOCT0IEG5ABCC6L87 31426RM65 2055-06-01 6.500000 0.00 3000.00 2853.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3057 S6XOOCT0IEG5ABCC6L87 31427AMF1 2055-09-01 6.500000 0.00 5000.00 4459.18 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ0747 S6XOOCT0IEG5ABCC6L87 31426WZM5 2055-07-01 6.500000 0.00 1228244.00 1271663.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1402 B1V7KEBTPIMZEU4LTD58 3140Y7RY6 2055-11-01 5.500000 0.00 52879954.00 50693748.36 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0803 B1V7KEBTPIMZEU4LTD58 3140W03M5 2055-02-01 4.500000 0.00 1000.00 857.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2834 B1V7KEBTPIMZEU4LTD58 3140W3EG0 2055-09-01 5.000000 0.00 5000.00 4595.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2323 B1V7KEBTPIMZEU4LTD58 3140UHSM3 2056-06-01 5.000000 0.00 337404.00 330004.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0657 B1V7KEBTPIMZEU4LTD58 3140UFWT7 2056-06-01 5.000000 0.00 3000.00 2943.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5054 B1V7KEBTPIMZEU4LTD58 3140W5TL8 2056-03-01 5.000000 0.00 4188599.00 3956327.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4269 B1V7KEBTPIMZEU4LTD58 3140W4W78 2056-01-01 5.000000 0.00 20421343.00 19423395.75 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4723 B1V7KEBTPIMZEU4LTD58 3140W5G99 2056-02-01 5.000000 0.00 1008.00 909.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8836 B1V7KEBTPIMZEU4LTD58 3140XCZA9 2050-11-01 3.000000 0.00 2002.00 1084.96 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5018 B1V7KEBTPIMZEU4LTD58 3140X8SG3 2050-12-01 2.500000 0.00 384000.00 179530.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6378 B1V7KEBTPIMZEU4LTD58 3140XNCQ5 2053-10-01 5.500000 0.00 7000.00 5329.30 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2640 B1V7KEBTPIMZEU4LTD58 3140XH5A1 2051-11-01 2.500000 0.00 2318000.00 1432740.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0953 B1V7KEBTPIMZEU4LTD58 3140Y7BX5 2055-08-01 5.500000 0.00 12528.00 10873.54 Agency Mortgage-Backed Securities GNII SF DT2940 C 549300M8ZYFG0OCMTT87 3618W2HR0 2056-06-20 6.000000 0.00 1000.00 1036.73 Agency Mortgage-Backed Securities GNII SF DT2066 C 549300M8ZYFG0OCMTT87 3618W1JK5 2056-07-20 5.500000 0.00 2000.00 2060.40 Agency Mortgage-Backed Securities GNII SF DT5530 C 549300M8ZYFG0OCMTT87 3618W5EB1 2056-07-20 6.000000 0.00 2000.00 2073.40 Agency Mortgage-Backed Securities GNII SP 785218 C 549300M8ZYFG0OCMTT87 3622AAVK7 2050-12-20 2.000000 0.00 2000.00 940.22 Agency Mortgage-Backed Securities GNII SF CI1498 C 549300M8ZYFG0OCMTT87 3617X5UX6 2037-01-20 2.000000 0.00 2000.00 1165.66 Agency Mortgage-Backed Securities GNII SF DP0269 C 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.500000 0.00 1000.00 1088.08 Agency Mortgage-Backed Securities GNII SF DT2030 C 549300M8ZYFG0OCMTT87 3618W1HF8 2056-06-20 5.500000 0.00 1000.00 1010.64 Agency Mortgage-Backed Securities GNII SF MA7256 M 549300M8ZYFG0OCMTT87 36179WBZ0 2051-03-20 3.000000 0.00 12056430.00 4332839.97 Agency Mortgage-Backed Securities GNII SF AK3825 C 549300M8ZYFG0OCMTT87 36183MHA5 2045-01-20 4.000000 0.00 1000.00 108.88 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 2048.00 1231.70 Agency Mortgage-Backed Securities GNMI SF AA6091 X 549300M8ZYFG0OCMTT87 36178DXU0 2043-02-15 3.000000 0.00 380000.00 49442.37 Agency Mortgage-Backed Securities GNII SF 763118 C 549300M8ZYFG0OCMTT87 36176DSF1 2041-04-20 5.000000 0.00 2777.00 128.54 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 200988.00 45958.32 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5747 S6XOOCT0IEG5ABCC6L87 3142JUL57 2056-02-01 5.500000 0.00 10625952.00 10553861.46 Agency Mortgage-Backed Securities GNII SF MA4383 M 549300M8ZYFG0OCMTT87 36179S2Q9 2047-04-20 4.000000 0.00 181859762.00 14677493.66 Agency Mortgage-Backed Securities GNII SF MA0935 M 549300M8ZYFG0OCMTT87 36179NBC1 2043-04-20 4.000000 0.00 3001970.00 221169.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4200 S6XOOCT0IEG5ABCC6L87 31427RU24 2056-02-01 5.000000 0.00 3024.00 2834.85 Agency Mortgage-Backed Securities GNII SF MA8046 M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.500000 0.00 3213162.00 2113207.89 Agency Mortgage-Backed Securities GNII SF MA2445 M 549300M8ZYFG0OCMTT87 36179QWE7 2044-12-20 3.500000 0.00 4706182.00 302710.32 Agency Mortgage-Backed Securities GNII SF MA5330 M 549300M8ZYFG0OCMTT87 36179T4P7 2048-07-20 4.000000 0.00 1956491.00 159726.60 Agency Mortgage-Backed Securities GNII SF MA4587 M 549300M8ZYFG0OCMTT87 36179TCY9 2047-07-20 4.000000 0.00 10846976.00 949040.58 Agency Mortgage-Backed Securities GNII SF MA4509 M 549300M8ZYFG0OCMTT87 36179TAJ4 2046-12-20 3.000000 0.00 24064995.00 2966021.90 Agency Mortgage-Backed Securities GNII SF MA7313 M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3.000000 0.00 6000.00 2453.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1266 S6XOOCT0IEG5ABCC6L87 31427NMQ9 2055-01-01 5.500000 0.00 34122880.00 30170178.55 Agency Mortgage-Backed Securities GNII SF MA8047 M 549300M8ZYFG0OCMTT87 36179W5G9 2052-05-20 5.000000 0.00 542000.00 318485.44 Agency Mortgage-Backed Securities GNII SF MA7537 M 549300M8ZYFG0OCMTT87 36179WLS5 2051-06-20 4.000000 0.00 9232.00 3982.60 Agency Mortgage-Backed Securities GNII SF MA3172 M 549300M8ZYFG0OCMTT87 36179RQZ5 2045-10-20 3.000000 0.00 1429606.00 140953.61 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 327972168.00 150091042.97 Agency Mortgage-Backed Securities GNPL PN CS2725 549300M8ZYFG0OCMTT87 3618AVA22 2058-05-15 5.440000 0.00 3777452.00 3743090.78 Agency Mortgage-Backed Securities GNMI SP 784843 X 549300M8ZYFG0OCMTT87 3622AAHU1 2039-01-15 7.000000 0.00 1001.00 95.23 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 39990920.00 27273089.81 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1000.00 730.03 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 36179XLJ3 2052-10-20 5.500000 0.00 11771.00 7239.94 Agency Mortgage-Backed Securities GNII SF MA7283 M 549300M8ZYFG0OCMTT87 36179WCU0 2036-04-20 2.000000 0.00 546000.00 203588.52 Agency Mortgage-Backed Securities GNII SF AE7742 C 549300M8ZYFG0OCMTT87 36181BS76 2043-08-20 3.500000 0.00 1000.00 250.53 Agency Mortgage-Backed Securities GNII SF DT0283 C 549300M8ZYFG0OCMTT87 3618VYJ40 2056-06-20 5.500000 0.00 1000.00 1029.31 Agency Mortgage-Backed Securities GNII SF AD2338 C 549300M8ZYFG0OCMTT87 36180DS32 2043-04-20 3.500000 0.00 291999.00 26281.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1768 B1V7KEBTPIMZEU4LTD58 3140UG6E7 2056-06-01 5.000000 0.00 2996.00 2914.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3282 B1V7KEBTPIMZEU4LTD58 3140X6UG4 2050-05-01 3.500000 0.00 1000.00 347.45 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2988 B1V7KEBTPIMZEU4LTD58 3140W3KA6 2055-08-01 6.000000 0.00 495224.00 445483.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9440 B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 1183188.00 1048585.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4600 B1V7KEBTPIMZEU4LTD58 3140QQDE2 2052-09-01 3.500000 0.00 2000.00 1221.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9440 B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 1020.00 903.96 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7023 B1V7KEBTPIMZEU4LTD58 3140QEYV8 2050-09-01 2.000000 0.00 2000.00 951.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7797 B1V7KEBTPIMZEU4LTD58 3140QTUX5 2054-01-01 6.500000 0.00 70892840.00 46134102.24 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2926 B1V7KEBTPIMZEU4LTD58 3140W3HC6 2053-04-01 4.500000 0.00 3366832.00 3036230.18 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ7537 S6XOOCT0IEG5ABCC6L87 31427HLT7 2055-10-01 6.000000 0.00 2000.00 2024.57 Agency Mortgage-Backed Securities GNII SF MA2755 M 549300M8ZYFG0OCMTT87 36179RBY4 2045-04-20 4.000000 0.00 871000.00 68751.33 Agency Mortgage-Backed Securities GNII SF MA2678 M 549300M8ZYFG0OCMTT87 36179Q6P1 2045-03-20 3.500000 0.00 600006.00 40143.07 Agency Mortgage-Backed Securities FEPC 04.500 CLQZ7534 S6XOOCT0IEG5ABCC6L87 31427HLQ3 2055-11-01 4.500000 0.00 2657702.00 2503968.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7536 S6XOOCT0IEG5ABCC6L87 31427HLS9 2055-11-01 5.500000 0.00 11858501.00 10876315.91 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7551 S6XOOCT0IEG5ABCC6L87 31426SL98 2055-07-01 6.000000 0.00 32913.00 29677.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1046 S6XOOCT0IEG5ABCC6L87 31427NEU9 2054-11-01 5.500000 0.00 36901737.00 31692741.67 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5052 S6XOOCT0IEG5ABCC6L87 31426PTJ4 2055-05-01 6.000000 0.00 19490960.00 15143451.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1838 B1V7KEBTPIMZEU4LTD58 3140Y8BG0 2056-01-01 5.000000 0.00 35806731.00 34399358.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 B1V7KEBTPIMZEU4LTD58 3140XGJS9 2051-11-01 3.000000 0.00 1000.00 596.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 9226467.00 5316089.65 Agency Mortgage-Backed Securities 04.000 FGPC V81713 G S6XOOCT0IEG5ABCC6L87 3132L63W9 2045-05-01 4.000000 0.00 2032.00 359.72 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4228 S6XOOCT0IEG5ABCC6L87 3133B1VV0 2052-01-01 2.000000 0.00 24874752.00 16021148.76 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8407 S6XOOCT0IEG5ABCC6L87 3132DWKU6 2054-03-01 5.000000 0.00 78000.00 60177.02 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4224 S6XOOCT0IEG5ABCC6L87 3133B1VR9 2052-01-01 2.000000 0.00 6075.00 3767.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5520 S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 880215.00 668592.73 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4226 S6XOOCT0IEG5ABCC6L87 3133B1VT5 2052-01-01 2.000000 0.00 5096.00 3354.17 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5318 S6XOOCT0IEG5ABCC6L87 3132DS4B5 2054-04-01 6.500000 0.00 3000.00 2113.28 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4215 S6XOOCT0IEG5ABCC6L87 3133B1VG3 2052-01-01 2.000000 0.00 24965485.00 16140415.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9012 S6XOOCT0IEG5ABCC6L87 3133BKAM1 2052-08-01 5.000000 0.00 32366150.00 22513976.27 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7512 S6XOOCT0IEG5ABCC6L87 3132DVKZ7 2050-02-01 3.000000 0.00 1972000.00 667069.37 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0439 S6XOOCT0IEG5ABCC6L87 3132DMPY5 2050-03-01 3.500000 0.00 851712.00 364415.77 Agency Mortgage-Backed Securities 06.000 FGPC P20586 G S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 429101.00 5134.86 Agency Mortgage-Backed Securities 03.000 FGPC C91908 G S6XOOCT0IEG5ABCC6L87 3128P8DM0 2037-01-01 3.000000 0.00 679033.00 107730.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8192 B1V7KEBTPIMZEU4LTD58 3138WJC63 2046-10-01 3.500000 0.00 16435392.00 3630032.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5444 B1V7KEBTPIMZEU4LTD58 3138WFBN5 2045-07-01 3.000000 0.00 1000.00 164.52 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2389 S6XOOCT0IEG5ABCC6L87 3133L8UN3 2036-12-01 2.000000 0.00 1120.00 554.95 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6LK2 2056-07-25 4.616100 0.00 10802032.00 10721953.80 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQF0800 S6XOOCT0IEG5ABCC6L87 3133BM3H6 2052-09-01 5.000000 0.00 1000.00 522.22 Agency Mortgage-Backed Securities FNMS 06.500 CL626649 B1V7KEBTPIMZEU4LTD58 31389JEW0 2032-03-01 6.500000 0.00 1323144.00 29908.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8444 S6XOOCT0IEG5ABCC6L87 3133C9LZ4 2053-08-01 5.500000 0.00 1000.00 807.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4978 S6XOOCT0IEG5ABCC6L87 3132DSQ70 2054-02-01 5.500000 0.00 1008.00 794.56 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 10774658.00 6387464.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7384 S6XOOCT0IEG5ABCC6L87 3132DVFZ3 2055-01-01 6.000000 0.00 1000.00 842.82 Agency Mortgage-Backed Securities FNMS 03.500 CRAP4874 B1V7KEBTPIMZEU4LTD58 3138M8MY6 2042-09-01 3.500000 0.00 2198376.00 273767.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6KM9 2056-07-25 4.566100 0.00 94397000.00 93612945.29 Agency Collateralized Mortgage Obligation FEPC 03.500 CLQE2307 S6XOOCT0IEG5ABCC6L87 3133BBR43 2052-05-01 3.500000 0.00 16158.00 10715.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1586 S6XOOCT0IEG5ABCC6L87 3133W7XP5 2054-03-01 5.500000 0.00 1000.00 929.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4113 B1V7KEBTPIMZEU4LTD58 3140JYSB3 2049-08-01 3.000000 0.00 3580094.00 1113838.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4066 B1V7KEBTPIMZEU4LTD58 3140BUQU9 2055-11-01 5.500000 0.00 2000.00 1909.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4913 B1V7KEBTPIMZEU4LTD58 3140A5N79 2053-11-01 6.500000 0.00 2302068.00 1735546.57 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4906 B1V7KEBTPIMZEU4LTD58 3140M6NY5 2054-08-01 5.500000 0.00 25177000.00 20056763.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9273 B1V7KEBTPIMZEU4LTD58 3140MPJT9 2052-07-01 5.000000 0.00 4002.00 3077.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6029 B1V7KEBTPIMZEU4LTD58 3140AFVX1 2054-06-01 5.500000 0.00 4639216.00 4083639.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6521 B1V7KEBTPIMZEU4LTD58 3140QSG70 2053-05-01 5.000000 0.00 2149850.00 1542083.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8722 B1V7KEBTPIMZEU4LTD58 3140QUVQ6 2054-06-01 6.500000 0.00 1024.00 684.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 B1V7KEBTPIMZEU4LTD58 3140QU6J0 2054-08-01 5.000000 0.00 3000.00 2517.21 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7732 B1V7KEBTPIMZEU4LTD58 3140QFSW0 2050-11-01 2.500000 0.00 2468131.00 1169991.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8754 B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 7212029.00 6385333.04 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1065 B1V7KEBTPIMZEU4LTD58 3140M2FF4 2051-10-01 3.000000 0.00 9241616.00 4143492.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5063 B1V7KEBTPIMZEU4LTD58 3140J9TV3 2048-12-01 4.500000 0.00 7264.00 1002.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3673 B1V7KEBTPIMZEU4LTD58 3140JLCK8 2049-03-01 4.500000 0.00 5889240.00 1410736.79 Agency Mortgage-Backed Securities GNMI SP 784794 X 549300M8ZYFG0OCMTT87 3622AAGB4 2042-06-15 4.000000 0.00 1000.00 258.59 Agency Mortgage-Backed Securities GNII SP 785562 C 549300M8ZYFG0OCMTT87 3622ABB76 2051-07-20 3.000000 0.00 2024.00 1107.19 Agency Mortgage-Backed Securities GNII SP 783967 C 549300M8ZYFG0OCMTT87 3622A2MQ2 2044-12-20 4.250000 0.00 87719.00 24957.96 Agency Mortgage-Backed Securities GNII SF DR5644 C 549300M8ZYFG0OCMTT87 3618VEHV6 2056-05-20 5.000000 0.00 1000.00 968.05 Agency Mortgage-Backed Securities GNII SP 786291 C 549300M8ZYFG0OCMTT87 3622AB2Y7 2052-08-20 5.000000 0.00 2048.00 1379.27 Agency Mortgage-Backed Securities GNII SF DS4601 C 549300M8ZYFG0OCMTT87 3618VRDE9 2056-07-20 6.000000 0.00 1000.00 1044.48 Agency Mortgage-Backed Securities GNII SF DR7253 C 549300M8ZYFG0OCMTT87 3618VGBW5 2056-05-20 5.000000 0.00 1000.00 969.56 Agency Mortgage-Backed Securities GNII SF DS6977 C 549300M8ZYFG0OCMTT87 3618VTXE3 2056-06-20 5.500000 0.00 2016.00 2037.21 Agency Mortgage-Backed Securities GNII SF DS7412 C 549300M8ZYFG0OCMTT87 3618VUGV1 2056-07-20 6.000000 0.00 2000.00 2088.30 Agency Mortgage-Backed Securities GNMI SF 726917 X 549300M8ZYFG0OCMTT87 3620ADSE3 2039-11-15 4.500000 0.00 1000.00 104.91 Agency Mortgage-Backed Securities GNII SF MA4652 M 549300M8ZYFG0OCMTT87 36179TEZ4 2047-08-20 3.500000 0.00 52755.00 5932.56 Agency Mortgage-Backed Securities GNMI SF 762838 X 549300M8ZYFG0OCMTT87 36176DHP1 2041-03-15 4.000000 0.00 601822.00 20735.94 Agency Mortgage-Backed Securities GNII SF MA0220 M 549300M8ZYFG0OCMTT87 36179MG53 2042-07-20 3.500000 0.00 3885000.00 265518.47 Agency Mortgage-Backed Securities GNMI SF AB8350 X 549300M8ZYFG0OCMTT87 36178VH38 2042-10-15 2.500000 0.00 404163.00 36559.07 Agency Mortgage-Backed Securities GNMI SF 778869 X 549300M8ZYFG0OCMTT87 36176XCE7 2042-02-15 4.000000 0.00 950805.00 70006.28 Agency Mortgage-Backed Securities GNII SF MA0535 M 549300M8ZYFG0OCMTT87 36179MSY7 2042-11-20 4.000000 0.00 2200000.00 158108.59 Agency Mortgage-Backed Securities GNII SF MA2756 M 549300M8ZYFG0OCMTT87 36179RBZ1 2045-04-20 4.500000 0.00 675418.00 39822.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3121 S6XOOCT0IEG5ABCC6L87 31427APF8 2055-09-01 6.000000 0.00 13501806.00 13151759.99 Agency Mortgage-Backed Securities GNII SF MA0699 M 549300M8ZYFG0OCMTT87 36179MX47 2042-12-20 3.500000 0.00 1001004.00 87055.08 Agency Mortgage-Backed Securities GNMI SF 774881 X 549300M8ZYFG0OCMTT87 36176SUE8 2041-09-15 4.500000 0.00 1601396.00 160510.91 Agency Mortgage-Backed Securities GNMI SF 775151 X 549300M8ZYFG0OCMTT87 36176S5L0 2041-10-15 4.500000 0.00 1616845.00 142989.86 Agency Mortgage-Backed Securities GNII SF AB2916 C 549300M8ZYFG0OCMTT87 36178NGZ6 2042-09-20 4.000000 0.00 674748.00 104092.60 Agency Mortgage-Backed Securities GNII SF MA5594 M 549300M8ZYFG0OCMTT87 36179UGB2 2048-11-20 3.500000 0.00 1579006.00 172986.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQX3694 S6XOOCT0IEG5ABCC6L87 31425YC88 2055-01-01 6.500000 0.00 17810147.00 14754316.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4582 S6XOOCT0IEG5ABCC6L87 31427CCU5 2055-10-01 5.000000 0.00 9378516.00 8750804.09 Agency Mortgage-Backed Securities GNII SF MA4322 M 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4.000000 0.00 955374.00 76159.94 Agency Mortgage-Backed Securities GNII SF MA5596 M 549300M8ZYFG0OCMTT87 36179UGD8 2048-11-20 4.500000 0.00 3181529.00 213677.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3345 S6XOOCT0IEG5ABCC6L87 31427AWF0 2055-08-01 6.500000 0.00 3000.00 3133.65 Agency Mortgage-Backed Securities GNII SF MA4236 M 549300M8ZYFG0OCMTT87 36179SV53 2032-02-20 3.500000 0.00 1039000.00 77148.77 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4584 S6XOOCT0IEG5ABCC6L87 31427CCW1 2055-10-01 5.500000 0.00 17636.00 16272.26 Agency Mortgage-Backed Securities GNII SF MA0933 M 549300M8ZYFG0OCMTT87 36179NBA5 2043-04-20 3.000000 0.00 2030000.00 196964.47 Agency Mortgage-Backed Securities GNII SF MA4588 M 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 162371423.00 13225362.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7553 S6XOOCT0IEG5ABCC6L87 31426SMB2 2055-07-01 6.500000 0.00 4016.00 3768.16 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6923 S6XOOCT0IEG5ABCC6L87 3142GXVR5 2056-06-01 4.500000 0.00 4648823.00 4407771.57 Agency Mortgage-Backed Securities GNII SF MA7935 M 549300M8ZYFG0OCMTT87 36179WY85 2052-02-20 2.000000 0.00 1000.00 581.70 Agency Mortgage-Backed Securities GNII SF MA1091 M 549300M8ZYFG0OCMTT87 36179NF86 2043-06-20 4.000000 0.00 277000.00 25532.26 Agency Mortgage-Backed Securities GNII SF MA5266 M 549300M8ZYFG0OCMTT87 36179TZ73 2048-06-20 5.000000 0.00 1188000.00 80381.97 Agency Mortgage-Backed Securities GNII SF AA6042 C 549300M8ZYFG0OCMTT87 36178DWB3 2043-01-20 3.000000 0.00 1245398.00 102568.15 Agency Mortgage-Backed Securities GNII SF MA6792 M 549300M8ZYFG0OCMTT87 36179VRM4 2035-08-20 2.000000 0.00 122453.00 33023.65 Agency Mortgage-Backed Securities GNII SF 779602 C 549300M8ZYFG0OCMTT87 36176X3K3 2041-11-20 4.000000 0.00 2602760.00 320768.58 Agency Mortgage-Backed Securities GNMI SF 779402 X 549300M8ZYFG0OCMTT87 36176XU31 2027-06-15 2.500000 0.00 818408.00 4895.41 Agency Mortgage-Backed Securities GNII SF MA8798 M 549300M8ZYFG0OCMTT87 36179XX35 2053-03-20 4.000000 0.00 23051.00 16427.23 Agency Mortgage-Backed Securities GNII SF MA0023 M 549300M8ZYFG0OCMTT87 36179MAY6 2042-04-20 4.000000 0.00 1693000.00 80474.34 Agency Mortgage-Backed Securities GNII SF MA7135 M 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2.000000 0.00 1184000.00 536368.87 Agency Mortgage-Backed Securities GNII SF MA2679 M 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4.000000 0.00 2358951.00 209717.15 Agency Mortgage-Backed Securities GNII SF MA3033 M 549300M8ZYFG0OCMTT87 36179RLN7 2045-08-20 3.000000 0.00 1466550.00 169353.00 Agency Mortgage-Backed Securities GNII SF MA3735 M 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3.000000 0.00 1001000.00 103902.55 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 230450.00 149805.17 Agency Mortgage-Backed Securities GNII SF DP7284 C 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 1000.00 1045.29 Agency Mortgage-Backed Securities GNII SF DQ5415 C 549300M8ZYFG0OCMTT87 3618MYAQ0 2056-07-20 6.000000 0.00 1007.00 1042.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6432 B1V7KEBTPIMZEU4LTD58 3140QSEE7 2053-06-01 5.500000 0.00 21998760.00 18674249.78 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8977 B1V7KEBTPIMZEU4LTD58 3140QU6P6 2054-08-01 5.000000 0.00 2024.00 1798.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7302 B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.500000 0.00 12539564.00 10006307.38 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8170 B1V7KEBTPIMZEU4LTD58 3140QUCG9 2054-03-01 6.500000 0.00 2000.00 1439.54 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4200 B1V7KEBTPIMZEU4LTD58 3140M5U29 2053-10-01 6.000000 0.00 2016.00 1090.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3746 B1V7KEBTPIMZEU4LTD58 3140U7EU2 2056-03-01 5.500000 0.00 10056614.00 9202870.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0388 B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.500000 0.00 21912761.00 18160828.64 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2522 B1V7KEBTPIMZEU4LTD58 3140W2YU9 2055-08-01 5.000000 0.00 1024.00 963.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4797 B1V7KEBTPIMZEU4LTD58 3140W5KK9 2051-08-01 3.000000 0.00 21621836.00 18346386.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0502 B1V7KEBTPIMZEU4LTD58 3140W0RY3 2055-02-01 5.500000 0.00 7080.00 6537.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1716 B1V7KEBTPIMZEU4LTD58 3140W14A8 2055-01-01 5.500000 0.00 7191.00 6347.53 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1851 B1V7KEBTPIMZEU4LTD58 3140XHBV8 2052-05-01 4.000000 0.00 1000.00 575.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1897 B1V7KEBTPIMZEU4LTD58 3140W2DB4 2055-06-01 6.000000 0.00 4548.00 3758.31 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0095 B1V7KEBTPIMZEU4LTD58 3140W0C94 2054-12-01 6.000000 0.00 70000.00 54404.36 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5957 B1V7KEBTPIMZEU4LTD58 31417CTP0 2042-08-01 4.000000 0.00 1024.00 52.31 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6251 B1V7KEBTPIMZEU4LTD58 3140XM5M4 2053-11-01 6.500000 0.00 12468.00 8592.82 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4096 B1V7KEBTPIMZEU4LTD58 3140XKRS1 2053-03-01 5.000000 0.00 7296.00 5154.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2717 S6XOOCT0IEG5ABCC6L87 31427AAT4 2055-08-01 6.500000 0.00 1325108.00 1380135.83 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0218 B1V7KEBTPIMZEU4LTD58 3140FXG48 2057-09-01 3.500000 0.00 1999608.00 644697.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 1000.00 559.78 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7952 B1V7KEBTPIMZEU4LTD58 3140QTZS1 2054-02-01 4.500000 0.00 12332997.00 9889587.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBX1920 B1V7KEBTPIMZEU4LTD58 3140N6D25 2053-02-01 6.000000 0.00 7460785.00 5943003.77 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9155 S6XOOCT0IEG5ABCC6L87 3133KRE42 2053-06-01 5.000000 0.00 10730140.00 8662586.94 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5578 S6XOOCT0IEG5ABCC6L87 3132DTFT2 2052-09-01 3.500000 0.00 1150.00 895.93 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6628 S6XOOCT0IEG5ABCC6L87 3132DULH8 2054-08-01 6.500000 0.00 1000.00 579.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7270 S6XOOCT0IEG5ABCC6L87 3132DVCF0 2054-12-01 6.000000 0.00 2019.00 1580.06 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 228051905.00 166902268.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8329 S6XOOCT0IEG5ABCC6L87 3133KQHE9 2052-12-01 5.500000 0.00 7694249.00 5409957.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8202 S6XOOCT0IEG5ABCC6L87 3133KQDF0 2052-11-01 5.500000 0.00 4000.00 2770.94 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4216 S6XOOCT0IEG5ABCC6L87 3133B1VH1 2052-01-01 2.000000 0.00 15306.00 9558.30 Agency Mortgage-Backed Securities 05.000 FGPC Q01710 G S6XOOCT0IEG5ABCC6L87 3132GE3T5 2041-07-01 5.000000 0.00 1987676.00 148769.93 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 S6XOOCT0IEG5ABCC6L87 3132DV7B5 2050-09-01 2.000000 0.00 1000.00 444.18 Agency Mortgage-Backed Securities FEPC 03.000 3PRE5059 S6XOOCT0IEG5ABCC6L87 3133N2TQ9 2051-12-01 3.000000 0.00 10499088.00 5458049.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3.000000 0.00 1000.00 669.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9074 S6XOOCT0IEG5ABCC6L87 3133BKCK3 2052-09-01 5.000000 0.00 1375281.00 1238904.04 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HNFP8 2055-10-25 4.716100 0.00 4251726.00 3782726.75 Agency Collateralized Mortgage Obligation FEPC 04.000 CLQF8280 S6XOOCT0IEG5ABCC6L87 3133BWFV0 2053-02-01 4.000000 0.00 2207332.00 1485071.67 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9472 B1V7KEBTPIMZEU4LTD58 3138WKQ24 2047-04-01 4.500000 0.00 32951.00 6016.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 1000.00 69.86 Agency Mortgage-Backed Securities 03.000 FGPC C04444 G S6XOOCT0IEG5ABCC6L87 31292L5D3 2043-01-01 3.000000 0.00 2000000.00 295330.24 Agency Mortgage-Backed Securities 03.500 FGPC T60772 G S6XOOCT0IEG5ABCC6L87 3128S12D4 2042-02-01 3.500000 0.00 15295408.00 868205.99 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5123 S6XOOCT0IEG5ABCC6L87 3131XYVQ9 2047-12-01 3.500000 0.00 1999.00 372.76 Agency Mortgage-Backed Securities 05.000 FGPC A91965 G S6XOOCT0IEG5ABCC6L87 312940FE4 2040-04-01 5.000000 0.00 2347577.00 57594.29 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 S6XOOCT0IEG5ABCC6L87 3132DVF83 2055-01-01 6.000000 0.00 1024.00 745.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0785 S6XOOCT0IEG5ABCC6L87 3133C02S0 2053-04-01 5.500000 0.00 3201340.00 2126185.90 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8369 S6XOOCT0IEG5ABCC6L87 3132DWJN4 2053-10-01 6.500000 0.00 1004.00 443.70 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8133 S6XOOCT0IEG5ABCC6L87 3132DWBA0 2051-03-01 1.500000 0.00 1000.00 530.36 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0182 B1V7KEBTPIMZEU4LTD58 3140FXFY3 2057-01-01 4.000000 0.00 23412424.00 7378415.84 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0605 B1V7KEBTPIMZEU4LTD58 3140FXU75 2062-03-01 4.000000 0.00 1008.00 681.32 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2444 B1V7KEBTPIMZEU4LTD58 3140HFWE5 2050-05-01 2.500000 0.00 21758432.00 9070169.94 Agency Mortgage-Backed Securities FNMS 07.000 CLAL6566 B1V7KEBTPIMZEU4LTD58 3138EPJL9 2039-03-01 7.000000 0.00 1000.00 85.03 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7794 S6XOOCT0IEG5ABCC6L87 3133KPUT3 2052-08-01 5.000000 0.00 1048.00 824.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9704 B1V7KEBTPIMZEU4LTD58 3140MPYA3 2052-06-01 4.500000 0.00 11295.00 7955.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 B1V7KEBTPIMZEU4LTD58 3140JV6C1 2049-07-01 4.500000 0.00 292222.00 36914.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 B1V7KEBTPIMZEU4LTD58 3140MSU78 2052-07-01 4.500000 0.00 1021.00 728.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0487 B1V7KEBTPIMZEU4LTD58 3140N4RH2 2052-10-01 5.000000 0.00 1882460.00 1351037.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8211 B1V7KEBTPIMZEU4LTD58 3140N1DR1 2052-08-01 5.000000 0.00 2544902.00 1755448.88 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0483 B1V7KEBTPIMZEU4LTD58 3140Q7RD1 2047-10-01 3.500000 0.00 1000.00 201.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDE0588 B1V7KEBTPIMZEU4LTD58 3140BCUN0 2055-06-01 5.500000 0.00 1000.00 871.37 Agency Mortgage-Backed Securities FNMS 03.000 CLBD3278 B1V7KEBTPIMZEU4LTD58 3140FAUC4 2046-09-01 3.000000 0.00 2996000.00 532855.41 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0734 B1V7KEBTPIMZEU4LTD58 3140FXY89 2063-06-01 3.500000 0.00 8412320.00 5520757.68 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0250 S6XOOCT0IEG5ABCC6L87 3133BMH32 2052-09-01 4.500000 0.00 1000.00 702.48 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7940 S6XOOCT0IEG5ABCC6L87 3133KPZD3 2052-09-01 5.000000 0.00 96500.00 62573.78 Agency Mortgage-Backed Securities 04.500 FGPC Q49494 G S6XOOCT0IEG5ABCC6L87 3132WPRQ2 2047-07-01 4.500000 0.00 1000.00 120.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BYBP6 2055-12-25 4.816100 0.00 5458900.00 4561459.43 Agency Collateralized Mortgage Obligation FEPC 04.000 CLQE8265 S6XOOCT0IEG5ABCC6L87 3133BJFE7 2052-08-01 4.000000 0.00 2005.00 1452.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0832 S6XOOCT0IEG5ABCC6L87 3133CC4R4 2053-08-01 6.500000 0.00 7498216.00 6439260.82 Agency Mortgage-Backed Securities FEPC 04.000 CLQE2605 S6XOOCT0IEG5ABCC6L87 3133BB3N7 2052-05-01 4.000000 0.00 4070088.00 2015731.76 Agency Mortgage-Backed Securities FEPC 03.000 CLQD7436 S6XOOCT0IEG5ABCC6L87 3133B5HM7 2052-02-01 3.000000 0.00 26852266.00 19220881.82 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4220 S6XOOCT0IEG5ABCC6L87 3133B1VM0 2052-01-01 2.000000 0.00 25247458.00 16408344.94 Agency Mortgage-Backed Securities FEPC 03.500 3PQU8070 S6XOOCT0IEG5ABCC6L87 3133JL6F1 2052-02-01 3.500000 0.00 29019.00 23455.80 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4265 S6XOOCT0IEG5ABCC6L87 3132E0W24 2053-11-01 6.000000 0.00 45305024.00 32272560.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3764 S6XOOCT0IEG5ABCC6L87 3132E0FD9 2053-08-01 5.500000 0.00 3299000.00 2305547.05 Agency Mortgage-Backed Securities FEPC 04.000 CLQE1248 S6XOOCT0IEG5ABCC6L87 3133BAL58 2052-05-01 4.000000 0.00 3000.00 2121.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9351 S6XOOCT0IEG5ABCC6L87 3133BKL80 2052-09-01 5.000000 0.00 5030639.00 3220293.82 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4751 S6XOOCT0IEG5ABCC6L87 3132A5H40 2048-01-01 3.500000 0.00 1000.00 115.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6570 S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 3012.00 2822.88 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 1008.00 180.06 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1619 S6XOOCT0IEG5ABCC6L87 3132DNYQ0 2052-09-01 5.000000 0.00 88826119.00 61882626.63 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4980 S6XOOCT0IEG5ABCC6L87 3132DSQ96 2054-03-01 5.000000 0.00 1000.00 686.95 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5292 S6XOOCT0IEG5ABCC6L87 3132DS2Z4 2052-06-01 3.500000 0.00 1000.00 740.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3306 S6XOOCT0IEG5ABCC6L87 3131Y9U76 2049-02-01 4.500000 0.00 6118121.00 1574196.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 S6XOOCT0IEG5ABCC6L87 3132DSRS3 2053-10-01 5.000000 0.00 64001.00 51866.58 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0420 S6XOOCT0IEG5ABCC6L87 3132DMPD1 2050-02-01 3.500000 0.00 43875723.00 17260039.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 S6XOOCT0IEG5ABCC6L87 3132A5HQ1 2047-10-01 3.500000 0.00 582835.00 65827.16 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4881 S6XOOCT0IEG5ABCC6L87 3132DSM66 2054-02-01 6.500000 0.00 36796868.00 27823133.96 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3501 S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.500000 0.00 3024.00 2149.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 2000.00 1438.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1314 S6XOOCT0IEG5ABCC6L87 3133W7N76 2054-03-01 5.500000 0.00 20815869.00 19086033.34 Agency Mortgage-Backed Securities 04.000 FGPC Q34962 G S6XOOCT0IEG5ABCC6L87 3132QRQQ6 2045-07-01 4.000000 0.00 51532053.00 7252561.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9306 S6XOOCT0IEG5ABCC6L87 3133BKKT5 2052-09-01 5.000000 0.00 5827992.00 3574541.05 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3636 S6XOOCT0IEG5ABCC6L87 3132E0BD3 2053-08-01 6.000000 0.00 1000.00 649.68 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 S6XOOCT0IEG5ABCC6L87 3132E02E1 2053-11-01 6.500000 0.00 1331330.00 1015182.13 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0536 S6XOOCT0IEG5ABCC6L87 3133B9SZ8 2052-04-01 3.000000 0.00 1560440.00 1063137.30 Agency Mortgage-Backed Securities 04.500 FGPC Q56256 G S6XOOCT0IEG5ABCC6L87 3132XY5S2 2048-05-01 4.500000 0.00 13257616.00 2702779.09 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ2816 S6XOOCT0IEG5ABCC6L87 3133CTDV8 2054-08-01 4.500000 0.00 4010.00 3468.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 S6XOOCT0IEG5ABCC6L87 3133BSP71 2052-12-01 6.000000 0.00 1008.00 629.25 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4375 S6XOOCT0IEG5ABCC6L87 3131XX2G5 2047-10-01 4.000000 0.00 2000000.00 409238.81 Agency Mortgage-Backed Securities FEPC 04.000 3SZT0959 S6XOOCT0IEG5ABCC6L87 3132ADB49 2048-01-01 4.000000 0.00 9124.00 1935.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9592 S6XOOCT0IEG5ABCC6L87 3133BKUR8 2052-09-01 5.000000 0.00 1796112.00 1122985.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 S6XOOCT0IEG5ABCC6L87 3133BH4N3 2052-08-01 5.000000 0.00 10375920.00 6884912.28 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMTJ9 2055-09-25 4.716100 0.00 5392802.00 5201967.37 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDE9010 B1V7KEBTPIMZEU4LTD58 3140BNAL2 2055-10-01 5.500000 0.00 6302632.00 5777648.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDF0028 B1V7KEBTPIMZEU4LTD58 3140BQA68 2055-08-01 6.500000 0.00 678986.00 711723.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9581 B1V7KEBTPIMZEU4LTD58 3138WKUF0 2047-05-01 4.000000 0.00 84889300.00 17294391.32 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0288 B1V7KEBTPIMZEU4LTD58 3140FXKA9 2052-03-01 4.000000 0.00 140792677.00 40652833.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4458 B1V7KEBTPIMZEU4LTD58 3140B45U0 2055-04-01 5.500000 0.00 4460712.00 3838979.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8316 B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5.000000 0.00 2000.00 1633.08 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9516 B1V7KEBTPIMZEU4LTD58 3140QVSE5 2054-11-01 6.500000 0.00 1005.00 800.60 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7502 B1V7KEBTPIMZEU4LTD58 3140QTKQ1 2053-11-01 6.000000 0.00 719214.00 506708.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5298 B1V7KEBTPIMZEU4LTD58 3140U83G3 2056-04-01 5.000000 0.00 1524934.00 1382450.65 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5.000000 0.00 23922240.00 15265442.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.500000 0.00 4828251.00 4143542.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3042 B1V7KEBTPIMZEU4LTD58 3140QNLY6 2052-03-01 2.500000 0.00 338670.00 203323.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9663 B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 1024.00 892.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5827 B1V7KEBTPIMZEU4LTD58 3140U9PM4 2056-04-01 5.000000 0.00 3004.00 2768.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6718 B1V7KEBTPIMZEU4LTD58 3140UAPC3 2056-04-01 5.500000 0.00 3424554.00 3439553.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3881 B1V7KEBTPIMZEU4LTD58 3140QPJ32 2052-06-01 5.000000 0.00 4096.00 2718.78 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5271 B1V7KEBTPIMZEU4LTD58 3140QQ2D6 2052-12-01 5.000000 0.00 4965080.00 3663396.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7702 B1V7KEBTPIMZEU4LTD58 3140UBRY1 2056-04-01 5.500000 0.00 26359.00 26326.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 B1V7KEBTPIMZEU4LTD58 3140QR5Q2 2053-05-01 5.500000 0.00 7836330.00 5615030.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2211 B1V7KEBTPIMZEU4LTD58 3140N6N57 2052-08-01 5.000000 0.00 1000.00 619.30 Agency Mortgage-Backed Securities FNMS 04.500 CTBW2749 B1V7KEBTPIMZEU4LTD58 3140MUBT6 2046-04-01 4.500000 0.00 2081713.00 1983834.53 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 B1V7KEBTPIMZEU4LTD58 3140QBCX4 2049-06-01 4.500000 0.00 52094720.00 16353048.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5386 B1V7KEBTPIMZEU4LTD58 3140K06Y9 2049-12-01 3.500000 0.00 29622412.00 4974086.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7579 B1V7KEBTPIMZEU4LTD58 3140NQM54 2054-08-01 5.500000 0.00 5134488.00 4869335.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0864 B1V7KEBTPIMZEU4LTD58 3140Q76A0 2047-12-01 4.000000 0.00 20932544.00 5257458.21 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0102 B1V7KEBTPIMZEU4LTD58 3140Q7DG9 2047-08-01 3.500000 0.00 161111052.00 32455699.22 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7953 B1V7KEBTPIMZEU4LTD58 3140MMZT8 2052-08-01 5.000000 0.00 1024.00 687.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2726 B1V7KEBTPIMZEU4LTD58 3140MUA42 2056-01-01 5.000000 0.00 8899.00 8719.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5857 B1V7KEBTPIMZEU4LTD58 3140MXQK3 2052-09-01 5.000000 0.00 10016.00 7099.04 Agency Mortgage-Backed Securities GNII SF DR7392 C 549300M8ZYFG0OCMTT87 3618VGF92 2056-05-20 5.000000 0.00 1000.00 986.00 Agency Mortgage-Backed Securities GNII SF DO6848 C 549300M8ZYFG0OCMTT87 3618V3TD7 2056-06-20 6.000000 0.00 1000.00 1053.24 Agency Mortgage-Backed Securities GNII SP 785256 C 549300M8ZYFG0OCMTT87 3622AAWR1 2051-01-20 3.000000 0.00 1024.00 697.01 Agency Mortgage-Backed Securities GNMI SP 784638 X 549300M8ZYFG0OCMTT87 3622AABF0 2046-09-15 4.000000 0.00 1000.00 247.04 Agency Mortgage-Backed Securities GNII SP 785583 C 549300M8ZYFG0OCMTT87 3622ABCU4 2051-08-20 3.000000 0.00 1024.00 626.06 Agency Mortgage-Backed Securities GNII SF DR0975 C 549300M8ZYFG0OCMTT87 3618V9CL4 2056-03-20 6.500000 0.00 1000.00 1080.90 Agency Mortgage-Backed Securities GNII SF MA6337 M 549300M8ZYFG0OCMTT87 36179VBE9 2049-12-20 2.500000 0.00 360638.00 61876.74 Agency Mortgage-Backed Securities GNII SF BZ4054 C 549300M8ZYFG0OCMTT87 3617QYQF5 2050-12-20 2.000000 0.00 1000.00 447.87 Agency Mortgage-Backed Securities GNII SF MA7138 M 549300M8ZYFG0OCMTT87 36179V4X5 2051-01-20 3.500000 0.00 222600792.00 74985303.02 Agency Mortgage-Backed Securities GNII SF MA6217 M 549300M8ZYFG0OCMTT87 36179U4A7 2049-10-20 2.500000 0.00 20894000.00 3420866.20 Agency Mortgage-Backed Securities GNMI SF 766750 X 549300M8ZYFG0OCMTT87 36176HTF1 2042-05-15 3.500000 0.00 213303.00 31309.93 Agency Mortgage-Backed Securities GNII SF MA5135 M 549300M8ZYFG0OCMTT87 36179TV44 2048-04-20 3.000000 0.00 222135.00 31307.19 Agency Mortgage-Backed Securities GNII SF MA2960 M 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3.000000 0.00 7987339.00 791268.25 Agency Mortgage-Backed Securities GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.500000 0.00 1024.00 596.73 Agency Mortgage-Backed Securities GNII SF DQ5411 C 549300M8ZYFG0OCMTT87 3618MYAL1 2056-07-20 6.000000 0.00 1008.00 1037.78 Agency Mortgage-Backed Securities GNII SF DS4298 C 549300M8ZYFG0OCMTT87 3618VQX33 2056-07-20 6.000000 0.00 1000.00 1033.47 Agency Mortgage-Backed Securities GNII SF DS1753 C 549300M8ZYFG0OCMTT87 3618VM5N9 2056-05-20 5.500000 0.00 1000.00 1009.59 Agency Mortgage-Backed Securities GNII SF DS0855 C 549300M8ZYFG0OCMTT87 3618VL5Q4 2056-07-20 6.000000 0.00 1000.00 1054.44 Agency Mortgage-Backed Securities GNII SF MA6998 M 549300M8ZYFG0OCMTT87 36179VX39 2050-11-20 4.000000 0.00 74297259.00 20983811.06 Agency Mortgage-Backed Securities GNII SF MA5470 M 549300M8ZYFG0OCMTT87 36179UCF7 2039-02-20 6.000000 0.00 198515.00 30210.52 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5607 S6XOOCT0IEG5ABCC6L87 3142JUGR5 2056-02-01 5.500000 0.00 7958260.00 7943056.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3645 S6XOOCT0IEG5ABCC6L87 31427BBP9 2055-09-01 6.500000 0.00 10575.00 10972.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ7535 S6XOOCT0IEG5ABCC6L87 31427HLR1 2055-11-01 5.000000 0.00 20104.00 18939.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0441 S6XOOCT0IEG5ABCC6L87 31427MP39 2054-11-01 5.500000 0.00 44392124.00 37481771.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3274 S6XOOCT0IEG5ABCC6L87 31427AT80 2055-08-01 6.500000 0.00 1188648.00 1234196.87 Agency Mortgage-Backed Securities GNII SF MA4069 M 549300M8ZYFG0OCMTT87 36179SQW0 2046-11-20 3.500000 0.00 1234998.00 138015.53 Agency Mortgage-Backed Securities GNII SF MA0781 M 549300M8ZYFG0OCMTT87 36179M2N9 2043-02-20 2.500000 0.00 474805.00 57924.39 Agency Mortgage-Backed Securities GNII SF MA0393 M 549300M8ZYFG0OCMTT87 36179MNJ5 2042-09-20 4.000000 0.00 826360.00 50911.93 Agency Mortgage-Backed Securities GNMI SF 779777 X 549300M8ZYFG0OCMTT87 36176YCN5 2041-12-15 4.000000 0.00 6856810.00 821972.63 Agency Mortgage-Backed Securities GNII SF MA1286 M 549300M8ZYFG0OCMTT87 36179NNB0 2043-09-20 4.000000 0.00 1408736.00 71411.79 Agency Mortgage-Backed Securities GNII SF MA3377 M 549300M8ZYFG0OCMTT87 36179RXE4 2046-01-20 4.000000 0.00 1490049.00 114044.56 Agency Mortgage-Backed Securities GNII SF MA3522 M 549300M8ZYFG0OCMTT87 36179R4F3 2046-03-20 4.000000 0.00 3443000.00 266394.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2045 S6XOOCT0IEG5ABCC6L87 31427PHX5 2055-08-01 5.000000 0.00 2960276.00 2749895.11 Agency Mortgage-Backed Securities GNII SF MA1678 M 549300M8ZYFG0OCMTT87 36179N2K3 2044-02-20 4.000000 0.00 820286.00 42537.05 Agency Mortgage-Backed Securities GNMI SF 779381 X 549300M8ZYFG0OCMTT87 36176XUE7 2042-06-15 3.500000 0.00 876753.00 100801.61 Agency Mortgage-Backed Securities GNII SF MA5711 M 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.500000 0.00 5174634.00 304788.37 Agency Mortgage-Backed Securities GNII JM MA6275 M 549300M8ZYFG0OCMTT87 36179U6L1 2049-11-20 3.500000 0.00 1489998.00 111378.79 Agency Mortgage-Backed Securities GNII JM MA7043 M 549300M8ZYFG0OCMTT87 36179VZG8 2050-12-20 2.500000 0.00 145000.00 51185.30 Agency Mortgage-Backed Securities GNII SF MA4777 M 549300M8ZYFG0OCMTT87 36179TJW6 2047-10-20 3.000000 0.00 359162516.00 43463650.18 Agency Mortgage-Backed Securities GNII JM MA6081 M 549300M8ZYFG0OCMTT87 36179UXJ6 2049-08-20 3.500000 0.00 1000.00 41.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5207 B1V7KEBTPIMZEU4LTD58 3140W5YD0 2049-05-01 4.000000 0.00 3000.00 2709.07 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4247 B1V7KEBTPIMZEU4LTD58 3140W4WH6 2054-01-01 2.000000 0.00 1024.00 784.46 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1899 B1V7KEBTPIMZEU4LTD58 3140W2DD0 2055-06-01 6.500000 0.00 4296.00 3425.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3186 B1V7KEBTPIMZEU4LTD58 3140W3RG6 2055-11-01 5.500000 0.00 55873272.00 50369149.67 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1364 B1V7KEBTPIMZEU4LTD58 3140Y7QS0 2055-10-01 6.000000 0.00 6096.00 5932.43 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5254 B1V7KEBTPIMZEU4LTD58 3140W5ZU1 2056-04-01 5.000000 0.00 54333520.00 51957084.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5.000000 0.00 1775520.00 1394035.18 Agency Mortgage-Backed Securities GNII SF DS1685 C 549300M8ZYFG0OCMTT87 3618VM2S1 2056-05-20 5.500000 0.00 5200.00 5345.58 Agency Mortgage-Backed Securities GNRA 2025-098 WF 549300M8ZYFG0OCMTT87 38381NNP9 2055-05-20 4.881400 0.00 9930787.00 9187463.60 Agency Collateralized Mortgage Obligation GNII SF MA4452 M 549300M8ZYFG0OCMTT87 36179S5M5 2047-05-20 4.000000 0.00 53429000.00 4438629.13 Agency Mortgage-Backed Securities GNII SF MA4070 M 549300M8ZYFG0OCMTT87 36179SQX8 2046-11-20 4.000000 0.00 842994.00 72111.70 Agency Mortgage-Backed Securities GNII SF MA7314 M 549300M8ZYFG0OCMTT87 36179WDT2 2051-03-20 3.500000 0.00 43569605.00 16459097.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0470 S6XOOCT0IEG5ABCC6L87 3142GQQY1 2053-12-01 5.500000 0.00 9518719.00 8105206.63 Agency Mortgage-Backed Securities GNII SF MA7055 M 549300M8ZYFG0OCMTT87 36179VZU7 2050-12-20 4.000000 0.00 247242816.00 70354597.52 Agency Mortgage-Backed Securities GNII SF MA6089 M 549300M8ZYFG0OCMTT87 36179UXS6 2049-07-20 3.000000 0.00 2743469.00 337375.97 Agency Mortgage-Backed Securities GNII SF MA3244 M 549300M8ZYFG0OCMTT87 36179RS91 2045-11-20 3.500000 0.00 884150.00 78441.85 Agency Mortgage-Backed Securities GNII JM MA6566 M 549300M8ZYFG0OCMTT87 36179VJK7 2035-04-20 2.500000 0.00 188060.00 15228.29 Agency Mortgage-Backed Securities GNII SF MA7420 M 549300M8ZYFG0OCMTT87 36179WG51 2051-06-20 3.500000 0.00 80537749.00 35199420.40 Agency Mortgage-Backed Securities GNII SF MA3243 M 549300M8ZYFG0OCMTT87 36179RS83 2045-11-20 3.000000 0.00 88956.00 9437.99 Agency Mortgage-Backed Securities GNII SF MA6933 M 549300M8ZYFG0OCMTT87 36179VV23 2050-10-20 3.500000 0.00 1000.00 284.92 Agency Mortgage-Backed Securities GNII SF MA3520 M 549300M8ZYFG0OCMTT87 36179R4D8 2046-03-20 3.000000 0.00 2255926.00 214764.38 Agency Mortgage-Backed Securities GNII JM MA6030 M 549300M8ZYFG0OCMTT87 36179UVX7 2049-07-20 3.500000 0.00 1984780.00 60284.46 Agency Mortgage-Backed Securities GNII SF MA7475 M 549300M8ZYFG0OCMTT87 36179WJU3 2051-07-20 4.000000 0.00 5040.00 2110.79 Agency Mortgage-Backed Securities GNMI SF 778862 X 549300M8ZYFG0OCMTT87 36176XB73 2042-02-15 3.500000 0.00 376000.00 47347.53 Agency Mortgage-Backed Securities GNII SF MA3664 M 549300M8ZYFG0OCMTT87 36179SB97 2046-05-20 4.000000 0.00 1417493.00 120626.34 Agency Mortgage-Backed Securities GNII JM MA6922 M 549300M8ZYFG0OCMTT87 36179VVP2 2050-10-20 2.500000 0.00 206000.00 69326.16 Agency Mortgage-Backed Securities GNII SF MA6934 M 549300M8ZYFG0OCMTT87 36179VV31 2050-10-20 4.000000 0.00 1026.00 277.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQY3980 S6XOOCT0IEG5ABCC6L87 31426NM64 2055-05-01 6.500000 0.00 1000.00 738.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQY4443 S6XOOCT0IEG5ABCC6L87 31426N5D8 2055-05-01 6.500000 0.00 1000.00 998.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4583 S6XOOCT0IEG5ABCC6L87 31427CCV3 2055-10-01 5.500000 0.00 52490290.00 47740501.11 Agency Mortgage-Backed Securities FEPC 07.000 CLQY6104 S6XOOCT0IEG5ABCC6L87 31426QYA5 2055-04-01 7.000000 0.00 1000.00 695.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3693 S6XOOCT0IEG5ABCC6L87 31425YC70 2055-01-01 6.000000 0.00 1000.00 798.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3267 S6XOOCT0IEG5ABCC6L87 31427ATZ0 2055-09-01 6.500000 0.00 1311982.00 1368823.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0303 S6XOOCT0IEG5ABCC6L87 31427MKR1 2055-02-01 5.500000 0.00 42131360.00 36054082.65 Agency Mortgage-Backed Securities GNII SF DS6972 C 549300M8ZYFG0OCMTT87 3618VTW95 2056-06-20 5.500000 0.00 1008.00 1017.44 Agency Mortgage-Backed Securities GNII SF DT8454 C 549300M8ZYFG0OCMTT87 3618W8MB6 2056-07-20 5.500000 0.00 2000.00 2060.43 Agency Mortgage-Backed Securities GNII SF DT5102 C 549300M8ZYFG0OCMTT87 3618W4U34 2056-07-20 5.500000 0.00 1000.00 1011.11 Agency Mortgage-Backed Securities GNII SF DT0944 C 549300M8ZYFG0OCMTT87 3618W0BM1 2056-06-20 5.000000 0.00 1000.00 969.68 Agency Mortgage-Backed Securities GNII SF MA7994 M 549300M8ZYFG0OCMTT87 36179W3B2 2052-04-20 6.000000 0.00 20000.00 10066.47 Agency Mortgage-Backed Securities GNII SF MA7052 M 549300M8ZYFG0OCMTT87 36179VZR4 2050-12-20 2.500000 0.00 335998.00 127134.35 Agency Mortgage-Backed Securities GNII SF DS5904 C 549300M8ZYFG0OCMTT87 3618VSRZ5 2056-05-20 5.000000 0.00 2000.00 1935.34 Agency Mortgage-Backed Securities GNII SF MA7054 M 549300M8ZYFG0OCMTT87 36179VZT0 2050-12-20 3.500000 0.00 1495393.00 467033.45 Agency Mortgage-Backed Securities GNII SF MA6995 M 549300M8ZYFG0OCMTT87 36179VXY1 2050-11-20 2.500000 0.00 458906.00 166964.38 Agency Mortgage-Backed Securities GNII SF CM7567 C 549300M8ZYFG0OCMTT87 3617YTMQ7 2052-03-20 3.500000 0.00 1000.00 621.45 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3.000000 0.00 3464831.00 497482.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5234 B1V7KEBTPIMZEU4LTD58 3140W5Y81 2052-08-01 3.000000 0.00 1024.00 875.01 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4517 B1V7KEBTPIMZEU4LTD58 3140W5AT1 2055-02-01 4.500000 0.00 2000.00 1784.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6038 B1V7KEBTPIMZEU4LTD58 3140W6V82 2056-04-01 5.000000 0.00 1000.00 977.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4272 B1V7KEBTPIMZEU4LTD58 3140W4XA0 2056-01-01 5.000000 0.00 4995.00 4803.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3208 B1V7KEBTPIMZEU4LTD58 3140W3R68 2055-01-01 5.500000 0.00 2024.00 1877.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQY9384 S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.500000 0.00 3048.00 2688.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3343 S6XOOCT0IEG5ABCC6L87 31427AWD5 2055-09-01 6.000000 0.00 6438320.00 6312182.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6070 B1V7KEBTPIMZEU4LTD58 3140QDW83 2050-06-01 2.000000 0.00 49634016.00 19331150.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3239 B1V7KEBTPIMZEU4LTD58 3140QAS50 2049-03-01 5.000000 0.00 94896.00 24706.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9762 B1V7KEBTPIMZEU4LTD58 3140NEZ40 2053-04-01 5.500000 0.00 4665416.00 3274560.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7109 B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 396000.00 288514.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5640 B1V7KEBTPIMZEU4LTD58 3140QRHS5 2053-02-01 5.000000 0.00 18196176.00 13921392.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1166 B1V7KEBTPIMZEU4LTD58 3140N5JL9 2052-11-01 5.500000 0.00 3000.00 1712.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8482 B1V7KEBTPIMZEU4LTD58 3140NDM87 2053-03-01 5.000000 0.00 4485264.00 3290804.62 Agency Mortgage-Backed Securities FNMS 03.000 CICA1427 B1V7KEBTPIMZEU4LTD58 3140Q8SR7 2033-03-01 3.000000 0.00 1000.00 163.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6584 B1V7KEBTPIMZEU4LTD58 3140NBJ69 2053-04-01 5.000000 0.00 3000.00 2474.98 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3053 B1V7KEBTPIMZEU4LTD58 3140QAMB3 2049-02-01 4.500000 0.00 11478160.00 2910454.69 Agency Mortgage-Backed Securities FNMS 04.500 CLDG8385 B1V7KEBTPIMZEU4LTD58 3140UCJ77 2056-04-01 4.500000 0.00 1000.00 942.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5990 B1V7KEBTPIMZEU4LTD58 3140QRUQ4 2053-03-01 5.500000 0.00 11550000.00 9573393.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6079 B1V7KEBTPIMZEU4LTD58 3140QRXH1 2053-04-01 5.500000 0.00 18631.00 11846.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9323 B1V7KEBTPIMZEU4LTD58 3140QVLD4 2054-10-01 5.500000 0.00 464998.00 396549.72 Agency Mortgage-Backed Securities FNMS 05.000 CIFA4166 B1V7KEBTPIMZEU4LTD58 3140W4TY3 2039-11-01 5.000000 0.00 1000.00 917.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4300 B1V7KEBTPIMZEU4LTD58 3140W4X69 2055-11-01 5.500000 0.00 1000.00 919.33 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5712 B1V7KEBTPIMZEU4LTD58 3140W6K27 2056-05-01 5.000000 0.00 1024.00 995.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5256 B1V7KEBTPIMZEU4LTD58 3140W5ZW7 2056-04-01 5.000000 0.00 3000.00 2906.29 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5156 B1V7KEBTPIMZEU4LTD58 3140W5WS9 2056-03-01 4.500000 0.00 22753146.00 20896675.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5127 B1V7KEBTPIMZEU4LTD58 3140W5VV3 2056-04-01 5.500000 0.00 1000.00 960.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDH4887 B1V7KEBTPIMZEU4LTD58 3140ULND9 2056-07-01 6.000000 0.00 1000.00 1024.58 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 3263000000.00 3263000000.00 0.0084 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 3.640000% ARP1KGPZ0 K8MS7FD7N5Z2WQ51AZ71 0000842180 ARP1KGPZ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 5000000.00 4828666.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 314000.00 313119.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 500100.00 466827.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 16842700.00 18363754.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 15000000.00 14380900.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 100000000.00 96624100.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 200.00 173.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1808200.00 945054.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 800.00 799.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 300.00 291.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 2121100.00 2095192.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 126100.00 123573.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 5180700.00 4879630.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 5845000.00 5465520.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 300.00 294.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 42697000.00 57339091.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 11003000.00 10167153.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 10000000.00 9682241.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 60000000.00 58923044.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 4434800.00 4351876.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 7039500.00 6940137.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 260600.00 265792.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 24599900.00 23972856.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 87.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1783500.00 1526563.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2732400.00 2847998.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 664100.00 657037.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 21200000.00 20733610.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 48124900.00 46652013.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 13168500.00 12368250.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 610000.00 604823.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 3429600.00 4037159.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 819400.00 653454.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 5000000.00 4757815.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 16463000.00 16384339.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 76060000.00 77470646.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 10000000.00 10120827.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 678200.00 966271.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 6999700.00 5159137.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 100.00 146.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 310900.00 351175.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 7238100.00 6776687.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 2210000.00 3469718.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 3934900.00 4184367.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 100000000.00 100645066.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47408975.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 922900.00 931287.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 2855200.00 2853342.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 24376300.00 24242620.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 50000000.00 48810381.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1999200.00 1671787.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 2079200.00 2078574.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 114170200.00 113873953.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 173722900.00 172690812.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 248866900.00 249719748.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 3638100.00 4966341.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5849000.00 6638064.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 11500.00 10010.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 714000.00 691478.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 520100.00 258455.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 31747700.00 21210694.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 5000000.00 4927001.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 7251400.00 7502054.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 604000.00 614319.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 97000.00 100926.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 50000000.00 46852591.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 1700000.00 1733067.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 9000000.00 8960485.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 271500.00 252599.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 524000.00 524290.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 247485800.00 249942057.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 33366400.00 33994772.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 7421300.00 7212998.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 60804000.00 59407311.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 728600.00 724091.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 40000000.00 39594600.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 13044000.00 13066322.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 47587900.00 46827469.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 156517200.00 165034514.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 55600.00 56003.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 14412500.00 13566294.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 2382200.00 2097698.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 100.00 89.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 289243200.00 247996552.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 24999600.00 24760312.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 25689400.00 25732186.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 22015000.00 22072167.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 50000000.00 48926477.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 286753100.00 247095158.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 3277600.00 3229860.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 140000100.00 137282239.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 26900.00 24560.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 50000000.00 47286249.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 23454000.00 23221324.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 101.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 15598700.00 15567241.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 800000.00 810099.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 200.00 130.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1100.00 1022.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 14127000.00 8188937.06 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2837000000.00 2837000000.00 0.0073 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.650000% ARP1KGQ71 M67H5PRC0NQKM73ZAS82 0000026617 ARP1KGQ71 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2.000000 0.00 55996.00 32369.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0027 S6XOOCT0IEG5ABCC6L87 3142J6A52 2055-07-01 5.500000 0.00 20000.00 16668.98 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3053 S6XOOCT0IEG5ABCC6L87 3142GTMB9 2054-12-01 5.000000 0.00 32023144.00 28061575.92 Agency Mortgage-Backed Securities FEPC 04.000 CLQY5062 S6XOOCT0IEG5ABCC6L87 31426PTU9 2055-05-01 4.000000 0.00 194356.00 175953.64 Agency Mortgage-Backed Securities FEPC 04.000 CLQX8157 S6XOOCT0IEG5ABCC6L87 31426FB30 2055-03-01 4.000000 0.00 1067112.00 964161.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6566 S6XOOCT0IEG5ABCC6L87 3142GXJL2 2056-05-01 5.500000 0.00 897661.00 887908.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAD6890 B1V7KEBTPIMZEU4LTD58 31418UUQ5 2040-06-01 4.500000 0.00 7050000.00 302209.28 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0110 S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 81367615.00 77529991.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5362 B1V7KEBTPIMZEU4LTD58 3140W55Y6 2055-12-01 4.000000 0.00 1198116.00 1099206.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6440 B1V7KEBTPIMZEU4LTD58 3140W7EN6 2056-07-01 5.500000 0.00 64271106.00 64202035.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4737 B1V7KEBTPIMZEU4LTD58 3140X8HP5 2050-09-01 3.500000 0.00 700000.00 212098.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAB3393 B1V7KEBTPIMZEU4LTD58 31416YXX1 2041-08-01 4.500000 0.00 19000000.00 2031835.69 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2111 B1V7KEBTPIMZEU4LTD58 3140XHKZ9 2045-10-01 4.500000 0.00 725000.00 453862.55 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5220 B1V7KEBTPIMZEU4LTD58 31418EYS3 2038-12-01 6.000000 0.00 1000000.00 382640.33 Agency Mortgage-Backed Securities FNMS 05.500 CZ931464 B1V7KEBTPIMZEU4LTD58 31412PZ53 2049-02-01 5.500000 0.00 8720216.00 285408.86 Agency Mortgage-Backed Securities FNMS 03.500 CRAB8283 B1V7KEBTPIMZEU4LTD58 31417FFZ6 2042-08-01 3.500000 0.00 20000000.00 1676279.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6221 B1V7KEBTPIMZEU4LTD58 3140UM4F3 2056-07-01 5.500000 0.00 2284793.00 2292518.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVT32 2054-08-25 4.566100 0.00 73100000.00 45185416.90 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDD5558 B1V7KEBTPIMZEU4LTD58 3140B6E84 2055-03-01 6.000000 0.00 2938993.00 2211118.65 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQ4U0 2054-03-25 4.716100 0.00 43135112.00 25812807.28 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXG57 2055-10-25 4.566100 0.00 34306923.00 28339713.72 Agency Collateralized Mortgage Obligation FNMS 07.000 CLDC4148 B1V7KEBTPIMZEU4LTD58 3140ARTE0 2054-09-01 7.000000 0.00 1318496.00 1227486.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4286 B1V7KEBTPIMZEU4LTD58 3140HHXQ3 2048-09-01 4.500000 0.00 2136502.00 722935.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9723 B1V7KEBTPIMZEU4LTD58 3140HPYV3 2048-08-01 4.000000 0.00 1774415.00 557494.30 Agency Mortgage-Backed Securities FNAR XX.XXX LB837923 B1V7KEBTPIMZEU4LTD58 31407Q4G8 2035-08-01 6.349000 0.00 115050000.00 703774.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0099 B1V7KEBTPIMZEU4LTD58 3140HDDD3 2048-05-01 4.000000 0.00 1057492.00 237931.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBK2582 B1V7KEBTPIMZEU4LTD58 3140HF2Q1 2048-02-01 4.000000 0.00 1032103.00 173525.72 Agency Mortgage-Backed Securities FNMS 03.000 REBM4831 B1V7KEBTPIMZEU4LTD58 3140J9LM1 2048-10-01 3.000000 0.00 555000.00 53484.57 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4626 S6XOOCT0IEG5ABCC6L87 3132A5D77 2045-08-01 3.500000 0.00 12455460.00 1096617.55 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4585 S6XOOCT0IEG5ABCC6L87 3132A5CW3 2044-10-01 3.500000 0.00 1050000.00 73112.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9591 S6XOOCT0IEG5ABCC6L87 3133BKUQ0 2052-09-01 5.000000 0.00 1543000.00 731900.06 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HJ4Q7 2055-01-25 4.466100 0.00 50000000.00 33836754.86 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZS4614 S6XOOCT0IEG5ABCC6L87 3132A5DT9 2045-05-01 3.500000 0.00 500000.00 48188.87 Agency Mortgage-Backed Securities FEPC 06.500 CISB8365 S6XOOCT0IEG5ABCC6L87 3132D6JJ0 2040-01-01 6.500000 0.00 273870.00 129176.60 Agency Mortgage-Backed Securities 05.000 FGPC Q01335 G S6XOOCT0IEG5ABCC6L87 3132GEPU8 2041-06-01 5.000000 0.00 7044981.00 573058.17 Agency Mortgage-Backed Securities FKAR WV0322 S6XOOCT0IEG5ABCC6L87 3132V8LB0 2036-04-01 4.190000 0.00 57988000.00 58000854.03 Agency Mortgage-Backed Securities 04.000 FGPC Q43886 G S6XOOCT0IEG5ABCC6L87 3132WHJ89 2046-10-01 4.000000 0.00 6491000.00 1469205.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2185 S6XOOCT0IEG5ABCC6L87 3133CSNA5 2054-08-01 5.500000 0.00 791520.00 302358.85 Agency Mortgage-Backed Securities FNRM CL068AC R25F068 B1V7KEBTPIMZEU4LTD58 3136BWL95 2052-01-25 5.500000 0.00 47153002.00 33266410.32 Agency Collateralized Mortgage Obligation FEPC 04.000 CLRQ0000 S6XOOCT0IEG5ABCC6L87 3142J6AA1 2055-03-01 4.000000 0.00 1047594.00 918564.99 Agency Mortgage-Backed Securities FEPC 04.000 CLTA2580 S6XOOCT0IEG5ABCC6L87 3142JQ2N8 2055-12-01 4.000000 0.00 1106133.00 1010376.58 Agency Mortgage-Backed Securities FEPC 04.000 CLTA1390 S6XOOCT0IEG5ABCC6L87 3142JPRL7 2055-12-01 4.000000 0.00 1984239.00 1813969.90 Agency Mortgage-Backed Securities FEPC 05.500 CIRR0109 S6XOOCT0IEG5ABCC6L87 3142JCDP2 2041-07-01 5.500000 0.00 3683873.00 3744742.86 Agency Mortgage-Backed Securities FEPC 05.000 CLTA0400 S6XOOCT0IEG5ABCC6L87 3142JNNS1 2055-12-01 5.000000 0.00 1770000.00 1711396.97 Agency Mortgage-Backed Securities FEPC 04.000 CLTA5519 S6XOOCT0IEG5ABCC6L87 3142JUDZ0 2056-01-01 4.000000 0.00 1784473.00 1628896.92 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0053 S6XOOCT0IEG5ABCC6L87 3142J6BX0 2055-10-01 4.000000 0.00 1145570.00 1025124.60 Agency Mortgage-Backed Securities GNII SF MA7826 M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 71013.00 40458.84 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1533 S6XOOCT0IEG5ABCC6L87 3132DNV26 2052-09-01 4.500000 0.00 280000.00 210393.47 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9374 S6XOOCT0IEG5ABCC6L87 3133WGMX0 2054-07-01 7.000000 0.00 1163063.00 879992.72 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ6664 S6XOOCT0IEG5ABCC6L87 3133CXMM9 2054-10-01 4.500000 0.00 73154.00 63980.90 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.500000 0.00 2703.00 1530.64 Agency Mortgage-Backed Securities FEPC 02.500 CISB1708 S6XOOCT0IEG5ABCC6L87 3132CX3R1 2037-11-01 2.500000 0.00 450092.00 370680.64 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0436 S6XOOCT0IEG5ABCC6L87 3132DMPV1 2050-09-01 2.500000 0.00 200000.00 92928.75 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0718 S6XOOCT0IEG5ABCC6L87 3132DMYP4 2051-08-01 2.500000 0.00 561872.00 346138.32 Agency Mortgage-Backed Securities FEPC 05.500 CTZT1806 S6XOOCT0IEG5ABCC6L87 3132AEAF3 2029-02-01 5.500000 0.00 252778.00 5280.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8092 B1V7KEBTPIMZEU4LTD58 3140NC7E3 2053-04-01 5.000000 0.00 930570.00 749150.84 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4192 B1V7KEBTPIMZEU4LTD58 3140W4US4 2052-06-01 2.000000 0.00 1273711.00 972929.54 Agency Mortgage-Backed Securities FNMS 04.000 CLDF4745 B1V7KEBTPIMZEU4LTD58 3140BVHX1 2055-11-01 4.000000 0.00 1068281.00 975674.29 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 1000.00 666.21 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8246 B1V7KEBTPIMZEU4LTD58 3140NREU6 2053-08-01 6.000000 0.00 2058198.00 1758397.49 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4364 B1V7KEBTPIMZEU4LTD58 3140QPZ67 2052-08-01 3.500000 0.00 3630558.00 2381377.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 B1V7KEBTPIMZEU4LTD58 3140GYGZ6 2048-01-01 3.500000 0.00 4000.00 557.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1927 B1V7KEBTPIMZEU4LTD58 3140BED96 2055-06-01 6.500000 0.00 1207409.00 411909.82 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMHY9 2055-08-25 4.566100 0.00 29600000.00 21342015.66 Agency Collateralized Mortgage Obligation FNMS 07.000 CLDC4147 B1V7KEBTPIMZEU4LTD58 3140ARTD2 2054-09-01 7.000000 0.00 1886142.00 1928659.69 Agency Mortgage-Backed Securities FNMS 05.000 CL740170 B1V7KEBTPIMZEU4LTD58 31402WJP4 2033-09-01 5.000000 0.00 137151317.00 1437679.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAT5596 B1V7KEBTPIMZEU4LTD58 3138WTGE0 2043-05-01 3.500000 0.00 8907139.00 1855570.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3790 B1V7KEBTPIMZEU4LTD58 3140ARF88 2054-10-01 5.500000 0.00 1010233.00 937644.37 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMK58 2055-06-25 4.616100 0.00 75000000.00 54114015.58 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJGF8 2055-02-25 4.616100 0.00 900000.00 647601.45 Agency Collateralized Mortgage Obligation FNMS 04.000 CLAX2668 B1V7KEBTPIMZEU4LTD58 3138Y36E6 2044-09-01 4.000000 0.00 5710319.00 659918.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0412 B1V7KEBTPIMZEU4LTD58 3140AMN64 2054-09-01 5.500000 0.00 1073150.00 935804.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0560 B1V7KEBTPIMZEU4LTD58 3140JGTS4 2048-11-01 4.000000 0.00 7425173.00 1117409.09 Agency Mortgage-Backed Securities FNMS 04.500 CLDB2922 B1V7KEBTPIMZEU4LTD58 3140ACG80 2056-05-01 4.500000 0.00 1992632.00 1889333.37 Agency Mortgage-Backed Securities FNMS 04.000 CLDD7148 B1V7KEBTPIMZEU4LTD58 3140B75J8 2055-10-01 4.000000 0.00 1013037.00 919106.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4582 B1V7KEBTPIMZEU4LTD58 3140ASCU0 2054-11-01 5.500000 0.00 3435000.00 2407776.09 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6.000000 0.00 600000.00 384632.50 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1059 S6XOOCT0IEG5ABCC6L87 3132DNE82 2052-06-01 3.500000 0.00 3325000.00 2170606.47 Agency Mortgage-Backed Securities 04.000 FGPC Q04359 G S6XOOCT0IEG5ABCC6L87 3132GKQL3 2041-11-01 4.000000 0.00 5401000.00 344773.48 Agency Mortgage-Backed Securities FEPC 06.000 CNRD5234 S6XOOCT0IEG5ABCC6L87 3133LPY76 2035-01-01 6.000000 0.00 565900.00 304070.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6475 S6XOOCT0IEG5ABCC6L87 3133C7FQ5 2053-07-01 5.500000 0.00 2778619.00 787882.72 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2962 S6XOOCT0IEG5ABCC6L87 3133KJJF0 2050-07-01 2.500000 0.00 1300000.00 477663.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6757 B1V7KEBTPIMZEU4LTD58 3138EBQK4 2042-03-01 4.000000 0.00 1188.00 68.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8718 B1V7KEBTPIMZEU4LTD58 3138W6VL7 2043-04-01 3.500000 0.00 1437025.00 266291.63 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 B1V7KEBTPIMZEU4LTD58 3138WT6N1 2028-06-01 3.000000 0.00 10240000.00 257274.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXLL6 2055-07-25 4.566100 0.00 36757000.00 30930688.35 Agency Collateralized Mortgage Obligation FNMS 04.000 CLAO1732 B1V7KEBTPIMZEU4LTD58 3138LR4S8 2042-05-01 4.000000 0.00 12000000.00 810886.73 Agency Mortgage-Backed Securities FNMS 04.000 CLDC9953 B1V7KEBTPIMZEU4LTD58 3140AYBX2 2054-12-01 4.000000 0.00 1963753.00 1760937.52 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3774 B1V7KEBTPIMZEU4LTD58 3138WDFQ9 2044-11-01 4.000000 0.00 11095090.00 2161557.54 Agency Mortgage-Backed Securities FNMS 07.000 CLDE1509 B1V7KEBTPIMZEU4LTD58 3140BDVB3 2055-06-01 7.000000 0.00 1081271.00 1133124.77 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HAXE1 2053-11-25 5.166100 0.00 150000000.00 56389695.15 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLZC9 2055-06-25 5.546100 0.00 329719887.00 236181403.39 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDC3025 B1V7KEBTPIMZEU4LTD58 3140AQLF7 2054-10-01 5.500000 0.00 1303230.00 1166846.80 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0498 B1V7KEBTPIMZEU4LTD58 3140Q7RU3 2047-10-01 4.500000 0.00 7395000.00 2127929.31 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3641 B1V7KEBTPIMZEU4LTD58 3140U7BK7 2056-03-01 4.500000 0.00 1734219.00 1433767.10 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8198 B1V7KEBTPIMZEU4LTD58 3140AWDC0 2055-05-01 6.000000 0.00 3515524.00 2389335.11 Agency Mortgage-Backed Securities FNMS 04.000 CLDD2618 B1V7KEBTPIMZEU4LTD58 3140B24C5 2055-03-01 4.000000 0.00 1077087.00 971633.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8787 B1V7KEBTPIMZEU4LTD58 3140HAXR6 2048-02-01 4.000000 0.00 1985200.00 386979.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5860 B1V7KEBTPIMZEU4LTD58 3140BWQN1 2055-12-01 5.000000 0.00 745000.00 685194.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7160 B1V7KEBTPIMZEU4LTD58 3140MY5W8 2052-08-01 5.000000 0.00 1624731.00 1256540.88 Agency Mortgage-Backed Securities FEPC 04.000 CLQX1326 S6XOOCT0IEG5ABCC6L87 31425VPL1 2054-12-01 4.000000 0.00 1233841.00 978003.98 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0146 S6XOOCT0IEG5ABCC6L87 3142J6EU3 2056-07-01 5.500000 0.00 2389477.00 2386904.33 Agency Mortgage-Backed Securities FEPC 04.000 CLTA5503 S6XOOCT0IEG5ABCC6L87 3142JUDH0 2056-01-01 4.000000 0.00 1306344.00 1193362.05 Agency Mortgage-Backed Securities FEPC 04.000 CLTA6769 S6XOOCT0IEG5ABCC6L87 3142JVQX9 2056-02-01 4.000000 0.00 1915724.00 1754990.80 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0117 S6XOOCT0IEG5ABCC6L87 3142J6DX8 2056-05-01 4.500000 0.00 20715440.00 19447304.82 Agency Mortgage-Backed Securities FEPC 07.000 CLRQ0067 S6XOOCT0IEG5ABCC6L87 3142J6CD3 2055-11-01 7.000000 0.00 4856.00 3739.63 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0082 S6XOOCT0IEG5ABCC6L87 3142J6CU5 2056-01-01 4.000000 0.00 1085236.00 972363.23 Agency Mortgage-Backed Securities FEPC 04.500 CIRR0037 S6XOOCT0IEG5ABCC6L87 3142JCBF6 2040-11-01 4.500000 0.00 297757.00 263752.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3562 S6XOOCT0IEG5ABCC6L87 31427Q5Y4 2055-10-01 5.500000 0.00 2711000.00 2355400.93 Agency Mortgage-Backed Securities FEPC 04.000 CLTA0811 S6XOOCT0IEG5ABCC6L87 3142JN3V6 2055-12-01 4.000000 0.00 1416844.00 1293278.62 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0092 S6XOOCT0IEG5ABCC6L87 3142J6C68 2056-02-01 4.000000 0.00 1055635.00 948701.70 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0074 S6XOOCT0IEG5ABCC6L87 3142J6CL5 2055-12-01 4.500000 0.00 412264.00 380039.41 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0130 S6XOOCT0IEG5ABCC6L87 3142J6EC3 2056-06-01 6.500000 0.00 70304.00 70448.71 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5643 B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4.000000 0.00 2123943.00 1826368.06 Agency Mortgage-Backed Securities FNMS 05.500 CNMA5935 B1V7KEBTPIMZEU4LTD58 31418FSZ1 2035-11-01 5.500000 0.00 280000.00 239617.41 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5980 B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-02-01 6.000000 0.00 146491.00 130151.52 Agency Mortgage-Backed Securities FEPC 04.500 CLTA3115 S6XOOCT0IEG5ABCC6L87 3142JRN94 2056-01-01 4.500000 0.00 95515.00 89952.27 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0019 S6XOOCT0IEG5ABCC6L87 3142J6AV5 2055-05-01 4.000000 0.00 1555692.00 1402185.24 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0108 S6XOOCT0IEG5ABCC6L87 3142J6DN0 2056-04-01 4.000000 0.00 1025951.00 928049.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7156 B1V7KEBTPIMZEU4LTD58 3140UA5S0 2056-05-01 5.500000 0.00 1137841.00 1140146.26 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3425 B1V7KEBTPIMZEU4LTD58 3140U6YX6 2056-03-01 4.500000 0.00 848997.00 759511.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4893 B1V7KEBTPIMZEU4LTD58 3140U8NK2 2056-06-01 5.500000 0.00 1159447.00 1162413.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0620 B1V7KEBTPIMZEU4LTD58 3140W0VN2 2055-02-01 5.000000 0.00 41740366.00 36334023.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4599 B1V7KEBTPIMZEU4LTD58 3140XLDD7 2053-03-01 5.500000 0.00 2371839.00 1781973.06 Agency Mortgage-Backed Securities GNRA 2024-044 FC 549300M8ZYFG0OCMTT87 38384KR94 2054-03-20 4.821400 0.00 50000000.00 22010329.60 Agency Collateralized Mortgage Obligation GNRM 2025-097 MA 549300M8ZYFG0OCMTT87 38385G6K0 2046-02-20 5.500000 0.00 26820835.00 11882069.53 Agency Collateralized Mortgage Obligation GNRA 2024-080 FA 549300M8ZYFG0OCMTT87 38384NMN2 2054-05-20 4.721400 0.00 49401189.00 38720117.55 Agency Collateralized Mortgage Obligation FMAR 1G2137 G S6XOOCT0IEG5ABCC6L87 3128QSLS3 2037-08-01 6.833000 0.00 25064230.00 165413.84 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G S6XOOCT0IEG5ABCC6L87 3128M5BM1 2037-10-01 6.500000 0.00 7685608.00 63855.10 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G S6XOOCT0IEG5ABCC6L87 3128MJZF0 2047-01-01 3.000000 0.00 3000000.00 512443.18 Agency Mortgage-Backed Securities 05.500 FGPC G04153 G S6XOOCT0IEG5ABCC6L87 3128M55N6 2038-03-01 5.500000 0.00 8800000.00 44292.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6506 S6XOOCT0IEG5ABCC6L87 3133BUGP6 2053-01-01 6.000000 0.00 2504212.00 1237703.10 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8512 S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 2076646.00 1762401.76 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8503 S6XOOCT0IEG5ABCC6L87 3132DWNU3 2055-02-01 4.000000 0.00 1068118.00 911326.39 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HLZD7 2055-06-25 4.616100 0.00 1000000.00 714483.29 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVQP6 2055-04-25 4.516100 0.00 102500000.00 64465547.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU5M8 2055-01-25 4.566100 0.00 1000000.00 632540.99 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMEX4 2055-08-25 4.616100 0.00 1500000.00 1085694.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSRZ0 2054-08-25 4.766100 0.00 80290000.00 29235340.11 Agency Collateralized Mortgage Obligation GNRA 2025-001 FP 549300M8ZYFG0OCMTT87 38385CSA7 2055-01-20 4.521400 0.00 74053571.00 31378790.10 Agency Collateralized Mortgage Obligation GNRA 2023-185 FA 549300M8ZYFG0OCMTT87 38384GTS9 2053-12-20 4.721400 0.00 150000000.00 36789594.39 Agency Collateralized Mortgage Obligation GNRM 2025-044 GV 549300M8ZYFG0OCMTT87 38385EBR4 2036-01-20 6.000000 0.00 10407000.00 9599923.94 Agency Collateralized Mortgage Obligation GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 59800000.00 36746537.02 Agency Mortgage-Backed Securities GNII SF MB0938 M 549300M8ZYFG0OCMTT87 3618N6BG1 2056-01-20 6.000000 0.00 203320.00 204912.70 Agency Mortgage-Backed Securities GNII SF MB1282 M 549300M8ZYFG0OCMTT87 3618N6M87 2056-07-20 4.000000 0.00 86742297.00 79323517.45 Agency Mortgage-Backed Securities GNII SF MB0810 M 549300M8ZYFG0OCMTT87 3618N53U1 2055-11-20 3.500000 0.00 201322.00 175482.18 Agency Mortgage-Backed Securities GNII SF MB1281 M 549300M8ZYFG0OCMTT87 3618N6M79 2056-05-20 3.500000 0.00 10728103.00 9487952.18 Agency Mortgage-Backed Securities GNII SF MB0747 M 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 753905.00 686277.73 Agency Mortgage-Backed Securities GNII SF MB1216 M 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 5.000000 0.00 24522301.00 23945202.51 Agency Mortgage-Backed Securities GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 356988.00 342408.96 Agency Mortgage-Backed Securities GNRA 2025-169 GF 549300M8ZYFG0OCMTT87 38385HME4 2065-10-20 4.621400 0.00 70414292.00 32418352.78 Agency Collateralized Mortgage Obligation FNMS 05.500 CLAD0224 B1V7KEBTPIMZEU4LTD58 31418MHA3 2039-09-01 5.500000 0.00 14366362.00 303594.89 Agency Mortgage-Backed Securities FNMS 05.500 CIMA6127 B1V7KEBTPIMZEU4LTD58 31418FYZ4 2041-07-01 5.500000 0.00 326146.00 328189.33 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0139 S6XOOCT0IEG5ABCC6L87 3142J6EM1 2056-07-01 6.500000 0.00 930988.00 947798.59 Agency Mortgage-Backed Securities FEPC 04.500 CLTB8155 S6XOOCT0IEG5ABCC6L87 3142KABZ4 2056-04-01 4.500000 0.00 200000.00 189853.00 Agency Mortgage-Backed Securities FEPC 06.500 CLQY1674 S6XOOCT0IEG5ABCC6L87 31426K2G0 2055-04-01 6.500000 0.00 1183342.00 1217899.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4180 S6XOOCT0IEG5ABCC6L87 31427RUE8 2055-09-01 6.000000 0.00 4854351.00 4449127.18 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5788 B1V7KEBTPIMZEU4LTD58 31418FNE3 2055-07-01 3.500000 0.00 518301.00 444767.59 Agency Mortgage-Backed Securities FEPC 04.500 CLTB7475 S6XOOCT0IEG5ABCC6L87 3142K9JV8 2056-07-01 4.500000 0.00 1011086.00 959897.04 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5844 B1V7KEBTPIMZEU4LTD58 31418FP68 2055-09-01 7.500000 0.00 448367.00 246633.08 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ5543 S6XOOCT0IEG5ABCC6L87 31427DER8 2055-10-01 4.000000 0.00 2037127.00 1853257.10 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9876 S6XOOCT0IEG5ABCC6L87 31427K6N0 2055-12-01 5.500000 0.00 1736367.00 1613651.00 Agency Mortgage-Backed Securities FNMS 03.500 CLMA6076 B1V7KEBTPIMZEU4LTD58 31418FXE2 2056-06-01 3.500000 0.00 367490.00 326599.70 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6476 B1V7KEBTPIMZEU4LTD58 3140W7FS4 2056-07-01 5.000000 0.00 1668671.00 1626262.84 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5876 B1V7KEBTPIMZEU4LTD58 31418FQ67 2055-11-01 4.000000 0.00 158331.00 141819.71 Agency Mortgage-Backed Securities FNMS 03.000 CNMA4621 B1V7KEBTPIMZEU4LTD58 31418ED31 2032-04-01 3.000000 0.00 62000.00 20408.39 Agency Mortgage-Backed Securities FNAR XX.XXX SOBW9767 B1V7KEBTPIMZEU4LTD58 3140N2Z95 2053-06-01 5.555000 0.00 19000000.00 13176621.72 Agency Mortgage-Backed Securities FNMS 06.500 CLBY1426 B1V7KEBTPIMZEU4LTD58 3140NHSQ2 2053-11-01 6.500000 0.00 2560000.00 1903999.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2472 B1V7KEBTPIMZEU4LTD58 3140Q9XA6 2048-10-01 4.000000 0.00 20000.00 4221.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6824 B1V7KEBTPIMZEU4LTD58 3138EBSN6 2042-03-01 4.000000 0.00 22494802.00 1727683.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDD7313 B1V7KEBTPIMZEU4LTD58 3140B8DT5 2055-06-01 6.000000 0.00 832552.00 519220.79 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7333 B1V7KEBTPIMZEU4LTD58 3138X7EF6 2043-09-01 4.000000 0.00 3615289.00 577164.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4864 B1V7KEBTPIMZEU4LTD58 3140ASMN5 2054-10-01 6.500000 0.00 1026345.00 846808.75 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HLME9 2055-06-25 4.616100 0.00 7600000.00 4863539.77 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQH1193 S6XOOCT0IEG5ABCC6L87 3133CDKE3 2053-09-01 6.500000 0.00 2050943.00 1776323.07 Agency Mortgage-Backed Securities FNMS 04.500 CLAI9484 B1V7KEBTPIMZEU4LTD58 3138APRE0 2041-09-01 4.500000 0.00 16132294.00 244440.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXZK3 2055-08-25 4.516100 0.00 500000.00 472838.62 Agency Collateralized Mortgage Obligation FNRM CL050BC R25F050 B1V7KEBTPIMZEU4LTD58 3136BWUM6 2051-11-25 5.500000 0.00 25260593.00 17665388.68 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HANW2 2053-10-25 4.916100 0.00 44503874.00 21187755.32 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHMW8 2054-12-25 4.516100 0.00 69227798.00 44777225.91 Agency Collateralized Mortgage Obligation FNAR XX.XXX SOBW4934 B1V7KEBTPIMZEU4LTD58 3140MWPU4 2053-05-01 5.474000 0.00 18500000.00 11905480.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6803 B1V7KEBTPIMZEU4LTD58 3140JPRZ0 2049-02-01 4.500000 0.00 1706293.00 282167.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9503 B1V7KEBTPIMZEU4LTD58 3140BNRZ3 2055-09-01 5.500000 0.00 1198519.00 1195062.83 Agency Mortgage-Backed Securities FNMS 04.000 CLDE3908 B1V7KEBTPIMZEU4LTD58 3140BGKW2 2056-01-01 4.000000 0.00 1137287.00 1032832.00 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8234 B1V7KEBTPIMZEU4LTD58 3140BMEG1 2055-09-01 6.500000 0.00 1457035.00 1124469.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8152 B1V7KEBTPIMZEU4LTD58 3140B9BW8 2055-04-01 6.000000 0.00 1451442.00 1067260.84 Agency Mortgage-Backed Securities GNRA 2023-173 CF 549300M8ZYFG0OCMTT87 38384GDG2 2053-11-20 4.871400 0.00 30000000.00 21560220.05 Agency Collateralized Mortgage Obligation GNRA 2025-105 F 549300M8ZYFG0OCMTT87 38381NEA2 2065-06-20 4.521400 0.00 142000000.00 98898303.24 Agency Collateralized Mortgage Obligation GNII SF MB1142 M 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5.000000 0.00 24359247.00 23720481.20 Agency Mortgage-Backed Securities GNII SF MB1139 M 549300M8ZYFG0OCMTT87 3618N6HR1 2050-02-20 3.500000 0.00 1683267.00 1482965.08 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 6080778.00 5869565.45 Agency Mortgage-Backed Securities GNII SF MB1214 M 549300M8ZYFG0OCMTT87 3618N6K48 2056-05-20 4.000000 0.00 2828097.00 2582548.33 Agency Mortgage-Backed Securities GNRA 2024-019 FA 549300M8ZYFG0OCMTT87 38384KAE1 2054-02-20 4.671400 0.00 55696310.00 30966778.73 Agency Collateralized Mortgage Obligation FEPC 05.500 CLTA0878 S6XOOCT0IEG5ABCC6L87 3142JN6Q4 2055-12-01 5.500000 0.00 2066795.00 1618303.36 Agency Mortgage-Backed Securities GNII SF MA9305 M 549300M8ZYFG0OCMTT87 36179YKS2 2053-11-20 5.500000 0.00 1509204.00 1044234.85 Agency Mortgage-Backed Securities GNII SF MB0869 M 549300M8ZYFG0OCMTT87 3618N56F1 2055-12-20 4.000000 0.00 4490963.00 4054560.20 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 9976653.00 9596261.50 Agency Mortgage-Backed Securities GNRA 2023-113 FW 549300M8ZYFG0OCMTT87 38384CWN5 2053-08-20 4.921400 0.00 20000000.00 16355794.23 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDG9927 B1V7KEBTPIMZEU4LTD58 3140UEA56 2056-05-01 6.000000 0.00 1673213.00 1710153.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6978 B1V7KEBTPIMZEU4LTD58 3140UAXG5 2056-06-01 5.000000 0.00 1928940.00 1886214.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0405 B1V7KEBTPIMZEU4LTD58 3140UFNX8 2056-06-01 5.000000 0.00 1659873.00 1622726.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0403 B1V7KEBTPIMZEU4LTD58 3140UFNV2 2056-06-01 5.000000 0.00 1212330.00 1186911.35 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 1643000.00 1158757.98 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3.000000 0.00 5000.00 3057.27 Agency Mortgage-Backed Securities FEPC 04.000 CLQY5967 S6XOOCT0IEG5ABCC6L87 31426QTZ6 2055-06-01 4.000000 0.00 140584.00 123527.74 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5720 S6XOOCT0IEG5ABCC6L87 31426BLA2 2055-02-01 5.500000 0.00 2498959.00 1478489.69 Agency Mortgage-Backed Securities FEPC 04.000 CLQY3408 S6XOOCT0IEG5ABCC6L87 31426MYE6 2055-05-01 4.000000 0.00 856205.00 775793.76 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3557 B1V7KEBTPIMZEU4LTD58 31418C5T7 2029-01-01 4.000000 0.00 91884.00 3888.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQX8223 S6XOOCT0IEG5ABCC6L87 31426FD53 2055-01-01 5.000000 0.00 1108218.00 1045677.72 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5783 S6XOOCT0IEG5ABCC6L87 3142K7M97 2056-06-01 5.000000 0.00 1394621.00 1365412.62 Agency Mortgage-Backed Securities FEPC 04.000 CLQY1100 S6XOOCT0IEG5ABCC6L87 31426KGJ9 2055-04-01 4.000000 0.00 1153701.00 1029885.19 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5743 S6XOOCT0IEG5ABCC6L87 3142K7LZ0 2056-06-01 5.500000 0.00 1528560.00 1532724.72 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5305 S6XOOCT0IEG5ABCC6L87 3142K63P4 2056-05-01 5.000000 0.00 1405565.00 1376123.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0056 S6XOOCT0IEG5ABCC6L87 3142J6B28 2055-10-01 5.500000 0.00 472704.00 408010.69 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1366 S6XOOCT0IEG5ABCC6L87 31426XQU5 2055-08-01 6.000000 0.00 1258043.00 1281150.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQY3046 S6XOOCT0IEG5ABCC6L87 31426ML42 2055-04-01 6.000000 0.00 1179764.00 1191225.67 Agency Mortgage-Backed Securities FEPC 04.000 CLTA0871 S6XOOCT0IEG5ABCC6L87 3142JN6H4 2055-12-01 4.000000 0.00 358307.00 327418.32 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1368 S6XOOCT0IEG5ABCC6L87 31426XQW1 2055-07-01 6.000000 0.00 2245312.00 2250138.85 Agency Mortgage-Backed Securities FEPC 04.000 CLRJ6334 S6XOOCT0IEG5ABCC6L87 3142GXBC0 2055-12-01 4.000000 0.00 1931127.00 1739544.83 Agency Mortgage-Backed Securities FEPC 04.000 CLTB2374 S6XOOCT0IEG5ABCC6L87 3142K3T81 2056-05-01 4.000000 0.00 1092613.00 978752.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQX9668 S6XOOCT0IEG5ABCC6L87 31426GW68 2055-04-01 4.000000 0.00 1833957.00 1654475.86 Agency Mortgage-Backed Securities FEPC 04.500 CLTB3193 S6XOOCT0IEG5ABCC6L87 3142K4RP3 2056-05-01 4.500000 0.00 1078787.00 1021781.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0952 B1V7KEBTPIMZEU4LTD58 3140JHBW2 2048-11-01 4.500000 0.00 2473083.00 763024.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 B1V7KEBTPIMZEU4LTD58 3140QU6J0 2054-08-01 5.000000 0.00 1799000.00 1509484.88 Agency Mortgage-Backed Securities FNMS 04.000 CLDC9872 B1V7KEBTPIMZEU4LTD58 3140AX6J1 2054-12-01 4.000000 0.00 1229566.00 991792.70 Agency Mortgage-Backed Securities FNMS 04.000 CLDD6972 B1V7KEBTPIMZEU4LTD58 3140B7XA6 2055-04-01 4.000000 0.00 1031543.00 931492.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5829 B1V7KEBTPIMZEU4LTD58 3138A7PP7 2041-02-01 4.500000 0.00 14596710.00 1456711.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9590 B1V7KEBTPIMZEU4LTD58 3140AXUQ8 2054-12-01 6.000000 0.00 1240000.00 964448.70 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6034 B1V7KEBTPIMZEU4LTD58 3140MKV41 2055-06-01 4.000000 0.00 1833965.00 1664910.86 Agency Mortgage-Backed Securities FNMS 02.000 CIBU0936 B1V7KEBTPIMZEU4LTD58 3140M2BE1 2036-10-01 2.000000 0.00 560754.00 281258.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6436 B1V7KEBTPIMZEU4LTD58 3140MLEJ5 2055-10-01 4.000000 0.00 201885.00 184359.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBO9446 B1V7KEBTPIMZEU4LTD58 3140K5P84 2053-07-01 5.500000 0.00 1126837.00 543927.82 Agency Mortgage-Backed Securities FNMS 04.000 CLDD9090 B1V7KEBTPIMZEU4LTD58 3140BAC46 2055-05-01 4.000000 0.00 1995953.00 1745406.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8677 B1V7KEBTPIMZEU4LTD58 3140BMUB4 2055-09-01 6.500000 0.00 1534447.00 791845.03 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1796 B1V7KEBTPIMZEU4LTD58 3138WA7J0 2044-02-01 4.500000 0.00 49998151.00 2102596.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAO2159 B1V7KEBTPIMZEU4LTD58 3138LSMH0 2042-05-01 4.000000 0.00 20489433.00 1552725.57 Agency Mortgage-Backed Securities FEPC 06.000 CLQI3149 S6XOOCT0IEG5ABCC6L87 3133W9QA2 2054-04-01 6.000000 0.00 1093425.00 856248.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAP0518 B1V7KEBTPIMZEU4LTD58 3138M3SG0 2042-08-01 3.500000 0.00 2611307.00 581883.15 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HF2N4 2054-08-25 4.516100 0.00 76803345.00 49453292.49 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAP1345 B1V7KEBTPIMZEU4LTD58 3138M4P71 2042-07-01 3.500000 0.00 1883936.00 407545.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQG3017 S6XOOCT0IEG5ABCC6L87 3133C3K62 2053-05-01 5.000000 0.00 808260.00 293802.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1001 S6XOOCT0IEG5ABCC6L87 3133BNDE0 2052-10-01 5.000000 0.00 1440500.00 792158.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8147 B1V7KEBTPIMZEU4LTD58 3140AWBR9 2054-12-01 5.500000 0.00 2133310.00 2024144.06 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HF5T8 2054-08-25 4.516100 0.00 38931766.00 21910225.15 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQF5901 S6XOOCT0IEG5ABCC6L87 3133BTRW2 2053-01-01 5.500000 0.00 1427659.00 939018.12 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HDSR2 2054-07-25 4.516100 0.00 36021747.00 14366769.39 Agency Collateralized Mortgage Obligation FNMS 04.000 CLDE6901 B1V7KEBTPIMZEU4LTD58 3140BKU36 2055-12-01 4.000000 0.00 1878426.00 1714780.87 Agency Mortgage-Backed Securities FEPC 04.000 CLZL1972 S6XOOCT0IEG5ABCC6L87 3131XHFM3 2041-09-01 4.000000 0.00 12281639.00 784848.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0693 S6XOOCT0IEG5ABCC6L87 3133BMXW0 2052-09-01 5.500000 0.00 1072775.00 472825.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQJ6847 S6XOOCT0IEG5ABCC6L87 3133CXTC4 2054-10-01 4.000000 0.00 1914460.00 1695123.49 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 B1V7KEBTPIMZEU4LTD58 3140XNZ72 2053-03-01 3.000000 0.00 24000.00 17059.49 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5654 B1V7KEBTPIMZEU4LTD58 31418FH83 2035-02-01 5.000000 0.00 148677.00 88541.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ5098 S6XOOCT0IEG5ABCC6L87 31427CUY7 2055-09-01 6.500000 0.00 1002044.00 1041037.56 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ3608 S6XOOCT0IEG5ABCC6L87 31427BAJ4 2055-09-01 4.000000 0.00 1050568.00 956124.62 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ5090 S6XOOCT0IEG5ABCC6L87 31427CUQ4 2055-10-01 4.000000 0.00 1877011.00 1710637.94 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5819 B1V7KEBTPIMZEU4LTD58 31418FPD3 2055-09-01 4.000000 0.00 1166439.00 1032460.15 Agency Mortgage-Backed Securities FEPC 06.000 CIRR0027 S6XOOCT0IEG5ABCC6L87 3142JCA59 2040-09-01 6.000000 0.00 23276.00 16894.67 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0081 S6XOOCT0IEG5ABCC6L87 3142JCCT5 2041-05-01 3.500000 0.00 521862.00 484505.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8960 B1V7KEBTPIMZEU4LTD58 3140XQ5W3 2054-09-01 5.500000 0.00 682807.00 542465.77 Agency Mortgage-Backed Securities FNMS 01.500 CICB0314 B1V7KEBTPIMZEU4LTD58 3140QKK49 2036-04-01 1.500000 0.00 325000.00 152609.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2928 B1V7KEBTPIMZEU4LTD58 3140QNHE5 2052-02-01 2.500000 0.00 982580.00 651001.12 Agency Mortgage-Backed Securities FNMS 04.500 CLDF8728 B1V7KEBTPIMZEU4LTD58 3140U0VW4 2055-12-01 4.500000 0.00 169312.00 158834.16 Agency Mortgage-Backed Securities GNRM 2023-041 MV 549300M8ZYFG0OCMTT87 38383WZF6 2034-03-20 5.000000 0.00 1266000.00 956332.87 Agency Collateralized Mortgage Obligation GNII SF MB0557 M 549300M8ZYFG0OCMTT87 3618N5TP4 2053-01-20 6.000000 0.00 190459.00 133178.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2297 S6XOOCT0IEG5ABCC6L87 31426YRT5 2055-07-01 6.000000 0.00 1720920.00 1739116.99 Agency Mortgage-Backed Securities FEPC 04.000 CLTA2319 S6XOOCT0IEG5ABCC6L87 3142JQSH3 2055-12-01 4.000000 0.00 1159674.00 1055260.47 Agency Mortgage-Backed Securities FEPC 06.500 CLQY8744 S6XOOCT0IEG5ABCC6L87 31426TWE3 2055-07-01 6.500000 0.00 1173000.00 534334.02 Agency Mortgage-Backed Securities FEPC 04.500 CLTB0819 S6XOOCT0IEG5ABCC6L87 3142K14D1 2056-04-01 4.500000 0.00 919226.00 868306.01 Agency Mortgage-Backed Securities GNRM 2025-196 TP 549300M8ZYFG0OCMTT87 38385JFL2 2054-12-20 4.500000 0.00 22149332.00 21088435.45 Agency Collateralized Mortgage Obligation GNRM 2025-194 MP 549300M8ZYFG0OCMTT87 38385JTK9 2055-11-20 4.500000 0.00 2896000.00 2756751.80 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZL3234 S6XOOCT0IEG5ABCC6L87 3131XJSX1 2042-06-01 3.500000 0.00 9993934.00 1353264.99 Agency Mortgage-Backed Securities FEPC 03.500 CTZJ9406 S6XOOCT0IEG5ABCC6L87 3131X1NX5 2032-01-01 3.500000 0.00 10951199.00 498753.36 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HJG84 2055-02-25 4.616100 0.00 3000000.00 2245921.21 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJB30 2054-10-25 4.566100 0.00 3300000.00 2055212.98 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMES5 2052-05-25 5.250000 0.00 50000000.00 28536468.93 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAS4798 B1V7KEBTPIMZEU4LTD58 3138WEKL2 2045-04-01 3.500000 0.00 1830000.00 460027.27 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMHX1 2035-07-25 4.416100 0.00 35042598.00 25206900.45 Agency Collateralized Mortgage Obligation FEPC 07.000 CLQJ3382 S6XOOCT0IEG5ABCC6L87 3133CTXK0 2054-07-01 7.000000 0.00 1489106.00 908536.23 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMGQ7 2055-08-25 4.566100 0.00 67897666.00 57304695.80 Agency Collateralized Mortgage Obligation FNMS 04.000 CLAX5309 B1V7KEBTPIMZEU4LTD58 3138Y63T9 2042-01-01 4.000000 0.00 5000000.00 761906.20 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HDSA9 2054-07-25 4.516100 0.00 58733022.00 21714266.38 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HL5J7 2054-06-25 4.616100 0.00 64294511.00 52760499.18 Agency Collateralized Mortgage Obligation FNMS 03.500 CRAT4283 B1V7KEBTPIMZEU4LTD58 3138WRXM7 2043-06-01 3.500000 0.00 5899162.00 1118664.30 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HFEN1 2054-08-25 4.516100 0.00 40000000.00 17013120.26 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H8HX2 2052-08-25 4.500000 0.00 9000000.00 5744496.16 Agency Collateralized Mortgage Obligation 04.000 FGPC Q04794 G S6XOOCT0IEG5ABCC6L87 3132GK7F7 2041-11-01 4.000000 0.00 14627801.00 1677266.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 12000.00 6959.40 Agency Mortgage-Backed Securities FNMS 05.500 CTBM5090 B1V7KEBTPIMZEU4LTD58 3140J9UQ2 2031-04-01 5.500000 0.00 1098216.00 5979.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1130 B1V7KEBTPIMZEU4LTD58 3140BRHG7 2055-10-01 6.500000 0.00 1121800.00 1169598.55 Agency Mortgage-Backed Securities FNMS 03.500 CTAS0178 B1V7KEBTPIMZEU4LTD58 3138W9FU9 2033-08-01 3.500000 0.00 17597399.00 1517964.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAO5989 B1V7KEBTPIMZEU4LTD58 3138LWUP4 2042-06-01 4.000000 0.00 2449650.00 81603.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7434 B1V7KEBTPIMZEU4LTD58 3140BLHL9 2055-08-01 6.000000 0.00 1291202.00 1311568.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3414 B1V7KEBTPIMZEU4LTD58 3138W0YL7 2043-01-01 3.500000 0.00 7786739.00 1563545.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0087 B1V7KEBTPIMZEU4LTD58 3138MFCZ8 2042-10-01 3.500000 0.00 4115404.00 595427.80 Agency Mortgage-Backed Securities FNMS 03.000 CVAQ8712 B1V7KEBTPIMZEU4LTD58 3138MQVE0 2027-12-01 3.000000 0.00 11117957.00 103381.45 Agency Mortgage-Backed Securities FNMS 04.000 CLDF3744 B1V7KEBTPIMZEU4LTD58 3140BUES7 2055-11-01 4.000000 0.00 157721.00 143754.45 Agency Mortgage-Backed Securities FNMS 04.000 CLDF7176 B1V7KEBTPIMZEU4LTD58 3140BX6N1 2055-12-01 4.000000 0.00 1139532.00 1040939.31 Agency Mortgage-Backed Securities FEPC 04.000 CLQY0582 S6XOOCT0IEG5ABCC6L87 31426JUG2 2055-04-01 4.000000 0.00 1032390.00 918893.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7483 S6XOOCT0IEG5ABCC6L87 31426SJ59 2055-07-01 6.000000 0.00 806907.00 595718.27 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5076 B1V7KEBTPIMZEU4LTD58 31418EUA6 2043-05-01 6.500000 0.00 102675.00 18795.09 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0051 S6XOOCT0IEG5ABCC6L87 3142J6BV4 2055-09-01 6.500000 0.00 2255231.00 1536368.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQY1104 S6XOOCT0IEG5ABCC6L87 31426KGN0 2055-04-01 5.000000 0.00 1672408.00 1221083.70 Agency Mortgage-Backed Securities FEPC 04.000 CLQY7818 S6XOOCT0IEG5ABCC6L87 31426SVL0 2055-06-01 4.000000 0.00 2030873.00 1792536.30 Agency Mortgage-Backed Securities FNMS 03.500 CLMA6050 B1V7KEBTPIMZEU4LTD58 31418FWL7 2056-05-01 3.500000 0.00 355000.00 313490.61 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0005 S6XOOCT0IEG5ABCC6L87 3142J6AF0 2055-04-01 4.000000 0.00 2044009.00 1760423.73 Agency Mortgage-Backed Securities FEPC 07.000 CLQY7139 S6XOOCT0IEG5ABCC6L87 31426R4Z1 2055-06-01 7.000000 0.00 1039621.00 937299.36 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0011 S6XOOCT0IEG5ABCC6L87 3142J6AM5 2055-06-01 4.500000 0.00 168049.00 150202.81 Agency Mortgage-Backed Securities FMAR 8D0550 G S6XOOCT0IEG5ABCC6L87 3142BNTF1 2053-05-01 5.439000 0.00 10500000.00 7525800.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6027 B1V7KEBTPIMZEU4LTD58 31418FVV6 2056-04-01 4.000000 0.00 66202.00 60148.97 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0010 S6XOOCT0IEG5ABCC6L87 3142J6AL7 2055-06-01 4.000000 0.00 1216729.00 1065042.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3353 B1V7KEBTPIMZEU4LTD58 3140XJWP4 2052-11-01 4.500000 0.00 1645442.00 1166606.58 Agency Mortgage-Backed Securities FNMS 03.000 CVAB8670 B1V7KEBTPIMZEU4LTD58 31417FT40 2028-03-01 3.000000 0.00 16019779.00 292000.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5350 B1V7KEBTPIMZEU4LTD58 3140XL5L8 2052-10-01 4.000000 0.00 2564029.00 1726354.34 Agency Mortgage-Backed Securities FNMS 04.000 CLDG0492 B1V7KEBTPIMZEU4LTD58 3140U3RN3 2056-02-01 4.000000 0.00 668139.00 611997.91 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6885 B1V7KEBTPIMZEU4LTD58 3140Q2UK2 2031-05-01 4.020000 0.00 57770000.00 56357985.66 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0552 B1V7KEBTPIMZEU4LTD58 3140U3TJ0 2056-01-01 4.500000 0.00 89385.00 77315.39 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8474 B1V7KEBTPIMZEU4LTD58 3140QUMY9 2054-04-01 4.500000 0.00 723539.00 524064.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5245 B1V7KEBTPIMZEU4LTD58 3140QCZK5 2049-09-01 4.000000 0.00 6952179.00 1990144.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6733 B1V7KEBTPIMZEU4LTD58 3140QSPT2 2053-07-01 5.000000 0.00 3186190.00 2411808.03 Agency Mortgage-Backed Securities GNII SF MB0815 M 549300M8ZYFG0OCMTT87 3618N53Z0 2054-12-20 6.000000 0.00 1067664.00 1040697.16 Agency Mortgage-Backed Securities GNII SF MB0143 M 549300M8ZYFG0OCMTT87 3618N5ER6 2055-01-20 3.500000 0.00 429517.00 365149.26 Agency Mortgage-Backed Securities FEPC 04.000 CLQX3915 S6XOOCT0IEG5ABCC6L87 31425YK55 2055-01-01 4.000000 0.00 1030086.00 919627.31 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6292 S6XOOCT0IEG5ABCC6L87 31426Q7E7 2055-06-01 6.500000 0.00 1004905.00 1032256.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8654 S6XOOCT0IEG5ABCC6L87 31426TTL1 2055-07-01 5.500000 0.00 1308538.00 1092313.08 Agency Mortgage-Backed Securities GNRA 2025-041 MF 549300M8ZYFG0OCMTT87 38385ENV2 2065-03-20 4.421400 0.00 126666666.00 43601885.18 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZS4633 S6XOOCT0IEG5ABCC6L87 3132A5EE1 2045-10-01 3.500000 0.00 1950000.00 172738.50 Agency Mortgage-Backed Securities FEPC 06.500 CISB8381 S6XOOCT0IEG5ABCC6L87 3132D6J27 2040-04-01 6.500000 0.00 152138.00 85907.78 Agency Mortgage-Backed Securities FEPC 02.000 CISB1691 S6XOOCT0IEG5ABCC6L87 3132CX2Y7 2038-07-01 2.000000 0.00 525682.00 431393.74 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2535 S6XOOCT0IEG5ABCC6L87 3131XHY83 2041-12-01 4.000000 0.00 19502.00 1121.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7192 S6XOOCT0IEG5ABCC6L87 3132DU7D3 2054-12-01 5.000000 0.00 418910.00 347791.33 Agency Mortgage-Backed Securities FMAR 2B4814 G S6XOOCT0IEG5ABCC6L87 31326KK30 2045-10-01 6.271000 0.00 25148760.00 1455352.75 Agency Mortgage-Backed Securities FEPC 01.500 CLQD5229 S6XOOCT0IEG5ABCC6L87 3133B2Y29 2052-01-01 1.500000 0.00 854774.00 533978.25 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1114 S6XOOCT0IEG5ABCC6L87 31334XGX1 2049-07-01 3.500000 0.00 8872402.00 2043319.36 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8960 S6XOOCT0IEG5ABCC6L87 3133BJ5V0 2052-07-01 5.000000 0.00 2618671.00 1809815.63 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8531 S6XOOCT0IEG5ABCC6L87 3132DWPQ0 2055-05-01 4.500000 0.00 25000.00 21967.92 Agency Mortgage-Backed Securities FNRM CL004HP R25F004 B1V7KEBTPIMZEU4LTD58 3136BUW55 2051-02-25 5.500000 0.00 34747000.00 19513348.66 Agency Collateralized Mortgage Obligation FNMS 05.500 CL799691 B1V7KEBTPIMZEU4LTD58 31405UNG0 2034-11-01 5.500000 0.00 6000000.00 81684.74 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HBDG6 2054-01-25 4.666100 0.00 15000000.00 4573729.14 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBH3986 B1V7KEBTPIMZEU4LTD58 3140GSNC2 2047-10-01 4.000000 0.00 1234948.00 154710.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9351 B1V7KEBTPIMZEU4LTD58 3140FVL95 2047-03-01 4.000000 0.00 2182089.00 618690.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5339 B1V7KEBTPIMZEU4LTD58 3140H64Z9 2048-06-01 4.000000 0.00 1000.00 125.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9250 B1V7KEBTPIMZEU4LTD58 3140FVH41 2047-02-01 4.000000 0.00 1121465.00 509558.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4239 B1V7KEBTPIMZEU4LTD58 3140HHV93 2048-08-01 4.500000 0.00 5550000.00 1279891.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2709 B1V7KEBTPIMZEU4LTD58 3140NKAK7 2053-05-01 5.500000 0.00 1701575.00 838466.54 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4166 B1V7KEBTPIMZEU4LTD58 3140QBTY4 2049-09-01 3.500000 0.00 910000.00 269901.47 Agency Mortgage-Backed Securities FNMS 04.000 CTAK9325 B1V7KEBTPIMZEU4LTD58 3138EELF4 2032-04-01 4.000000 0.00 1828138.00 140487.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAP0492 B1V7KEBTPIMZEU4LTD58 3138M3RN6 2042-08-01 3.500000 0.00 6600576.00 1001548.04 Agency Mortgage-Backed Securities FNMS 06.000 CL850598 B1V7KEBTPIMZEU4LTD58 31408F7K9 2036-01-01 6.000000 0.00 21750028.00 290039.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBD2994 B1V7KEBTPIMZEU4LTD58 3140FAKG6 2046-07-01 4.000000 0.00 1062474.00 268152.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3382 B1V7KEBTPIMZEU4LTD58 3140AQXL1 2054-10-01 5.500000 0.00 1076876.00 1055332.89 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6809 B1V7KEBTPIMZEU4LTD58 3140XNR71 2054-02-01 5.500000 0.00 2161705.00 1562628.92 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 B1V7KEBTPIMZEU4LTD58 31418CPE8 2047-09-01 3.500000 0.00 12448834.00 1400610.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5737 B1V7KEBTPIMZEU4LTD58 31417CLT0 2037-07-01 3.500000 0.00 3000000.00 84240.94 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0952 B1V7KEBTPIMZEU4LTD58 31418ABW7 2032-01-01 4.000000 0.00 11667930.00 445457.58 Agency Mortgage-Backed Securities FNMS 07.000 CLFA6332 B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7.000000 0.00 2292710.00 2422645.52 Agency Mortgage-Backed Securities FEPC 05.000 CLTA5163 S6XOOCT0IEG5ABCC6L87 3142JTWZ2 2056-02-01 5.000000 0.00 1980000.00 1871422.50 Agency Mortgage-Backed Securities FEPC 04.500 CLTB0501 S6XOOCT0IEG5ABCC6L87 3142K1RX2 2056-04-01 4.500000 0.00 911963.00 862544.68 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2834 S6XOOCT0IEG5ABCC6L87 3142K4EG7 2056-05-01 5.500000 0.00 1443036.00 1445589.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ1305 S6XOOCT0IEG5ABCC6L87 31426XNX2 2055-05-01 5.000000 0.00 2511695.00 2317572.10 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ5803 S6XOOCT0IEG5ABCC6L87 31427DNV9 2055-10-01 4.000000 0.00 2005955.00 1803525.61 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0094 S6XOOCT0IEG5ABCC6L87 3142J6C84 2056-02-01 5.000000 0.00 752788.00 707531.79 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0061 S6XOOCT0IEG5ABCC6L87 3142J6B77 2055-11-01 4.000000 0.00 1073435.00 962621.41 Agency Mortgage-Backed Securities FEPC 03.500 CLRQ0115 S6XOOCT0IEG5ABCC6L87 3142J6DV2 2056-05-01 3.500000 0.00 24251.00 21485.83 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0118 S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5.000000 0.00 3625876.00 3464029.14 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5162 B1V7KEBTPIMZEU4LTD58 31418EWY2 2033-09-01 5.000000 0.00 74800.00 40409.42 Agency Mortgage-Backed Securities FEPC 04.000 CLTA3820 S6XOOCT0IEG5ABCC6L87 3142JSG66 2056-01-01 4.000000 0.00 1150309.00 1052238.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0917 S6XOOCT0IEG5ABCC6L87 31426XAT5 2055-08-01 6.000000 0.00 283000.00 275290.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8593 S6XOOCT0IEG5ABCC6L87 31426TRP4 2055-06-01 6.000000 0.00 500000.00 503255.61 Agency Mortgage-Backed Securities FEPC 04.000 CLTA4206 S6XOOCT0IEG5ABCC6L87 3142JSU86 2056-01-01 4.000000 0.00 1119909.00 1025024.44 Agency Mortgage-Backed Securities FEPC 04.500 CLTB3239 S6XOOCT0IEG5ABCC6L87 3142K4S56 2056-05-01 4.500000 0.00 1518481.00 1433137.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5697 B1V7KEBTPIMZEU4LTD58 31418FKK2 2055-05-01 4.000000 0.00 1203590.00 1037220.34 Agency Mortgage-Backed Securities FEPC 04.000 CLTB3154 S6XOOCT0IEG5ABCC6L87 3142K4QG4 2056-05-01 4.000000 0.00 1217018.00 1101212.17 Agency Mortgage-Backed Securities GNII SF MA9541 M 549300M8ZYFG0OCMTT87 36179YS62 2054-03-20 5.500000 0.00 49303498.00 32174639.08 Agency Mortgage-Backed Securities GNII SF MA9170 M 549300M8ZYFG0OCMTT87 36179YFK5 2053-08-20 5.000000 0.00 153854.00 118499.41 Agency Mortgage-Backed Securities GNII SF CS2414 C 549300M8ZYFG0OCMTT87 3618AUVF2 2053-03-20 5.000000 0.00 20951700.00 10232990.96 Agency Mortgage-Backed Securities FEPC 05.000 CLTB2223 S6XOOCT0IEG5ABCC6L87 3142K3PH5 2056-05-01 5.000000 0.00 515896.00 502947.60 Agency Mortgage-Backed Securities GNRA 2025-134 GF 549300M8ZYFG0OCMTT87 38381UCH3 2065-08-20 4.671400 0.00 100438278.00 66057065.55 Agency Collateralized Mortgage Obligation GNRM 2018-083 CV 549300M8ZYFG0OCMTT87 38380XAW7 2029-09-20 3.500000 0.00 3177000.00 1010974.95 Agency Collateralized Mortgage Obligation GNRM 2025-132 HA 549300M8ZYFG0OCMTT87 38381PY23 2052-03-20 5.000000 0.00 50000000.00 35776816.77 Agency Collateralized Mortgage Obligation GNRA 2025-134 NF 549300M8ZYFG0OCMTT87 38381UDF6 2055-08-20 4.671400 0.00 19925885.00 19116909.39 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBJ4256 B1V7KEBTPIMZEU4LTD58 3140H5WS6 2047-12-01 4.500000 0.00 1051225.00 192492.99 Agency Mortgage-Backed Securities FNMS 08.000 CLBP8004 B1V7KEBTPIMZEU4LTD58 3140KF3N3 2054-01-01 8.000000 0.00 4988109.00 1002224.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1148 B1V7KEBTPIMZEU4LTD58 3140N5H23 2052-11-01 5.000000 0.00 1199661.00 808429.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2170 B1V7KEBTPIMZEU4LTD58 3140H3MU7 2047-11-01 4.000000 0.00 1181250.00 186502.94 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7746 B1V7KEBTPIMZEU4LTD58 3140QTTC3 2053-12-01 6.500000 0.00 12000.00 7584.03 Agency Mortgage-Backed Securities FNMS 04.000 CLDF2803 B1V7KEBTPIMZEU4LTD58 3140BTDH5 2056-04-01 4.000000 0.00 2248600.00 2061030.36 Agency Mortgage-Backed Securities FNMS 07.000 CLDC4149 B1V7KEBTPIMZEU4LTD58 3140ARTF7 2054-09-01 7.000000 0.00 1516712.00 1612966.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2972 B1V7KEBTPIMZEU4LTD58 3140AQJS2 2054-10-01 5.500000 0.00 1041202.00 1018539.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDB7980 B1V7KEBTPIMZEU4LTD58 3140AH2N1 2054-10-01 5.500000 0.00 1051249.00 687375.83 Agency Mortgage-Backed Securities FNMS 04.000 CLDF7769 B1V7KEBTPIMZEU4LTD58 3140BYT38 2055-12-01 4.000000 0.00 1412171.00 1292170.06 Agency Mortgage-Backed Securities FNMS 04.000 CLDF7768 B1V7KEBTPIMZEU4LTD58 3140BYT20 2056-01-01 4.000000 0.00 1092829.00 933215.21 Agency Mortgage-Backed Securities FNMS 04.000 CLDF4986 B1V7KEBTPIMZEU4LTD58 3140BVRG7 2055-11-01 4.000000 0.00 1137700.00 1038300.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9525 B1V7KEBTPIMZEU4LTD58 3140FVSP2 2047-03-01 4.000000 0.00 2551486.00 972056.36 Agency Mortgage-Backed Securities FNMS 07.000 CLDB9848 B1V7KEBTPIMZEU4LTD58 3140AK5J0 2054-10-01 7.000000 0.00 1079024.00 835459.92 Agency Mortgage-Backed Securities FNMS 04.500 CLDB9247 B1V7KEBTPIMZEU4LTD58 3140AKHZ1 2054-08-01 4.500000 0.00 1239014.00 1081212.71 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2065 B1V7KEBTPIMZEU4LTD58 3138EJJK5 2041-06-01 4.500000 0.00 19300000.00 718254.63 Agency Mortgage-Backed Securities FNMS 03.500 CTAQ4646 B1V7KEBTPIMZEU4LTD58 3138MLEU4 2032-11-01 3.500000 0.00 4995775.00 218399.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAP3244 B1V7KEBTPIMZEU4LTD58 3138M6TA5 2042-08-01 3.500000 0.00 2288288.00 171925.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAR1126 B1V7KEBTPIMZEU4LTD58 3138NXHC4 2043-02-01 3.500000 0.00 2600000.00 296700.68 Agency Mortgage-Backed Securities FEPC 02.000 CTQK1354 S6XOOCT0IEG5ABCC6L87 3133D4QF3 2042-02-01 2.000000 0.00 700000.00 426703.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ2281 B1V7KEBTPIMZEU4LTD58 3140H3RB4 2048-01-01 4.500000 0.00 1089195.00 306413.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8461 B1V7KEBTPIMZEU4LTD58 3138WJMK1 2046-12-01 3.500000 0.00 2800000.00 619812.73 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2358 S6XOOCT0IEG5ABCC6L87 3133BBTP4 2052-05-01 3.500000 0.00 987239.00 747434.86 Agency Mortgage-Backed Securities FEPC 04.000 CLQJ5728 S6XOOCT0IEG5ABCC6L87 3133CWLH3 2054-10-01 4.000000 0.00 2070770.00 1814884.79 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4638 S6XOOCT0IEG5ABCC6L87 3132A5EK7 2045-11-01 3.500000 0.00 12000000.00 1130069.21 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4244 S6XOOCT0IEG5ABCC6L87 3131XKWD7 2042-11-01 3.500000 0.00 13117589.00 1762493.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVR59 2055-05-25 4.616100 0.00 128294589.00 83081036.52 Agency Collateralized Mortgage Obligation FEPC 04.000 CLSD8530 S6XOOCT0IEG5ABCC6L87 3132DWPP2 2055-05-01 4.000000 0.00 220772.00 193552.69 Agency Mortgage-Backed Securities 04.000 FGPC Q51615 G S6XOOCT0IEG5ABCC6L87 3132XTYM4 2047-10-01 4.000000 0.00 7988776.00 2312869.22 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8521 S6XOOCT0IEG5ABCC6L87 3132DWPE7 2055-04-01 4.000000 0.00 2039535.00 1770120.39 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMXT2 2055-09-25 4.566100 0.00 500000.00 407487.07 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HPAQ6 2055-12-25 4.566100 0.00 84449170.00 69542898.93 Agency Collateralized Mortgage Obligation FHDN 10/21/26 N/A 313385L46 2026-10-21 0.00 0.00 632000.00 626856.15 Agency Debentures and Agency Strips FEPC 03.500 CLQA1225 S6XOOCT0IEG5ABCC6L87 31334XLE7 2049-07-01 3.500000 0.00 5745000.00 1356675.94 Agency Mortgage-Backed Securities 03.500 FGPC Q40493 G S6XOOCT0IEG5ABCC6L87 3132WDRP1 2046-05-01 3.500000 0.00 6409039.00 1551291.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8447 S6XOOCT0IEG5ABCC6L87 3133BJL42 2052-08-01 5.000000 0.00 2210547.00 1631205.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU3Y4 2054-02-25 4.516100 0.00 43181365.00 29156259.20 Agency Collateralized Mortgage Obligation FEPC 03.500 3VZN0531 S6XOOCT0IEG5ABCC6L87 3131Y6SU4 2042-06-01 3.500000 0.00 16000000.00 1489376.87 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4720 S6XOOCT0IEG5ABCC6L87 3131XYG52 2047-11-01 4.000000 0.00 5301548.00 1165874.83 Agency Mortgage-Backed Securities GNRA 2024-030 FN 549300M8ZYFG0OCMTT87 38384JJJ4 2054-02-20 4.671400 0.00 50000000.00 37291888.35 Agency Collateralized Mortgage Obligation GNRA 2024-019 MF 549300M8ZYFG0OCMTT87 38384KBV2 2054-02-20 4.621400 0.00 25000000.00 15936626.27 Agency Collateralized Mortgage Obligation FNMS 04.500 CLDG1880 B1V7KEBTPIMZEU4LTD58 3140U5CS3 2056-02-01 4.500000 0.00 73921.00 57199.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0540 B1V7KEBTPIMZEU4LTD58 3140UFS62 2056-06-01 5.000000 0.00 733778.00 717454.59 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5164 B1V7KEBTPIMZEU4LTD58 3140QCW28 2050-02-01 3.500000 0.00 5300000.00 1210137.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBU8670 B1V7KEBTPIMZEU4LTD58 3140MAT46 2052-05-01 4.500000 0.00 35000.00 18634.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBU5458 B1V7KEBTPIMZEU4LTD58 3140M7B42 2054-12-01 4.000000 0.00 1189498.00 1070247.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0096 B1V7KEBTPIMZEU4LTD58 3140UFDA9 2056-05-01 5.000000 0.00 1759009.00 1722168.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9949 B1V7KEBTPIMZEU4LTD58 3140QWBT8 2055-02-01 4.500000 0.00 140000.00 127486.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9628 B1V7KEBTPIMZEU4LTD58 3140U1VW2 2056-05-01 5.500000 0.00 1130755.00 1132408.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0240 B1V7KEBTPIMZEU4LTD58 3140NGHS2 2053-04-01 5.000000 0.00 2326420.00 2047158.98 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5188 S6XOOCT0IEG5ABCC6L87 3142K6XS5 2056-06-01 5.000000 0.00 1151650.00 1125105.52 Agency Mortgage-Backed Securities FNMS 06.000 CLMA6120 B1V7KEBTPIMZEU4LTD58 31418FYS0 2056-07-01 6.000000 0.00 83929.00 85152.06 Agency Mortgage-Backed Securities FEPC 04.000 CLTB0616 S6XOOCT0IEG5ABCC6L87 3142K1VJ8 2056-04-01 4.000000 0.00 539078.00 494944.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6766 S6XOOCT0IEG5ABCC6L87 31427GQU1 2055-10-01 6.500000 0.00 1028462.00 793868.18 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1404 B1V7KEBTPIMZEU4LTD58 31418AR26 2043-03-01 3.500000 0.00 5000000.00 682259.25 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 6000.00 3411.29 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3704 B1V7KEBTPIMZEU4LTD58 31418DDJ8 2049-06-01 3.500000 0.00 1500000.00 59306.44 Agency Mortgage-Backed Securities FNMS 04.500 CLAA0269 B1V7KEBTPIMZEU4LTD58 31416HJP1 2039-02-01 4.500000 0.00 1553.00 7.64 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5361 B1V7KEBTPIMZEU4LTD58 3140W55X8 2055-12-01 4.000000 0.00 1075780.00 987896.35 Agency Mortgage-Backed Securities GNII SF MB1140 M 549300M8ZYFG0OCMTT87 3618N6HS9 2047-08-20 4.000000 0.00 10744905.00 9773699.95 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1083 S6XOOCT0IEG5ABCC6L87 31426XFZ6 2055-08-01 6.500000 0.00 1689338.00 1339010.98 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ6506 S6XOOCT0IEG5ABCC6L87 31427GGQ1 2055-07-01 4.000000 0.00 173398.00 157843.23 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4832 S6XOOCT0IEG5ABCC6L87 31427SLN6 2056-05-01 4.500000 0.00 2121648.00 1991174.97 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5097 S6XOOCT0IEG5ABCC6L87 31427CUX9 2055-10-01 6.000000 0.00 1358975.00 1383477.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5102 S6XOOCT0IEG5ABCC6L87 31427CU43 2055-09-01 6.000000 0.00 2115050.00 1242406.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5744 S6XOOCT0IEG5ABCC6L87 31426BL20 2055-02-01 5.500000 0.00 1993439.00 1686929.06 Agency Mortgage-Backed Securities FEPC 04.000 CLQX2978 S6XOOCT0IEG5ABCC6L87 31425XJY6 2055-01-01 4.000000 0.00 1099914.00 957816.61 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1364 S6XOOCT0IEG5ABCC6L87 31426XQS0 2055-08-01 6.500000 0.00 1072936.00 1110418.97 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1384 S6XOOCT0IEG5ABCC6L87 31426XRE0 2055-08-01 6.500000 0.00 1003968.00 563506.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5106 S6XOOCT0IEG5ABCC6L87 31427CU84 2055-10-01 6.000000 0.00 1454557.00 1477787.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5100 S6XOOCT0IEG5ABCC6L87 31427CU27 2055-09-01 6.000000 0.00 1661350.00 1686784.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4756 S6XOOCT0IEG5ABCC6L87 31427SJA7 2053-10-01 3.000000 0.00 156915.00 132188.41 Agency Mortgage-Backed Securities FEPC 04.000 CLQX5448 S6XOOCT0IEG5ABCC6L87 31426BBS4 2055-01-01 4.000000 0.00 2013193.00 1811641.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ5795 S6XOOCT0IEG5ABCC6L87 31427DNM9 2055-09-01 6.000000 0.00 890444.00 443992.79 Agency Mortgage-Backed Securities FNMS 04.000 CIMA6059 B1V7KEBTPIMZEU4LTD58 31418FWV5 2041-05-01 4.000000 0.00 376972.00 355382.12 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6124 S6XOOCT0IEG5ABCC6L87 31427TYW0 2056-07-01 5.000000 0.00 45747870.00 44585218.40 Agency Mortgage-Backed Securities FEPC 05.000 CLTB9651 S6XOOCT0IEG5ABCC6L87 3142KBWM8 2056-07-01 5.000000 0.00 1863325.00 1823847.98 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0134 S6XOOCT0IEG5ABCC6L87 3142J6EG4 2056-07-01 4.000000 0.00 723697.00 664983.54 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0076 S6XOOCT0IEG5ABCC6L87 3142J6CN1 2055-12-01 5.500000 0.00 66630.00 60777.84 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2732000000.00 2732000000.00 0.0070 N Y Y N TRUIST BANK TRUIST BANK 3.650000% ARP1KGQF3 JJKC32MCHWDI71265Z06 ARP1KGQF3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2020-151 MA 549300M8ZYFG0OCMTT87 38382J3P9 2050-10-20 1.000000 0.00 137489960.00 55549823.06 Agency Collateralized Mortgage Obligation GNRM 2020-167 AC 549300M8ZYFG0OCMTT87 38382LAA9 2050-11-20 1.250000 0.00 281753.00 125060.66 Agency Collateralized Mortgage Obligation GNRM 2020-101 AG 549300M8ZYFG0OCMTT87 38382F5K6 2050-07-20 1.500000 0.00 446926962.00 153028393.08 Agency Collateralized Mortgage Obligation GNRM 2020-151 AC 549300M8ZYFG0OCMTT87 38382J3T1 2050-10-20 1.250000 0.00 803376.00 336723.29 Agency Collateralized Mortgage Obligation Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 201000000.00 201000000.00 0.0005 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 3.640000% ARP1KGQK2 M67H5PRC0NQKM73ZAS82 0000026617 ARP1KGQK2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 100000.00 100219.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 149500.00 151178.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 400.00 352.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 12000000.00 11504720.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 25000000.00 25013879.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 745500.00 737877.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 1000000.00 977274.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 12560000.00 11990059.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1100.00 1066.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 4597800.00 4553791.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 6334000.00 6298280.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8354300.00 8119811.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 500.00 497.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 50000000.00 49007133.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 11825000.00 7798421.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 36500.00 36354.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 29495500.00 28094729.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 765000.00 764343.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 120800.00 72107.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 92000.00 90790.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 954000.00 938755.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 2260600.00 2126088.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 276000.00 269267.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 30277500.00 29997120.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 47936600.00 48086088.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 5700000.00 5674267.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 3300000.00 3085751.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 567100.00 560390.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 34000.00 33599.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 241000.00 239293.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 751800.00 742497.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 3706700.00 3172701.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 202100.00 199241.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 419500.00 417894.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 340000.00 339778.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 20000000.00 20033136.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 340900.00 336060.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 24615400.00 24497787.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 3844900.00 3979058.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.902200 0.00 550000.00 549998.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 5251500.00 5054784.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 346000.00 340947.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 563000.00 561117.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 3897800.00 3827837.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 4425400.00 4163763.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1616000.00 1522088.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 999600.00 954498.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 25842400.00 25720665.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 16114200.00 16089408.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 215400.00 213263.12 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 352000000.00 352000000.00 0.0009 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.640000% ARP1KGQS5 1VUV7VQFKUOQSJ21A208 0001330437 ARP1KGQS5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 3600.00 3694.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 800.00 800.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 100.00 99.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 200.00 148.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 200.00 178.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 100.00 58.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 5057400.00 5758117.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 41244100.00 36998030.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 2814200.00 1413150.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 700.00 656.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 206500.00 203727.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 3600.00 3674.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 734500.00 511322.21 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 44000000.00 44000000.00 0.0001 N Y Y N FICC - WELLS FARGO BANK N.A FICC - WELLS FARGO BANK N.A 3.650000% ARP1KGQU0 549300H47WTHXPU08X20 ARP1KGQU0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 2126554300.00 1406680847.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 796365000.00 745598570.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1272453600.00 1161522761.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 1600000000.00 1400005704.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1425265000.00 1314670357.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 1678167500.00 918033594.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1240305000.00 1131335907.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 105034000.00 70932303.08 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 7989000000.00 7989000000.00 0.0205 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 3.700000% ARP1KGQV8 MBNUM2BPBDO7JBLYG310 0000315030 ARP1KGQV8 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 105400000.00 55087229.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 19200000.00 8660668.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 6940000.00 4758084.17 U.S. Treasuries (including strips) SB FINL GROUP INC COM 54930028E6P8OT8CTV58 78408D105 2500-12-31 N/A 0.00 1090.00 28994.00 Equities RICHTECH ROBOTICS INC CL B N/A 765504105 2500-12-31 N/A 0.00 25.00 36.00 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 16000000.00 12410670.85 U.S. Treasuries (including strips) PULMONX CORP COM 549300WZMFR0ZK7RJY40 745848101 2500-12-31 N/A 0.00 8410.00 13540.10 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 83348900.00 70741857.60 U.S. Treasuries (including strips) TSCAN THERAPEUTICS INC COM N/A 89854M101 2500-12-31 N/A 0.00 728.00 550.15 Equities RADCOM LTD SHS NEW 529900YOUOKNMG7QW685 M81865111 2500-12-31 N/A 0.00 1.00 10.03 Equities VALENS SEMICONDUCTOR LTD ORDINARY SHARES N/A M9607U115 2500-12-31 N/A 0.00 7.00 10.92 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 49200000.00 26914627.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 114400000.00 80853104.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 9000.00 6087.60 U.S. Treasuries (including strips) CODERE ONLINE LUXEMBOURG S A ORDINARY SHARES 222100ZJU57ZQLLYNO89 L18268109 2500-12-31 N/A 0.00 28847.00 267267.46 Equities RAYTECH HLDG LTD SHS NEW N/A G7385S119 2500-12-31 N/A 0.00 9218.00 25349.50 Equities FATE THERAPEUTICS INC COM 549300L14Q4UHOODLA90 31189P102 2500-12-31 N/A 0.00 12540.00 31475.40 Equities ENGENE THERAPEUTICS INC COM N/A 29286X101 2500-12-31 N/A 0.00 10056.00 17698.56 Equities DEFINITIVE HEALTHCARE CORP CLASS A COM N/A 24477E103 2500-12-31 N/A 0.00 43846.00 31441.97 Equities EHEALTH INC COM 5299003O8Y5OKXUZQ421 28238P109 2500-12-31 N/A 0.00 20.00 27.60 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 37200000.00 22303954.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 30136000.00 22634903.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 22210300.00 15868013.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 71.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 2300000.00 1659072.16 U.S. Treasuries (including strips) SUPERX AI TECHNOLOGY LTD USD ORD SHS NEW N/A G5294K110 2500-12-31 N/A 0.00 2229.00 14154.15 Equities CI&T INC COM CL A N/A G21307106 2500-12-31 N/A 0.00 7216.00 23235.52 Equities NN INC COM 549300SU3TUM6VH84645 629337106 2500-12-31 N/A 0.00 41.00 136.94 Equities NET POWER INC COM CL A N/A 64107A105 2500-12-31 N/A 0.00 20781.00 30548.07 Equities FUEL TECH INC COM N/A 359523107 2500-12-31 N/A 0.00 1.00 1.44 Equities SPERO THERAPEUTICS INC COM 54930074G13LHWJT2323 84833T103 2500-12-31 N/A 0.00 1873.00 2247.60 Equities MEDICINOVA INC COM NEW N/A 58468P206 2500-12-31 N/A 0.00 40640.00 54457.60 Equities TWFG INC COM CL A N/A 87318A101 2500-12-31 N/A 0.00 1066.00 28686.06 Equities MEDIFAST INC COM 5299000YHQJ21T5KKI80 58470H101 2500-12-31 N/A 0.00 78.00 772.98 Equities SOLUNA HOLDINGS INC COM NEW N/A 583543301 2500-12-31 N/A 0.00 93.00 120.90 Equities IDENTIV INC COM NEW 5299008KH3C585Z0DS77 45170X205 2500-12-31 N/A 0.00 10157.00 27423.90 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 9400000.00 5462185.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 45845000.00 31208462.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 14500000.00 7738476.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 6400000.00 3896437.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 118400000.00 58837120.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 99899900.00 76494444.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 48615500.00 42143559.15 U.S. Treasuries (including strips) SPROTT ETF TRUST GOLD MINERS ETF 549300OKHNEZHZWQ1S48 85210B102 2500-12-31 N/A 0.00 380.00 24175.60 Equities MAMMOTH ENERGY SVCS INC COM 549300ODHHN3MGXCQ803 56155L108 2500-12-31 N/A 0.00 5312.00 13811.20 Equities RIVERVIEW BANCORP INC COM N/A 769397100 2500-12-31 N/A 0.00 2.00 10.58 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 50635000.00 41571312.98 U.S. Treasuries (including strips) CERAGON NETWORKS LTD ORD 529900WC6JZN5WQLZ645 M22013102 2500-12-31 N/A 0.00 24.00 52.08 Equities UNIFI INC COM NEW 549300MW5LPO0M2LNO04 904677200 2500-12-31 N/A 0.00 1.00 6.14 Equities ULTRALIFE CORP COM 529900NVAFLKA00F3U05 903899102 2500-12-31 N/A 0.00 1.00 5.16 Equities BIODESIX INC COM N/A 09075X207 2500-12-31 N/A 0.00 738.00 15745.23 Equities BARRICK MNG CORP COM SHS 0O4KBQCJZX82UKGCBV73 06849F108 2500-12-31 N/A 0.00 201064.00 7580112.80 Equities INSIGHT MOLECULAR DIA INC COM NEW 549300BIYAW8GO410287 68235C206 2500-12-31 N/A 0.00 171.00 786.60 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 116361300.00 106001826.85 U.S. Treasuries (including strips) SMARTRENT INC COM CL A N/A 83193G107 2500-12-31 N/A 0.00 1579233.00 1610817.66 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 44512200.00 41380671.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 3995000.00 3555619.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 338000.00 311420.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 61300000.00 43544694.44 U.S. Treasuries (including strips) FRONTIER NUCLEAR & MINERALS COM 9845007A7BEFFO969031 359134103 2500-12-31 N/A 0.00 12923.00 19901.42 Equities ACCURAY INC DEL COM 549300G28LY4TZKZJG51 004397105 2500-12-31 N/A 0.00 1687.00 480.79 Equities AARDVARK THERAPEUTICS INC COM N/A 002942100 2500-12-31 N/A 0.00 624.00 3993.60 Equities CONDUENT INC COM 549300SFJ2D2CYY6CQ11 206787103 2500-12-31 N/A 0.00 6272.00 9909.76 Equities CLARUS CORP NEW COM 549300PKSLI6PT0ULL72 18270P109 2500-12-31 N/A 0.00 1.00 3.21 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 89600000.00 51938044.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 46500000.00 30758988.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 82900000.00 57159307.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 15000000.00 12202333.67 U.S. Treasuries (including strips) OPKO HEALTH INC COM 529900A4S2D4OGOJLL02 68375N103 2500-12-31 N/A 0.00 66.00 88.11 Equities OWLET INC CL A NEW N/A 69120X206 2500-12-31 N/A 0.00 3729.00 19577.25 Equities SEASTAR MEDICAL HOLDING CORP COM NEW N/A 81256L302 2500-12-31 N/A 0.00 12.00 38.16 Equities CHICAGO ATLANTIC BDC INC COM 549300UCS6M1BNMDQZ18 828174102 2500-12-31 N/A 0.00 2307.00 21547.38 Equities ASCENT INDUSTRIES CO COM 549300U2S5125001TS43 871565107 2500-12-31 N/A 0.00 1.00 15.52 Equities TRON INC COM N/A 85237B101 2500-12-31 N/A 0.00 33.00 48.84 Equities CARDIFF ONCOLOGY INC COM 549300AHOLZBHHYFWP04 14147L108 2500-12-31 N/A 0.00 74.00 62.97 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 200.00 137.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 85200000.00 54213725.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 13200000.00 6186737.68 U.S. Treasuries (including strips) EXPENSIFY INC COM CL A N/A 30219Q106 2500-12-31 N/A 0.00 5152.00 9531.20 Equities EQUILLIUM INC COM 549300OC7SSPSNNGHE64 29446K106 2500-12-31 N/A 0.00 372.00 863.04 Equities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 21900000.00 13072469.80 U.S. Treasuries (including strips) 8X8 INC NEW COM 254900XWSOC5U1BRW939 282914100 2500-12-31 N/A 0.00 14595.00 27000.75 Equities COFFEE HLDG CO INC COM 549300FD5P29KIHQU051 192176105 2500-12-31 N/A 0.00 20.00 67.80 Equities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0370 999000000.00 999000000.00 0.0026 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.640000% ARP1KGQY2 549300QJJX6CVVUXLE15 0001317808 ARP1KGQY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 249600.00 234034.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 119400.00 120321.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 95802700.00 63992910.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 348100.00 366435.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 800.00 573.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 100.00 87.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 77.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100.00 98.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 6948500.00 4745388.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 474200.00 475015.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 1100.00 860.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 410400.00 279376.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 241400.00 185820.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 300.00 385.50 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 69000000.00 69000000.00 0.0002 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.650000% ARP1KGR47 549300QJJX6CVVUXLE15 0001317808 ARP1KGR47 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 500.00 642.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 600.00 588.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 227793000.00 157668498.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 30888700.00 21027268.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 72000.00 44371.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 384600.00 379845.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 153000.00 142644.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 11191100.00 13610241.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 11100.00 10824.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 9017800.00 8939114.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 7248900.00 7372710.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 95500.00 105776.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 197165400.00 201688900.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 100.00 109.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 500.00 519.52 U.S. Treasuries (including strips) GNII SF MA9599 M 549300M8ZYFG0OCMTT87 36179YUY8 2054-02-20 2.500000 0.00 1000.00 674.44 Agency Mortgage-Backed Securities GNII SF MA9722 M 549300M8ZYFG0OCMTT87 36179YYT5 2054-06-20 4.000000 0.00 741839.00 611325.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6597 B1V7KEBTPIMZEU4LTD58 3140XNKK9 2052-08-01 3.500000 0.00 43000.00 33249.26 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3956 B1V7KEBTPIMZEU4LTD58 3140W4ME4 2053-03-01 3.000000 0.00 25929989.00 21546499.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 21649100.00 15389931.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 3809600.00 2727715.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 86005700.00 79688033.05 U.S. Treasuries (including strips) GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.671400 0.00 768950.00 631127.86 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 10743900.00 10780504.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 8300.00 8217.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 1232800.00 1402324.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 1000.00 994.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 31173000.00 30667997.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 548400.00 516529.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 476400.00 1023310.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 13146700.00 13029386.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 1905600.00 1901618.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 500000.00 490460.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 19411400.00 19279738.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1741300.00 1189198.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 144950000.00 103406736.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 39100.00 38500.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 24999900.00 24701934.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 96999600.00 102689625.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 200.00 191.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 1800.00 1481.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 136100.00 133601.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 2357800.00 2035224.70 U.S. Treasuries (including strips) GNII SF MA6818 M 549300M8ZYFG0OCMTT87 36179VSF8 2050-08-20 2.000000 0.00 1000.00 398.37 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 2742228.00 1685073.29 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6029 B1V7KEBTPIMZEU4LTD58 3140QDVX9 2050-06-01 2.500000 0.00 1000.00 483.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6265 B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 3026.00 1316.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2467 B1V7KEBTPIMZEU4LTD58 3140XHW52 2052-01-01 2.500000 0.00 57465.00 34388.44 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6124 S6XOOCT0IEG5ABCC6L87 3131WJYV9 2036-10-01 6.500000 0.00 12205.00 348.40 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 S6XOOCT0IEG5ABCC6L87 3131XW4H3 2047-06-01 4.500000 0.00 1000.00 224.42 Agency Mortgage-Backed Securities GNII SF MA7254 M 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 27709.00 12973.54 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 10503760.00 8095666.48 Agency Mortgage-Backed Securities FEPC 05.000 CLTA7385 S6XOOCT0IEG5ABCC6L87 3142JWF35 2056-03-01 5.000000 0.00 2954100.00 2775574.63 Agency Mortgage-Backed Securities GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 60160844.00 4191204.80 Agency Mortgage-Backed Securities FNMS 04.500 CTFS1689 B1V7KEBTPIMZEU4LTD58 3140XG2X6 2039-04-01 4.500000 0.00 1000.00 343.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3346 B1V7KEBTPIMZEU4LTD58 3140XJWG4 2052-01-01 2.500000 0.00 1509944.00 935388.14 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4936 S6XOOCT0IEG5ABCC6L87 31329NPV4 2047-06-01 4.000000 0.00 12432399.00 1584997.81 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8767 S6XOOCT0IEG5ABCC6L87 3131XQW44 2044-11-01 3.500000 0.00 1196012.00 139110.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2690 S6XOOCT0IEG5ABCC6L87 3132A27B2 2039-05-01 4.500000 0.00 29634.00 977.13 Agency Mortgage-Backed Securities GNRA 2024-202 FB 549300M8ZYFG0OCMTT87 38385AHQ8 2054-12-20 4.681400 0.00 225790.00 166945.53 Agency Collateralized Mortgage Obligation GNRA 2025-004 FD 549300M8ZYFG0OCMTT87 38385CAH1 2055-01-20 4.721400 0.00 99999000.00 80450754.90 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 6749800.00 6743398.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 70895000.00 70158400.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 11294600.00 10865957.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 35386800.00 34778098.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 340400.00 323951.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 54900.00 54249.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 53256300.00 51994977.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 46098100.00 45974557.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100.00 100.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 3153600.00 3101854.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 100728000.00 97736176.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 95118400.00 97622499.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 100.00 72.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 138505900.00 93458530.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 95990800.00 88415907.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 200.00 197.18 U.S. Treasuries (including strips) Freddie Mac 2549001DPIFGXC1TOL40 3137HQXF3 2055-02-25 4.616100 0.00 303516.00 264865.93 Agency Collateralized Mortgage Obligation FEPC 03.500 3PZA3142 S6XOOCT0IEG5ABCC6L87 31329LP30 2043-07-01 3.500000 0.00 1062.00 91.46 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0532 S6XOOCT0IEG5ABCC6L87 3131Y6SV2 2042-06-01 4.000000 0.00 1000.00 82.81 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 4999300.00 6598564.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1830300.00 1735853.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 1623800.00 1597890.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 352000.00 352283.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 1749100.00 2064898.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 67.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 49999800.00 49405310.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 18612000.00 18571239.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 135868600.00 134604206.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 1999700.00 1945108.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 2999900.00 4715236.98 U.S. Treasuries (including strips) GNRA 2023-063 MF 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.621400 0.00 5886654.00 2807191.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 2000000.00 1875614.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 143681900.00 128321693.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1000.00 972.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 18599700.00 18442718.53 U.S. Treasuries (including strips) 06.000 FGPC P20586 G S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 1320.00 15.80 Agency Mortgage-Backed Securities 05.500 FGPC O20139 G S6XOOCT0IEG5ABCC6L87 3128ALEL8 2031-09-01 5.500000 0.00 2585.00 6.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 1100.00 1052.32 U.S. Treasuries (including strips) GNRA 2021-223 FA 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 1552.00 859.11 Agency Collateralized Mortgage Obligation GNRA 2024-187 FD 549300M8ZYFG0OCMTT87 38384Y2M2 2054-11-20 4.671400 0.00 4765332.00 3044603.92 Agency Collateralized Mortgage Obligation GNII SF MB1216 M 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 5.000000 0.00 99998900.00 97645563.96 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 8781360.00 7547017.97 Agency Mortgage-Backed Securities GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 812338.00 553591.11 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 21753024.00 12439443.23 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9087 B1V7KEBTPIMZEU4LTD58 3140XRCZ6 2052-04-01 2.500000 0.00 1100460.00 795963.86 Agency Mortgage-Backed Securities FNMS 07.000 CLFA1000 B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 63034720.00 32777012.68 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8576 B1V7KEBTPIMZEU4LTD58 3140XCQ68 2050-02-01 3.000000 0.00 1457322.00 670560.83 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0.00 0.00 400.00 395.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 184200.00 200222.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 98100.00 98203.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 233400.00 235269.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 21071200.00 17285135.66 U.S. Treasuries (including strips) GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 23486004.00 14823757.73 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 337000.00 336130.45 U.S. Treasuries (including strips) GNRA 2022-024 FB 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3.000000 0.00 7845104.00 4532331.12 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA2833 B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 491021.00 83852.07 Agency Mortgage-Backed Securities FNMS 07.000 CLCC1290 B1V7KEBTPIMZEU4LTD58 3140Y7NG9 2055-10-01 7.000000 0.00 14554000.00 10946626.50 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 6085750.00 3660075.83 Agency Mortgage-Backed Securities GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 2140.00 1777.40 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 4413.00 2281.76 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 1264.00 178.38 Agency Mortgage-Backed Securities 05.500 FGPC G20032 G S6XOOCT0IEG5ABCC6L87 31283LA97 2037-12-01 5.500000 0.00 2754.00 100.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 591586.00 94070.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6039 S6XOOCT0IEG5ABCC6L87 3133BFV80 2052-07-01 5.000000 0.00 1008.00 815.39 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1918 B1V7KEBTPIMZEU4LTD58 3140QMDY7 2051-10-01 3.000000 0.00 1680876.00 939447.01 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 1612946.00 1042352.88 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 8602000.00 6279706.38 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 689971.00 480205.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4248 B1V7KEBTPIMZEU4LTD58 3140U7WJ7 2056-03-01 5.500000 0.00 1975200.00 1965945.81 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2384 B1V7KEBTPIMZEU4LTD58 3140Y8UJ3 2056-04-01 5.500000 0.00 309600.00 307113.59 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0289 B1V7KEBTPIMZEU4LTD58 3140Y6KB5 2055-04-01 6.500000 0.00 14378900.00 10538172.93 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1780900.00 1874707.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 874700.00 886225.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 551000.00 368049.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 150778600.00 94883018.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 103000.00 113183.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100.00 102.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 1472400.00 1413792.10 U.S. Treasuries (including strips) FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 17670572.00 7928580.36 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2224 S6XOOCT0IEG5ABCC6L87 3142GSPJ1 2054-08-01 6.500000 0.00 1058000.00 679186.49 Agency Mortgage-Backed Securities GNII SF MA8201 M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 260000.00 174141.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 499900.00 504223.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 889900.00 1002869.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 32500.00 30871.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 41422100.00 39208585.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 2684900.00 2571259.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 43807600.00 33721343.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 12800.00 12542.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 4193900.00 5453514.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 35036500.00 34712114.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 258400.00 253684.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 2110000.00 1824660.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 21600900.00 21691110.76 U.S. Treasuries (including strips) FEPC 05.500 CLSD6570 S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 667780.00 625850.00 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8023 S6XOOCT0IEG5ABCC6L87 3132DV4G7 2049-11-01 2.500000 0.00 1000.00 195.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1631 S6XOOCT0IEG5ABCC6L87 3132DNY49 2052-09-01 5.000000 0.00 63877.00 42775.79 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1105.00 655.13 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4669 S6XOOCT0IEG5ABCC6L87 3132A5FJ9 2046-06-01 4.000000 0.00 5914.00 668.36 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2189 B1V7KEBTPIMZEU4LTD58 3140Q9NF6 2048-08-01 4.000000 0.00 53617238.00 16289319.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0435 B1V7KEBTPIMZEU4LTD58 3140QKPV4 2051-05-01 2.000000 0.00 21208653.00 11423813.29 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7294 B1V7KEBTPIMZEU4LTD58 3140QFC80 2050-10-01 2.500000 0.00 1112.00 539.17 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 189021600.00 121405073.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 70400.00 69389.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 21282000.00 20925793.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 117134900.00 115562250.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 200.00 196.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 29800.00 29400.21 U.S. Treasuries (including strips) FEPC 03.000 CLZT0509 S6XOOCT0IEG5ABCC6L87 3132ACR69 2048-08-01 3.000000 0.00 101000.00 27267.30 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HRV71 2056-05-25 4.566100 0.00 35516470.00 32692801.92 Agency Collateralized Mortgage Obligation 04.500 FGPC G30670 G S6XOOCT0IEG5ABCC6L87 3128CUW77 2033-12-01 4.500000 0.00 2882.00 156.49 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4209 B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.500000 0.00 9838170.00 5104815.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2213 B1V7KEBTPIMZEU4LTD58 3140X5N74 2048-11-01 3.000000 0.00 1000.00 172.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4149 S6XOOCT0IEG5ABCC6L87 3142GUTF0 2055-05-01 5.500000 0.00 1000.00 776.09 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8338 B1V7KEBTPIMZEU4LTD58 3140QUHQ2 2054-04-01 6.000000 0.00 1024.00 679.74 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0415 S6XOOCT0IEG5ABCC6L87 3132DMN84 2043-01-01 3.500000 0.00 182496.00 63455.72 Agency Mortgage-Backed Securities FEPC 02.500 CLSD2991 S6XOOCT0IEG5ABCC6L87 3132DQKC9 2051-09-01 2.500000 0.00 1000.00 622.91 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0145 S6XOOCT0IEG5ABCC6L87 3132DMES0 2047-08-01 3.000000 0.00 179319.00 41444.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 829962.00 131947.04 Agency Mortgage-Backed Securities FEPC 06.000 CISB8270 S6XOOCT0IEG5ABCC6L87 3132D6FK1 2038-11-01 6.000000 0.00 1019000.00 372920.81 Agency Mortgage-Backed Securities 03.500 FGPC V81932 G S6XOOCT0IEG5ABCC6L87 3132L7ED7 2045-10-01 3.500000 0.00 65121556.00 8235183.07 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 4765974.00 581530.27 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8426 S6XOOCT0IEG5ABCC6L87 3132DWLF8 2054-04-01 7.000000 0.00 1001.00 337.61 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HQQY0 2056-03-25 4.616100 0.00 2058271.00 1820630.06 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 19525500.00 19683526.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 661500.00 664654.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 1317300.00 1314061.42 U.S. Treasuries (including strips) GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5.000000 0.00 10387.00 6975.86 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1064366.00 672716.81 Agency Mortgage-Backed Securities GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 307257.00 237233.62 Agency Mortgage-Backed Securities GNRA 2021-193 EF 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 14664790.00 7941156.53 Agency Collateralized Mortgage Obligation Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2705000000.00 2705000000.00 0.0069 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.710000% ARP1KGR54 G5GSEF7VJP5I7OUK5573 0001484212 ARP1KGR54 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 39161200.00 25152513.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 12836800.00 12036258.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 24790500.00 20336153.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 600.00 1279.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 800.00 800.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 65086700.00 38198564.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 200.00 429.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 2400.00 2916.79 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0371 93822796.00 93822796.00 0.0002 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.650000% ARP1KGRH8 VYVVCKR63DVZZN70PB21 0001224385 ARP1KGRH8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2026-122 HJ 549300M8ZYFG0OCMTT87 38385TU74 2055-05-20 5.000000 0.00 7652000.00 7116303.89 Agency Collateralized Mortgage Obligation GNRM 2026-122 GO 549300M8ZYFG0OCMTT87 38385TW23 2056-07-20 0.125000 0.00 9302326.00 6571601.85 Agency Collateralized Mortgage Obligation GNRM 2026-122 KB 549300M8ZYFG0OCMTT87 38385TT84 2053-01-20 5.000000 0.00 9250000.00 8933193.66 Agency Collateralized Mortgage Obligation GNII SF DR7515 C 549300M8ZYFG0OCMTT87 3618VGK47 2056-06-20 5.500000 0.00 1164390.00 1180989.88 Agency Mortgage-Backed Securities GNII SF DD8236 C 549300M8ZYFG0OCMTT87 3618J2EH0 2054-09-20 5.500000 0.00 1049364.00 1041943.33 Agency Mortgage-Backed Securities GNII SF DD4723 C 549300M8ZYFG0OCMTT87 3618HXG82 2054-08-20 7.000000 0.00 1186364.00 888869.75 Agency Mortgage-Backed Securities GNRM 2024-045 C 549300M8ZYFG0OCMTT87 38384KGT2 2054-03-20 0.125000 0.00 100000000.00 51467673.77 Agency Collateralized Mortgage Obligation GNRM 2024-062 GA 549300M8ZYFG0OCMTT87 38384MDZ7 2048-05-20 5.500000 0.00 8825000.00 1529449.41 Agency Collateralized Mortgage Obligation GNRM 2017-091 MG 549300M8ZYFG0OCMTT87 38376M5L7 2045-03-20 2.500000 0.00 15000000.00 1526714.46 Agency Collateralized Mortgage Obligation GNII SF DR7743 C 549300M8ZYFG0OCMTT87 3618VGS80 2056-05-20 5.000000 0.00 7953175.00 7787961.99 Agency Mortgage-Backed Securities GNII SF DP2466 C 549300M8ZYFG0OCMTT87 3618MGW36 2056-05-20 5.000000 0.00 1267259.00 1243247.08 Agency Mortgage-Backed Securities GNII SF DP2412 C 549300M8ZYFG0OCMTT87 3618MGVD5 2056-04-20 5.500000 0.00 1568137.00 1578361.10 Agency Mortgage-Backed Securities GNII SF DP8559 C 549300M8ZYFG0OCMTT87 3618MPQL3 2056-02-20 6.500000 0.00 1047538.00 1098591.50 Agency Mortgage-Backed Securities GNII SF DP7789 C 549300M8ZYFG0OCMTT87 3618MNUN9 2056-01-20 6.000000 0.00 23817401.00 24734815.56 Agency Mortgage-Backed Securities GNII SF DQ1956 C 549300M8ZYFG0OCMTT87 3618MUE50 2056-02-20 5.000000 0.00 3633844.00 3546739.61 Agency Mortgage-Backed Securities GNII SF DC6802 C 549300M8ZYFG0OCMTT87 3618HMRX9 2054-08-20 6.500000 0.00 11882808.00 4599926.81 Agency Mortgage-Backed Securities GNII SF DJ0712 C 549300M8ZYFG0OCMTT87 3618KLYH4 2055-05-20 7.000000 0.00 1351452.00 727956.25 Agency Mortgage-Backed Securities GNII SF MA6994 M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 14451883.00 6320310.59 Agency Mortgage-Backed Securities GNII SF MA6866 M 549300M8ZYFG0OCMTT87 36179VTX8 2050-07-20 3.000000 0.00 3845000.00 1087316.30 Agency Mortgage-Backed Securities GNII SF MA6221 M 549300M8ZYFG0OCMTT87 36179U4E9 2049-08-20 4.500000 0.00 13869918.00 1472135.97 Agency Mortgage-Backed Securities GNII SF DJ9785 C 549300M8ZYFG0OCMTT87 3618KW2S1 2055-06-20 6.500000 0.00 3863489.00 3710349.95 Agency Mortgage-Backed Securities GNII SF CQ3883 C 549300M8ZYFG0OCMTT87 3618A6J44 2052-10-20 6.000000 0.00 1500000.00 168242.42 Agency Mortgage-Backed Securities GNII SF CY5187 C 549300M8ZYFG0OCMTT87 3618G4XQ8 2054-02-20 7.000000 0.00 1817031.00 1623878.90 Agency Mortgage-Backed Securities GNII SF MA9669 M 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6.000000 0.00 7658000.00 4390039.53 Agency Mortgage-Backed Securities GNII SF DT1115 C 549300M8ZYFG0OCMTT87 3618W0GY0 2056-07-20 5.000000 0.00 1077369.00 1057918.90 Agency Mortgage-Backed Securities GNII SF DS3707 C 549300M8ZYFG0OCMTT87 3618VQDL5 2056-05-20 5.000000 0.00 2102952.00 2071079.88 Agency Mortgage-Backed Securities GNII SF DJ9784 C 549300M8ZYFG0OCMTT87 3618KW2R3 2055-06-20 6.500000 0.00 1755798.00 1606275.65 Agency Mortgage-Backed Securities GNII SF CZ1336 C 549300M8ZYFG0OCMTT87 3618GCPV8 2054-05-20 6.000000 0.00 1078476.00 862474.28 Agency Mortgage-Backed Securities GNII SF DK3352 C 549300M8ZYFG0OCMTT87 3618L2WM6 2055-05-20 6.000000 0.00 10238343.00 8198099.49 Agency Mortgage-Backed Securities GNII SF CZ3954 C 549300M8ZYFG0OCMTT87 3618GFMB8 2054-02-20 6.000000 0.00 4059980.00 2745814.60 Agency Mortgage-Backed Securities GNII SF BT1865 C 549300M8ZYFG0OCMTT87 3617MQCA2 2050-11-20 3.000000 0.00 4480013.00 1977315.65 Agency Mortgage-Backed Securities GNII SF DL3778 C 549300M8ZYFG0OCMTT87 3618LFFT1 2055-10-20 5.500000 0.00 2196382.00 2197709.65 Agency Mortgage-Backed Securities GNII SF DL1986 C 549300M8ZYFG0OCMTT87 3618LDF33 2054-05-20 7.000000 0.00 2142134.00 2278417.28 Agency Mortgage-Backed Securities GNII SF CZ1465 C 549300M8ZYFG0OCMTT87 3618GCTW2 2054-08-20 7.500000 0.00 5487784.00 4890442.22 Agency Mortgage-Backed Securities GNII SF CB4720 C 549300M8ZYFG0OCMTT87 3617UQG50 2051-02-20 2.000000 0.00 1055147.00 730664.82 Agency Mortgage-Backed Securities GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2.000000 0.00 47246.00 27311.30 Agency Mortgage-Backed Securities GNII SF CI0117 C 549300M8ZYFG0OCMTT87 3617X4DW0 2052-04-20 3.000000 0.00 1687801.00 1347765.41 Agency Mortgage-Backed Securities GNII SF DT3559 C 549300M8ZYFG0OCMTT87 3618W25U6 2056-07-20 5.500000 0.00 1317119.00 1336417.87 Agency Mortgage-Backed Securities GNII SF DI9790 C 549300M8ZYFG0OCMTT87 3618NT2X4 2055-05-20 5.000000 0.00 1038110.00 812659.55 Agency Mortgage-Backed Securities GNII SF DR4137 C 549300M8ZYFG0OCMTT87 3618VCS22 2056-06-20 5.000000 0.00 2645584.00 2611421.71 Agency Mortgage-Backed Securities GNII SF DT3580 C 549300M8ZYFG0OCMTT87 3618W26R2 2056-07-20 5.500000 0.00 1370766.00 1386585.10 Agency Mortgage-Backed Securities GNII SF DJ0746 C 549300M8ZYFG0OCMTT87 3618KLZK6 2055-04-20 7.000000 0.00 1542696.00 1129817.66 Agency Mortgage-Backed Securities GNII SF DJ9865 C 549300M8ZYFG0OCMTT87 3618KW6A6 2055-07-20 7.000000 0.00 23603673.00 25374781.30 Agency Mortgage-Backed Securities GNII SF DT0899 C 549300M8ZYFG0OCMTT87 3618VY7L5 2056-06-20 5.000000 0.00 1139584.00 1117785.19 Agency Mortgage-Backed Securities GNII SF MB0748 M 549300M8ZYFG0OCMTT87 3618N5ZN2 2054-05-20 6.500000 0.00 35415497.00 31219199.10 Agency Mortgage-Backed Securities GNII SF DT3387 C 549300M8ZYFG0OCMTT87 3618W2XQ4 2056-07-20 5.500000 0.00 2331865.00 2374385.00 Agency Mortgage-Backed Securities GNII SF DR1317 C 549300M8ZYFG0OCMTT87 3618V9PA4 2056-05-20 5.500000 0.00 12615265.00 12772113.13 Agency Mortgage-Backed Securities GNII SF DR1253 C 549300M8ZYFG0OCMTT87 3618V9MA7 2056-05-20 5.000000 0.00 2059037.00 2017432.56 Agency Mortgage-Backed Securities GNII SF DK6210 C 549300M8ZYFG0OCMTT87 3618L53T6 2055-08-20 6.500000 0.00 1326212.00 972981.99 Agency Mortgage-Backed Securities GNII SF DR6206 C 549300M8ZYFG0OCMTT87 3618VE3P4 2056-06-20 5.500000 0.00 3486795.00 3550054.89 Agency Mortgage-Backed Securities GNII SF DJ9916 C 549300M8ZYFG0OCMTT87 3618KXAR2 2055-07-20 7.000000 0.00 1082667.00 1142504.81 Agency Mortgage-Backed Securities GNII SF DE7488 C 549300M8ZYFG0OCMTT87 3618JDJ99 2054-09-20 4.000000 0.00 1185950.00 1057615.36 Agency Mortgage-Backed Securities GNII SF DR8147 C 549300M8ZYFG0OCMTT87 3618VHBQ6 2056-04-20 5.000000 0.00 1241474.00 1215051.37 Agency Mortgage-Backed Securities GNRM 2024-090 AC 549300M8ZYFG0OCMTT87 38381LGD8 2066-07-16 2.000000 0.00 2000000.00 1412703.10 Agency Collateralized Mortgage Obligation GNII SF MA3173 M 549300M8ZYFG0OCMTT87 36179RQ28 2045-10-20 3.500000 0.00 233518416.00 19462336.27 Agency Mortgage-Backed Securities GNII SF MA5877 M 549300M8ZYFG0OCMTT87 36179UQ62 2049-04-20 4.500000 0.00 24321116.00 1869780.78 Agency Mortgage-Backed Securities GNII SF MA6477 M 549300M8ZYFG0OCMTT87 36179VFS4 2050-01-20 4.500000 0.00 41895267.00 4826075.36 Agency Mortgage-Backed Securities GNII SF MA6545 M 549300M8ZYFG0OCMTT87 36179VHW3 2050-03-20 5.000000 0.00 85000.00 10552.43 Agency Mortgage-Backed Securities GNII SF MA4779 M 549300M8ZYFG0OCMTT87 36179TJY2 2047-10-20 4.000000 0.00 7600972.00 751020.50 Agency Mortgage-Backed Securities GNII SF AE2162 C 549300M8ZYFG0OCMTT87 36180UMK2 2035-10-20 5.500000 0.00 3114397.00 291408.00 Agency Mortgage-Backed Securities GNII SF MA7140 M 549300M8ZYFG0OCMTT87 36179V4Z0 2051-01-20 4.500000 0.00 275000.00 59362.01 Agency Mortgage-Backed Securities GNII SF MA7192 M 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2.000000 0.00 185347953.00 85342671.85 Agency Mortgage-Backed Securities GNII SF MA7422 M 549300M8ZYFG0OCMTT87 36179WG77 2051-06-20 4.500000 0.00 581645.00 201017.21 Agency Mortgage-Backed Securities GNII SF MA7704 M 549300M8ZYFG0OCMTT87 36179WRZ3 2051-11-20 2.000000 0.00 937481.00 515311.77 Agency Mortgage-Backed Securities GNII SF MA3244 M 549300M8ZYFG0OCMTT87 36179RS91 2045-11-20 3.500000 0.00 14858525.00 1318249.40 Agency Mortgage-Backed Securities GNII SF MA5765 M 549300M8ZYFG0OCMTT87 36179UMN9 2049-01-20 5.000000 0.00 2425000.00 143466.47 Agency Mortgage-Backed Securities GNII SF DS5010 C 549300M8ZYFG0OCMTT87 3618VRR79 2056-07-20 5.500000 0.00 5661819.00 5734212.90 Agency Mortgage-Backed Securities GNII SF DS1559 C 549300M8ZYFG0OCMTT87 3618VMWU3 2056-05-20 5.000000 0.00 4367103.00 4278369.58 Agency Mortgage-Backed Securities GNII SF DS4255 C 549300M8ZYFG0OCMTT87 3618VQWQ3 2056-07-20 5.500000 0.00 3074477.00 3120250.84 Agency Mortgage-Backed Securities GNII SF DR8161 C 549300M8ZYFG0OCMTT87 3618VHB60 2056-05-20 5.000000 0.00 1668340.00 1634597.72 Agency Mortgage-Backed Securities GNRM 2026-122 OB 549300M8ZYFG0OCMTT87 38385TU33 2056-07-20 0.125000 0.00 27906978.00 20570238.14 Agency Collateralized Mortgage Obligation GNII SF DS4593 C 549300M8ZYFG0OCMTT87 3618VRC67 2056-07-20 5.500000 0.00 4708162.00 4777152.27 Agency Mortgage-Backed Securities GNRM 2026-122 MW 549300M8ZYFG0OCMTT87 38385TX48 2056-07-20 5.000000 0.00 20250000.00 18579570.74 Agency Collateralized Mortgage Obligation GNII SF DS2455 C 549300M8ZYFG0OCMTT87 3618VNWQ0 2056-06-20 6.500000 0.00 8022723.00 8423436.07 Agency Mortgage-Backed Securities GNII SF DS7033 C 549300M8ZYFG0OCMTT87 3618VTY69 2056-07-20 5.000000 0.00 1038943.00 1026656.11 Agency Mortgage-Backed Securities GNII SF DS9303 C 549300M8ZYFG0OCMTT87 3618VWKQ3 2056-07-20 5.500000 0.00 14834414.00 15034490.68 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 430690.00 366820.18 Agency Mortgage-Backed Securities GNII SF MB0150 M 549300M8ZYFG0OCMTT87 3618N5EY1 2054-12-20 7.000000 0.00 808798.00 297684.71 Agency Mortgage-Backed Securities GNII SF DQ4932 C 549300M8ZYFG0OCMTT87 3618MXPR4 2056-04-20 5.000000 0.00 34686657.00 34047585.15 Agency Mortgage-Backed Securities GNII SF DR0276 C 549300M8ZYFG0OCMTT87 3618V8JV7 2056-05-20 6.500000 0.00 11284401.00 11816075.16 Agency Mortgage-Backed Securities GNII SF MB0994 M 549300M8ZYFG0OCMTT87 3618N6C88 2055-11-20 4.000000 0.00 23751322.00 21524338.98 Agency Mortgage-Backed Securities GNII SF 738517 C 549300M8ZYFG0OCMTT87 3620ASPA1 2041-07-20 4.500000 0.00 5355867.00 376527.55 Agency Mortgage-Backed Securities GNII SF DQ5231 C 549300M8ZYFG0OCMTT87 3618MXY45 2056-06-20 5.000000 0.00 3861170.00 3782778.60 Agency Mortgage-Backed Securities GNII SF 004028 M 549300M8ZYFG0OCMTT87 36202EPM5 2037-09-20 6.000000 0.00 210000.00 1737.58 Agency Mortgage-Backed Securities GNII SF DN7487 C 549300M8ZYFG0OCMTT87 3618MAJ83 2055-12-20 5.500000 0.00 54157577.00 54361636.15 Agency Mortgage-Backed Securities GNII SF DN7027 C 549300M8ZYFG0OCMTT87 3618M9YY2 2055-11-20 4.500000 0.00 2105437.00 1766320.07 Agency Mortgage-Backed Securities GNRM 2026-069 AD 549300M8ZYFG0OCMTT87 38384TVJ8 2067-10-16 4.750000 0.00 17146000.00 16596176.86 Agency Collateralized Mortgage Obligation GNII SF DR6819 C 549300M8ZYFG0OCMTT87 3618VFSG4 2056-04-20 5.000000 0.00 1517757.00 1470158.77 Agency Mortgage-Backed Securities GNRM 2026-122 HM 549300M8ZYFG0OCMTT87 38385TU82 2056-07-20 5.000000 0.00 12754000.00 11382609.14 Agency Collateralized Mortgage Obligation GNRM 2026-122 LO 549300M8ZYFG0OCMTT87 38385TV73 2056-07-20 0.125000 0.00 18604652.00 13090496.72 Agency Collateralized Mortgage Obligation GNRA 2026-001 GF 549300M8ZYFG0OCMTT87 38385K6L9 2056-01-20 4.621400 0.00 21650000.00 21005372.15 Agency Collateralized Mortgage Obligation GNII SF DS2099 C 549300M8ZYFG0OCMTT87 3618VNKL4 2056-05-20 5.000000 0.00 12553108.00 12158374.64 Agency Mortgage-Backed Securities GNII SF 626972 C 549300M8ZYFG0OCMTT87 36291FQZ4 2045-08-20 3.500000 0.00 953799.00 383910.32 Agency Mortgage-Backed Securities GNRM 2026-122 CO 549300M8ZYFG0OCMTT87 38385TV32 2056-07-20 0.125000 0.00 9302326.00 6571127.43 Agency Collateralized Mortgage Obligation GNRA 2026-001 AF 549300M8ZYFG0OCMTT87 38385K6E5 2056-01-20 4.721400 0.00 5073248.00 4702260.65 Agency Collateralized Mortgage Obligation GNRA 2026-025 DF 549300M8ZYFG0OCMTT87 38385MH74 2066-02-20 4.321400 0.00 58333332.00 55001004.18 Agency Collateralized Mortgage Obligation GNII SP 784101 M 549300M8ZYFG0OCMTT87 3622A2RW4 2044-08-20 3.500000 0.00 558025.00 50262.80 Agency Mortgage-Backed Securities GNRM 2026-001 PM 549300M8ZYFG0OCMTT87 38385K6H8 2055-11-20 4.500000 0.00 6805914.00 6415268.02 Agency Collateralized Mortgage Obligation GNRM 2014-072 EJ 549300M8ZYFG0OCMTT87 38379BX52 2029-05-20 2.500000 0.00 10000000.00 108912.05 Agency Collateralized Mortgage Obligation GNRA 2025-090 FD 549300M8ZYFG0OCMTT87 38385GZZ5 2055-05-20 5.341400 0.00 65641545.00 38065209.67 Agency Collateralized Mortgage Obligation GNII SF 738741 C 549300M8ZYFG0OCMTT87 3620ASWA3 2041-09-20 4.500000 0.00 3804878.00 145361.65 Agency Mortgage-Backed Securities GNII SP 784115 M 549300M8ZYFG0OCMTT87 3622A2SC7 2046-02-20 3.000000 0.00 171765.00 19059.91 Agency Mortgage-Backed Securities GNII SF MB0178 M 549300M8ZYFG0OCMTT87 3618N5FU8 2040-02-20 4.500000 0.00 1279674.00 977056.18 Agency Mortgage-Backed Securities GNII SF 734480 C 549300M8ZYFG0OCMTT87 3620AM6R8 2041-07-20 4.500000 0.00 1451435.00 143318.22 Agency Mortgage-Backed Securities GNII SF MA4689 M 549300M8ZYFG0OCMTT87 36179TF67 2032-09-20 2.500000 0.00 162650.00 15688.29 Agency Mortgage-Backed Securities GNII SF BZ9216 C 549300M8ZYFG0OCMTT87 3617U5GZ0 2050-11-20 2.500000 0.00 1034463.00 748141.63 Agency Mortgage-Backed Securities GNII SF MA5935 M 549300M8ZYFG0OCMTT87 36179USY9 2049-05-20 6.000000 0.00 113723.00 11888.23 Agency Mortgage-Backed Securities GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 1469141.00 1001188.43 Agency Mortgage-Backed Securities GNII SF MA8430 M 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6.000000 0.00 1899409.00 845485.20 Agency Mortgage-Backed Securities GNII SF MA8494 M 549300M8ZYFG0OCMTT87 36179XNK8 2052-12-20 7.000000 0.00 143000.00 31101.86 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 41940940.00 17855496.10 Agency Mortgage-Backed Securities GNII SF MA0022 M 549300M8ZYFG0OCMTT87 36179MAX8 2042-04-20 3.500000 0.00 3114160.00 188195.78 Agency Mortgage-Backed Securities GNII SF CV9682 C 549300M8ZYFG0OCMTT87 3618F6XK7 2053-07-20 7.500000 0.00 3171508.00 1591933.58 Agency Mortgage-Backed Securities GNII SF CV0644 C 549300M8ZYFG0OCMTT87 3618BVWD3 2053-08-20 7.000000 0.00 2213642.00 2260679.38 Agency Mortgage-Backed Securities GNII SF MA4836 M 549300M8ZYFG0OCMTT87 36179TLR4 2047-11-20 3.000000 0.00 2088684.00 253203.67 Agency Mortgage-Backed Securities GNII SF CZ7889 C 549300M8ZYFG0OCMTT87 3618GKXS8 2054-02-20 7.000000 0.00 1050717.00 565138.79 Agency Mortgage-Backed Securities GNII SF MA2370 M 549300M8ZYFG0OCMTT87 36179QT35 2044-11-20 3.000000 0.00 4250000.00 389594.05 Agency Mortgage-Backed Securities GNII SF MA4426 M 549300M8ZYFG0OCMTT87 36179S4K0 2032-05-20 3.500000 0.00 60000.00 4843.86 Agency Mortgage-Backed Securities GNII SF MA4721 M 549300M8ZYFG0OCMTT87 36179TG66 2047-09-20 4.500000 0.00 7825827.00 649414.34 Agency Mortgage-Backed Securities GNII SF MA4718 M 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3.000000 0.00 765000.00 101297.19 Agency Mortgage-Backed Securities GNII SF BI3255 C 549300M8ZYFG0OCMTT87 3617HCTL7 2048-08-20 4.500000 0.00 6592884.00 911861.23 Agency Mortgage-Backed Securities GNII SF MA8802 M 549300M8ZYFG0OCMTT87 36179XX76 2053-04-20 6.000000 0.00 14889000.00 6944727.41 Agency Mortgage-Backed Securities GNII SF MA5020 M 549300M8ZYFG0OCMTT87 36179TSH9 2048-02-20 4.000000 0.00 5293287.00 471843.31 Agency Mortgage-Backed Securities GNII SF MA2149 M 549300M8ZYFG0OCMTT87 36179QL66 2044-08-20 4.000000 0.00 2110000.00 123098.94 Agency Mortgage-Backed Securities GNII SF MA4322 M 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4.000000 0.00 1109000.00 88406.60 Agency Mortgage-Backed Securities GNII SF MA5820 M 549300M8ZYFG0OCMTT87 36179UPD8 2049-03-20 5.500000 0.00 94000.00 6896.89 Agency Mortgage-Backed Securities GNII SF DO1511 C 549300M8ZYFG0OCMTT87 3618NWVC1 2055-11-20 6.000000 0.00 7126220.00 7416626.75 Agency Mortgage-Backed Securities GNII SF DE4877 C 549300M8ZYFG0OCMTT87 3618JAM26 2055-02-20 6.500000 0.00 1160926.00 1209860.69 Agency Mortgage-Backed Securities GNII SF CY5634 C 549300M8ZYFG0OCMTT87 3618G5HK6 2054-01-20 7.500000 0.00 1205924.00 460008.35 Agency Mortgage-Backed Securities GNII SF DF0233 C 549300M8ZYFG0OCMTT87 3618JHHJ0 2054-09-20 6.500000 0.00 2437000.00 1523557.83 Agency Mortgage-Backed Securities GNII SF DI9402 C 549300M8ZYFG0OCMTT87 3618NTNT0 2055-04-20 6.500000 0.00 9240224.00 6854951.23 Agency Mortgage-Backed Securities GNII SF CZ3712 C 549300M8ZYFG0OCMTT87 3618GFDR3 2054-01-20 7.500000 0.00 1034461.00 867371.08 Agency Mortgage-Backed Securities GNII SF CT8347 C 549300M8ZYFG0OCMTT87 3618BEHY2 2053-04-20 6.500000 0.00 1760593.00 1192052.29 Agency Mortgage-Backed Securities GNII SF DF5616 C 549300M8ZYFG0OCMTT87 3618JPGZ7 2054-12-20 5.500000 0.00 1847167.00 1595084.35 Agency Mortgage-Backed Securities GNII SF CX6929 C 549300M8ZYFG0OCMTT87 3618FTVW3 2053-10-20 6.000000 0.00 1903299.00 596894.50 Agency Mortgage-Backed Securities GNII SF MB0063 M 549300M8ZYFG0OCMTT87 3618N5B99 2039-12-20 3.500000 0.00 36301.00 11519.44 Agency Mortgage-Backed Securities GNII SF MA4782 M 549300M8ZYFG0OCMTT87 36179TJ30 2047-10-20 5.500000 0.00 4389019.00 380901.64 Agency Mortgage-Backed Securities GNII SF DD9128 C 549300M8ZYFG0OCMTT87 3618J3D97 2054-08-20 6.500000 0.00 3013738.00 2061761.37 Agency Mortgage-Backed Securities GNII SF CJ9731 C 549300M8ZYFG0OCMTT87 3617XSY46 2052-01-20 2.500000 0.00 851731.00 598366.19 Agency Mortgage-Backed Securities GNII SF DP4838 C 549300M8ZYFG0OCMTT87 3618MKLT2 2056-01-20 5.000000 0.00 1246323.00 1218465.82 Agency Mortgage-Backed Securities GNII SF MB1216 M 549300M8ZYFG0OCMTT87 3618N6K63 2056-05-20 5.000000 0.00 256025199.00 249999999.45 Agency Mortgage-Backed Securities GNII SF DP4723 C 549300M8ZYFG0OCMTT87 3618MKG84 2056-02-20 6.000000 0.00 303349.00 307486.34 Agency Mortgage-Backed Securities GNII SF DE0349 C 549300M8ZYFG0OCMTT87 3618J5L69 2054-07-20 6.500000 0.00 1306235.00 1171617.94 Agency Mortgage-Backed Securities GNII SF DR5607 C 549300M8ZYFG0OCMTT87 3618VEGQ8 2056-04-20 5.000000 0.00 8191772.00 8015389.76 Agency Mortgage-Backed Securities GNII SF DQ5316 C 549300M8ZYFG0OCMTT87 3618MX3Z0 2056-07-20 5.000000 0.00 10135631.00 9941601.24 Agency Mortgage-Backed Securities GNII SF DR1246 C 549300M8ZYFG0OCMTT87 3618V9L34 2056-05-20 5.000000 0.00 3220588.00 3155649.96 Agency Mortgage-Backed Securities GNRA 2026-106 FB 549300M8ZYFG0OCMTT87 38385TVS7 2056-03-20 4.671400 0.00 254601661.00 249999999.81 Agency Collateralized Mortgage Obligation GNII SP 788592 C 549300M8ZYFG0OCMTT87 3622AENH5 2055-08-20 7.000000 0.00 52879054.00 50129411.93 Agency Mortgage-Backed Securities GNII SP 788357 C 549300M8ZYFG0OCMTT87 3622AEE69 2052-05-20 3.500000 0.00 25811764.00 21700026.28 Agency Mortgage-Backed Securities GNII SF DS1617 C 549300M8ZYFG0OCMTT87 3618VMYN7 2056-05-20 5.500000 0.00 3400725.00 3432426.12 Agency Mortgage-Backed Securities GNII SF MA5984 M 549300M8ZYFG0OCMTT87 36179UUH3 2049-06-20 3.000000 0.00 167498681.00 20735541.62 Agency Mortgage-Backed Securities GNII SF MA4069 M 549300M8ZYFG0OCMTT87 36179SQW0 2046-11-20 3.500000 0.00 67361710.00 7527916.60 Agency Mortgage-Backed Securities GNII SF MA6664 M 549300M8ZYFG0OCMTT87 36179VMM9 2039-01-20 7.000000 0.00 234644.00 49128.85 Agency Mortgage-Backed Securities GNII SF MA5397 M 549300M8ZYFG0OCMTT87 36179T7J8 2048-08-20 3.500000 0.00 173980486.00 17856842.14 Agency Mortgage-Backed Securities GNII SF MA5467 M 549300M8ZYFG0OCMTT87 36179UCC4 2048-09-20 4.500000 0.00 413502557.00 28799171.54 Agency Mortgage-Backed Securities GNII SF AA5878 C 549300M8ZYFG0OCMTT87 36178DQ79 2042-12-20 3.000000 0.00 3705000.00 494404.16 Agency Mortgage-Backed Securities GNII SF MA6343 M 549300M8ZYFG0OCMTT87 36179VBL3 2044-11-20 5.500000 0.00 400000.00 69302.04 Agency Mortgage-Backed Securities GNII SF MA7165 M 549300M8ZYFG0OCMTT87 36179V6A3 2036-06-20 2.500000 0.00 2075000.00 719499.57 Agency Mortgage-Backed Securities GNII SF MA3807 M 549300M8ZYFG0OCMTT87 36179SGQ4 2040-06-20 5.500000 0.00 250000.00 14199.13 Agency Mortgage-Backed Securities GNII SF MA6216 M 549300M8ZYFG0OCMTT87 36179U3Z3 2049-06-20 2.000000 0.00 413423.00 189886.40 Agency Mortgage-Backed Securities GNII SF MA6257 M 549300M8ZYFG0OCMTT87 36179U5S7 2034-10-20 4.000000 0.00 269250.00 44352.16 Agency Mortgage-Backed Securities GNII SF MA0392 M 549300M8ZYFG0OCMTT87 36179MNH9 2042-09-20 3.500000 0.00 700000.00 54452.22 Agency Mortgage-Backed Securities GNII SF DR9904 C 549300M8ZYFG0OCMTT87 3618VKAD9 2056-07-20 5.500000 0.00 1236010.00 1250273.97 Agency Mortgage-Backed Securities GNII SF CU7777 C 549300M8ZYFG0OCMTT87 3618BRUA0 2053-10-20 7.000000 0.00 40600240.00 28768317.19 Agency Mortgage-Backed Securities GNII SF DS1389 C 549300M8ZYFG0OCMTT87 3618VMRJ4 2056-07-20 5.500000 0.00 27522636.00 27558617.25 Agency Mortgage-Backed Securities GNII SF MB0342 M 549300M8ZYFG0OCMTT87 3618N5LY3 2040-05-20 6.000000 0.00 6443176.00 4503023.01 Agency Mortgage-Backed Securities GNII SF MB0484 M 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 35000000.00 32065526.44 Agency Mortgage-Backed Securities GNII SF DR7052 C 549300M8ZYFG0OCMTT87 3618VFZR2 2056-07-20 5.500000 0.00 1302208.00 1321288.39 Agency Mortgage-Backed Securities GNII SF DS1383 C 549300M8ZYFG0OCMTT87 3618VMRC9 2056-07-20 6.000000 0.00 2187934.00 2299273.59 Agency Mortgage-Backed Securities GNII SF DO4816 C 549300M8ZYFG0OCMTT87 3618V1K57 2055-12-20 5.000000 0.00 2341181.00 2281659.74 Agency Mortgage-Backed Securities GNII SF DS3414 C 549300M8ZYFG0OCMTT87 3618VPYK6 2056-06-20 5.000000 0.00 1517527.00 1497710.35 Agency Mortgage-Backed Securities GNII SF DA7208 C 549300M8ZYFG0OCMTT87 3618GXAH9 2054-05-20 5.500000 0.00 1042597.00 908448.32 Agency Mortgage-Backed Securities GNII SF MA9541 M 549300M8ZYFG0OCMTT87 36179YS62 2054-03-20 5.500000 0.00 30000000.00 19577498.79 Agency Mortgage-Backed Securities GNII SF MA9134 M 549300M8ZYFG0OCMTT87 36179YEF7 2036-04-20 3.500000 0.00 156384.00 65499.99 Agency Mortgage-Backed Securities GNII SF MA9384 M 549300M8ZYFG0OCMTT87 36179YM92 2032-11-20 3.000000 0.00 215749.00 73849.69 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 200000.00 137190.20 Agency Mortgage-Backed Securities GNII SF MA5438 M 549300M8ZYFG0OCMTT87 36179UBF8 2033-08-20 4.500000 0.00 1081155.00 48773.32 Agency Mortgage-Backed Securities GNII SF DD3214 C 549300M8ZYFG0OCMTT87 3618HVSB6 2054-09-20 7.000000 0.00 1460314.00 385556.47 Agency Mortgage-Backed Securities GNII SF DG7410 C 549300M8ZYFG0OCMTT87 3618K4GT6 2055-01-20 7.500000 0.00 1465173.00 1415967.58 Agency Mortgage-Backed Securities GNII SF DF6468 C 549300M8ZYFG0OCMTT87 3618JQFH6 2054-11-20 6.000000 0.00 1711688.00 1727600.63 Agency Mortgage-Backed Securities GNII SF MA4262 M 549300M8ZYFG0OCMTT87 36179SWX1 2047-02-20 3.500000 0.00 1428000.00 157603.06 Agency Mortgage-Backed Securities GNII SF MA5135 M 549300M8ZYFG0OCMTT87 36179TV44 2048-04-20 3.000000 0.00 6031688.00 850092.02 Agency Mortgage-Backed Securities GNII SF BY4482 C 549300M8ZYFG0OCMTT87 3617QL6T5 2050-09-20 3.500000 0.00 1050093.00 634171.91 Agency Mortgage-Backed Securities GNII SF CW7048 C 549300M8ZYFG0OCMTT87 3618FFZM1 2053-09-20 7.000000 0.00 2186672.00 1580573.64 Agency Mortgage-Backed Securities GNII SF CV8157 C 549300M8ZYFG0OCMTT87 3618F5B23 2053-10-20 7.000000 0.00 4782893.00 2900378.55 Agency Mortgage-Backed Securities GNII SF MA5766 M 549300M8ZYFG0OCMTT87 36179UMP4 2049-02-20 5.500000 0.00 1070000.00 84348.28 Agency Mortgage-Backed Securities GNII SF MA4657 M 549300M8ZYFG0OCMTT87 36179TE68 2047-08-20 6.000000 0.00 100000.00 9376.53 Agency Mortgage-Backed Securities GNII SF MA5528 M 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 4330882.00 361309.37 Agency Mortgage-Backed Securities GNII SF DE5266 C 549300M8ZYFG0OCMTT87 3618JAZ71 2054-11-20 6.000000 0.00 1603493.00 1625152.38 Agency Mortgage-Backed Securities GNII SF MA5818 M 549300M8ZYFG0OCMTT87 36179UPB2 2049-03-20 4.500000 0.00 40228209.00 2713693.86 Agency Mortgage-Backed Securities GNII SF DC2932 C 549300M8ZYFG0OCMTT87 3618HHHH6 2054-05-20 6.000000 0.00 1000962.00 245967.27 Agency Mortgage-Backed Securities GNII SF MA4654 M 549300M8ZYFG0OCMTT87 36179TE35 2047-08-20 4.500000 0.00 150723759.00 11753204.51 Agency Mortgage-Backed Securities GNII SF MA3496 M 549300M8ZYFG0OCMTT87 36179R3D9 2031-03-20 3.000000 0.00 55000.00 3115.61 Agency Mortgage-Backed Securities GNII SF BT8990 C 549300M8ZYFG0OCMTT87 3617MX7B1 2050-03-20 4.000000 0.00 11367046.00 390489.00 Agency Mortgage-Backed Securities GNII SF MA6337 M 549300M8ZYFG0OCMTT87 36179VBE9 2049-12-20 2.500000 0.00 51487674.00 8834036.48 Agency Mortgage-Backed Securities GNII SF MA6869 M 549300M8ZYFG0OCMTT87 36179VT26 2050-09-20 4.500000 0.00 14162997.00 3106623.86 Agency Mortgage-Backed Securities GNII SF MB0528 M 549300M8ZYFG0OCMTT87 3618N5SS9 2040-08-20 5.000000 0.00 1629807.00 1352219.44 Agency Mortgage-Backed Securities GNII SF MB1071 M 549300M8ZYFG0OCMTT87 3618N6FM4 2056-04-20 5.500000 0.00 1761605.00 1751745.59 Agency Mortgage-Backed Securities GNRM 2013-071 GA 549300M8ZYFG0OCMTT87 38378TAF7 2041-07-20 2.500000 0.00 1375000.00 53548.74 Agency Collateralized Mortgage Obligation GNII SP 786735 C 549300M8ZYFG0OCMTT87 3622ACLQ1 2052-02-20 2.500000 0.00 48553372.00 33092875.95 Agency Mortgage-Backed Securities GNII SF CZ3944 C 549300M8ZYFG0OCMTT87 3618GFLZ6 2054-02-20 6.000000 0.00 8985682.00 5298505.41 Agency Mortgage-Backed Securities GNII SF DR6693 C 549300M8ZYFG0OCMTT87 3618VFNJ3 2056-05-20 5.000000 0.00 1073169.00 1051221.03 Agency Mortgage-Backed Securities GNII SP 788250 C 549300M8ZYFG0OCMTT87 3622AEBT2 2054-10-20 5.500000 0.00 25820812.00 24096768.43 Agency Mortgage-Backed Securities GNII SF MB0937 M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 33426052.00 33019241.16 Agency Mortgage-Backed Securities GNRA 2018-108 D 549300M8ZYFG0OCMTT87 38380MCP4 2060-08-16 3.000000 0.00 12100000.00 9405874.41 Agency Collateralized Mortgage Obligation GNII SF CZ3604 C 549300M8ZYFG0OCMTT87 3618GFAD7 2053-12-20 7.500000 0.00 1881624.00 234824.97 Agency Mortgage-Backed Securities GNRM 2015-082 CA 549300M8ZYFG0OCMTT87 38379NMP4 2045-06-20 2.250000 0.00 12225751.00 761888.27 Agency Collateralized Mortgage Obligation GNII SF MB1288 M 549300M8ZYFG0OCMTT87 3618N6NE3 2056-06-20 7.000000 0.00 1061542.00 1109856.31 Agency Mortgage-Backed Securities GNRM 2025-117 ND 549300M8ZYFG0OCMTT87 38381NQ76 2052-03-20 4.750000 0.00 86640000.00 62536614.40 Agency Collateralized Mortgage Obligation GNRM 2013-170 BC 549300M8ZYFG0OCMTT87 38378U6D4 2028-11-16 2.500000 0.00 3551288.00 624153.10 Agency Collateralized Mortgage Obligation GNII SP 787792 C 549300M8ZYFG0OCMTT87 3622ADRM2 2055-01-20 5.000000 0.00 20000.00 16895.98 Agency Mortgage-Backed Securities GNII SF CZ2849 C 549300M8ZYFG0OCMTT87 3618GEEW4 2054-01-20 7.500000 0.00 1711513.00 764201.47 Agency Mortgage-Backed Securities GNRA 2025-117 FA 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.771400 0.00 7739000.00 6237678.78 Agency Collateralized Mortgage Obligation GNII SF DR9694 C 549300M8ZYFG0OCMTT87 3618VJXX3 2056-05-20 5.000000 0.00 1578409.00 1541209.87 Agency Mortgage-Backed Securities GNII SF DD8208 C 549300M8ZYFG0OCMTT87 3618J2DM0 2054-08-20 7.000000 0.00 3080705.00 1389199.05 Agency Mortgage-Backed Securities GNII SF MA9066 M 549300M8ZYFG0OCMTT87 36179YCB8 2031-10-20 3.000000 0.00 1531362.00 848620.25 Agency Mortgage-Backed Securities GNII SF DO3357 C 549300M8ZYFG0OCMTT87 3618NYWS1 2055-11-20 6.000000 0.00 319751.00 328673.74 Agency Mortgage-Backed Securities GNII SF CT6549 C 549300M8ZYFG0OCMTT87 3618BCH26 2054-01-20 7.500000 0.00 23096824.00 16518280.84 Agency Mortgage-Backed Securities GNII SF DF0570 C 549300M8ZYFG0OCMTT87 3618JHT32 2054-10-20 6.000000 0.00 2258285.00 1936482.87 Agency Mortgage-Backed Securities GNII SF MB0259 M 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 140000000.00 94757666.48 Agency Mortgage-Backed Securities GNII SF MA9776 M 549300M8ZYFG0OCMTT87 36179Y2H6 2054-07-20 4.000000 0.00 4181014.00 3489718.52 Agency Mortgage-Backed Securities GNRM 2024-097 D 549300M8ZYFG0OCMTT87 38384PPX2 2050-12-20 4.500000 0.00 10204752.00 5212473.62 Agency Collateralized Mortgage Obligation GNRM 2023-134 DB 549300M8ZYFG0OCMTT87 38384EKY0 2053-09-20 6.000000 0.00 9109935.00 9279589.32 Agency Collateralized Mortgage Obligation GNRA 2025-089 FB 549300M8ZYFG0OCMTT87 38385GKJ7 2055-05-20 5.071400 0.00 15000000.00 9071500.39 Agency Collateralized Mortgage Obligation GNRA 2022-161 F 549300M8ZYFG0OCMTT87 38383YST0 2052-09-20 4.221400 0.00 85500000.00 39671445.99 Agency Collateralized Mortgage Obligation GNII SF 003132 M 549300M8ZYFG0OCMTT87 36202DPR6 2031-09-20 6.000000 0.00 18150000.00 27174.79 Agency Mortgage-Backed Securities GNII SF 002658 M 549300M8ZYFG0OCMTT87 36202C5T6 2028-10-20 6.500000 0.00 1084461.00 534.55 Agency Mortgage-Backed Securities GNRM 2024-045 A 549300M8ZYFG0OCMTT87 38384KGR6 2054-03-20 0.125000 0.00 100000000.00 54709488.09 Agency Collateralized Mortgage Obligation GNRM 2024-171 MB 549300M8ZYFG0OCMTT87 38384XQE6 2051-04-20 5.000000 0.00 35100000.00 19937065.90 Agency Collateralized Mortgage Obligation GNII SF DT1131 C 549300M8ZYFG0OCMTT87 3618W0HG8 2056-07-20 5.500000 0.00 1105871.00 1116225.64 Agency Mortgage-Backed Securities GNII SF MB1141 M 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 4.500000 0.00 1239594.00 1169151.60 Agency Mortgage-Backed Securities GNRM 2022-177 PL 549300M8ZYFG0OCMTT87 38383UN89 2051-06-20 6.000000 0.00 1000000.00 11026.99 Agency Collateralized Mortgage Obligation GNII SF MB1280 M 549300M8ZYFG0OCMTT87 3618N6M61 2056-07-20 3.000000 0.00 1000300.00 877383.14 Agency Mortgage-Backed Securities GNII SF MB1287 M 549300M8ZYFG0OCMTT87 3618N6ND5 2056-07-20 6.500000 0.00 205625917.00 214285989.65 Agency Mortgage-Backed Securities GNII SF DO3498 C 549300M8ZYFG0OCMTT87 3618NY3F1 2055-11-20 6.000000 0.00 2005920.00 2078906.37 Agency Mortgage-Backed Securities GNII SF DR3784 C 549300M8ZYFG0OCMTT87 3618VCFZ3 2056-04-20 5.500000 0.00 1305054.00 1323447.03 Agency Mortgage-Backed Securities GNII SF 003891 M 549300M8ZYFG0OCMTT87 36202EKC2 2036-08-20 6.500000 0.00 565000.00 4628.72 Agency Mortgage-Backed Securities GNII SF MA4387 M 549300M8ZYFG0OCMTT87 36179S2U0 2038-09-20 6.000000 0.00 290000.00 34627.75 Agency Mortgage-Backed Securities GNII SF MA1267 M 549300M8ZYFG0OCMTT87 36179NMQ8 2028-09-20 4.000000 0.00 1835000.00 40595.32 Agency Mortgage-Backed Securities GNII SF MA5851 M 549300M8ZYFG0OCMTT87 36179UQC9 2034-04-20 4.500000 0.00 51650.00 7113.50 Agency Mortgage-Backed Securities GNII SF MA7393 M 549300M8ZYFG0OCMTT87 36179WGA0 2036-06-20 3.000000 0.00 1270110.00 449003.54 Agency Mortgage-Backed Securities GNII SF MA5193 M 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.500000 0.00 63871635.00 4323473.16 Agency Mortgage-Backed Securities GNII SF MA5167 M 549300M8ZYFG0OCMTT87 36179TW43 2033-05-20 4.000000 0.00 113898.00 6883.72 Agency Mortgage-Backed Securities GNII SF CD7215 C 549300M8ZYFG0OCMTT87 3617VJAQ5 2051-05-20 2.500000 0.00 5100000.00 2643432.89 Agency Mortgage-Backed Securities GNII SF MA5713 M 549300M8ZYFG0OCMTT87 36179UK27 2049-01-20 5.500000 0.00 79957.00 5610.63 Agency Mortgage-Backed Securities GNII SF MA5023 M 549300M8ZYFG0OCMTT87 36179TSL0 2048-02-20 5.500000 0.00 6300039.00 656375.85 Agency Mortgage-Backed Securities GNII SF MA7884 M 549300M8ZYFG0OCMTT87 36179WXM5 2052-02-20 4.000000 0.00 7540000.00 4664998.46 Agency Mortgage-Backed Securities GNII SF MA8645 M 549300M8ZYFG0OCMTT87 36179XTA4 2053-02-20 4.000000 0.00 25731.00 18471.57 Agency Mortgage-Backed Securities GNII SF CZ1889 C 549300M8ZYFG0OCMTT87 3618GDC24 2054-01-20 6.500000 0.00 1078217.00 442467.45 Agency Mortgage-Backed Securities GNII SF DP9413 C 549300M8ZYFG0OCMTT87 3618MQN67 2056-04-20 5.000000 0.00 6493591.00 6382346.37 Agency Mortgage-Backed Securities GNII SF MB1283 M 549300M8ZYFG0OCMTT87 3618N6M95 2056-07-20 4.500000 0.00 200482238.00 189972357.64 Agency Mortgage-Backed Securities GNII SF DQ5342 C 549300M8ZYFG0OCMTT87 3618MX5B1 2056-07-20 5.500000 0.00 15453746.00 15605166.95 Agency Mortgage-Backed Securities GNII SF BI3300 C 549300M8ZYFG0OCMTT87 3617HCUZ4 2048-09-20 4.500000 0.00 9304057.00 1220557.15 Agency Mortgage-Backed Securities GNII SF DP0229 C 549300M8ZYFG0OCMTT87 3618MEHE4 2056-04-20 5.000000 0.00 1104972.00 1087369.62 Agency Mortgage-Backed Securities GNII SF CZ1867 C 549300M8ZYFG0OCMTT87 3618GDCC2 2054-01-20 7.000000 0.00 2182093.00 642164.75 Agency Mortgage-Backed Securities GNII SF 003001 M 549300M8ZYFG0OCMTT87 36202DKN0 2030-11-20 8.500000 0.00 3467287.00 1344.07 Agency Mortgage-Backed Securities GNII SF DQ5221 C 549300M8ZYFG0OCMTT87 3618MXYS2 2056-06-20 5.000000 0.00 14259931.00 13968853.90 Agency Mortgage-Backed Securities GNII SF MB1068 M 549300M8ZYFG0OCMTT87 3618N6FJ1 2056-04-20 4.000000 0.00 25830205.00 23478019.40 Agency Mortgage-Backed Securities GNII SF MB1145 M 549300M8ZYFG0OCMTT87 3618N6HX8 2056-05-20 6.500000 0.00 87666651.00 90800188.46 Agency Mortgage-Backed Securities GNII SF CI3873 C 549300M8ZYFG0OCMTT87 3617X8JS4 2051-11-20 2.500000 0.00 4350208.00 3108735.49 Agency Mortgage-Backed Securities GNII SF DO7651 C 549300M8ZYFG0OCMTT87 3618V4QC0 2056-01-20 6.000000 0.00 7633809.00 7868114.09 Agency Mortgage-Backed Securities GNII SF MB0934 M 549300M8ZYFG0OCMTT87 3618N6BC0 2056-02-20 4.000000 0.00 908701.00 821870.64 Agency Mortgage-Backed Securities GNII SF 005331 M 549300M8ZYFG0OCMTT87 36202F4Q6 2042-03-20 3.500000 0.00 1307000.00 80149.89 Agency Mortgage-Backed Securities GNII SF 003637 M 549300M8ZYFG0OCMTT87 36202EBE8 2034-11-20 5.500000 0.00 139245.00 1673.77 Agency Mortgage-Backed Securities GNRM 2024-197 GA 549300M8ZYFG0OCMTT87 38385BDR8 2053-12-20 5.000000 0.00 12000000.00 5062906.32 Agency Collateralized Mortgage Obligation GNII SF 003611 M 549300M8ZYFG0OCMTT87 36202EAL3 2034-09-20 6.000000 0.00 989000.00 9559.28 Agency Mortgage-Backed Securities GNII SP 788464 M 549300M8ZYFG0OCMTT87 3622AEJH0 2043-02-20 3.000000 0.00 4580636.00 3955527.21 Agency Mortgage-Backed Securities GNII SF 004291 M 549300M8ZYFG0OCMTT87 36202EXU8 2038-11-20 6.000000 0.00 474524.00 4624.74 Agency Mortgage-Backed Securities GNII SF DO7637 C 549300M8ZYFG0OCMTT87 3618V4PW7 2056-01-20 5.000000 0.00 5700693.00 5569880.44 Agency Mortgage-Backed Securities GNII SF DO6270 C 549300M8ZYFG0OCMTT87 3618V26F9 2055-11-20 7.000000 0.00 1223183.00 1276896.00 Agency Mortgage-Backed Securities GNRM 2026-105 PC 549300M8ZYFG0OCMTT87 38385SR54 2056-03-20 5.000000 0.00 35026840.00 34632393.59 Agency Collateralized Mortgage Obligation GNRM 2026-036 AD 549300M8ZYFG0OCMTT87 38384TQN5 2067-02-16 4.750000 0.00 34495000.00 33355306.93 Agency Collateralized Mortgage Obligation GNRA 2024-062 BF 549300M8ZYFG0OCMTT87 38384MEJ2 2054-04-20 4.671400 0.00 7250000.00 4966660.65 Agency Collateralized Mortgage Obligation GNII SF 618391 C 549300M8ZYFG0OCMTT87 36290U7C4 2041-09-20 4.500000 0.00 3407385.00 70632.43 Agency Mortgage-Backed Securities GNII SF 003273 M 549300M8ZYFG0OCMTT87 36202DT68 2032-08-20 6.000000 0.00 12599531.00 32820.09 Agency Mortgage-Backed Securities GNRM 2026-036 AE 549300M8ZYFG0OCMTT87 38384TQP0 2068-01-16 4.750000 0.00 12965000.00 12390949.28 Agency Collateralized Mortgage Obligation GNII SF 003161 M 549300M8ZYFG0OCMTT87 36202DQN4 2031-11-20 6.500000 0.00 500000.00 801.69 Agency Mortgage-Backed Securities GNII SF 003331 M 549300M8ZYFG0OCMTT87 36202DVY4 2033-01-20 5.000000 0.00 277000.00 2204.48 Agency Mortgage-Backed Securities GNII SF 003919 M 549300M8ZYFG0OCMTT87 36202EK81 2036-11-20 5.500000 0.00 95069.00 900.64 Agency Mortgage-Backed Securities GNII SF 004195 M 549300M8ZYFG0OCMTT87 36202EUU1 2038-07-20 6.000000 0.00 18808135.00 192121.97 Agency Mortgage-Backed Securities GNII SF 003624 M 549300M8ZYFG0OCMTT87 36202EAZ2 2034-10-20 5.500000 0.00 103000.00 1178.71 Agency Mortgage-Backed Securities GNII SF DP3166 C 549300M8ZYFG0OCMTT87 3618MHQT4 2056-01-20 6.000000 0.00 3870688.00 3955893.58 Agency Mortgage-Backed Securities GNII SF DQ1310 C 549300M8ZYFG0OCMTT87 3618MTN38 2056-05-20 5.000000 0.00 4310766.00 4247697.94 Agency Mortgage-Backed Securities GNII SF DQ5074 C 549300M8ZYFG0OCMTT87 3618MXT74 2056-05-20 5.000000 0.00 3160745.00 3093076.11 Agency Mortgage-Backed Securities GNII SF 004244 M 549300M8ZYFG0OCMTT87 36202EWD7 2038-09-20 5.500000 0.00 243808.00 2800.47 Agency Mortgage-Backed Securities GNII SF DP2380 C 549300M8ZYFG0OCMTT87 3618MGUD6 2056-04-20 5.000000 0.00 1559741.00 1525812.26 Agency Mortgage-Backed Securities GNII SF DQ6245 C 549300M8ZYFG0OCMTT87 3618MY5E3 2056-06-20 5.000000 0.00 1008592.00 995568.93 Agency Mortgage-Backed Securities GNII SF MB0399 M 549300M8ZYFG0OCMTT87 3618N5NR6 2040-06-20 5.000000 0.00 1725312.00 1339353.42 Agency Mortgage-Backed Securities GNII SF 004922 M 549300M8ZYFG0OCMTT87 36202FPF7 2041-01-20 4.000000 0.00 993621.00 44868.15 Agency Mortgage-Backed Securities GNRM 2025-047 AM 549300M8ZYFG0OCMTT87 38385DA71 2055-03-20 5.000000 0.00 2550000.00 2385409.40 Agency Collateralized Mortgage Obligation GNRM 2026-053 GA 549300M8ZYFG0OCMTT87 38385NKB9 2055-01-16 3.000000 0.00 12393000.00 10870296.49 Agency Collateralized Mortgage Obligation GNII SF DS1678 C 549300M8ZYFG0OCMTT87 3618VM2K8 2056-05-20 5.000000 0.00 2805156.00 2755304.68 Agency Mortgage-Backed Securities GNII SF DO5152 C 549300M8ZYFG0OCMTT87 3618V1WM7 2055-12-20 6.000000 0.00 314266.00 297010.16 Agency Mortgage-Backed Securities GNII SF DR1310 C 549300M8ZYFG0OCMTT87 3618V9N32 2056-05-20 6.000000 0.00 12876439.00 13288154.82 Agency Mortgage-Backed Securities GNII SF DR6211 C 549300M8ZYFG0OCMTT87 3618VE3U3 2056-06-20 5.500000 0.00 4729162.00 4792266.43 Agency Mortgage-Backed Securities GNII SF DR9366 C 549300M8ZYFG0OCMTT87 3618VJMP2 2056-04-20 5.000000 0.00 1547288.00 1514297.01 Agency Mortgage-Backed Securities GNRM 2026-122 KC 549300M8ZYFG0OCMTT87 38385TT92 2056-07-20 5.000000 0.00 25000000.00 22878891.68 Agency Collateralized Mortgage Obligation GNII SF 668606 C 549300M8ZYFG0OCMTT87 36295EYB7 2037-11-20 5.600000 0.00 56811.00 30397.03 Agency Mortgage-Backed Securities GNRM 2025-047 BW 549300M8ZYFG0OCMTT87 38385DE44 2055-03-20 5.000000 0.00 3881128.00 3635199.03 Agency Collateralized Mortgage Obligation GNRA 2023-194 BA 549300M8ZYFG0OCMTT87 38381JN86 2065-10-16 3.887000 0.00 2060000.00 1670982.67 Agency Collateralized Mortgage Obligation GNII SF MB0688 M 549300M8ZYFG0OCMTT87 3618N5XS3 2055-09-20 6.500000 0.00 620794.00 437751.32 Agency Mortgage-Backed Securities GNRA 2021-077 KF 549300M8ZYFG0OCMTT87 38382QX54 2051-05-20 3.000000 0.00 5300000.00 2650879.57 Agency Collateralized Mortgage Obligation GNII SF MB1219 M 549300M8ZYFG0OCMTT87 3618N6K97 2056-05-20 6.500000 0.00 240442394.00 250000000.01 Agency Mortgage-Backed Securities GNII SF MB1220 M 549300M8ZYFG0OCMTT87 3618N6LA3 2056-04-20 7.000000 0.00 10036309.00 10518660.55 Agency Mortgage-Backed Securities GNRM 2014-152 MH 549300M8ZYFG0OCMTT87 38379GZY6 2044-10-16 3.000000 0.00 15000000.00 1481110.57 Agency Collateralized Mortgage Obligation GNRA 2022-168 FE 549300M8ZYFG0OCMTT87 38383YYG1 2052-09-20 4.071400 0.00 15188000.00 9267417.88 Agency Collateralized Mortgage Obligation GNRA 2023-083 CF 549300M8ZYFG0OCMTT87 38384BSL6 2053-06-20 4.621400 0.00 60000000.00 28649008.61 Agency Collateralized Mortgage Obligation GNII SF MB1074 M 549300M8ZYFG0OCMTT87 3618N6FQ5 2056-04-20 7.000000 0.00 19139939.00 19622006.90 Agency Mortgage-Backed Securities GNRM 2015-123 HA 549300M8ZYFG0OCMTT87 38379QCT0 2044-10-20 3.000000 0.00 15000000.00 405328.22 Agency Collateralized Mortgage Obligation GNII SF 005239 M 549300M8ZYFG0OCMTT87 36202FZC3 2041-11-20 3.000000 0.00 98000.00 5558.99 Agency Mortgage-Backed Securities GNRM 2014-132 JA 549300M8ZYFG0OCMTT87 38379EX23 2044-06-20 3.000000 0.00 15000000.00 863008.97 Agency Collateralized Mortgage Obligation GNII SF 003296 M 549300M8ZYFG0OCMTT87 36202DUV1 2032-10-20 6.000000 0.00 314000.00 1035.11 Agency Mortgage-Backed Securities GNII SF 737971 C 549300M8ZYFG0OCMTT87 3620AR2C4 2035-05-20 5.500000 0.00 100000.00 699.08 Agency Mortgage-Backed Securities GNRM 2021-081 AD 549300M8ZYFG0OCMTT87 38382TUG7 2051-05-20 1.750000 0.00 131810084.00 39243072.36 Agency Collateralized Mortgage Obligation GNRM 2024-046 CL 549300M8ZYFG0OCMTT87 38384MCA3 2053-11-20 6.000000 0.00 17646708.00 17860250.04 Agency Collateralized Mortgage Obligation GNRM 2023-084 MW 549300M8ZYFG0OCMTT87 38384AF65 2053-06-20 6.000000 0.00 5000000.00 5129785.00 Agency Collateralized Mortgage Obligation GNII SF DQ4615 C 549300M8ZYFG0OCMTT87 3618MXDU0 2056-04-20 5.000000 0.00 3042935.00 2973120.56 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1607734.00 745532.58 Agency Mortgage-Backed Securities GNII SF MA9962 M 549300M8ZYFG0OCMTT87 36180AB77 2054-10-20 4.000000 0.00 120463.00 102691.86 Agency Mortgage-Backed Securities GNII SF DB0492 C 549300M8ZYFG0OCMTT87 3618H2RM7 2054-05-20 6.000000 0.00 1017907.00 816434.58 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.500000 0.00 9619954.00 4244687.89 Agency Mortgage-Backed Securities GNII SF MA9166 M 549300M8ZYFG0OCMTT87 36179YFF6 2052-02-20 3.000000 0.00 6580092.00 4196446.62 Agency Mortgage-Backed Securities GNII SF MA9720 M 549300M8ZYFG0OCMTT87 36179YYR9 2051-08-20 3.000000 0.00 606705.00 419628.56 Agency Mortgage-Backed Securities GNII SF MA6770 M 549300M8ZYFG0OCMTT87 36179VQX1 2050-07-20 5.000000 0.00 10518743.00 2055547.80 Agency Mortgage-Backed Securities GNII SF MA9544 M 549300M8ZYFG0OCMTT87 36179YS96 2054-02-20 7.000000 0.00 3978452.00 1138521.58 Agency Mortgage-Backed Securities GNII SF MA9172 M 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6.000000 0.00 100000000.00 49454337.14 Agency Mortgage-Backed Securities GNII SF MA9361 M 549300M8ZYFG0OCMTT87 36179YMJ0 2053-12-20 5.000000 0.00 11301000.00 9506043.03 Agency Mortgage-Backed Securities GNII SF BC7052 C 549300M8ZYFG0OCMTT87 3617BAZR7 2047-10-20 4.000000 0.00 58609.00 9245.55 Agency Mortgage-Backed Securities GNII SF DK4482 C 549300M8ZYFG0OCMTT87 3618L36T8 2055-06-20 6.500000 0.00 7784867.00 7749414.89 Agency Mortgage-Backed Securities GNII SF MB0869 M 549300M8ZYFG0OCMTT87 3618N56F1 2055-12-20 4.000000 0.00 223576095.00 201850413.12 Agency Mortgage-Backed Securities GNII SF DQ1314 C 549300M8ZYFG0OCMTT87 3618MTN79 2056-05-20 5.000000 0.00 12119972.00 11849896.07 Agency Mortgage-Backed Securities GNII SF DQ7839 C 549300M8ZYFG0OCMTT87 3618N1V88 2056-03-20 7.000000 0.00 3611432.00 3867015.98 Agency Mortgage-Backed Securities GNII SF DK8394 C 549300M8ZYFG0OCMTT87 3618L8KF1 2055-07-20 6.500000 0.00 10590514.00 10827823.82 Agency Mortgage-Backed Securities GNII SF DQ5340 C 549300M8ZYFG0OCMTT87 3618MX4Z9 2056-07-20 5.500000 0.00 6177428.00 6237950.32 Agency Mortgage-Backed Securities GNII SF DS8789 C 549300M8ZYFG0OCMTT87 3618VVXS7 2056-06-20 5.000000 0.00 1058963.00 1038718.31 Agency Mortgage-Backed Securities GNII SP 784793 C 549300M8ZYFG0OCMTT87 3622AAGA6 2047-12-20 3.500000 0.00 29059983.00 6760521.03 Agency Mortgage-Backed Securities GNII SF DS4304 C 549300M8ZYFG0OCMTT87 3618VQX90 2056-07-20 5.500000 0.00 6265005.00 6353988.95 Agency Mortgage-Backed Securities GNII SF DS7023 C 549300M8ZYFG0OCMTT87 3618VTYU6 2056-07-20 6.500000 0.00 2069475.00 2178668.09 Agency Mortgage-Backed Securities GNII SF DS3797 C 549300M8ZYFG0OCMTT87 3618VQGE8 2056-05-20 5.000000 0.00 13677545.00 13535798.04 Agency Mortgage-Backed Securities GNRM 2014-091 CB 549300M8ZYFG0OCMTT87 38379CRT5 2040-01-16 2.250000 0.00 325000.00 10780.10 Agency Collateralized Mortgage Obligation GNRM 2026-027 KY 549300M8ZYFG0OCMTT87 38385L5B0 2056-02-20 6.500000 0.00 10673500.00 10721378.88 Agency Collateralized Mortgage Obligation GNRA 2025-154 FB 549300M8ZYFG0OCMTT87 38381UFQ0 2055-09-20 5.021400 0.00 30000000.00 25736468.58 Agency Collateralized Mortgage Obligation GNRA 2025-124 FE 549300M8ZYFG0OCMTT87 38381PFL2 2055-07-20 4.771400 0.00 200000000.00 174695024.18 Agency Collateralized Mortgage Obligation GNRA 2012-097 JF 549300M8ZYFG0OCMTT87 38375GXZ9 2042-08-16 4.069600 0.00 506000.00 12285.36 Agency Collateralized Mortgage Obligation GNII SF 003920 M 549300M8ZYFG0OCMTT87 36202EK99 2036-11-20 6.000000 0.00 100000000.00 914197.24 Agency Mortgage-Backed Securities GNII SF DT0941 C 549300M8ZYFG0OCMTT87 3618W0BJ8 2056-06-20 5.000000 0.00 4034843.00 3957503.41 Agency Mortgage-Backed Securities GNII SF DL5430 C 549300M8ZYFG0OCMTT87 3618LHA70 2055-12-20 5.000000 0.00 2960787.00 2894916.17 Agency Mortgage-Backed Securities GNII SF 003678 M 549300M8ZYFG0OCMTT87 36202ECP2 2035-02-20 5.500000 0.00 361000.00 5129.93 Agency Mortgage-Backed Securities GNRM 2010-106 PL 549300M8ZYFG0OCMTT87 38377DBA3 2040-03-20 2.500000 0.00 10400000.00 132152.48 Agency Collateralized Mortgage Obligation GNRM 2012-113 AG 549300M8ZYFG0OCMTT87 38378HTF3 2042-08-16 2.000000 0.00 10000000.00 400579.34 Agency Collateralized Mortgage Obligation GNRM 2015-157 GA 549300M8ZYFG0OCMTT87 38379FBV0 2045-01-20 3.000000 0.00 15000000.00 680625.21 Agency Collateralized Mortgage Obligation GNII SF MB0717 M 549300M8ZYFG0OCMTT87 3618N5YP8 2040-11-20 5.000000 0.00 430850.00 393791.54 Agency Mortgage-Backed Securities GNRM 2011-052 NK 549300M8ZYFG0OCMTT87 38377VHF6 2041-04-16 3.500000 0.00 17985000.00 726219.93 Agency Collateralized Mortgage Obligation GNRM 2017-93 EC 549300M8ZYFG0OCMTT87 38380FBH8 2045-11-20 2.500000 0.00 12000000.00 1501992.73 Agency Collateralized Mortgage Obligation GNRM 2017-76 DE 549300M8ZYFG0OCMTT87 38380KFA8 2046-03-20 3.000000 0.00 15626972.00 1885704.58 Agency Collateralized Mortgage Obligation GNRM 2013-113 JA 549300M8ZYFG0OCMTT87 38378WNR0 2042-10-16 2.250000 0.00 15350000.00 442522.71 Agency Collateralized Mortgage Obligation GNII SF 005232 M 549300M8ZYFG0OCMTT87 36202FY59 2041-11-20 3.500000 0.00 629160.00 38525.84 Agency Mortgage-Backed Securities GNII SF DS4796 C 549300M8ZYFG0OCMTT87 3618VRKH4 2056-05-20 6.500000 0.00 1158397.00 1213879.99 Agency Mortgage-Backed Securities GNRM 2023-031 AD 549300M8ZYFG0OCMTT87 38381HZ79 2057-02-16 3.600000 0.00 5243000.00 4558469.34 Agency Collateralized Mortgage Obligation GNRM 2014-080 WH 549300M8ZYFG0OCMTT87 38379BT57 2029-05-20 3.000000 0.00 15000000.00 402961.41 Agency Collateralized Mortgage Obligation GNRM 2017-57 B 549300M8ZYFG0OCMTT87 38380JBY3 2059-12-16 2.500000 0.00 4000000.00 2863987.26 Agency Collateralized Mortgage Obligation GNRM 2015-095 KA 549300M8ZYFG0OCMTT87 38379NPP1 2043-02-20 2.500000 0.00 3820000.00 419902.06 Agency Collateralized Mortgage Obligation GNII SF DS7001 C 549300M8ZYFG0OCMTT87 3618VTX60 2056-07-20 5.000000 0.00 2716566.00 2684438.99 Agency Mortgage-Backed Securities GNII SF DP1272 C 549300M8ZYFG0OCMTT87 3618MFMV7 2056-01-20 7.000000 0.00 2345631.00 2508904.76 Agency Mortgage-Backed Securities GNII SF DS5007 C 549300M8ZYFG0OCMTT87 3618VRR46 2056-07-20 5.500000 0.00 2890529.00 2937382.55 Agency Mortgage-Backed Securities GNII SF DN9032 C 549300M8ZYFG0OCMTT87 3618MCA96 2056-02-20 6.500000 0.00 1356711.00 1418280.67 Agency Mortgage-Backed Securities GNII SP 785792 C 549300M8ZYFG0OCMTT87 3622ABKD3 2051-12-20 2.500000 0.00 406483.00 232711.19 Agency Mortgage-Backed Securities GNII SF MA9966 M 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 1631053.00 854543.62 Agency Mortgage-Backed Securities GNII SF DS9044 C 549300M8ZYFG0OCMTT87 3618VWBM2 2056-07-20 5.500000 0.00 2703830.00 2735030.39 Agency Mortgage-Backed Securities GNII SP 785401 C 549300M8ZYFG0OCMTT87 3622AA3J1 2050-10-20 2.500000 0.00 35000.00 18084.05 Agency Mortgage-Backed Securities GNII SF DP2759 C 549300M8ZYFG0OCMTT87 3618MHB45 2056-06-20 5.000000 0.00 1336774.00 1318941.66 Agency Mortgage-Backed Securities GNII SF CF1666 C 549300M8ZYFG0OCMTT87 3617W2Z76 2051-07-20 2.000000 0.00 1104108.00 777332.10 Agency Mortgage-Backed Securities GNII SF DT1128 C 549300M8ZYFG0OCMTT87 3618W0HD5 2056-07-20 5.500000 0.00 8533407.00 8631902.43 Agency Mortgage-Backed Securities GNII SF DT0936 C 549300M8ZYFG0OCMTT87 3618W0BD1 2056-06-20 5.000000 0.00 3141462.00 3086211.37 Agency Mortgage-Backed Securities GNII SF DT0925 C 549300M8ZYFG0OCMTT87 3618W0A26 2056-06-20 6.500000 0.00 1067651.00 1132381.66 Agency Mortgage-Backed Securities GNII SF DT1089 C 549300M8ZYFG0OCMTT87 3618W0F62 2056-07-20 5.500000 0.00 14812386.00 15012417.39 Agency Mortgage-Backed Securities GNII SF DT1079 C 549300M8ZYFG0OCMTT87 3618W0FU9 2056-07-20 5.000000 0.00 7795972.00 7655236.52 Agency Mortgage-Backed Securities GNII SF DP5722 C 549300M8ZYFG0OCMTT87 3618MLLB9 2056-06-20 5.000000 0.00 8119631.00 7964163.76 Agency Mortgage-Backed Securities GNII SF DP3066 C 549300M8ZYFG0OCMTT87 3618MHMP6 2056-01-20 6.000000 0.00 5315421.00 5492822.82 Agency Mortgage-Backed Securities GNII SF AD8884 C 549300M8ZYFG0OCMTT87 36180M2R7 2043-03-20 3.500000 0.00 225000.00 26322.47 Agency Mortgage-Backed Securities GNII SF DU3136 C 549300M8ZYFG0OCMTT87 3618WEPV6 2056-07-20 5.500000 0.00 2674737.00 2702105.80 Agency Mortgage-Backed Securities GNRM 2011-039 NK 549300M8ZYFG0OCMTT87 38377QYC5 2039-09-16 2.500000 0.00 20021803.00 278250.96 Agency Collateralized Mortgage Obligation GNRM 2017-100 AB 549300M8ZYFG0OCMTT87 38379RH48 2052-04-16 2.300000 0.00 4200000.00 215649.14 Agency Collateralized Mortgage Obligation GNRA 2025-156 AF 549300M8ZYFG0OCMTT87 38383BKW1 2055-09-20 4.921400 0.00 25000000.00 20984894.30 Agency Collateralized Mortgage Obligation GNII SF AV9440 C 549300M8ZYFG0OCMTT87 36195LPZ9 2046-11-20 3.000000 0.00 750000.00 167670.92 Agency Mortgage-Backed Securities GNRM 2023-008 BA 549300M8ZYFG0OCMTT87 38381HV73 2064-02-16 3.750000 0.00 1000000.00 856346.85 Agency Collateralized Mortgage Obligation GNII SF MA0138 M 549300M8ZYFG0OCMTT87 36179MEK2 2027-06-20 2.500000 0.00 4000000.00 27579.43 Agency Mortgage-Backed Securities GNII SF MA6474 M 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3.000000 0.00 255000000.00 38313107.46 Agency Mortgage-Backed Securities GNII SF AB9822 C 549300M8ZYFG0OCMTT87 36178W4F3 2043-03-20 3.500000 0.00 1500000.00 203566.55 Agency Mortgage-Backed Securities GNII SF MA0532 M 549300M8ZYFG0OCMTT87 36179MSV3 2042-11-20 2.500000 0.00 108566.00 12949.86 Agency Mortgage-Backed Securities GNII SF MA0935 M 549300M8ZYFG0OCMTT87 36179NBC1 2043-04-20 4.000000 0.00 580000.00 42731.33 Agency Mortgage-Backed Securities GNII SF CX6881 C 549300M8ZYFG0OCMTT87 3618FTUE4 2053-12-20 6.000000 0.00 4141514.00 2642383.83 Agency Mortgage-Backed Securities GNII SF DM4880 C 549300M8ZYFG0OCMTT87 3618LUM52 2056-05-20 6.000000 0.00 1319225.00 1380524.76 Agency Mortgage-Backed Securities GNII SF DM4058 C 549300M8ZYFG0OCMTT87 3618LTQK8 2055-09-20 6.500000 0.00 4619419.00 4122489.94 Agency Mortgage-Backed Securities GNII SF MB0233 M 549300M8ZYFG0OCMTT87 3618N5HK8 2040-07-20 5.000000 0.00 1801419.00 1438701.49 Agency Mortgage-Backed Securities GNII SF CZ1878 C 549300M8ZYFG0OCMTT87 3618GDCP3 2054-01-20 6.500000 0.00 2073961.00 524524.59 Agency Mortgage-Backed Securities GNII SF 002988 M 549300M8ZYFG0OCMTT87 36202DJ93 2030-10-20 8.000000 0.00 2948504.00 1049.89 Agency Mortgage-Backed Securities GNII SF DP2463 C 549300M8ZYFG0OCMTT87 3618MGWY8 2056-05-20 5.000000 0.00 1247557.00 1222366.15 Agency Mortgage-Backed Securities GNII SF DQ2699 C 549300M8ZYFG0OCMTT87 3618MU7L3 2056-03-20 5.000000 0.00 6202369.00 6054212.41 Agency Mortgage-Backed Securities GNII SF DQ5138 C 549300M8ZYFG0OCMTT87 3618MXV71 2056-06-20 5.000000 0.00 15219464.00 14878112.68 Agency Mortgage-Backed Securities GNII SF DQ4968 C 549300M8ZYFG0OCMTT87 3618MXQV4 2056-05-20 5.000000 0.00 7169656.00 7016030.52 Agency Mortgage-Backed Securities GNII SF 003171 M 549300M8ZYFG0OCMTT87 36202DQY0 2031-12-20 5.500000 0.00 248000.00 947.74 Agency Mortgage-Backed Securities GNII SF AK8796 C 549300M8ZYFG0OCMTT87 36183SXZ9 2045-12-20 3.750000 0.00 1000000.00 431705.11 Agency Mortgage-Backed Securities GNII SF CH6427 C 549300M8ZYFG0OCMTT87 3617WYD88 2051-11-20 2.500000 0.00 11564528.00 6520003.69 Agency Mortgage-Backed Securities GNII SF DU2112 C 549300M8ZYFG0OCMTT87 3618WDKZ4 2056-07-20 5.500000 0.00 1325666.00 1323936.45 Agency Mortgage-Backed Securities GNII SF DP4698 C 549300M8ZYFG0OCMTT87 3618MKGF8 2056-02-20 6.500000 0.00 1249006.00 1305475.32 Agency Mortgage-Backed Securities GNII SF DQ5318 C 549300M8ZYFG0OCMTT87 3618MX4B2 2056-07-20 5.000000 0.00 7857420.00 7741025.42 Agency Mortgage-Backed Securities GNII SF 003774 M 549300M8ZYFG0OCMTT87 36202EFP9 2035-10-20 5.500000 0.00 7564195.00 116234.32 Agency Mortgage-Backed Securities GNII SF DS8005 C 549300M8ZYFG0OCMTT87 3618VU3N3 2056-05-20 5.000000 0.00 6879187.00 6809002.55 Agency Mortgage-Backed Securities GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 200000000.00 180422459.49 Agency Mortgage-Backed Securities GNII SF CV0174 C 549300M8ZYFG0OCMTT87 3618BVFP5 2053-06-20 6.500000 0.00 1265510.00 1239949.53 Agency Mortgage-Backed Securities GNII SF DP2238 C 549300M8ZYFG0OCMTT87 3618MGPX8 2056-03-20 6.500000 0.00 1157072.00 1208822.84 Agency Mortgage-Backed Securities GNII SF DQ4958 C 549300M8ZYFG0OCMTT87 3618MXQK8 2056-04-20 5.000000 0.00 4813729.00 4732531.27 Agency Mortgage-Backed Securities GNII SF 003545 M 549300M8ZYFG0OCMTT87 36202D5E7 2034-04-20 6.000000 0.00 1050000.00 10687.97 Agency Mortgage-Backed Securities GNII SF DQ0751 C 549300M8ZYFG0OCMTT87 3618MSZQ6 2056-01-20 6.000000 0.00 1403384.00 1451795.88 Agency Mortgage-Backed Securities GNII SF DP2877 C 549300M8ZYFG0OCMTT87 3618MHFS8 2056-01-20 6.500000 0.00 1004671.00 1045121.96 Agency Mortgage-Backed Securities GNII SF MB0201 M 549300M8ZYFG0OCMTT87 3618N5GK9 2055-01-20 3.500000 0.00 251208320.00 212294821.34 Agency Mortgage-Backed Securities GNII SF DP8901 C 549300M8ZYFG0OCMTT87 3618MP3J3 2056-01-20 6.000000 0.00 384531.00 397429.42 Agency Mortgage-Backed Securities GNII SF 002895 M 549300M8ZYFG0OCMTT87 36202DGC9 2030-03-20 7.000000 0.00 16740381.00 31877.79 Agency Mortgage-Backed Securities GNII SF BC2596 C 549300M8ZYFG0OCMTT87 3617B53D4 2047-10-20 4.000000 0.00 99226.00 7693.66 Agency Mortgage-Backed Securities GNII SF BT5311 C 549300M8ZYFG0OCMTT87 3617MT3U2 2050-05-20 2.500000 0.00 5000000.00 1866702.44 Agency Mortgage-Backed Securities GNII SF MA9487 M 549300M8ZYFG0OCMTT87 36179YRG1 2054-02-20 5.000000 0.00 330662.00 254466.74 Agency Mortgage-Backed Securities GNII SF MA4965 M 549300M8ZYFG0OCMTT87 36179TQS7 2048-01-20 5.000000 0.00 15121669.00 1352419.21 Agency Mortgage-Backed Securities GNII SF MA3939 M 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 4.500000 0.00 1387850.00 116117.83 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.500000 0.00 43880498.00 3879071.54 Agency Mortgage-Backed Securities GNII SF MA4381 M 549300M8ZYFG0OCMTT87 36179S2N6 2047-04-20 3.000000 0.00 20999676.00 2861443.13 Agency Mortgage-Backed Securities GNII SF MA4383 M 549300M8ZYFG0OCMTT87 36179S2Q9 2047-04-20 4.000000 0.00 176378717.00 14235130.80 Agency Mortgage-Backed Securities GNII SF MA1201 M 549300M8ZYFG0OCMTT87 36179NKN7 2028-08-20 2.000000 0.00 812282.00 23776.85 Agency Mortgage-Backed Securities GNII SF MA5081 M 549300M8ZYFG0OCMTT87 36179TUE3 2048-03-20 5.500000 0.00 92091.00 9970.06 Agency Mortgage-Backed Securities GNII SF BP8087 C 549300M8ZYFG0OCMTT87 3617LE6Y5 2050-02-20 3.500000 0.00 600000.00 159078.95 Agency Mortgage-Backed Securities GNII SF MA3803 M 549300M8ZYFG0OCMTT87 36179SGL5 2046-07-20 3.500000 0.00 71639263.00 6965964.43 Agency Mortgage-Backed Securities GNII SF MA9746 M 549300M8ZYFG0OCMTT87 36179YZK3 2039-06-20 4.000000 0.00 207790.00 159704.34 Agency Mortgage-Backed Securities GNII SF MB0621 M 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 24446262.00 22684105.10 Agency Mortgage-Backed Securities GNRM 2013-119 AB 549300M8ZYFG0OCMTT87 38378VYC3 2041-01-16 3.000000 0.00 8040553.00 177111.49 Agency Collateralized Mortgage Obligation GNRM 2014-072 E 549300M8ZYFG0OCMTT87 38379BA73 2029-05-20 3.000000 0.00 14263160.00 155560.49 Agency Collateralized Mortgage Obligation GNII SF 002673 M 549300M8ZYFG0OCMTT87 36202C6J7 2028-11-20 6.500000 0.00 5500000.00 2924.39 Agency Mortgage-Backed Securities GNII SF 004269 M 549300M8ZYFG0OCMTT87 36202EW62 2038-10-20 6.500000 0.00 50000.00 513.99 Agency Mortgage-Backed Securities GNII SF 004396 M 549300M8ZYFG0OCMTT87 36202E3D9 2039-03-20 4.000000 0.00 64333.00 2400.72 Agency Mortgage-Backed Securities GNII SF 002824 M 549300M8ZYFG0OCMTT87 36202DD57 2029-10-20 7.000000 0.00 27855582.00 13653.07 Agency Mortgage-Backed Securities GNRM 2012-084 GH 549300M8ZYFG0OCMTT87 38375GLT6 2042-05-16 2.000000 0.00 10000000.00 512793.86 Agency Collateralized Mortgage Obligation GNRA 2024-052 AB 549300M8ZYFG0OCMTT87 38381J8F7 2065-04-16 4.000000 0.00 320000.00 289255.46 Agency Collateralized Mortgage Obligation GNRA 2025-139 HF 549300M8ZYFG0OCMTT87 38381QYP0 2065-08-20 4.471400 0.00 44974785.00 39719196.96 Agency Collateralized Mortgage Obligation GNRA 2016-20 FA 549300M8ZYFG0OCMTT87 38380ARW9 2046-09-20 4.184100 0.00 30000000.00 6207993.74 Agency Collateralized Mortgage Obligation GNRM 2012-096 PB 549300M8ZYFG0OCMTT87 38378HGL4 2042-04-20 1.250000 0.00 20000000.00 108901.14 Agency Collateralized Mortgage Obligation GNRM 2012-17 BC 549300M8ZYFG0OCMTT87 38378HYF7 2027-09-20 1.250000 0.00 10000000.00 90384.82 Agency Collateralized Mortgage Obligation GNRM 2013-036 CA 549300M8ZYFG0OCMTT87 38378JVA7 2028-03-16 1.500000 0.00 15000000.00 132052.00 Agency Collateralized Mortgage Obligation GNRM 2013-106 PA 549300M8ZYFG0OCMTT87 38378VJC0 2043-02-20 4.000000 0.00 15000000.00 608589.31 Agency Collateralized Mortgage Obligation GNRM 2017-073 MB 549300M8ZYFG0OCMTT87 38376UYM5 2045-04-20 2.500000 0.00 15000000.00 1700680.28 Agency Collateralized Mortgage Obligation GNRA 2019-01 LF 549300M8ZYFG0OCMTT87 38381BVA9 2049-01-20 4.234100 0.00 50000000.00 10490470.46 Agency Collateralized Mortgage Obligation GNRM 2012-127 GA 549300M8ZYFG0OCMTT87 38378HA30 2042-01-16 2.000000 0.00 20000000.00 696092.12 Agency Collateralized Mortgage Obligation GNRM 2013-167 A 549300M8ZYFG0OCMTT87 38378YAZ2 2043-10-16 3.000000 0.00 15000000.00 220035.72 Agency Collateralized Mortgage Obligation GNRM 2017-87 PD 549300M8ZYFG0OCMTT87 38380FPR1 2045-02-20 2.500000 0.00 20000000.00 1536192.98 Agency Collateralized Mortgage Obligation GNII SF DM5754 C 549300M8ZYFG0OCMTT87 3618LVMB7 2055-10-20 6.000000 0.00 12583703.00 12094393.20 Agency Mortgage-Backed Securities GNII SF CZ3716 C 549300M8ZYFG0OCMTT87 3618GFDV4 2054-01-20 7.500000 0.00 1080211.00 665245.25 Agency Mortgage-Backed Securities GNII SF DP5339 C 549300M8ZYFG0OCMTT87 3618MK4Y0 2056-06-20 6.000000 0.00 245028.00 254936.44 Agency Mortgage-Backed Securities GNII SF DP3041 C 549300M8ZYFG0OCMTT87 3618MHLW2 2056-01-20 6.000000 0.00 199546.00 206263.84 Agency Mortgage-Backed Securities GNII SF DL3852 C 549300M8ZYFG0OCMTT87 3618LFH51 2055-10-20 6.500000 0.00 1061199.00 378271.11 Agency Mortgage-Backed Securities GNII SF DP6951 C 549300M8ZYFG0OCMTT87 3618MMWL3 2056-01-20 5.000000 0.00 7000000.00 6798389.76 Agency Mortgage-Backed Securities GNII SF DL4093 C 549300M8ZYFG0OCMTT87 3618LFRN1 2055-08-20 6.000000 0.00 18403011.00 15218950.27 Agency Mortgage-Backed Securities GNII SF DK7424 C 549300M8ZYFG0OCMTT87 3618L7G92 2055-07-20 6.000000 0.00 119344.00 98947.09 Agency Mortgage-Backed Securities GNII SF MA7589 M 549300M8ZYFG0OCMTT87 36179WNE4 2051-09-20 2.500000 0.00 29000.00 15626.65 Agency Mortgage-Backed Securities GNII SF CZ3918 C 549300M8ZYFG0OCMTT87 3618GFK79 2054-02-20 7.000000 0.00 1224542.00 995891.69 Agency Mortgage-Backed Securities GNII SF 004557 M 549300M8ZYFG0OCMTT87 36202FB21 2039-10-20 4.000000 0.00 120000.00 4458.70 Agency Mortgage-Backed Securities GNII SF DR7490 C 549300M8ZYFG0OCMTT87 3618VGKB1 2056-06-20 5.000000 0.00 1693675.00 1660483.59 Agency Mortgage-Backed Securities GNII SF BA0861 C 549300M8ZYFG0OCMTT87 3617AC5W6 2047-06-20 3.500000 0.00 2001774.00 252517.42 Agency Mortgage-Backed Securities GNII SF DR7839 C 549300M8ZYFG0OCMTT87 3618VGV86 2056-07-20 5.500000 0.00 25045892.00 25334929.93 Agency Mortgage-Backed Securities GNII SF DS1772 C 549300M8ZYFG0OCMTT87 3618VM6H1 2056-06-20 5.000000 0.00 2053957.00 2019770.49 Agency Mortgage-Backed Securities GNII SF 436252 C 549300M8ZYFG0OCMTT87 36207MTH9 2041-08-20 4.500000 0.00 1303681.00 151593.29 Agency Mortgage-Backed Securities GNII SF DK5857 C 549300M8ZYFG0OCMTT87 3618L5QJ3 2055-05-20 6.000000 0.00 3820539.00 3880354.30 Agency Mortgage-Backed Securities GNII SF DK9447 C 549300M8ZYFG0OCMTT87 3618L9P80 2055-07-20 6.000000 0.00 2687913.00 2131901.95 Agency Mortgage-Backed Securities GNII SF DL0845 C 549300M8ZYFG0OCMTT87 3618LB5E4 2055-09-20 5.500000 0.00 1046030.00 891821.40 Agency Mortgage-Backed Securities GNII SF DR0996 C 549300M8ZYFG0OCMTT87 3618V9C91 2056-03-20 6.500000 0.00 1191589.00 991360.42 Agency Mortgage-Backed Securities GNII SF DO4937 C 549300M8ZYFG0OCMTT87 3618V1PW3 2056-01-20 6.000000 0.00 8197338.00 8521607.30 Agency Mortgage-Backed Securities GNII SF DR4654 C 549300M8ZYFG0OCMTT87 3618VDE33 2056-04-20 5.000000 0.00 1256386.00 1237391.35 Agency Mortgage-Backed Securities GNII SF DH0219 C 549300M8ZYFG0OCMTT87 3618K8G42 2055-01-20 6.000000 0.00 2983156.00 2770136.72 Agency Mortgage-Backed Securities GNII SF 004498 M 549300M8ZYFG0OCMTT87 36202E7K9 2039-07-20 6.000000 0.00 420000.00 11181.32 Agency Mortgage-Backed Securities GNII SF CZ3601 C 549300M8ZYFG0OCMTT87 3618GFAA3 2053-12-20 7.500000 0.00 1409415.00 491985.16 Agency Mortgage-Backed Securities GNII SF DR5945 C 549300M8ZYFG0OCMTT87 3618VETA9 2056-07-20 5.500000 0.00 6655191.00 6734602.96 Agency Mortgage-Backed Securities GNII SF DR0951 C 549300M8ZYFG0OCMTT87 3618V9BU5 2056-03-20 6.500000 0.00 1125669.00 1176858.37 Agency Mortgage-Backed Securities GNII SF DS1633 C 549300M8ZYFG0OCMTT87 3618VMY64 2056-05-20 5.500000 0.00 2423268.00 2474590.58 Agency Mortgage-Backed Securities GNII SF DG4819 C 549300M8ZYFG0OCMTT87 3618K1K83 2055-03-20 6.500000 0.00 3305163.00 2459905.91 Agency Mortgage-Backed Securities GNII SF DR6203 C 549300M8ZYFG0OCMTT87 3618VE3L3 2056-06-20 5.000000 0.00 1790889.00 1767794.30 Agency Mortgage-Backed Securities GNII SF DS1823 C 549300M8ZYFG0OCMTT87 3618VNAY7 2056-06-20 5.500000 0.00 6332724.00 6400303.26 Agency Mortgage-Backed Securities GNII SF DJ4644 C 549300M8ZYFG0OCMTT87 3618KRER1 2055-04-20 6.500000 0.00 9927481.00 5744781.12 Agency Mortgage-Backed Securities GNII SF DH6251 C 549300M8ZYFG0OCMTT87 3618KE5L3 2055-02-20 6.500000 0.00 2001166.00 846998.52 Agency Mortgage-Backed Securities GNII SF DS9050 C 549300M8ZYFG0OCMTT87 3618VWBT7 2056-07-20 5.500000 0.00 5916575.00 5989279.84 Agency Mortgage-Backed Securities GNII SF DR9926 C 549300M8ZYFG0OCMTT87 3618VKA31 2056-07-20 5.500000 0.00 1958742.00 1978782.54 Agency Mortgage-Backed Securities GNII SF DR4668 C 549300M8ZYFG0OCMTT87 3618VDFH1 2056-04-20 5.000000 0.00 7100825.00 6948703.32 Agency Mortgage-Backed Securities GNII SF DP4260 C 549300M8ZYFG0OCMTT87 3618MJWV8 2056-01-20 6.000000 0.00 6169460.00 6403698.77 Agency Mortgage-Backed Securities GNRM 2012-084 QK 549300M8ZYFG0OCMTT87 38375GGR6 2042-07-16 2.000000 0.00 16487000.00 862886.43 Agency Collateralized Mortgage Obligation GNII SF DQ5351 C 549300M8ZYFG0OCMTT87 3618MX5L9 2056-07-20 5.000000 0.00 3774883.00 3702615.38 Agency Mortgage-Backed Securities GNII SF DS5807 C 549300M8ZYFG0OCMTT87 3618VSNY2 2056-05-20 5.000000 0.00 3757293.00 3676357.70 Agency Mortgage-Backed Securities GNII SF MA8049 M 549300M8ZYFG0OCMTT87 36179W5J3 2052-05-20 6.000000 0.00 50000.00 23107.55 Agency Mortgage-Backed Securities GNII SF MA7736 M 549300M8ZYFG0OCMTT87 36179WSZ2 2036-12-20 1.500000 0.00 112198.00 50972.55 Agency Mortgage-Backed Securities GNII SF MA7569 M 549300M8ZYFG0OCMTT87 36179WMS4 2033-05-20 6.000000 0.00 65000.00 22818.48 Agency Mortgage-Backed Securities GNII SF MA8154 M 549300M8ZYFG0OCMTT87 36179XBX3 2052-07-20 6.000000 0.00 389299.00 208678.94 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 24689000.00 15964593.00 Agency Mortgage-Backed Securities GNII SF MA5986 M 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4.000000 0.00 1281792.00 99841.71 Agency Mortgage-Backed Securities GNII SF MA4319 M 549300M8ZYFG0OCMTT87 36179SYQ4 2047-02-20 2.500000 0.00 25000.00 5134.55 Agency Mortgage-Backed Securities GNII SF MA8048 M 549300M8ZYFG0OCMTT87 36179W5H7 2052-05-20 5.500000 0.00 111000.00 55831.03 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3.000000 0.00 491970660.00 218415096.66 Agency Mortgage-Backed Securities GNII SF MA8799 M 549300M8ZYFG0OCMTT87 36179XX43 2053-04-20 4.500000 0.00 50000.00 37050.75 Agency Mortgage-Backed Securities GNRM 2026-060 QD 549300M8ZYFG0OCMTT87 38385PTT6 2056-04-20 4.750000 0.00 1040961.00 907260.32 Agency Collateralized Mortgage Obligation GNII SF DS1601 C 549300M8ZYFG0OCMTT87 3618VMX65 2056-05-20 5.000000 0.00 5036952.00 4934374.98 Agency Mortgage-Backed Securities GNRA 2023-050 AC 549300M8ZYFG0OCMTT87 38381JDG9 2063-09-16 3.250000 0.00 8981000.00 7415244.84 Agency Collateralized Mortgage Obligation GNRM 2012-084 LB 549300M8ZYFG0OCMTT87 38375GHL8 2042-05-16 2.000000 0.00 15000000.00 674183.21 Agency Collateralized Mortgage Obligation GNII SF DK5940 C 549300M8ZYFG0OCMTT87 3618L5S51 2055-06-20 6.500000 0.00 2779811.00 2903999.68 Agency Mortgage-Backed Securities GNRA 2025-065 EF 549300M8ZYFG0OCMTT87 38385FTA9 2055-04-20 4.771400 0.00 40000000.00 29330003.46 Agency Collateralized Mortgage Obligation GNRM 2013-018 GA 549300M8ZYFG0OCMTT87 38378FT59 2041-05-20 2.500000 0.00 15000000.00 304796.12 Agency Collateralized Mortgage Obligation GNII SF DT1172 C 549300M8ZYFG0OCMTT87 3618W0JR2 2056-07-20 5.500000 0.00 7890760.00 7981822.00 Agency Mortgage-Backed Securities GNII SF DS7008 C 549300M8ZYFG0OCMTT87 3618VTYD4 2056-07-20 5.500000 0.00 2733169.00 2768375.86 Agency Mortgage-Backed Securities GNRM 2026-122 HE 549300M8ZYFG0OCMTT87 38385TU66 2054-08-20 5.000000 0.00 107134000.00 106626791.97 Agency Collateralized Mortgage Obligation GNII SF DH7156 C 549300M8ZYFG0OCMTT87 3618KF5R7 2055-02-20 6.000000 0.00 2084403.00 1920072.70 Agency Mortgage-Backed Securities GNII SF AI6300 C 549300M8ZYFG0OCMTT87 36198S7M0 2044-06-20 4.500000 0.00 220204.00 22624.62 Agency Mortgage-Backed Securities GNII SF DJ9908 C 549300M8ZYFG0OCMTT87 3618KXAH4 2055-07-20 7.000000 0.00 2524933.00 2754660.72 Agency Mortgage-Backed Securities GNII SF DH3851 C 549300M8ZYFG0OCMTT87 3618KCH42 2055-01-20 6.500000 0.00 1128487.00 1169392.23 Agency Mortgage-Backed Securities GNII SF DT0700 C 549300M8ZYFG0OCMTT87 3618VYX51 2056-07-20 5.500000 0.00 2366865.00 2401545.09 Agency Mortgage-Backed Securities GNII SF 004597 M 549300M8ZYFG0OCMTT87 36202FDA1 2039-12-20 4.000000 0.00 187000.00 8371.12 Agency Mortgage-Backed Securities GNII SF BZ4061 C 549300M8ZYFG0OCMTT87 3617QYQN8 2050-12-20 2.000000 0.00 9763519.00 3514202.74 Agency Mortgage-Backed Securities GNII SF DL4134 C 549300M8ZYFG0OCMTT87 3618LFSX8 2055-08-20 6.000000 0.00 4018656.00 3060430.41 Agency Mortgage-Backed Securities GNII SF 004223 M 549300M8ZYFG0OCMTT87 36202EVQ9 2038-08-20 6.500000 0.00 515000.00 5908.88 Agency Mortgage-Backed Securities GNII SF DS6985 C 549300M8ZYFG0OCMTT87 3618VTXN3 2056-06-20 5.000000 0.00 1660521.00 1628573.67 Agency Mortgage-Backed Securities GNII SF BL9351 C 549300M8ZYFG0OCMTT87 3617JNL88 2049-07-20 5.000000 0.00 155278.00 42947.85 Agency Mortgage-Backed Securities GNII SF 737986 C 549300M8ZYFG0OCMTT87 3620AR2T7 2035-08-20 5.500000 0.00 75000.00 3531.13 Agency Mortgage-Backed Securities GNII SF 005280 M 549300M8ZYFG0OCMTT87 36202F2M7 2042-01-20 4.000000 0.00 60487.00 2888.56 Agency Mortgage-Backed Securities GNII SF MA8918 M 549300M8ZYFG0OCMTT87 36179X4B9 2038-12-20 5.500000 0.00 1609088.00 906423.01 Agency Mortgage-Backed Securities GNII SF MA9605 M 549300M8ZYFG0OCMTT87 36179YU69 2054-04-20 5.500000 0.00 900000.00 610123.92 Agency Mortgage-Backed Securities GNII SF DP0200 C 549300M8ZYFG0OCMTT87 3618MEGH8 2056-01-20 5.000000 0.00 1288690.00 1257299.52 Agency Mortgage-Backed Securities GNII SF DP2651 C 549300M8ZYFG0OCMTT87 3618MG5L6 2056-06-20 5.000000 0.00 1203585.00 1186376.85 Agency Mortgage-Backed Securities GNII SF DN1238 C 549300M8ZYFG0OCMTT87 3618M3LT0 2055-10-20 6.000000 0.00 1888841.00 1836315.18 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 36179VQT0 2050-07-20 3.000000 0.00 250999030.00 61918636.20 Agency Mortgage-Backed Securities GNII SF MA5531 M 549300M8ZYFG0OCMTT87 36179UEC2 2048-10-20 5.500000 0.00 19304.00 1390.05 Agency Mortgage-Backed Securities GNII SF MA7886 M 549300M8ZYFG0OCMTT87 36179WXP8 2039-05-20 5.000000 0.00 65000.00 31029.26 Agency Mortgage-Backed Securities GNII SF MA5624 M 549300M8ZYFG0OCMTT87 36179UG97 2033-12-20 4.000000 0.00 1528813.00 119093.59 Agency Mortgage-Backed Securities GNII SF MA9778 M 549300M8ZYFG0OCMTT87 36179Y2K9 2054-07-20 5.000000 0.00 370000.00 316543.43 Agency Mortgage-Backed Securities GNII SF MA7508 M 549300M8ZYFG0OCMTT87 36179WKV9 2036-08-20 2.500000 0.00 382817.00 156689.31 Agency Mortgage-Backed Securities GNII SF DD8614 C 549300M8ZYFG0OCMTT87 3618J2SB8 2054-08-20 7.000000 0.00 1140316.00 755505.63 Agency Mortgage-Backed Securities GNII SF BK5894 C 549300M8ZYFG0OCMTT87 3617J6RP1 2048-11-20 5.000000 0.00 1100000.00 2115.23 Agency Mortgage-Backed Securities GNII SF BT6791 C 549300M8ZYFG0OCMTT87 3617MVRL1 2050-05-20 3.000000 0.00 6341929.00 782795.88 Agency Mortgage-Backed Securities GNII SF DQ5294 C 549300M8ZYFG0OCMTT87 3618MX3B3 2056-07-20 5.500000 0.00 10197118.00 10298633.71 Agency Mortgage-Backed Securities GNII SF MA9300 M 549300M8ZYFG0OCMTT87 36179YKM5 2046-09-20 3.000000 0.00 1587375.00 950125.46 Agency Mortgage-Backed Securities GNII SF DP7385 C 549300M8ZYFG0OCMTT87 3618MNF22 2056-03-20 5.000000 0.00 14787917.00 14381447.90 Agency Mortgage-Backed Securities GNII SF MA7765 M 549300M8ZYFG0OCMTT87 36179WTW8 2051-12-20 1.500000 0.00 5824148.00 3357368.32 Agency Mortgage-Backed Securities GNII SF MA9242 M 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6.000000 0.00 5875000.00 3000816.28 Agency Mortgage-Backed Securities GNII SF DN6067 C 549300M8ZYFG0OCMTT87 3618M8W42 2055-11-20 7.500000 0.00 3529275.00 3809767.44 Agency Mortgage-Backed Securities GNII SF MA7319 M 549300M8ZYFG0OCMTT87 36179WDY1 2051-04-20 6.000000 0.00 40000.00 11594.16 Agency Mortgage-Backed Securities GNII SF DJ3106 C 549300M8ZYFG0OCMTT87 3618KPNX2 2055-08-20 5.500000 0.00 3040123.00 2956688.49 Agency Mortgage-Backed Securities GNII SF DH3630 C 549300M8ZYFG0OCMTT87 3618KCA72 2055-04-20 7.000000 0.00 4440928.00 2724952.77 Agency Mortgage-Backed Securities GNII SF MB0420 M 549300M8ZYFG0OCMTT87 3618N5PE3 2055-05-20 3.500000 0.00 101895.00 87557.21 Agency Mortgage-Backed Securities GNII SF MB0812 M 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 118332448.00 110178119.88 Agency Mortgage-Backed Securities GNRM 2026-110 AD 549300M8ZYFG0OCMTT87 38381SP27 2068-01-16 4.750000 0.00 31000000.00 30030279.16 Agency Collateralized Mortgage Obligation GNRM 2012-102 PA 549300M8ZYFG0OCMTT87 38375GZ53 2041-08-20 2.000000 0.00 15000000.00 463349.71 Agency Collateralized Mortgage Obligation GNRM 2016-071 AE 549300M8ZYFG0OCMTT87 38379UTY2 2057-10-16 2.000000 0.00 1065000.00 203019.68 Agency Collateralized Mortgage Obligation GNRM 2022-162 BA 549300M8ZYFG0OCMTT87 38381HSQ5 2054-04-16 2.500000 0.00 315000.00 248815.86 Agency Collateralized Mortgage Obligation GNRM 2011-57 PA 549300M8ZYFG0OCMTT87 38378ATW1 2041-03-20 3.000000 0.00 25000000.00 813636.93 Agency Collateralized Mortgage Obligation GNRM 2012-008 PD 549300M8ZYFG0OCMTT87 38378A5L1 2041-05-20 2.500000 0.00 65000000.00 1337231.32 Agency Collateralized Mortgage Obligation GNRM 2022-055 AG 549300M8ZYFG0OCMTT87 38381EY28 2062-10-16 1.500000 0.00 15085000.00 10183686.56 Agency Collateralized Mortgage Obligation GNRM 2012-136 PD 549300M8ZYFG0OCMTT87 38377X4E9 2041-02-20 1.500000 0.00 15000000.00 181516.35 Agency Collateralized Mortgage Obligation GNRM 2012-101 BH 549300M8ZYFG0OCMTT87 38375GSG7 2027-08-20 2.500000 0.00 21446671.00 93620.19 Agency Collateralized Mortgage Obligation GNII SF DQ5128 C 549300M8ZYFG0OCMTT87 3618MXVV8 2056-06-20 5.500000 0.00 35574367.00 35887290.89 Agency Mortgage-Backed Securities GNII SF DQ4971 C 549300M8ZYFG0OCMTT87 3618MXQY8 2056-05-20 5.000000 0.00 27451268.00 26780612.88 Agency Mortgage-Backed Securities GNII SF MB0281 M 549300M8ZYFG0OCMTT87 3618N5J34 2040-04-20 4.500000 0.00 1307829.00 1087106.62 Agency Mortgage-Backed Securities GNRM 2012-097 GA 549300M8ZYFG0OCMTT87 38375GYP0 2041-10-16 2.000000 0.00 11777714.00 149561.92 Agency Collateralized Mortgage Obligation GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 286541560.00 249999999.44 Agency Mortgage-Backed Securities GNII SF MB0875 M 549300M8ZYFG0OCMTT87 3618N56M6 2055-12-20 7.000000 0.00 20538092.00 20263530.73 Agency Mortgage-Backed Securities GNRA 2013-150 FT 549300M8ZYFG0OCMTT87 38378UJY4 2040-02-20 4.224100 0.00 200000000.00 6634798.32 Agency Collateralized Mortgage Obligation Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 5499000000.00 5499000000.00 0.0141 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.640000% ARP1KGRP0 ZBUT11V806EZRVTWT807 0000782124 ARP1KGRP0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB0027 M 549300M8ZYFG0OCMTT87 3618N5A58 2054-09-20 6.000000 0.00 11742000.00 6664127.73 Agency Mortgage-Backed Securities GNII SF MA7367 M 549300M8ZYFG0OCMTT87 36179WFG8 2051-05-20 2.500000 0.00 107000.00 51333.78 Agency Mortgage-Backed Securities GNII SF MA8793 M 549300M8ZYFG0OCMTT87 36179XXW1 2045-02-20 1.500000 0.00 211698.00 41287.23 Agency Mortgage-Backed Securities GNII SF BE9832 C 549300M8ZYFG0OCMTT87 3617G44R0 2048-06-20 4.500000 0.00 93222.00 8911.50 Agency Mortgage-Backed Securities GNII SF DM4318 C 549300M8ZYFG0OCMTT87 3618LTYP8 2055-09-20 7.000000 0.00 1942008.00 1331420.28 Agency Mortgage-Backed Securities GNII ET DT8163 C 549300M8ZYFG0OCMTT87 3618W8B85 2066-06-20 6.500000 0.00 4009248.00 4180184.96 Agency Mortgage-Backed Securities GNMI SF AU0776 X 549300M8ZYFG0OCMTT87 36194M2H3 2046-06-15 3.000000 0.00 90446.00 18863.19 Agency Mortgage-Backed Securities GNII ET DS1135 C 549300M8ZYFG0OCMTT87 3618VMHL0 2066-04-20 6.500000 0.00 1460360.00 1518486.39 Agency Mortgage-Backed Securities GNII SF DS0813 C 549300M8ZYFG0OCMTT87 3618VL3W3 2056-07-20 6.000000 0.00 2202368.00 2270185.52 Agency Mortgage-Backed Securities GNII RG CO0390 C 549300M8ZYFG0OCMTT87 3617FBNF0 2050-11-20 2.500000 0.00 3055990.00 1369105.41 Agency Mortgage-Backed Securities GNMI SF BS5065 X 549300M8ZYFG0OCMTT87 3617MFTW0 2050-02-15 3.500000 0.00 1635346.00 261568.01 Agency Mortgage-Backed Securities GNII SF DN0579 C 549300M8ZYFG0OCMTT87 3618M2UC9 2055-09-20 6.500000 0.00 3519040.00 2898395.27 Agency Mortgage-Backed Securities GNCL CL DF6557 549300M8ZYFG0OCMTT87 3618JQJA7 2067-03-15 5.860000 0.00 18721504.00 19335388.35 Agency Mortgage-Backed Securities GNII SF DD7536 C 549300M8ZYFG0OCMTT87 3618J1LR2 2054-08-20 7.500000 0.00 1140766.00 1007016.76 Agency Mortgage-Backed Securities GNII SF MA6654 M 549300M8ZYFG0OCMTT87 36179VMB3 2050-05-20 2.000000 0.00 548394.00 210658.70 Agency Mortgage-Backed Securities GNMI SF AE3296 X 549300M8ZYFG0OCMTT87 36180VUV7 2046-10-15 2.500000 0.00 742785.00 378795.52 Agency Mortgage-Backed Securities GNMI SF AZ8592 X 549300M8ZYFG0OCMTT87 36197MRM2 2047-04-15 4.000000 0.00 136602.00 31931.87 Agency Mortgage-Backed Securities GNII SF MA8542 M 549300M8ZYFG0OCMTT87 36179XP34 2038-10-20 7.000000 0.00 168031.00 119912.25 Agency Mortgage-Backed Securities GNII SF BT3116 C 549300M8ZYFG0OCMTT87 3617MRN91 2050-03-20 3.000000 0.00 302721.00 85041.94 Agency Mortgage-Backed Securities GNII SF AO3452 C 549300M8ZYFG0OCMTT87 3617A3ZR4 2047-12-20 3.500000 0.00 8073904.00 470600.38 Agency Mortgage-Backed Securities GNII SF BI6766 C 549300M8ZYFG0OCMTT87 3617HGQT4 2049-02-20 5.000000 0.00 1109002.00 126741.27 Agency Mortgage-Backed Securities GNMI SF BF2343 X 549300M8ZYFG0OCMTT87 3617G8S87 2048-03-15 5.000000 0.00 180903.00 35313.25 Agency Mortgage-Backed Securities GNMI SP 784699 X 549300M8ZYFG0OCMTT87 3622AADC5 2048-04-15 5.000000 0.00 2218672.00 296977.97 Agency Mortgage-Backed Securities GNII RG CU1344 C 549300M8ZYFG0OCMTT87 3618BJP55 2038-11-20 6.000000 0.00 1027368.00 520693.15 Agency Mortgage-Backed Securities GNMI SF BI8449 X 549300M8ZYFG0OCMTT87 3617HJL63 2048-10-15 5.500000 0.00 2518204.00 159770.30 Agency Mortgage-Backed Securities GNII RG CP0023 C 549300M8ZYFG0OCMTT87 3617FPAY2 2042-07-20 3.500000 0.00 450000.00 250135.62 Agency Mortgage-Backed Securities GNII ET DN9640 C 549300M8ZYFG0OCMTT87 3618MCV93 2065-04-20 3.000000 0.00 318679.00 274660.00 Agency Mortgage-Backed Securities GNMI SF AX8707 X 549300M8ZYFG0OCMTT87 36196LU82 2047-01-15 3.000000 0.00 400000.00 110916.29 Agency Mortgage-Backed Securities GNMI SF AD1732 X 549300M8ZYFG0OCMTT87 36180C4R7 2043-02-15 2.500000 0.00 570000.00 66723.56 Agency Mortgage-Backed Securities GNII SP 783418 C 549300M8ZYFG0OCMTT87 36241LYP5 2040-06-20 5.000000 0.00 1500000.00 96463.46 Agency Mortgage-Backed Securities GNII SF DU3777 C 549300M8ZYFG0OCMTT87 3618WFFS1 2056-07-20 5.500000 0.00 2254152.00 2280161.16 Agency Mortgage-Backed Securities GNII ET DL1505 C 549300M8ZYFG0OCMTT87 3618LCU61 2065-08-20 6.500000 0.00 2412816.00 2501748.94 Agency Mortgage-Backed Securities GNII SF BY6439 C 549300M8ZYFG0OCMTT87 3617QPEL4 2045-11-20 2.500000 0.00 664474.00 368691.73 Agency Mortgage-Backed Securities GNII SF 004976 M 549300M8ZYFG0OCMTT87 36202FQ58 2041-03-20 3.500000 0.00 399967.00 28720.71 Agency Mortgage-Backed Securities GNII SF DH3331 C 549300M8ZYFG0OCMTT87 3618KBVY2 2055-02-20 7.000000 0.00 1283264.00 63538.13 Agency Mortgage-Backed Securities GNII SF DQ5368 C 549300M8ZYFG0OCMTT87 3618MX6D6 2056-07-20 5.500000 0.00 3779808.00 3848616.88 Agency Mortgage-Backed Securities GNII BD DK7915 C 549300M8ZYFG0OCMTT87 3618L7YL5 2055-08-20 5.000000 0.00 1181616.00 1109368.45 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 10532288.00 7295147.62 Agency Mortgage-Backed Securities GNII SF MA9245 M 549300M8ZYFG0OCMTT87 36179YHW7 2053-10-20 7.500000 0.00 1011286.00 179375.27 Agency Mortgage-Backed Securities GNII SF DT5961 C 549300M8ZYFG0OCMTT87 3618W5TS8 2056-06-20 6.000000 0.00 2991216.00 3074861.92 Agency Mortgage-Backed Securities GNMI SF 617024 X 549300M8ZYFG0OCMTT87 36290TPH6 2036-03-15 5.000000 0.00 703790.00 24503.93 Agency Mortgage-Backed Securities GNMI SF 723058 X 549300M8ZYFG0OCMTT87 3620A9JB8 2040-06-15 5.000000 0.00 32734.00 5231.50 Agency Mortgage-Backed Securities GNII SF DP7807 C 549300M8ZYFG0OCMTT87 3618MNU82 2056-02-20 6.000000 0.00 24290848.00 25245022.09 Agency Mortgage-Backed Securities GNII SF 004398 M 549300M8ZYFG0OCMTT87 36202E3F4 2039-03-20 5.000000 0.00 695324.00 12731.13 Agency Mortgage-Backed Securities GNMI SF 711227 X 549300M8ZYFG0OCMTT87 36297GD80 2040-03-15 5.000000 0.00 325000.00 21581.32 Agency Mortgage-Backed Securities GNII ET DR0471 C 549300M8ZYFG0OCMTT87 3618V8QY3 2066-02-20 6.500000 0.00 7425224.00 7494139.09 Agency Mortgage-Backed Securities GNII RG CN9953 C 549300M8ZYFG0OCMTT87 3617FABW8 2045-10-20 3.500000 0.00 200000.00 112301.34 Agency Mortgage-Backed Securities GNPL PN DM8150 549300M8ZYFG0OCMTT87 3618LYBT4 2060-11-15 5.500000 0.00 692960.00 702747.49 Agency Mortgage-Backed Securities GNII SF BY6448 C 549300M8ZYFG0OCMTT87 3617QPEV2 2050-11-20 3.000000 0.00 958499.00 557613.98 Agency Mortgage-Backed Securities GNMI SF AB2742 X 549300M8ZYFG0OCMTT87 36178NBK4 2042-08-15 3.000000 0.00 408080.00 54738.66 Agency Mortgage-Backed Securities GNII SF MB0627 M 549300M8ZYFG0OCMTT87 3618N5VV8 2055-09-20 7.500000 0.00 338590.00 193463.72 Agency Mortgage-Backed Securities GNII SF 005056 M 549300M8ZYFG0OCMTT87 36202FTM8 2041-05-20 5.000000 0.00 307496.00 9585.46 Agency Mortgage-Backed Securities GNII SP 784110 C 549300M8ZYFG0OCMTT87 3622A2R79 2045-11-20 5.000000 0.00 354000.00 92783.69 Agency Mortgage-Backed Securities GNII ET DA1964 C 549300M8ZYFG0OCMTT87 3618GRFD6 2064-01-20 7.500000 0.00 658343.00 63688.18 Agency Mortgage-Backed Securities GNII SF DA1123 C 549300M8ZYFG0OCMTT87 3618GQG88 2054-07-20 6.500000 0.00 3374656.00 2379150.47 Agency Mortgage-Backed Securities GNII ET CZ8013 C 549300M8ZYFG0OCMTT87 3618GK3W2 2063-12-20 7.500000 0.00 891229.00 241524.38 Agency Mortgage-Backed Securities GNII SF 003654 M 549300M8ZYFG0OCMTT87 36202EBX6 2034-12-20 6.500000 0.00 2059112.00 20204.11 Agency Mortgage-Backed Securities GNII ET DE6706 C 549300M8ZYFG0OCMTT87 3618JCNX3 2064-08-20 7.500000 0.00 92455.00 95839.62 Agency Mortgage-Backed Securities GNII SP 788769 C 549300M8ZYFG0OCMTT87 3622AET22 2056-07-20 5.500000 0.00 79777792.00 79883923.06 Agency Mortgage-Backed Securities GNII ET DI1780 C 549300M8ZYFG0OCMTT87 3618NJ6R5 2065-03-20 7.000000 0.00 15993200.00 9215413.58 Agency Mortgage-Backed Securities GNII SF MA4967 M 549300M8ZYFG0OCMTT87 36179TQU2 2048-01-20 6.000000 0.00 600000.00 61385.31 Agency Mortgage-Backed Securities GNII JM MA6144 M 549300M8ZYFG0OCMTT87 36179UZH8 2049-09-20 3.000000 0.00 1151644.00 65982.69 Agency Mortgage-Backed Securities GNMI SF AD6012 X 549300M8ZYFG0OCMTT87 36180HVD7 2043-04-15 3.500000 0.00 25000.00 6147.77 Agency Mortgage-Backed Securities GNII SF DQ6220 C 549300M8ZYFG0OCMTT87 3618MY4D6 2056-06-20 6.000000 0.00 3815584.00 3929565.76 Agency Mortgage-Backed Securities GNII ET DR1759 C 549300M8ZYFG0OCMTT87 3618V95U2 2066-07-20 3.500000 0.00 647128.00 568840.18 Agency Mortgage-Backed Securities GNII SF MB0150 M 549300M8ZYFG0OCMTT87 3618N5EY1 2054-12-20 7.000000 0.00 84178.00 30982.40 Agency Mortgage-Backed Securities GNII SF MA5654 M 549300M8ZYFG0OCMTT87 36179UH70 2048-12-20 5.500000 0.00 1183108.00 80702.81 Agency Mortgage-Backed Securities GNII SF MA6016 M 549300M8ZYFG0OCMTT87 36179UVH2 2034-04-20 4.500000 0.00 270896.00 84257.54 Agency Mortgage-Backed Securities GNII SF MA3036 M 549300M8ZYFG0OCMTT87 36179RLR8 2045-08-20 4.500000 0.00 1000000.00 58450.79 Agency Mortgage-Backed Securities GNII SF MA5596 M 549300M8ZYFG0OCMTT87 36179UGD8 2048-11-20 4.500000 0.00 800000.00 53729.40 Agency Mortgage-Backed Securities GNII SF DH1043 C 549300M8ZYFG0OCMTT87 3618K9EQ3 2054-12-20 7.000000 0.00 8823488.00 1956152.12 Agency Mortgage-Backed Securities GNMI SF 590247 X 549300M8ZYFG0OCMTT87 36201QWG4 2032-05-15 6.500000 0.00 182513.00 9844.23 Agency Mortgage-Backed Securities GNII SF MA9883 M 549300M8ZYFG0OCMTT87 36179Y6U3 2039-11-20 7.500000 0.00 76312.00 17929.36 Agency Mortgage-Backed Securities GNII SF DJ8018 C 549300M8ZYFG0OCMTT87 3618KU4B0 2055-08-20 6.500000 0.00 1449852.00 1022630.17 Agency Mortgage-Backed Securities GNII SF MA9491 M 549300M8ZYFG0OCMTT87 36179YRL0 2053-12-20 7.000000 0.00 14886560.00 4405785.47 Agency Mortgage-Backed Securities GNMI SP 784353 X 549300M8ZYFG0OCMTT87 3622A2ZS4 2046-06-15 4.000000 0.00 95465.00 9014.12 Agency Mortgage-Backed Securities GNII SF DP2927 C 549300M8ZYFG0OCMTT87 3618MHHC1 2056-01-20 4.500000 0.00 1535370.00 1350581.54 Agency Mortgage-Backed Securities GNMI SP 782551 X 549300M8ZYFG0OCMTT87 36241KZQ4 2039-02-15 5.500000 0.00 200000000.00 1763004.75 Agency Mortgage-Backed Securities GNAR AT 081039 M 549300M8ZYFG0OCMTT87 36225DEM2 2034-08-20 5.375000 0.00 15999392.00 186987.14 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 201000000.00 201000000.00 0.0005 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.640000% ARP1KGRW5 ZBUT11V806EZRVTWT807 0000782124 ARP1KGRW5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 261333200.00 249999757.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 252840800.00 249975481.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 249980800.00 249998798.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 548382400.00 249999578.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 14334400.00 12922830.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 303804800.00 249999912.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 344334400.00 245646751.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 408373000.00 249999759.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 271638400.00 249998954.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 309926400.00 230538186.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 343484800.00 249999469.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 252208000.00 249998140.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 252995200.00 249999736.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 249972800.00 249999463.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 247865600.00 133646173.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 262654400.00 202964852.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 262289600.00 248755079.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 266579200.00 249999922.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 314567200.00 249999709.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 321891200.00 249999431.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 333404800.00 222702945.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 335510400.00 248501842.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 93934000.00 92346361.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 317475200.00 249999373.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 248185600.00 249998784.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 178404000.00 176008753.71 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5700000000.00 5700000000.00 0.0146 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 3.650000% ARP1KGRY1 L3I9ZG2KFGXZ61BMYR72 0001041839 ARP1KGRY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 25788200.00 25441968.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 11860500.00 10485240.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 10220100.00 10049041.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 21031800.00 20933974.09 U.S. Treasuries (including strips) FEPC 02.500 CLSD5099 S6XOOCT0IEG5ABCC6L87 3132DSUY6 2052-03-01 2.500000 0.00 3574379.00 2426541.40 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5054 B1V7KEBTPIMZEU4LTD58 31418ETL4 2053-06-01 4.000000 0.00 1000.00 760.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4277 S6XOOCT0IEG5ABCC6L87 31427RXF2 2056-02-01 5.500000 0.00 22644400.00 21504070.21 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1624 B1V7KEBTPIMZEU4LTD58 31417KYW1 2039-08-01 6.000000 0.00 3052290.00 203968.22 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3148 B1V7KEBTPIMZEU4LTD58 31418CQA5 2047-10-01 3.500000 0.00 1792.00 193.74 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 B1V7KEBTPIMZEU4LTD58 31418EMR8 2053-01-01 4.500000 0.00 31886500.00 24027334.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8356 B1V7KEBTPIMZEU4LTD58 3140XQJA6 2052-08-01 3.500000 0.00 1000.00 762.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0008 S6XOOCT0IEG5ABCC6L87 3142J6AJ2 2055-04-01 5.500000 0.00 250892.00 192126.08 Agency Mortgage-Backed Securities FEPC 07.000 CLRQ0030 S6XOOCT0IEG5ABCC6L87 3142J6A86 2055-07-01 7.000000 0.00 402477216.00 238883039.04 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 4417100.00 4461972.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 9551700.00 9467358.18 U.S. Treasuries (including strips) FNMS 07.000 CLDD2993 B1V7KEBTPIMZEU4LTD58 3140B3KF8 2055-02-01 7.000000 0.00 1148410.00 1214787.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4168 B1V7KEBTPIMZEU4LTD58 3140QPT23 2052-07-01 5.000000 0.00 72566.00 48416.99 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0833 S6XOOCT0IEG5ABCC6L87 3132DM4S1 2052-01-01 2.000000 0.00 89796000.00 52587969.62 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8275 S6XOOCT0IEG5ABCC6L87 3132DWFQ1 2052-12-01 4.500000 0.00 1000.00 730.72 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 S6XOOCT0IEG5ABCC6L87 3132DWJD6 2053-09-01 4.500000 0.00 33130800.00 26447590.99 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 16600500.00 16174643.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 24177400.00 23154074.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 6880800.00 5958889.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 3135900.00 3093504.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 4939200.00 4931076.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 17285800.00 17729296.01 U.S. Treasuries (including strips) FNMS 05.000 CLCB8674 B1V7KEBTPIMZEU4LTD58 3140QUT89 2054-06-01 5.000000 0.00 1024.00 823.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1899 B1V7KEBTPIMZEU4LTD58 3140Q9DD2 2048-06-01 4.500000 0.00 1024.00 184.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 12908500.00 12914825.16 U.S. Treasuries (including strips) FEPC 05.500 CLRJ3639 S6XOOCT0IEG5ABCC6L87 3142GUBH5 2055-03-01 5.500000 0.00 1195000.00 1091488.16 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5576 S6XOOCT0IEG5ABCC6L87 3142GWFS3 2055-12-01 6.000000 0.00 1000.00 1000.15 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3577 S6XOOCT0IEG5ABCC6L87 3142GT6P6 2055-03-01 5.500000 0.00 104434000.00 93556104.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 11131200.00 11102478.43 U.S. Treasuries (including strips) FNMS 04.500 CLMA5188 B1V7KEBTPIMZEU4LTD58 31418EXS4 2053-11-01 4.500000 0.00 16927100.00 13642159.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2636 B1V7KEBTPIMZEU4LTD58 3140Y84W3 2056-05-01 5.500000 0.00 6626653.00 6549680.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2005 B1V7KEBTPIMZEU4LTD58 3140Y8GP5 2056-02-01 5.000000 0.00 2397992.00 2126720.79 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4022 B1V7KEBTPIMZEU4LTD58 3140XKPG9 2053-02-01 5.500000 0.00 20839798.00 15325425.97 Agency Mortgage-Backed Securities FEPC 05.000 CLTB2369 S6XOOCT0IEG5ABCC6L87 3142K3T32 2056-05-01 5.000000 0.00 14999000.00 14406742.82 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3056 B1V7KEBTPIMZEU4LTD58 3140Y9ME1 2056-07-01 5.500000 0.00 1229.00 1229.28 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6632 B1V7KEBTPIMZEU4LTD58 3140QSLN9 2053-06-01 5.000000 0.00 1024.00 789.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0078 B1V7KEBTPIMZEU4LTD58 3140Y6CQ1 2055-03-01 6.000000 0.00 78573946.00 67194562.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4395 S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 1324000.00 1271725.95 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1171 S6XOOCT0IEG5ABCC6L87 31427NJR1 2055-05-01 5.000000 0.00 11999000.00 11218942.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9612 B1V7KEBTPIMZEU4LTD58 3140QVVE1 2054-12-01 5.500000 0.00 1000.00 871.83 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 B1V7KEBTPIMZEU4LTD58 3140QU6J0 2054-08-01 5.000000 0.00 622000.00 521900.83 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6905 B1V7KEBTPIMZEU4LTD58 3140QSU74 2053-08-01 5.000000 0.00 62352512.00 47168592.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 717000.00 401364.79 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 18041500.00 18060533.78 U.S. Treasuries (including strips) FEPC 05.000 CLSD8288 S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 1024.00 757.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 21000000.00 20896575.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 22609300.00 22618144.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 9554800.00 9093088.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 12443600.00 12148885.78 U.S. Treasuries (including strips) FNMS 04.500 I4BF0170 B1V7KEBTPIMZEU4LTD58 3140FXFL1 2057-02-01 4.500000 0.00 127509248.00 29490987.89 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6060 B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.500000 0.00 120086.00 114120.57 Agency Mortgage-Backed Securities FEPC 04.500 CLQX1962 S6XOOCT0IEG5ABCC6L87 31425WFC0 2054-12-01 4.500000 0.00 1560636.00 1342466.28 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5.000000 0.00 1100.00 828.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 1100.00 738.14 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 6495800.00 6511375.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 6522400.00 6466783.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 15146100.00 14571288.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 9620600.00 8913905.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 15740500.00 15172824.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 5070600.00 4992833.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 25000100.00 23918345.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 53171400.00 52681691.41 U.S. Treasuries (including strips) FEPC 05.000 CLQY5070 S6XOOCT0IEG5ABCC6L87 31426PT47 2055-06-01 5.000000 0.00 1371426.00 1328172.85 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5740 S6XOOCT0IEG5ABCC6L87 3142GWLW7 2056-01-01 5.500000 0.00 8262616.00 7917414.99 Agency Mortgage-Backed Securities FEPC 04.500 CLQX1971 S6XOOCT0IEG5ABCC6L87 31425WFM8 2054-12-01 4.500000 0.00 2240215.00 1919381.62 Agency Mortgage-Backed Securities FEPC 07.000 CLSD6999 S6XOOCT0IEG5ABCC6L87 3132DUX44 2054-11-01 7.000000 0.00 69425000.00 30376919.18 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8265 S6XOOCT0IEG5ABCC6L87 3132DWFE8 2052-11-01 4.000000 0.00 49994000.00 36187677.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 23276000.00 22932416.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 7808000.00 7604609.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 7216900.00 7135114.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 9079200.00 8717808.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 24783400.00 25102358.32 U.S. Treasuries (including strips) FEPC 05.000 CLRJ5652 S6XOOCT0IEG5ABCC6L87 3142GWH69 2056-01-01 5.000000 0.00 189000.00 181018.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 B1V7KEBTPIMZEU4LTD58 3140XHWD5 2052-08-01 4.000000 0.00 1100.00 752.04 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4077 B1V7KEBTPIMZEU4LTD58 31418DQ70 2050-07-01 2.000000 0.00 1000.00 402.46 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1183000000.00 1183000000.00 0.0030 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.650000% ARP1KGS20 ZBUT11V806EZRVTWT807 0000782124 ARP1KGS20 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 06.000 CLTB9882 S6XOOCT0IEG5ABCC6L87 3142KB6U9 2056-08-01 6.000000 0.00 5997296.00 6236929.96 Agency Mortgage-Backed Securities FEPC 06.500 CLTB5953 S6XOOCT0IEG5ABCC6L87 3142K7TK5 2056-06-01 6.500000 0.00 1679038.00 1751156.06 Agency Mortgage-Backed Securities FEPC 04.500 CLTB1852 S6XOOCT0IEG5ABCC6L87 3142K3BW7 2056-05-01 4.500000 0.00 7453160.00 7056885.60 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ3654 S6XOOCT0IEG5ABCC6L87 31427BBY0 2055-09-01 7.000000 0.00 1328402.00 1409382.83 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4017 B1V7KEBTPIMZEU4LTD58 31418DPB2 2040-05-01 3.000000 0.00 44000.00 10677.10 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4607 B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.500000 0.00 6000000.00 3767494.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6084 B1V7KEBTPIMZEU4LTD58 3140XMXN1 2053-10-01 6.000000 0.00 9760736.00 6523306.10 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2686 B1V7KEBTPIMZEU4LTD58 3140UH6Y1 2056-06-01 6.000000 0.00 4136040.00 4242079.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0874 B1V7KEBTPIMZEU4LTD58 3140UF6L3 2056-05-01 6.000000 0.00 4980000.00 5099377.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 B1V7KEBTPIMZEU4LTD58 3140QV3C6 2055-01-01 5.500000 0.00 385000.00 337794.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9506 B1V7KEBTPIMZEU4LTD58 3140QVR48 2054-11-01 6.000000 0.00 13455000.00 10561773.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0362 B1V7KEBTPIMZEU4LTD58 3140N4ML8 2052-09-01 5.000000 0.00 1255388.00 773310.16 Agency Mortgage-Backed Securities GNAR FB MA1114 M 549300M8ZYFG0OCMTT87 36179NGX0 2043-06-20 6.250000 0.00 1364762.00 61157.60 Agency Mortgage-Backed Securities GNII SF MA6713 M 549300M8ZYFG0OCMTT87 36179VN63 2050-06-20 4.500000 0.00 13369792.00 2881883.84 Agency Mortgage-Backed Securities FEPC 06.000 CLTB5690 S6XOOCT0IEG5ABCC6L87 3142K7KC2 2056-06-01 6.000000 0.00 5122200.00 5264579.26 Agency Mortgage-Backed Securities GNII SF MA6040 M 549300M8ZYFG0OCMTT87 36179UV90 2049-07-20 4.000000 0.00 300000.00 25759.13 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5218 B1V7KEBTPIMZEU4LTD58 31418EYQ7 2053-12-01 7.000000 0.00 1867940.00 550807.45 Agency Mortgage-Backed Securities FEPC 05.000 CLTA9327 S6XOOCT0IEG5ABCC6L87 3142JYLH3 2056-03-01 5.000000 0.00 25738144.00 24809430.14 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6794 S6XOOCT0IEG5ABCC6L87 3142K8RQ2 2056-07-01 5.000000 0.00 8723168.00 8508175.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4134 S6XOOCT0IEG5ABCC6L87 31427RSY7 2056-02-01 5.000000 0.00 140328448.00 134392497.71 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9440 S6XOOCT0IEG5ABCC6L87 3142KBP20 2056-07-01 5.500000 0.00 2382250.00 2385142.84 Agency Mortgage-Backed Securities GNII SF MA4195 M 549300M8ZYFG0OCMTT87 36179SUU9 2047-01-20 3.000000 0.00 1034000.00 131496.84 Agency Mortgage-Backed Securities GNII SF MA6381 M 549300M8ZYFG0OCMTT87 36179VCS7 2035-01-20 3.000000 0.00 1000000.00 115471.61 Agency Mortgage-Backed Securities GNII JM MA6402 M 549300M8ZYFG0OCMTT87 36179VDF4 2049-12-20 4.500000 0.00 2888040.00 100563.23 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6330 S6XOOCT0IEG5ABCC6L87 3142K8A80 2056-06-01 6.000000 0.00 2493652.00 2547126.97 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4018 S6XOOCT0IEG5ABCC6L87 3142K5PC1 2056-06-01 5.500000 0.00 7244472.00 7268744.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7411 S6XOOCT0IEG5ABCC6L87 3142K9GV1 2056-07-01 5.000000 0.00 20008672.00 19507894.05 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8312 S6XOOCT0IEG5ABCC6L87 3142KAGW6 2056-07-01 6.000000 0.00 5210072.00 5336362.33 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4119 S6XOOCT0IEG5ABCC6L87 3142K5SH7 2056-05-01 5.500000 0.00 1013500.00 1014431.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3872 S6XOOCT0IEG5ABCC6L87 31427RJS0 2054-03-01 5.000000 0.00 23792544.00 21993277.98 Agency Mortgage-Backed Securities GNII SF MA8076 M 549300M8ZYFG0OCMTT87 36179W6M5 2037-06-20 4.500000 0.00 198571.00 124016.45 Agency Mortgage-Backed Securities GNII SF MA6068 M 549300M8ZYFG0OCMTT87 36179UW57 2034-06-20 5.000000 0.00 216364.00 38873.57 Agency Mortgage-Backed Securities GNII JM MA6810 M 549300M8ZYFG0OCMTT87 36179VR77 2050-08-20 3.000000 0.00 750000.00 162726.00 Agency Mortgage-Backed Securities GNII SF MA6744 M 549300M8ZYFG0OCMTT87 36179VP53 2035-03-20 4.500000 0.00 195236.00 47545.23 Agency Mortgage-Backed Securities GNII SF MA5306 M 549300M8ZYFG0OCMTT87 36179T3P8 2028-10-20 6.500000 0.00 534789.00 47304.58 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 186030336.00 11331375.84 Agency Mortgage-Backed Securities FEPC 05.000 CLTB3292 S6XOOCT0IEG5ABCC6L87 3142K4US3 2056-05-01 5.000000 0.00 1024000.00 999822.76 Agency Mortgage-Backed Securities GNII SF MA6934 M 549300M8ZYFG0OCMTT87 36179VV31 2050-10-20 4.000000 0.00 9046704.00 2447046.35 Agency Mortgage-Backed Securities GNII SF MA6819 M 549300M8ZYFG0OCMTT87 36179VSG6 2050-08-20 2.500000 0.00 676555.00 214630.18 Agency Mortgage-Backed Securities GNII SF MA2935 M 549300M8ZYFG0OCMTT87 36179RHL6 2030-07-20 3.000000 0.00 925000.00 39111.95 Agency Mortgage-Backed Securities GNII SF MA7941 M 549300M8ZYFG0OCMTT87 36179WZE1 2048-07-20 5.000000 0.00 25000.00 12963.05 Agency Mortgage-Backed Securities GNII SF MA5024 M 549300M8ZYFG0OCMTT87 36179TSM8 2048-02-20 6.000000 0.00 366000.00 51918.44 Agency Mortgage-Backed Securities GNII SF MA5690 M 549300M8ZYFG0OCMTT87 36179UKB7 2031-08-20 7.000000 0.00 53730.00 11038.49 Agency Mortgage-Backed Securities GNPL PN DG8450 549300M8ZYFG0OCMTT87 3618K5L75 2060-01-15 5.360000 0.00 150083.00 149836.74 Agency Mortgage-Backed Securities GNII SF MA5817 M 549300M8ZYFG0OCMTT87 36179UPA4 2049-03-20 4.000000 0.00 2781864.00 205292.40 Agency Mortgage-Backed Securities GNMI SF AD6086 X 549300M8ZYFG0OCMTT87 36180HXP8 2050-02-15 3.500000 0.00 158862.00 22320.29 Agency Mortgage-Backed Securities GNII SF DG9177 C 549300M8ZYFG0OCMTT87 3618K6FS4 2055-01-20 7.000000 0.00 1742620.00 355010.43 Agency Mortgage-Backed Securities GNII SF DG1169 C 549300M8ZYFG0OCMTT87 3618JWJN6 2054-12-20 7.000000 0.00 1354564.00 444566.34 Agency Mortgage-Backed Securities GNII SF DG3522 C 549300M8ZYFG0OCMTT87 3618JY4F5 2054-11-20 7.000000 0.00 2104748.00 1383027.08 Agency Mortgage-Backed Securities GNII SF DH4974 C 549300M8ZYFG0OCMTT87 3618KDQ32 2055-07-20 6.500000 0.00 1107000.00 1139691.71 Agency Mortgage-Backed Securities GNII SF DG7442 C 549300M8ZYFG0OCMTT87 3618K4HT5 2055-04-20 7.000000 0.00 6076056.00 6475655.19 Agency Mortgage-Backed Securities GNII SF DJ8284 C 549300M8ZYFG0OCMTT87 3618KVFZ3 2055-08-20 6.500000 0.00 1172506.00 1215154.07 Agency Mortgage-Backed Securities GNII SF MA7053 M 549300M8ZYFG0OCMTT87 36179VZS2 2050-12-20 3.000000 0.00 21212000.00 6676646.47 Agency Mortgage-Backed Securities GNII SF DJ9308 C 549300M8ZYFG0OCMTT87 3618KWKV4 2055-08-20 6.500000 0.00 855578.00 890716.23 Agency Mortgage-Backed Securities GNII RG CQ2806 C 549300M8ZYFG0OCMTT87 3618A5DK6 2039-09-20 6.000000 0.00 2254684.00 1396089.23 Agency Mortgage-Backed Securities GNII SF CM2447 C 549300M8ZYFG0OCMTT87 3617YMWG3 2038-11-20 6.000000 0.00 1301346.00 742121.69 Agency Mortgage-Backed Securities GNII SF DH6963 C 549300M8ZYFG0OCMTT87 3618KFWY2 2055-03-20 7.000000 0.00 2403056.00 1425388.29 Agency Mortgage-Backed Securities GNII SF DD7704 C 549300M8ZYFG0OCMTT87 3618J1RZ8 2054-08-20 7.000000 0.00 4486856.00 4038863.77 Agency Mortgage-Backed Securities GNII SF BS7618 C 549300M8ZYFG0OCMTT87 3617MJPB2 2050-06-20 3.000000 0.00 546000.00 161779.79 Agency Mortgage-Backed Securities GNII SF AG2675 C 549300M8ZYFG0OCMTT87 36181V6L5 2043-10-20 4.000000 0.00 11457184.00 754232.73 Agency Mortgage-Backed Securities GNII SF DK7028 C 549300M8ZYFG0OCMTT87 3618L6YZ6 2055-06-20 7.000000 0.00 1107662.00 1148808.72 Agency Mortgage-Backed Securities GNII SF DL3556 C 549300M8ZYFG0OCMTT87 3618LE5R9 2055-08-20 6.500000 0.00 1097320.00 907763.43 Agency Mortgage-Backed Securities GNII SF MA7052 M 549300M8ZYFG0OCMTT87 36179VZR4 2050-12-20 2.500000 0.00 6425000.00 2431080.60 Agency Mortgage-Backed Securities GNII SF DK3213 C 549300M8ZYFG0OCMTT87 3618L2SA7 2055-09-20 6.500000 0.00 1433580.00 1427610.89 Agency Mortgage-Backed Securities GNII SF DJ9881 C 549300M8ZYFG0OCMTT87 3618KW6S7 2055-07-20 6.500000 0.00 694710.00 634423.02 Agency Mortgage-Backed Securities GNPL PN CY1383 549300M8ZYFG0OCMTT87 3618G0RC4 2059-04-15 5.500000 0.00 22211.00 22236.12 Agency Mortgage-Backed Securities GNII SF BX4932 C 549300M8ZYFG0OCMTT87 3617Q9PR5 2050-08-20 2.500000 0.00 1788732.00 888012.41 Agency Mortgage-Backed Securities GNPL PN BU2235 549300M8ZYFG0OCMTT87 3617N3PU4 2063-11-15 3.000000 0.00 53457.00 45729.34 Agency Mortgage-Backed Securities GNII SF BQ4389 C 549300M8ZYFG0OCMTT87 3617LN2W3 2049-12-20 5.000000 0.00 1106090.00 251475.34 Agency Mortgage-Backed Securities GNII SF BX4970 C 549300M8ZYFG0OCMTT87 3617Q9QX1 2050-09-20 2.500000 0.00 128058.00 68683.66 Agency Mortgage-Backed Securities GNPL PN DJ5977 549300M8ZYFG0OCMTT87 3618KSUA8 2060-09-15 5.310000 0.00 885000.00 886410.75 Agency Mortgage-Backed Securities GNMI SF AN6559 X 549300M8ZYFG0OCMTT87 36186PJC9 2045-07-15 4.500000 0.00 7503128.00 155843.77 Agency Mortgage-Backed Securities GNII SF MA5625 M 549300M8ZYFG0OCMTT87 36179UHA3 2033-11-20 4.500000 0.00 2346536.00 281787.01 Agency Mortgage-Backed Securities GNII SF MA5857 M 549300M8ZYFG0OCMTT87 36179UQJ4 2032-11-20 7.500000 0.00 71433.00 7279.86 Agency Mortgage-Backed Securities GNPL PN DJ0343 549300M8ZYFG0OCMTT87 3618KLLY1 2060-10-15 5.700000 0.00 977960.00 1001808.32 Agency Mortgage-Backed Securities GNII SF DG1077 C 549300M8ZYFG0OCMTT87 3618JWFS9 2054-11-20 7.000000 0.00 3001300.00 797066.16 Agency Mortgage-Backed Securities GNII SF DH8529 C 549300M8ZYFG0OCMTT87 3618KHPN0 2055-02-20 7.000000 0.00 1335230.00 1035710.89 Agency Mortgage-Backed Securities GNPL PN DH1763 549300M8ZYFG0OCMTT87 3618K95Y6 2060-04-15 5.810000 0.00 104965.00 107731.26 Agency Mortgage-Backed Securities GNII SF DJ6661 C 549300M8ZYFG0OCMTT87 3618KTMJ6 2055-04-20 6.500000 0.00 11631072.00 12019131.36 Agency Mortgage-Backed Securities GNII SF CW6848 C 549300M8ZYFG0OCMTT87 3618FFTD8 2053-08-20 5.000000 0.00 1432678.00 1172795.72 Agency Mortgage-Backed Securities GNII SF MA6955 M 549300M8ZYFG0OCMTT87 36179VWQ9 2050-10-20 1.500000 0.00 337697.00 122397.39 Agency Mortgage-Backed Securities GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2.000000 0.00 339571200.00 196294543.89 Agency Mortgage-Backed Securities GNMI SF BS5027 X 549300M8ZYFG0OCMTT87 3617MFSQ4 2050-02-15 3.500000 0.00 1338664.00 196201.62 Agency Mortgage-Backed Securities GNII SF DL0504 C 549300M8ZYFG0OCMTT87 3618LBRZ3 2055-08-20 7.000000 0.00 1081272.00 841868.66 Agency Mortgage-Backed Securities GNII ET DL0896 C 549300M8ZYFG0OCMTT87 3618LB7H5 2065-09-20 6.000000 0.00 121162880.00 112998591.41 Agency Mortgage-Backed Securities GNII SF BW8856 C 549300M8ZYFG0OCMTT87 3617Q1ZV2 2035-10-20 5.000000 0.00 9328080.00 2797488.98 Agency Mortgage-Backed Securities GNII SF BZ8508 C 549300M8ZYFG0OCMTT87 3617U4NZ5 2050-12-20 3.000000 0.00 72000.00 41247.56 Agency Mortgage-Backed Securities GNII SF BZ8528 C 549300M8ZYFG0OCMTT87 3617U4PM2 2051-01-20 2.500000 0.00 93538.00 55865.25 Agency Mortgage-Backed Securities GNPL PN CP1213 549300M8ZYFG0OCMTT87 3617FQK29 2058-06-15 5.000000 0.00 41229.00 39850.09 Agency Mortgage-Backed Securities GNMI SF BC9137 X 549300M8ZYFG0OCMTT87 3617BDEJ2 2048-01-15 5.000000 0.00 1257250.00 68202.39 Agency Mortgage-Backed Securities GNII SF DH3519 C 549300M8ZYFG0OCMTT87 3618KB4C0 2040-09-20 5.000000 0.00 1551712.00 889256.86 Agency Mortgage-Backed Securities GNII SF DH7395 C 549300M8ZYFG0OCMTT87 3618KGGC6 2055-05-20 6.500000 0.00 660283.00 532580.01 Agency Mortgage-Backed Securities GNII JM MA6757 M 549300M8ZYFG0OCMTT87 36179VQJ2 2050-07-20 3.000000 0.00 2201156.00 324047.96 Agency Mortgage-Backed Securities GNII SF CW4833 C 549300M8ZYFG0OCMTT87 3618FDLN9 2053-08-20 6.000000 0.00 1224902.00 1232367.35 Agency Mortgage-Backed Securities GNII SF MA7137 M 549300M8ZYFG0OCMTT87 36179V4W7 2051-01-20 3.000000 0.00 20053888.00 6726517.24 Agency Mortgage-Backed Securities GNII SF DK4686 C 549300M8ZYFG0OCMTT87 3618L4F33 2055-04-20 7.000000 0.00 2073316.00 553150.77 Agency Mortgage-Backed Securities GNII SF DK6721 C 549300M8ZYFG0OCMTT87 3618L6PE3 2055-06-20 7.000000 0.00 2451660.00 2165335.07 Agency Mortgage-Backed Securities GNII SF DJ3204 C 549300M8ZYFG0OCMTT87 3618KPRZ3 2055-08-20 6.500000 0.00 1941550.00 1831697.49 Agency Mortgage-Backed Securities GNII SF BW4519 C 549300M8ZYFG0OCMTT87 3617NWAU6 2033-02-20 6.500000 0.00 2544728.00 766425.01 Agency Mortgage-Backed Securities GNII SF DS9022 C 549300M8ZYFG0OCMTT87 3618VWAX9 2056-07-20 6.000000 0.00 1203496.00 1269008.30 Agency Mortgage-Backed Securities GNII SF CW1339 C 549300M8ZYFG0OCMTT87 3618F9PY0 2053-10-20 7.000000 0.00 1272906.00 880873.76 Agency Mortgage-Backed Securities GNII SF MA7232 M 549300M8ZYFG0OCMTT87 36179WA99 2034-04-20 5.000000 0.00 149774.00 42350.20 Agency Mortgage-Backed Securities GNPL PN DH1758 549300M8ZYFG0OCMTT87 3618K95T7 2060-03-15 5.600000 0.00 326377.00 329877.19 Agency Mortgage-Backed Securities GNII ET DS7126 C 549300M8ZYFG0OCMTT87 3618VT4K1 2066-05-20 6.000000 0.00 186880.00 191624.97 Agency Mortgage-Backed Securities GNII SF DJ6831 C 549300M8ZYFG0OCMTT87 3618KTSU5 2055-07-20 6.500000 0.00 1476240.00 985352.47 Agency Mortgage-Backed Securities GNII ET DI3223 C 549300M8ZYFG0OCMTT87 3618NLSL9 2065-07-20 6.000000 0.00 2161988.00 2206991.60 Agency Mortgage-Backed Securities GNII SF DK1606 C 549300M8ZYFG0OCMTT87 3618L0YB2 2055-05-20 6.500000 0.00 3014556.00 2084837.63 Agency Mortgage-Backed Securities GNII SF DH6877 C 549300M8ZYFG0OCMTT87 3618KFUA6 2055-02-20 7.000000 0.00 1235678.00 424905.78 Agency Mortgage-Backed Securities GNII ET DS5745 C 549300M8ZYFG0OCMTT87 3618VSL24 2066-06-20 4.000000 0.00 98543.00 90572.19 Agency Mortgage-Backed Securities GNII SF DG1191 C 549300M8ZYFG0OCMTT87 3618JWKC8 2054-12-20 7.000000 0.00 3458540.00 1481060.30 Agency Mortgage-Backed Securities GNII ET DO2005 C 549300M8ZYFG0OCMTT87 3618NXGN2 2066-04-20 6.500000 0.00 640070.00 667084.41 Agency Mortgage-Backed Securities GNII SF DJ5314 C 549300M8ZYFG0OCMTT87 3618KR3X0 2055-06-20 6.500000 0.00 1003548.00 695957.27 Agency Mortgage-Backed Securities GNII ET DI2491 C 549300M8ZYFG0OCMTT87 3618NKXU5 2065-05-20 6.000000 0.00 120600320.00 77861955.56 Agency Mortgage-Backed Securities GNII SF DT5098 C 549300M8ZYFG0OCMTT87 3618W4UX8 2056-07-20 5.500000 0.00 1094370.00 1109148.74 Agency Mortgage-Backed Securities GNII SF DK2909 C 549300M8ZYFG0OCMTT87 3618L2GS1 2055-06-20 6.000000 0.00 1023310.00 1077095.33 Agency Mortgage-Backed Securities GNII SF DR0208 C 549300M8ZYFG0OCMTT87 3618V8GR9 2056-04-20 6.000000 0.00 2969984.00 3079727.77 Agency Mortgage-Backed Securities GNII ET DO0104 C 549300M8ZYFG0OCMTT87 3618NVDH2 2065-10-20 3.000000 0.00 685981.00 587841.21 Agency Mortgage-Backed Securities GNII SF DH6837 C 549300M8ZYFG0OCMTT87 3618KFS27 2055-02-20 7.000000 0.00 3208650.00 1756493.07 Agency Mortgage-Backed Securities GNII SF DK0292 C 549300M8ZYFG0OCMTT87 3618KYKD0 2055-05-20 6.500000 0.00 1308448.00 1141936.42 Agency Mortgage-Backed Securities GNII SF DT2708 C 549300M8ZYFG0OCMTT87 3618W2AH9 2056-06-20 6.000000 0.00 1816392.00 1888657.36 Agency Mortgage-Backed Securities GNAR AF MB1150 M 549300M8ZYFG0OCMTT87 3618N6H42 2056-05-20 3.500000 0.00 38772736.00 36801927.86 Agency Mortgage-Backed Securities GNII ET DT7834 C 549300M8ZYFG0OCMTT87 3618W7V36 2066-07-20 6.500000 0.00 31190520.00 32520348.62 Agency Mortgage-Backed Securities GNII SF DO6676 C 549300M8ZYFG0OCMTT87 3618V3MZ5 2056-01-20 5.000000 0.00 2495312.00 2431382.08 Agency Mortgage-Backed Securities GNII SF DT3004 C 549300M8ZYFG0OCMTT87 3618W2KR6 2056-07-20 5.500000 0.00 1856776.00 1913150.19 Agency Mortgage-Backed Securities GNPL PN DJ6860 549300M8ZYFG0OCMTT87 3618KTTR1 2060-12-15 5.630000 0.00 460000.00 471618.91 Agency Mortgage-Backed Securities GNII SF DT7676 C 549300M8ZYFG0OCMTT87 3618W7Q57 2056-07-20 6.000000 0.00 1333182.00 1374234.67 Agency Mortgage-Backed Securities GNII SF DS8714 C 549300M8ZYFG0OCMTT87 3618VVVF7 2056-06-20 6.000000 0.00 34614016.00 35249257.39 Agency Mortgage-Backed Securities GNII SF MA9642 M 549300M8ZYFG0OCMTT87 36179YWB6 2039-09-20 7.500000 0.00 90221.00 86911.22 Agency Mortgage-Backed Securities GNII SF MA9666 M 549300M8ZYFG0OCMTT87 36179YW34 2054-05-20 4.500000 0.00 300000.00 262106.04 Agency Mortgage-Backed Securities GNII ET DK2405 C 549300M8ZYFG0OCMTT87 3618L1U65 2065-04-20 3.000000 0.00 1019490.00 244861.79 Agency Mortgage-Backed Securities GNII SF DJ9123 C 549300M8ZYFG0OCMTT87 3618KWD42 2055-05-20 6.500000 0.00 2811436.00 2418127.92 Agency Mortgage-Backed Securities GNPL PN DK1404 549300M8ZYFG0OCMTT87 3618L0RZ7 2060-10-15 5.530000 0.00 2052740.00 2076627.66 Agency Mortgage-Backed Securities GNII SF DR1195 C 549300M8ZYFG0OCMTT87 3618V9KG6 2056-04-20 5.000000 0.00 1171444.00 1153684.77 Agency Mortgage-Backed Securities GNPL PN DJ4693 549300M8ZYFG0OCMTT87 3618KRGA6 2060-06-15 4.860000 0.00 165400.00 159241.60 Agency Mortgage-Backed Securities GNII SF DH6154 C 549300M8ZYFG0OCMTT87 3618KEZT3 2055-01-20 7.000000 0.00 1140562.00 1197944.66 Agency Mortgage-Backed Securities GNII SF DR5290 C 549300M8ZYFG0OCMTT87 3618VD2X0 2056-07-20 6.000000 0.00 1213748.00 1253385.37 Agency Mortgage-Backed Securities GNPL PN AT8564 549300M8ZYFG0OCMTT87 36194HQR6 2061-03-15 4.970000 0.00 229500.00 222430.61 Agency Mortgage-Backed Securities GNII JM MA9767 M 549300M8ZYFG0OCMTT87 36179YZ80 2054-07-20 6.000000 0.00 783273.00 279911.30 Agency Mortgage-Backed Securities GNPL PN DO7373 549300M8ZYFG0OCMTT87 3618V4FN8 2061-05-15 4.950000 0.00 4772824.00 4735727.76 Agency Mortgage-Backed Securities GNII SF DG6864 C 549300M8ZYFG0OCMTT87 3618K3TV9 2055-01-20 7.000000 0.00 1057842.00 1093182.62 Agency Mortgage-Backed Securities GNII SF DK1491 C 549300M8ZYFG0OCMTT87 3618L0UQ3 2055-06-20 6.500000 0.00 4075336.00 2819085.61 Agency Mortgage-Backed Securities GNII SF DR4006 C 549300M8ZYFG0OCMTT87 3618VCNX9 2056-05-20 5.000000 0.00 3288220.00 3235479.64 Agency Mortgage-Backed Securities GNII SF DG4625 C 549300M8ZYFG0OCMTT87 3618K1D65 2054-12-20 4.000000 0.00 1012708.00 902971.09 Agency Mortgage-Backed Securities GNII SF DF6498 C 549300M8ZYFG0OCMTT87 3618JQGF9 2055-02-20 6.500000 0.00 1474844.00 1363169.97 Agency Mortgage-Backed Securities GNII SF DT2714 C 549300M8ZYFG0OCMTT87 3618W2AP1 2056-06-20 5.500000 0.00 1287976.00 1317713.77 Agency Mortgage-Backed Securities GNPL PN DC7234 549300M8ZYFG0OCMTT87 3618HNBB2 2060-03-15 5.820000 0.00 62504.00 64178.35 Agency Mortgage-Backed Securities GNII SF DC4815 C 549300M8ZYFG0OCMTT87 3618HKK44 2054-07-20 6.500000 0.00 5026416.00 2737288.80 Agency Mortgage-Backed Securities GNII SF 627014 C 549300M8ZYFG0OCMTT87 36291FSB5 2030-11-20 3.000000 0.00 80466.00 17282.12 Agency Mortgage-Backed Securities GNII ET DC5225 C 549300M8ZYFG0OCMTT87 3618HKYW7 2064-04-20 7.500000 0.00 1259580.00 618752.73 Agency Mortgage-Backed Securities GNII SF DI1691 C 549300M8ZYFG0OCMTT87 3618NJ2Y4 2055-03-20 7.000000 0.00 1168400.00 671128.07 Agency Mortgage-Backed Securities GNII SF DB0867 C 549300M8ZYFG0OCMTT87 3618H26C2 2054-04-20 6.000000 0.00 1019774.00 803451.52 Agency Mortgage-Backed Securities GNII SF DO1811 C 549300M8ZYFG0OCMTT87 3618NXAL2 2055-11-20 6.500000 0.00 1686912.00 1740566.50 Agency Mortgage-Backed Securities GNII SF DR9884 C 549300M8ZYFG0OCMTT87 3618VJ6V7 2056-07-20 6.000000 0.00 2044292.00 2107239.84 Agency Mortgage-Backed Securities GNII SF DD7538 C 549300M8ZYFG0OCMTT87 3618J1LT8 2054-09-20 7.500000 0.00 3302340.00 3002577.34 Agency Mortgage-Backed Securities GNII SF DO6868 C 549300M8ZYFG0OCMTT87 3618V3TZ8 2056-06-20 5.500000 0.00 1043922.00 1074522.39 Agency Mortgage-Backed Securities GNII SF DB6753 C 549300M8ZYFG0OCMTT87 3618H9QE1 2054-06-20 5.500000 0.00 1708364.00 1671404.37 Agency Mortgage-Backed Securities GNII SF DE9915 C 549300M8ZYFG0OCMTT87 3618JGAQ3 2054-11-20 6.500000 0.00 4467950.00 1866432.94 Agency Mortgage-Backed Securities GNII SF DD0482 C 549300M8ZYFG0OCMTT87 3618HSRB4 2054-11-20 7.000000 0.00 1957204.00 2057582.19 Agency Mortgage-Backed Securities GNII SF DE5115 C 549300M8ZYFG0OCMTT87 3618JAVG5 2054-09-20 7.000000 0.00 1015094.00 241022.20 Agency Mortgage-Backed Securities GNCL CL DF5002 549300M8ZYFG0OCMTT87 3618JNRX5 2068-01-15 5.100000 0.00 462119.00 450654.75 Agency Mortgage-Backed Securities GNII ET DR7907 C 549300M8ZYFG0OCMTT87 3618VGYC4 2066-04-20 5.000000 0.00 461232.00 451247.86 Agency Mortgage-Backed Securities GNII SF DE1091 C 549300M8ZYFG0OCMTT87 3618J6F80 2054-10-20 7.000000 0.00 11239952.00 1182285.84 Agency Mortgage-Backed Securities GNII SF DS1334 C 549300M8ZYFG0OCMTT87 3618VMPT4 2056-06-20 5.000000 0.00 1554976.00 1532965.78 Agency Mortgage-Backed Securities GNII SF DO3418 C 549300M8ZYFG0OCMTT87 3618NYYP5 2055-10-20 6.500000 0.00 1354140.00 1253696.30 Agency Mortgage-Backed Securities GNMI SF 712415 X 549300M8ZYFG0OCMTT87 36297HN87 2039-05-15 5.000000 0.00 650000.00 8399.75 Agency Mortgage-Backed Securities GNII ET DN4463 C 549300M8ZYFG0OCMTT87 3618M65Y0 2065-08-20 2.000000 0.00 242148.00 182687.47 Agency Mortgage-Backed Securities GNII SF DN7882 C 549300M8ZYFG0OCMTT87 3618MAXK0 2055-11-20 6.000000 0.00 3748392.00 3902096.11 Agency Mortgage-Backed Securities GNII SF DP2819 C 549300M8ZYFG0OCMTT87 3618MHDY7 2056-06-20 6.000000 0.00 1478050.00 1538325.14 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 52000.00 33393.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1442 S6XOOCT0IEG5ABCC6L87 3131Y7S73 2048-11-01 4.500000 0.00 79000.00 6072.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3722 S6XOOCT0IEG5ABCC6L87 3132E0D33 2053-05-01 5.000000 0.00 300000.00 203626.23 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4817 S6XOOCT0IEG5ABCC6L87 3132DSK68 2052-06-01 3.000000 0.00 9772432.00 6909523.64 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1744 S6XOOCT0IEG5ABCC6L87 3133KG5D6 2049-11-01 4.000000 0.00 29758560.00 5374183.89 Agency Mortgage-Backed Securities 04.500 FGPC U99091 G S6XOOCT0IEG5ABCC6L87 3132H7C51 2044-03-01 4.500000 0.00 800000.00 104981.86 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8284 S6XOOCT0IEG5ABCC6L87 3132DWFZ1 2053-01-01 3.000000 0.00 10000.00 7087.26 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 B1V7KEBTPIMZEU4LTD58 31371MVU8 2036-06-01 6.000000 0.00 346228480.00 466701.54 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0898 S6XOOCT0IEG5ABCC6L87 3133W47K2 2056-08-01 6.000000 0.00 2378028.00 2457734.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDC0450 B1V7KEBTPIMZEU4LTD58 3140AMQC8 2054-10-01 5.000000 0.00 2889384.00 2295119.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS6561 B1V7KEBTPIMZEU4LTD58 3140LHJF8 2029-10-01 3.470000 0.00 7474000.00 7260771.77 Agency Mortgage-Backed Securities FNMS 04.500 CIBM4389 B1V7KEBTPIMZEU4LTD58 3140J82X0 2028-12-01 4.500000 0.00 11321344.00 6628.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8257 B1V7KEBTPIMZEU4LTD58 3140K4E71 2049-11-01 3.500000 0.00 115800.00 29187.16 Agency Mortgage-Backed Securities FNMS 03.000 CNBM4476 B1V7KEBTPIMZEU4LTD58 3140J86N8 2028-08-01 3.000000 0.00 1000000.00 19982.06 Agency Mortgage-Backed Securities FMAR 789583 G S6XOOCT0IEG5ABCC6L87 31295NUG1 2032-07-01 6.250000 0.00 2190000.00 6401.17 Agency Mortgage-Backed Securities FMAR 1G0369 G S6XOOCT0IEG5ABCC6L87 3128NCMS0 2035-10-01 6.230000 0.00 1675000.00 17437.44 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2647 S6XOOCT0IEG5ABCC6L87 31427P5H3 2055-09-01 6.500000 0.00 28589856.00 23376144.37 Agency Mortgage-Backed Securities FNMS 06.500 CLAD0716 B1V7KEBTPIMZEU4LTD58 31418MYN6 2030-12-01 6.500000 0.00 65116288.00 715963.79 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1800 S6XOOCT0IEG5ABCC6L87 31426LAA2 2055-04-01 6.000000 0.00 3607950.00 3281923.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6385 S6XOOCT0IEG5ABCC6L87 31426RCX7 2055-06-01 5.500000 0.00 2147616.00 2023210.33 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 6373376.00 5978762.33 Agency Mortgage-Backed Securities FNAR XX.XXX S1995046 B1V7KEBTPIMZEU4LTD58 31416BL30 2038-05-01 5.617000 0.00 80018304.00 703188.94 Agency Mortgage-Backed Securities FEPC 06.000 CLQX1253 S6XOOCT0IEG5ABCC6L87 31425VMB6 2054-12-01 6.000000 0.00 9000.00 7243.34 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5443 B1V7KEBTPIMZEU4LTD58 3140UMBM0 2056-06-01 6.000000 0.00 18655616.00 18306329.41 Agency Mortgage-Backed Securities FNMS 02.000 CTFA0125 B1V7KEBTPIMZEU4LTD58 3140W0D77 2041-10-01 2.000000 0.00 19000000.00 14120867.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0826 B1V7KEBTPIMZEU4LTD58 3140U34L2 2056-02-01 5.500000 0.00 1683344.00 1612546.10 Agency Mortgage-Backed Securities GNII SF BR2477 C 549300M8ZYFG0OCMTT87 3617LYXE5 2049-12-20 3.000000 0.00 1607644.00 183867.76 Agency Mortgage-Backed Securities GNII SF MA0461 M 549300M8ZYFG0OCMTT87 36179MQN3 2042-10-20 3.000000 0.00 1810000.00 173238.11 Agency Mortgage-Backed Securities GNII SF BW8885 C 549300M8ZYFG0OCMTT87 3617Q12S5 2039-01-20 7.000000 0.00 2091328.00 975579.49 Agency Mortgage-Backed Securities GNII SF BS7620 C 549300M8ZYFG0OCMTT87 3617MJPD8 2050-06-20 3.000000 0.00 1400546.00 846463.12 Agency Mortgage-Backed Securities GNMI SF BM0259 X 549300M8ZYFG0OCMTT87 3617JQJC5 2049-09-15 2.500000 0.00 25000.00 17511.66 Agency Mortgage-Backed Securities GNII SF CT4982 C 549300M8ZYFG0OCMTT87 3618BARB9 2053-05-20 6.500000 0.00 1027660.00 629446.00 Agency Mortgage-Backed Securities GNPL PN CU1280 549300M8ZYFG0OCMTT87 3618BJM58 2058-06-15 4.910000 0.00 26844.00 25790.94 Agency Mortgage-Backed Securities GNAR AF MA1775 M 549300M8ZYFG0OCMTT87 36179N6L7 2044-03-20 5.000000 0.00 71215616.00 1590722.91 Agency Mortgage-Backed Securities GNII SF MA1155 M 549300M8ZYFG0OCMTT87 36179NH84 2043-07-20 2.500000 0.00 3637248.00 491443.70 Agency Mortgage-Backed Securities GNII SF CV6328 C 549300M8ZYFG0OCMTT87 3618F3A52 2053-06-20 5.500000 0.00 2902684.00 2129378.50 Agency Mortgage-Backed Securities GNII SF MA6931 M 549300M8ZYFG0OCMTT87 36179VVY3 2050-10-20 2.500000 0.00 8575000.00 3057891.74 Agency Mortgage-Backed Securities GNII RG CH5857 C 549300M8ZYFG0OCMTT87 3617WXQJ2 2049-07-20 5.500000 0.00 2779924.00 792031.63 Agency Mortgage-Backed Securities GNII SF MA1447 M 549300M8ZYFG0OCMTT87 36179NTC2 2043-11-20 3.000000 0.00 4970656.00 625109.01 Agency Mortgage-Backed Securities GNII SF MA4782 M 549300M8ZYFG0OCMTT87 36179TJ30 2047-10-20 5.500000 0.00 3540860.00 307294.04 Agency Mortgage-Backed Securities GNII SF MA8622 M 549300M8ZYFG0OCMTT87 36179XSK3 2030-11-20 8.000000 0.00 30681.00 8791.49 Agency Mortgage-Backed Securities GNII SF MA8022 M 549300M8ZYFG0OCMTT87 36179W4F2 2037-04-20 5.000000 0.00 385512.00 120395.39 Agency Mortgage-Backed Securities GNII SF AD6163 C 549300M8ZYFG0OCMTT87 36180HZ43 2050-06-20 2.500000 0.00 20081472.00 9525135.55 Agency Mortgage-Backed Securities GNII SF MA8846 M 549300M8ZYFG0OCMTT87 36179XZK5 2038-05-20 4.500000 0.00 234900.00 132261.79 Agency Mortgage-Backed Securities GNII SF CR2583 C 549300M8ZYFG0OCMTT87 3618AG2Q1 2052-11-20 5.000000 0.00 1160436.00 996761.10 Agency Mortgage-Backed Securities GNII SF MA2797 M 549300M8ZYFG0OCMTT87 36179RDA4 2030-05-20 3.000000 0.00 1491780.00 54848.83 Agency Mortgage-Backed Securities GNII SF CX4165 C 549300M8ZYFG0OCMTT87 3618FQTW2 2054-02-20 8.000000 0.00 1235262.00 965630.61 Agency Mortgage-Backed Securities GNII SF MA5194 M 549300M8ZYFG0OCMTT87 36179TXX8 2048-04-20 5.000000 0.00 3223060.00 221192.63 Agency Mortgage-Backed Securities GNII SF BX4933 C 549300M8ZYFG0OCMTT87 3617Q9PS3 2050-08-20 3.000000 0.00 879148.00 605117.56 Agency Mortgage-Backed Securities GNAR AT MA4798 M 549300M8ZYFG0OCMTT87 36179TKK0 2047-10-20 5.125000 0.00 3000000.00 164198.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5103 S6XOOCT0IEG5ABCC6L87 31426AU55 2055-01-01 5.500000 0.00 4316192.00 4253042.95 Agency Mortgage-Backed Securities GNII SF MA4961 M 549300M8ZYFG0OCMTT87 36179TQN8 2048-01-20 3.000000 0.00 840000.00 108412.95 Agency Mortgage-Backed Securities GNII JM MA5584 M 549300M8ZYFG0OCMTT87 36179UFZ0 2048-10-20 3.500000 0.00 474147.00 13244.60 Agency Mortgage-Backed Securities GNII SF MA3037 M 549300M8ZYFG0OCMTT87 36179RLS6 2045-08-20 5.000000 0.00 540000.00 39557.70 Agency Mortgage-Backed Securities GNII SF AB7786 C 549300M8ZYFG0OCMTT87 36178UUK7 2043-01-20 3.500000 0.00 1300000.00 176135.75 Agency Mortgage-Backed Securities GNII SF MA1446 M 549300M8ZYFG0OCMTT87 36179NTB4 2043-10-20 2.500000 0.00 1003976.00 147296.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3801 S6XOOCT0IEG5ABCC6L87 31427BGK5 2055-09-01 6.000000 0.00 4785952.00 4580755.88 Agency Mortgage-Backed Securities GNII SF MA5369 M 549300M8ZYFG0OCMTT87 36179T6E0 2033-08-20 4.500000 0.00 1432328.00 177743.70 Agency Mortgage-Backed Securities FEPC 04.000 CLQZ3647 S6XOOCT0IEG5ABCC6L87 31427BBR5 2055-09-01 4.000000 0.00 1157988.00 1050546.51 Agency Mortgage-Backed Securities FEPC 07.500 CLQX9822 S6XOOCT0IEG5ABCC6L87 31426G4G7 2055-04-01 7.500000 0.00 3100904.00 2523366.15 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6471 S6XOOCT0IEG5ABCC6L87 3142GXFM4 2056-05-01 5.000000 0.00 100217088.00 97505780.05 Agency Mortgage-Backed Securities GNII SF MA4897 M 549300M8ZYFG0OCMTT87 36179TNN1 2041-09-20 2.000000 0.00 365611.00 132652.77 Agency Mortgage-Backed Securities FNMS 05.500 CLAD7787 B1V7KEBTPIMZEU4LTD58 31418VUM2 2040-08-01 5.500000 0.00 7334000.00 318231.89 Agency Mortgage-Backed Securities GNMI SF AA5649 X 549300M8ZYFG0OCMTT87 36178DH20 2042-09-15 3.000000 0.00 1700000.00 200433.52 Agency Mortgage-Backed Securities GNII SF MA0932 M 549300M8ZYFG0OCMTT87 36179NA99 2043-04-20 2.500000 0.00 1785564.00 230460.84 Agency Mortgage-Backed Securities GNII SF MA3873 M 549300M8ZYFG0OCMTT87 36179SJS7 2046-08-20 3.000000 0.00 472646144.00 52586976.55 Agency Mortgage-Backed Securities GNII SF MA3311 M 549300M8ZYFG0OCMTT87 36179RVC0 2045-12-20 4.000000 0.00 3989064.00 318431.07 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5753 S6XOOCT0IEG5ABCC6L87 3142GWMB2 2056-01-01 6.500000 0.00 9418048.00 9579332.77 Agency Mortgage-Backed Securities GNAR AF MA1851 M 549300M8ZYFG0OCMTT87 36179QBU4 2044-04-20 5.500000 0.00 75004800.00 1004064.13 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6244 S6XOOCT0IEG5ABCC6L87 31427D5E7 2055-10-01 6.500000 0.00 1070506.00 1103352.80 Agency Mortgage-Backed Securities GNAR AS MA0107 M 549300M8ZYFG0OCMTT87 36179MDL1 2042-05-20 5.625000 0.00 637901.00 38253.20 Agency Mortgage-Backed Securities GNII SF MA0391 M 549300M8ZYFG0OCMTT87 36179MNG1 2042-09-20 3.000000 0.00 275000.00 25776.25 Agency Mortgage-Backed Securities GNII SF DQ6389 C 549300M8ZYFG0OCMTT87 3618N0C24 2056-02-20 6.000000 0.00 1063272.00 1097936.47 Agency Mortgage-Backed Securities GNII SF DO3236 C 549300M8ZYFG0OCMTT87 3618NYSZ0 2055-08-20 6.000000 0.00 19763.00 20422.72 Agency Mortgage-Backed Securities GNII ET DF5680 C 549300M8ZYFG0OCMTT87 3618JPJZ4 2054-04-20 2.000000 0.00 195499.00 146151.39 Agency Mortgage-Backed Securities GNII SF CM0733 C 549300M8ZYFG0OCMTT87 3617YKY67 2052-06-20 4.500000 0.00 274936.00 243086.13 Agency Mortgage-Backed Securities GNII SF CR2375 C 549300M8ZYFG0OCMTT87 3618AGT82 2053-02-20 6.000000 0.00 117392.00 116592.87 Agency Mortgage-Backed Securities GNII SF DF4828 C 549300M8ZYFG0OCMTT87 3618JNLH6 2054-07-20 7.000000 0.00 7016940.00 1392693.36 Agency Mortgage-Backed Securities GNII SF CT4233 C 549300M8ZYFG0OCMTT87 3618B9V27 2053-03-20 5.000000 0.00 1985052.00 1310035.46 Agency Mortgage-Backed Securities GNII SF DO6885 C 549300M8ZYFG0OCMTT87 3618V3UJ2 2056-06-20 5.000000 0.00 2286224.00 2239888.42 Agency Mortgage-Backed Securities GNII SF DP4583 C 549300M8ZYFG0OCMTT87 3618MKCU9 2056-01-20 6.000000 0.00 188502.00 192926.20 Agency Mortgage-Backed Securities GNPL PN DI9898 549300M8ZYFG0OCMTT87 3618NT7K7 2060-06-15 5.970000 0.00 694462.00 719435.46 Agency Mortgage-Backed Securities GNII RG CG8656 C 549300M8ZYFG0OCMTT87 3617WNTM4 2049-05-20 5.500000 0.00 1021020.00 293808.16 Agency Mortgage-Backed Securities GNII SF MA3735 M 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3.000000 0.00 64125440.00 6656140.52 Agency Mortgage-Backed Securities GNII SF MA7987 M 549300M8ZYFG0OCMTT87 36179W2U1 2052-03-20 2.500000 0.00 228027904.00 132881517.57 Agency Mortgage-Backed Securities GNII SF DM7787 C 549300M8ZYFG0OCMTT87 3618LXUL2 2055-09-20 5.000000 0.00 1817422.00 1763218.45 Agency Mortgage-Backed Securities GNII SF DI8319 C 549300M8ZYFG0OCMTT87 3618NSG45 2055-04-20 7.000000 0.00 1440286.00 601337.07 Agency Mortgage-Backed Securities GNII SF MB0684 M 549300M8ZYFG0OCMTT87 3618N5XN4 2055-10-20 4.500000 0.00 231692544.00 214455405.30 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 64027520.00 59576262.61 Agency Mortgage-Backed Securities GNII SF DE4860 C 549300M8ZYFG0OCMTT87 3618JAMH3 2054-11-20 6.000000 0.00 1334184.00 1193352.31 Agency Mortgage-Backed Securities GNII ET CQ3339 C 549300M8ZYFG0OCMTT87 3618A5V83 2062-09-20 5.000000 0.00 3753072.00 2353646.96 Agency Mortgage-Backed Securities GNII SF DA9635 C 549300M8ZYFG0OCMTT87 3618H0V46 2054-04-20 6.000000 0.00 1554470.00 1047260.83 Agency Mortgage-Backed Securities GNII SF DI8912 C 549300M8ZYFG0OCMTT87 3618NS3V9 2055-08-20 6.500000 0.00 700519.00 489664.23 Agency Mortgage-Backed Securities GNII SF AD6080 C 549300M8ZYFG0OCMTT87 36180HXH6 2050-02-20 3.000000 0.00 70065280.00 14575606.63 Agency Mortgage-Backed Securities GNPL PN DC7261 549300M8ZYFG0OCMTT87 3618HNB63 2060-09-15 5.600000 0.00 218204.00 224909.30 Agency Mortgage-Backed Securities GNII SF MB1140 M 549300M8ZYFG0OCMTT87 3618N6HS9 2047-08-20 4.000000 0.00 154801664.00 140809529.35 Agency Mortgage-Backed Securities GNII SF DS0609 C 549300M8ZYFG0OCMTT87 3618VLVA0 2056-05-20 3.500000 0.00 20790432.00 17886701.04 Agency Mortgage-Backed Securities GNII SF DG7223 C 549300M8ZYFG0OCMTT87 3618K4AY1 2055-04-20 6.500000 0.00 1094650.00 1120166.47 Agency Mortgage-Backed Securities GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 312045568.00 249999925.84 Agency Mortgage-Backed Securities GNII SF DA9483 C 549300M8ZYFG0OCMTT87 3618H0RC3 2054-05-20 6.500000 0.00 4933352.00 4508257.89 Agency Mortgage-Backed Securities GNII RG CE7157 C 549300M8ZYFG0OCMTT87 3617VV5S0 2048-11-20 5.500000 0.00 1088882.00 257494.51 Agency Mortgage-Backed Securities GNCL CL CR5667 549300M8ZYFG0OCMTT87 3618ALJL3 2064-01-15 6.520000 0.00 545519.00 572053.23 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 80048384.00 61696480.06 Agency Mortgage-Backed Securities GNII SF AL4517 C 549300M8ZYFG0OCMTT87 36184BAS6 2045-02-20 3.500000 0.00 10000000.00 1381473.61 Agency Mortgage-Backed Securities GNII SF CX6597 C 549300M8ZYFG0OCMTT87 3618FTKJ4 2053-10-20 7.000000 0.00 6823584.00 5243395.97 Agency Mortgage-Backed Securities GNII SF DR8268 C 549300M8ZYFG0OCMTT87 3618VHFH2 2056-04-20 6.000000 0.00 1165332.00 1209064.34 Agency Mortgage-Backed Securities GNII SF DR7829 C 549300M8ZYFG0OCMTT87 3618VGVW3 2056-07-20 6.000000 0.00 4462096.00 4599497.32 Agency Mortgage-Backed Securities GNII ET DQ6603 C 549300M8ZYFG0OCMTT87 3618N0KQ2 2066-03-20 6.000000 0.00 13529328.00 13567588.34 Agency Mortgage-Backed Securities GNII SF DR4171 C 549300M8ZYFG0OCMTT87 3618VCT47 2056-06-20 5.000000 0.00 2096640.00 2062783.11 Agency Mortgage-Backed Securities GNII SF AD8887 C 549300M8ZYFG0OCMTT87 36180M2U0 2043-04-20 3.000000 0.00 14645248.00 1679804.36 Agency Mortgage-Backed Securities GNII SF CK2711 C 549300M8ZYFG0OCMTT87 3617XXAL3 2052-02-20 3.500000 0.00 774500.00 542356.87 Agency Mortgage-Backed Securities GNII SF CS2412 C 549300M8ZYFG0OCMTT87 3618AUVD7 2053-03-20 6.000000 0.00 350000.00 304638.02 Agency Mortgage-Backed Securities GNPL PN DO8312 549300M8ZYFG0OCMTT87 3618V5GV6 2060-12-15 5.400000 0.00 190630.00 192779.22 Agency Mortgage-Backed Securities GNII SF DR3160 C 549300M8ZYFG0OCMTT87 3618VBQM2 2056-05-20 5.000000 0.00 1181914.00 1165265.69 Agency Mortgage-Backed Securities GNII SF MB0682 M 549300M8ZYFG0OCMTT87 3618N5XL8 2055-10-20 3.500000 0.00 236434.00 205152.73 Agency Mortgage-Backed Securities GNII SF DR8895 C 549300M8ZYFG0OCMTT87 3618VH3C6 2056-05-20 5.000000 0.00 1158478.00 859291.72 Agency Mortgage-Backed Securities GNII ET DR5637 C 549300M8ZYFG0OCMTT87 3618VEHN4 2066-03-20 6.000000 0.00 1264592.00 1295523.19 Agency Mortgage-Backed Securities GNMI SF CL6189 X 549300M8ZYFG0OCMTT87 3617YD2W1 2052-03-15 4.000000 0.00 634827.00 353994.56 Agency Mortgage-Backed Securities GNII ET DQ4395 C 549300M8ZYFG0OCMTT87 3618MW3C3 2066-03-20 5.500000 0.00 203991.00 204014.38 Agency Mortgage-Backed Securities GNII SF DI0791 C 549300M8ZYFG0OCMTT87 3618NH2Y8 2055-03-20 7.000000 0.00 1511330.00 897247.07 Agency Mortgage-Backed Securities GNPL PN DI9902 549300M8ZYFG0OCMTT87 3618NUAB0 2060-06-15 6.100000 0.00 846295.00 884612.49 Agency Mortgage-Backed Securities GNII SF CZ1171 C 549300M8ZYFG0OCMTT87 3618GCJQ6 2054-03-20 7.500000 0.00 17053952.00 16049139.26 Agency Mortgage-Backed Securities GNII SF DO9761 C 549300M8ZYFG0OCMTT87 3618V6Z27 2055-12-20 5.500000 0.00 2510624.00 2520131.19 Agency Mortgage-Backed Securities GNCL CL DO8097 549300M8ZYFG0OCMTT87 3618V47J6 2068-03-15 4.630000 0.00 170416.00 163544.03 Agency Mortgage-Backed Securities GNII SF CY5498 C 549300M8ZYFG0OCMTT87 3618G5DB0 2054-01-20 6.500000 0.00 1126112.00 726595.74 Agency Mortgage-Backed Securities GNII SF CZ0104 C 549300M8ZYFG0OCMTT87 3618GBDH4 2054-01-20 7.000000 0.00 5256720.00 4166948.35 Agency Mortgage-Backed Securities GNII SF DQ4488 C 549300M8ZYFG0OCMTT87 3618MW6Z9 2056-02-20 6.500000 0.00 4803600.00 5159314.16 Agency Mortgage-Backed Securities GNII SF DO6883 C 549300M8ZYFG0OCMTT87 3618V3UG8 2056-06-20 5.000000 0.00 1672330.00 1650745.25 Agency Mortgage-Backed Securities GNII SF DI2013 C 549300M8ZYFG0OCMTT87 3618NKGW0 2055-06-20 6.500000 0.00 2187636.00 1604669.12 Agency Mortgage-Backed Securities GNII SF DQ5206 C 549300M8ZYFG0OCMTT87 3618MXYB9 2056-06-20 5.000000 0.00 2387424.00 2363641.43 Agency Mortgage-Backed Securities GNII SF CX5760 C 549300M8ZYFG0OCMTT87 3618FSMH8 2053-10-20 7.000000 0.00 1658334.00 907957.30 Agency Mortgage-Backed Securities GNII SF DQ4623 C 549300M8ZYFG0OCMTT87 3618MXD48 2056-04-20 6.000000 0.00 1639164.00 1705259.77 Agency Mortgage-Backed Securities GNII SF DQ5482 C 549300M8ZYFG0OCMTT87 3618MYCT2 2056-07-20 5.500000 0.00 8819088.00 8905500.36 Agency Mortgage-Backed Securities GNII SF CX0278 C 549300M8ZYFG0OCMTT87 3618FLJX2 2053-09-20 6.500000 0.00 1581898.00 1304628.70 Agency Mortgage-Backed Securities GNII SP 785229 C 549300M8ZYFG0OCMTT87 3622AAVW1 2050-11-20 3.000000 0.00 425000.00 178879.02 Agency Mortgage-Backed Securities GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.500000 0.00 83038.00 62932.79 Agency Mortgage-Backed Securities GNII SP 786247 C 549300M8ZYFG0OCMTT87 3622ABZL9 2052-07-20 4.000000 0.00 1348000.00 831612.39 Agency Mortgage-Backed Securities GNII SF MB0124 M 549300M8ZYFG0OCMTT87 3618N5D63 2038-04-20 6.500000 0.00 120961.00 30888.26 Agency Mortgage-Backed Securities GNII SF MB0421 M 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 117950592.00 105252886.91 Agency Mortgage-Backed Securities GNII SF MB0121 M 549300M8ZYFG0OCMTT87 3618N5D30 2040-01-20 5.000000 0.00 1099248.00 797241.24 Agency Mortgage-Backed Securities GNII SF MB0256 M 549300M8ZYFG0OCMTT87 3618N5JA8 2050-10-20 4.000000 0.00 120811392.00 105780439.00 Agency Mortgage-Backed Securities GNII SF DM8231 C 549300M8ZYFG0OCMTT87 3618LYEC8 2055-09-20 6.500000 0.00 1460826.00 1511246.83 Agency Mortgage-Backed Securities GNAR FB 082448 M 549300M8ZYFG0OCMTT87 36225EWJ7 2039-12-20 5.750000 0.00 4000000.00 32649.02 Agency Mortgage-Backed Securities GNII SP 786726 C 549300M8ZYFG0OCMTT87 3622ACLF5 2051-03-20 2.000000 0.00 600000.00 365894.33 Agency Mortgage-Backed Securities GNII SP 786862 C 549300M8ZYFG0OCMTT87 3622ACQP8 2052-02-20 3.000000 0.00 3000000.00 1964422.82 Agency Mortgage-Backed Securities GNMI SF 716857 X 549300M8ZYFG0OCMTT87 3620A2ME3 2039-04-15 4.500000 0.00 1036560.00 172893.11 Agency Mortgage-Backed Securities GNAR AS 082709 M 549300M8ZYFG0OCMTT87 36225FAK5 2040-12-20 5.625000 0.00 1771470.00 293445.17 Agency Mortgage-Backed Securities GNMI SP 785441 X 549300M8ZYFG0OCMTT87 3622AA5A8 2050-07-15 2.500000 0.00 8796784.00 3472626.91 Agency Mortgage-Backed Securities GNMI SF 745312 X 549300M8ZYFG0OCMTT87 3620C1AM8 2040-08-15 4.000000 0.00 1215928.00 86656.65 Agency Mortgage-Backed Securities GNII SF DR6327 C 549300M8ZYFG0OCMTT87 3618VFA40 2056-04-20 6.000000 0.00 1774898.00 1856198.32 Agency Mortgage-Backed Securities GNII SF DI8731 C 549300M8ZYFG0OCMTT87 3618NSVY2 2055-07-20 6.500000 0.00 1246878.00 1294949.54 Agency Mortgage-Backed Securities GNII SF DR8888 C 549300M8ZYFG0OCMTT87 3618VH2V5 2056-05-20 5.000000 0.00 2413912.00 2370197.46 Agency Mortgage-Backed Securities GNII SF DR3051 C 549300M8ZYFG0OCMTT87 3618VBL88 2056-04-20 6.000000 0.00 1748574.00 1797588.53 Agency Mortgage-Backed Securities GNII SF DR8885 C 549300M8ZYFG0OCMTT87 3618VH2S2 2056-05-20 5.000000 0.00 2018844.00 1990286.43 Agency Mortgage-Backed Securities GNII SF DR2374 C 549300M8ZYFG0OCMTT87 3618VAT74 2056-04-20 6.000000 0.00 1603286.00 1665785.71 Agency Mortgage-Backed Securities GNMI SP 786767 X 549300M8ZYFG0OCMTT87 3622ACMQ0 2048-02-15 5.000000 0.00 8777968.00 5662911.57 Agency Mortgage-Backed Securities GNAR AT 082997 M 549300M8ZYFG0OCMTT87 36225FKK4 2041-12-20 5.125000 0.00 300000.00 6016.72 Agency Mortgage-Backed Securities GNII SP 785663 C 549300M8ZYFG0OCMTT87 3622ABFC1 2051-10-20 2.500000 0.00 3600000.00 1890067.91 Agency Mortgage-Backed Securities GNII SP 786928 C 549300M8ZYFG0OCMTT87 3622ACSR2 2053-09-20 6.500000 0.00 100000.00 55652.03 Agency Mortgage-Backed Securities GNII SP 784987 C 549300M8ZYFG0OCMTT87 3622AANC4 2046-04-20 3.500000 0.00 11431340.00 3605104.75 Agency Mortgage-Backed Securities GNII SF 540678 C 549300M8ZYFG0OCMTT87 36212QUB4 2030-07-20 3.500000 0.00 1156002.00 40402.23 Agency Mortgage-Backed Securities GNAR AT 080945 M 549300M8ZYFG0OCMTT87 36225DBP8 2034-06-20 5.625000 0.00 1350000.00 11408.84 Agency Mortgage-Backed Securities FEPC 04.000 CIQO5236 S6XOOCT0IEG5ABCC6L87 3133WPY90 2041-01-01 4.000000 0.00 1794264.00 1345967.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3666 S6XOOCT0IEG5ABCC6L87 3133C4CB8 2053-05-01 6.000000 0.00 1021802.00 691701.09 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8192 S6XOOCT0IEG5ABCC6L87 3132DWC50 2052-02-01 1.500000 0.00 403657.00 244304.69 Agency Mortgage-Backed Securities FEPC 03.000 CLQD7198 S6XOOCT0IEG5ABCC6L87 3133B47K5 2052-02-01 3.000000 0.00 3915000.00 2591721.81 Agency Mortgage-Backed Securities FEPC 06.500 3PRE5071 S6XOOCT0IEG5ABCC6L87 3133N2T48 2056-02-01 6.500000 0.00 56422976.00 45693946.22 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6029 S6XOOCT0IEG5ABCC6L87 3133N3VW1 2050-02-01 3.000000 0.00 195000.00 19180.68 Agency Mortgage-Backed Securities FKAR 03.950 WNWN0126 S6XOOCT0IEG5ABCC6L87 3132XED81 2037-10-01 3.950000 0.00 2500000.00 2296254.17 Agency Mortgage-Backed Securities MNAR XX.XXX HA109425 B1V7KEBTPIMZEU4LTD58 313637PJ3 2028-08-01 4.086000 0.00 9624000.00 9152708.66 Agency Mortgage-Backed Securities FEPC 03.000 CISB0635 S6XOOCT0IEG5ABCC6L87 3132CWV43 2037-02-01 3.000000 0.00 14750000.00 6577608.02 Agency Mortgage-Backed Securities FEPC 02.500 CLZS4681 S6XOOCT0IEG5ABCC6L87 3132A5FW0 2046-10-01 2.500000 0.00 3000000.00 540284.41 Agency Mortgage-Backed Securities FEPC 05.000 CLZI9167 S6XOOCT0IEG5ABCC6L87 3131WNFG4 2039-09-01 5.000000 0.00 1768046.00 23491.70 Agency Mortgage-Backed Securities 03.000 FGPC V82781 G S6XOOCT0IEG5ABCC6L87 3132L8CS4 2046-12-01 3.000000 0.00 50000.00 10910.72 Agency Mortgage-Backed Securities FEPC 05.000 CLZI1891 S6XOOCT0IEG5ABCC6L87 3131WEC44 2034-05-01 5.000000 0.00 1571160.00 11704.86 Agency Mortgage-Backed Securities FEPC 05.500 3PQU8344 S6XOOCT0IEG5ABCC6L87 3133JMHV2 2055-11-01 5.500000 0.00 3169600.00 2582576.59 Agency Mortgage-Backed Securities FNMS 04.000 CRAL2246 B1V7KEBTPIMZEU4LTD58 3138EJP85 2032-08-01 4.000000 0.00 20000000.00 850181.67 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8238 B1V7KEBTPIMZEU4LTD58 3138LMEL3 2028-03-01 3.110000 0.00 4559352.00 4478877.92 Agency Mortgage-Backed Securities FNAR XX.XXX WS544860 B1V7KEBTPIMZEU4LTD58 31385HJD5 2034-09-01 5.177000 0.00 20594688.00 5624.47 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3213 B1V7KEBTPIMZEU4LTD58 3140U6SB1 2056-02-01 4.500000 0.00 1893010.00 1788912.42 Agency Mortgage-Backed Securities FNAR XX.XXX SODF9126 B1V7KEBTPIMZEU4LTD58 3140U1D85 2056-01-01 4.748000 0.00 1925924.00 1501853.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6343 B1V7KEBTPIMZEU4LTD58 3140MLBM1 2055-12-01 4.500000 0.00 8546624.00 7982872.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBV5829 B1V7KEBTPIMZEU4LTD58 3140MKPP1 2055-07-01 6.000000 0.00 2601428.00 2545424.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQY6346 S6XOOCT0IEG5ABCC6L87 31426RBQ3 2055-06-01 5.000000 0.00 48826.00 40985.27 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5610 S6XOOCT0IEG5ABCC6L87 3142JUGU8 2056-02-01 5.500000 0.00 6901312.00 6719362.26 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1653 S6XOOCT0IEG5ABCC6L87 31427NZT9 2054-09-01 5.500000 0.00 1600000.00 1442513.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ8480 S6XOOCT0IEG5ABCC6L87 31427JM62 2055-11-01 5.000000 0.00 1352660.00 1269551.24 Agency Mortgage-Backed Securities GNII SF MA4901 M 549300M8ZYFG0OCMTT87 36179TNS0 2047-12-20 4.000000 0.00 209183.00 20419.40 Agency Mortgage-Backed Securities GNII SF MA6130 M 549300M8ZYFG0OCMTT87 36179UY30 2034-01-20 4.500000 0.00 516452.00 109544.73 Agency Mortgage-Backed Securities GNII JM MA0619 M 549300M8ZYFG0OCMTT87 36179MVL1 2042-12-20 3.500000 0.00 2235000.00 98712.73 Agency Mortgage-Backed Securities GNII SF MA5467 M 549300M8ZYFG0OCMTT87 36179UCC4 2048-09-20 4.500000 0.00 5719000.00 398310.63 Agency Mortgage-Backed Securities GNII SF MA1010 M 549300M8ZYFG0OCMTT87 36179NDP0 2043-04-20 2.500000 0.00 2796910.00 398618.60 Agency Mortgage-Backed Securities GNAR AF MA6166 M 549300M8ZYFG0OCMTT87 36179UZ70 2049-09-20 5.375000 0.00 1057290.00 122971.91 Agency Mortgage-Backed Securities GNII SF MA7193 M 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.500000 0.00 19704000.00 8119187.51 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0063 S6XOOCT0IEG5ABCC6L87 3142J6B93 2055-11-01 5.000000 0.00 13024.00 12115.17 Agency Mortgage-Backed Securities GNII SF MA4322 M 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4.000000 0.00 1984054.00 158163.64 Agency Mortgage-Backed Securities GNII SF MA6343 M 549300M8ZYFG0OCMTT87 36179VBL3 2044-11-20 5.500000 0.00 3014130.00 522213.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7244 S6XOOCT0IEG5ABCC6L87 3142K9BN4 2056-07-01 5.500000 0.00 5650040.00 5673103.09 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6268 S6XOOCT0IEG5ABCC6L87 3142K76E4 2056-06-01 6.000000 0.00 1213730.00 1269140.90 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3278 B1V7KEBTPIMZEU4LTD58 31418CUC6 2048-01-01 4.500000 0.00 78482.00 8523.66 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4407 B1V7KEBTPIMZEU4LTD58 31418D3R1 2041-08-01 2.000000 0.00 47666000.00 25953407.41 Agency Mortgage-Backed Securities FNMS 05.000 CQMA1871 B1V7KEBTPIMZEU4LTD58 31418BCH7 2044-03-01 5.000000 0.00 750000.00 102451.51 Agency Mortgage-Backed Securities FNMS 07.000 CLFA2203 B1V7KEBTPIMZEU4LTD58 3140W2NV9 2055-08-01 7.000000 0.00 370154000.00 249999878.03 Agency Mortgage-Backed Securities FNMS 02.500 CIFA2143 B1V7KEBTPIMZEU4LTD58 3140W2LZ2 2037-05-01 2.500000 0.00 18106976.00 14341002.29 Agency Mortgage-Backed Securities GNII SF DH6977 C 549300M8ZYFG0OCMTT87 3618KFXE5 2055-05-20 7.000000 0.00 1273272.00 783554.35 Agency Mortgage-Backed Securities GNII ET DE4526 C 549300M8ZYFG0OCMTT87 3618JAA37 2063-11-20 7.500000 0.00 56960.00 59285.32 Agency Mortgage-Backed Securities GNII SF DD7537 C 549300M8ZYFG0OCMTT87 3618J1LS0 2054-09-20 7.500000 0.00 3639876.00 3185149.51 Agency Mortgage-Backed Securities GNII ET DE0811 C 549300M8ZYFG0OCMTT87 3618J53U6 2064-09-20 7.000000 0.00 20725952.00 3389505.53 Agency Mortgage-Backed Securities GNII SF BY7980 C 549300M8ZYFG0OCMTT87 3617QQ2M3 2050-10-20 3.000000 0.00 311000.00 130214.71 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3.000000 0.00 1339000.00 192254.46 Agency Mortgage-Backed Securities GNII SF DG9937 C 549300M8ZYFG0OCMTT87 3618K7BE7 2054-12-20 7.000000 0.00 2395476.00 1448347.11 Agency Mortgage-Backed Securities GNII SF DD6095 C 549300M8ZYFG0OCMTT87 3618HYXY4 2054-09-20 7.000000 0.00 1042324.00 626901.16 Agency Mortgage-Backed Securities GNPL PN DF8940 549300M8ZYFG0OCMTT87 3618JS4Z4 2060-01-15 5.060000 0.00 70775.00 69549.72 Agency Mortgage-Backed Securities GNII SF MA9598 M 549300M8ZYFG0OCMTT87 36179YUX0 2053-10-20 2.000000 0.00 146103.00 97074.28 Agency Mortgage-Backed Securities GNPL PN DA8510 549300M8ZYFG0OCMTT87 3618GYN34 2060-06-15 5.840000 0.00 509822.00 525091.74 Agency Mortgage-Backed Securities GNII SF DA5839 C 549300M8ZYFG0OCMTT87 3618GVPY0 2054-02-20 8.000000 0.00 954835.00 1004066.51 Agency Mortgage-Backed Securities GNII SF DE5808 C 549300M8ZYFG0OCMTT87 3618JBNZ0 2054-11-20 7.000000 0.00 10060160.00 8161000.20 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 199200000.00 171186517.20 Agency Mortgage-Backed Securities GNII SF DE5707 C 549300M8ZYFG0OCMTT87 3618JBKU4 2054-09-20 5.000000 0.00 754556.00 582554.08 Agency Mortgage-Backed Securities GNII SF MB0996 M 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 98900000.00 95749535.99 Agency Mortgage-Backed Securities GNPL PN DC7180 549300M8ZYFG0OCMTT87 3618HM6R5 2059-09-15 5.470000 0.00 69557.00 69986.08 Agency Mortgage-Backed Securities GNII SF MB0484 M 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 20000000.00 18323157.96 Agency Mortgage-Backed Securities GNII ET DH7706 C 549300M8ZYFG0OCMTT87 3618KGR34 2063-12-20 7.500000 0.00 551252.00 573836.50 Agency Mortgage-Backed Securities GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 1709000.00 1392251.12 Agency Mortgage-Backed Securities GNII SF DS7137 C 549300M8ZYFG0OCMTT87 3618VT4W5 2056-05-20 6.000000 0.00 1129168.00 1161647.24 Agency Mortgage-Backed Securities GNII JM MB1507 M 549300M8ZYFG0OCMTT87 3618N6U96 2056-07-20 3.000000 0.00 1816884.00 1531120.85 Agency Mortgage-Backed Securities GNII SF DS9567 C 549300M8ZYFG0OCMTT87 3618VWTY7 2056-06-20 6.500000 0.00 231746.00 244025.11 Agency Mortgage-Backed Securities GNII SF DG9995 C 549300M8ZYFG0OCMTT87 3618K7C89 2055-01-20 7.000000 0.00 3044600.00 1644922.83 Agency Mortgage-Backed Securities GNII SF DO1908 C 549300M8ZYFG0OCMTT87 3618NXDM7 2055-11-20 5.500000 0.00 6398970.00 6424431.80 Agency Mortgage-Backed Securities GNPL PN DJ0359 549300M8ZYFG0OCMTT87 3618KLMG9 2060-11-15 5.400000 0.00 1709400.00 1714986.43 Agency Mortgage-Backed Securities GNII SF MA9387 M 549300M8ZYFG0OCMTT87 36179YNC4 2039-01-20 4.500000 0.00 391737.00 337375.00 Agency Mortgage-Backed Securities GNII SF CX2368 C 549300M8ZYFG0OCMTT87 3618FNTZ2 2053-09-20 7.000000 0.00 3769296.00 2136369.81 Agency Mortgage-Backed Securities GNII SF DR9880 C 549300M8ZYFG0OCMTT87 3618VJ6R6 2056-07-20 6.000000 0.00 1267574.00 1336568.05 Agency Mortgage-Backed Securities GNII SF MA9304 M 549300M8ZYFG0OCMTT87 36179YKR4 2053-11-20 5.000000 0.00 740000.00 601231.80 Agency Mortgage-Backed Securities GNII SF DG9247 C 549300M8ZYFG0OCMTT87 3618K6HY9 2055-02-20 7.500000 0.00 1566804.00 1626034.87 Agency Mortgage-Backed Securities GNII SF DR5172 C 549300M8ZYFG0OCMTT87 3618VDW90 2056-04-20 4.500000 0.00 1057110.00 1007304.19 Agency Mortgage-Backed Securities GNII SF DS2084 C 549300M8ZYFG0OCMTT87 3618VNJ51 2056-06-20 6.000000 0.00 849313.00 890500.15 Agency Mortgage-Backed Securities GNII ET DR4179 C 549300M8ZYFG0OCMTT87 3618VCUC7 2066-03-20 6.000000 0.00 35267520.00 36101508.58 Agency Mortgage-Backed Securities GNII SF MB1065 M 549300M8ZYFG0OCMTT87 3618N6FF9 2051-12-20 2.500000 0.00 835754.00 692974.45 Agency Mortgage-Backed Securities GNPL PN CU4661 549300M8ZYFG0OCMTT87 3618BNFA6 2059-04-15 5.550000 0.00 26044.00 26152.60 Agency Mortgage-Backed Securities GNCL CL DC7242 549300M8ZYFG0OCMTT87 3618HNBK2 2067-03-15 5.700000 0.00 253694.00 260513.29 Agency Mortgage-Backed Securities GNAR AF MB1301 M 549300M8ZYFG0OCMTT87 3618N6NT0 2056-07-20 5.500000 0.00 20599392.00 20871146.04 Agency Mortgage-Backed Securities GNII ET DQ8598 C 549300M8ZYFG0OCMTT87 3618N2RT5 2066-03-20 6.000000 0.00 4511104.00 4619661.67 Agency Mortgage-Backed Securities GNII SF DI1700 C 549300M8ZYFG0OCMTT87 3618NJ3H0 2055-03-20 7.000000 0.00 4236480.00 3107757.18 Agency Mortgage-Backed Securities GNII SF CT5313 C 549300M8ZYFG0OCMTT87 3618BA3W9 2051-12-20 2.500000 0.00 1664566.00 933964.22 Agency Mortgage-Backed Securities GNII SF DI1930 C 549300M8ZYFG0OCMTT87 3618NKEB8 2055-05-20 6.500000 0.00 1241670.00 867150.36 Agency Mortgage-Backed Securities GNII SF MA5907 M 549300M8ZYFG0OCMTT87 36179UR46 2034-04-20 4.500000 0.00 254859.00 59742.68 Agency Mortgage-Backed Securities GNII SF AC0186 C 549300M8ZYFG0OCMTT87 36178YF34 2042-12-20 3.500000 0.00 3208800.00 265943.98 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0094 S6XOOCT0IEG5ABCC6L87 3142J6C84 2056-02-01 5.000000 0.00 39393000.00 37024766.49 Agency Mortgage-Backed Securities FEPC 05.000 CLTB1452 S6XOOCT0IEG5ABCC6L87 3142K2TJ9 2056-05-01 5.000000 0.00 7001520.00 6799858.62 Agency Mortgage-Backed Securities FEPC 04.500 CLTB2965 S6XOOCT0IEG5ABCC6L87 3142K4JK3 2056-05-01 4.500000 0.00 4166264.00 3896393.42 Agency Mortgage-Backed Securities GNII SF MA6658 M 549300M8ZYFG0OCMTT87 36179VMF4 2050-05-20 4.000000 0.00 10030880.00 1844337.54 Agency Mortgage-Backed Securities GNII SF MA5264 M 549300M8ZYFG0OCMTT87 36179TZ57 2048-06-20 4.000000 0.00 6700000.00 537723.68 Agency Mortgage-Backed Securities GNII SF MA5401 M 549300M8ZYFG0OCMTT87 36179UAA0 2048-08-20 5.500000 0.00 684160.00 52161.10 Agency Mortgage-Backed Securities GNII SF MA1156 M 549300M8ZYFG0OCMTT87 36179NH92 2043-07-20 3.000000 0.00 107000.00 11111.47 Agency Mortgage-Backed Securities GNII SF MA0941 M 549300M8ZYFG0OCMTT87 36179NBJ6 2036-08-20 7.000000 0.00 750000.00 39605.01 Agency Mortgage-Backed Securities GNII SF MA5879 M 549300M8ZYFG0OCMTT87 36179UQ88 2049-03-20 5.500000 0.00 137135104.00 11062481.99 Agency Mortgage-Backed Securities GNII SF CB1088 C 549300M8ZYFG0OCMTT87 3617ULF52 2051-03-20 2.000000 0.00 2167080.00 1383430.56 Agency Mortgage-Backed Securities GNII SF BY9472 C 549300M8ZYFG0OCMTT87 3617QSQZ4 2038-11-20 6.500000 0.00 1251672.00 494413.51 Agency Mortgage-Backed Securities GNII SF CT9104 C 549300M8ZYFG0OCMTT87 3618BFDH0 2053-05-20 6.000000 0.00 2724464.00 2070801.42 Agency Mortgage-Backed Securities GNII SF CW8158 C 549300M8ZYFG0OCMTT87 3618FHB35 2053-12-20 7.000000 0.00 1146368.00 512174.99 Agency Mortgage-Backed Securities GNII SF CT4984 C 549300M8ZYFG0OCMTT87 3618BARD5 2053-05-20 6.500000 0.00 1153218.00 769164.03 Agency Mortgage-Backed Securities GNII SF CF4072 C 549300M8ZYFG0OCMTT87 3617W5QZ7 2052-10-20 2.500000 0.00 1144686.00 865652.83 Agency Mortgage-Backed Securities GNII JM MA4645 M 549300M8ZYFG0OCMTT87 36179TES0 2047-07-20 4.500000 0.00 1572604.00 92758.67 Agency Mortgage-Backed Securities GNII SF BW4890 C 549300M8ZYFG0OCMTT87 3617NWNF5 2050-09-20 3.000000 0.00 1600606.00 443400.12 Agency Mortgage-Backed Securities GNII SF CW2031 C 549300M8ZYFG0OCMTT87 3618FAHG5 2053-09-20 6.000000 0.00 260000.00 265602.57 Agency Mortgage-Backed Securities GNII SF MA2960 M 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3.000000 0.00 32000000.00 3170090.06 Agency Mortgage-Backed Securities GNII JM MA6855 M 549300M8ZYFG0OCMTT87 36179VTL4 2050-09-20 2.500000 0.00 3910000.00 1124053.44 Agency Mortgage-Backed Securities GNII SF MA9848 M 549300M8ZYFG0OCMTT87 36179Y5H3 2050-01-20 4.000000 0.00 5237240.00 4456995.27 Agency Mortgage-Backed Securities GNII SF CH0302 C 549300M8ZYFG0OCMTT87 3617WRKP7 2051-09-20 2.500000 0.00 2282896.00 1490900.61 Agency Mortgage-Backed Securities GNII SF CJ1884 C 549300M8ZYFG0OCMTT87 3617XJCV0 2052-02-20 2.500000 0.00 4500000.00 2546948.85 Agency Mortgage-Backed Securities GNII SF MA9308 M 549300M8ZYFG0OCMTT87 36179YKV5 2053-10-20 7.000000 0.00 14270112.00 3624154.29 Agency Mortgage-Backed Securities GNII SF MA9174 M 549300M8ZYFG0OCMTT87 36179YFP4 2053-08-20 7.000000 0.00 988112.00 244998.54 Agency Mortgage-Backed Securities GNII SF DH6930 C 549300M8ZYFG0OCMTT87 3618KFVX5 2055-02-20 7.000000 0.00 1031736.00 787814.76 Agency Mortgage-Backed Securities GNPL PN CG6814 549300M8ZYFG0OCMTT87 3617WLSB3 2064-07-15 2.770000 0.00 7895030.00 6603905.25 Agency Mortgage-Backed Securities GNII SF MA9908 M 549300M8ZYFG0OCMTT87 36180AAH6 2054-09-20 6.500000 0.00 50000000.00 19447166.88 Agency Mortgage-Backed Securities GNII SF DE1089 C 549300M8ZYFG0OCMTT87 3618J6F64 2054-10-20 7.000000 0.00 14236432.00 1693043.60 Agency Mortgage-Backed Securities GNII SF DB8685 C 549300M8ZYFG0OCMTT87 3618HBUJ0 2054-05-20 6.000000 0.00 2120352.00 2028776.34 Agency Mortgage-Backed Securities GNII SF MA9274 M 549300M8ZYFG0OCMTT87 36179YJT2 2038-11-20 7.000000 0.00 132230.00 72636.24 Agency Mortgage-Backed Securities GNII SF DR3573 C 549300M8ZYFG0OCMTT87 3618VB6J1 2056-04-20 5.500000 0.00 1049692.00 1077993.77 Agency Mortgage-Backed Securities GNII SF DR3381 C 549300M8ZYFG0OCMTT87 3618VBXJ1 2056-06-20 5.000000 0.00 1427178.00 1408713.75 Agency Mortgage-Backed Securities GNII SF DO9833 C 549300M8ZYFG0OCMTT87 3618V64S4 2055-12-20 6.000000 0.00 2691832.00 2756208.32 Agency Mortgage-Backed Securities GNII SF MB0743 M 549300M8ZYFG0OCMTT87 3618N5ZH5 2055-11-20 4.000000 0.00 141361920.00 127068730.69 Agency Mortgage-Backed Securities GNII SF DB2483 C 549300M8ZYFG0OCMTT87 3618H4XL8 2054-05-20 7.000000 0.00 985362.00 314809.59 Agency Mortgage-Backed Securities GNMI SF 759162 X 549300M8ZYFG0OCMTT87 36230UFB0 2041-02-15 4.000000 0.00 600000.00 38794.62 Agency Mortgage-Backed Securities GNII SP 785842 C 549300M8ZYFG0OCMTT87 3622ABLX8 2052-01-20 2.500000 0.00 90000.00 49225.91 Agency Mortgage-Backed Securities GNPL PN DN1555 549300M8ZYFG0OCMTT87 3618M3WQ4 2060-12-15 5.630000 0.00 436120.00 448058.17 Agency Mortgage-Backed Securities GNII SP 788770 C 549300M8ZYFG0OCMTT87 3622AET30 2055-07-20 7.000000 0.00 154721792.00 162118783.01 Agency Mortgage-Backed Securities GNII SP 785532 C 549300M8ZYFG0OCMTT87 3622ABA93 2051-06-20 3.000000 0.00 7800000.00 3972893.42 Agency Mortgage-Backed Securities GNMI SP 785994 X 549300M8ZYFG0OCMTT87 3622ABRP9 2052-02-15 4.000000 0.00 2346440.00 1379759.24 Agency Mortgage-Backed Securities GNCL CL DN8054 549300M8ZYFG0OCMTT87 3618MA5P0 2068-12-15 5.380000 0.00 1020938.00 999005.53 Agency Mortgage-Backed Securities GNII SP 786256 C 549300M8ZYFG0OCMTT87 3622ABZV7 2052-04-20 3.000000 0.00 9000000.00 5217435.39 Agency Mortgage-Backed Securities GNPL PN DM8158 549300M8ZYFG0OCMTT87 3618LYB31 2060-12-15 4.340000 0.00 177478.00 166550.97 Agency Mortgage-Backed Securities GNII SF DN7248 C 549300M8ZYFG0OCMTT87 3618MABR9 2056-02-20 6.500000 0.00 4716280.00 4998687.93 Agency Mortgage-Backed Securities GNPL PN DM8160 549300M8ZYFG0OCMTT87 3618LYB56 2061-01-15 3.780000 0.00 1778758.00 1602478.13 Agency Mortgage-Backed Securities GNMI SF 738123 X 549300M8ZYFG0OCMTT87 3620ASAY5 2041-03-15 4.000000 0.00 315000.00 16222.38 Agency Mortgage-Backed Securities GNII SF DR5292 C 549300M8ZYFG0OCMTT87 3618VD2Z5 2056-07-20 6.000000 0.00 3909664.00 4030050.37 Agency Mortgage-Backed Securities GNII SF DI8727 C 549300M8ZYFG0OCMTT87 3618NSVU0 2055-07-20 6.500000 0.00 637398.00 653216.48 Agency Mortgage-Backed Securities GNII ET DR3634 C 549300M8ZYFG0OCMTT87 3618VCBB0 2066-02-20 6.000000 0.00 10028592.00 10264999.79 Agency Mortgage-Backed Securities GNII SF MB0197 M 549300M8ZYFG0OCMTT87 3618N5GF0 2043-11-20 1.500000 0.00 102251.00 74892.31 Agency Mortgage-Backed Securities GNII SP 785231 C 549300M8ZYFG0OCMTT87 3622AAVY7 2050-12-20 3.500000 0.00 22590000.00 10764476.95 Agency Mortgage-Backed Securities GNII SF DG1190 C 549300M8ZYFG0OCMTT87 3618JWKB0 2054-12-20 7.000000 0.00 1017874.00 679814.86 Agency Mortgage-Backed Securities GNII SF DH4640 C 549300M8ZYFG0OCMTT87 3618KDEM3 2055-04-20 7.000000 0.00 1043730.00 556420.84 Agency Mortgage-Backed Securities GNII SF DI8711 C 549300M8ZYFG0OCMTT87 3618NSVC0 2055-07-20 6.500000 0.00 3960540.00 3338882.11 Agency Mortgage-Backed Securities GNII SF DT1026 C 549300M8ZYFG0OCMTT87 3618W0D72 2056-06-20 6.000000 0.00 23985536.00 24701186.31 Agency Mortgage-Backed Securities GNII SF MA9602 M 549300M8ZYFG0OCMTT87 36179YU36 2054-01-20 4.000000 0.00 16547616.00 13872870.77 Agency Mortgage-Backed Securities GNPL PN DH1760 549300M8ZYFG0OCMTT87 3618K95V2 2060-03-15 5.600000 0.00 325045.00 328530.91 Agency Mortgage-Backed Securities GNII SF MA9608 M 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 394274.00 111405.52 Agency Mortgage-Backed Securities GNII SF DI9237 C 549300M8ZYFG0OCMTT87 3618NTHN0 2055-06-20 6.500000 0.00 3170420.00 3272718.40 Agency Mortgage-Backed Securities GNII SF DO2401 C 549300M8ZYFG0OCMTT87 3618NXU22 2055-12-20 6.500000 0.00 1875796.00 1928211.23 Agency Mortgage-Backed Securities GNII SF DO3097 C 549300M8ZYFG0OCMTT87 3618NYNN2 2055-11-20 5.000000 0.00 1458506.00 1424394.92 Agency Mortgage-Backed Securities GNII SP 785565 C 549300M8ZYFG0OCMTT87 3622ABCA8 2051-06-20 2.500000 0.00 1700000.00 927079.59 Agency Mortgage-Backed Securities GNII SF DR0258 C 549300M8ZYFG0OCMTT87 3618V8JB1 2056-05-20 6.000000 0.00 2525144.00 2628037.24 Agency Mortgage-Backed Securities GNII SP 784670 C 549300M8ZYFG0OCMTT87 3622AACF9 2048-01-20 3.500000 0.00 10000000.00 2229535.31 Agency Mortgage-Backed Securities GNII SP 785054 C 549300M8ZYFG0OCMTT87 3622AAQF4 2050-06-20 3.000000 0.00 560000.00 236342.25 Agency Mortgage-Backed Securities GNII SP 786107 C 549300M8ZYFG0OCMTT87 3622ABU83 2052-03-20 3.000000 0.00 200000.00 120022.55 Agency Mortgage-Backed Securities GNII SF CY1079 C 549300M8ZYFG0OCMTT87 3618G0FU7 2053-11-20 7.000000 0.00 2074704.00 1188904.04 Agency Mortgage-Backed Securities GNII ET DA9111 C 549300M8ZYFG0OCMTT87 3618H0DQ7 2064-02-20 7.500000 0.00 100019.00 103845.89 Agency Mortgage-Backed Securities GNPL PN DE6503 549300M8ZYFG0OCMTT87 3618JCGL7 2060-04-15 5.340000 0.00 47643.00 47496.59 Agency Mortgage-Backed Securities GNII SF DS8881 C 549300M8ZYFG0OCMTT87 3618VV2N2 2056-07-20 5.500000 0.00 3880924.00 3998133.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3084 B1V7KEBTPIMZEU4LTD58 3140HUNA0 2039-06-01 3.370000 0.00 5014960.00 4285525.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDC7885 B1V7KEBTPIMZEU4LTD58 3140AVXP1 2054-10-01 5.000000 0.00 75924.00 63635.38 Agency Mortgage-Backed Securities FNMS 07.000 K2735207 B1V7KEBTPIMZEU4LTD58 31402QYC9 2034-04-01 7.000000 0.00 739877.00 5131.60 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9430 S6XOOCT0IEG5ABCC6L87 3133KRPP3 2053-07-01 5.500000 0.00 121973504.00 93278367.47 Agency Mortgage-Backed Securities FNMS 05.000 CTAL6344 B1V7KEBTPIMZEU4LTD58 3138EPBN3 2031-02-01 5.000000 0.00 4059968.00 116020.17 Agency Mortgage-Backed Securities FNMS 05.500 K0783474 B1V7KEBTPIMZEU4LTD58 31405AMX8 2034-11-01 5.500000 0.00 230000.00 7004.65 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8047 S6XOOCT0IEG5ABCC6L87 3132DV5G6 2050-02-01 4.500000 0.00 539300.00 69940.20 Agency Mortgage-Backed Securities FEPC 02.500 CISB8124 S6XOOCT0IEG5ABCC6L87 3132D6AZ3 2036-10-01 2.500000 0.00 2755256.00 1239880.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 S6XOOCT0IEG5ABCC6L87 3132DNNW9 2052-07-01 5.000000 0.00 39224.00 26781.05 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN7890 B1V7KEBTPIMZEU4LTD58 3138LLXU4 2027-12-01 3.060000 0.00 402120.00 395997.72 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3099 S6XOOCT0IEG5ABCC6L87 3133KJNQ1 2050-07-01 2.500000 0.00 2841160.00 1230997.30 Agency Mortgage-Backed Securities FEPC 05.500 CTQK1743 S6XOOCT0IEG5ABCC6L87 3133D45C3 2045-06-01 5.500000 0.00 2124468.00 1642146.87 Agency Mortgage-Backed Securities 03.500 FGPC G30803 G S6XOOCT0IEG5ABCC6L87 3132J4DH9 2035-02-01 3.500000 0.00 2700000.00 252406.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4947 S6XOOCT0IEG5ABCC6L87 3133CHP82 2053-11-01 6.000000 0.00 1679218.00 1329072.92 Agency Mortgage-Backed Securities 03.500 FGPC T69066 G S6XOOCT0IEG5ABCC6L87 31323ECB8 2048-10-01 3.500000 0.00 103308544.00 7932547.24 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4188 S6XOOCT0IEG5ABCC6L87 3132A4UM8 2035-04-01 6.500000 0.00 7995576.00 67230.98 Agency Mortgage-Backed Securities GNII SF DS3599 C 549300M8ZYFG0OCMTT87 3618VP7L4 2056-05-20 5.500000 0.00 2464616.00 2456289.36 Agency Mortgage-Backed Securities GNII SF DS0610 C 549300M8ZYFG0OCMTT87 3618VLVB8 2056-05-20 3.500000 0.00 5690376.00 4896011.97 Agency Mortgage-Backed Securities GNII SF DR9281 C 549300M8ZYFG0OCMTT87 3618VJJ27 2056-05-20 6.500000 0.00 1855706.00 1949414.10 Agency Mortgage-Backed Securities GNII SF DS4486 C 549300M8ZYFG0OCMTT87 3618VQ6X7 2056-06-20 6.000000 0.00 3259372.00 3356668.49 Agency Mortgage-Backed Securities GNII SF DS6103 C 549300M8ZYFG0OCMTT87 3618VSX88 2056-07-20 6.000000 0.00 2613752.00 2726757.57 Agency Mortgage-Backed Securities GNII SF DN7870 C 549300M8ZYFG0OCMTT87 3618MAW70 2055-11-20 6.000000 0.00 5230630.00 5434674.18 Agency Mortgage-Backed Securities GNII SF DS9414 C 549300M8ZYFG0OCMTT87 3618VWN72 2056-06-20 6.000000 0.00 2319764.00 2406676.28 Agency Mortgage-Backed Securities GNII SF DS3907 C 549300M8ZYFG0OCMTT87 3618VQKU7 2056-05-20 6.000000 0.00 10078528.00 10365645.07 Agency Mortgage-Backed Securities GNII SF DS3318 C 549300M8ZYFG0OCMTT87 3618VPVK9 2056-05-20 6.000000 0.00 1194926.00 1227984.12 Agency Mortgage-Backed Securities GNII SF DS6144 C 549300M8ZYFG0OCMTT87 3618VSZH6 2056-07-20 5.000000 0.00 1156286.00 1135410.03 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4981 S6XOOCT0IEG5ABCC6L87 3132DSRA2 2054-02-01 7.000000 0.00 31928288.00 22526394.66 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1794 S6XOOCT0IEG5ABCC6L87 3133G77F4 2035-03-01 2.500000 0.00 4055000.00 865553.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2155 S6XOOCT0IEG5ABCC6L87 3133C2MC9 2053-05-01 5.000000 0.00 11904224.00 7659707.46 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENYJ3 2042-06-09 4.980000 0.00 7925000.00 7484840.22 Agency Debentures and Agency Strips 02.500 FGPC G18614 G S6XOOCT0IEG5ABCC6L87 3128MMVG5 2031-10-01 2.500000 0.00 5480000.00 579734.21 Agency Mortgage-Backed Securities 04.000 FGPC T65543 G S6XOOCT0IEG5ABCC6L87 31323AEQ1 2049-05-01 4.000000 0.00 5500000.00 500641.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2163 S6XOOCT0IEG5ABCC6L87 3133CSML2 2054-08-01 6.000000 0.00 1341230.00 939266.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5584 S6XOOCT0IEG5ABCC6L87 3133CWFZ0 2054-09-01 5.000000 0.00 14962000.00 13307390.91 Agency Mortgage-Backed Securities FEPC 03.500 3PRE6053 S6XOOCT0IEG5ABCC6L87 3133N3WN0 2050-06-01 3.500000 0.00 1891862.00 634234.64 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5805 S6XOOCT0IEG5ABCC6L87 3132DTNW6 2050-06-01 4.000000 0.00 15730560.00 11833808.66 Agency Mortgage-Backed Securities FKAR 02.770 WNWN0077 S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 9175000.00 7109692.21 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0358 S6XOOCT0IEG5ABCC6L87 3133W4MF6 2056-07-01 6.000000 0.00 3159500.00 3259946.82 Agency Mortgage-Backed Securities FMAR 842155 G S6XOOCT0IEG5ABCC6L87 31288RMC9 2056-05-01 4.649000 0.00 30705536.00 30103717.47 Agency Mortgage-Backed Securities GNMI SF 589193 X 549300M8ZYFG0OCMTT87 36201PRN7 2032-06-15 6.500000 0.00 252890.00 6570.50 Agency Mortgage-Backed Securities GNAR AS 082775 M 549300M8ZYFG0OCMTT87 36225FCM9 2041-03-20 5.000000 0.00 1969426.00 99293.71 Agency Mortgage-Backed Securities GNII SF DM7907 C 549300M8ZYFG0OCMTT87 3618LXYC8 2055-10-20 7.000000 0.00 1234548.00 1089575.09 Agency Mortgage-Backed Securities GNII SP 788603 M 549300M8ZYFG0OCMTT87 3622AENU6 2054-08-20 3.500000 0.00 50075648.00 44429544.50 Agency Mortgage-Backed Securities GNII SF DI7988 C 549300M8ZYFG0OCMTT87 3618NR2V2 2055-05-20 7.000000 0.00 1338652.00 825465.29 Agency Mortgage-Backed Securities GNII ET DM3068 C 549300M8ZYFG0OCMTT87 3618LSMR9 2065-09-20 4.500000 0.00 948325.00 898575.26 Agency Mortgage-Backed Securities GNII JM 005237 M 549300M8ZYFG0OCMTT87 36202FZA7 2041-11-20 3.500000 0.00 5116096.00 69729.24 Agency Mortgage-Backed Securities GNII ET DM2763 C 549300M8ZYFG0OCMTT87 3618LSB83 2065-07-20 3.000000 0.00 317459.00 272883.46 Agency Mortgage-Backed Securities GNMI SF 723225 X 549300M8ZYFG0OCMTT87 3620A9PJ4 2039-10-15 5.500000 0.00 150000.00 9685.11 Agency Mortgage-Backed Securities GNII SF DI1118 C 549300M8ZYFG0OCMTT87 3618NJG37 2055-02-20 6.500000 0.00 24793760.00 25852894.25 Agency Mortgage-Backed Securities GNII SF DI8206 C 549300M8ZYFG0OCMTT87 3618NSDK2 2055-03-20 7.000000 0.00 1959152.00 427039.24 Agency Mortgage-Backed Securities GNII SP 786336 C 549300M8ZYFG0OCMTT87 3622AB4V1 2052-09-20 4.500000 0.00 1300000.00 853476.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDH4635 B1V7KEBTPIMZEU4LTD58 3140ULEH0 2056-07-01 6.000000 0.00 9319200.00 9515637.00 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3984 B1V7KEBTPIMZEU4LTD58 3140UKNA7 2056-07-01 4.500000 0.00 1718830.00 1633591.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3420 B1V7KEBTPIMZEU4LTD58 3140W3YS2 2055-10-01 6.000000 0.00 119354624.00 108942818.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5.000000 0.00 8582000.00 5484194.48 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9682 B1V7KEBTPIMZEU4LTD58 3140QVXL3 2054-12-01 6.500000 0.00 29708000.00 20649956.04 Agency Mortgage-Backed Securities FNMS 05.000 PLBX0469 B1V7KEBTPIMZEU4LTD58 3140N4QX8 2052-12-01 5.000000 0.00 1240296.00 962811.49 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0843 B1V7KEBTPIMZEU4LTD58 3140EU5D7 2046-04-01 3.500000 0.00 59798.00 13933.47 Agency Mortgage-Backed Securities FNMS 02.500 CIBP8820 B1V7KEBTPIMZEU4LTD58 3140KGYS6 2035-07-01 2.500000 0.00 79243.00 14779.66 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL2424 B1V7KEBTPIMZEU4LTD58 3138EJVS4 2038-09-01 6.034000 0.00 752741.00 16243.02 Agency Mortgage-Backed Securities FNMS 03.000 CKBD8965 B1V7KEBTPIMZEU4LTD58 3140FG6B0 2036-11-01 3.000000 0.00 2550000.00 297687.00 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ1152 S6XOOCT0IEG5ABCC6L87 3133CRH55 2054-08-01 7.000000 0.00 1148724.00 296945.78 Agency Mortgage-Backed Securities FNMS 04.000 CLAW9490 B1V7KEBTPIMZEU4LTD58 3138XZRL7 2044-11-01 4.000000 0.00 4000000.00 79936.95 Agency Mortgage-Backed Securities FNMS 07.500 CL545082 B1V7KEBTPIMZEU4LTD58 31385HRB0 2031-06-01 7.500000 0.00 35889141.00 12733.32 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3688 B1V7KEBTPIMZEU4LTD58 31418DC26 2049-06-01 4.500000 0.00 440000.00 35232.18 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5977 B1V7KEBTPIMZEU4LTD58 31418FUB1 2041-02-01 4.500000 0.00 5248368.00 4813608.38 Agency Mortgage-Backed Securities FNMS 05.500 CQMA0780 B1V7KEBTPIMZEU4LTD58 31417Y2N6 2041-05-01 5.500000 0.00 1164896.00 28945.85 Agency Mortgage-Backed Securities FNMS 05.500 NP890667 B1V7KEBTPIMZEU4LTD58 31410LQU9 2038-04-01 5.500000 0.00 2813980.00 61541.88 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5806 B1V7KEBTPIMZEU4LTD58 3140UMNY1 2056-07-01 6.000000 0.00 14480496.00 14764139.96 Agency Mortgage-Backed Securities FNMS 01.500 CIFM7934 B1V7KEBTPIMZEU4LTD58 3140XBY87 2036-07-01 1.500000 0.00 2931492.00 1404837.63 Agency Mortgage-Backed Securities GNII SF MA8463 M 549300M8ZYFG0OCMTT87 36179XML7 2036-10-20 6.500000 0.00 36495.00 22297.19 Agency Mortgage-Backed Securities GNII SF BW4478 C 549300M8ZYFG0OCMTT87 3617NV6P4 2035-10-20 5.000000 0.00 3450468.00 785719.49 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5885 B1V7KEBTPIMZEU4LTD58 31418FRF6 2040-11-01 4.500000 0.00 2129332.00 1887082.10 Agency Mortgage-Backed Securities GNII SF CH0582 C 549300M8ZYFG0OCMTT87 3617WRUF8 2051-08-20 2.500000 0.00 2187892.00 1351656.35 Agency Mortgage-Backed Securities GNMI SF BE2167 X 549300M8ZYFG0OCMTT87 3617BVMQ7 2048-02-15 5.000000 0.00 1211586.00 43380.44 Agency Mortgage-Backed Securities GNII SF MA7882 M 549300M8ZYFG0OCMTT87 36179WXK9 2052-02-20 3.000000 0.00 155698176.00 91521402.74 Agency Mortgage-Backed Securities GNII SF MA8460 M 549300M8ZYFG0OCMTT87 36179XMH6 2037-12-20 5.000000 0.00 80057.00 41527.19 Agency Mortgage-Backed Securities GNPL LM CD6002 549300M8ZYFG0OCMTT87 3617VGU30 2060-07-15 3.110000 0.00 70794.00 61114.24 Agency Mortgage-Backed Securities GNII SF MA7833 M 549300M8ZYFG0OCMTT87 36179WV21 2052-01-20 5.500000 0.00 213446.00 82033.85 Agency Mortgage-Backed Securities GNII SF BX4961 C 549300M8ZYFG0OCMTT87 3617Q9QN3 2050-09-20 3.000000 0.00 168849.00 97300.49 Agency Mortgage-Backed Securities GNII SF BZ6343 C 549300M8ZYFG0OCMTT87 3617U2BL3 2050-11-20 2.000000 0.00 525000.00 248703.31 Agency Mortgage-Backed Securities GNII SF MA3310 M 549300M8ZYFG0OCMTT87 36179RVB2 2045-12-20 3.500000 0.00 2810000.00 260451.93 Agency Mortgage-Backed Securities GNII SF MA8397 M 549300M8ZYFG0OCMTT87 36179XKJ4 2037-11-20 4.500000 0.00 228446.00 115198.89 Agency Mortgage-Backed Securities GNII SF CC6453 C 549300M8ZYFG0OCMTT87 3617V5E24 2051-05-20 2.500000 0.00 1897826.00 1081610.69 Agency Mortgage-Backed Securities GNII SF CH0583 C 549300M8ZYFG0OCMTT87 3617WRUG6 2051-09-20 2.500000 0.00 1748826.00 1070708.18 Agency Mortgage-Backed Securities GNII RG CH2012 C 549300M8ZYFG0OCMTT87 3617WTGV5 2039-12-20 5.000000 0.00 1118724.00 660161.42 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 50046080.00 29074953.59 Agency Mortgage-Backed Securities GNCL CL BV8269 549300M8ZYFG0OCMTT87 3617NNFJ6 2062-07-15 3.100000 0.00 96825.00 84767.61 Agency Mortgage-Backed Securities GNII RG CO2147 C 549300M8ZYFG0OCMTT87 3617FDL43 2050-06-20 3.500000 0.00 275000.00 126315.90 Agency Mortgage-Backed Securities GNII SF MA5300 M 549300M8ZYFG0OCMTT87 36179T3H6 2033-07-20 3.500000 0.00 1250000.00 97567.96 Agency Mortgage-Backed Securities GNII SF MA5333 M 549300M8ZYFG0OCMTT87 36179T4S1 2048-07-20 5.500000 0.00 2561116.00 235288.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5910 S6XOOCT0IEG5ABCC6L87 3142K7R84 2056-06-01 5.500000 0.00 9612464.00 9611682.81 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5848 S6XOOCT0IEG5ABCC6L87 3142K7QA0 2056-06-01 5.500000 0.00 20148736.00 19624662.60 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7925 S6XOOCT0IEG5ABCC6L87 3142K9YX7 2056-07-01 6.000000 0.00 6484512.00 6705757.06 Agency Mortgage-Backed Securities GNII SF MA1373 M 549300M8ZYFG0OCMTT87 36179NQ27 2043-09-20 2.500000 0.00 879142.00 142466.71 Agency Mortgage-Backed Securities FEPC 04.500 CLTB6125 S6XOOCT0IEG5ABCC6L87 3142K7YX1 2056-06-01 4.500000 0.00 1000838.00 950809.89 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3385 S6XOOCT0IEG5ABCC6L87 3142K4XP6 2056-05-01 5.500000 0.00 1437000.00 1457343.58 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4853 S6XOOCT0IEG5ABCC6L87 31427SMB1 2056-04-01 4.500000 0.00 14655840.00 13807000.72 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5813 S6XOOCT0IEG5ABCC6L87 31427TN77 2056-06-01 5.000000 0.00 96314624.00 93803666.43 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5896 S6XOOCT0IEG5ABCC6L87 3142K7RS0 2056-06-01 5.000000 0.00 4269776.00 4163733.71 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9182 S6XOOCT0IEG5ABCC6L87 3142KBFY1 2056-07-01 6.000000 0.00 10809920.00 11093107.47 Agency Mortgage-Backed Securities GNII SF MA4102 M 549300M8ZYFG0OCMTT87 36179SRX7 2031-11-20 3.000000 0.00 265000.00 24111.65 Agency Mortgage-Backed Securities GNMI SP 784571 X 549300M8ZYFG0OCMTT87 3622A3CG3 2048-06-15 3.500000 0.00 100000.00 21552.75 Agency Mortgage-Backed Securities GNMI SP 787712 X 549300M8ZYFG0OCMTT87 3622ADN53 2045-11-15 5.500000 0.00 404000.00 322048.12 Agency Mortgage-Backed Securities GNMI SP 784135 X 549300M8ZYFG0OCMTT87 3622A2SY9 2029-10-15 7.000000 0.00 8000000.00 383948.70 Agency Mortgage-Backed Securities GNII SF DI9054 C 549300M8ZYFG0OCMTT87 3618NTBX4 2055-09-20 6.500000 0.00 1242120.00 1293135.82 Agency Mortgage-Backed Securities GNII SF DR8461 C 549300M8ZYFG0OCMTT87 3618VHMJ0 2056-04-20 6.000000 0.00 1095898.00 1126512.78 Agency Mortgage-Backed Securities GNII SF DO9804 C 549300M8ZYFG0OCMTT87 3618V63M8 2040-12-20 4.000000 0.00 1407164.00 1318328.29 Agency Mortgage-Backed Securities GNII SF DO6863 C 549300M8ZYFG0OCMTT87 3618V3TU9 2056-06-20 5.500000 0.00 1516886.00 1561337.53 Agency Mortgage-Backed Securities GNII SF DS0807 C 549300M8ZYFG0OCMTT87 3618VL3Q6 2056-07-20 6.000000 0.00 7523952.00 7800081.04 Agency Mortgage-Backed Securities GNII ET DR5434 C 549300M8ZYFG0OCMTT87 3618VEBB6 2065-09-20 3.000000 0.00 1003692.00 869508.42 Agency Mortgage-Backed Securities GNII SF DS0808 C 549300M8ZYFG0OCMTT87 3618VL3R4 2056-07-20 6.000000 0.00 8404528.00 8673767.05 Agency Mortgage-Backed Securities GNII SF DR4207 C 549300M8ZYFG0OCMTT87 3618VCU86 2056-03-20 6.000000 0.00 1273934.00 1308232.48 Agency Mortgage-Backed Securities GNII SP 788185 C 549300M8ZYFG0OCMTT87 3622AD6W3 2055-09-20 5.500000 0.00 28561888.00 24406271.80 Agency Mortgage-Backed Securities GNII SP 785161 C 549300M8ZYFG0OCMTT87 3622AATS3 2050-10-20 3.000000 0.00 1500000.00 532800.29 Agency Mortgage-Backed Securities GNAR AF 082888 M 549300M8ZYFG0OCMTT87 36225FF61 2041-07-20 5.375000 0.00 6705904.00 145373.39 Agency Mortgage-Backed Securities GNII SF DI8401 C 549300M8ZYFG0OCMTT87 3618NSKN8 2055-07-20 7.000000 0.00 1407412.00 1328980.83 Agency Mortgage-Backed Securities GNII SF DO6884 C 549300M8ZYFG0OCMTT87 3618V3UH6 2056-06-20 5.000000 0.00 1869838.00 1845694.28 Agency Mortgage-Backed Securities GNII SF DI7137 C 549300M8ZYFG0OCMTT87 3618NQ4W0 2055-04-20 6.500000 0.00 837454.00 743822.31 Agency Mortgage-Backed Securities GNII SF DR4784 C 549300M8ZYFG0OCMTT87 3618VDJ53 2056-04-20 6.500000 0.00 1805944.00 1841880.12 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5.000000 0.00 1368000.00 917814.73 Agency Mortgage-Backed Securities GNII SF BZ8527 C 549300M8ZYFG0OCMTT87 3617U4PL4 2046-01-20 2.500000 0.00 84070.00 48383.57 Agency Mortgage-Backed Securities GNII SF CO4900 C 549300M8ZYFG0OCMTT87 3617FGNR3 2052-07-20 5.500000 0.00 2461444.00 2355192.06 Agency Mortgage-Backed Securities GNII SF BJ4364 C 549300M8ZYFG0OCMTT87 3617HRZ52 2048-10-20 4.500000 0.00 1471278.00 156918.06 Agency Mortgage-Backed Securities GNII RG CI4389 C 549300M8ZYFG0OCMTT87 3617X82W3 2039-08-20 6.000000 0.00 2208372.00 1343686.14 Agency Mortgage-Backed Securities GNII SF MA8802 M 549300M8ZYFG0OCMTT87 36179XX76 2053-04-20 6.000000 0.00 240000.00 111944.02 Agency Mortgage-Backed Securities GNII SF BR8755 C 549300M8ZYFG0OCMTT87 3617M7WQ7 2050-02-20 3.000000 0.00 291000.00 84073.11 Agency Mortgage-Backed Securities GNII SF BD0384 C 549300M8ZYFG0OCMTT87 3617BFM90 2047-10-20 3.500000 0.00 200000.00 33882.03 Agency Mortgage-Backed Securities GNMI SF BP7268 X 549300M8ZYFG0OCMTT87 3617LECD4 2049-09-15 2.500000 0.00 650221.00 278690.75 Agency Mortgage-Backed Securities GNII SF MA8245 M 549300M8ZYFG0OCMTT87 36179XES1 2037-09-20 5.000000 0.00 344531.00 226600.43 Agency Mortgage-Backed Securities GNII SF MA8485 M 549300M8ZYFG0OCMTT87 36179XNA0 2052-03-20 2.500000 0.00 1091074.00 656226.68 Agency Mortgage-Backed Securities GNII SF CA9373 C 549300M8ZYFG0OCMTT87 3617UHMW4 2035-09-20 5.000000 0.00 1580306.00 278241.84 Agency Mortgage-Backed Securities GNII SF CG2337 C 549300M8ZYFG0OCMTT87 3617WFS26 2051-09-20 3.000000 0.00 219109.00 133624.12 Agency Mortgage-Backed Securities GNII RG CI7786 C 549300M8ZYFG0OCMTT87 3617XCUK9 2049-06-20 5.500000 0.00 3186136.00 1136976.87 Agency Mortgage-Backed Securities GNII SF MA8343 M 549300M8ZYFG0OCMTT87 36179XHU3 2052-09-20 2.500000 0.00 3726256.00 2136664.06 Agency Mortgage-Backed Securities GNII SF BZ4583 C 549300M8ZYFG0OCMTT87 3617U0CU6 2034-02-20 6.500000 0.00 1290736.00 395515.87 Agency Mortgage-Backed Securities GNII SF CE0714 C 549300M8ZYFG0OCMTT87 3617VNYK3 2051-07-20 3.500000 0.00 500000.00 70849.28 Agency Mortgage-Backed Securities GNII SF CH3068 C 549300M8ZYFG0OCMTT87 3617WUMR4 2051-11-20 5.000000 0.00 1090132.00 542392.20 Agency Mortgage-Backed Securities GNII RG CP0132 C 549300M8ZYFG0OCMTT87 3617FPED4 2045-07-20 3.500000 0.00 375000.00 177437.78 Agency Mortgage-Backed Securities GNII ET DO6608 C 549300M8ZYFG0OCMTT87 3618V3KV6 2065-09-20 4.500000 0.00 215144.00 202088.36 Agency Mortgage-Backed Securities GNII ET DO9803 C 549300M8ZYFG0OCMTT87 3618V63L0 2065-12-20 2.000000 0.00 1549184.00 1168852.55 Agency Mortgage-Backed Securities GNII SF DQ6226 C 549300M8ZYFG0OCMTT87 3618MY4K0 2056-06-20 6.000000 0.00 205829.00 213923.54 Agency Mortgage-Backed Securities GNII SF CI0183 C 549300M8ZYFG0OCMTT87 3617X4FY4 2035-03-20 6.500000 0.00 1277172.00 558845.12 Agency Mortgage-Backed Securities GNII SF DB2848 C 549300M8ZYFG0OCMTT87 3618H5EV4 2054-04-20 6.500000 0.00 1290696.00 1189982.21 Agency Mortgage-Backed Securities GNII SF BZ4586 C 549300M8ZYFG0OCMTT87 3617U0CX0 2035-09-20 5.000000 0.00 1431324.00 224074.77 Agency Mortgage-Backed Securities GNPL PN CP1102 549300M8ZYFG0OCMTT87 3617FQGK4 2058-02-15 5.500000 0.00 36150.00 35743.58 Agency Mortgage-Backed Securities GNII SF DC0127 C 549300M8ZYFG0OCMTT87 3618HED87 2054-05-20 6.000000 0.00 1107276.00 879522.13 Agency Mortgage-Backed Securities GNII SF DD4244 C 549300M8ZYFG0OCMTT87 3618HWWD5 2054-11-20 7.000000 0.00 1881950.00 1696285.74 Agency Mortgage-Backed Securities GNPL PN CC1884 549300M8ZYFG0OCMTT87 3617V0CV3 2063-05-15 2.580000 0.00 1519996.00 1247789.93 Agency Mortgage-Backed Securities GNMI SF BO9525 X 549300M8ZYFG0OCMTT87 3617KRSN7 2050-03-15 2.500000 0.00 115851.00 74016.05 Agency Mortgage-Backed Securities GNPL PN DN1576 549300M8ZYFG0OCMTT87 3618M3XD2 2061-01-15 5.440000 0.00 356088.00 361192.15 Agency Mortgage-Backed Securities GNII SF DI9035 C 549300M8ZYFG0OCMTT87 3618NTBC0 2055-09-20 6.500000 0.00 1458690.00 1136952.23 Agency Mortgage-Backed Securities GNII SF CC9829 C 549300M8ZYFG0OCMTT87 3617V84N3 2051-06-20 3.000000 0.00 196650.00 130066.72 Agency Mortgage-Backed Securities GNII SF DP0659 C 549300M8ZYFG0OCMTT87 3618MEWU1 2055-12-20 4.500000 0.00 5069090.00 4769573.75 Agency Mortgage-Backed Securities GNII SF CX3733 C 549300M8ZYFG0OCMTT87 3618FQEE8 2053-10-20 7.000000 0.00 1785832.00 843277.38 Agency Mortgage-Backed Securities GNII SF CZ7448 C 549300M8ZYFG0OCMTT87 3618GKHZ0 2054-01-20 7.500000 0.00 1335420.00 1220825.51 Agency Mortgage-Backed Securities GNII SF MA9776 M 549300M8ZYFG0OCMTT87 36179Y2H6 2054-07-20 4.000000 0.00 1782684.00 1487932.20 Agency Mortgage-Backed Securities GNII SF BK0185 C 549300M8ZYFG0OCMTT87 3617J0F28 2048-11-20 4.500000 0.00 2986632.00 194641.23 Agency Mortgage-Backed Securities GNII SF DN5546 C 549300M8ZYFG0OCMTT87 3618M8ET7 2055-11-20 6.500000 0.00 1156212.00 1209395.55 Agency Mortgage-Backed Securities GNII SF MA8720 M 549300M8ZYFG0OCMTT87 36179XVM5 2053-01-20 2.500000 0.00 640000.00 379389.49 Agency Mortgage-Backed Securities GNII ET DN9911 C 549300M8ZYFG0OCMTT87 3618MDAL7 2065-06-20 3.000000 0.00 588893.00 506813.05 Agency Mortgage-Backed Securities GNII SF AD2190 C 549300M8ZYFG0OCMTT87 36180DNF0 2043-02-20 3.500000 0.00 3875000.00 233157.99 Agency Mortgage-Backed Securities GNII SF DM7726 C 549300M8ZYFG0OCMTT87 3618LXSP6 2055-09-20 6.500000 0.00 962603.00 1002873.21 Agency Mortgage-Backed Securities GNII SF DD7535 C 549300M8ZYFG0OCMTT87 3618J1LQ4 2054-09-20 7.500000 0.00 2466040.00 2465725.94 Agency Mortgage-Backed Securities GNII SF CG9023 C 549300M8ZYFG0OCMTT87 3617WPAY3 2051-10-20 2.500000 0.00 275000.00 175315.75 Agency Mortgage-Backed Securities GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 30395552.00 21010880.82 Agency Mortgage-Backed Securities GNII ET DP9900 C 549300M8ZYFG0OCMTT87 3618MQ7M0 2065-08-20 2.000000 0.00 167501.00 126367.59 Agency Mortgage-Backed Securities GNII SF CM1520 C 549300M8ZYFG0OCMTT87 3617YLVM3 2033-09-20 6.500000 0.00 1451068.00 701795.74 Agency Mortgage-Backed Securities GNII SF DP7934 C 549300M8ZYFG0OCMTT87 3618MNY70 2056-01-20 6.000000 0.00 2017764.00 2109843.20 Agency Mortgage-Backed Securities GNII SF MA9901 M 549300M8ZYFG0OCMTT87 36180AAA1 2046-09-20 3.000000 0.00 1527392.00 1080442.11 Agency Mortgage-Backed Securities GNPL PN DQ1942 549300M8ZYFG0OCMTT87 3618MUEP6 2061-04-15 4.900000 0.00 12091700.00 11795006.23 Agency Mortgage-Backed Securities GNII SF DI4712 C 549300M8ZYFG0OCMTT87 3618NNGV6 2055-08-20 7.000000 0.00 5464816.00 5738808.23 Agency Mortgage-Backed Securities GNII SF DM0772 C 549300M8ZYFG0OCMTT87 3618LP2D8 2055-08-20 7.000000 0.00 2591872.00 2601170.94 Agency Mortgage-Backed Securities GNPL PN DN8048 549300M8ZYFG0OCMTT87 3618MA5H8 2061-01-15 5.270000 0.00 918881.00 918279.19 Agency Mortgage-Backed Securities GNPL PN CU4630 549300M8ZYFG0OCMTT87 3618BNEB5 2066-02-15 6.050000 0.00 2315104.00 2427684.42 Agency Mortgage-Backed Securities GNII SF MB0746 M 549300M8ZYFG0OCMTT87 3618N5ZL6 2055-11-20 5.500000 0.00 634706.00 612348.52 Agency Mortgage-Backed Securities GNII SF CW4861 C 549300M8ZYFG0OCMTT87 3618FDMJ7 2053-07-20 6.500000 0.00 1783424.00 1616574.02 Agency Mortgage-Backed Securities GNII SF DP2798 C 549300M8ZYFG0OCMTT87 3618MHDB7 2056-06-20 6.000000 0.00 1459486.00 1511650.33 Agency Mortgage-Backed Securities GNII SF MB0873 M 549300M8ZYFG0OCMTT87 3618N56K0 2055-12-20 6.000000 0.00 124661920.00 124010300.38 Agency Mortgage-Backed Securities GNII SF DI8812 C 549300M8ZYFG0OCMTT87 3618NSYH6 2055-07-20 6.500000 0.00 1397958.00 1452350.38 Agency Mortgage-Backed Securities GNPL PN DE5558 549300M8ZYFG0OCMTT87 3618JBE72 2059-12-15 5.730000 0.00 50452.00 51462.12 Agency Mortgage-Backed Securities GNII SF MB0935 M 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 174418176.00 162847623.44 Agency Mortgage-Backed Securities GNMI SF AX5857 X 549300M8ZYFG0OCMTT87 36196HQJ2 2047-01-15 4.000000 0.00 354245.00 25982.53 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 146100000.00 125563617.20 Agency Mortgage-Backed Securities GNII SF MB0179 M 549300M8ZYFG0OCMTT87 3618N5FV6 2040-12-20 5.000000 0.00 638725.00 439980.44 Agency Mortgage-Backed Securities GNII SF 003976 M 549300M8ZYFG0OCMTT87 36202EMZ9 2037-04-20 6.000000 0.00 3700000.00 32439.61 Agency Mortgage-Backed Securities GNII SF DQ7740 C 549300M8ZYFG0OCMTT87 3618N1S58 2056-03-20 6.000000 0.00 1261312.00 1287998.18 Agency Mortgage-Backed Securities GNII SF DP4457 C 549300M8ZYFG0OCMTT87 3618MJ5S5 2056-01-20 5.500000 0.00 1252624.00 1282193.74 Agency Mortgage-Backed Securities GNMI SF 729032 X 549300M8ZYFG0OCMTT87 3620AF4R5 2040-02-15 4.500000 0.00 2359760.00 250096.17 Agency Mortgage-Backed Securities GNII SF DI1931 C 549300M8ZYFG0OCMTT87 3618NKEC6 2055-05-20 6.500000 0.00 1614892.00 1239376.90 Agency Mortgage-Backed Securities GNMI SF 693564 X 549300M8ZYFG0OCMTT87 36296KQR6 2038-07-15 6.500000 0.00 538602.00 8055.68 Agency Mortgage-Backed Securities GNII ET DO0257 C 549300M8ZYFG0OCMTT87 3618NVJA1 2065-11-20 4.500000 0.00 343985.00 323174.05 Agency Mortgage-Backed Securities GNII ET DI7468 C 549300M8ZYFG0OCMTT87 3618NRJM4 2065-03-20 7.000000 0.00 1036952.00 658194.22 Agency Mortgage-Backed Securities GNII SF DO2090 C 549300M8ZYFG0OCMTT87 3618NXKB3 2055-10-20 6.500000 0.00 2091656.00 1894078.15 Agency Mortgage-Backed Securities GNMI SF 487732 X 549300M8ZYFG0OCMTT87 36210BY58 2039-03-15 4.500000 0.00 1539680.00 24755.71 Agency Mortgage-Backed Securities GNII ET DI4080 C 549300M8ZYFG0OCMTT87 3618NMQ96 2065-05-20 6.500000 0.00 3934624.00 2671018.12 Agency Mortgage-Backed Securities GNII SF MB0260 M 549300M8ZYFG0OCMTT87 3618N5JE0 2055-02-20 6.000000 0.00 243596544.00 127883110.67 Agency Mortgage-Backed Securities GNMI SF 592312 X 549300M8ZYFG0OCMTT87 36201TAM9 2032-08-15 6.500000 0.00 1057272.00 19341.30 Agency Mortgage-Backed Securities GNAR AT 082431 M 549300M8ZYFG0OCMTT87 36225EVZ2 2039-12-20 5.125000 0.00 4400000.00 117527.60 Agency Mortgage-Backed Securities GNMI SP 782858 X 549300M8ZYFG0OCMTT87 36241LE77 2039-11-15 6.000000 0.00 90000000.00 1409344.93 Agency Mortgage-Backed Securities GNPL PN CW8886 549300M8ZYFG0OCMTT87 3618FH2T8 2059-04-15 5.630000 0.00 29073.00 29335.69 Agency Mortgage-Backed Securities GNII SF DI8848 C 549300M8ZYFG0OCMTT87 3618NSZM4 2055-08-20 6.500000 0.00 1005626.00 1041328.88 Agency Mortgage-Backed Securities GNII ET DQ4394 C 549300M8ZYFG0OCMTT87 3618MW3B5 2065-12-20 5.000000 0.00 135125.00 132295.10 Agency Mortgage-Backed Securities GNII ET DQ7871 C 549300M8ZYFG0OCMTT87 3618N1W87 2066-03-20 6.000000 0.00 400744.00 410376.27 Agency Mortgage-Backed Securities GNII SF DQ2705 C 549300M8ZYFG0OCMTT87 3618MVAE3 2041-03-20 4.500000 0.00 2081460.00 2011064.22 Agency Mortgage-Backed Securities GNII ET DQ5922 C 549300M8ZYFG0OCMTT87 3618MYSK4 2066-01-20 5.500000 0.00 356477.00 356558.75 Agency Mortgage-Backed Securities GNAR AF MB0825 M 549300M8ZYFG0OCMTT87 3618N54K2 2055-12-20 5.000000 0.00 492204.00 486254.58 Agency Mortgage-Backed Securities GNII SF DP7935 C 549300M8ZYFG0OCMTT87 3618MNY88 2056-02-20 6.000000 0.00 3027140.00 3147640.41 Agency Mortgage-Backed Securities GNII SP 787606 C 549300M8ZYFG0OCMTT87 3622ADKT4 2052-04-20 3.000000 0.00 11250000.00 8178794.25 Agency Mortgage-Backed Securities GNMI SF 742235 X 549300M8ZYFG0OCMTT87 3620AWSY7 2040-12-15 4.000000 0.00 225000.00 15427.83 Agency Mortgage-Backed Securities GNII SF 004715 M 549300M8ZYFG0OCMTT87 36202FGY6 2040-06-20 5.000000 0.00 1721916.00 55019.44 Agency Mortgage-Backed Securities GNII SF 004678 M 549300M8ZYFG0OCMTT87 36202FFT8 2040-04-20 4.500000 0.00 322996.00 10073.84 Agency Mortgage-Backed Securities GNII SF 497778 C 549300M8ZYFG0OCMTT87 36210N6P9 2029-01-20 3.500000 0.00 1010772.00 12548.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDH7583 B1V7KEBTPIMZEU4LTD58 3140UPM90 2056-08-01 6.000000 0.00 7600750.00 7749641.09 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3494 B1V7KEBTPIMZEU4LTD58 3140X63C3 2048-04-01 2.500000 0.00 1380000.00 350725.17 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0380 B1V7KEBTPIMZEU4LTD58 3140UFM68 2056-05-01 5.000000 0.00 1989392.00 1947107.96 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5738 B1V7KEBTPIMZEU4LTD58 3140XMLU8 2053-08-01 6.500000 0.00 5000000.00 2597712.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0432 S6XOOCT0IEG5ABCC6L87 31426WPS3 2055-08-01 6.000000 0.00 8038848.00 7318000.30 Agency Mortgage-Backed Securities FEPC 06.500 CLTB2164 S6XOOCT0IEG5ABCC6L87 3142K3MN5 2056-03-01 6.500000 0.00 1795520.00 1873832.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3722 S6XOOCT0IEG5ABCC6L87 31427RD49 2054-06-01 5.500000 0.00 28556000.00 26541889.66 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0045 S6XOOCT0IEG5ABCC6L87 3142JCBP4 2040-12-01 3.500000 0.00 32727872.00 29428908.54 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2917 S6XOOCT0IEG5ABCC6L87 3142K4G34 2056-05-01 5.500000 0.00 2130000.00 2142314.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1398 S6XOOCT0IEG5ABCC6L87 31426KRU2 2055-04-01 6.000000 0.00 26727.00 20599.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ9889 S6XOOCT0IEG5ABCC6L87 31427K7B5 2055-10-01 6.500000 0.00 1006096.00 693580.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQY2426 S6XOOCT0IEG5ABCC6L87 31426LVU5 2055-05-01 5.500000 0.00 1242586.00 1115415.17 Agency Mortgage-Backed Securities FEPC 04.500 CLQZ3246 S6XOOCT0IEG5ABCC6L87 31427ATC1 2055-09-01 4.500000 0.00 48852.00 45792.57 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9241 S6XOOCT0IEG5ABCC6L87 31426GHT5 2055-03-01 6.000000 0.00 1731162.00 1515619.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 120140672.00 102808587.61 Agency Mortgage-Backed Securities FNAR XX.XXX LB913984 B1V7KEBTPIMZEU4LTD58 31411SM94 2037-02-01 5.545000 0.00 8090000.00 55277.94 Agency Mortgage-Backed Securities GNII SF BI8686 C 549300M8ZYFG0OCMTT87 3617HJUK2 2048-10-20 4.500000 0.00 1110686.00 168020.94 Agency Mortgage-Backed Securities GNII SF BI4636 C 549300M8ZYFG0OCMTT87 3617HEEH8 2048-07-20 5.000000 0.00 1195030.00 513516.15 Agency Mortgage-Backed Securities GNII RG CN9847 C 549300M8ZYFG0OCMTT87 3617F95G3 2045-03-20 2.500000 0.00 1365548.00 841714.90 Agency Mortgage-Backed Securities GNII SF MA2443 M 549300M8ZYFG0OCMTT87 36179QWC1 2044-11-20 2.500000 0.00 405809.00 47245.85 Agency Mortgage-Backed Securities GNII SF MA0697 M 549300M8ZYFG0OCMTT87 36179MX21 2043-01-20 2.500000 0.00 781239.00 90080.91 Agency Mortgage-Backed Securities GNII SF MA9238 M 549300M8ZYFG0OCMTT87 36179YHP2 2053-09-20 4.000000 0.00 1673278.00 1281484.59 Agency Mortgage-Backed Securities GNII SF AA3027 C 549300M8ZYFG0OCMTT87 36178ALG0 2042-11-20 3.500000 0.00 9894400.00 793656.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0038 S6XOOCT0IEG5ABCC6L87 31427MBG5 2054-05-01 6.000000 0.00 21000000.00 17011364.01 Agency Mortgage-Backed Securities FEPC 05.000 CLTB9180 S6XOOCT0IEG5ABCC6L87 3142KBFW5 2056-07-01 5.000000 0.00 10527600.00 10273797.11 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9261 S6XOOCT0IEG5ABCC6L87 3142KBJF8 2056-07-01 6.000000 0.00 1730510.00 1765050.98 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4108 S6XOOCT0IEG5ABCC6L87 3142K5R62 2056-06-01 5.500000 0.00 9745472.00 9745410.02 Agency Mortgage-Backed Securities GNMI SF AB3057 X 549300M8ZYFG0OCMTT87 36178NME6 2042-11-15 3.000000 0.00 3005252.00 213161.91 Agency Mortgage-Backed Securities FEPC 05.000 CLTB4853 S6XOOCT0IEG5ABCC6L87 3142K6MB4 2056-06-01 5.000000 0.00 9421300.00 9185341.01 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6386 S6XOOCT0IEG5ABCC6L87 3142K8CY1 2056-06-01 6.000000 0.00 2490000.00 2542256.51 Agency Mortgage-Backed Securities FEPC 04.000 CLTB7818 S6XOOCT0IEG5ABCC6L87 3142K9VL6 2056-06-01 4.000000 0.00 1114180.00 1025096.82 Agency Mortgage-Backed Securities GNII SF BV8710 C 549300M8ZYFG0OCMTT87 3617NNVB5 2050-08-20 2.500000 0.00 605364.00 381361.68 Agency Mortgage-Backed Securities GNII SF BM7486 C 549300M8ZYFG0OCMTT87 3617JYJ79 2049-07-20 3.500000 0.00 800000.00 142433.44 Agency Mortgage-Backed Securities GNII SF BT0882 C 549300M8ZYFG0OCMTT87 3617MN6T5 2050-04-20 3.500000 0.00 11917000.00 4295105.88 Agency Mortgage-Backed Securities GNPL PN BW2994 549300M8ZYFG0OCMTT87 3617NUKF2 2063-08-15 2.650000 0.00 75050.00 62271.20 Agency Mortgage-Backed Securities GNII SF BJ4176 C 549300M8ZYFG0OCMTT87 3617HRT91 2048-10-20 4.500000 0.00 1914810.00 141101.60 Agency Mortgage-Backed Securities GNII SF BC4732 C 549300M8ZYFG0OCMTT87 3617B8HH4 2047-10-20 3.500000 0.00 200000.00 32666.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8963 S6XOOCT0IEG5ABCC6L87 3142KA5Z1 2056-07-01 5.500000 0.00 24504288.00 24518606.66 Agency Mortgage-Backed Securities GNII SF BJ0020 C 549300M8ZYFG0OCMTT87 3617HMAV3 2048-10-20 4.500000 0.00 2876716.00 1178803.53 Agency Mortgage-Backed Securities GNII SF MA9492 M 549300M8ZYFG0OCMTT87 36179YRM8 2054-01-20 7.500000 0.00 144894.00 33149.09 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9389 S6XOOCT0IEG5ABCC6L87 3142KBNF3 2056-07-01 6.000000 0.00 1198208.00 1232826.63 Agency Mortgage-Backed Securities GNII SF MA9540 M 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 8719500.00 6797085.95 Agency Mortgage-Backed Securities GNII RG CN2042 C 549300M8ZYFG0OCMTT87 3617F0HT1 2047-12-20 3.500000 0.00 200000.00 76670.87 Agency Mortgage-Backed Securities GNII SF MA9667 M 549300M8ZYFG0OCMTT87 36179YW42 2054-05-20 5.000000 0.00 4073288.00 3366953.29 Agency Mortgage-Backed Securities GNPL PN DM6442 549300M8ZYFG0OCMTT87 3618LWEP3 2060-12-15 5.400000 0.00 341379.00 345227.81 Agency Mortgage-Backed Securities GNII RG CX2391 C 549300M8ZYFG0OCMTT87 3618FNUQ0 2046-01-20 4.000000 0.00 1584636.00 1244877.56 Agency Mortgage-Backed Securities GNII SF BW4523 C 549300M8ZYFG0OCMTT87 3617NWAY8 2038-09-20 6.500000 0.00 1360772.00 371036.41 Agency Mortgage-Backed Securities GNII JM MA7638 M 549300M8ZYFG0OCMTT87 36179WPX0 2051-10-20 2.000000 0.00 8345000.00 4771201.41 Agency Mortgage-Backed Securities GNII FS MA2997 M 549300M8ZYFG0OCMTT87 36179RKJ7 2045-04-20 3.500000 0.00 481574.00 59962.55 Agency Mortgage-Backed Securities GNII SF MA8246 M 549300M8ZYFG0OCMTT87 36179XET9 2035-07-20 5.500000 0.00 856160.00 493398.93 Agency Mortgage-Backed Securities GNII SF DL3097 C 549300M8ZYFG0OCMTT87 3618LENN8 2055-08-20 6.500000 0.00 646965.00 676046.87 Agency Mortgage-Backed Securities GNII SF MB0483 M 549300M8ZYFG0OCMTT87 3618N5RD3 2055-07-20 4.500000 0.00 57586624.00 53072929.84 Agency Mortgage-Backed Securities GNII SF DM3339 C 549300M8ZYFG0OCMTT87 3618LSV81 2055-08-20 6.500000 0.00 1318458.00 1198455.00 Agency Mortgage-Backed Securities GNII ET DL9328 C 549300M8ZYFG0OCMTT87 3618LMLH5 2065-09-20 6.500000 0.00 13000000.00 12051470.88 Agency Mortgage-Backed Securities GNII SF CU0864 C 549300M8ZYFG0OCMTT87 3618BH5Z5 2053-05-20 6.000000 0.00 2116472.00 1675758.07 Agency Mortgage-Backed Securities GNII SF DN0851 C 549300M8ZYFG0OCMTT87 3618M25L7 2055-10-20 6.500000 0.00 3424056.00 2731572.91 Agency Mortgage-Backed Securities GNII SF MA8486 M 549300M8ZYFG0OCMTT87 36179XNB8 2052-11-20 3.000000 0.00 10000.00 5882.06 Agency Mortgage-Backed Securities GNCL CL CN7573 549300M8ZYFG0OCMTT87 3617F7MW3 2066-12-15 5.780000 0.00 4323848.00 4433525.29 Agency Mortgage-Backed Securities GNII SF DM3388 C 549300M8ZYFG0OCMTT87 3618LSXR7 2055-09-20 6.500000 0.00 4106568.00 3260612.91 Agency Mortgage-Backed Securities GNII SF CX0271 C 549300M8ZYFG0OCMTT87 3618FLJQ7 2053-09-20 6.500000 0.00 1598266.00 1109828.13 Agency Mortgage-Backed Securities GNII SF BT0810 C 549300M8ZYFG0OCMTT87 3617MN3T8 2050-03-20 3.000000 0.00 655000.00 94418.91 Agency Mortgage-Backed Securities GNPL PN DM8124 549300M8ZYFG0OCMTT87 3618LYAZ1 2060-12-15 5.790000 0.00 711211.00 737391.62 Agency Mortgage-Backed Securities GNMI SF CO4901 X 549300M8ZYFG0OCMTT87 3617FGNS1 2052-07-15 6.500000 0.00 1202810.00 1223414.51 Agency Mortgage-Backed Securities GNII SF BD6216 C 549300M8ZYFG0OCMTT87 3617BM3Z8 2048-04-20 5.500000 0.00 1000000.00 141951.35 Agency Mortgage-Backed Securities GNII SF DM8167 C 549300M8ZYFG0OCMTT87 3618LYCC0 2055-09-20 6.500000 0.00 959986.00 941722.36 Agency Mortgage-Backed Securities GNPL PN CY8217 549300M8ZYFG0OCMTT87 3618G8DW8 2059-01-15 5.920000 0.00 28679.00 29342.26 Agency Mortgage-Backed Securities GNII SF CO4944 C 549300M8ZYFG0OCMTT87 3617FGP59 2052-08-20 5.500000 0.00 1047062.00 697354.57 Agency Mortgage-Backed Securities GNII SF DM6559 C 549300M8ZYFG0OCMTT87 3618LWJC7 2055-09-20 6.000000 0.00 1119912.00 1150909.41 Agency Mortgage-Backed Securities GNII SF DN8118 C 549300M8ZYFG0OCMTT87 3618MBAT4 2055-10-20 5.500000 0.00 2847648.00 2621702.28 Agency Mortgage-Backed Securities GNII ET DN1751 C 549300M8ZYFG0OCMTT87 3618M35L5 2066-01-20 6.000000 0.00 196172.00 200862.24 Agency Mortgage-Backed Securities GNII SF DN2066 C 549300M8ZYFG0OCMTT87 3618M4JK0 2055-11-20 6.500000 0.00 1887528.00 1365294.75 Agency Mortgage-Backed Securities GNII ET DL9971 C 549300M8ZYFG0OCMTT87 3618LNCG5 2065-08-20 7.000000 0.00 2789424.00 1690774.79 Agency Mortgage-Backed Securities GNII SF AD6160 C 549300M8ZYFG0OCMTT87 36180HZZ4 2050-06-20 2.500000 0.00 10543920.00 3964193.79 Agency Mortgage-Backed Securities GNII ET CP6435 C 549300M8ZYFG0OCMTT87 3617FWEG2 2062-09-20 5.500000 0.00 665000.00 192148.62 Agency Mortgage-Backed Securities GNPL PN DM6441 549300M8ZYFG0OCMTT87 3618LWEN8 2060-12-15 5.400000 0.00 330164.00 333886.37 Agency Mortgage-Backed Securities GNII SF MA9355 M 549300M8ZYFG0OCMTT87 36179YMC5 2051-11-20 2.000000 0.00 592926.00 282818.43 Agency Mortgage-Backed Securities GNII SF BP5506 C 549300M8ZYFG0OCMTT87 3617LCDK1 2049-09-20 5.500000 0.00 2153700.00 711364.26 Agency Mortgage-Backed Securities GNII SF DM4376 C 549300M8ZYFG0OCMTT87 3618LT2H1 2055-09-20 7.000000 0.00 1723350.00 681429.03 Agency Mortgage-Backed Securities GNII SF DM3432 C 549300M8ZYFG0OCMTT87 3618LSY54 2055-09-20 6.500000 0.00 2378240.00 2365919.63 Agency Mortgage-Backed Securities GNII SF BR8985 C 549300M8ZYFG0OCMTT87 3617M76W3 2049-12-20 3.500000 0.00 71885.00 9687.36 Agency Mortgage-Backed Securities GNMI SF AF0251 X 549300M8ZYFG0OCMTT87 36181FH46 2043-08-15 2.500000 0.00 503527.00 38108.78 Agency Mortgage-Backed Securities GNII SF BM9287 C 549300M8ZYFG0OCMTT87 3617K1J87 2049-08-20 4.000000 0.00 1511336.00 734671.88 Agency Mortgage-Backed Securities GNII SF DN2311 C 549300M8ZYFG0OCMTT87 3618M4R88 2055-11-20 6.500000 0.00 1682160.00 1748593.56 Agency Mortgage-Backed Securities GNII SF BT4758 C 549300M8ZYFG0OCMTT87 3617MTJB7 2050-03-20 3.000000 0.00 15330976.00 1847757.32 Agency Mortgage-Backed Securities GNII SF DM3337 C 549300M8ZYFG0OCMTT87 3618LSV65 2055-08-20 6.500000 0.00 1389124.00 1338762.36 Agency Mortgage-Backed Securities GNII SF DM3338 C 549300M8ZYFG0OCMTT87 3618LSV73 2055-08-20 6.500000 0.00 665251.00 696944.19 Agency Mortgage-Backed Securities GNAR AT MB0759 M 549300M8ZYFG0OCMTT87 3618N5ZZ5 2055-11-20 3.000000 0.00 359484.00 342043.20 Agency Mortgage-Backed Securities GNII ET DN0752 C 549300M8ZYFG0OCMTT87 3618M2ZR1 2065-10-20 6.000000 0.00 2295752.00 2177001.44 Agency Mortgage-Backed Securities GNII SF MA8645 M 549300M8ZYFG0OCMTT87 36179XTA4 2053-02-20 4.000000 0.00 7182888.00 5156394.97 Agency Mortgage-Backed Securities GNII SF BY3432 C 549300M8ZYFG0OCMTT87 3617QKY58 2050-09-20 3.500000 0.00 160000.00 82777.09 Agency Mortgage-Backed Securities GNII SF BM7534 C 549300M8ZYFG0OCMTT87 3617JYLP6 2050-02-20 3.500000 0.00 200000.00 43405.74 Agency Mortgage-Backed Securities GNII SF CD8238 C 549300M8ZYFG0OCMTT87 3617VKEK1 2051-05-20 2.500000 0.00 2752416.00 1564114.56 Agency Mortgage-Backed Securities GNII SF DM3906 C 549300M8ZYFG0OCMTT87 3618LTKT5 2055-09-20 7.000000 0.00 1062310.00 896696.91 Agency Mortgage-Backed Securities GNII SF DB7057 C 549300M8ZYFG0OCMTT87 3618H9ZW1 2054-04-20 6.500000 0.00 5412648.00 377610.46 Agency Mortgage-Backed Securities GNII ET DP1038 C 549300M8ZYFG0OCMTT87 3618MFEK0 2065-12-20 5.500000 0.00 765834.00 764302.04 Agency Mortgage-Backed Securities GNII SF DT6103 C 549300M8ZYFG0OCMTT87 3618W5X87 2056-07-20 5.500000 0.00 5849752.00 6026398.91 Agency Mortgage-Backed Securities GNII SF AQ3110 C 549300M8ZYFG0OCMTT87 36189SN35 2045-11-20 3.000000 0.00 16869600.00 2089856.29 Agency Mortgage-Backed Securities GNII SF DP3559 C 549300M8ZYFG0OCMTT87 3618MH5U4 2056-01-20 5.000000 0.00 1114642.00 1093115.51 Agency Mortgage-Backed Securities GNII SF DN8873 C 549300M8ZYFG0OCMTT87 3618MB2E6 2056-02-20 6.000000 0.00 198717.00 205625.72 Agency Mortgage-Backed Securities GNII SF DN5324 C 549300M8ZYFG0OCMTT87 3618M74H6 2055-11-20 5.500000 0.00 4357032.00 4367647.34 Agency Mortgage-Backed Securities GNII SF AZ7003 C 549300M8ZYFG0OCMTT87 36197KX80 2047-03-20 3.500000 0.00 1373724.00 99565.63 Agency Mortgage-Backed Securities GNII SF DP1602 C 549300M8ZYFG0OCMTT87 3618MFX78 2055-12-20 4.000000 0.00 5804664.00 5177882.47 Agency Mortgage-Backed Securities GNII SF CS3934 C 549300M8ZYFG0OCMTT87 3618AWLP7 2053-01-20 5.000000 0.00 2088192.00 387565.01 Agency Mortgage-Backed Securities GNII SP 787355 C 549300M8ZYFG0OCMTT87 3622ADBY3 2054-02-20 6.000000 0.00 100000.00 71878.12 Agency Mortgage-Backed Securities GNPL PN CS3814 549300M8ZYFG0OCMTT87 3618AWGX6 2066-02-15 5.690000 0.00 43558.00 44778.64 Agency Mortgage-Backed Securities GNII SF CV9007 C 549300M8ZYFG0OCMTT87 3618F6AG1 2053-08-20 6.000000 0.00 345000.00 297856.38 Agency Mortgage-Backed Securities GNMI SF 658218 X 549300M8ZYFG0OCMTT87 36294SG35 2036-12-15 6.000000 0.00 2214968.00 9472.09 Agency Mortgage-Backed Securities GNII SF AE5886 C 549300M8ZYFG0OCMTT87 36180YRF0 2041-07-20 5.000000 0.00 1000000.00 25784.59 Agency Mortgage-Backed Securities GNII SF DN8971 C 549300M8ZYFG0OCMTT87 3618MB6G7 2056-02-20 6.500000 0.00 1479400.00 1544798.58 Agency Mortgage-Backed Securities GNII SF DP1268 C 549300M8ZYFG0OCMTT87 3618MFMR6 2056-01-20 7.000000 0.00 2366016.00 2530119.98 Agency Mortgage-Backed Securities GNII RG CM2645 C 549300M8ZYFG0OCMTT87 3617YM5E8 2046-10-20 3.500000 0.00 644108.00 371576.69 Agency Mortgage-Backed Securities GNPL PN CJ1929 549300M8ZYFG0OCMTT87 3617XJEA4 2064-05-15 2.700000 0.00 1173286.00 976694.56 Agency Mortgage-Backed Securities GNII SF DN8233 C 549300M8ZYFG0OCMTT87 3618MBEE3 2055-11-20 7.000000 0.00 1433062.00 1496490.16 Agency Mortgage-Backed Securities GNII ET DQ5757 C 549300M8ZYFG0OCMTT87 3618MYME4 2066-02-20 5.500000 0.00 654925.00 654943.89 Agency Mortgage-Backed Securities GNII SF AR9014 C 549300M8ZYFG0OCMTT87 36193GAP0 2046-05-20 3.000000 0.00 4669584.00 1062740.78 Agency Mortgage-Backed Securities GNII SF DP4538 C 549300M8ZYFG0OCMTT87 3618MKBF3 2056-01-20 5.500000 0.00 1781712.00 1823946.58 Agency Mortgage-Backed Securities GNII SF AT7141 C 549300M8ZYFG0OCMTT87 36194F5A0 2046-05-20 3.500000 0.00 360000.00 33217.91 Agency Mortgage-Backed Securities GNII SF MB0144 M 549300M8ZYFG0OCMTT87 3618N5ES4 2055-01-20 4.000000 0.00 286815744.00 249999668.32 Agency Mortgage-Backed Securities GNII SF DT6390 C 549300M8ZYFG0OCMTT87 3618W6C39 2056-07-20 5.500000 0.00 1260162.00 1289808.99 Agency Mortgage-Backed Securities GNII SF DP4722 C 549300M8ZYFG0OCMTT87 3618MKG76 2056-02-20 6.500000 0.00 868627.00 911102.99 Agency Mortgage-Backed Securities GNII SF MB0934 M 549300M8ZYFG0OCMTT87 3618N6BC0 2056-02-20 4.000000 0.00 4670984.00 4224651.02 Agency Mortgage-Backed Securities GNII SF DL5984 C 549300M8ZYFG0OCMTT87 3618LHUH6 2055-08-20 7.000000 0.00 6223384.00 2420414.62 Agency Mortgage-Backed Securities GNII SF DS9415 C 549300M8ZYFG0OCMTT87 3618VWN80 2056-06-20 6.000000 0.00 2075232.00 2149492.10 Agency Mortgage-Backed Securities GNII SF DT2103 C 549300M8ZYFG0OCMTT87 3618W1KQ0 2056-07-20 6.000000 0.00 1579478.00 1631060.59 Agency Mortgage-Backed Securities GNII SF DM4616 C 549300M8ZYFG0OCMTT87 3618LUDV5 2055-09-20 6.500000 0.00 1068464.00 954012.63 Agency Mortgage-Backed Securities GNII ET DK1889 C 549300M8ZYFG0OCMTT87 3618L1C24 2065-05-20 6.500000 0.00 2466468.00 2014811.86 Agency Mortgage-Backed Securities GNII SF DL3099 C 549300M8ZYFG0OCMTT87 3618LENQ1 2055-08-20 6.500000 0.00 1903808.00 1866084.06 Agency Mortgage-Backed Securities GNII SF DT0995 C 549300M8ZYFG0OCMTT87 3618W0C81 2056-06-20 5.000000 0.00 1798354.00 1763961.32 Agency Mortgage-Backed Securities GNII SF DM3434 C 549300M8ZYFG0OCMTT87 3618LSY70 2055-09-20 6.500000 0.00 2186792.00 2021465.32 Agency Mortgage-Backed Securities GNII SF 004832 M 549300M8ZYFG0OCMTT87 36202FLM6 2040-10-20 3.500000 0.00 501375.00 24519.10 Agency Mortgage-Backed Securities GNII SF AS9196 C 549300M8ZYFG0OCMTT87 36193VGD8 2046-04-20 3.500000 0.00 200000.00 55245.31 Agency Mortgage-Backed Securities GNII SF 004496 M 549300M8ZYFG0OCMTT87 36202E7H6 2039-07-20 5.000000 0.00 390000.00 9968.84 Agency Mortgage-Backed Securities GNII SF CV0624 C 549300M8ZYFG0OCMTT87 3618BVVR3 2053-09-20 7.000000 0.00 1079666.00 1102554.21 Agency Mortgage-Backed Securities GNII SF 675725 C 549300M8ZYFG0OCMTT87 36295NVS3 2047-06-20 3.500000 0.00 16353000.00 1665447.91 Agency Mortgage-Backed Securities GNII SF DP3973 C 549300M8ZYFG0OCMTT87 3618MJMW7 2056-01-20 6.000000 0.00 3382448.00 3482507.61 Agency Mortgage-Backed Securities GNII SF DK7315 C 549300M8ZYFG0OCMTT87 3618L7DU8 2055-06-20 6.500000 0.00 636118.00 575600.05 Agency Mortgage-Backed Securities GNII SF DM0777 C 549300M8ZYFG0OCMTT87 3618LP2J5 2055-08-20 7.000000 0.00 4223632.00 4487141.12 Agency Mortgage-Backed Securities GNII SF DS5881 C 549300M8ZYFG0OCMTT87 3618VSRA0 2051-05-20 6.000000 0.00 1130150.00 1163264.64 Agency Mortgage-Backed Securities GNII SF DQ2936 C 549300M8ZYFG0OCMTT87 3618MVHM8 2056-02-20 6.000000 0.00 13314784.00 13903180.82 Agency Mortgage-Backed Securities GNII SF 004696 M 549300M8ZYFG0OCMTT87 36202FGD2 2040-05-20 4.500000 0.00 669328.00 20814.24 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6049 B1V7KEBTPIMZEU4LTD58 3140Q1WK2 2033-01-01 4.050000 0.00 1410100.00 1357723.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4212 B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 98480.00 70420.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBT9590 B1V7KEBTPIMZEU4LTD58 3140LYUQ4 2051-09-01 4.000000 0.00 1487726.00 1023822.46 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3447 B1V7KEBTPIMZEU4LTD58 3140LDZM4 2041-10-01 2.265000 0.00 3525000.00 2507429.44 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6057 S6XOOCT0IEG5ABCC6L87 3133B3WS2 2052-02-01 3.000000 0.00 6579960.00 4091518.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 S6XOOCT0IEG5ABCC6L87 3133BSPH9 2052-12-01 6.000000 0.00 500000.00 241262.76 Agency Mortgage-Backed Securities FNMS 07.500 CL882138 B1V7KEBTPIMZEU4LTD58 31409YBF3 2036-08-01 7.500000 0.00 1070772.00 30764.97 Agency Mortgage-Backed Securities FNMS 05.500 K0808349 B1V7KEBTPIMZEU4LTD58 31406FBS9 2034-02-01 5.500000 0.00 906000.00 9488.79 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8448 B1V7KEBTPIMZEU4LTD58 3138L9L67 2045-05-01 3.450000 0.00 1700000.00 1383151.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9013 S6XOOCT0IEG5ABCC6L87 3133BKAN9 2052-08-01 5.000000 0.00 20920640.00 15291643.36 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0518 B1V7KEBTPIMZEU4LTD58 3140BCSG8 2055-06-01 6.000000 0.00 1858400.00 1871557.57 Agency Mortgage-Backed Securities 03.500 FGPC G08687 G S6XOOCT0IEG5ABCC6L87 3128MJXR6 2046-01-01 3.500000 0.00 1235000.00 116613.08 Agency Mortgage-Backed Securities FEPC 03.000 CLQD0393 S6XOOCT0IEG5ABCC6L87 3133AWNJ9 2051-10-01 3.000000 0.00 14346688.00 7908734.27 Agency Mortgage-Backed Securities 05.500 FGPC G06857 G S6XOOCT0IEG5ABCC6L87 3128M85S9 2039-11-01 5.500000 0.00 3100000.00 78593.79 Agency Mortgage-Backed Securities FMAR 1H2524 G S6XOOCT0IEG5ABCC6L87 3128QLPH8 2035-08-01 5.858000 0.00 7000000.00 45978.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9853 B1V7KEBTPIMZEU4LTD58 3140XR5P6 2054-11-01 5.500000 0.00 65000.00 58436.32 Agency Mortgage-Backed Securities FNMS 01.500 CIFM6094 B1V7KEBTPIMZEU4LTD58 3140X9XY6 2036-02-01 1.500000 0.00 1773452.00 755263.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6227 B1V7KEBTPIMZEU4LTD58 3140W64M1 2056-06-01 5.000000 0.00 97251520.00 94943838.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1449 B1V7KEBTPIMZEU4LTD58 3140UGTF9 2056-06-01 5.500000 0.00 1524834.00 1523282.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1264 B1V7KEBTPIMZEU4LTD58 3140Y7MN5 2055-10-01 6.500000 0.00 34807424.00 30291230.45 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6142 B1V7KEBTPIMZEU4LTD58 31418FZG5 2056-07-01 4.000000 0.00 242495.00 223552.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1977 B1V7KEBTPIMZEU4LTD58 3140Y8FT8 2056-02-01 4.500000 0.00 56076480.00 52786756.26 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4181 S6XOOCT0IEG5ABCC6L87 31425YUF2 2055-01-01 4.500000 0.00 24054.00 21485.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0137 S6XOOCT0IEG5ABCC6L87 3142J6EK5 2056-07-01 5.500000 0.00 15826048.00 15734657.90 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0110 S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 24165760.00 23026005.73 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9983 S6XOOCT0IEG5ABCC6L87 3142K0CV4 2056-03-01 5.500000 0.00 6934968.00 6915038.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6904 S6XOOCT0IEG5ABCC6L87 3142K8U62 2056-06-01 5.000000 0.00 2480716.00 2423643.81 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7112 S6XOOCT0IEG5ABCC6L87 3142K83W5 2056-06-01 6.000000 0.00 2672936.00 2725729.80 Agency Mortgage-Backed Securities FEPC 06.500 CLTA5488 S6XOOCT0IEG5ABCC6L87 3142JUC24 2056-01-01 6.500000 0.00 1034440.00 1077730.15 Agency Mortgage-Backed Securities GNII JM MA7927 M 549300M8ZYFG0OCMTT87 36179WYY8 2052-03-20 2.500000 0.00 5399810.00 3405754.00 Agency Mortgage-Backed Securities GNII SF MA6474 M 549300M8ZYFG0OCMTT87 36179VFP0 2050-02-20 3.000000 0.00 112443000.00 16894277.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6817 S6XOOCT0IEG5ABCC6L87 31426CSF2 2055-03-01 6.000000 0.00 5467440.00 3594789.27 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6780 S6XOOCT0IEG5ABCC6L87 3142K8RA7 2056-07-01 6.000000 0.00 1716900.00 1763909.30 Agency Mortgage-Backed Securities FEPC 05.000 CLTB2364 S6XOOCT0IEG5ABCC6L87 3142K3TW8 2056-05-01 5.000000 0.00 65107712.00 62517973.49 Agency Mortgage-Backed Securities GNII SF 796727 C 549300M8ZYFG0OCMTT87 36177RPM7 2038-12-20 6.500000 0.00 1887146.00 62422.05 Agency Mortgage-Backed Securities GNII SF MA7969 M 549300M8ZYFG0OCMTT87 36179W2A5 2035-04-20 6.000000 0.00 109155.00 42279.44 Agency Mortgage-Backed Securities GNII SF BA9845 C 549300M8ZYFG0OCMTT87 3617AN5E2 2047-08-20 3.500000 0.00 2295680.00 994325.30 Agency Mortgage-Backed Securities GNII SF MA9483 M 549300M8ZYFG0OCMTT87 36179YRC0 2051-09-20 3.000000 0.00 310000.00 196804.01 Agency Mortgage-Backed Securities GNII SF MA6865 M 549300M8ZYFG0OCMTT87 36179VTW0 2050-09-20 2.500000 0.00 53676160.00 18614819.43 Agency Mortgage-Backed Securities FEPC 05.000 CLTA7376 S6XOOCT0IEG5ABCC6L87 3142JWFS0 2056-02-01 5.000000 0.00 3115120.00 3014558.94 Agency Mortgage-Backed Securities GNMI SF 770132 X 549300M8ZYFG0OCMTT87 36176MLM3 2042-03-15 3.500000 0.00 1024340.00 236611.57 Agency Mortgage-Backed Securities GNII ET DQ6052 C 549300M8ZYFG0OCMTT87 3618MYWM5 2066-03-20 6.500000 0.00 193033.00 200931.32 Agency Mortgage-Backed Securities GNII SF MA9996 M 549300M8ZYFG0OCMTT87 36180AC92 2039-11-20 3.500000 0.00 453187.00 315660.15 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 21616448.00 10023900.85 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 1757128.00 1250949.75 Agency Mortgage-Backed Securities GNII SF DQ7903 C 549300M8ZYFG0OCMTT87 3618N1X86 2056-02-20 6.000000 0.00 163927.00 169631.26 Agency Mortgage-Backed Securities GNII SF MA9539 M 549300M8ZYFG0OCMTT87 36179YS47 2054-03-20 4.500000 0.00 1834514.00 1555271.11 Agency Mortgage-Backed Securities GNII ET DQ4927 C 549300M8ZYFG0OCMTT87 3618MXPL7 2066-04-20 5.000000 0.00 50000000.00 48687220.78 Agency Mortgage-Backed Securities GNII SF MA9698 M 549300M8ZYFG0OCMTT87 36179YX33 2038-03-20 7.000000 0.00 164370.00 95751.07 Agency Mortgage-Backed Securities GNII SF MA9538 M 549300M8ZYFG0OCMTT87 36179YS39 2054-02-20 4.000000 0.00 80488.00 67274.41 Agency Mortgage-Backed Securities GNII SF MA7629 M 549300M8ZYFG0OCMTT87 36179WPN2 2036-08-20 6.500000 0.00 65642.00 13579.87 Agency Mortgage-Backed Securities GNII SF DJ1827 C 549300M8ZYFG0OCMTT87 3618KNA45 2055-04-20 7.000000 0.00 2405616.00 1238195.99 Agency Mortgage-Backed Securities GNII SF MA7311 M 549300M8ZYFG0OCMTT87 36179WDQ8 2051-04-20 2.000000 0.00 78580096.00 37773878.61 Agency Mortgage-Backed Securities FEPC 05.500 CLTA4934 S6XOOCT0IEG5ABCC6L87 3142JTPU1 2056-01-01 5.500000 0.00 2886580.00 2649771.38 Agency Mortgage-Backed Securities FEPC 04.500 CLTB6527 S6XOOCT0IEG5ABCC6L87 3142K8HD2 2056-06-01 4.500000 0.00 4399830.00 4176869.16 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3348 S6XOOCT0IEG5ABCC6L87 3142K4WJ1 2056-05-01 5.500000 0.00 6420136.00 5084381.44 Agency Mortgage-Backed Securities GNII SF MA0698 M 549300M8ZYFG0OCMTT87 36179MX39 2043-01-20 3.000000 0.00 4015200.00 386576.33 Agency Mortgage-Backed Securities FEPC 06.000 CLTB4249 S6XOOCT0IEG5ABCC6L87 3142K5WK5 2056-04-01 6.000000 0.00 1707284.00 1752263.13 Agency Mortgage-Backed Securities GNMI SF BA5780 X 549300M8ZYFG0OCMTT87 3617AJM51 2047-05-15 5.000000 0.00 1714808.00 101914.20 Agency Mortgage-Backed Securities GNII SF AO9481 C 549300M8ZYFG0OCMTT87 3617AARA4 2045-12-20 3.500000 0.00 590289.00 144984.37 Agency Mortgage-Backed Securities GNII SF MA9298 M 549300M8ZYFG0OCMTT87 36179YKK9 2052-04-20 2.000000 0.00 1003182.00 576778.37 Agency Mortgage-Backed Securities GNII SF MA9605 M 549300M8ZYFG0OCMTT87 36179YU69 2054-04-20 5.500000 0.00 23156448.00 15698114.23 Agency Mortgage-Backed Securities GNII SF MA9302 M 549300M8ZYFG0OCMTT87 36179YKP8 2053-11-20 4.000000 0.00 2501372.00 1899804.22 Agency Mortgage-Backed Securities GNII SF MA9019 M 549300M8ZYFG0OCMTT87 36179YAU8 2053-07-20 6.500000 0.00 143000.00 48508.53 Agency Mortgage-Backed Securities GNII SF MA9173 M 549300M8ZYFG0OCMTT87 36179YFN9 2053-09-20 6.500000 0.00 1770382.00 632819.07 Agency Mortgage-Backed Securities GNII SF MA6954 M 549300M8ZYFG0OCMTT87 36179VWP1 2047-11-20 1.500000 0.00 117395.00 54729.52 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2673 S6XOOCT0IEG5ABCC6L87 3142JQ6K0 2056-01-01 5.500000 0.00 21952.00 19959.83 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3397 S6XOOCT0IEG5ABCC6L87 3142K4X35 2056-05-01 5.500000 0.00 2907944.00 2911327.60 Agency Mortgage-Backed Securities GNII SF MA9307 M 549300M8ZYFG0OCMTT87 36179YKU7 2053-11-20 6.500000 0.00 347527.00 127547.23 Agency Mortgage-Backed Securities GNMI SF CN3327 X 549300M8ZYFG0OCMTT87 3617F2VU8 2052-12-15 7.000000 0.00 4497592.00 2939024.34 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-10-20 6.000000 0.00 5469000.00 2817785.32 Agency Mortgage-Backed Securities GNII SF MA6476 M 549300M8ZYFG0OCMTT87 36179VFR6 2050-02-20 4.000000 0.00 21296704.00 2711625.12 Agency Mortgage-Backed Securities GNII SF 796478 C 549300M8ZYFG0OCMTT87 36177RFU0 2042-09-20 3.500000 0.00 4412100.00 330112.26 Agency Mortgage-Backed Securities GNPL PN CP4186 549300M8ZYFG0OCMTT87 3617FTUK2 2058-01-15 5.700000 0.00 34651.00 34463.63 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 802000.00 518285.80 Agency Mortgage-Backed Securities FEPC 04.500 CLTB9165 S6XOOCT0IEG5ABCC6L87 3142KBFF2 2056-07-01 4.500000 0.00 1316916.00 1253981.90 Agency Mortgage-Backed Securities FEPC 04.500 CLTB5108 S6XOOCT0IEG5ABCC6L87 3142K6VA6 2056-05-01 4.500000 0.00 12801920.00 11906156.24 Agency Mortgage-Backed Securities FEPC 04.500 CLTB2352 S6XOOCT0IEG5ABCC6L87 3142K3TJ7 2056-05-01 4.500000 0.00 41955904.00 39646163.07 Agency Mortgage-Backed Securities GNII SF CN6028 C 549300M8ZYFG0OCMTT87 3617F5VV9 2052-11-20 5.000000 0.00 1246698.00 1064809.18 Agency Mortgage-Backed Securities GNII SF MA9543 M 549300M8ZYFG0OCMTT87 36179YS88 2054-03-20 6.500000 0.00 738391.00 266824.46 Agency Mortgage-Backed Securities GNAR AT MB0830 M 549300M8ZYFG0OCMTT87 3618N54Q9 2055-12-20 4.000000 0.00 1798520.00 1755652.40 Agency Mortgage-Backed Securities GNII SF MB0089 M 549300M8ZYFG0OCMTT87 3618N5C31 2054-09-20 4.000000 0.00 30000000.00 25794042.69 Agency Mortgage-Backed Securities GNII SF DK0042 C 549300M8ZYFG0OCMTT87 3618KYBK4 2055-05-20 7.000000 0.00 1007782.00 1048162.02 Agency Mortgage-Backed Securities GNII SF DL0489 C 549300M8ZYFG0OCMTT87 3618LBRJ9 2055-08-20 7.000000 0.00 1619986.00 1544807.11 Agency Mortgage-Backed Securities GNII SF MA9694 M 549300M8ZYFG0OCMTT87 36179YXX7 2039-06-20 5.000000 0.00 365359.00 220229.41 Agency Mortgage-Backed Securities GNII SF MA9910 M 549300M8ZYFG0OCMTT87 36180AAK9 2054-09-20 7.500000 0.00 181115.00 36851.88 Agency Mortgage-Backed Securities GNII SF MA7865 M 549300M8ZYFG0OCMTT87 36179WW20 2030-06-20 8.500000 0.00 28894.00 13124.30 Agency Mortgage-Backed Securities GNII ET DQ7894 C 549300M8ZYFG0OCMTT87 3618N1XX1 2066-01-20 6.500000 0.00 1219352.00 1073538.16 Agency Mortgage-Backed Securities GNII RG CI8172 C 549300M8ZYFG0OCMTT87 3617XDCH4 2049-11-20 5.500000 0.00 6845480.00 2626102.69 Agency Mortgage-Backed Securities GNII SF CT4983 C 549300M8ZYFG0OCMTT87 3618BARC7 2053-05-20 6.000000 0.00 1088354.00 569140.25 Agency Mortgage-Backed Securities GNII ET DK7991 C 549300M8ZYFG0OCMTT87 3618L72Y2 2065-06-20 6.500000 0.00 1986058.00 1640963.15 Agency Mortgage-Backed Securities GNII SF MB0869 M 549300M8ZYFG0OCMTT87 3618N56F1 2055-12-20 4.000000 0.00 119571328.00 107952158.10 Agency Mortgage-Backed Securities GNII SF DK4963 C 549300M8ZYFG0OCMTT87 3618L4QQ0 2050-07-20 6.500000 0.00 635985.00 277994.26 Agency Mortgage-Backed Securities GNII SF DH6779 C 549300M8ZYFG0OCMTT87 3618KFQ86 2055-02-20 7.000000 0.00 3367668.00 1208964.35 Agency Mortgage-Backed Securities GNII SF AD1744 C 549300M8ZYFG0OCMTT87 36180C5D7 2043-02-20 3.000000 0.00 647000.00 95452.65 Agency Mortgage-Backed Securities GNII SF MB0092 M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 105770496.00 77245661.73 Agency Mortgage-Backed Securities GNII SF DQ1141 C 549300M8ZYFG0OCMTT87 3618MTHS0 2056-02-20 6.000000 0.00 4911992.00 5063610.39 Agency Mortgage-Backed Securities GNII SF MA8147 M 549300M8ZYFG0OCMTT87 36179XBQ8 2052-02-20 2.500000 0.00 7026792.00 4012166.50 Agency Mortgage-Backed Securities GNII SF CS8711 C 549300M8ZYFG0OCMTT87 3618B2VC0 2053-04-20 6.000000 0.00 1845198.00 1327392.95 Agency Mortgage-Backed Securities GNII SF DL0403 C 549300M8ZYFG0OCMTT87 3618LBNU8 2055-07-20 5.500000 0.00 5713464.00 5055895.44 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 36179XLJ3 2052-10-20 5.500000 0.00 665411.00 409271.76 Agency Mortgage-Backed Securities GNII SF DL4912 C 549300M8ZYFG0OCMTT87 3618LGN52 2055-08-20 6.500000 0.00 796373.00 585939.06 Agency Mortgage-Backed Securities GNPL PN CV1940 549300M8ZYFG0OCMTT87 3618BXEM9 2066-02-15 5.150000 0.00 8673552.00 8600641.59 Agency Mortgage-Backed Securities GNII SF DQ1366 C 549300M8ZYFG0OCMTT87 3618MTQT8 2056-01-20 6.500000 0.00 1319176.00 1389496.34 Agency Mortgage-Backed Securities GNII SF MA8342 M 549300M8ZYFG0OCMTT87 36179XHT6 2052-09-20 2.000000 0.00 2097220.00 1144268.98 Agency Mortgage-Backed Securities GNII SF CU9626 C 549300M8ZYFG0OCMTT87 3618BTVT4 2053-05-20 6.500000 0.00 2265352.00 933838.64 Agency Mortgage-Backed Securities GNII SF DQ6836 C 549300M8ZYFG0OCMTT87 3618N0SZ4 2056-06-20 6.000000 0.00 259218.00 270817.87 Agency Mortgage-Backed Securities GNII SF DQ5229 C 549300M8ZYFG0OCMTT87 3618MXY29 2056-06-20 5.500000 0.00 38237248.00 39146702.98 Agency Mortgage-Backed Securities GNII SF DK4956 C 549300M8ZYFG0OCMTT87 3618L4QH0 2055-07-20 7.000000 0.00 1272928.00 873902.84 Agency Mortgage-Backed Securities GNII SF CS7222 C 549300M8ZYFG0OCMTT87 3618B1AX9 2053-03-20 6.500000 0.00 1492006.00 960631.34 Agency Mortgage-Backed Securities GNII SF DQ8258 C 549300M8ZYFG0OCMTT87 3618N2E77 2056-04-20 6.000000 0.00 2911148.00 3006513.46 Agency Mortgage-Backed Securities GNII SF MA9697 M 549300M8ZYFG0OCMTT87 36179YX25 2039-06-20 6.500000 0.00 1253506.00 909058.12 Agency Mortgage-Backed Securities GNII SF DM6190 C 549300M8ZYFG0OCMTT87 3618LV2X1 2055-09-20 6.500000 0.00 2309190.00 2253791.30 Agency Mortgage-Backed Securities GNII SF 004804 M 549300M8ZYFG0OCMTT87 36202FKR6 2040-09-20 6.000000 0.00 1298806.00 32328.42 Agency Mortgage-Backed Securities GNII SF DK7936 C 549300M8ZYFG0OCMTT87 3618L7Y92 2055-07-20 6.500000 0.00 812506.00 844111.72 Agency Mortgage-Backed Securities GNII SF DK3171 C 549300M8ZYFG0OCMTT87 3618L2QY7 2055-08-20 6.500000 0.00 1439472.00 1195273.20 Agency Mortgage-Backed Securities GNII SF 004637 M 549300M8ZYFG0OCMTT87 36202FEJ1 2040-02-20 5.000000 0.00 4352776.00 134982.54 Agency Mortgage-Backed Securities GNII ET DM5787 C 549300M8ZYFG0OCMTT87 3618LVNC4 2065-10-20 6.500000 0.00 7000000.00 6861197.74 Agency Mortgage-Backed Securities GNII SF DT3090 C 549300M8ZYFG0OCMTT87 3618W2NF9 2056-06-20 5.500000 0.00 6455.00 6522.40 Agency Mortgage-Backed Securities GNII SF DL0974 C 549300M8ZYFG0OCMTT87 3618LCCK0 2056-02-20 5.500000 0.00 2222584.00 2263333.87 Agency Mortgage-Backed Securities GNII SF DM7863 C 549300M8ZYFG0OCMTT87 3618LXWY2 2055-10-20 6.500000 0.00 1087264.00 563103.00 Agency Mortgage-Backed Securities GNII SF DK4957 C 549300M8ZYFG0OCMTT87 3618L4QJ6 2055-08-20 7.000000 0.00 1120702.00 969203.88 Agency Mortgage-Backed Securities GNII SF DL2635 C 549300M8ZYFG0OCMTT87 3618LD4U5 2055-05-20 7.000000 0.00 1745106.00 709229.25 Agency Mortgage-Backed Securities GNPL PN DK6753 549300M8ZYFG0OCMTT87 3618L6QE2 2060-12-15 5.250000 0.00 229032.00 228898.43 Agency Mortgage-Backed Securities GNII SF DL3098 C 549300M8ZYFG0OCMTT87 3618LENP3 2055-08-20 6.500000 0.00 1006872.00 1050794.28 Agency Mortgage-Backed Securities GNII SF DK1426 C 549300M8ZYFG0OCMTT87 3618L0SP8 2055-06-20 6.500000 0.00 1305334.00 1242600.85 Agency Mortgage-Backed Securities GNII SF DK6507 C 549300M8ZYFG0OCMTT87 3618L6GQ6 2055-07-20 7.000000 0.00 1327318.00 834452.93 Agency Mortgage-Backed Securities GNII SF DK3071 C 549300M8ZYFG0OCMTT87 3618L2MU9 2055-07-20 6.500000 0.00 1785452.00 1374739.19 Agency Mortgage-Backed Securities GNII SF 003446 M 549300M8ZYFG0OCMTT87 36202DZK0 2033-09-20 6.500000 0.00 7722080.00 37671.04 Agency Mortgage-Backed Securities GNII SF DT2707 C 549300M8ZYFG0OCMTT87 3618W2AG1 2056-06-20 6.000000 0.00 1362374.00 1403745.35 Agency Mortgage-Backed Securities GNII SF DP7180 C 549300M8ZYFG0OCMTT87 3618MM6R9 2056-02-20 6.000000 0.00 1447508.00 1509181.47 Agency Mortgage-Backed Securities GNII SF DL6650 C 549300M8ZYFG0OCMTT87 3618LJL74 2055-08-20 6.500000 0.00 810717.00 602535.81 Agency Mortgage-Backed Securities GNII SF DN0029 C 549300M8ZYFG0OCMTT87 3618M2A64 2055-09-20 7.000000 0.00 1784806.00 1864537.19 Agency Mortgage-Backed Securities GNII SF DN3061 C 549300M8ZYFG0OCMTT87 3618M5MJ6 2055-10-20 6.500000 0.00 10794288.00 9837392.59 Agency Mortgage-Backed Securities GNII SF DM7725 C 549300M8ZYFG0OCMTT87 3618LXSN1 2055-09-20 6.500000 0.00 633246.00 493035.63 Agency Mortgage-Backed Securities GNPL PN DN1575 549300M8ZYFG0OCMTT87 3618M3XC4 2061-01-15 5.440000 0.00 213300.00 216357.43 Agency Mortgage-Backed Securities GNII SF MA9995 M 549300M8ZYFG0OCMTT87 36180AC84 2033-01-20 3.000000 0.00 81079.00 58690.44 Agency Mortgage-Backed Securities GNII SF BT4420 C 549300M8ZYFG0OCMTT87 3617MS4D1 2050-06-20 3.000000 0.00 6308112.00 2571790.18 Agency Mortgage-Backed Securities GNII SF DP0198 C 549300M8ZYFG0OCMTT87 3618MEGF2 2056-01-20 5.000000 0.00 2713616.00 2651516.94 Agency Mortgage-Backed Securities GNII SF DP0775 C 549300M8ZYFG0OCMTT87 3618ME2G5 2056-01-20 6.000000 0.00 2468088.00 2530545.68 Agency Mortgage-Backed Securities GNII SF DS9338 C 549300M8ZYFG0OCMTT87 3618VWLT6 2056-06-20 4.500000 0.00 5011152.00 4695353.67 Agency Mortgage-Backed Securities GNII SP 786151 C 549300M8ZYFG0OCMTT87 3622ABWL2 2052-03-20 3.000000 0.00 6600000.00 4108525.48 Agency Mortgage-Backed Securities GNII RG CN0928 C 549300M8ZYFG0OCMTT87 3617YYA55 2039-02-20 6.000000 0.00 2087356.00 1120706.57 Agency Mortgage-Backed Securities GNII SF BW8882 C 549300M8ZYFG0OCMTT87 3617Q12P1 2034-01-20 7.000000 0.00 2868000.00 925036.87 Agency Mortgage-Backed Securities GNII SP 786045 C 549300M8ZYFG0OCMTT87 3622ABTA0 2052-02-20 2.000000 0.00 8138992.00 4802537.73 Agency Mortgage-Backed Securities GNPL PN DM0345 549300M8ZYFG0OCMTT87 3618LPL21 2060-10-15 5.510000 0.00 1200300.00 1224893.28 Agency Mortgage-Backed Securities GNII SF DM3898 C 549300M8ZYFG0OCMTT87 3618LTKK4 2055-09-20 6.500000 0.00 624889.00 654314.90 Agency Mortgage-Backed Securities GNII SF DM2321 C 549300M8ZYFG0OCMTT87 3618LRSJ3 2055-08-20 7.000000 0.00 1022968.00 1065016.48 Agency Mortgage-Backed Securities GNII SP 785156 C 549300M8ZYFG0OCMTT87 3622AATM6 2050-10-20 2.500000 0.00 500000.00 226726.35 Agency Mortgage-Backed Securities GNII SF DL8001 C 549300M8ZYFG0OCMTT87 3618LK3J5 2055-08-20 6.500000 0.00 1233926.00 1279484.81 Agency Mortgage-Backed Securities GNII SF DM0872 C 549300M8ZYFG0OCMTT87 3618LP6H5 2055-09-20 4.500000 0.00 6031744.00 5673803.27 Agency Mortgage-Backed Securities GNII SF DL3739 C 549300M8ZYFG0OCMTT87 3618LFEL9 2055-08-20 6.500000 0.00 3029600.00 3144378.52 Agency Mortgage-Backed Securities GNII SF DM8570 C 549300M8ZYFG0OCMTT87 3618LYQX9 2055-08-20 6.500000 0.00 1797096.00 1612704.12 Agency Mortgage-Backed Securities GNII ET DN6796 C 549300M8ZYFG0OCMTT87 3618M9RR5 2065-12-20 6.500000 0.00 250225.00 260074.92 Agency Mortgage-Backed Securities GNII SF CE9959 C 549300M8ZYFG0OCMTT87 3617W0B43 2051-10-20 3.000000 0.00 465759.00 318618.88 Agency Mortgage-Backed Securities GNII SF DM3857 C 549300M8ZYFG0OCMTT87 3618LTJA8 2055-08-20 6.500000 0.00 744662.00 772996.13 Agency Mortgage-Backed Securities GNII ET DM7154 C 549300M8ZYFG0OCMTT87 3618LW5P3 2065-10-20 6.500000 0.00 8000000.00 7330488.10 Agency Mortgage-Backed Securities GNII SF DL8196 C 549300M8ZYFG0OCMTT87 3618LLC95 2055-09-20 6.500000 0.00 1808330.00 1595774.24 Agency Mortgage-Backed Securities GNII SF DN5318 C 549300M8ZYFG0OCMTT87 3618M74B9 2055-11-20 6.000000 0.00 3192640.00 3073193.41 Agency Mortgage-Backed Securities GNII SF DK3176 C 549300M8ZYFG0OCMTT87 3618L2Q50 2055-08-20 6.500000 0.00 3155992.00 2789953.74 Agency Mortgage-Backed Securities GNII SF 003362 M 549300M8ZYFG0OCMTT87 36202DWX5 2033-03-20 6.000000 0.00 1092000.00 5285.84 Agency Mortgage-Backed Securities GNPL PN DK6739 549300M8ZYFG0OCMTT87 3618L6PY9 2060-09-15 5.580000 0.00 2315000.00 2353842.40 Agency Mortgage-Backed Securities GNII SF DK1260 C 549300M8ZYFG0OCMTT87 3618L0MH2 2056-06-20 6.000000 0.00 1504048.00 1544250.21 Agency Mortgage-Backed Securities GNII SF DH2897 C 549300M8ZYFG0OCMTT87 3618KBGE3 2053-02-20 2.500000 0.00 1159274.00 920472.10 Agency Mortgage-Backed Securities GNII SF CG8221 C 549300M8ZYFG0OCMTT87 3617WND25 2051-11-20 2.500000 0.00 2138896.00 501503.21 Agency Mortgage-Backed Securities GNPL PN DN1564 549300M8ZYFG0OCMTT87 3618M3WZ4 2060-11-15 5.410000 0.00 99507.00 100489.48 Agency Mortgage-Backed Securities GNII SF DN8895 C 549300M8ZYFG0OCMTT87 3618MB3C9 2056-02-20 4.000000 0.00 1070012.00 969613.19 Agency Mortgage-Backed Securities GNII SF DN5059 C 549300M8ZYFG0OCMTT87 3618M7TQ9 2055-10-20 6.500000 0.00 4755888.00 3774652.08 Agency Mortgage-Backed Securities GNII ET DT5341 C 549300M8ZYFG0OCMTT87 3618W45A6 2066-06-20 6.000000 0.00 1952954.00 2003392.94 Agency Mortgage-Backed Securities GNII SF DP4491 C 549300M8ZYFG0OCMTT87 3618MJ7C8 2056-01-20 6.500000 0.00 1452208.00 1516718.00 Agency Mortgage-Backed Securities GNII SF DN6155 C 549300M8ZYFG0OCMTT87 3618M8ZU1 2055-12-20 5.000000 0.00 2149370.00 2091702.79 Agency Mortgage-Backed Securities GNII SF DL8569 C 549300M8ZYFG0OCMTT87 3618LLQW9 2055-07-20 7.500000 0.00 1642950.00 1706039.18 Agency Mortgage-Backed Securities GNII SF DN8780 C 549300M8ZYFG0OCMTT87 3618MBXH5 2056-01-20 6.500000 0.00 1343052.00 1401323.60 Agency Mortgage-Backed Securities GNII SF DN5549 C 549300M8ZYFG0OCMTT87 3618M8EW0 2055-11-20 6.500000 0.00 2107096.00 2184244.41 Agency Mortgage-Backed Securities GNII SF DT4847 C 549300M8ZYFG0OCMTT87 3618W4L42 2056-06-20 5.000000 0.00 3069264.00 3010422.83 Agency Mortgage-Backed Securities GNAR AF MB1087 M 549300M8ZYFG0OCMTT87 3618N6F51 2056-03-20 5.500000 0.00 928130.00 817327.98 Agency Mortgage-Backed Securities GNII SF MB0358 M 549300M8ZYFG0OCMTT87 3618N5MG1 2052-01-20 1.500000 0.00 5555400.00 4136857.87 Agency Mortgage-Backed Securities FEPC 02.000 CLSL5938 S6XOOCT0IEG5ABCC6L87 31427TS49 2052-01-01 2.000000 0.00 9841456.00 7816523.94 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6562 S6XOOCT0IEG5ABCC6L87 3142GXJG3 2056-05-01 5.500000 0.00 75075456.00 71642039.35 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4036 S6XOOCT0IEG5ABCC6L87 31427RPW4 2053-10-01 2.500000 0.00 146000.00 115590.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5010 S6XOOCT0IEG5ABCC6L87 31427SR83 2055-04-01 5.500000 0.00 356000.00 340446.51 Agency Mortgage-Backed Securities FEPC 05.000 CLTB9805 S6XOOCT0IEG5ABCC6L87 3142KB3P3 2056-07-01 5.000000 0.00 9677072.00 9458647.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1882 S6XOOCT0IEG5ABCC6L87 31427PCU6 2055-05-01 6.500000 0.00 61555920.00 40958080.77 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3269 S6XOOCT0IEG5ABCC6L87 31427QT36 2054-12-01 4.500000 0.00 33414592.00 30454969.78 Agency Mortgage-Backed Securities FEPC 04.500 CLTB4486 S6XOOCT0IEG5ABCC6L87 3142K56Y4 2056-06-01 4.500000 0.00 5077408.00 4811342.59 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.500000 0.00 12572224.00 8129549.16 Agency Mortgage-Backed Securities GNII SF MA5111 M 549300M8ZYFG0OCMTT87 36179TVC6 2033-04-20 3.500000 0.00 400587.00 33077.40 Agency Mortgage-Backed Securities GNII SF MA8949 M 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 100000.00 48697.13 Agency Mortgage-Backed Securities GNII SF MA4126 M 549300M8ZYFG0OCMTT87 36179SSP3 2046-11-20 3.000000 0.00 23465504.00 2936795.31 Agency Mortgage-Backed Securities GNII SF MA5110 M 549300M8ZYFG0OCMTT87 36179TVB8 2033-03-20 3.000000 0.00 166500.00 16755.81 Agency Mortgage-Backed Securities GNII SF MA5531 M 549300M8ZYFG0OCMTT87 36179UEC2 2048-10-20 5.500000 0.00 20640000.00 1486249.51 Agency Mortgage-Backed Securities GNII SF MA8126 M 549300M8ZYFG0OCMTT87 36179XA30 2037-07-20 4.000000 0.00 35000.00 15447.27 Agency Mortgage-Backed Securities GNII SF MA4691 M 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.500000 0.00 625000.00 55058.26 Agency Mortgage-Backed Securities GNII SF MA8876 M 549300M8ZYFG0OCMTT87 36179X2H8 2053-05-20 4.000000 0.00 2487000.00 1805296.66 Agency Mortgage-Backed Securities GNII SF MA8941 M 549300M8ZYFG0OCMTT87 36179X5A0 2051-04-20 2.000000 0.00 1977862.00 1089779.96 Agency Mortgage-Backed Securities GNII SF MA4781 M 549300M8ZYFG0OCMTT87 36179TJ22 2047-10-20 5.000000 0.00 2235000.00 179481.45 Agency Mortgage-Backed Securities GNAR AF MA7779 M 549300M8ZYFG0OCMTT87 36179WUC0 2051-12-20 2.000000 0.00 684019.00 412313.34 Agency Mortgage-Backed Securities GNII SF MA2893 M 549300M8ZYFG0OCMTT87 36179RGA1 2045-05-20 4.000000 0.00 122406.00 10139.38 Agency Mortgage-Backed Securities GNII SF MA8986 M 549300M8ZYFG0OCMTT87 36179X6X9 2038-07-20 5.000000 0.00 354780.00 186524.69 Agency Mortgage-Backed Securities GNII SF MA8799 M 549300M8ZYFG0OCMTT87 36179XX43 2053-04-20 4.500000 0.00 121606000.00 90111875.19 Agency Mortgage-Backed Securities GNII SF MA8102 M 549300M8ZYFG0OCMTT87 36179XAB2 2052-06-20 5.000000 0.00 30000.00 19464.91 Agency Mortgage-Backed Securities GNII JM MA6212 M 549300M8ZYFG0OCMTT87 36179U3V2 2049-10-20 4.500000 0.00 4888544.00 968312.06 Agency Mortgage-Backed Securities GNII SF MA7766 M 549300M8ZYFG0OCMTT87 36179WTX6 2051-12-20 2.000000 0.00 1700000.00 948010.56 Agency Mortgage-Backed Securities GNII SF MA8350 M 549300M8ZYFG0OCMTT87 36179XH33 2052-09-20 6.000000 0.00 549655.00 257689.26 Agency Mortgage-Backed Securities GNII SF MA5018 M 549300M8ZYFG0OCMTT87 36179TSF3 2048-02-20 3.000000 0.00 130000.00 16369.40 Agency Mortgage-Backed Securities GNII SF MA5499 M 549300M8ZYFG0OCMTT87 36179UDC3 2033-10-20 4.500000 0.00 950402.00 50431.10 Agency Mortgage-Backed Securities GNII SF MA7705 M 549300M8ZYFG0OCMTT87 36179WR26 2051-11-20 2.500000 0.00 259137024.00 144742280.51 Agency Mortgage-Backed Securities FEPC 05.000 CLTB3788 S6XOOCT0IEG5ABCC6L87 3142K5F65 2056-05-01 5.000000 0.00 8706016.00 8468313.31 Agency Mortgage-Backed Securities GNII SF MA7830 M 549300M8ZYFG0OCMTT87 36179WVX3 2052-01-20 4.000000 0.00 203710.00 116602.02 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3.000000 0.00 110856576.00 49215840.97 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 B1V7KEBTPIMZEU4LTD58 31418EES5 2052-05-01 4.000000 0.00 545000.00 351699.19 Agency Mortgage-Backed Securities FNMS 02.000 CKMA4431 B1V7KEBTPIMZEU4LTD58 31418D4R0 2051-08-01 2.000000 0.00 30000000.00 17641497.30 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2354 B1V7KEBTPIMZEU4LTD58 31418BTL0 2035-08-01 3.500000 0.00 80000.00 9754.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5331 B1V7KEBTPIMZEU4LTD58 3140W54R2 2053-09-01 3.500000 0.00 103052288.00 90539413.21 Agency Mortgage-Backed Securities GNII SF DN3238 C 549300M8ZYFG0OCMTT87 3618M5S35 2055-11-20 5.500000 0.00 1730932.00 1768606.56 Agency Mortgage-Backed Securities GNII SF CU5097 C 549300M8ZYFG0OCMTT87 3618BNUW1 2053-05-20 6.000000 0.00 2235150.00 1871343.80 Agency Mortgage-Backed Securities GNII SF CN6885 C 549300M8ZYFG0OCMTT87 3617F6UJ5 2052-05-20 3.500000 0.00 3968344.00 2777061.86 Agency Mortgage-Backed Securities GNII SF CO2536 C 549300M8ZYFG0OCMTT87 3617FDY98 2052-06-20 2.500000 0.00 1723520.00 1079813.89 Agency Mortgage-Backed Securities GNII SF CZ0103 C 549300M8ZYFG0OCMTT87 3618GBDG6 2054-01-20 7.000000 0.00 10445808.00 8685607.90 Agency Mortgage-Backed Securities GNMI SF BU8321 X 549300M8ZYFG0OCMTT87 3617NAG61 2050-05-15 2.500000 0.00 23057536.00 6437546.51 Agency Mortgage-Backed Securities GNII ET DL9178 C 549300M8ZYFG0OCMTT87 3618LMFT6 2065-07-20 2.000000 0.00 2513744.00 1886641.60 Agency Mortgage-Backed Securities GNII SF CV0637 C 549300M8ZYFG0OCMTT87 3618BVV69 2053-09-20 7.000000 0.00 1777186.00 1809606.34 Agency Mortgage-Backed Securities GNII SF DL4887 C 549300M8ZYFG0OCMTT87 3618LGNC7 2055-08-20 6.500000 0.00 805638.00 475162.65 Agency Mortgage-Backed Securities GNII SF CC9830 C 549300M8ZYFG0OCMTT87 3617V84P8 2046-06-20 3.000000 0.00 67782.00 47106.74 Agency Mortgage-Backed Securities GNII SF BY6450 C 549300M8ZYFG0OCMTT87 3617QPEX8 2050-11-20 3.000000 0.00 825727.00 511461.77 Agency Mortgage-Backed Securities GNII SF DL8195 C 549300M8ZYFG0OCMTT87 3618LLC87 2055-09-20 6.500000 0.00 1256776.00 719120.88 Agency Mortgage-Backed Securities GNII SF DM0773 C 549300M8ZYFG0OCMTT87 3618LP2E6 2055-08-20 7.000000 0.00 3241128.00 3448862.73 Agency Mortgage-Backed Securities GNII SF DL2624 C 549300M8ZYFG0OCMTT87 3618LD4H4 2055-09-20 6.500000 0.00 1160106.00 1092023.76 Agency Mortgage-Backed Securities GNII SF DL5997 C 549300M8ZYFG0OCMTT87 3618LHUW3 2055-08-20 7.000000 0.00 1588820.00 1405594.21 Agency Mortgage-Backed Securities GNII SF BY6412 C 549300M8ZYFG0OCMTT87 3617QPDR2 2050-10-20 3.000000 0.00 678164.00 245431.11 Agency Mortgage-Backed Securities GNII SF DL6441 C 549300M8ZYFG0OCMTT87 3618LJEN7 2055-08-20 6.500000 0.00 1882170.00 1435996.97 Agency Mortgage-Backed Securities GNII SF MA7417 M 549300M8ZYFG0OCMTT87 36179WG28 2051-06-20 2.000000 0.00 4295152.00 2139777.40 Agency Mortgage-Backed Securities GNII SF DJ3196 C 549300M8ZYFG0OCMTT87 3618KPRR1 2055-08-20 6.500000 0.00 3753644.00 3554050.35 Agency Mortgage-Backed Securities GNII SF DM6671 C 549300M8ZYFG0OCMTT87 3618LWMU3 2055-09-20 6.500000 0.00 666895.00 620955.92 Agency Mortgage-Backed Securities GNII SF DP0180 C 549300M8ZYFG0OCMTT87 3618MEFV8 2056-01-20 6.500000 0.00 1362838.00 1419608.87 Agency Mortgage-Backed Securities GNII ET DN1309 C 549300M8ZYFG0OCMTT87 3618M3N27 2065-10-20 7.000000 0.00 25135680.00 23623376.23 Agency Mortgage-Backed Securities GNCL CL CZ7777 549300M8ZYFG0OCMTT87 3618GKUA0 2066-03-15 5.650000 0.00 3421480.00 3389432.14 Agency Mortgage-Backed Securities GNII SF DC0128 C 549300M8ZYFG0OCMTT87 3618HED95 2054-05-20 6.000000 0.00 1781776.00 1342172.36 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 200000.00 133645.74 Agency Mortgage-Backed Securities GNPL LM CC2600 549300M8ZYFG0OCMTT87 3617V03H4 2060-12-15 3.250000 0.00 81599.00 71197.09 Agency Mortgage-Backed Securities GNII SF DM7896 C 549300M8ZYFG0OCMTT87 3618LXXZ8 2055-10-20 6.500000 0.00 1064470.00 943819.71 Agency Mortgage-Backed Securities GNII SF MA8201 M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 32209000.00 21572816.32 Agency Mortgage-Backed Securities GNII SF DM3849 C 549300M8ZYFG0OCMTT87 3618LTH28 2055-08-20 7.000000 0.00 1000592.00 1049490.34 Agency Mortgage-Backed Securities GNII SF BH6407 C 549300M8ZYFG0OCMTT87 3617H4DL2 2031-12-20 5.000000 0.00 1356154.00 183503.48 Agency Mortgage-Backed Securities GNII SF MA8070 M 549300M8ZYFG0OCMTT87 36179W6F0 2037-06-20 1.500000 0.00 382912.00 176426.91 Agency Mortgage-Backed Securities GNII JM MA7869 M 549300M8ZYFG0OCMTT87 36179WW61 2052-02-20 1.500000 0.00 554856.00 319927.05 Agency Mortgage-Backed Securities GNII SF CT8317 C 549300M8ZYFG0OCMTT87 3618BEG23 2053-05-20 6.000000 0.00 1134084.00 806362.15 Agency Mortgage-Backed Securities GNII SF CB4543 C 549300M8ZYFG0OCMTT87 3617UQBL0 2051-04-20 2.500000 0.00 82995.00 54642.01 Agency Mortgage-Backed Securities GNII SF CM4442 C 549300M8ZYFG0OCMTT87 3617YP5B7 2052-06-20 2.500000 0.00 3140532.00 643846.70 Agency Mortgage-Backed Securities GNII ET DG3951 C 549300M8ZYFG0OCMTT87 3618K0L84 2066-02-20 6.000000 0.00 1008794.00 1033073.01 Agency Mortgage-Backed Securities GNII SF DM8072 C 549300M8ZYFG0OCMTT87 3618LX6H8 2056-01-20 5.000000 0.00 2204576.00 2140863.73 Agency Mortgage-Backed Securities GNII SF DN5357 C 549300M8ZYFG0OCMTT87 3618M75S1 2055-11-20 6.000000 0.00 1506102.00 1299415.25 Agency Mortgage-Backed Securities GNII SF DL5981 C 549300M8ZYFG0OCMTT87 3618LHUE3 2055-08-20 7.000000 0.00 1866360.00 1348004.78 Agency Mortgage-Backed Securities GNII SF DD1695 C 549300M8ZYFG0OCMTT87 3618HT3C6 2054-07-20 7.000000 0.00 1721946.00 1808958.24 Agency Mortgage-Backed Securities GNII SF MA8920 M 549300M8ZYFG0OCMTT87 36179X4D5 2037-05-20 6.500000 0.00 216019.00 149367.24 Agency Mortgage-Backed Securities GNII SF DM3005 C 549300M8ZYFG0OCMTT87 3618LSKS9 2055-09-20 6.500000 0.00 704321.00 631299.80 Agency Mortgage-Backed Securities GNII SF BW4522 C 549300M8ZYFG0OCMTT87 3617NWAX0 2035-04-20 6.500000 0.00 2790036.00 880401.57 Agency Mortgage-Backed Securities GNII SF DN7155 C 549300M8ZYFG0OCMTT87 3618M95Q1 2055-11-20 6.000000 0.00 15682512.00 16115642.75 Agency Mortgage-Backed Securities GNII SF DP1875 C 549300M8ZYFG0OCMTT87 3618MGCL8 2056-05-20 5.000000 0.00 2365024.00 2323035.64 Agency Mortgage-Backed Securities GNII ET DR9920 C 549300M8ZYFG0OCMTT87 3618VKAV9 2066-03-20 4.000000 0.00 213260.00 196009.90 Agency Mortgage-Backed Securities GNII SF DK0382 C 549300M8ZYFG0OCMTT87 3618KYM71 2055-06-20 7.000000 0.00 1317394.00 543480.40 Agency Mortgage-Backed Securities GNII SF DK7937 C 549300M8ZYFG0OCMTT87 3618L7ZA8 2055-07-20 6.500000 0.00 827362.00 853241.86 Agency Mortgage-Backed Securities GNII SF DR8261 C 549300M8ZYFG0OCMTT87 3618VHFA7 2056-07-20 6.000000 0.00 1301202.00 1342071.45 Agency Mortgage-Backed Securities GNII SF DS0810 C 549300M8ZYFG0OCMTT87 3618VL3T0 2056-07-20 6.000000 0.00 2912952.00 3002638.88 Agency Mortgage-Backed Securities GNII SF DR4064 C 549300M8ZYFG0OCMTT87 3618VCQR9 2056-05-20 5.000000 0.00 1362628.00 1343307.64 Agency Mortgage-Backed Securities GNII SF DL6977 C 549300M8ZYFG0OCMTT87 3618LJXE6 2056-07-20 6.500000 0.00 1022490.00 1073054.86 Agency Mortgage-Backed Securities GNII SF DJ8368 C 549300M8ZYFG0OCMTT87 3618KVJM8 2055-06-20 7.500000 0.00 2421980.00 1975083.26 Agency Mortgage-Backed Securities GNII SF DL0549 C 549300M8ZYFG0OCMTT87 3618LBTE8 2055-09-20 6.500000 0.00 3762476.00 3474011.73 Agency Mortgage-Backed Securities GNII SF DJ3197 C 549300M8ZYFG0OCMTT87 3618KPRS9 2055-08-20 6.500000 0.00 4098260.00 3742345.30 Agency Mortgage-Backed Securities GNII SF 004223 M 549300M8ZYFG0OCMTT87 36202EVQ9 2038-08-20 6.500000 0.00 1015000.00 11645.65 Agency Mortgage-Backed Securities GNII SF BC9322 C 549300M8ZYFG0OCMTT87 3617BDLB1 2047-10-20 3.500000 0.00 508924.00 15873.14 Agency Mortgage-Backed Securities GNII SF DK5764 C 549300M8ZYFG0OCMTT87 3618L5MM0 2055-07-20 6.500000 0.00 5807272.00 4814523.83 Agency Mortgage-Backed Securities GNII SF DK6598 C 549300M8ZYFG0OCMTT87 3618L6KK4 2055-06-20 7.000000 0.00 3891884.00 1341969.19 Agency Mortgage-Backed Securities GNII SF AR8429 C 549300M8ZYFG0OCMTT87 36193FLJ4 2037-05-20 5.500000 0.00 6180360.00 634589.52 Agency Mortgage-Backed Securities GNII SF DK6585 C 549300M8ZYFG0OCMTT87 3618L6J67 2055-07-20 7.000000 0.00 4182720.00 1961337.47 Agency Mortgage-Backed Securities GNII SF DL3100 C 549300M8ZYFG0OCMTT87 3618LENR9 2055-08-20 6.500000 0.00 1924156.00 1984016.92 Agency Mortgage-Backed Securities GNII SF DS0814 C 549300M8ZYFG0OCMTT87 3618VL3X1 2056-07-20 6.000000 0.00 2760684.00 2845690.98 Agency Mortgage-Backed Securities GNII SF DR6257 C 549300M8ZYFG0OCMTT87 3618VE5S6 2056-06-20 5.500000 0.00 1402512.00 1399796.46 Agency Mortgage-Backed Securities GNII SF DK6444 C 549300M8ZYFG0OCMTT87 3618L6ER6 2055-07-20 7.000000 0.00 4440096.00 3385648.24 Agency Mortgage-Backed Securities GNII SF MA8612 M 549300M8ZYFG0OCMTT87 36179XR99 2037-02-20 3.000000 0.00 315912.00 178624.52 Agency Mortgage-Backed Securities GNII SF MA8132 M 549300M8ZYFG0OCMTT87 36179XA97 2034-08-20 7.000000 0.00 53475.00 12783.85 Agency Mortgage-Backed Securities GNII ET DR5684 C 549300M8ZYFG0OCMTT87 3618VEJ51 2066-05-20 5.500000 0.00 2959276.00 2962726.20 Agency Mortgage-Backed Securities GNII SF AR4870 C 549300M8ZYFG0OCMTT87 36193BMT0 2046-03-20 4.000000 0.00 5796672.00 725255.33 Agency Mortgage-Backed Securities GNII ET DR1524 C 549300M8ZYFG0OCMTT87 3618V9VR0 2066-03-20 6.000000 0.00 64965888.00 65454087.53 Agency Mortgage-Backed Securities GNPL PN DJ8031 549300M8ZYFG0OCMTT87 3618KU4Q7 2060-09-15 4.530000 0.00 226120.00 214644.89 Agency Mortgage-Backed Securities GNII ET DK8082 C 549300M8ZYFG0OCMTT87 3618L76T9 2065-07-20 3.000000 0.00 411450.00 355420.69 Agency Mortgage-Backed Securities GNII SF 004040 M 549300M8ZYFG0OCMTT87 36202EPZ6 2037-10-20 6.500000 0.00 4700000.00 44116.50 Agency Mortgage-Backed Securities GNII SF DJ1773 C 549300M8ZYFG0OCMTT87 3618KM6J9 2055-03-20 7.000000 0.00 8754784.00 4607902.55 Agency Mortgage-Backed Securities GNII SF DG9214 C 549300M8ZYFG0OCMTT87 3618K6GX2 2055-02-20 7.000000 0.00 2907092.00 1458817.81 Agency Mortgage-Backed Securities GNII SF DL3636 C 549300M8ZYFG0OCMTT87 3618LFBD0 2055-09-20 6.500000 0.00 930457.00 791943.10 Agency Mortgage-Backed Securities GNII SF CP7523 C 549300M8ZYFG0OCMTT87 3617FXLC1 2052-09-20 5.500000 0.00 5733704.00 5340903.82 Agency Mortgage-Backed Securities GNII SF DR9445 C 549300M8ZYFG0OCMTT87 3618VJP61 2056-04-20 6.000000 0.00 3493456.00 3589004.35 Agency Mortgage-Backed Securities GNII SF DS3728 C 549300M8ZYFG0OCMTT87 3618VQD92 2056-05-20 6.000000 0.00 4497664.00 4708931.48 Agency Mortgage-Backed Securities GNII SF DG9315 C 549300M8ZYFG0OCMTT87 3618K6K41 2055-01-20 7.000000 0.00 1390616.00 1084409.10 Agency Mortgage-Backed Securities GNPL PN DC7235 549300M8ZYFG0OCMTT87 3618HNBC0 2060-03-15 5.820000 0.00 77752.00 79834.81 Agency Mortgage-Backed Securities GNII SF DR9285 C 549300M8ZYFG0OCMTT87 3618VJJ68 2056-05-20 6.500000 0.00 1161722.00 1217072.70 Agency Mortgage-Backed Securities GNII SF DS4480 C 549300M8ZYFG0OCMTT87 3618VQ6R0 2056-06-20 6.000000 0.00 1886612.00 1975871.75 Agency Mortgage-Backed Securities GNII SF DJ1826 C 549300M8ZYFG0OCMTT87 3618KNA37 2055-04-20 7.000000 0.00 1053350.00 1093864.66 Agency Mortgage-Backed Securities GNII SF DR9782 C 549300M8ZYFG0OCMTT87 3618VJ2P4 2056-06-20 6.000000 0.00 1207336.00 1243343.54 Agency Mortgage-Backed Securities GNII ET DL6750 C 549300M8ZYFG0OCMTT87 3618LJQB0 2065-09-20 4.500000 0.00 530487.00 497167.23 Agency Mortgage-Backed Securities GNII SF DR9282 C 549300M8ZYFG0OCMTT87 3618VJJ35 2056-05-20 6.500000 0.00 1026954.00 1077863.14 Agency Mortgage-Backed Securities GNII SF DR9217 C 549300M8ZYFG0OCMTT87 3618VJG20 2056-04-20 6.000000 0.00 1071338.00 1126139.88 Agency Mortgage-Backed Securities GNMI SF BC8602 X 549300M8ZYFG0OCMTT87 3617BCRX9 2047-09-15 3.000000 0.00 677731.00 278449.61 Agency Mortgage-Backed Securities GNII SF DL8042 C 549300M8ZYFG0OCMTT87 3618LK5B0 2055-09-20 6.500000 0.00 683995.00 502538.01 Agency Mortgage-Backed Securities GNII SF DR1254 C 549300M8ZYFG0OCMTT87 3618V9MB5 2056-05-20 5.000000 0.00 1302418.00 1275146.63 Agency Mortgage-Backed Securities GNII SF DO6886 C 549300M8ZYFG0OCMTT87 3618V3UK9 2056-06-20 5.000000 0.00 2037900.00 1998792.40 Agency Mortgage-Backed Securities GNII SF DS0635 C 549300M8ZYFG0OCMTT87 3618VLV44 2056-06-20 3.500000 0.00 27321280.00 23759090.18 Agency Mortgage-Backed Securities GNII SF DF1599 C 549300M8ZYFG0OCMTT87 3618JJX41 2054-10-20 7.000000 0.00 2212968.00 1180022.02 Agency Mortgage-Backed Securities GNII SF DR6301 C 549300M8ZYFG0OCMTT87 3618VFAA6 2056-04-20 6.000000 0.00 2021090.00 2092986.78 Agency Mortgage-Backed Securities GNII SF DS2079 C 549300M8ZYFG0OCMTT87 3618VNJY8 2056-06-20 6.000000 0.00 1715220.00 1805316.61 Agency Mortgage-Backed Securities GNII SF DS3729 C 549300M8ZYFG0OCMTT87 3618VQEA8 2056-05-20 6.000000 0.00 16983008.00 17789029.88 Agency Mortgage-Backed Securities GNII SF 635171 C 549300M8ZYFG0OCMTT87 36291QT46 2047-02-20 3.000000 0.00 5454976.00 2217879.92 Agency Mortgage-Backed Securities GNII SF DS2044 C 549300M8ZYFG0OCMTT87 3618VNHV6 2056-05-20 6.000000 0.00 373736.00 391455.68 Agency Mortgage-Backed Securities GNII SF DG7337 C 549300M8ZYFG0OCMTT87 3618K4EJ0 2055-03-20 7.000000 0.00 2470324.00 2604389.23 Agency Mortgage-Backed Securities GNII SF DH4866 C 549300M8ZYFG0OCMTT87 3618KDMP7 2055-06-20 6.500000 0.00 704382.00 483395.99 Agency Mortgage-Backed Securities GNII SF DR9284 C 549300M8ZYFG0OCMTT87 3618VJJ50 2056-05-20 6.500000 0.00 1354652.00 1419191.18 Agency Mortgage-Backed Securities GNPL PN DF9973 549300M8ZYFG0OCMTT87 3618JUCJ6 2059-11-15 4.980000 0.00 50963.00 49783.71 Agency Mortgage-Backed Securities GNII SF DR1906 C 549300M8ZYFG0OCMTT87 3618VADK2 2056-06-20 6.000000 0.00 4549472.00 4676500.14 Agency Mortgage-Backed Securities GNPL PN DC7221 549300M8ZYFG0OCMTT87 3618HNAW7 2060-02-15 5.310000 0.00 32909.00 32749.33 Agency Mortgage-Backed Securities GNII SF 711773 C 549300M8ZYFG0OCMTT87 36297GXA3 2033-06-20 3.500000 0.00 2817308.00 703380.12 Agency Mortgage-Backed Securities GNII SF DP9784 C 549300M8ZYFG0OCMTT87 3618MQ2R4 2056-02-20 5.500000 0.00 1257458.00 1158661.84 Agency Mortgage-Backed Securities GNII SF DS8601 C 549300M8ZYFG0OCMTT87 3618VVRW5 2056-06-20 5.000000 0.00 3931784.00 3854045.22 Agency Mortgage-Backed Securities GNII SF DJ2829 C 549300M8ZYFG0OCMTT87 3618KPEA2 2055-06-20 6.500000 0.00 3117860.00 2686297.04 Agency Mortgage-Backed Securities GNII SF DS7331 C 549300M8ZYFG0OCMTT87 3618VUEC5 2056-07-20 6.000000 0.00 1707786.00 1780452.29 Agency Mortgage-Backed Securities GNII SF DR8269 C 549300M8ZYFG0OCMTT87 3618VHFJ8 2056-04-20 6.000000 0.00 1119688.00 1150858.69 Agency Mortgage-Backed Securities GNII SF DR9936 C 549300M8ZYFG0OCMTT87 3618VKBD8 2056-07-20 5.500000 0.00 1498676.00 1518959.58 Agency Mortgage-Backed Securities GNII SF DS9416 C 549300M8ZYFG0OCMTT87 3618VWN98 2056-06-20 6.000000 0.00 1062008.00 1099563.79 Agency Mortgage-Backed Securities GNII SF DP9762 C 549300M8ZYFG0OCMTT87 3618MQZ31 2056-02-20 6.000000 0.00 226966.00 236390.23 Agency Mortgage-Backed Securities GNII SF DP8730 C 549300M8ZYFG0OCMTT87 3618MPVX1 2056-01-20 4.500000 0.00 3264712.00 3069448.28 Agency Mortgage-Backed Securities GNII ET DQ2466 C 549300M8ZYFG0OCMTT87 3618MUW35 2066-02-20 6.500000 0.00 1582270.00 1647048.69 Agency Mortgage-Backed Securities GNMI SF 757379 X 549300M8ZYFG0OCMTT87 36230SFU3 2046-07-15 2.500000 0.00 2403020.00 1140312.85 Agency Mortgage-Backed Securities GNII ET DQ0557 C 549300M8ZYFG0OCMTT87 3618MSTN0 2065-11-20 5.500000 0.00 469477.00 469507.91 Agency Mortgage-Backed Securities GNII SF DT5958 C 549300M8ZYFG0OCMTT87 3618W5TP4 2056-06-20 6.000000 0.00 34540160.00 35459651.06 Agency Mortgage-Backed Securities GNII SF AU6347 C 549300M8ZYFG0OCMTT87 36194UBQ5 2046-09-20 3.000000 0.00 2013380.00 416172.73 Agency Mortgage-Backed Securities GNII SF DT7675 C 549300M8ZYFG0OCMTT87 3618W7Q40 2056-07-20 6.000000 0.00 8255952.00 8510177.53 Agency Mortgage-Backed Securities GNII SF DS9569 C 549300M8ZYFG0OCMTT87 3618VWT27 2056-06-20 6.500000 0.00 227335.00 239022.25 Agency Mortgage-Backed Securities GNMI SF AY8218 X 549300M8ZYFG0OCMTT87 36196YDX8 2047-01-15 4.000000 0.00 94571.00 10743.99 Agency Mortgage-Backed Securities GNII SF DT5944 C 549300M8ZYFG0OCMTT87 3618W5S91 2056-06-20 6.000000 0.00 21971296.00 22831515.06 Agency Mortgage-Backed Securities GNII SF DT8782 C 549300M8ZYFG0OCMTT87 3618W8XK4 2056-06-20 6.000000 0.00 2142170.00 2208129.56 Agency Mortgage-Backed Securities GNII SF DT6391 C 549300M8ZYFG0OCMTT87 3618W6C47 2056-07-20 5.000000 0.00 1222930.00 1203893.46 Agency Mortgage-Backed Securities GNII SF DT3967 C 549300M8ZYFG0OCMTT87 3618W3MQ4 2056-07-20 5.500000 0.00 5110760.00 5166254.33 Agency Mortgage-Backed Securities GNII ET DT5352 C 549300M8ZYFG0OCMTT87 3618W45M0 2066-05-20 6.500000 0.00 1001064.00 1043345.68 Agency Mortgage-Backed Securities GNII SF DT2996 C 549300M8ZYFG0OCMTT87 3618W2KH8 2056-07-20 6.000000 0.00 1386450.00 1461925.57 Agency Mortgage-Backed Securities GNII SF MB0236 M 549300M8ZYFG0OCMTT87 3618N5HN2 2040-03-20 6.500000 0.00 437912.00 198494.84 Agency Mortgage-Backed Securities GNII SF DQ6225 C 549300M8ZYFG0OCMTT87 3618MY4J3 2056-06-20 6.000000 0.00 295940.00 307676.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7624 B1V7KEBTPIMZEU4LTD58 3140HMPJ7 2048-09-01 4.500000 0.00 13400000.00 2464508.21 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5807 B1V7KEBTPIMZEU4LTD58 3140W6NZ1 2056-05-01 6.000000 0.00 110499000.00 111162943.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3819 B1V7KEBTPIMZEU4LTD58 3140X7G52 2050-08-01 2.500000 0.00 56763000.00 21053464.87 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9683 B1V7KEBTPIMZEU4LTD58 3140QVXM1 2054-12-01 6.500000 0.00 38294000.00 27898530.24 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8068 S6XOOCT0IEG5ABCC6L87 3132DV6D2 2050-06-01 3.000000 0.00 36000.00 8208.51 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1121 S6XOOCT0IEG5ABCC6L87 3132DNG64 2052-06-01 3.500000 0.00 1049310.00 727510.87 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8074 S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3.000000 0.00 752000.00 188386.99 Agency Mortgage-Backed Securities FEPC 02.500 CISB0854 S6XOOCT0IEG5ABCC6L87 3132CW5P5 2037-04-01 2.500000 0.00 1351392.00 753614.77 Agency Mortgage-Backed Securities FEPC 03.000 CLQD5908 S6XOOCT0IEG5ABCC6L87 3133B3R58 2052-02-01 3.000000 0.00 5650104.00 3867582.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQG4632 S6XOOCT0IEG5ABCC6L87 3133C5ED9 2053-06-01 5.500000 0.00 27000000.00 19656828.99 Agency Mortgage-Backed Securities FEPC 06.000 CLQH9446 S6XOOCT0IEG5ABCC6L87 3133CNP71 2054-02-01 6.000000 0.00 1162404.00 887113.36 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2454 S6XOOCT0IEG5ABCC6L87 3133C2WP9 2053-05-01 6.000000 0.00 3524964.00 602166.38 Agency Mortgage-Backed Securities FEPC 04.500 CLQF5668 S6XOOCT0IEG5ABCC6L87 3133BTJM3 2047-10-01 4.500000 0.00 1003420.00 445932.02 Agency Mortgage-Backed Securities FEPC 02.000 CIQN1979 S6XOOCT0IEG5ABCC6L87 3133G8FU0 2035-04-01 2.000000 0.00 1775818.00 374699.29 Agency Mortgage-Backed Securities FEPC 04.500 CLRA1088 S6XOOCT0IEG5ABCC6L87 3133KGF52 2049-07-01 4.500000 0.00 4350000.00 350685.17 Agency Mortgage-Backed Securities FEPC 04.500 CISB8242 S6XOOCT0IEG5ABCC6L87 3132D6EP1 2038-07-01 4.500000 0.00 259000.00 141324.65 Agency Mortgage-Backed Securities 04.000 FGPC D98739 G S6XOOCT0IEG5ABCC6L87 3128E5V89 2031-08-01 4.000000 0.00 38604736.00 817154.39 Agency Mortgage-Backed Securities FMAR 842082 G S6XOOCT0IEG5ABCC6L87 31288RJ33 2055-09-01 6.352000 0.00 42074240.00 35092454.41 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8517 S6XOOCT0IEG5ABCC6L87 3132DWPA5 2055-03-01 6.500000 0.00 154253312.00 82192954.22 Agency Mortgage-Backed Securities FKAR 04.000 WNWN5405 S6XOOCT0IEG5ABCC6L87 3132XLAF2 2031-04-01 4.000000 0.00 61640000.00 60104013.37 Agency Mortgage-Backed Securities FEPC 06.500 3PRE6157 S6XOOCT0IEG5ABCC6L87 3133N3ZW7 2055-01-01 6.500000 0.00 1830778.00 511904.93 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ3004 S6XOOCT0IEG5ABCC6L87 3133CTKR9 2054-08-01 7.000000 0.00 1889010.00 1349255.88 Agency Mortgage-Backed Securities FMAR 1L0142 G S6XOOCT0IEG5ABCC6L87 3128Q2EP4 2035-07-01 6.220000 0.00 24200000.00 165786.18 Agency Mortgage-Backed Securities 03.500 FGPC G08784 G S6XOOCT0IEG5ABCC6L87 3128MJ2S8 2047-10-01 3.500000 0.00 200000.00 22618.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 74634.00 52153.94 Agency Mortgage-Backed Securities FEPC 03.000 CISB8046 S6XOOCT0IEG5ABCC6L87 3132D55F5 2035-05-01 3.000000 0.00 3352000.00 572210.22 Agency Mortgage-Backed Securities FNMS 01.500 CICB2960 B1V7KEBTPIMZEU4LTD58 3140QNJE3 2037-02-01 1.500000 0.00 624316.00 304298.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN2430 B1V7KEBTPIMZEU4LTD58 3140JJVY2 2048-10-01 6.110000 0.00 853665.00 188996.88 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1398 B1V7KEBTPIMZEU4LTD58 3140UGRU8 2056-06-01 6.000000 0.00 1332758.00 1367831.76 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0144 B1V7KEBTPIMZEU4LTD58 3140NUES4 2033-12-01 5.530000 0.00 1729800.00 1802893.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0729 B1V7KEBTPIMZEU4LTD58 3140HRY31 2033-12-01 4.020000 0.00 3841490.00 3665691.89 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1110 S6XOOCT0IEG5ABCC6L87 3133G7GT4 2034-12-01 2.500000 0.00 610000.00 144504.14 Agency Mortgage-Backed Securities FEPC 04.000 CLRA8178 S6XOOCT0IEG5ABCC6L87 3133KQCP9 2052-09-01 4.000000 0.00 712288.00 605611.05 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2134 S6XOOCT0IEG5ABCC6L87 3133KHLP9 2050-02-01 3.500000 0.00 792964.00 191980.88 Agency Mortgage-Backed Securities FEPC 05.000 CIQO6002 S6XOOCT0IEG5ABCC6L87 3133WQU35 2041-08-01 5.000000 0.00 5288280.00 5305592.07 Agency Mortgage-Backed Securities FMAR 840698 G S6XOOCT0IEG5ABCC6L87 31347AX33 2047-03-01 3.804000 0.00 1400000.00 162850.87 Agency Mortgage-Backed Securities GNII SF MB0425 M 549300M8ZYFG0OCMTT87 3618N5PK9 2055-06-20 6.000000 0.00 587371.00 374790.33 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 31917216.00 29984364.29 Agency Mortgage-Backed Securities GNII SF DP7527 C 549300M8ZYFG0OCMTT87 3618MNLG4 2056-02-20 6.000000 0.00 391028.00 403547.47 Agency Mortgage-Backed Securities GNII SF MB0626 M 549300M8ZYFG0OCMTT87 3618N5VU0 2055-09-20 7.000000 0.00 3629336.00 1800501.34 Agency Mortgage-Backed Securities GNII SF MB0173 M 549300M8ZYFG0OCMTT87 3618N5FP9 2034-01-20 1.500000 0.00 47291.00 35128.80 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 126122240.00 116950326.02 Agency Mortgage-Backed Securities GNII SF MA9236 M 549300M8ZYFG0OCMTT87 36179YHM9 2050-06-20 3.000000 0.00 452777.00 289503.14 Agency Mortgage-Backed Securities GNII SF MA9420 M 549300M8ZYFG0OCMTT87 36179YPD0 2052-12-20 4.000000 0.00 2170336.00 1597024.78 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6745 S6XOOCT0IEG5ABCC6L87 3142JVP77 2056-02-01 5.000000 0.00 5014112.00 4879829.72 Agency Mortgage-Backed Securities FEPC 05.500 CLTA7687 S6XOOCT0IEG5ABCC6L87 3142JWRH1 2056-03-01 5.500000 0.00 8769088.00 8793567.50 Agency Mortgage-Backed Securities GNII SF MA9777 M 549300M8ZYFG0OCMTT87 36179Y2J2 2054-06-20 4.500000 0.00 22747360.00 20141209.47 Agency Mortgage-Backed Securities GNII JM MA9476 M 549300M8ZYFG0OCMTT87 36179YQ56 2054-02-20 6.000000 0.00 5000000.00 1028452.60 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 36179VQT0 2050-07-20 3.000000 0.00 147152128.00 36300774.07 Agency Mortgage-Backed Securities GNII SF MA8271 M 549300M8ZYFG0OCMTT87 36179XFL5 2052-09-20 6.000000 0.00 47500000.00 20363285.29 Agency Mortgage-Backed Securities GNII SF MA8804 M 549300M8ZYFG0OCMTT87 36179XX92 2053-02-20 7.000000 0.00 56000.00 14795.54 Agency Mortgage-Backed Securities GNII SF MA9422 M 549300M8ZYFG0OCMTT87 36179YPF5 2054-01-20 5.000000 0.00 2305000.00 1887626.37 Agency Mortgage-Backed Securities GNII SF MA8341 M 549300M8ZYFG0OCMTT87 36179XHS8 2052-08-20 1.500000 0.00 143199.00 100120.16 Agency Mortgage-Backed Securities GNII SF MA5763 M 549300M8ZYFG0OCMTT87 36179UML3 2049-02-20 4.000000 0.00 1500000000.00 107624636.22 Agency Mortgage-Backed Securities GNII SF MA9827 M 549300M8ZYFG0OCMTT87 36179Y4L5 2039-08-20 7.000000 0.00 189877.00 50429.24 Agency Mortgage-Backed Securities GNII SF MA9855 M 549300M8ZYFG0OCMTT87 36179Y5Q3 2054-08-20 7.500000 0.00 1430580.00 252640.72 Agency Mortgage-Backed Securities GNII SF MA8043 M 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 42128832.00 25967510.45 Agency Mortgage-Backed Securities GNII SF MA9330 M 549300M8ZYFG0OCMTT87 36179YLK8 2038-12-20 6.500000 0.00 77990.00 27575.96 Agency Mortgage-Backed Securities GNII SF MA6153 M 549300M8ZYFG0OCMTT87 36179UZS4 2049-08-20 3.000000 0.00 4778480.00 620863.60 Agency Mortgage-Backed Securities GNII SF MA8769 M 549300M8ZYFG0OCMTT87 36179XW69 2038-04-20 4.500000 0.00 132765.00 61710.35 Agency Mortgage-Backed Securities GNII SF MA8875 M 549300M8ZYFG0OCMTT87 36179X2G0 2053-05-20 3.500000 0.00 70000.00 46138.65 Agency Mortgage-Backed Securities FEPC 06.500 CLTA3413 S6XOOCT0IEG5ABCC6L87 3142JRYK7 2055-12-01 6.500000 0.00 1265974.00 1331832.55 Agency Mortgage-Backed Securities GNII SF MA8464 M 549300M8ZYFG0OCMTT87 36179XMM5 2030-10-20 7.000000 0.00 97571.00 57375.62 Agency Mortgage-Backed Securities GNII SF BZ4615 C 549300M8ZYFG0OCMTT87 3617U0DU5 2039-01-20 6.500000 0.00 2573256.00 662209.98 Agency Mortgage-Backed Securities GNII SF DM4204 C 549300M8ZYFG0OCMTT87 3618LTU56 2055-10-20 7.000000 0.00 2217616.00 1131124.40 Agency Mortgage-Backed Securities GNII SF DD4245 C 549300M8ZYFG0OCMTT87 3618HWWE3 2054-10-20 7.000000 0.00 1046596.00 1083224.78 Agency Mortgage-Backed Securities GNII SF DH3948 C 549300M8ZYFG0OCMTT87 3618KCL54 2055-02-20 7.000000 0.00 1029506.00 1076977.83 Agency Mortgage-Backed Securities GNII SF DJ1929 C 549300M8ZYFG0OCMTT87 3618KNEA7 2055-05-20 6.500000 0.00 668835.00 693605.78 Agency Mortgage-Backed Securities GNII SF DG9948 C 549300M8ZYFG0OCMTT87 3618K7BR8 2054-12-20 7.000000 0.00 1629392.00 1687262.86 Agency Mortgage-Backed Securities GNII SF DJ1822 C 549300M8ZYFG0OCMTT87 3618KNAX1 2055-04-20 7.000000 0.00 4290904.00 1274023.59 Agency Mortgage-Backed Securities GNII SF DJ2498 C 549300M8ZYFG0OCMTT87 3618KNX32 2055-08-20 7.000000 0.00 4206784.00 2982997.15 Agency Mortgage-Backed Securities GNII SF MA9360 M 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.500000 0.00 546572.00 462676.90 Agency Mortgage-Backed Securities GNII SF MA7455 M 549300M8ZYFG0OCMTT87 36179WH84 2031-12-20 6.500000 0.00 43047.00 14230.55 Agency Mortgage-Backed Securities GNII SF DJ9246 C 549300M8ZYFG0OCMTT87 3618KWHX4 2055-05-20 7.000000 0.00 2022784.00 1505983.91 Agency Mortgage-Backed Securities GNII SF DJ8294 C 549300M8ZYFG0OCMTT87 3618KVGB5 2055-08-20 7.000000 0.00 2174584.00 2121419.40 Agency Mortgage-Backed Securities GNII SF MA9108 M 549300M8ZYFG0OCMTT87 36179YDM3 2053-08-20 6.500000 0.00 113000.00 41662.58 Agency Mortgage-Backed Securities GNII SF MA9846 M 549300M8ZYFG0OCMTT87 36179Y5F7 2046-10-20 3.000000 0.00 1620936.00 1194207.91 Agency Mortgage-Backed Securities GNII SF DH4873 C 549300M8ZYFG0OCMTT87 3618KDMW2 2055-06-20 6.500000 0.00 691371.00 636651.32 Agency Mortgage-Backed Securities GNPL PN DJ0385 549300M8ZYFG0OCMTT87 3618KLNA1 2061-01-15 5.000000 0.00 424843.00 420299.21 Agency Mortgage-Backed Securities GNII SF DB9969 C 549300M8ZYFG0OCMTT87 3618HDCE7 2054-05-20 6.000000 0.00 1235684.00 1020279.79 Agency Mortgage-Backed Securities GNII ET DN9362 C 549300M8ZYFG0OCMTT87 3618MCMK8 2065-11-20 4.500000 0.00 487290.00 457781.03 Agency Mortgage-Backed Securities GNII SF DC1385 C 549300M8ZYFG0OCMTT87 3618HFRE6 2054-05-20 7.500000 0.00 1865378.00 1986869.99 Agency Mortgage-Backed Securities GNII SF DN6154 C 549300M8ZYFG0OCMTT87 3618M8ZT4 2055-12-20 5.000000 0.00 1691556.00 1648240.99 Agency Mortgage-Backed Securities GNII SF DN5356 C 549300M8ZYFG0OCMTT87 3618M75R3 2055-11-20 6.000000 0.00 2681832.00 2745209.03 Agency Mortgage-Backed Securities GNII SF MA7963 M 549300M8ZYFG0OCMTT87 36179WZ43 2037-04-20 3.000000 0.00 185185.00 88690.36 Agency Mortgage-Backed Securities GNII SF MA7452 M 549300M8ZYFG0OCMTT87 36179WH50 2034-04-20 5.000000 0.00 1284562.00 380010.90 Agency Mortgage-Backed Securities GNII SF MA8562 M 549300M8ZYFG0OCMTT87 36179XQP4 2052-09-20 1.500000 0.00 180350.00 125287.63 Agency Mortgage-Backed Securities GNII SF DQ4543 C 549300M8ZYFG0OCMTT87 3618MXBL2 2056-02-20 6.000000 0.00 12797872.00 13285234.70 Agency Mortgage-Backed Securities GNII SF MA7706 M 549300M8ZYFG0OCMTT87 36179WR34 2051-11-20 3.000000 0.00 9407712.00 5225029.69 Agency Mortgage-Backed Securities GNPL PN DJ5973 549300M8ZYFG0OCMTT87 3618KST69 2060-08-15 6.490000 0.00 476900.00 496178.58 Agency Mortgage-Backed Securities GNII SF DJ9245 C 549300M8ZYFG0OCMTT87 3618KWHW6 2055-05-20 7.000000 0.00 1989918.00 1366651.44 Agency Mortgage-Backed Securities GNII SF DP7805 C 549300M8ZYFG0OCMTT87 3618MNU66 2056-02-20 6.000000 0.00 2035996.00 2123817.33 Agency Mortgage-Backed Securities GNII SF DJ2119 C 549300M8ZYFG0OCMTT87 3618KNK85 2055-05-20 7.000000 0.00 1753246.00 1822117.81 Agency Mortgage-Backed Securities GNII SF MA8264 M 549300M8ZYFG0OCMTT87 36179XFD3 2052-09-20 2.500000 0.00 1431108.00 817399.10 Agency Mortgage-Backed Securities GNII SF MA9421 M 549300M8ZYFG0OCMTT87 36179YPE8 2053-12-20 4.500000 0.00 40000.00 33877.47 Agency Mortgage-Backed Securities GNII SF DK4921 C 549300M8ZYFG0OCMTT87 3618L4PE8 2055-07-20 6.500000 0.00 969610.00 690263.06 Agency Mortgage-Backed Securities GNAR AT 080952 M 549300M8ZYFG0OCMTT87 36225DBW3 2034-06-20 5.625000 0.00 8000000.00 112452.16 Agency Mortgage-Backed Securities GNII SF DR5968 C 549300M8ZYFG0OCMTT87 3618VETZ4 2056-06-20 6.000000 0.00 16648500.00 17143203.44 Agency Mortgage-Backed Securities GNII SF BT9467 C 549300M8ZYFG0OCMTT87 3617MYQU6 2050-04-20 4.000000 0.00 20675040.00 4530257.15 Agency Mortgage-Backed Securities GNII SF MA9300 M 549300M8ZYFG0OCMTT87 36179YKM5 2046-09-20 3.000000 0.00 5004000.00 2995150.99 Agency Mortgage-Backed Securities GNII SF MA9168 M 549300M8ZYFG0OCMTT87 36179YFH2 2053-08-20 4.000000 0.00 8362304.00 6219725.53 Agency Mortgage-Backed Securities GNII SF DN2922 C 549300M8ZYFG0OCMTT87 3618M5G79 2056-02-20 6.000000 0.00 1730496.00 1784206.44 Agency Mortgage-Backed Securities GNII SF DJ2497 C 549300M8ZYFG0OCMTT87 3618KNX24 2055-08-20 7.000000 0.00 1500272.00 1572093.94 Agency Mortgage-Backed Securities GNII SF CE9957 C 549300M8ZYFG0OCMTT87 3617W0B27 2051-10-20 2.500000 0.00 612598.00 420960.64 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 1700000.00 724923.17 Agency Mortgage-Backed Securities GNII SF MA8619 M 549300M8ZYFG0OCMTT87 36179XSG2 2036-06-20 6.500000 0.00 56812.00 34249.07 Agency Mortgage-Backed Securities GNII SF DJ1855 C 549300M8ZYFG0OCMTT87 3618KNBY8 2055-05-20 6.500000 0.00 3023660.00 2104957.23 Agency Mortgage-Backed Securities GNII SF DK0827 C 549300M8ZYFG0OCMTT87 3618KY4L0 2055-07-20 6.500000 0.00 702478.00 696301.64 Agency Mortgage-Backed Securities GNII SF DK4955 C 549300M8ZYFG0OCMTT87 3618L4QG2 2055-08-20 7.000000 0.00 1258024.00 734300.76 Agency Mortgage-Backed Securities GNII SF MA9427 M 549300M8ZYFG0OCMTT87 36179YPL2 2053-12-20 7.500000 0.00 795432.00 145289.32 Agency Mortgage-Backed Securities GNII SF DK2756 C 549300M8ZYFG0OCMTT87 3618L2BZ0 2055-06-20 7.000000 0.00 5404888.00 5402466.99 Agency Mortgage-Backed Securities GNII SF DK7108 C 549300M8ZYFG0OCMTT87 3618L63R8 2055-07-20 6.000000 0.00 2308704.00 1224642.81 Agency Mortgage-Backed Securities GNII SF MA7967 M 549300M8ZYFG0OCMTT87 36179WZ84 2037-07-20 5.000000 0.00 107625.00 67628.04 Agency Mortgage-Backed Securities GNII SF DK6182 C 549300M8ZYFG0OCMTT87 3618L52P5 2055-07-20 6.500000 0.00 720659.00 646763.31 Agency Mortgage-Backed Securities GNII SF AR7646 C 549300M8ZYFG0OCMTT87 36193EP79 2046-02-20 3.500000 0.00 500000.00 79877.57 Agency Mortgage-Backed Securities GNII ET DQ9501 C 549300M8ZYFG0OCMTT87 3618N3RW6 2066-03-20 6.000000 0.00 1748684.00 1791110.73 Agency Mortgage-Backed Securities GNPL PN DJ6842 549300M8ZYFG0OCMTT87 3618KTS76 2060-07-15 5.930000 0.00 2333700.00 2421314.22 Agency Mortgage-Backed Securities GNII SF DR7568 C 549300M8ZYFG0OCMTT87 3618VGMR4 2056-05-20 6.000000 0.00 795340.00 818080.09 Agency Mortgage-Backed Securities GNII SF DK1977 C 549300M8ZYFG0OCMTT87 3618L1FS4 2055-06-20 7.000000 0.00 1231654.00 974185.71 Agency Mortgage-Backed Securities GNII SF DK7577 C 549300M8ZYFG0OCMTT87 3618L7M20 2055-08-20 6.500000 0.00 659618.00 620435.80 Agency Mortgage-Backed Securities GNII SF AQ9175 C 549300M8ZYFG0OCMTT87 36191SFQ9 2045-11-20 3.000000 0.00 13622208.00 2019159.13 Agency Mortgage-Backed Securities GNII SF DL2636 C 549300M8ZYFG0OCMTT87 3618LD4V3 2055-04-20 7.000000 0.00 1999714.00 985064.27 Agency Mortgage-Backed Securities GNII SF DT4861 C 549300M8ZYFG0OCMTT87 3618W4MJ8 2056-06-20 6.000000 0.00 1180816.00 1224607.75 Agency Mortgage-Backed Securities GNII SF DR8211 C 549300M8ZYFG0OCMTT87 3618VHDQ4 2056-06-20 6.000000 0.00 1378408.00 1420379.96 Agency Mortgage-Backed Securities GNII SF DT3555 C 549300M8ZYFG0OCMTT87 3618W25Q5 2056-07-20 5.500000 0.00 2018856.00 2042465.17 Agency Mortgage-Backed Securities GNII SF DT6139 C 549300M8ZYFG0OCMTT87 3618W5ZC6 2056-07-20 6.000000 0.00 10834432.00 11294873.69 Agency Mortgage-Backed Securities GNII SF DF1313 C 549300M8ZYFG0OCMTT87 3618JJN67 2054-09-20 4.500000 0.00 1278170.00 1183798.54 Agency Mortgage-Backed Securities GNII SF DR5249 C 549300M8ZYFG0OCMTT87 3618VDZN6 2056-04-20 6.000000 0.00 3465072.00 3606435.46 Agency Mortgage-Backed Securities GNII SF DS8570 C 549300M8ZYFG0OCMTT87 3618VVQX4 2056-06-20 5.000000 0.00 3059668.00 3016656.11 Agency Mortgage-Backed Securities GNII SF DT8105 C 549300M8ZYFG0OCMTT87 3618W8AE3 2056-07-20 5.000000 0.00 3407670.00 3352713.37 Agency Mortgage-Backed Securities GNII SF DT5335 C 549300M8ZYFG0OCMTT87 3618W44U3 2056-07-20 6.000000 0.00 3151804.00 3280741.15 Agency Mortgage-Backed Securities GNII ET DL3899 C 549300M8ZYFG0OCMTT87 3618LFKL2 2065-08-20 4.500000 0.00 163580.00 153408.15 Agency Mortgage-Backed Securities GNII SF DS6120 C 549300M8ZYFG0OCMTT87 3618VSYR5 2056-07-20 5.500000 0.00 1965148.00 2024802.69 Agency Mortgage-Backed Securities GNPL PN DJ5978 549300M8ZYFG0OCMTT87 3618KSUB6 2060-09-15 5.650000 0.00 1643000.00 1667913.61 Agency Mortgage-Backed Securities GNII SF DH6973 C 549300M8ZYFG0OCMTT87 3618KFXA3 2052-03-20 7.000000 0.00 1089976.00 974076.32 Agency Mortgage-Backed Securities GNII SF DS0809 C 549300M8ZYFG0OCMTT87 3618VL3S2 2056-07-20 6.000000 0.00 5004872.00 5158967.00 Agency Mortgage-Backed Securities GNII SF DN6083 C 549300M8ZYFG0OCMTT87 3618M8XL3 2055-11-20 6.500000 0.00 4487616.00 4358099.60 Agency Mortgage-Backed Securities GNII SF DK7329 C 549300M8ZYFG0OCMTT87 3618L7EA1 2055-07-20 7.000000 0.00 1467666.00 1530429.83 Agency Mortgage-Backed Securities GNII SF DK5605 C 549300M8ZYFG0OCMTT87 3618L5GN5 2055-07-20 6.500000 0.00 2702480.00 2803116.83 Agency Mortgage-Backed Securities GNII SF DS1929 C 549300M8ZYFG0OCMTT87 3618VNEA5 2056-06-20 6.000000 0.00 15114288.00 15767352.17 Agency Mortgage-Backed Securities GNMI SF 592626 X 549300M8ZYFG0OCMTT87 36201TLF2 2033-04-15 6.000000 0.00 1909000.00 17662.93 Agency Mortgage-Backed Securities GNII SF BI9603 C 549300M8ZYFG0OCMTT87 3617HKU45 2048-09-20 4.500000 0.00 5905664.00 776098.83 Agency Mortgage-Backed Securities GNII SF DR9765 C 549300M8ZYFG0OCMTT87 3618VJZ60 2056-06-20 6.000000 0.00 1608734.00 1674898.98 Agency Mortgage-Backed Securities GNII SF DL2575 C 549300M8ZYFG0OCMTT87 3618LD2G8 2055-07-20 6.500000 0.00 1181510.00 1005410.69 Agency Mortgage-Backed Securities GNII SF DM9696 C 549300M8ZYFG0OCMTT87 3618M0XZ9 2055-11-20 6.000000 0.00 4873528.00 4865961.47 Agency Mortgage-Backed Securities GNII SF DM9686 C 549300M8ZYFG0OCMTT87 3618M0XP1 2055-11-20 6.000000 0.00 6449336.00 6649699.22 Agency Mortgage-Backed Securities GNMI SF 558897 X 549300M8ZYFG0OCMTT87 36213M3E6 2032-08-15 6.500000 0.00 2000000.00 31278.69 Agency Mortgage-Backed Securities GNII SF DM4747 C 549300M8ZYFG0OCMTT87 3618LUHY5 2055-12-20 5.000000 0.00 1417872.00 1384031.39 Agency Mortgage-Backed Securities GNAR AR 080968 M 549300M8ZYFG0OCMTT87 36225DCE2 2034-07-20 5.375000 0.00 660000.00 5107.16 Agency Mortgage-Backed Securities GNII SF DR9283 C 549300M8ZYFG0OCMTT87 3618VJJ43 2056-05-20 6.500000 0.00 1153598.00 1209834.10 Agency Mortgage-Backed Securities GNII SF DM4913 C 549300M8ZYFG0OCMTT87 3618LUN69 2056-05-20 6.000000 0.00 2858492.00 2943708.05 Agency Mortgage-Backed Securities GNII SF DK9229 C 549300M8ZYFG0OCMTT87 3618L9HE6 2055-07-20 6.500000 0.00 2325636.00 1684162.92 Agency Mortgage-Backed Securities GNII ET DL4684 C 549300M8ZYFG0OCMTT87 3618LGFZ5 2065-08-20 4.500000 0.00 258609.00 242188.52 Agency Mortgage-Backed Securities GNCL CL DM1417 549300M8ZYFG0OCMTT87 3618LQSE6 2068-01-15 5.830000 0.00 1523356.00 1559478.32 Agency Mortgage-Backed Securities GNII SF DN5302 C 549300M8ZYFG0OCMTT87 3618M73K0 2055-11-20 6.500000 0.00 24153792.00 23761589.86 Agency Mortgage-Backed Securities GNII SF DL5175 C 549300M8ZYFG0OCMTT87 3618LGXC6 2055-10-20 6.500000 0.00 1077838.00 740042.11 Agency Mortgage-Backed Securities GNII SF DM4377 C 549300M8ZYFG0OCMTT87 3618LT2J7 2055-09-20 7.000000 0.00 1872352.00 1756865.80 Agency Mortgage-Backed Securities GNII SF DL8258 C 549300M8ZYFG0OCMTT87 3618LLE77 2055-09-20 6.500000 0.00 1235876.00 1070990.23 Agency Mortgage-Backed Securities GNII SF DM7867 C 549300M8ZYFG0OCMTT87 3618LXW48 2055-10-20 6.500000 0.00 1783102.00 1476742.78 Agency Mortgage-Backed Securities GNII SF DL6990 C 549300M8ZYFG0OCMTT87 3618LJXT3 2055-07-20 6.500000 0.00 1490394.00 1379421.25 Agency Mortgage-Backed Securities GNII SF DL4911 C 549300M8ZYFG0OCMTT87 3618LGN45 2055-08-20 6.500000 0.00 997120.00 616776.55 Agency Mortgage-Backed Securities GNPL PN BQ4198 549300M8ZYFG0OCMTT87 3617LNUX0 2061-08-15 3.230000 0.00 49051.00 42536.00 Agency Mortgage-Backed Securities GNII SF BW8883 C 549300M8ZYFG0OCMTT87 3617Q12Q9 2031-05-20 7.000000 0.00 1225350.00 285291.94 Agency Mortgage-Backed Securities GNII SF DL4804 C 549300M8ZYFG0OCMTT87 3618LGKR7 2055-07-20 7.000000 0.00 2530936.00 1486976.13 Agency Mortgage-Backed Securities GNPL PN DF9974 549300M8ZYFG0OCMTT87 3618JUCK3 2059-11-15 4.980000 0.00 37125.00 36265.92 Agency Mortgage-Backed Securities GNII SF DS6025 C 549300M8ZYFG0OCMTT87 3618VSVS6 2056-06-20 6.000000 0.00 1549766.00 1613872.10 Agency Mortgage-Backed Securities GNII SF DL5792 C 549300M8ZYFG0OCMTT87 3618LHNH4 2050-08-20 6.500000 0.00 632208.00 265510.22 Agency Mortgage-Backed Securities GNII SF DS5738 C 549300M8ZYFG0OCMTT87 3618VSLT5 2056-07-20 6.000000 0.00 1322030.00 1384965.24 Agency Mortgage-Backed Securities GNII SF DM3346 C 549300M8ZYFG0OCMTT87 3618LSWF4 2055-08-20 6.500000 0.00 3851176.00 2471090.63 Agency Mortgage-Backed Securities GNII SF DS7084 C 549300M8ZYFG0OCMTT87 3618VT2R8 2056-07-20 6.000000 0.00 10057648.00 10336063.81 Agency Mortgage-Backed Securities GNMI SF 716858 X 549300M8ZYFG0OCMTT87 3620A2MF0 2039-04-15 5.000000 0.00 1025456.00 22608.63 Agency Mortgage-Backed Securities GNII SF DL5796 C 549300M8ZYFG0OCMTT87 3618LHNM3 2050-09-20 6.500000 0.00 1185798.00 602012.62 Agency Mortgage-Backed Securities GNII SF DS9069 C 549300M8ZYFG0OCMTT87 3618VWCE9 2056-06-20 6.000000 0.00 716631.00 737823.26 Agency Mortgage-Backed Securities GNII SF DL3948 C 549300M8ZYFG0OCMTT87 3618LFL56 2055-11-20 6.500000 0.00 2101484.00 2152145.00 Agency Mortgage-Backed Securities GNII SF BY6409 C 549300M8ZYFG0OCMTT87 3617QPDN1 2050-10-20 2.500000 0.00 308890.00 180808.97 Agency Mortgage-Backed Securities GNII SF CA4178 C 549300M8ZYFG0OCMTT87 3617UBUB4 2051-09-20 3.000000 0.00 1653974.00 486195.07 Agency Mortgage-Backed Securities GNII SF BY6449 C 549300M8ZYFG0OCMTT87 3617QPEW0 2045-11-20 3.000000 0.00 323465.00 200350.68 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5213 B1V7KEBTPIMZEU4LTD58 3140ULYK1 2056-07-01 6.000000 0.00 2498744.00 2547459.51 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6184 B1V7KEBTPIMZEU4LTD58 3140X92S3 2051-03-01 2.000000 0.00 80000.00 37375.99 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4736 B1V7KEBTPIMZEU4LTD58 3140XLHN1 2053-05-01 6.500000 0.00 1275000.00 698757.98 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6116 B1V7KEBTPIMZEU4LTD58 31418FYN1 2056-07-01 4.000000 0.00 68601.00 62925.77 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2241 S6XOOCT0IEG5ABCC6L87 3142GSP36 2054-08-01 5.000000 0.00 1813564.00 1558655.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 169000.00 155951.15 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6125 B1V7KEBTPIMZEU4LTD58 31418FYX9 2041-07-01 4.500000 0.00 34507584.00 33649993.59 Agency Mortgage-Backed Securities FNMS 03.500 GLCA2840 B1V7KEBTPIMZEU4LTD58 3140QAEN6 2048-07-01 3.500000 0.00 4430456.00 73117.03 Agency Mortgage-Backed Securities FNMS 02.500 CICB0745 B1V7KEBTPIMZEU4LTD58 3140QKZK7 2036-06-01 2.500000 0.00 2602184.00 1178230.62 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1146 B1V7KEBTPIMZEU4LTD58 3140QLHY5 2051-07-01 3.000000 0.00 25000.00 12526.75 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0303 S6XOOCT0IEG5ABCC6L87 3133W4KQ4 2056-07-01 5.500000 0.00 10121792.00 10143283.93 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5640 B1V7KEBTPIMZEU4LTD58 3138LJHS2 2027-06-01 3.080000 0.00 10267800.00 9519505.71 Agency Mortgage-Backed Securities 04.000 FGPC K91457 G S6XOOCT0IEG5ABCC6L87 3132LMQJ8 2034-01-01 4.000000 0.00 4000000.00 366190.75 Agency Mortgage-Backed Securities FNMS 06.000 NP256091 B1V7KEBTPIMZEU4LTD58 31371MNG8 2035-12-01 6.000000 0.00 80173312.00 159292.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8216 S6XOOCT0IEG5ABCC6L87 3133KQDV5 2052-11-01 6.000000 0.00 1027206.00 618570.36 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.500000 0.00 1982170.00 1556234.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6652 S6XOOCT0IEG5ABCC6L87 3132DUL96 2054-11-01 3.500000 0.00 12593376.00 9988238.98 Agency Mortgage-Backed Securities FEPC 02.500 3PQU8037 S6XOOCT0IEG5ABCC6L87 3133JL4W6 2051-12-01 2.500000 0.00 1384000.00 1006096.11 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5764 S6XOOCT0IEG5ABCC6L87 3133KMMM4 2051-09-01 2.000000 0.00 375000.00 208489.21 Agency Mortgage-Backed Securities FEPC 02.000 CIQN8506 S6XOOCT0IEG5ABCC6L87 3133GFNX9 2036-11-01 2.000000 0.00 117255840.00 62369181.80 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8624 S6XOOCT0IEG5ABCC6L87 3132A9SM0 2031-10-01 2.500000 0.00 73000.00 7713.71 Agency Mortgage-Backed Securities FEPC 01.500 CISB8110 S6XOOCT0IEG5ABCC6L87 3132D6AK6 2036-07-01 1.500000 0.00 414179.00 200100.90 Agency Mortgage-Backed Securities FEPC 06.000 CISB1968 S6XOOCT0IEG5ABCC6L87 3132CYFH8 2040-11-01 6.000000 0.00 16525920.00 17094923.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8050 S6XOOCT0IEG5ABCC6L87 3132DV5K7 2050-03-01 3.000000 0.00 3000000.00 530422.68 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 8955000000.00 8955000000.00 0.0230 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 3.650000% ARP1KGSC8 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1KGSC8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 126000.00 85565.47 Agency Mortgage-Backed Securities 07.000 FGPC G05806 G S6XOOCT0IEG5ABCC6L87 3128M7YB6 2038-12-01 7.000000 0.00 12024.00 459.55 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1717 S6XOOCT0IEG5ABCC6L87 3133CD4A9 2053-10-01 5.500000 0.00 1960160.00 1732085.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4965 S6XOOCT0IEG5ABCC6L87 3133BEQS5 2052-06-01 5.000000 0.00 1000.00 799.68 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EGH24 2036-12-19 2.830000 0.00 1000.00 835.66 Agency Debentures and Agency Strips FEPC 02.500 CLSD3729 S6XOOCT0IEG5ABCC6L87 3132E0EA6 2051-12-01 2.500000 0.00 2275000.00 1559916.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 47.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 5410800.00 5530944.45 U.S. Treasuries (including strips) FEPC 05.000 CLQJ5826 S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 152457.00 126247.78 Agency Mortgage-Backed Securities 07.000 FGPC G60528 G S6XOOCT0IEG5ABCC6L87 31335ASR0 2039-02-01 7.000000 0.00 2977416.00 321769.75 Agency Mortgage-Backed Securities FEPC 07.000 CLQG0709 S6XOOCT0IEG5ABCC6L87 3133C0YE6 2053-04-01 7.000000 0.00 2022.00 304.68 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5321 S6XOOCT0IEG5ABCC6L87 3133B24E6 2052-01-01 2.000000 0.00 5283000.00 3110954.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8353 B1V7KEBTPIMZEU4LTD58 3140B9H77 2055-05-01 5.500000 0.00 1001.00 859.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2498 B1V7KEBTPIMZEU4LTD58 3140BEX45 2055-06-01 6.500000 0.00 1000.00 652.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0414 B1V7KEBTPIMZEU4LTD58 3140QKN87 2051-05-01 2.500000 0.00 17308251.00 9373233.24 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ4850 B1V7KEBTPIMZEU4LTD58 3140Q0L83 2035-09-01 4.420000 0.00 13475875.00 13088744.55 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3113 B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 322810.00 198156.95 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ4860 B1V7KEBTPIMZEU4LTD58 3140Q0MJ8 2035-09-01 4.665000 0.00 1767.00 1747.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6823 B1V7KEBTPIMZEU4LTD58 3140A7SM7 2056-04-01 5.500000 0.00 978070.00 979568.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDC3912 B1V7KEBTPIMZEU4LTD58 3140ARK25 2054-10-01 5.500000 0.00 1001.00 903.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6639 B1V7KEBTPIMZEU4LTD58 3140JPLV5 2049-05-01 5.000000 0.00 1000.00 219.23 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2375 B1V7KEBTPIMZEU4LTD58 3140W2T92 2055-07-01 6.000000 0.00 1000.00 806.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3485 B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 6431136.00 6010614.98 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6550 B1V7KEBTPIMZEU4LTD58 3140QSH46 2053-06-01 6.500000 0.00 534082.00 305026.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2531 B1V7KEBTPIMZEU4LTD58 3140U5Y59 2056-02-01 5.500000 0.00 9000.00 9001.52 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5153 B1V7KEBTPIMZEU4LTD58 3140QQWP6 2052-11-01 6.500000 0.00 1019.00 690.58 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 6082280.00 4135853.83 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6053 B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5.000000 0.00 7902724.00 5198184.54 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.500000 0.00 1000.00 564.31 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.500000 0.00 25003.00 15164.87 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2.000000 0.00 152000.00 95225.09 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0746 B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.500000 0.00 3401076.00 95410.73 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 1000.00 701.97 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 1361625.00 867431.12 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.500000 0.00 1000.00 703.31 Agency Mortgage-Backed Securities FNMS 06.500 CLMA4895 B1V7KEBTPIMZEU4LTD58 31418ENM8 2053-01-01 6.500000 0.00 992000.00 410069.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1428 B1V7KEBTPIMZEU4LTD58 3140Y7SS8 2055-11-01 5.000000 0.00 7254288.00 6862275.26 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 97203.00 67408.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5496 B1V7KEBTPIMZEU4LTD58 31418FDA2 2054-10-01 5.000000 0.00 1572855.00 1292194.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6978 S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 19280337.00 19437105.15 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 234999.00 201615.40 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0109 S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 96481961.00 90389910.04 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2653 S6XOOCT0IEG5ABCC6L87 3142JQ5P0 2056-01-01 5.500000 0.00 3000.00 2877.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6348 B1V7KEBTPIMZEU4LTD58 3140XNBS2 2050-09-01 4.500000 0.00 1561000.00 1094091.71 Agency Mortgage-Backed Securities GNII SF CB8590 C 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.500000 0.00 2394133.00 1354674.34 Agency Mortgage-Backed Securities GNII RG CE4962 C 549300M8ZYFG0OCMTT87 3617VTQP8 2050-02-20 5.500000 0.00 1697806.00 634018.32 Agency Mortgage-Backed Securities GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4.000000 0.00 1314695.00 770039.95 Agency Mortgage-Backed Securities GNII SF DJ4780 C 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.500000 0.00 24070.00 25853.13 Agency Mortgage-Backed Securities GNII SF DJ4782 C 549300M8ZYFG0OCMTT87 3618KRJ39 2055-04-20 7.500000 0.00 1882214.00 1770774.58 Agency Mortgage-Backed Securities GNII ET DS2615 C 549300M8ZYFG0OCMTT87 3618VN3Y5 2066-04-20 6.000000 0.00 1255584.00 1286248.55 Agency Mortgage-Backed Securities GNRA 2026-082 HF 549300M8ZYFG0OCMTT87 38385SFG3 2056-05-20 4.721400 0.00 19133480.00 19007129.33 Agency Collateralized Mortgage Obligation GNRM 2026-089 BT 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 8499862.00 8097967.75 Agency Collateralized Mortgage Obligation GNII SF DL8136 C 549300M8ZYFG0OCMTT87 3618LLBD7 2055-08-20 7.000000 0.00 397185.00 417050.94 Agency Mortgage-Backed Securities GNII ET DL3451 C 549300M8ZYFG0OCMTT87 3618LEZQ8 2065-08-20 7.000000 0.00 12388723.00 7754830.91 Agency Mortgage-Backed Securities GNII SF DQ1252 C 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 1000.00 1037.42 Agency Mortgage-Backed Securities GNII SF DP7965 C 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 9829.00 10361.08 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 1016.00 577.18 Agency Mortgage-Backed Securities GNII SF MA5930 M 549300M8ZYFG0OCMTT87 36179UST0 2049-05-20 3.500000 0.00 2723011.00 238505.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7046 S6XOOCT0IEG5ABCC6L87 3142GXZL4 2056-07-01 5.500000 0.00 53596081.00 53729928.26 Agency Mortgage-Backed Securities FEPC 05.000 CLTA1943 S6XOOCT0IEG5ABCC6L87 3142JQER6 2056-01-01 5.000000 0.00 234000.00 227348.54 Agency Mortgage-Backed Securities GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.500000 0.00 2363.00 1614.57 Agency Mortgage-Backed Securities GNII SF MA7704 M 549300M8ZYFG0OCMTT87 36179WRZ3 2051-11-20 2.000000 0.00 3958917.00 2176125.75 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4.000000 0.00 1059.00 721.04 Agency Mortgage-Backed Securities GNII SF DQ5897 C 549300M8ZYFG0OCMTT87 3618MYRS8 2056-03-20 6.500000 0.00 2486088.00 2599691.87 Agency Mortgage-Backed Securities GNII SF DQ1226 C 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6.000000 0.00 5212.00 5352.40 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 1010.00 881.20 Agency Mortgage-Backed Securities GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.500000 0.00 1270874.00 1201643.94 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5309 S6XOOCT0IEG5ABCC6L87 3133LP3S4 2036-07-01 4.500000 0.00 2000.00 1987.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8086 S6XOOCT0IEG5ABCC6L87 3133WE6X3 2054-06-01 5.500000 0.00 1003.00 857.70 Agency Mortgage-Backed Securities MNAR XX.XXX HY109645 B1V7KEBTPIMZEU4LTD58 313637WE6 2030-09-01 3.730000 0.00 6049241.00 5844433.86 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3988 S6XOOCT0IEG5ABCC6L87 3133KKND7 2050-11-01 2.500000 0.00 8332273.00 3377459.97 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-108 A-2 20300325 1.5 S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 2021.00 1826.15 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB9599 B1V7KEBTPIMZEU4LTD58 3140AKUZ6 2054-08-01 6.500000 0.00 4406700.00 4004130.72 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4451 B1V7KEBTPIMZEU4LTD58 3140BG5M1 2055-06-01 7.500000 0.00 50896.00 54909.05 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4783 B1V7KEBTPIMZEU4LTD58 3140LFJ54 2032-02-01 2.240000 0.00 2504320.00 2207161.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5036 B1V7KEBTPIMZEU4LTD58 3140B5S24 2055-04-01 5.500000 0.00 1000.00 989.82 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9774 B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 1000.00 1043.03 Agency Mortgage-Backed Securities FNMS 06.500 CLDE3704 B1V7KEBTPIMZEU4LTD58 3140BGDJ9 2055-08-01 6.500000 0.00 4530899.00 4181141.01 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2927 B1V7KEBTPIMZEU4LTD58 3140LDHD4 2033-09-01 1.820000 0.00 15970384.00 13220550.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9627 B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6.000000 0.00 1434913.00 1238455.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDE1755 B1V7KEBTPIMZEU4LTD58 3140BD5R7 2055-06-01 5.500000 0.00 2476855.00 2382018.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2099 B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 1000.00 738.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAV8744 B1V7KEBTPIMZEU4LTD58 3138XLWE8 2044-02-01 4.500000 0.00 2006.00 288.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2951 B1V7KEBTPIMZEU4LTD58 3140U6H56 2056-04-01 5.000000 0.00 2573898.00 2509571.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6736 B1V7KEBTPIMZEU4LTD58 3140UAPW9 2056-04-01 5.500000 0.00 226429.00 226483.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1596 B1V7KEBTPIMZEU4LTD58 3140UGX23 2056-06-01 5.500000 0.00 3172544.00 3187405.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDG6860 B1V7KEBTPIMZEU4LTD58 3140UATS4 2056-04-01 6.500000 0.00 1000.00 1038.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6536 B1V7KEBTPIMZEU4LTD58 3140QSHN4 2053-06-01 6.000000 0.00 1000.00 709.45 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6642 B1V7KEBTPIMZEU4LTD58 3140QSLY5 2053-06-01 5.500000 0.00 47245.00 34308.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 B1V7KEBTPIMZEU4LTD58 3140QMH80 2051-11-01 2.000000 0.00 1000.00 567.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3615 B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 0.00 16051845.00 10769295.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 B1V7KEBTPIMZEU4LTD58 3140NLVQ9 2053-06-01 5.000000 0.00 268288.00 195986.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2255 B1V7KEBTPIMZEU4LTD58 3140LCQH7 2036-06-01 2.300000 0.00 4742000.00 3877254.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3121 B1V7KEBTPIMZEU4LTD58 3140MGPF2 2052-03-01 3.000000 0.00 44860.00 29190.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.500000 0.00 770209.00 538219.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2275 S6XOOCT0IEG5ABCC6L87 3132DPQ43 2053-01-01 5.500000 0.00 101000.00 66701.51 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 79000.00 42034.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1579 S6XOOCT0IEG5ABCC6L87 3132DNXG3 2052-09-01 5.500000 0.00 799000.00 535322.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1465 S6XOOCT0IEG5ABCC6L87 3132DNTW3 2052-08-01 5.000000 0.00 16407.00 11550.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0193 S6XOOCT0IEG5ABCC6L87 3132ACGA2 2047-12-01 3.500000 0.00 1002.00 265.44 Agency Mortgage-Backed Securities 04.500 FGPC C03504 G S6XOOCT0IEG5ABCC6L87 31292K3M7 2040-06-01 4.500000 0.00 29431.00 1566.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8790 S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 94460.00 65561.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2891 S6XOOCT0IEG5ABCC6L87 3132DQF84 2053-05-01 5.500000 0.00 979360.00 729355.24 Agency Mortgage-Backed Securities 03.500 FGPC Q40718 G S6XOOCT0IEG5ABCC6L87 3132WDYQ1 2046-05-01 3.500000 0.00 1308.00 141.54 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 23948.00 16828.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8453 S6XOOCT0IEG5ABCC6L87 3132DWMA8 2054-08-01 5.500000 0.00 5554000.00 3906050.83 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1274 S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.500000 0.00 2369660.00 1476829.32 Agency Mortgage-Backed Securities 05.500 FGPC A61537 G S6XOOCT0IEG5ABCC6L87 3128KRV68 2036-10-01 5.500000 0.00 1205.00 36.07 Agency Mortgage-Backed Securities FNMS 07.500 CLDB0546 B1V7KEBTPIMZEU4LTD58 3140A9TC4 2054-02-01 7.500000 0.00 1000.00 749.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1317 S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 6717.00 4692.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5634 S6XOOCT0IEG5ABCC6L87 3133BTHK9 2053-01-01 5.500000 0.00 4334480.00 2916126.28 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8224 S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.500000 0.00 1084.00 715.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5350 B1V7KEBTPIMZEU4LTD58 3140U85L0 2056-05-01 5.000000 0.00 9244553.00 8895154.64 Agency Mortgage-Backed Securities FNMS 07.000 CLDG3912 B1V7KEBTPIMZEU4LTD58 3140U7K27 2056-02-01 7.000000 0.00 232669.00 205794.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5385 B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5.000000 0.00 37057408.00 35234081.88 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6306 B1V7KEBTPIMZEU4LTD58 3140Q2AG3 2031-01-01 4.090000 0.00 1897022.00 1861358.62 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4128 B1V7KEBTPIMZEU4LTD58 3140QBSS8 2049-09-01 3.000000 0.00 35957746.00 5737356.89 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3099 B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3.000000 0.00 1000.00 580.79 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5794 B1V7KEBTPIMZEU4LTD58 3140Q1NL0 2032-12-01 4.270000 0.00 1026.00 1001.79 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6738 B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3.000000 0.00 3523548.00 1210011.96 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9138 B1V7KEBTPIMZEU4LTD58 3140LLEL1 2028-07-01 5.460000 0.00 7336822.00 7351136.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3383 B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.500000 0.00 2000.00 1451.69 Agency Mortgage-Backed Securities FNMS 03.500 CTCA4395 B1V7KEBTPIMZEU4LTD58 3140QB3D8 2039-10-01 3.500000 0.00 1001.00 298.83 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ6761 B1V7KEBTPIMZEU4LTD58 3140Q2QP6 2033-08-01 4.330000 0.00 2551.00 2473.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6320 B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.500000 0.00 1008.00 722.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1240 B1V7KEBTPIMZEU4LTD58 3140U4LW7 2056-02-01 5.500000 0.00 1296817.00 977695.15 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9524 B1V7KEBTPIMZEU4LTD58 3140QVSN5 2054-11-01 6.500000 0.00 1024.00 957.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0118 B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1070.00 842.18 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 3140HR3B7 2038-12-01 4.150000 0.00 1937530.00 1587053.03 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM8039 B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 6.030000 0.00 99398.00 98945.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4038 B1V7KEBTPIMZEU4LTD58 3140HVPY4 2034-09-01 2.980000 0.00 2072653.00 1842471.07 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL5691 B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 4757265.00 4686200.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAW3649 B1V7KEBTPIMZEU4LTD58 3138XTBT1 2044-04-01 4.500000 0.00 1572710.00 58941.76 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.916100 0.00 1018.00 494.47 Agency Collateralized Mortgage Obligation MNRM CL009A2 R19M009 B1V7KEBTPIMZEU4LTD58 3136B4VT2 2029-06-25 2.937000 0.00 95000.00 44730.54 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 300.00 252.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 58.53 U.S. Treasuries (including strips) GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 3073.00 3349.11 Agency Mortgage-Backed Securities GNII SF DQ2961 C 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 3000.00 3169.34 Agency Mortgage-Backed Securities GNRA 2023-176 FB 549300M8ZYFG0OCMTT87 38384DQ75 2053-11-20 5.121400 0.00 1721.00 423.66 Agency Collateralized Mortgage Obligation GNRM 2024-051 AC 549300M8ZYFG0OCMTT87 38384KSX0 2054-03-20 5.500000 0.00 1032898.00 1037219.99 Agency Collateralized Mortgage Obligation GNRA 2024-057 EF 549300M8ZYFG0OCMTT87 38384NDQ5 2054-04-20 4.771400 0.00 25000000.00 9627591.18 Agency Collateralized Mortgage Obligation GNII SF DR2949 C 549300M8ZYFG0OCMTT87 3618VBH26 2056-05-20 6.000000 0.00 93083.00 97207.92 Agency Mortgage-Backed Securities GNRA 2023-123 MF 549300M8ZYFG0OCMTT87 38384CQZ5 2053-08-20 4.621400 0.00 3072.00 1466.89 Agency Collateralized Mortgage Obligation GNII SF DJ2658 C 549300M8ZYFG0OCMTT87 3618KN5T6 2055-08-20 6.500000 0.00 1407035.00 1464000.19 Agency Mortgage-Backed Securities GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 3002.00 2626.24 Agency Mortgage-Backed Securities GNRA 2025-064 FA 549300M8ZYFG0OCMTT87 38385EN91 2055-04-20 4.971400 0.00 917618.00 473284.53 Agency Collateralized Mortgage Obligation GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 46160384.00 24303512.97 Agency Mortgage-Backed Securities GNII SF DP1322 C 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.500000 0.00 1004.00 1061.15 Agency Mortgage-Backed Securities GNII SF DP3316 C 549300M8ZYFG0OCMTT87 3618MHVH4 2056-02-20 6.500000 0.00 2063.00 2164.56 Agency Mortgage-Backed Securities GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1000.00 668.23 Agency Mortgage-Backed Securities GNII SF BU8834 C 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4.000000 0.00 2069.00 331.80 Agency Mortgage-Backed Securities GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.500000 0.00 1002.00 402.30 Agency Mortgage-Backed Securities GNII SF CU7817 C 549300M8ZYFG0OCMTT87 3618BRVJ0 2053-11-20 8.000000 0.00 8539880.00 6859791.48 Agency Mortgage-Backed Securities GNII SF BU3071 C 549300M8ZYFG0OCMTT87 3617N4MU5 2050-04-20 5.000000 0.00 4399.00 2671.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6469 B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 1024.00 960.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5829 B1V7KEBTPIMZEU4LTD58 3140W6PP1 2052-07-01 3.000000 0.00 21489608.00 18455177.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1385 B1V7KEBTPIMZEU4LTD58 3140X4RF5 2049-08-01 5.000000 0.00 1000.00 236.65 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9617 B1V7KEBTPIMZEU4LTD58 3140XDVK9 2048-10-01 4.000000 0.00 4037128.00 2062446.23 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2898 B1V7KEBTPIMZEU4LTD58 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 649.85 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4513 B1V7KEBTPIMZEU4LTD58 31418EAP5 2052-01-01 3.000000 0.00 1613148.00 902899.03 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4047 B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2.000000 0.00 1102996.00 438604.55 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.500000 0.00 1000.00 278.69 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 2002.00 822.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1671 B1V7KEBTPIMZEU4LTD58 3140Y72D9 2055-12-01 5.000000 0.00 2032.00 1945.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2232 B1V7KEBTPIMZEU4LTD58 3140Y8PS9 2056-03-01 5.500000 0.00 41719560.00 40559670.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1859 B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.500000 0.00 317435.00 302377.28 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4894 B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6.000000 0.00 17461732.00 8811176.82 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4774 B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3.000000 0.00 2981996.00 1777400.09 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 285520.00 166151.78 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4622 B1V7KEBTPIMZEU4LTD58 31418ED49 2052-06-01 2.000000 0.00 555011.00 356397.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 1000.00 674.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSL5256 S6XOOCT0IEG5ABCC6L87 31427SZW1 2052-07-01 2.500000 0.00 26059240.00 21388703.07 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0204 S6XOOCT0IEG5ABCC6L87 3142GQGN6 2053-11-01 7.000000 0.00 1048.00 602.54 Agency Mortgage-Backed Securities GNRA 2022-010 FB 549300M8ZYFG0OCMTT87 38383GBQ3 2052-01-20 3.000000 0.00 1556.00 882.55 Agency Collateralized Mortgage Obligation GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 1010.00 974.92 Agency Mortgage-Backed Securities GNRA 2023-079 FG 549300M8ZYFG0OCMTT87 38384AZ48 2053-06-20 4.771400 0.00 57803.00 18025.06 Agency Collateralized Mortgage Obligation GNRA 2023-133 NF 549300M8ZYFG0OCMTT87 38384EMX0 2053-09-20 4.921400 0.00 4503.00 1161.99 Agency Collateralized Mortgage Obligation GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 27838545.00 17570968.93 Agency Collateralized Mortgage Obligation GNRM 2024-089 EL 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 16334.00 16421.93 Agency Collateralized Mortgage Obligation GNRA 2024-117 FG 549300M8ZYFG0OCMTT87 38384Q3A4 2054-07-20 4.871400 0.00 3423.00 1431.43 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 12621000.00 12593360.01 U.S. Treasuries (including strips) GNII SP 788238 M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 4883584.00 3974259.57 Agency Mortgage-Backed Securities GNII SF DP8198 C 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 330755.00 339512.77 Agency Mortgage-Backed Securities GNII SF DP7964 C 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 2109.00 2228.46 Agency Mortgage-Backed Securities GNII ET DS4069 C 549300M8ZYFG0OCMTT87 3618VQQW7 2066-05-20 6.000000 0.00 1521872.00 1550420.47 Agency Mortgage-Backed Securities GNII SF DP0883 C 549300M8ZYFG0OCMTT87 3618ME6U0 2056-01-20 7.000000 0.00 2005.00 2143.36 Agency Mortgage-Backed Securities GNII SF BT5018 C 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4.000000 0.00 2046.00 268.63 Agency Mortgage-Backed Securities GNRA 2022-103 MF 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.500000 0.00 13952.00 9128.92 Agency Collateralized Mortgage Obligation GNRA 2024-066 FC 549300M8ZYFG0OCMTT87 38383KUG5 2054-04-20 4.751400 0.00 1309.00 700.75 Agency Collateralized Mortgage Obligation GNRA 2023-082 KF 549300M8ZYFG0OCMTT87 38384AT94 2053-06-20 4.771400 0.00 396028.00 234861.85 Agency Collateralized Mortgage Obligation GNRA 2025-119 BF 549300M8ZYFG0OCMTT87 38381NZG6 2055-07-20 4.721400 0.00 345825.00 265759.38 Agency Collateralized Mortgage Obligation GNRA 2022-178 FC 549300M8ZYFG0OCMTT87 38383US76 2052-10-20 4.921400 0.00 7842.00 5348.05 Agency Collateralized Mortgage Obligation GNRA 2023-022 KF 549300M8ZYFG0OCMTT87 38383VVM7 2053-02-20 4.521400 0.00 1007.00 643.90 Agency Collateralized Mortgage Obligation GNII ET DS4068 C 549300M8ZYFG0OCMTT87 3618VQQV9 2066-05-20 6.000000 0.00 614961.00 629975.49 Agency Mortgage-Backed Securities GNII SF DQ6962 C 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 4105.00 4300.91 Agency Mortgage-Backed Securities GNII SF DQ6959 C 549300M8ZYFG0OCMTT87 3618N0WU0 2056-03-20 6.500000 0.00 37121.00 38821.24 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 2494.00 2168.73 Agency Mortgage-Backed Securities GNII SF DQ7754 C 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 3002.00 3138.39 Agency Mortgage-Backed Securities GNII SF DP0269 C 549300M8ZYFG0OCMTT87 3618MEJN2 2056-01-20 7.500000 0.00 3659.00 3981.30 Agency Mortgage-Backed Securities GNII SF MA9490 M 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 1002.00 348.19 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.500000 0.00 38074.00 24605.00 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 5994240.00 4267471.15 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 31849668.00 20686663.33 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 7954757.00 3392110.40 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 1157.00 536.52 Agency Mortgage-Backed Securities FEPC 06.000 CLTA3760 S6XOOCT0IEG5ABCC6L87 3142JSFA8 2055-12-01 6.000000 0.00 1817708.00 1879899.29 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5127 S6XOOCT0IEG5ABCC6L87 3142GVVV0 2055-10-01 6.000000 0.00 1000.00 862.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3801 S6XOOCT0IEG5ABCC6L87 31426NGK0 2055-05-01 5.500000 0.00 3001.00 2830.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQX4033 S6XOOCT0IEG5ABCC6L87 31425YPT8 2055-01-01 5.500000 0.00 3026502.00 2691386.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAE5432 B1V7KEBTPIMZEU4LTD58 31419GBA1 2040-10-01 4.000000 0.00 1000.00 62.37 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5644 B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 5528235.00 4811732.23 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5.000000 0.00 2000000.00 1460000.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9716 B1V7KEBTPIMZEU4LTD58 3140XDYN0 2051-12-01 2.500000 0.00 2000.00 1131.68 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 B1V7KEBTPIMZEU4LTD58 3140XMQ66 2052-05-01 2.500000 0.00 4585722.00 3065977.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6242 B1V7KEBTPIMZEU4LTD58 3140XM5C6 2053-11-01 6.000000 0.00 1000.00 747.78 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5867 B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 8964464.00 7045030.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6947 B1V7KEBTPIMZEU4LTD58 3140UAWH4 2056-05-01 5.500000 0.00 2000.00 2005.72 Agency Mortgage-Backed Securities 05.500 FGPC G06964 G S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.500000 0.00 47585.00 2568.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1210 S6XOOCT0IEG5ABCC6L87 3132DNKX0 2052-07-01 5.000000 0.00 657877.00 361295.24 Agency Mortgage-Backed Securities FKAR 03.790 WEWE6087 S6XOOCT0IEG5ABCC6L87 3132YBXQ4 2035-09-01 3.790000 0.00 1543010.00 1431047.63 Agency Mortgage-Backed Securities FEPC 07.000 CLQG1305 S6XOOCT0IEG5ABCC6L87 3133C1NW6 2053-04-01 7.000000 0.00 13535.00 14233.45 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7509 S6XOOCT0IEG5ABCC6L87 3132DVKW4 2049-11-01 3.000000 0.00 66554000.00 20582909.42 Agency Mortgage-Backed Securities FMAR 842106 G S6XOOCT0IEG5ABCC6L87 31288RKT4 2043-10-01 6.207000 0.00 2383331.00 2296970.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2909 B1V7KEBTPIMZEU4LTD58 3140BFGT6 2055-07-01 6.500000 0.00 5102777.00 4278175.05 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5224 B1V7KEBTPIMZEU4LTD58 3140BVYW4 2056-01-01 4.500000 0.00 4014799.00 3717770.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0517 B1V7KEBTPIMZEU4LTD58 3140A9SF8 2054-08-01 5.500000 0.00 2009.00 1877.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1985 B1V7KEBTPIMZEU4LTD58 3140APF33 2054-09-01 5.500000 0.00 1052775.00 921428.49 Agency Mortgage-Backed Securities FNMS 07.000 CLDC1016 B1V7KEBTPIMZEU4LTD58 3140ANDW6 2054-08-01 7.000000 0.00 2000.00 1797.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5218 B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.500000 0.00 1006.00 987.35 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 14025529.00 8925084.74 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6074 S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4.000000 0.00 4000.00 2891.25 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137GC3Z4 2056-06-25 4.666100 0.00 80896877.00 78244562.11 Agency Collateralized Mortgage Obligation FNMS 05.000 CT257536 B1V7KEBTPIMZEU4LTD58 31371PBD1 2029-01-01 5.000000 0.00 24998900.00 59738.44 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8122 S6XOOCT0IEG5ABCC6L87 3132DWAX1 2050-12-01 2.500000 0.00 188755.00 81814.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 S6XOOCT0IEG5ABCC6L87 3132DP2K3 2053-03-01 6.000000 0.00 1029.00 660.78 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8348 S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5.000000 0.00 1722047.00 1320029.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0409 S6XOOCT0IEG5ABCC6L87 3133BMN27 2052-09-01 5.000000 0.00 1000.00 777.34 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7216 S6XOOCT0IEG5ABCC6L87 3133C8AR6 2053-07-01 5.000000 0.00 439000.00 354014.69 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8984 B1V7KEBTPIMZEU4LTD58 3138LM6W8 2028-04-01 3.510000 0.00 1000.00 903.35 Agency Mortgage-Backed Securities FNMS 03.595 MLAN7025 B1V7KEBTPIMZEU4LTD58 3138LKYX9 2047-10-01 3.595000 0.00 1000.00 718.02 Agency Mortgage-Backed Securities FEPC 04.000 CLQE0896 S6XOOCT0IEG5ABCC6L87 3133B97H1 2052-04-01 4.000000 0.00 9997000.00 5930881.90 Agency Mortgage-Backed Securities FEPC 04.000 CLQF1743 S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 613419.00 459327.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0895 S6XOOCT0IEG5ABCC6L87 3133BM7G4 2052-10-01 5.000000 0.00 2002.00 1408.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8936 B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.500000 0.00 1215.00 750.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0179 B1V7KEBTPIMZEU4LTD58 3140BQFV8 2055-08-01 5.500000 0.00 238531.00 236034.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3.000000 0.00 2000.00 456.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9064 B1V7KEBTPIMZEU4LTD58 3140BNCA4 2055-09-01 5.500000 0.00 1020.00 1009.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5468 B1V7KEBTPIMZEU4LTD58 3140AFCE4 2054-05-01 6.000000 0.00 1000.00 827.02 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3681 B1V7KEBTPIMZEU4LTD58 3138ELCT8 2040-10-01 6.000000 0.00 1074.00 46.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4949 B1V7KEBTPIMZEU4LTD58 3140BVQB9 2055-11-01 5.500000 0.00 1679472.00 1469782.38 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4310 B1V7KEBTPIMZEU4LTD58 3140BUYG1 2056-02-01 6.500000 0.00 1000.00 795.61 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4314 B1V7KEBTPIMZEU4LTD58 3140BUYL0 2056-02-01 5.000000 0.00 6533971.00 4845365.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6385 B1V7KEBTPIMZEU4LTD58 3140HYCX4 2037-03-01 2.110000 0.00 1000.00 701.42 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7384 B1V7KEBTPIMZEU4LTD58 3140Q3F27 2033-07-01 4.670000 0.00 7782000.00 7736153.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1404680.00 1029658.12 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7351 B1V7KEBTPIMZEU4LTD58 3140QTEZ8 2053-10-01 6.500000 0.00 1200.00 684.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8491 B1V7KEBTPIMZEU4LTD58 3140QUNH5 2054-05-01 5.500000 0.00 1000.00 714.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3647 B1V7KEBTPIMZEU4LTD58 3140QPBR7 2052-05-01 5.000000 0.00 2482372.00 1527600.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5027 B1V7KEBTPIMZEU4LTD58 3140QQSR7 2052-11-01 5.500000 0.00 5716400.00 4091016.47 Agency Mortgage-Backed Securities GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 3032640.00 2908789.97 Agency Mortgage-Backed Securities GNII SF MB0745 M 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 14710071.00 14026164.99 Agency Mortgage-Backed Securities GNII SF DQ0618 C 549300M8ZYFG0OCMTT87 3618MSVK3 2056-02-20 6.500000 0.00 1456.00 1521.37 Agency Mortgage-Backed Securities GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 1558.00 1405.49 Agency Mortgage-Backed Securities GNII SF DQ7230 C 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 1841.00 1932.63 Agency Mortgage-Backed Securities GNII RG CF1395 C 549300M8ZYFG0OCMTT87 3617W2RQ3 2038-08-20 6.000000 0.00 2615.00 1031.78 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 21448.00 19956.91 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 2836.00 2009.13 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 2489.00 2194.22 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 2462544.00 1797727.65 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 16932202.00 16002042.78 Agency Mortgage-Backed Securities GNII SF MB0623 M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 498253.00 440448.69 Agency Mortgage-Backed Securities GNII SF BS6597 C 549300M8ZYFG0OCMTT87 3617MHKJ4 2050-04-20 4.000000 0.00 3624.00 1089.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0690 S6XOOCT0IEG5ABCC6L87 31427MXU0 2054-08-01 6.500000 0.00 9368512.00 7390591.92 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 26838.00 12839.70 Agency Mortgage-Backed Securities FNMS 06.500 CL956942 B1V7KEBTPIMZEU4LTD58 31413VS73 2037-12-01 6.500000 0.00 1680289.00 4985.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 192000.00 164301.14 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4325 B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2.000000 0.00 9416373.00 5183417.56 Agency Mortgage-Backed Securities FNMS 06.000 CL889579 B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 1571143.00 8709.86 Agency Mortgage-Backed Securities GNII SF MA3521 M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.500000 0.00 2577.00 226.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3379 S6XOOCT0IEG5ABCC6L87 31427QXH0 2054-10-01 5.500000 0.00 22302789.00 20742225.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQY4734 S6XOOCT0IEG5ABCC6L87 31426PHL2 2055-05-01 6.500000 0.00 2541499.00 2285688.66 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.500000 0.00 560220.00 465925.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8007 B1V7KEBTPIMZEU4LTD58 3140XP3R8 2054-06-01 5.500000 0.00 1400000.00 1107642.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2239 B1V7KEBTPIMZEU4LTD58 3140Y8PZ3 2056-03-01 5.500000 0.00 19180741.00 18786981.27 Agency Mortgage-Backed Securities FNMS 05.500 CL890061 B1V7KEBTPIMZEU4LTD58 31410KZ23 2036-06-01 5.500000 0.00 25243248.00 622405.21 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0445 B1V7KEBTPIMZEU4LTD58 3140W0P74 2055-01-01 5.500000 0.00 3528987.00 2992266.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0289 B1V7KEBTPIMZEU4LTD58 3140W0KB0 2055-01-01 5.000000 0.00 596000.00 506192.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2767 B1V7KEBTPIMZEU4LTD58 3140W3CD9 2055-09-01 6.000000 0.00 1000.00 945.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFM1056 B1V7KEBTPIMZEU4LTD58 3140X4E69 2049-06-01 5.500000 0.00 9927811.00 2178058.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6732 B1V7KEBTPIMZEU4LTD58 3140QSPS4 2053-06-01 5.000000 0.00 1000.00 810.48 Agency Mortgage-Backed Securities GNRA 2024-013 FD 549300M8ZYFG0OCMTT87 38384GQ78 2054-01-20 4.681400 0.00 2298.00 719.32 Agency Collateralized Mortgage Obligation GNRA 2023-133 KF 549300M8ZYFG0OCMTT87 38384EPK5 2053-09-20 5.021400 0.00 1024.00 250.63 Agency Collateralized Mortgage Obligation GNAR AF MB1159 M 549300M8ZYFG0OCMTT87 3618N6JD0 2056-03-20 5.500000 0.00 256631.00 259082.72 Agency Mortgage-Backed Securities GNRA 2022-148 FA 549300M8ZYFG0OCMTT87 38383YBC5 2052-08-20 4.521400 0.00 34371160.00 23777184.23 Agency Collateralized Mortgage Obligation GNII ET DQ1480 C 549300M8ZYFG0OCMTT87 3618MTUD8 2066-02-20 5.500000 0.00 1093136.00 1093349.43 Agency Mortgage-Backed Securities GNII SF DP6470 C 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.500000 0.00 7000.00 7348.14 Agency Mortgage-Backed Securities GNII ET DQ7760 C 549300M8ZYFG0OCMTT87 3618N1TR9 2066-03-20 6.000000 0.00 589010.00 602963.33 Agency Mortgage-Backed Securities GNII SF DP8154 C 549300M8ZYFG0OCMTT87 3618MPBX3 2056-03-20 6.500000 0.00 2396.00 2529.43 Agency Mortgage-Backed Securities GNII SF DA1869 C 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.500000 0.00 1034.00 729.15 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 1000.00 1046.94 Agency Mortgage-Backed Securities GNII SF DN7332 C 549300M8ZYFG0OCMTT87 3618MAED7 2055-11-20 6.500000 0.00 3026.00 1774.43 Agency Mortgage-Backed Securities GNII SF CU6030 C 549300M8ZYFG0OCMTT87 3618BPVX3 2053-05-20 7.500000 0.00 1000.00 394.79 Agency Mortgage-Backed Securities GNII RG CC3543 C 549300M8ZYFG0OCMTT87 3617V15C1 2045-04-20 4.500000 0.00 1007.00 395.22 Agency Mortgage-Backed Securities GNII SF MA8428 M 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5.000000 0.00 1252.00 865.44 Agency Mortgage-Backed Securities GNII SF MA7533 M 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2.000000 0.00 34295732.00 17763734.49 Agency Mortgage-Backed Securities GNRM 2026-010 AY 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1210.00 1040.74 Agency Collateralized Mortgage Obligation GNRA 2026-047 KF 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.871400 0.00 16755712.00 13853832.48 Agency Collateralized Mortgage Obligation GNRA 2024-132 FD 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.721400 0.00 1295265.00 852375.08 Agency Collateralized Mortgage Obligation GNII ET DI8541 C 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7.000000 0.00 3014.00 2059.26 Agency Mortgage-Backed Securities GNRA 2023-167 FA 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.121400 0.00 2012.00 495.30 Agency Collateralized Mortgage Obligation GNII SF DR1662 C 549300M8ZYFG0OCMTT87 3618V9Z39 2056-04-20 7.000000 0.00 1191321.00 1276756.08 Agency Mortgage-Backed Securities GNII JP 782981 C 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 5821.00 355.85 Agency Mortgage-Backed Securities GNII SF DO6775 C 549300M8ZYFG0OCMTT87 3618V3Q40 2056-01-20 7.000000 0.00 9127.00 9556.03 Agency Mortgage-Backed Securities GNRA 2026-082 FA 549300M8ZYFG0OCMTT87 38385SES8 2056-05-20 4.621400 0.00 35692360.00 35450402.84 Agency Collateralized Mortgage Obligation FEPC 05.500 CLRJ7045 S6XOOCT0IEG5ABCC6L87 3142GXZK6 2056-07-01 5.500000 0.00 55652653.00 55860812.45 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6941 S6XOOCT0IEG5ABCC6L87 3142GXWB9 2056-06-01 5.500000 0.00 2188325.00 2165890.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4.000000 0.00 16000.00 11345.93 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4282 B1V7KEBTPIMZEU4LTD58 31418DXL1 2051-03-01 2.500000 0.00 234645.00 106879.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1884 S6XOOCT0IEG5ABCC6L87 31427PCW2 2055-04-01 6.500000 0.00 48276900.00 37588085.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3.000000 0.00 1000.00 658.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3982 S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6.000000 0.00 7312.00 6146.20 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 12647971.00 1364598.85 Agency Mortgage-Backed Securities GNII SF MA7880 M 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2.000000 0.00 1024.00 587.31 Agency Mortgage-Backed Securities GNII JM MA7871 M 549300M8ZYFG0OCMTT87 36179WW87 2052-02-20 2.500000 0.00 1011.00 626.54 Agency Mortgage-Backed Securities GNII SF CE3259 C 549300M8ZYFG0OCMTT87 3617VRTQ7 2051-08-20 4.000000 0.00 1000.00 723.69 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5870 B1V7KEBTPIMZEU4LTD58 3140W6QY1 2052-05-01 2.500000 0.00 12031187.00 9772070.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5884 B1V7KEBTPIMZEU4LTD58 3140W6RE4 2053-12-01 3.000000 0.00 21118823.00 18022632.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 1000.00 718.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2237 B1V7KEBTPIMZEU4LTD58 3140Y8PX8 2056-03-01 5.500000 0.00 21253139.00 20645777.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2241 B1V7KEBTPIMZEU4LTD58 3140Y8P34 2056-03-01 5.500000 0.00 31280640.00 30516163.73 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9538 B1V7KEBTPIMZEU4LTD58 3140XDS49 2051-11-01 2.000000 0.00 1000.00 568.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3005 B1V7KEBTPIMZEU4LTD58 3140Y9KT0 2056-07-01 5.500000 0.00 25090104.00 25152737.25 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0918 B1V7KEBTPIMZEU4LTD58 31416JAU5 2034-09-01 5.500000 0.00 1157.00 20.01 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5757 B1V7KEBTPIMZEU4LTD58 31418FMF1 2055-07-01 4.000000 0.00 27000.00 23587.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5507 B1V7KEBTPIMZEU4LTD58 3140BWDM7 2055-12-01 5.500000 0.00 1000.00 995.99 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8221 B1V7KEBTPIMZEU4LTD58 3140BMD31 2055-08-01 6.500000 0.00 4195975.00 4372189.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0941 B1V7KEBTPIMZEU4LTD58 3140BDBK5 2055-06-01 6.500000 0.00 3879540.00 3370940.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7416 B1V7KEBTPIMZEU4LTD58 3140BLG22 2055-08-01 6.500000 0.00 1013.00 937.22 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7461 B1V7KEBTPIMZEU4LTD58 3140AVJF9 2054-11-01 6.500000 0.00 1001.00 853.03 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2760 B1V7KEBTPIMZEU4LTD58 3140BTB61 2056-03-01 5.000000 0.00 2014.00 1972.67 Agency Mortgage-Backed Securities FNAR XX.XXX LB770900 B1V7KEBTPIMZEU4LTD58 31404KNR9 2034-04-01 5.676000 0.00 4971447.00 33224.71 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1010 B1V7KEBTPIMZEU4LTD58 3140KLDQ2 2051-07-01 2.000000 0.00 1000.00 606.02 Agency Mortgage-Backed Securities FNMS 06.500 CLBW5096 B1V7KEBTPIMZEU4LTD58 3140MWUW4 2053-01-01 6.500000 0.00 2236.00 1181.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6263 B1V7KEBTPIMZEU4LTD58 3140BW5Z7 2055-11-01 6.500000 0.00 1002.00 1041.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4627 B1V7KEBTPIMZEU4LTD58 3140KQD99 2050-11-01 2.000000 0.00 1089.00 571.94 Agency Mortgage-Backed Securities FNMS 05.500 CLBV5990 B1V7KEBTPIMZEU4LTD58 3140MKUQ3 2055-07-01 5.500000 0.00 2110276.00 1678697.81 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8375 B1V7KEBTPIMZEU4LTD58 3140NRJV9 2053-08-01 6.500000 0.00 4249327.00 2106399.87 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0557 B1V7KEBTPIMZEU4LTD58 3140NGTP5 2053-05-01 5.500000 0.00 92483.00 59311.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6.000000 0.00 935000.00 563410.18 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7078 B1V7KEBTPIMZEU4LTD58 3140XA2L5 2051-04-01 2.000000 0.00 1000.00 520.56 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5026 B1V7KEBTPIMZEU4LTD58 3140X8SQ1 2050-12-01 2.000000 0.00 10000.00 5091.22 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4426 B1V7KEBTPIMZEU4LTD58 3140W44L8 2055-04-01 7.000000 0.00 1120.00 881.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8085 B1V7KEBTPIMZEU4LTD58 3140QT6X2 2054-02-01 6.000000 0.00 1001.00 832.36 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5353 B1V7KEBTPIMZEU4LTD58 3140QC5P7 2050-03-01 3.500000 0.00 17915023.00 3968797.71 Agency Mortgage-Backed Securities GNRA 2024-097 FA 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.821400 0.00 1025.00 390.23 Agency Collateralized Mortgage Obligation GNRA 2023-082 FE 549300M8ZYFG0OCMTT87 38384AQ48 2053-06-20 4.571400 0.00 3002.00 2543.06 Agency Collateralized Mortgage Obligation GNRA 2023-120 FB 549300M8ZYFG0OCMTT87 38384CTC3 2053-08-20 4.731400 0.00 2025.00 719.93 Agency Collateralized Mortgage Obligation GNII ET DI1844 C 549300M8ZYFG0OCMTT87 3618NKBM7 2065-03-20 6.500000 0.00 7407.00 2555.47 Agency Mortgage-Backed Securities GNRA 2024-117 FE 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.921400 0.00 1026.00 429.59 Agency Collateralized Mortgage Obligation GNRA 2024-132 FE 549300M8ZYFG0OCMTT87 38384UNZ8 2054-08-20 4.871400 0.00 2001.00 1135.94 Agency Collateralized Mortgage Obligation GNRM 2024-026 LY 549300M8ZYFG0OCMTT87 38384J6N9 2054-02-20 5.750000 0.00 992215.00 740910.32 Agency Collateralized Mortgage Obligation GNMI SP 781750 X 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.500000 0.00 2014.00 10.38 Agency Mortgage-Backed Securities GNRA 2023-070 FA 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.621400 0.00 12680605.00 8084897.32 Agency Collateralized Mortgage Obligation GNRA 2023-176 FA 549300M8ZYFG0OCMTT87 38384DP84 2053-11-20 5.521400 0.00 2143.00 531.97 Agency Collateralized Mortgage Obligation GNRA 2022-081 YF 549300M8ZYFG0OCMTT87 38383RWT0 2052-05-20 4.500000 0.00 23634903.00 15379476.21 Agency Collateralized Mortgage Obligation GNRA 2024-134 FA 549300M8ZYFG0OCMTT87 38384VAF4 2054-08-20 4.731400 0.00 22568896.00 11301182.92 Agency Collateralized Mortgage Obligation FMAR 842047 G S6XOOCT0IEG5ABCC6L87 31288RHY7 2054-04-01 4.821000 0.00 1359984.00 1178621.68 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2433 S6XOOCT0IEG5ABCC6L87 3131XVV28 2047-01-01 3.500000 0.00 5264172.00 1616828.27 Agency Mortgage-Backed Securities MNRM CL011A1 R19M011 B1V7KEBTPIMZEU4LTD58 3136B4C63 2029-06-25 2.650000 0.00 194000.00 75112.25 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQH2482 S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 854154.00 675966.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5781 S6XOOCT0IEG5ABCC6L87 3132DTM64 2054-07-01 6.000000 0.00 1100000.00 752104.59 Agency Mortgage-Backed Securities FNMS 05.000 CL555408 B1V7KEBTPIMZEU4LTD58 31385XAH0 2033-04-01 5.000000 0.00 5688.00 38.80 Agency Mortgage-Backed Securities MNRM CL004A2 R19M004 B1V7KEBTPIMZEU4LTD58 3136B35Z9 2031-02-25 3.610000 0.00 31059.00 24696.71 Agency Collateralized Mortgage Obligation 02.500 FGPC G16407 G S6XOOCT0IEG5ABCC6L87 3128MFKU1 2033-01-01 2.500000 0.00 1000.00 141.13 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.500000 0.00 95000.00 62487.65 Agency Mortgage-Backed Securities GNRA 2025-102 FL 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.771400 0.00 15540.00 12815.95 Agency Collateralized Mortgage Obligation GNRA 2026-003 FN 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.721400 0.00 12832044.00 12303674.10 Agency Collateralized Mortgage Obligation FEPC 02.500 CLQA8814 S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 24342288.00 11614354.99 Agency Mortgage-Backed Securities FEPC 06.000 CLQF0037 S6XOOCT0IEG5ABCC6L87 3133BMBE4 2052-09-01 6.000000 0.00 1000.00 988.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9556 S6XOOCT0IEG5ABCC6L87 3133D1TM1 2054-11-01 5.500000 0.00 14089898.00 12344742.30 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3177 S6XOOCT0IEG5ABCC6L87 3132DQQ66 2053-06-01 6.000000 0.00 1000.00 660.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQA8854 S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 3744.00 1688.02 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8021 S6XOOCT0IEG5ABCC6L87 3132DV4E2 2049-09-01 2.500000 0.00 4848472.00 830382.90 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1549 B1V7KEBTPIMZEU4LTD58 3140BDWK2 2055-07-01 6.000000 0.00 1000.00 1006.98 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2434 B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6.000000 0.00 183406.00 161460.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDD5636 B1V7KEBTPIMZEU4LTD58 3140B6HN8 2055-03-01 5.000000 0.00 1015700.00 978389.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDD9571 B1V7KEBTPIMZEU4LTD58 3140BAT55 2055-11-01 6.000000 0.00 241366.00 246828.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDD7683 B1V7KEBTPIMZEU4LTD58 3140B8RD5 2055-06-01 6.500000 0.00 1000.00 1038.30 Agency Mortgage-Backed Securities GNRA 2025-127 FG 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.941400 0.00 9140316.00 7433313.64 Agency Collateralized Mortgage Obligation GNII SF MB0937 M 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 2497.00 2466.61 Agency Mortgage-Backed Securities GNRM 2021-086 JB 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 3994000.00 2232405.15 Agency Collateralized Mortgage Obligation GNRA 2025-117 FA 549300M8ZYFG0OCMTT87 38381NJ25 2055-07-20 4.771400 0.00 6979769.00 5625734.21 Agency Collateralized Mortgage Obligation GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 309221.00 300187.86 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.500000 0.00 300653.00 324401.04 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 23143566.00 15044590.19 Agency Mortgage-Backed Securities GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5.000000 0.00 2000.00 1844.93 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 5593287.00 4806703.42 Agency Mortgage-Backed Securities GNII SF DS1307 C 549300M8ZYFG0OCMTT87 3618VMNY5 2056-06-20 6.000000 0.00 12723332.00 13352039.12 Agency Mortgage-Backed Securities GNII SF MA9963 M 549300M8ZYFG0OCMTT87 36180AB85 2054-10-20 4.500000 0.00 1000.00 843.11 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.500000 0.00 4186.00 2871.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5843 B1V7KEBTPIMZEU4LTD58 3140U9P51 2056-04-01 5.000000 0.00 1008.00 970.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4322 B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3.000000 0.00 6047900.00 5085690.07 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4954 B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 297427.00 293626.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5871 B1V7KEBTPIMZEU4LTD58 3140W6QZ8 2052-04-01 2.500000 0.00 2294387.00 1893256.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3853 B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 9000.00 5314.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4761 B1V7KEBTPIMZEU4LTD58 3140W5JF2 2055-09-01 6.500000 0.00 1049.00 957.97 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4570 B1V7KEBTPIMZEU4LTD58 3140W5CG7 2055-11-01 6.000000 0.00 1098602.00 1035372.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1227 B1V7KEBTPIMZEU4LTD58 3140Y7LH9 2055-10-01 5.500000 0.00 6525677.00 5956893.36 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4.000000 0.00 140301374.00 9455389.67 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 B1V7KEBTPIMZEU4LTD58 3140XHXB8 2052-07-01 5.000000 0.00 6379.00 4241.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1527 B1V7KEBTPIMZEU4LTD58 3140X4VV5 2049-02-01 3.000000 0.00 2000.00 330.97 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5.000000 0.00 1000.00 785.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ7406 S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.500000 0.00 827890.00 859110.66 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6908 S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 3248108.00 2991033.11 Agency Mortgage-Backed Securities GNII SF MA3597 M 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.500000 0.00 8466162.00 800674.05 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 4808.00 399.26 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6899 S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 3804294.00 3805415.25 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5795 B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-08-01 7.000000 0.00 2024.00 1405.14 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 B1V7KEBTPIMZEU4LTD58 31418D2L5 2051-07-01 2.000000 0.00 1000.00 565.61 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9520 B1V7KEBTPIMZEU4LTD58 3140LLSJ1 2036-06-01 5.620000 0.00 1000.00 1044.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6599 B1V7KEBTPIMZEU4LTD58 3140Q2KM9 2033-04-01 4.575000 0.00 4690540.00 4647680.19 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1990 B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 2034.00 1629.39 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8460 B1V7KEBTPIMZEU4LTD58 3140LKMJ9 2033-06-01 4.520000 0.00 1276941.00 1261472.99 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ6575 B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.500000 0.00 594025.00 328954.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2967 B1V7KEBTPIMZEU4LTD58 3140NKJM4 2053-05-01 5.500000 0.00 95000.00 63173.75 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4644 B1V7KEBTPIMZEU4LTD58 3140M6ES8 2054-05-01 5.500000 0.00 4071879.00 3363188.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3534 B1V7KEBTPIMZEU4LTD58 3140N74U1 2056-04-01 5.500000 0.00 1193.00 1188.26 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 1663.00 806.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6661 B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.500000 0.00 3691.00 3696.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9239 B1V7KEBTPIMZEU4LTD58 3140QVHR8 2054-09-01 5.500000 0.00 358444.00 261628.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9470 B1V7KEBTPIMZEU4LTD58 3140QVQY3 2054-11-01 5.000000 0.00 1000.00 843.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5600 B1V7KEBTPIMZEU4LTD58 3140QRGJ6 2053-02-01 5.500000 0.00 50114.00 36461.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7234 B1V7KEBTPIMZEU4LTD58 3140UBBC6 2056-04-01 5.000000 0.00 5006456.00 4862958.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2364 B1V7KEBTPIMZEU4LTD58 3140QMTW4 2051-12-01 2.000000 0.00 81085.00 50612.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6222 B1V7KEBTPIMZEU4LTD58 3140U94G0 2056-04-01 5.000000 0.00 6487604.00 6330978.73 Agency Mortgage-Backed Securities FNMS 06.500 CLDG5678 B1V7KEBTPIMZEU4LTD58 3140U9JY5 2056-04-01 6.500000 0.00 1102046.00 1163951.51 Agency Mortgage-Backed Securities FNMS 06.500 CL788359 B1V7KEBTPIMZEU4LTD58 31405FZY1 2033-10-01 6.500000 0.00 1042.00 18.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6856 S6XOOCT0IEG5ABCC6L87 3133CXTM2 2054-09-01 5.500000 0.00 4718095.00 4595269.22 Agency Mortgage-Backed Securities FNMS 04.500 CLAI6581 B1V7KEBTPIMZEU4LTD58 3138ALJ32 2041-07-01 4.500000 0.00 1003.00 95.07 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ8779 S6XOOCT0IEG5ABCC6L87 3133D0XG1 2054-11-01 6.500000 0.00 1235738.00 1261486.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8796 B1V7KEBTPIMZEU4LTD58 3140AJX29 2054-08-01 6.500000 0.00 5307174.00 4424814.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5070 B1V7KEBTPIMZEU4LTD58 3140AET41 2054-06-01 5.500000 0.00 1271292.00 1239803.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9244 B1V7KEBTPIMZEU4LTD58 3140BNHW1 2055-10-01 5.500000 0.00 1061990.00 1035776.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDC2180 B1V7KEBTPIMZEU4LTD58 3140APM68 2054-10-01 7.000000 0.00 1542963.00 1604905.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2405 B1V7KEBTPIMZEU4LTD58 3140BSU70 2055-10-01 5.000000 0.00 903162.00 878716.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6468 B1V7KEBTPIMZEU4LTD58 3140A7FJ8 2054-02-01 5.500000 0.00 2001.00 1967.37 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 46281.00 24232.99 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8114 S6XOOCT0IEG5ABCC6L87 3132DWAP8 2050-12-01 2.500000 0.00 600464.00 251000.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 3010.00 2001.09 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2178 S6XOOCT0IEG5ABCC6L87 31329KM35 2030-09-01 4.500000 0.00 1004.00 16.33 Agency Mortgage-Backed Securities FEPC 05.000 CLZM7164 S6XOOCT0IEG5ABCC6L87 3131Y15Z9 2048-07-01 5.000000 0.00 1866.00 293.99 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 S6XOOCT0IEG5ABCC6L87 3132DWDS9 2052-05-01 3.000000 0.00 4000.00 2626.90 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8336 S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 1000.00 711.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.486100 0.00 1463.00 935.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.106800 0.00 17866.00 1452.22 Agency Collateralized Mortgage Obligation FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 1040.00 812.25 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1448 B1V7KEBTPIMZEU4LTD58 3138EHTE2 2036-06-01 6.500000 0.00 1104.00 33.62 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6650 S6XOOCT0IEG5ABCC6L87 3132DUL70 2054-10-01 4.500000 0.00 1000.00 844.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7552 S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 1000.00 578.91 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7402 S6XOOCT0IEG5ABCC6L87 3133KPGK8 2052-05-01 3.500000 0.00 2000.00 1265.83 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 55608.00 18164.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4069 S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5.000000 0.00 3063824.00 2358591.84 Agency Mortgage-Backed Securities FKAR 03.320 WAWA3405 S6XOOCT0IEG5ABCC6L87 3132WXAF7 2035-06-01 3.320000 0.00 1455334.00 1191936.70 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3135GACR0 2036-01-25 1.900000 0.00 1353000.00 1045972.73 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B6QP1 2049-10-25 4.230600 0.00 1001.00 272.66 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 909454.00 585791.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 1019.00 732.79 Agency Mortgage-Backed Securities GNRM 2025-005 PB 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 1067.00 954.54 Agency Collateralized Mortgage Obligation GNII SF DS1313 C 549300M8ZYFG0OCMTT87 3618VMN66 2056-06-20 6.500000 0.00 119237.00 127400.47 Agency Mortgage-Backed Securities GNII SF DS1308 C 549300M8ZYFG0OCMTT87 3618VMNZ2 2056-06-20 6.000000 0.00 1000.00 1050.17 Agency Mortgage-Backed Securities GNRA 2025-024 FC 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.731400 0.00 6654300.00 5397294.74 Agency Collateralized Mortgage Obligation GNRA 2026-099 MF 549300M8ZYFG0OCMTT87 38385TC33 2056-06-20 4.621400 0.00 1002.00 1000.83 Agency Collateralized Mortgage Obligation GNRA 2026-038 FJ 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.421400 0.00 1001.00 901.11 Agency Collateralized Mortgage Obligation GNMI SP 783653 X 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 1005.00 60.64 Agency Mortgage-Backed Securities GNRA 2025-063 HF 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.941400 0.00 95900.00 80267.36 Agency Collateralized Mortgage Obligation GNII SF DR2948 C 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6.000000 0.00 1002.00 1043.24 Agency Mortgage-Backed Securities GNII SF DA8141 C 549300M8ZYFG0OCMTT87 3618GYBJ2 2054-03-20 5.000000 0.00 9028.00 8573.39 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 3954464.00 3368030.79 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 3943300.00 3903555.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 433900.00 379557.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 3800.00 3034.46 U.S. Treasuries (including strips) GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 1609.00 1303.61 Agency Mortgage-Backed Securities GNII SF CZ3119 C 549300M8ZYFG0OCMTT87 3618GEPC6 2053-12-20 7.500000 0.00 268058.00 289508.29 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 2431.00 1873.67 Agency Mortgage-Backed Securities GNII SF DF0795 C 549300M8ZYFG0OCMTT87 3618JH3C0 2055-08-20 7.000000 0.00 1009.00 1061.76 Agency Mortgage-Backed Securities GNII SF MB0996 M 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1000.00 968.14 Agency Mortgage-Backed Securities GNII SF DA5655 C 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5.000000 0.00 1010.00 529.24 Agency Mortgage-Backed Securities GNII SF DP7284 C 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 2805.00 2932.03 Agency Mortgage-Backed Securities GNII SF DP3331 C 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.500000 0.00 1004.00 1051.88 Agency Mortgage-Backed Securities GNII SF DQ1177 C 549300M8ZYFG0OCMTT87 3618MTJW9 2056-02-20 6.500000 0.00 451203.00 471186.34 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5.000000 0.00 20000.00 15069.89 Agency Mortgage-Backed Securities FNMS 07.000 CLMA6148 B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-07-01 7.000000 0.00 16128782.00 17014612.34 Agency Mortgage-Backed Securities FNMS 05.500 CLAE6374 B1V7KEBTPIMZEU4LTD58 31419HCL4 2041-01-01 5.500000 0.00 1025.00 107.72 Agency Mortgage-Backed Securities GNII SF DA9885 C 549300M8ZYFG0OCMTT87 3618H06W2 2054-04-20 7.500000 0.00 1196.00 928.81 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.500000 0.00 3084965.00 333330.98 Agency Mortgage-Backed Securities GNII ET CZ0414 C 549300M8ZYFG0OCMTT87 3618GBN75 2065-04-20 7.000000 0.00 11891.00 4951.00 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 174133.00 101164.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5542 B1V7KEBTPIMZEU4LTD58 3140QREQ2 2053-01-01 5.500000 0.00 411984.00 302856.32 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6523 B1V7KEBTPIMZEU4LTD58 3140QSG96 2053-06-01 5.500000 0.00 1024.00 741.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4698 B1V7KEBTPIMZEU4LTD58 3140QQGG4 2052-09-01 6.000000 0.00 2346796.00 1557583.12 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9182 B1V7KEBTPIMZEU4LTD58 3140QVFY5 2054-09-01 7.000000 0.00 1000.00 595.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5315 B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 800218.00 806789.56 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0437 B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 1000.00 974.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6663 B1V7KEBTPIMZEU4LTD58 3140UAMM4 2056-04-01 5.500000 0.00 5428096.00 5412272.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8297 B1V7KEBTPIMZEU4LTD58 3140QUGF7 2054-04-01 6.000000 0.00 1027.00 776.89 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0408 B1V7KEBTPIMZEU4LTD58 3140XFN23 2052-01-01 3.000000 0.00 1000.00 568.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6492 B1V7KEBTPIMZEU4LTD58 3140W7GA2 2052-09-01 3.500000 0.00 12522304.00 11379940.13 Agency Mortgage-Backed Securities FNMS 04.000 CLFM8216 B1V7KEBTPIMZEU4LTD58 3140XCDW5 2048-11-01 4.000000 0.00 62000.00 22666.42 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1866 B1V7KEBTPIMZEU4LTD58 3140W2CC3 2055-06-01 5.500000 0.00 1000.00 830.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6672 S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 41772600.00 40939934.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5628 B1V7KEBTPIMZEU4LTD58 3140XMHE9 2053-09-01 5.500000 0.00 1010.00 765.26 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5297 S6XOOCT0IEG5ABCC6L87 3131XY3E7 2048-01-01 4.000000 0.00 1230246.00 543324.03 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4724 S6XOOCT0IEG5ABCC6L87 3131XYG94 2047-11-01 3.500000 0.00 6248992.00 1607238.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1599 S6XOOCT0IEG5ABCC6L87 3131XGX45 2041-07-01 4.500000 0.00 775894.00 19709.49 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ4770 B1V7KEBTPIMZEU4LTD58 3140Q0JQ6 2031-01-01 5.110000 0.00 4921520.00 4969204.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5155 B1V7KEBTPIMZEU4LTD58 3140Q0WR9 2035-10-01 4.280000 0.00 1432.00 1375.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6706 B1V7KEBTPIMZEU4LTD58 3140Q2NY0 2036-04-01 4.460000 0.00 2961088.00 2871182.46 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ3608 B1V7KEBTPIMZEU4LTD58 3140NYAJ0 2030-04-01 4.660000 0.00 5080000.00 5092813.45 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3833 B1V7KEBTPIMZEU4LTD58 3140LEHK6 2033-12-01 2.090000 0.00 21183478.00 17846713.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6916 B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 1504030.00 1170288.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 1975927.00 918786.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7782 B1V7KEBTPIMZEU4LTD58 3140BLUG5 2055-08-01 6.500000 0.00 3395693.00 2218201.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6109 B1V7KEBTPIMZEU4LTD58 3140NAYF4 2053-01-01 6.000000 0.00 1904719.00 1118048.96 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ4359 B1V7KEBTPIMZEU4LTD58 3140NYZZ7 2029-12-01 4.690000 0.00 1050.00 1053.38 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2471 B1V7KEBTPIMZEU4LTD58 3140NWW92 2034-12-01 4.690000 0.00 15370.00 15239.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBT8024 B1V7KEBTPIMZEU4LTD58 3140LW4J3 2053-01-01 5.500000 0.00 1001.00 547.35 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4453 B1V7KEBTPIMZEU4LTD58 3140BG5P4 2055-06-01 7.500000 0.00 1000.00 1070.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9719 B1V7KEBTPIMZEU4LTD58 3140BNYR3 2055-09-01 5.500000 0.00 1000.00 943.66 Agency Mortgage-Backed Securities FNMS 07.000 CLDF3316 B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 3309.00 3071.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2693 B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 1000.00 849.32 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HRL56 2053-09-25 4.500000 0.00 8824459.00 8276974.51 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQI9010 S6XOOCT0IEG5ABCC6L87 3133WGAK1 2054-07-01 6.000000 0.00 100000.00 60019.51 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HAFW1 2053-08-25 4.666100 0.00 8479912.00 4715987.13 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FQLH4 2042-11-15 4.146800 0.00 1684.00 361.63 Agency Collateralized Mortgage Obligation FEPC 04.500 CLRA7672 S6XOOCT0IEG5ABCC6L87 3133KPQZ4 2052-07-01 4.500000 0.00 39000.00 28497.50 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8512 S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 1020.00 865.65 Agency Mortgage-Backed Securities GNII SF DP8599 C 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 1364.00 1431.52 Agency Mortgage-Backed Securities GNII SF DS1309 C 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.500000 0.00 935317.00 999252.27 Agency Mortgage-Backed Securities GNII ET DI2494 C 549300M8ZYFG0OCMTT87 3618NKXX9 2065-05-20 6.500000 0.00 2444720.00 1624292.37 Agency Mortgage-Backed Securities GNRA 2023-101 TF 549300M8ZYFG0OCMTT87 38384CAW9 2053-07-20 4.671400 0.00 1094.00 294.87 Agency Collateralized Mortgage Obligation GNII SF DS1297 C 549300M8ZYFG0OCMTT87 3618VMNN9 2056-06-20 6.000000 0.00 10311295.00 10811802.79 Agency Mortgage-Backed Securities GNRA 2024-021 FA 549300M8ZYFG0OCMTT87 38384JBJ2 2054-02-20 4.821400 0.00 9430.00 2959.59 Agency Collateralized Mortgage Obligation GNRA 2023-187 FD 549300M8ZYFG0OCMTT87 38384GMT4 2053-12-20 4.921400 0.00 6095343.00 1452297.72 Agency Collateralized Mortgage Obligation GNII ET DR1051 C 549300M8ZYFG0OCMTT87 3618V9EY4 2066-03-20 5.500000 0.00 2409562.00 2410010.47 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 24591500.00 23868985.43 U.S. Treasuries (including strips) GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 14219765.00 11392375.22 Agency Mortgage-Backed Securities GNII SF DG1233 C 549300M8ZYFG0OCMTT87 3618JWLN3 2054-12-20 6.500000 0.00 1031902.00 1076761.45 Agency Mortgage-Backed Securities GNII ET DJ7771 C 549300M8ZYFG0OCMTT87 3618KUT49 2065-04-20 7.000000 0.00 3323.00 1555.21 Agency Mortgage-Backed Securities GNII SF DH7030 C 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7.000000 0.00 3063654.00 2725732.87 Agency Mortgage-Backed Securities GNII SF CT6580 C 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.500000 0.00 5459768.00 5548914.40 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 2508134.00 669961.41 Agency Mortgage-Backed Securities GNII SF CS0890 C 549300M8ZYFG0OCMTT87 3618AS7B3 2053-05-20 7.500000 0.00 3026.00 782.50 Agency Mortgage-Backed Securities GNII SF MA8100 M 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4.000000 0.00 3872228.00 2540849.70 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 1064.00 234.58 Agency Mortgage-Backed Securities FEPC 06.500 CLTA9338 S6XOOCT0IEG5ABCC6L87 3142JYLU4 2056-04-01 6.500000 0.00 555646.00 548700.77 Agency Mortgage-Backed Securities GNII SF MA8041 M 549300M8ZYFG0OCMTT87 36179W5A2 2052-05-20 2.000000 0.00 1008.00 591.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1586 S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 12820885.00 9537251.18 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5.000000 0.00 40000.00 31841.79 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8914 S6XOOCT0IEG5ABCC6L87 31426F3Y1 2055-03-01 6.500000 0.00 2001.00 1969.92 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ3723 B1V7KEBTPIMZEU4LTD58 3140NYD57 2030-05-01 4.440000 0.00 6500000.00 6493045.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9763 B1V7KEBTPIMZEU4LTD58 3140NEZ57 2053-04-01 5.500000 0.00 1010.00 682.91 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4399 B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 1002.00 830.25 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5137 B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 2007.00 1954.48 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ6559 B1V7KEBTPIMZEU4LTD58 3140Q2JD1 2032-12-01 4.630000 0.00 5043473.00 4985563.42 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1595 B1V7KEBTPIMZEU4LTD58 3140UGXZ0 2056-06-01 5.500000 0.00 4766758.00 4794019.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8649 B1V7KEBTPIMZEU4LTD58 3140U0TF4 2055-12-01 6.000000 0.00 1008.00 977.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2282 B1V7KEBTPIMZEU4LTD58 3140UHRC6 2056-06-01 5.500000 0.00 4082210.00 4103370.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 B1V7KEBTPIMZEU4LTD58 3140QRB85 2053-01-01 5.500000 0.00 166662.00 104673.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9033 B1V7KEBTPIMZEU4LTD58 3140XDBB1 2051-10-01 2.500000 0.00 5547687.00 3052403.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3861 B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.500000 0.00 2910468.00 2322121.71 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2975 B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 1420374.00 1267180.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5397 B1V7KEBTPIMZEU4LTD58 3140W57K4 2052-06-01 3.000000 0.00 1000.00 845.50 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4957 B1V7KEBTPIMZEU4LTD58 3140W5QK3 2056-04-01 5.500000 0.00 20496.00 20240.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5566 B1V7KEBTPIMZEU4LTD58 3140W6FG2 2052-05-01 3.000000 0.00 10862464.00 9283949.79 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3862 B1V7KEBTPIMZEU4LTD58 3140W4JG3 2052-04-01 2.500000 0.00 1011.00 805.13 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6906 B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.500000 0.00 9964992.00 7173385.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5869 B1V7KEBTPIMZEU4LTD58 3140W6QX3 2052-03-01 2.000000 0.00 12117793.00 9525259.38 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.500000 0.00 5737000.00 2935207.93 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 1000.00 568.55 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 2837000.00 2837204.26 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1623000000.00 1623000000.00 0.0042 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.650000% ARP1KGSN4 ZBUT11V806EZRVTWT807 0000782124 ARP1KGSN4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 06.500 CLQX9150 S6XOOCT0IEG5ABCC6L87 31426GEY7 2055-03-01 6.500000 0.00 3770720.00 2259955.87 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4226 B1V7KEBTPIMZEU4LTD58 31418DVU3 2031-01-01 2.000000 0.00 375000.00 90266.28 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9250 S6XOOCT0IEG5ABCC6L87 3142KBH45 2056-07-01 6.000000 0.00 2024872.00 2074116.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 669000.00 496541.66 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 240000.00 98565.17 Agency Mortgage-Backed Securities FNMS 05.500 CL888477 B1V7KEBTPIMZEU4LTD58 31410GCN1 2037-07-01 5.500000 0.00 380410000.00 2523046.26 Agency Mortgage-Backed Securities FNMS 02.000 CTFS4603 B1V7KEBTPIMZEU4LTD58 3140XLDH8 2042-05-01 2.000000 0.00 7997000.00 5153946.97 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8642 B1V7KEBTPIMZEU4LTD58 3140XQS81 2054-06-01 6.000000 0.00 16692128.00 12781325.21 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4056 B1V7KEBTPIMZEU4LTD58 3140XKQJ2 2036-07-01 2.500000 0.00 1100000.00 668783.99 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5060 B1V7KEBTPIMZEU4LTD58 3140ULTS0 2056-07-01 5.000000 0.00 3306840.00 3222835.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2688 B1V7KEBTPIMZEU4LTD58 3140UH7A2 2056-06-01 6.000000 0.00 4465020.00 4553272.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3424 B1V7KEBTPIMZEU4LTD58 3140UJYW0 2056-06-01 5.000000 0.00 12398608.00 12105853.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1716 B1V7KEBTPIMZEU4LTD58 3140UG4A7 2056-07-01 6.000000 0.00 1513986.00 1564733.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7261 B1V7KEBTPIMZEU4LTD58 3140L6B78 2051-04-01 2.500000 0.00 1198000.00 772224.83 Agency Mortgage-Backed Securities FNMS 05.000 CIBW4453 B1V7KEBTPIMZEU4LTD58 3140MV5P9 2041-07-01 5.000000 0.00 1437176.00 1441722.75 Agency Mortgage-Backed Securities FEPC 06.000 CLTB3038 S6XOOCT0IEG5ABCC6L87 3142K4LU8 2056-05-01 6.000000 0.00 1315064.00 771298.56 Agency Mortgage-Backed Securities GNII SF MA6659 M 549300M8ZYFG0OCMTT87 36179VMG2 2050-05-20 4.500000 0.00 1300000.00 225929.86 Agency Mortgage-Backed Securities GNII SF MA6748 M 549300M8ZYFG0OCMTT87 36179VP95 2032-12-20 6.500000 0.00 913514.00 254984.32 Agency Mortgage-Backed Securities GNII SF MA3666 M 549300M8ZYFG0OCMTT87 36179SCB1 2046-05-20 5.000000 0.00 147500.00 11692.81 Agency Mortgage-Backed Securities GNII JM MA6401 M 549300M8ZYFG0OCMTT87 36179VDE7 2049-12-20 4.000000 0.00 603810.00 55337.81 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 66420992.00 14643739.47 Agency Mortgage-Backed Securities GNII SF MA4068 M 549300M8ZYFG0OCMTT87 36179SQV2 2046-10-20 3.000000 0.00 5552088.00 673051.53 Agency Mortgage-Backed Securities GNII SF MA1225 M 549300M8ZYFG0OCMTT87 36179NLE6 2043-08-20 4.000000 0.00 895127.00 47582.19 Agency Mortgage-Backed Securities GNII SF MA6708 M 549300M8ZYFG0OCMTT87 36179VNZ9 2050-05-20 2.000000 0.00 350000.00 120094.07 Agency Mortgage-Backed Securities GNII SF MA5570 M 549300M8ZYFG0OCMTT87 36179UFK3 2028-04-20 7.000000 0.00 83274.00 7845.20 Agency Mortgage-Backed Securities FEPC 04.500 CLTA9404 S6XOOCT0IEG5ABCC6L87 3142JYNW8 2056-04-01 4.500000 0.00 6844432.00 6468145.90 Agency Mortgage-Backed Securities GNII JM MA6398 M 549300M8ZYFG0OCMTT87 36179VDB3 2050-01-20 2.500000 0.00 1945000.00 146363.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ8091 S6XOOCT0IEG5ABCC6L87 31427H7D8 2055-11-01 5.500000 0.00 16383680.00 16155579.16 Agency Mortgage-Backed Securities FNMS 05.500 CTMA6065 B1V7KEBTPIMZEU4LTD58 31418FW37 2046-04-01 5.500000 0.00 3917100.00 3845756.06 Agency Mortgage-Backed Securities GNMI SF AC8420 X 549300M8ZYFG0OCMTT87 36179JK97 2043-02-15 3.000000 0.00 75000.00 9926.60 Agency Mortgage-Backed Securities GNII SF MA7592 M 549300M8ZYFG0OCMTT87 36179WNH7 2051-09-20 4.000000 0.00 34896.00 16943.33 Agency Mortgage-Backed Securities GNII SF MA8871 M 549300M8ZYFG0OCMTT87 36179X2C9 2053-04-20 1.500000 0.00 212718.00 150487.60 Agency Mortgage-Backed Securities GNII SF MA0623 M 549300M8ZYFG0OCMTT87 36179MVQ0 2042-12-20 2.500000 0.00 5269072.00 610574.20 Agency Mortgage-Backed Securities GNII SF MA7988 M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3.000000 0.00 411765760.00 249999513.78 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7247 S6XOOCT0IEG5ABCC6L87 3142K9BR5 2056-07-01 5.000000 0.00 4516872.00 4412872.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4706 S6XOOCT0IEG5ABCC6L87 31427SGQ5 2056-01-01 6.000000 0.00 71998336.00 68025561.71 Agency Mortgage-Backed Securities FEPC 05.000 CLTA8838 S6XOOCT0IEG5ABCC6L87 3142JXZC1 2056-03-01 5.000000 0.00 15532640.00 15088871.88 Agency Mortgage-Backed Securities GNII SF MA8096 M 549300M8ZYFG0OCMTT87 36179W7H5 2052-06-20 2.000000 0.00 9435.00 5601.06 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9551 S6XOOCT0IEG5ABCC6L87 3142KBTH3 2056-07-01 6.000000 0.00 5457832.00 5573565.33 Agency Mortgage-Backed Securities GNPL PN DJ0387 549300M8ZYFG0OCMTT87 3618KLNC7 2061-01-15 5.000000 0.00 323612.00 318583.84 Agency Mortgage-Backed Securities GNMI SF BE0143 X 549300M8ZYFG0OCMTT87 3617BTEQ1 2048-01-15 4.000000 0.00 111000.00 46389.07 Agency Mortgage-Backed Securities GNII SF MA6071 M 549300M8ZYFG0OCMTT87 36179UW81 2027-12-20 6.500000 0.00 153047.00 24318.15 Agency Mortgage-Backed Securities GNII JM MA6532 M 549300M8ZYFG0OCMTT87 36179VHH6 2050-02-20 3.500000 0.00 4143400.00 351637.08 Agency Mortgage-Backed Securities GNII RG CO9031 C 549300M8ZYFG0OCMTT87 3617FMA86 2049-04-20 6.000000 0.00 1046802.00 188961.21 Agency Mortgage-Backed Securities GNII SF DJ2484 C 549300M8ZYFG0OCMTT87 3618KNXM0 2055-11-20 6.500000 0.00 2407730.00 1807510.44 Agency Mortgage-Backed Securities GNPL PN DK6734 549300M8ZYFG0OCMTT87 3618L6PT0 2060-06-15 5.840000 0.00 188665.00 194315.73 Agency Mortgage-Backed Securities GNII SF DK5604 C 549300M8ZYFG0OCMTT87 3618L5GM7 2055-07-20 6.500000 0.00 2362388.00 1811693.08 Agency Mortgage-Backed Securities GNPL PN BV7052 549300M8ZYFG0OCMTT87 3617NLZR0 2062-05-15 3.170000 0.00 93098.00 80650.62 Agency Mortgage-Backed Securities GNII RG CP0028 C 549300M8ZYFG0OCMTT87 3617FPA55 2044-07-20 3.500000 0.00 975000.00 482797.16 Agency Mortgage-Backed Securities GNII RG CI4386 C 549300M8ZYFG0OCMTT87 3617X82T0 2039-01-20 6.500000 0.00 1709910.00 1030336.47 Agency Mortgage-Backed Securities GNII SF MA9489 M 549300M8ZYFG0OCMTT87 36179YRJ5 2054-02-20 6.000000 0.00 3622876.00 1681734.84 Agency Mortgage-Backed Securities GNII JM MA7184 M 549300M8ZYFG0OCMTT87 36179V6V7 2051-02-20 2.000000 0.00 14505152.00 7368138.76 Agency Mortgage-Backed Securities GNII SF MA6994 M 549300M8ZYFG0OCMTT87 36179VXX3 2050-11-20 2.000000 0.00 139940.00 61200.62 Agency Mortgage-Backed Securities GNPL PN DJ6839 549300M8ZYFG0OCMTT87 3618KTS43 2060-07-15 5.850000 0.00 818850.00 844829.91 Agency Mortgage-Backed Securities GNII SF BS8230 C 549300M8ZYFG0OCMTT87 3617MKEB1 2050-03-20 5.000000 0.00 1219314.00 92614.38 Agency Mortgage-Backed Securities GNII SF DK7510 C 549300M8ZYFG0OCMTT87 3618L7KX4 2055-08-20 6.500000 0.00 678480.00 711383.76 Agency Mortgage-Backed Securities GNPL PN DJ0342 549300M8ZYFG0OCMTT87 3618KLLX3 2060-10-15 5.700000 0.00 393624.00 403222.83 Agency Mortgage-Backed Securities GNII RG CO2849 C 549300M8ZYFG0OCMTT87 3617FEEW7 2042-10-20 3.500000 0.00 300000.00 187400.40 Agency Mortgage-Backed Securities GNII SF MA6601 M 549300M8ZYFG0OCMTT87 36179VKN9 2050-04-20 4.000000 0.00 1329770.00 223734.76 Agency Mortgage-Backed Securities GNII SF MA9359 M 549300M8ZYFG0OCMTT87 36179YMG6 2053-02-20 4.000000 0.00 1004156.00 791331.43 Agency Mortgage-Backed Securities GNII RG CM0722 C 549300M8ZYFG0OCMTT87 3617YKYT7 2047-07-20 3.500000 0.00 859587.00 499322.78 Agency Mortgage-Backed Securities GNII SF BE9379 C 549300M8ZYFG0OCMTT87 3617G4M41 2048-01-20 3.500000 0.00 2530852.00 246785.90 Agency Mortgage-Backed Securities GNMI SF BQ0724 X 549300M8ZYFG0OCMTT87 3617LJYV9 2049-10-15 3.500000 0.00 619213.00 72438.03 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 21493952.00 5741367.21 Agency Mortgage-Backed Securities GNII SF CT5318 C 549300M8ZYFG0OCMTT87 3618BA4B4 2052-08-20 2.500000 0.00 2184832.00 1014093.36 Agency Mortgage-Backed Securities GNII BD DJ1394 C 549300M8ZYFG0OCMTT87 3618KMRP2 2055-10-20 5.500000 0.00 1079226.00 1062805.42 Agency Mortgage-Backed Securities GNII SF AD1812 C 549300M8ZYFG0OCMTT87 36180DAM9 2043-03-20 3.000000 0.00 8251952.00 1403019.23 Agency Mortgage-Backed Securities GNII SF MA9941 M 549300M8ZYFG0OCMTT87 36180ABJ1 2039-10-20 6.500000 0.00 151542.00 91129.66 Agency Mortgage-Backed Securities GNII SF DH4973 C 549300M8ZYFG0OCMTT87 3618KDQ24 2055-07-20 6.500000 0.00 680928.00 614108.58 Agency Mortgage-Backed Securities GNII SF DO2400 C 549300M8ZYFG0OCMTT87 3618NXUZ9 2055-12-20 6.500000 0.00 1332882.00 1385934.70 Agency Mortgage-Backed Securities GNII SF MA9275 M 549300M8ZYFG0OCMTT87 36179YJU9 2029-11-20 7.500000 0.00 45884.00 12562.80 Agency Mortgage-Backed Securities GNII ET DO1592 C 549300M8ZYFG0OCMTT87 3618NWXV7 2066-01-20 6.000000 0.00 701164.00 717287.01 Agency Mortgage-Backed Securities GNPL PN DF8938 549300M8ZYFG0OCMTT87 3618JS4X9 2059-12-15 5.480000 0.00 52051.00 52371.72 Agency Mortgage-Backed Securities GNII ET DS6075 C 549300M8ZYFG0OCMTT87 3618VSXC9 2065-06-20 6.500000 0.00 588590.00 613374.50 Agency Mortgage-Backed Securities GNII JM MA9410 M 549300M8ZYFG0OCMTT87 36179YN34 2054-01-20 5.500000 0.00 700000.00 499406.33 Agency Mortgage-Backed Securities GNII SF DO6110 C 549300M8ZYFG0OCMTT87 3618V2YF8 2056-02-20 6.000000 0.00 193292.00 201115.55 Agency Mortgage-Backed Securities GNII SF DT5946 C 549300M8ZYFG0OCMTT87 3618W5TB5 2056-06-20 6.000000 0.00 2187056.00 2269760.59 Agency Mortgage-Backed Securities GNII SF MA9669 M 549300M8ZYFG0OCMTT87 36179YW67 2054-05-20 6.000000 0.00 3015000.00 1728384.59 Agency Mortgage-Backed Securities GNII SF DT2693 C 549300M8ZYFG0OCMTT87 3618W17E2 2056-07-20 6.000000 0.00 1789032.00 1842448.92 Agency Mortgage-Backed Securities GNII SF DJ9248 C 549300M8ZYFG0OCMTT87 3618KWHZ9 2055-05-20 7.000000 0.00 4543464.00 1664257.68 Agency Mortgage-Backed Securities GNII SF DO9884 C 549300M8ZYFG0OCMTT87 3618V66V5 2056-01-20 6.000000 0.00 5042128.00 5078965.44 Agency Mortgage-Backed Securities GNII SF DO7946 C 549300M8ZYFG0OCMTT87 3618V4ZK2 2055-12-20 6.000000 0.00 8043632.00 7819404.88 Agency Mortgage-Backed Securities GNAR AF MB1299 M 549300M8ZYFG0OCMTT87 3618N6NR4 2056-05-20 5.000000 0.00 5575720.00 5598952.17 Agency Mortgage-Backed Securities GNII SF DO6022 C 549300M8ZYFG0OCMTT87 3618V2VP9 2056-01-20 5.000000 0.00 1647768.00 1607191.00 Agency Mortgage-Backed Securities GNII ET DJ2150 C 549300M8ZYFG0OCMTT87 3618KNL76 2065-05-20 6.000000 0.00 2773792.00 1481681.12 Agency Mortgage-Backed Securities GNCL CL DJ5989 549300M8ZYFG0OCMTT87 3618KSUN0 2067-04-15 5.750000 0.00 551048.00 568221.23 Agency Mortgage-Backed Securities GNII SF DJ1821 C 549300M8ZYFG0OCMTT87 3618KNAW3 2055-05-20 6.500000 0.00 3467476.00 2572676.23 Agency Mortgage-Backed Securities GNPL PN DH1759 549300M8ZYFG0OCMTT87 3618K95U4 2060-03-15 5.600000 0.00 269901.00 272795.52 Agency Mortgage-Backed Securities GNII SF DR4159 C 549300M8ZYFG0OCMTT87 3618VCTQ8 2056-06-20 5.500000 0.00 3523720.00 3569190.08 Agency Mortgage-Backed Securities GNII SF DR4008 C 549300M8ZYFG0OCMTT87 3618VCNZ4 2056-05-20 5.000000 0.00 3975152.00 3899625.51 Agency Mortgage-Backed Securities GNII SF DR1413 C 549300M8ZYFG0OCMTT87 3618V9SA1 2056-04-20 5.500000 0.00 1394134.00 1410205.45 Agency Mortgage-Backed Securities GNII SF DR1727 C 549300M8ZYFG0OCMTT87 3618V94L3 2056-05-20 5.000000 0.00 1054754.00 1046375.74 Agency Mortgage-Backed Securities GNII ET DT5994 C 549300M8ZYFG0OCMTT87 3618W5UT4 2066-06-20 6.000000 0.00 4252728.00 4359627.33 Agency Mortgage-Backed Securities GNII ET DO6604 C 549300M8ZYFG0OCMTT87 3618V3KR5 2065-10-20 2.000000 0.00 329917.00 248918.49 Agency Mortgage-Backed Securities GNII SF DS5291 C 549300M8ZYFG0OCMTT87 3618VR2Y7 2056-06-20 4.000000 0.00 1820746.00 1643388.59 Agency Mortgage-Backed Securities GNII SF DK0291 C 549300M8ZYFG0OCMTT87 3618KYKC2 2055-05-20 6.500000 0.00 1545650.00 1257537.24 Agency Mortgage-Backed Securities GNII SF DJ9762 C 549300M8ZYFG0OCMTT87 3618KWZ30 2055-05-20 7.000000 0.00 1001988.00 1091783.49 Agency Mortgage-Backed Securities GNPL PN DJ6838 549300M8ZYFG0OCMTT87 3618KTS35 2060-07-15 5.850000 0.00 381082.00 393172.71 Agency Mortgage-Backed Securities GNII RG CO2850 C 549300M8ZYFG0OCMTT87 3617FEEX5 2048-03-20 3.500000 0.00 225000.00 134125.05 Agency Mortgage-Backed Securities GNII SF DS0873 C 549300M8ZYFG0OCMTT87 3618VL6J9 2056-07-20 5.500000 0.00 10833616.00 10935043.92 Agency Mortgage-Backed Securities GNII SF DO2215 C 549300M8ZYFG0OCMTT87 3618NXN87 2055-11-20 6.500000 0.00 2110564.00 1070676.70 Agency Mortgage-Backed Securities GNII JM MB1439 M 549300M8ZYFG0OCMTT87 3618N6S57 2056-05-20 7.500000 0.00 669263.00 687853.57 Agency Mortgage-Backed Securities GNII SF MB0999 M 549300M8ZYFG0OCMTT87 3618N6DD6 2055-08-20 6.500000 0.00 31958000.00 32749467.36 Agency Mortgage-Backed Securities GNII SF MB0529 M 549300M8ZYFG0OCMTT87 3618N5ST7 2040-08-20 5.500000 0.00 698778.00 548805.32 Agency Mortgage-Backed Securities GNII SF DD6434 C 549300M8ZYFG0OCMTT87 3618J0EF8 2054-07-20 7.000000 0.00 17248320.00 13955928.02 Agency Mortgage-Backed Securities GNPL PN DA8511 549300M8ZYFG0OCMTT87 3618GYN42 2060-06-15 5.840000 0.00 617810.00 636314.10 Agency Mortgage-Backed Securities GNAR AF MB1157 M 549300M8ZYFG0OCMTT87 3618N6JB4 2056-05-20 5.000000 0.00 65060992.00 65116218.77 Agency Mortgage-Backed Securities GNII RG DS1156 C 549300M8ZYFG0OCMTT87 3618VMH97 2047-12-20 3.500000 0.00 1055702.00 932956.38 Agency Mortgage-Backed Securities GNII ET DO0339 C 549300M8ZYFG0OCMTT87 3618NVLU4 2065-09-20 2.000000 0.00 500473.00 376666.84 Agency Mortgage-Backed Securities GNII SF DI1654 C 549300M8ZYFG0OCMTT87 3618NJZT9 2055-03-20 7.000000 0.00 2246580.00 1295474.85 Agency Mortgage-Backed Securities GNII SF DD6905 C 549300M8ZYFG0OCMTT87 3618J0U60 2054-08-20 7.000000 0.00 2002072.00 1414040.08 Agency Mortgage-Backed Securities GNII SF DI4716 C 549300M8ZYFG0OCMTT87 3618NNGZ7 2055-08-20 6.500000 0.00 4854700.00 5056995.18 Agency Mortgage-Backed Securities GNII ET DC9727 C 549300M8ZYFG0OCMTT87 3618HQYY0 2063-12-20 7.500000 0.00 275446.00 283377.33 Agency Mortgage-Backed Securities GNII SF DR9614 C 549300M8ZYFG0OCMTT87 3618VJVF4 2056-05-20 6.000000 0.00 3337370.00 3432941.10 Agency Mortgage-Backed Securities GNII SF DB0439 C 549300M8ZYFG0OCMTT87 3618H2PY3 2054-02-20 6.500000 0.00 1127214.00 873116.58 Agency Mortgage-Backed Securities GNII SF DI1642 C 549300M8ZYFG0OCMTT87 3618NJZF9 2055-03-20 7.500000 0.00 1058008.00 750080.49 Agency Mortgage-Backed Securities GNII SF DB4811 C 549300M8ZYFG0OCMTT87 3618H7KY7 2054-05-20 7.000000 0.00 1054838.00 379046.88 Agency Mortgage-Backed Securities GNII SF DO8488 C 549300M8ZYFG0OCMTT87 3618V5ND8 2055-12-20 5.500000 0.00 5606240.00 5433934.90 Agency Mortgage-Backed Securities GNII SF DR8886 C 549300M8ZYFG0OCMTT87 3618VH2T0 2056-05-20 5.000000 0.00 1457456.00 1432482.98 Agency Mortgage-Backed Securities GNII SF DO8542 C 549300M8ZYFG0OCMTT87 3618V5P38 2055-12-20 6.500000 0.00 4413272.00 4639079.70 Agency Mortgage-Backed Securities GNII SF DR1726 C 549300M8ZYFG0OCMTT87 3618V94K5 2056-05-20 5.500000 0.00 1232288.00 1261275.52 Agency Mortgage-Backed Securities GNII SF DI7929 C 549300M8ZYFG0OCMTT87 3618NRY21 2055-04-20 7.000000 0.00 1821942.00 645336.92 Agency Mortgage-Backed Securities GNMI SF 677385 X 549300M8ZYFG0OCMTT87 36295QRE2 2040-06-15 5.000000 0.00 258108.00 6999.88 Agency Mortgage-Backed Securities GNII SF DP2799 C 549300M8ZYFG0OCMTT87 3618MHDC5 2056-06-20 6.000000 0.00 1540194.00 1588074.25 Agency Mortgage-Backed Securities GNMI SF 651901 X 549300M8ZYFG0OCMTT87 36292LGJ7 2036-04-15 5.500000 0.00 367219.00 12545.19 Agency Mortgage-Backed Securities GNII SF DQ4487 C 549300M8ZYFG0OCMTT87 3618MW6Y2 2056-02-20 6.000000 0.00 19238944.00 19997305.55 Agency Mortgage-Backed Securities GNII ET DN4291 C 549300M8ZYFG0OCMTT87 3618M6XU7 2065-08-20 2.000000 0.00 2105224.00 1584384.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.500000 0.00 246000.00 20024.78 Agency Mortgage-Backed Securities 04.000 FGPC G30983 G S6XOOCT0IEG5ABCC6L87 3132J4J59 2034-02-01 4.000000 0.00 2500000.00 375577.17 Agency Mortgage-Backed Securities 04.000 FGPC U64873 G S6XOOCT0IEG5ABCC6L87 3132MQJS6 2046-04-01 4.000000 0.00 1661906.00 255859.87 Agency Mortgage-Backed Securities 02.500 FGPC U41607 G S6XOOCT0IEG5ABCC6L87 3132JHTN0 2032-02-01 2.500000 0.00 1527146.00 500935.50 Agency Mortgage-Backed Securities FEPC 03.000 CIQN9399 S6XOOCT0IEG5ABCC6L87 3133GGNQ2 2037-02-01 3.000000 0.00 3362712.00 1493237.50 Agency Mortgage-Backed Securities 03.500 FGPC Q46278 G S6XOOCT0IEG5ABCC6L87 3132WK6Q6 2047-02-01 3.500000 0.00 957000.00 119061.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ6615 S6XOOCT0IEG5ABCC6L87 3133CXK41 2054-10-01 4.500000 0.00 1483836.00 1364596.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 1029702.00 711468.33 Agency Mortgage-Backed Securities FEPC 05.500 CIRC3690 S6XOOCT0IEG5ABCC6L87 3133LAC32 2041-06-01 5.500000 0.00 198082.00 200829.74 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3827 S6XOOCT0IEG5ABCC6L87 3132E0HC9 2053-08-01 6.500000 0.00 706229.00 373418.96 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3132WRRN5 2044-03-01 3.830000 0.00 5897688.00 4289015.91 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 3350000.00 2451733.96 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8086 S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4.000000 0.00 27000.00 5067.77 Agency Mortgage-Backed Securities FNAR XX.XXX WS725984 B1V7KEBTPIMZEU4LTD58 31402DRD4 2035-03-01 4.018000 0.00 20000000.00 95601.48 Agency Mortgage-Backed Securities FNMS 05.500 NP257480 B1V7KEBTPIMZEU4LTD58 31371N6R1 2038-11-01 5.500000 0.00 605522.00 5961.68 Agency Mortgage-Backed Securities FEPC 04.000 CIQO4787 S6XOOCT0IEG5ABCC6L87 3133WPJ89 2041-01-01 4.000000 0.00 925300.00 869894.45 Agency Mortgage-Backed Securities FNMS 03.000 CVAT7754 B1V7KEBTPIMZEU4LTD58 3138WVTL5 2028-06-01 3.000000 0.00 1500000.00 39840.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9222 S6XOOCT0IEG5ABCC6L87 3133CNG71 2054-01-01 6.500000 0.00 1215512.00 533893.42 Agency Mortgage-Backed Securities FNAR XX.XXX WS333918 B1V7KEBTPIMZEU4LTD58 31375F4B1 2035-12-01 4.063000 0.00 295388160.00 499639.76 Agency Mortgage-Backed Securities FNAR XX.XXX LB703832 B1V7KEBTPIMZEU4LTD58 31401B4R3 2033-05-01 5.732000 0.00 3145000.00 10531.16 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0186 B1V7KEBTPIMZEU4LTD58 3138EGF41 2039-12-01 5.500000 0.00 166625000.00 2379664.03 Agency Mortgage-Backed Securities FNMS 04.500 ZC310152 B1V7KEBTPIMZEU4LTD58 31374CQD1 2044-02-01 4.500000 0.00 5430000.00 655761.58 Agency Mortgage-Backed Securities FEPC 06.500 CIQO5579 S6XOOCT0IEG5ABCC6L87 3133WQFU2 2041-05-01 6.500000 0.00 1000912.00 1035977.85 Agency Mortgage-Backed Securities FEPC 05.500 CIQO4271 S6XOOCT0IEG5ABCC6L87 3133WNW89 2040-09-01 5.500000 0.00 240251.00 202557.54 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0072 B1V7KEBTPIMZEU4LTD58 3140FXCJ9 2053-09-01 4.500000 0.00 967195.00 282329.28 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 B1V7KEBTPIMZEU4LTD58 3140FXK92 2048-07-01 4.000000 0.00 4363000.00 1268192.96 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 B1V7KEBTPIMZEU4LTD58 3140FXLN0 2059-01-01 3.000000 0.00 400000.00 130366.50 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0249 B1V7KEBTPIMZEU4LTD58 3140FXH39 2058-01-01 3.500000 0.00 85250000.00 26699440.36 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3183 B1V7KEBTPIMZEU4LTD58 3138WCRD7 2044-08-01 4.500000 0.00 400000.00 19664.95 Agency Mortgage-Backed Securities FNMS 03.000 CLBT8135 B1V7KEBTPIMZEU4LTD58 3140LXBD6 2052-04-01 3.000000 0.00 2419404.00 1814758.88 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8688 B1V7KEBTPIMZEU4LTD58 3140L7UN0 2051-04-01 2.000000 0.00 1230000.00 532831.67 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM6370 B1V7KEBTPIMZEU4LTD58 3140JBCG9 2042-07-01 6.180000 0.00 1680000.00 417921.70 Agency Mortgage-Backed Securities FNAR XX.XXX SOBW5040 B1V7KEBTPIMZEU4LTD58 3140MWS64 2052-07-01 3.874000 0.00 165000.00 101100.89 Agency Mortgage-Backed Securities FNMS 02.000 CIBV2683 B1V7KEBTPIMZEU4LTD58 3140MF6V0 2037-03-01 2.000000 0.00 331746.00 191169.01 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT8268 B1V7KEBTPIMZEU4LTD58 3140LXFJ9 2052-08-01 4.094000 0.00 65000.00 42606.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6609 B1V7KEBTPIMZEU4LTD58 3140Q2KX5 2036-04-01 4.350000 0.00 25852000.00 24862902.48 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0643 S6XOOCT0IEG5ABCC6L87 3132A0WC6 2032-05-01 7.500000 0.00 7041024.00 6907.45 Agency Mortgage-Backed Securities FMAR 849407 G S6XOOCT0IEG5ABCC6L87 31300MNY5 2037-09-01 6.034000 0.00 800000.00 44399.96 Agency Mortgage-Backed Securities 03.000 FGPC J23558 G S6XOOCT0IEG5ABCC6L87 31307B5T3 2028-05-01 3.000000 0.00 1500000.00 24390.54 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2314 S6XOOCT0IEG5ABCC6L87 31329KSB1 2033-09-01 3.500000 0.00 224730.00 19987.99 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8034 S6XOOCT0IEG5ABCC6L87 3132DV4T9 2049-11-01 5.000000 0.00 205000.00 18644.68 Agency Mortgage-Backed Securities 03.500 FGPC G08788 G S6XOOCT0IEG5ABCC6L87 3128MJ2W9 2047-11-01 3.500000 0.00 93556.00 10381.03 Agency Mortgage-Backed Securities 06.500 FGPC G07136 G S6XOOCT0IEG5ABCC6L87 3128M9HM7 2038-08-01 6.500000 0.00 11596272.00 403951.16 Agency Mortgage-Backed Securities 05.500 FGPC C01840 G S6XOOCT0IEG5ABCC6L87 31292JBH2 2034-05-01 5.500000 0.00 33086656.00 302508.06 Agency Mortgage-Backed Securities FMAR 1L1277 G S6XOOCT0IEG5ABCC6L87 3128Q3M24 2036-04-01 5.750000 0.00 1500000.00 5286.92 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2229 S6XOOCT0IEG5ABCC6L87 3132A2PN6 2038-08-01 5.500000 0.00 57105000.00 632404.60 Agency Mortgage-Backed Securities FEPC 05.000 CLTC1574 S6XOOCT0IEG5ABCC6L87 3130G0T87 2056-08-01 5.000000 0.00 21048.00 20584.73 Agency Mortgage-Backed Securities FMAR 1L0231 G S6XOOCT0IEG5ABCC6L87 3128Q2HG1 2035-09-01 6.375000 0.00 225435392.00 1233372.60 Agency Mortgage-Backed Securities FMAR 1G1962 G S6XOOCT0IEG5ABCC6L87 3128QSFB7 2037-05-01 5.918000 0.00 100007936.00 36674.56 Agency Mortgage-Backed Securities 04.500 FGPC C03517 G S6XOOCT0IEG5ABCC6L87 31292K4A2 2040-09-01 4.500000 0.00 743986.00 19304.09 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6462 S6XOOCT0IEG5ABCC6L87 3131Y1FB1 2048-05-01 4.000000 0.00 1574820.00 303230.48 Agency Mortgage-Backed Securities FNMS 02.500 CIFS9492 B1V7KEBTPIMZEU4LTD58 3140XRRN7 2037-05-01 2.500000 0.00 318524.00 228982.70 Agency Mortgage-Backed Securities FNMS 05.500 CL985526 B1V7KEBTPIMZEU4LTD58 31415PYX0 2038-06-01 5.500000 0.00 1655000.00 13268.42 Agency Mortgage-Backed Securities FNAR XX.XXX WS915645 B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 6.072000 0.00 3000000.00 16639.27 Agency Mortgage-Backed Securities FNMS 05.500 CL995398 B1V7KEBTPIMZEU4LTD58 31416BX37 2038-12-01 5.500000 0.00 384983552.00 2222791.50 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0139 S6XOOCT0IEG5ABCC6L87 3142J6EM1 2056-07-01 6.500000 0.00 57877312.00 58922386.56 Agency Mortgage-Backed Securities FEPC 06.500 CLQX5018 S6XOOCT0IEG5ABCC6L87 31426ASG4 2055-02-01 6.500000 0.00 36718.00 20354.24 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5393 B1V7KEBTPIMZEU4LTD58 31418E7F1 2039-06-01 5.500000 0.00 2526908.00 1173143.03 Agency Mortgage-Backed Securities FNAR XX.XXX S1964222 B1V7KEBTPIMZEU4LTD58 31414EVP6 2038-06-01 6.745000 0.00 2279952.00 69156.46 Agency Mortgage-Backed Securities FNMS 02.000 CTFM5534 B1V7KEBTPIMZEU4LTD58 3140X9EG6 2041-01-01 2.000000 0.00 205000.00 104985.65 Agency Mortgage-Backed Securities FNMS 02.500 CTFS1524 B1V7KEBTPIMZEU4LTD58 3140XGVS5 2042-04-01 2.500000 0.00 2485000.00 1536291.10 Agency Mortgage-Backed Securities FNMS 06.000 CICC1591 B1V7KEBTPIMZEU4LTD58 3140Y7XV5 2040-11-01 6.000000 0.00 1238158.00 1245425.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1201 B1V7KEBTPIMZEU4LTD58 3140XGKP3 2050-01-01 3.000000 0.00 1036904.00 640716.85 Agency Mortgage-Backed Securities FNMS 05.000 CIDH4805 B1V7KEBTPIMZEU4LTD58 3140ULKT7 2041-07-01 5.000000 0.00 1565120.00 1574683.93 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3932 B1V7KEBTPIMZEU4LTD58 3140X7LN7 2035-07-01 3.000000 0.00 710000.00 179389.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5425 B1V7KEBTPIMZEU4LTD58 3140X9A39 2049-06-01 3.500000 0.00 39000.00 9819.55 Agency Mortgage-Backed Securities FNMS 01.500 CIFM7659 B1V7KEBTPIMZEU4LTD58 3140XBQM5 2036-05-01 1.500000 0.00 383992.00 181135.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDH9915 B1V7KEBTPIMZEU4LTD58 3140USAR7 2056-08-01 6.000000 0.00 5698576.00 5811966.27 Agency Mortgage-Backed Securities FNMS 05.000 CIDG2416 B1V7KEBTPIMZEU4LTD58 3140U5VJ2 2041-06-01 5.000000 0.00 7914880.00 7911086.64 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1779 B1V7KEBTPIMZEU4LTD58 3140U46R5 2056-01-01 6.000000 0.00 1312076.00 1336272.80 Agency Mortgage-Backed Securities FNMS 06.000 CIDG4464 B1V7KEBTPIMZEU4LTD58 3140U76A5 2041-03-01 6.000000 0.00 1083740.00 1103439.06 Agency Mortgage-Backed Securities FNMS 04.500 CIDG4909 B1V7KEBTPIMZEU4LTD58 3140U8N30 2041-03-01 4.500000 0.00 1501814.00 1455917.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7600 B1V7KEBTPIMZEU4LTD58 3140QTNS4 2053-11-01 6.000000 0.00 1292856.00 688358.24 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0470 B1V7KEBTPIMZEU4LTD58 3140QKQY7 2041-05-01 2.500000 0.00 1100000.00 617076.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5085 B1V7KEBTPIMZEU4LTD58 3140QQUK9 2052-11-01 5.000000 0.00 100000.00 74896.56 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0729 B1V7KEBTPIMZEU4LTD58 3140U3Y39 2055-12-01 6.000000 0.00 1590018.00 1630231.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0112 B1V7KEBTPIMZEU4LTD58 3140U3DS7 2056-01-01 6.000000 0.00 1281158.00 1259652.20 Agency Mortgage-Backed Securities GNII SF MA7912 M 549300M8ZYFG0OCMTT87 36179WYH5 2037-03-20 3.500000 0.00 647991.00 179638.56 Agency Mortgage-Backed Securities GNII RG CI6769 C 549300M8ZYFG0OCMTT87 3617XBQW0 2039-10-20 5.500000 0.00 1751722.00 783304.37 Agency Mortgage-Backed Securities GNII SF MA3980 M 549300M8ZYFG0OCMTT87 36179SM53 2031-10-20 3.500000 0.00 88000.00 5139.31 Agency Mortgage-Backed Securities GNII SF CR6442 C 549300M8ZYFG0OCMTT87 3618AMEP7 2052-12-20 5.000000 0.00 1212326.00 1051124.11 Agency Mortgage-Backed Securities GNII SF AM1139 C 549300M8ZYFG0OCMTT87 36184LHQ1 2045-03-20 3.500000 0.00 9866464.00 1742453.45 Agency Mortgage-Backed Securities GNII RG CM2670 C 549300M8ZYFG0OCMTT87 3617YM6F4 2049-10-20 4.000000 0.00 574047.00 397628.99 Agency Mortgage-Backed Securities GNII SF CO4961 C 549300M8ZYFG0OCMTT87 3617FGQN9 2052-08-20 5.500000 0.00 3695336.00 3540955.76 Agency Mortgage-Backed Securities GNII SF BQ7065 C 549300M8ZYFG0OCMTT87 3617LRZ65 2050-04-20 2.750000 0.00 1818368.00 268339.94 Agency Mortgage-Backed Securities GNII SF CB6524 C 549300M8ZYFG0OCMTT87 3617USG98 2051-05-20 3.000000 0.00 6312976.00 3709080.60 Agency Mortgage-Backed Securities GNII RG CM1591 C 549300M8ZYFG0OCMTT87 3617YLXU3 2043-02-20 2.500000 0.00 1872652.00 1079425.78 Agency Mortgage-Backed Securities GNII SF CY1078 C 549300M8ZYFG0OCMTT87 3618G0FT0 2053-11-20 7.000000 0.00 1759510.00 1834115.20 Agency Mortgage-Backed Securities GNII SF CY8715 C 549300M8ZYFG0OCMTT87 3618G8VG3 2053-12-20 7.000000 0.00 4669488.00 388822.90 Agency Mortgage-Backed Securities GNMI SF AE9888 X 549300M8ZYFG0OCMTT87 36181D6Z4 2043-05-15 3.500000 0.00 75000.00 8447.88 Agency Mortgage-Backed Securities GNII SF MA6341 M 549300M8ZYFG0OCMTT87 36179VBJ8 2049-11-20 4.500000 0.00 4500000.00 533465.34 Agency Mortgage-Backed Securities GNII SF CM9476 C 549300M8ZYFG0OCMTT87 3617YVQ54 2052-06-20 2.500000 0.00 4273344.00 2934059.99 Agency Mortgage-Backed Securities GNPL PN CV1946 549300M8ZYFG0OCMTT87 3618BXET4 2065-04-15 5.500000 0.00 4346552.00 4378706.39 Agency Mortgage-Backed Securities GNII SF AE8266 C 549300M8ZYFG0OCMTT87 36181CFF0 2044-04-20 4.000000 0.00 1289392.00 259749.19 Agency Mortgage-Backed Securities GNII SF MA4654 M 549300M8ZYFG0OCMTT87 36179TE35 2047-08-20 4.500000 0.00 199999.00 15595.61 Agency Mortgage-Backed Securities GNII SF BS6433 C 549300M8ZYFG0OCMTT87 3617MHEE2 2050-01-20 3.500000 0.00 1568108.00 383875.45 Agency Mortgage-Backed Securities GNII SF CX2369 C 549300M8ZYFG0OCMTT87 3618FNT25 2053-09-20 7.000000 0.00 4316912.00 1243779.57 Agency Mortgage-Backed Securities GNII SF MA4450 M 549300M8ZYFG0OCMTT87 36179S5K9 2047-05-20 3.000000 0.00 13294832.00 1725507.70 Agency Mortgage-Backed Securities GNMI SF AE7515 X 549300M8ZYFG0OCMTT87 36181BK41 2043-06-15 3.000000 0.00 458344.00 52629.99 Agency Mortgage-Backed Securities GNII SF AL1773 C 549300M8ZYFG0OCMTT87 36183W6J6 2045-01-20 3.500000 0.00 16615000.00 1948502.58 Agency Mortgage-Backed Securities GNMI SF BS8439 X 549300M8ZYFG0OCMTT87 3617MKLU1 2050-05-15 3.500000 0.00 200000.00 50878.38 Agency Mortgage-Backed Securities GNII SF CQ8289 C 549300M8ZYFG0OCMTT87 3618ABF62 2052-10-20 4.000000 0.00 1015090.00 679429.49 Agency Mortgage-Backed Securities GNAR AF MA1536 M 549300M8ZYFG0OCMTT87 36179NV54 2043-12-20 5.125000 0.00 43964992.00 626340.57 Agency Mortgage-Backed Securities GNAR AF MA4664 M 549300M8ZYFG0OCMTT87 36179TFD2 2047-08-20 5.375000 0.00 25000000.00 1581995.87 Agency Mortgage-Backed Securities GNII JM MA1346 M 549300M8ZYFG0OCMTT87 36179NP77 2028-10-20 3.000000 0.00 3091572.00 39308.36 Agency Mortgage-Backed Securities GNII SF MA3596 M 549300M8ZYFG0OCMTT87 36179R7H6 2046-04-20 3.000000 0.00 54065472.00 5016491.88 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5505 S6XOOCT0IEG5ABCC6L87 3142GWDK2 2055-12-01 5.000000 0.00 99917056.00 92216756.61 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ0834 S6XOOCT0IEG5ABCC6L87 31426W4U1 2055-08-01 6.500000 0.00 1235166.00 1277511.88 Agency Mortgage-Backed Securities GNII SF MA3377 M 549300M8ZYFG0OCMTT87 36179RXE4 2046-01-20 4.000000 0.00 2109436.00 161450.86 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6843 S6XOOCT0IEG5ABCC6L87 3142GXS99 2056-06-01 5.000000 0.00 20900.00 20283.45 Agency Mortgage-Backed Securities GNII SF MA5192 M 549300M8ZYFG0OCMTT87 36179TXV2 2048-05-20 4.000000 0.00 800000.00 62339.69 Agency Mortgage-Backed Securities FNMS 07.500 CLAD0269 B1V7KEBTPIMZEU4LTD58 31418MJP8 2037-08-01 7.500000 0.00 1800000.00 46431.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8799 S6XOOCT0IEG5ABCC6L87 31426TX51 2055-07-01 5.500000 0.00 1402936.00 1390585.94 Agency Mortgage-Backed Securities GNII SF MA6158 M 549300M8ZYFG0OCMTT87 36179UZX3 2049-09-20 5.500000 0.00 6385960.00 826813.28 Agency Mortgage-Backed Securities GNII JM MA3974 M 549300M8ZYFG0OCMTT87 36179SMX2 2031-10-20 2.500000 0.00 4218928.00 376165.54 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4234 S6XOOCT0IEG5ABCC6L87 31427BV44 2055-10-01 5.500000 0.00 557805.00 551291.78 Agency Mortgage-Backed Securities FEPC 07.000 CLQX8818 S6XOOCT0IEG5ABCC6L87 31426FYQ4 2055-03-01 7.000000 0.00 1072236.00 881779.06 Agency Mortgage-Backed Securities GNII SF MA5332 M 549300M8ZYFG0OCMTT87 36179T4R3 2048-07-20 5.000000 0.00 1705000.00 105990.81 Agency Mortgage-Backed Securities GNII SF MA4426 M 549300M8ZYFG0OCMTT87 36179S4K0 2032-05-20 3.500000 0.00 215000.00 17357.18 Agency Mortgage-Backed Securities GNII SF MA4653 M 549300M8ZYFG0OCMTT87 36179TE27 2047-08-20 4.000000 0.00 8740000.00 859841.33 Agency Mortgage-Backed Securities GNII SF AA1032 C 549300M8ZYFG0OCMTT87 36177XED6 2042-05-20 3.500000 0.00 3554540.00 342070.27 Agency Mortgage-Backed Securities GNII SF DF6062 C 549300M8ZYFG0OCMTT87 3618JPWX4 2044-10-20 7.000000 0.00 1513640.00 606001.38 Agency Mortgage-Backed Securities GNII SF DR4030 C 549300M8ZYFG0OCMTT87 3618VCPP4 2056-05-20 6.500000 0.00 1004976.00 1070230.99 Agency Mortgage-Backed Securities GNII SF DQ6044 C 549300M8ZYFG0OCMTT87 3618MYWD5 2056-07-20 6.000000 0.00 1064392.00 1122337.50 Agency Mortgage-Backed Securities GNII RG CQ2914 C 549300M8ZYFG0OCMTT87 3618A5GX5 2036-02-20 6.000000 0.00 1789724.00 873072.89 Agency Mortgage-Backed Securities GNII ET DR2940 C 549300M8ZYFG0OCMTT87 3618VBHR1 2066-05-20 6.000000 0.00 880908.00 903267.21 Agency Mortgage-Backed Securities GNCL CL DQ7847 549300M8ZYFG0OCMTT87 3618N1WG9 2068-07-15 5.300000 0.00 6755592.00 6696870.14 Agency Mortgage-Backed Securities GNCL CL DC7188 549300M8ZYFG0OCMTT87 3618HM6Z7 2066-12-15 5.210000 0.00 2816856.00 2761692.57 Agency Mortgage-Backed Securities GNII SF DO9136 C 549300M8ZYFG0OCMTT87 3618V6EH7 2055-11-20 7.000000 0.00 712469.00 746349.38 Agency Mortgage-Backed Securities GNMI SF AF1058 X 549300M8ZYFG0OCMTT87 36181GE70 2028-07-15 2.500000 0.00 25002500.00 545775.30 Agency Mortgage-Backed Securities GNII SF DO3648 C 549300M8ZYFG0OCMTT87 3618V0BR1 2055-11-20 6.500000 0.00 959314.00 1010595.15 Agency Mortgage-Backed Securities GNII SF CY1860 C 549300M8ZYFG0OCMTT87 3618G1B54 2053-12-20 6.500000 0.00 1522754.00 1347138.92 Agency Mortgage-Backed Securities GNII SF CI0196 C 549300M8ZYFG0OCMTT87 3617X4GD9 2035-08-20 5.000000 0.00 1443982.00 409360.55 Agency Mortgage-Backed Securities GNII SF DF1235 C 549300M8ZYFG0OCMTT87 3618JJLQ5 2054-08-20 7.000000 0.00 1947064.00 1282501.84 Agency Mortgage-Backed Securities GNII ET DO9790 C 549300M8ZYFG0OCMTT87 3618V62X5 2065-11-20 2.000000 0.00 161168.00 121602.66 Agency Mortgage-Backed Securities GNMI SF AD1590 X 549300M8ZYFG0OCMTT87 36180CXT1 2043-01-15 3.000000 0.00 1207812.00 78158.19 Agency Mortgage-Backed Securities GNII SF AM4381 C 549300M8ZYFG0OCMTT87 36184Q2N3 2045-05-20 3.500000 0.00 299388.00 45207.34 Agency Mortgage-Backed Securities GNII SF CX9988 C 549300M8ZYFG0OCMTT87 3618FXCZ8 2054-04-20 6.500000 0.00 1115130.00 644046.32 Agency Mortgage-Backed Securities GNII ET CV5458 C 549300M8ZYFG0OCMTT87 3618F2B38 2063-05-20 6.500000 0.00 7144368.00 1697026.09 Agency Mortgage-Backed Securities GNPL LM CE7007 549300M8ZYFG0OCMTT87 3617VVYC3 2060-08-15 3.240000 0.00 83357.00 72459.27 Agency Mortgage-Backed Securities GNII SF DB6700 C 549300M8ZYFG0OCMTT87 3618H9NR5 2054-05-20 6.000000 0.00 1917252.00 1613854.31 Agency Mortgage-Backed Securities GNII JM MB0078 M 549300M8ZYFG0OCMTT87 3618N5CQ0 2054-12-20 5.000000 0.00 777721.00 709997.17 Agency Mortgage-Backed Securities GNII SF DR9537 C 549300M8ZYFG0OCMTT87 3618VJS27 2056-04-20 6.000000 0.00 1265680.00 1310897.95 Agency Mortgage-Backed Securities GNII SF DA6215 C 549300M8ZYFG0OCMTT87 3618GV3Y4 2054-05-20 6.500000 0.00 1277192.00 945235.60 Agency Mortgage-Backed Securities GNII ET DI6472 C 549300M8ZYFG0OCMTT87 3618NQFM0 2065-05-20 5.000000 0.00 5134832.00 2399341.95 Agency Mortgage-Backed Securities GNII SF CV6284 C 549300M8ZYFG0OCMTT87 3618F26V2 2053-09-20 7.000000 0.00 1134310.00 862495.99 Agency Mortgage-Backed Securities GNII SF DD7703 C 549300M8ZYFG0OCMTT87 3618J1RY1 2054-08-20 7.000000 0.00 2496772.00 2224856.79 Agency Mortgage-Backed Securities GNII SF DG9301 C 549300M8ZYFG0OCMTT87 3618K6KN9 2055-01-20 7.000000 0.00 1970396.00 651970.34 Agency Mortgage-Backed Securities GNII SF CV1491 C 549300M8ZYFG0OCMTT87 3618BWUQ4 2053-05-20 6.500000 0.00 2260224.00 1586394.76 Agency Mortgage-Backed Securities GNII ET CV3970 C 549300M8ZYFG0OCMTT87 3618F0MT3 2063-06-20 6.000000 0.00 12531648.00 5753161.62 Agency Mortgage-Backed Securities GNPL PN DG8448 549300M8ZYFG0OCMTT87 3618K5L59 2060-01-15 5.360000 0.00 97767.00 97606.58 Agency Mortgage-Backed Securities GNII SF DR7507 C 549300M8ZYFG0OCMTT87 3618VGKU9 2056-05-20 3.500000 0.00 2689732.00 2339363.08 Agency Mortgage-Backed Securities GNII SF CV0444 C 549300M8ZYFG0OCMTT87 3618BVP58 2053-08-20 7.000000 0.00 1298762.00 970336.40 Agency Mortgage-Backed Securities GNII SF CV9457 C 549300M8ZYFG0OCMTT87 3618F6QJ8 2053-07-20 5.500000 0.00 1845430.00 1576786.79 Agency Mortgage-Backed Securities GNII SF MB0024 M 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.500000 0.00 115756000.00 98580542.41 Agency Mortgage-Backed Securities GNII ET DF5637 C 549300M8ZYFG0OCMTT87 3618JPHN3 2063-11-20 7.500000 0.00 433316.00 448709.05 Agency Mortgage-Backed Securities GNII SF DG0944 C 549300M8ZYFG0OCMTT87 3618JWBM6 2054-10-20 5.500000 0.00 2612456.00 2097296.47 Agency Mortgage-Backed Securities GNII SF DR6681 C 549300M8ZYFG0OCMTT87 3618VFM62 2056-05-20 6.500000 0.00 314034.00 335386.77 Agency Mortgage-Backed Securities GNII SF DS4589 C 549300M8ZYFG0OCMTT87 3618VRC26 2056-07-20 5.500000 0.00 1237944.00 1260322.73 Agency Mortgage-Backed Securities GNII SF 005240 M 549300M8ZYFG0OCMTT87 36202FZD1 2038-11-20 6.000000 0.00 594748.00 16537.90 Agency Mortgage-Backed Securities GNII SF DI1641 C 549300M8ZYFG0OCMTT87 3618NJZE2 2055-03-20 7.500000 0.00 1296430.00 977583.98 Agency Mortgage-Backed Securities GNII SF DO1018 C 549300M8ZYFG0OCMTT87 3618NWDX5 2056-01-20 6.500000 0.00 1781550.00 1857608.82 Agency Mortgage-Backed Securities GNMI SF 713877 X 549300M8ZYFG0OCMTT87 36297KCN9 2039-08-15 4.000000 0.00 513936.00 9953.42 Agency Mortgage-Backed Securities GNMI SF 711831 X 549300M8ZYFG0OCMTT87 36297GY46 2043-12-15 3.500000 0.00 2008650.00 688135.99 Agency Mortgage-Backed Securities GNII SF DQ3684 C 549300M8ZYFG0OCMTT87 3618MWCV1 2056-03-20 6.000000 0.00 1268292.00 1301662.31 Agency Mortgage-Backed Securities GNII SF DI4714 C 549300M8ZYFG0OCMTT87 3618NNGX2 2055-08-20 7.000000 0.00 5276152.00 5416277.90 Agency Mortgage-Backed Securities GNMI SF 535760 X 549300M8ZYFG0OCMTT87 36212KE90 2031-06-15 6.500000 0.00 855960.00 5844.62 Agency Mortgage-Backed Securities GNII SF DO0213 C 549300M8ZYFG0OCMTT87 3618NVGW6 2055-12-20 6.500000 0.00 1033090.00 1076720.21 Agency Mortgage-Backed Securities GNII SF DR1719 C 549300M8ZYFG0OCMTT87 3618V94C3 2056-05-20 6.000000 0.00 1914104.00 2002822.72 Agency Mortgage-Backed Securities GNII SF DI8361 C 549300M8ZYFG0OCMTT87 3618NSJE0 2055-05-20 7.000000 0.00 1574236.00 1481530.86 Agency Mortgage-Backed Securities GNII SF DI1963 C 549300M8ZYFG0OCMTT87 3618NKFC5 2055-05-20 7.000000 0.00 1016400.00 468788.69 Agency Mortgage-Backed Securities GNII JM MB0354 M 549300M8ZYFG0OCMTT87 3618N5MC0 2055-04-20 6.000000 0.00 4899376.00 2002443.56 Agency Mortgage-Backed Securities GNII SF 003335 M 549300M8ZYFG0OCMTT87 36202DV40 2033-01-20 6.500000 0.00 5065224.00 19772.99 Agency Mortgage-Backed Securities GNII SF 004397 M 549300M8ZYFG0OCMTT87 36202E3E7 2039-03-20 4.500000 0.00 1238124.00 23804.57 Agency Mortgage-Backed Securities GNMI SF 736575 X 549300M8ZYFG0OCMTT87 3620AQJU8 2040-03-15 5.000000 0.00 389336.00 29798.24 Agency Mortgage-Backed Securities GNMI SP 784605 X 549300M8ZYFG0OCMTT87 3622AAAE4 2042-01-15 4.500000 0.00 27000.00 6646.46 Agency Mortgage-Backed Securities GNII SP 785762 C 549300M8ZYFG0OCMTT87 3622ABJF0 2051-11-20 2.500000 0.00 3200000.00 1746376.11 Agency Mortgage-Backed Securities GNII SP 786429 C 549300M8ZYFG0OCMTT87 3622ACA67 2052-06-20 4.000000 0.00 800000.00 534751.02 Agency Mortgage-Backed Securities GNPL PN DO7372 549300M8ZYFG0OCMTT87 3618V4FM0 2059-07-15 4.830000 0.00 10998900.00 11083617.84 Agency Mortgage-Backed Securities GNII SF DO6865 C 549300M8ZYFG0OCMTT87 3618V3TW5 2056-06-20 5.500000 0.00 1577916.00 1624147.06 Agency Mortgage-Backed Securities GNPL PN CY8223 549300M8ZYFG0OCMTT87 3618G8D40 2065-11-15 5.650000 0.00 7431760.00 7632370.49 Agency Mortgage-Backed Securities GNII SF DR1722 C 549300M8ZYFG0OCMTT87 3618V94F6 2056-05-20 5.000000 0.00 3953760.00 3899580.31 Agency Mortgage-Backed Securities GNII SF 545608 C 549300M8ZYFG0OCMTT87 36212WDM6 2030-10-20 3.500000 0.00 363214.00 23123.53 Agency Mortgage-Backed Securities GNII SF DO9773 C 549300M8ZYFG0OCMTT87 3618V62E7 2055-12-20 6.000000 0.00 1663606.00 1706949.29 Agency Mortgage-Backed Securities GNMI SP 784342 X 549300M8ZYFG0OCMTT87 3622A2ZF2 2041-06-15 6.000000 0.00 2469004.00 447367.26 Agency Mortgage-Backed Securities GNII SF MB0422 M 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.500000 0.00 20955712.00 19248574.72 Agency Mortgage-Backed Securities GNII SF MB0994 M 549300M8ZYFG0OCMTT87 3618N6C88 2055-11-20 4.000000 0.00 208834304.00 189253480.29 Agency Mortgage-Backed Securities GNII SF DQ6238 C 549300M8ZYFG0OCMTT87 3618MY4X2 2056-06-20 6.500000 0.00 335877.00 352223.83 Agency Mortgage-Backed Securities GNII SF DO2405 C 549300M8ZYFG0OCMTT87 3618NXU63 2055-12-20 5.500000 0.00 1201290.00 1228648.18 Agency Mortgage-Backed Securities GNII SF DO5279 C 549300M8ZYFG0OCMTT87 3618V12L2 2055-12-20 5.000000 0.00 1488212.00 1450278.77 Agency Mortgage-Backed Securities GNII SF CX4168 C 549300M8ZYFG0OCMTT87 3618FQTZ5 2054-02-20 7.500000 0.00 1621730.00 1345837.99 Agency Mortgage-Backed Securities GNMI SF 711707 X 549300M8ZYFG0OCMTT87 36297GU81 2028-01-15 2.500000 0.00 1057558.00 5217.12 Agency Mortgage-Backed Securities GNAR AT 081156 M 549300M8ZYFG0OCMTT87 36225DJA3 2034-11-20 5.125000 0.00 2700000.00 27392.70 Agency Mortgage-Backed Securities GNMI SF 704194 X 549300M8ZYFG0OCMTT87 36296XKF0 2039-01-15 5.500000 0.00 381245.00 5782.21 Agency Mortgage-Backed Securities GNII SF DO2191 C 549300M8ZYFG0OCMTT87 3618NXNG9 2055-11-20 6.500000 0.00 1033280.00 616371.41 Agency Mortgage-Backed Securities GNII SF DO9056 C 549300M8ZYFG0OCMTT87 3618V6BZ0 2056-01-20 5.000000 0.00 1763356.00 1724366.56 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0620 S6XOOCT0IEG5ABCC6L87 3133W4VM1 2056-08-01 6.000000 0.00 19628096.00 20112988.48 Agency Mortgage-Backed Securities 03.000 FGPC U41610 G S6XOOCT0IEG5ABCC6L87 3132JHTR1 2032-03-01 3.000000 0.00 1549306.00 268984.61 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0299 S6XOOCT0IEG5ABCC6L87 3133W4KL5 2056-07-01 5.500000 0.00 9053088.00 9082450.18 Agency Mortgage-Backed Securities FEPC 01.500 CIRC2172 S6XOOCT0IEG5ABCC6L87 3133L8MV4 2036-11-01 1.500000 0.00 287747.00 165611.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7360 S6XOOCT0IEG5ABCC6L87 3132DVE92 2054-10-01 6.000000 0.00 140602.00 110385.75 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8184 S6XOOCT0IEG5ABCC6L87 3132DWCV3 2051-12-01 3.000000 0.00 4903568.00 2724046.05 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8490 S6XOOCT0IEG5ABCC6L87 3133A3NF1 2050-04-01 3.000000 0.00 475000.00 180318.36 Agency Mortgage-Backed Securities 03.000 FGPC G60985 G S6XOOCT0IEG5ABCC6L87 31335BCW4 2047-05-01 3.000000 0.00 3000000.00 760918.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8227 S6XOOCT0IEG5ABCC6L87 3133D0D81 2054-11-01 5.000000 0.00 2947740.00 2546578.20 Agency Mortgage-Backed Securities FNAR XX.XXX AM462267 B1V7KEBTPIMZEU4LTD58 31381JQU9 2035-05-01 5.881000 0.00 2946920.00 351147.12 Agency Mortgage-Backed Securities FKAR 03.750 WAWA3193 S6XOOCT0IEG5ABCC6L87 3132WWXX5 2037-06-01 3.750000 0.00 570000.00 495515.67 Agency Mortgage-Backed Securities FEPC 05.000 CLZM8655 S6XOOCT0IEG5ABCC6L87 3131Y3TL0 2048-10-01 5.000000 0.00 144631.00 12494.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1754 S6XOOCT0IEG5ABCC6L87 3132DN5P4 2052-10-01 5.500000 0.00 7000000.00 5457658.55 Agency Mortgage-Backed Securities FEPC 05.000 CLZS4787 S6XOOCT0IEG5ABCC6L87 3132A5J89 2048-07-01 5.000000 0.00 60000.00 5645.61 Agency Mortgage-Backed Securities FEPC 05.000 3BZL0580 S6XOOCT0IEG5ABCC6L87 3131XFUD0 2040-06-01 5.000000 0.00 9000000.00 125822.61 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0190 S6XOOCT0IEG5ABCC6L87 3132D9F74 2041-09-01 2.500000 0.00 300000.00 162934.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5696 S6XOOCT0IEG5ABCC6L87 31329PKH5 2048-09-01 4.500000 0.00 3535996.00 168579.08 Agency Mortgage-Backed Securities FMAR 2B1504 G S6XOOCT0IEG5ABCC6L87 31326FU55 2043-06-01 6.025000 0.00 20000000.00 250050.39 Agency Mortgage-Backed Securities FNMS 06.500 CLDF0745 B1V7KEBTPIMZEU4LTD58 3140BQZK0 2055-09-01 6.500000 0.00 3723788.00 3144117.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW3577 B1V7KEBTPIMZEU4LTD58 3138XS6P7 2044-07-01 6.243000 0.00 460000.00 20853.98 Agency Mortgage-Backed Securities FNMS 05.500 CL818764 B1V7KEBTPIMZEU4LTD58 31406STV5 2035-02-01 5.500000 0.00 519898.00 6409.09 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5901 B1V7KEBTPIMZEU4LTD58 3140A6RX6 2054-01-01 7.000000 0.00 1398934.00 992887.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6218 B1V7KEBTPIMZEU4LTD58 3140BW4C9 2056-06-01 5.500000 0.00 20314016.00 20314485.71 Agency Mortgage-Backed Securities FNAR XX.XXX HIAM4777 B1V7KEBTPIMZEU4LTD58 3138L5JX9 2028-12-01 3.345000 0.00 1100000.00 234697.48 Agency Mortgage-Backed Securities FNMS 05.500 CL745748 B1V7KEBTPIMZEU4LTD58 31403DP94 2036-07-01 5.500000 0.00 1900000.00 14790.28 Agency Mortgage-Backed Securities FEPC 02.000 CIQN7552 S6XOOCT0IEG5ABCC6L87 3133GEL97 2036-08-01 2.000000 0.00 125000.00 51337.50 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8767 S6XOOCT0IEG5ABCC6L87 3133KQW44 2053-03-01 5.000000 0.00 2520000.00 1772065.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4676 B1V7KEBTPIMZEU4LTD58 3138EMFS5 2038-09-01 6.267000 0.00 5438320.00 11416.80 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1704 B1V7KEBTPIMZEU4LTD58 3138EH3N0 2040-05-01 6.500000 0.00 2381020.00 52599.72 Agency Mortgage-Backed Securities FNMS 05.000 CL749373 B1V7KEBTPIMZEU4LTD58 31403HQ29 2033-11-01 5.000000 0.00 633120.00 7655.77 Agency Mortgage-Backed Securities FNAR XX.XXX LA255883 B1V7KEBTPIMZEU4LTD58 31371MFY8 2035-08-01 6.429000 0.00 7000000.00 90274.63 Agency Mortgage-Backed Securities FEPC 05.000 3PQU8362 S6XOOCT0IEG5ABCC6L87 3133JMJF5 2056-01-01 5.000000 0.00 21415.00 20222.82 Agency Mortgage-Backed Securities FNAR XX.XXX WS544878 B1V7KEBTPIMZEU4LTD58 31385HJX1 2034-06-01 4.627000 0.00 4400000.00 22531.68 Agency Mortgage-Backed Securities FNMS 03.000 CIAL2283 B1V7KEBTPIMZEU4LTD58 3138EJRD2 2027-08-01 3.000000 0.00 1041054.00 7260.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDG8520 B1V7KEBTPIMZEU4LTD58 3140UCPE5 2056-05-01 6.000000 0.00 1245494.00 1277253.60 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7995 B1V7KEBTPIMZEU4LTD58 3140MM3D8 2052-08-01 4.621000 0.00 100000.00 68756.54 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7522 B1V7KEBTPIMZEU4LTD58 3140Q3LC8 2033-07-01 4.640000 0.00 15860000.00 15775207.16 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7018 B1V7KEBTPIMZEU4LTD58 3140Q2YQ5 2031-06-01 4.720000 0.00 41669500.00 41665055.24 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6515 B1V7KEBTPIMZEU4LTD58 3140Q2GZ5 2031-07-01 4.460000 0.00 27907000.00 27734553.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ0509 S6XOOCT0IEG5ABCC6L87 31426WR77 2055-08-01 6.500000 0.00 8779536.00 5405308.17 Agency Mortgage-Backed Securities FEPC 06.500 CIRR0043 S6XOOCT0IEG5ABCC6L87 3142JCBM1 2040-11-01 6.500000 0.00 3770950.00 3483488.94 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 B1V7KEBTPIMZEU4LTD58 31418AJP4 2042-08-01 4.000000 0.00 275000.00 23805.17 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0189 B1V7KEBTPIMZEU4LTD58 31418MF72 2039-02-01 5.500000 0.00 3900000.00 37178.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3211 S6XOOCT0IEG5ABCC6L87 31427AR90 2055-09-01 6.000000 0.00 23429184.00 21819227.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0914 B1V7KEBTPIMZEU4LTD58 31418NAQ3 2040-03-01 5.500000 0.00 98306560.00 3416459.29 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3537 B1V7KEBTPIMZEU4LTD58 31418C4X9 2048-12-01 4.500000 0.00 1375258.00 90979.90 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5148 B1V7KEBTPIMZEU4LTD58 31418EWJ5 2038-09-01 5.000000 0.00 1324000.00 714542.97 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5823 B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6.000000 0.00 160000.00 121836.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4156 S6XOOCT0IEG5ABCC6L87 31427RTN0 2055-10-01 5.500000 0.00 21300.00 20564.46 Agency Mortgage-Backed Securities FEPC 05.000 CLTA3527 S6XOOCT0IEG5ABCC6L87 3142JR4M6 2056-01-01 5.000000 0.00 766537.00 731007.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5.000000 0.00 50000.00 40690.25 Agency Mortgage-Backed Securities FEPC 04.500 CLTA6031 S6XOOCT0IEG5ABCC6L87 3142JUVZ0 2056-01-01 4.500000 0.00 1917476.00 1813252.09 Agency Mortgage-Backed Securities FEPC 05.000 CLTA5798 S6XOOCT0IEG5ABCC6L87 3142JUNQ9 2056-02-01 5.000000 0.00 13251392.00 12807363.64 Agency Mortgage-Backed Securities FEPC 06.500 CLTB6111 S6XOOCT0IEG5ABCC6L87 3142K7YH6 2056-06-01 6.500000 0.00 19651.00 20519.98 Agency Mortgage-Backed Securities FEPC 05.500 CLTA4788 S6XOOCT0IEG5ABCC6L87 3142JTKA0 2056-02-01 5.500000 0.00 2759304.00 2741024.04 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5412 B1V7KEBTPIMZEU4LTD58 31418FAN7 2044-06-01 6.500000 0.00 126722.00 45226.75 Agency Mortgage-Backed Securities FEPC 06.000 CLTA7219 S6XOOCT0IEG5ABCC6L87 3142JWAV8 2056-02-01 6.000000 0.00 1002196.00 1031559.52 Agency Mortgage-Backed Securities FNAR XX.XXX S1AE0338 B1V7KEBTPIMZEU4LTD58 31419ALU9 2038-04-01 6.226000 0.00 341000.00 5676.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQZ4756 S6XOOCT0IEG5ABCC6L87 31427CJA2 2055-10-01 4.500000 0.00 1158024.00 1091678.89 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5232 S6XOOCT0IEG5ABCC6L87 3142K6Y62 2056-06-01 5.500000 0.00 7642408.00 7670121.30 Agency Mortgage-Backed Securities GNII SF MA0781 M 549300M8ZYFG0OCMTT87 36179M2N9 2043-02-20 2.500000 0.00 3399000.00 414665.00 Agency Mortgage-Backed Securities GNMI SF 794520 X 549300M8ZYFG0OCMTT87 36177PAW5 2042-07-15 3.500000 0.00 4118872.00 426224.46 Agency Mortgage-Backed Securities GNMI SF AA6411 X 549300M8ZYFG0OCMTT87 36178EDQ9 2043-05-15 3.500000 0.00 25000.00 5251.52 Agency Mortgage-Backed Securities GNII JM MA4745 M 549300M8ZYFG0OCMTT87 36179THW8 2032-09-20 3.000000 0.00 602904.00 20150.43 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3541 S6XOOCT0IEG5ABCC6L87 31427Q5B4 2055-11-01 4.500000 0.00 4227192.00 3893582.50 Agency Mortgage-Backed Securities GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 5400000.00 376199.94 Agency Mortgage-Backed Securities FEPC 05.500 CLTA8221 S6XOOCT0IEG5ABCC6L87 3142JXD35 2056-03-01 5.500000 0.00 3554796.00 3556658.31 Agency Mortgage-Backed Securities GNII SF MA6932 M 549300M8ZYFG0OCMTT87 36179VVZ0 2050-08-20 3.000000 0.00 4746368.00 1421145.20 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1763 B1V7KEBTPIMZEU4LTD58 31418A5Z7 2034-01-01 3.500000 0.00 8049952.00 589201.13 Agency Mortgage-Backed Securities FNMS 07.000 CLFS6484 B1V7KEBTPIMZEU4LTD58 3140XNF25 2053-12-01 7.000000 0.00 1100000.00 492410.69 Agency Mortgage-Backed Securities FNMS 06.000 CICC3113 B1V7KEBTPIMZEU4LTD58 3140Y9N75 2041-07-01 6.000000 0.00 5502240.00 5719765.56 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 B1V7KEBTPIMZEU4LTD58 31418D6B3 2051-11-01 2.000000 0.00 21000000.00 12407602.24 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7404 B1V7KEBTPIMZEU4LTD58 3140XPGN3 2048-01-01 3.500000 0.00 73000.00 51250.21 Agency Mortgage-Backed Securities FNMS 03.500 CWMA3112 B1V7KEBTPIMZEU4LTD58 31418CN67 2032-07-01 3.500000 0.00 528797.00 102504.68 Agency Mortgage-Backed Securities FNMS 06.500 CICC2567 B1V7KEBTPIMZEU4LTD58 3140Y8Z90 2041-04-01 6.500000 0.00 3720364.00 3684043.67 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9605 B1V7KEBTPIMZEU4LTD58 3140XRU78 2054-07-01 6.000000 0.00 12000.00 10090.58 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3526 B1V7KEBTPIMZEU4LTD58 31418C4L5 2048-11-01 4.500000 0.00 6400000.00 393525.62 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5528 B1V7KEBTPIMZEU4LTD58 3140XMEA0 2053-09-01 6.000000 0.00 46298.00 32917.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5329 B1V7KEBTPIMZEU4LTD58 3140W54P6 2053-08-01 3.500000 0.00 31474240.00 27681354.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3239 B1V7KEBTPIMZEU4LTD58 3140XJS53 2050-08-01 3.500000 0.00 200000.00 123917.61 Agency Mortgage-Backed Securities FNMS 02.500 CTFA5214 B1V7KEBTPIMZEU4LTD58 3140W5YL2 2042-09-01 2.500000 0.00 4538840.00 3923384.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5787 B1V7KEBTPIMZEU4LTD58 3140W6ND0 2056-05-01 4.500000 0.00 91197056.00 85884583.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3052 B1V7KEBTPIMZEU4LTD58 3140W3MA4 2055-09-01 5.500000 0.00 13185840.00 12076082.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4634 B1V7KEBTPIMZEU4LTD58 3140U8EG1 2056-05-01 5.000000 0.00 2898176.00 2817798.76 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6149 B1V7KEBTPIMZEU4LTD58 3140X9ZP3 2036-02-01 2.000000 0.00 987075.00 388306.93 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2508 B1V7KEBTPIMZEU4LTD58 3140W2YE5 2055-07-01 6.000000 0.00 1875000.00 1621377.24 Agency Mortgage-Backed Securities GNII SF MA7289 M 549300M8ZYFG0OCMTT87 36179WC22 2034-10-20 5.000000 0.00 661753.00 292177.58 Agency Mortgage-Backed Securities GNPL LM CH6568 549300M8ZYFG0OCMTT87 3617WYJM1 2054-05-15 3.190000 0.00 56058.00 46917.79 Agency Mortgage-Backed Securities GNII SF CZ7451 C 549300M8ZYFG0OCMTT87 3618GKH49 2054-01-20 8.000000 0.00 3948552.00 3584456.23 Agency Mortgage-Backed Securities GNII SF DG7449 C 549300M8ZYFG0OCMTT87 3618K4H24 2054-12-20 7.500000 0.00 5568968.00 4632592.11 Agency Mortgage-Backed Securities GNII SF BZ8535 C 549300M8ZYFG0OCMTT87 3617U4PU4 2046-01-20 2.500000 0.00 72091.00 25633.95 Agency Mortgage-Backed Securities GNII SF DF1200 C 549300M8ZYFG0OCMTT87 3618JJKM5 2054-08-20 4.000000 0.00 1290340.00 1140615.90 Agency Mortgage-Backed Securities GNII SF DF7401 C 549300M8ZYFG0OCMTT87 3618JRGJ9 2054-12-20 7.000000 0.00 1776856.00 575367.15 Agency Mortgage-Backed Securities GNPL PN CJ1374 549300M8ZYFG0OCMTT87 3617XHQ31 2065-03-15 5.390000 0.00 484829.00 488108.69 Agency Mortgage-Backed Securities GNII SF MA6217 M 549300M8ZYFG0OCMTT87 36179U4A7 2049-10-20 2.500000 0.00 1700000.00 278332.18 Agency Mortgage-Backed Securities GNII ET DF5599 C 549300M8ZYFG0OCMTT87 3618JPGG9 2062-09-20 5.000000 0.00 670123.00 485660.64 Agency Mortgage-Backed Securities GNII SF DF5623 C 549300M8ZYFG0OCMTT87 3618JPG87 2054-12-20 6.000000 0.00 1063108.00 981587.71 Agency Mortgage-Backed Securities GNII RG CN2044 C 549300M8ZYFG0OCMTT87 3617F0HV6 2048-01-20 3.500000 0.00 950000.00 662683.75 Agency Mortgage-Backed Securities GNPL PN DC7233 549300M8ZYFG0OCMTT87 3618HNBA4 2060-03-15 5.820000 0.00 204826.00 210312.86 Agency Mortgage-Backed Securities GNII SF DC1659 C 549300M8ZYFG0OCMTT87 3618HFZY3 2054-05-20 6.500000 0.00 1166158.00 1233080.36 Agency Mortgage-Backed Securities GNII SF AM3628 C 549300M8ZYFG0OCMTT87 36184QA53 2045-05-20 3.000000 0.00 4960000.00 417742.56 Agency Mortgage-Backed Securities GNPL PN CS8952 549300M8ZYFG0OCMTT87 3618B25M7 2065-05-15 6.130000 0.00 44601.00 48918.22 Agency Mortgage-Backed Securities GNII SF DR8807 C 549300M8ZYFG0OCMTT87 3618VHYC2 2056-06-20 6.500000 0.00 240532.00 252981.28 Agency Mortgage-Backed Securities GNII SF DI1926 C 549300M8ZYFG0OCMTT87 3618NKD78 2055-05-20 6.500000 0.00 2022660.00 1487198.54 Agency Mortgage-Backed Securities GNII SF DA5788 C 549300M8ZYFG0OCMTT87 3618GVND8 2054-01-20 8.000000 0.00 1175404.00 898975.87 Agency Mortgage-Backed Securities GNII SF DS0614 C 549300M8ZYFG0OCMTT87 3618VLVF9 2056-06-20 3.500000 0.00 16379904.00 14245812.73 Agency Mortgage-Backed Securities GNII SF DQ6838 C 549300M8ZYFG0OCMTT87 3618N0S35 2056-06-20 6.000000 0.00 257554.00 268406.31 Agency Mortgage-Backed Securities GNII SF DS4469 C 549300M8ZYFG0OCMTT87 3618VQ6E9 2056-06-20 5.000000 0.00 1486192.00 1466667.37 Agency Mortgage-Backed Securities GNII JM MB1130 M 549300M8ZYFG0OCMTT87 3618N6HG5 2056-05-20 5.000000 0.00 1030970.00 998868.16 Agency Mortgage-Backed Securities GNPL PN DF4296 549300M8ZYFG0OCMTT87 3618JMXZ5 2060-05-15 5.390000 0.00 510100.00 510056.09 Agency Mortgage-Backed Securities GNII ET DR8016 C 549300M8ZYFG0OCMTT87 3618VG3Z7 2066-03-20 6.500000 0.00 1766970.00 1837756.21 Agency Mortgage-Backed Securities GNII SF DD7724 C 549300M8ZYFG0OCMTT87 3618J1SM6 2054-09-20 6.000000 0.00 1220762.00 1222560.87 Agency Mortgage-Backed Securities GNAR AF MB1297 M 549300M8ZYFG0OCMTT87 3618N6NP8 2056-06-20 4.500000 0.00 17612448.00 17403493.92 Agency Mortgage-Backed Securities GNII ET DJ9043 C 549300M8ZYFG0OCMTT87 3618KWBL6 2065-06-20 6.500000 0.00 23614720.00 17098204.74 Agency Mortgage-Backed Securities GNII SF DS6189 C 549300M8ZYFG0OCMTT87 3618VS2W9 2056-07-20 6.000000 0.00 1249710.00 1309198.70 Agency Mortgage-Backed Securities GNII SF CZ3430 C 549300M8ZYFG0OCMTT87 3618GEY36 2054-01-20 6.500000 0.00 1074702.00 658920.60 Agency Mortgage-Backed Securities GNII ET CZ8643 C 549300M8ZYFG0OCMTT87 3618GLS86 2064-01-20 7.500000 0.00 5868568.00 871215.70 Agency Mortgage-Backed Securities GNII JM MB0193 M 549300M8ZYFG0OCMTT87 3618N5GB9 2055-01-20 6.000000 0.00 1827346.00 600563.38 Agency Mortgage-Backed Securities GNII SF MB0285 M 549300M8ZYFG0OCMTT87 3618N5J75 2040-03-20 6.500000 0.00 164543.00 118014.19 Agency Mortgage-Backed Securities GNII SF DS5833 C 549300M8ZYFG0OCMTT87 3618VSPS3 2056-05-20 5.000000 0.00 1816930.00 1790891.06 Agency Mortgage-Backed Securities GNII ET CV4370 C 549300M8ZYFG0OCMTT87 3618F02B4 2063-07-20 6.500000 0.00 7296216.00 2176065.13 Agency Mortgage-Backed Securities GNII SF MB0457 M 549300M8ZYFG0OCMTT87 3618N5QK8 2040-07-20 4.500000 0.00 96459.00 83360.05 Agency Mortgage-Backed Securities GNII SF MA9851 M 549300M8ZYFG0OCMTT87 36179Y5L4 2054-08-20 5.500000 0.00 32730624.00 22338185.23 Agency Mortgage-Backed Securities GNII SF CT3929 C 549300M8ZYFG0OCMTT87 3618B9LJ1 2053-03-20 6.000000 0.00 24315.00 24614.11 Agency Mortgage-Backed Securities GNII SF MB0206 M 549300M8ZYFG0OCMTT87 3618N5GQ6 2055-02-20 6.000000 0.00 54089856.00 27797557.25 Agency Mortgage-Backed Securities GNII JM MA3097 M 549300M8ZYFG0OCMTT87 36179RNN5 2045-08-20 3.500000 0.00 2000000.00 58385.53 Agency Mortgage-Backed Securities GNII SF CX2662 C 549300M8ZYFG0OCMTT87 3618FN5X3 2053-08-20 5.500000 0.00 7308144.00 5285305.64 Agency Mortgage-Backed Securities GNII JM MA6678 M 549300M8ZYFG0OCMTT87 36179VM31 2035-06-20 2.500000 0.00 200000.00 83506.72 Agency Mortgage-Backed Securities GNII SF MA6408 M 549300M8ZYFG0OCMTT87 36179VDM9 2049-12-20 2.500000 0.00 2100000.00 380371.33 Agency Mortgage-Backed Securities GNII SF MA4836 M 549300M8ZYFG0OCMTT87 36179TLR4 2047-11-20 3.000000 0.00 6953664.00 842967.74 Agency Mortgage-Backed Securities GNII SF DD0077 C 549300M8ZYFG0OCMTT87 3618HSCN4 2054-09-20 7.000000 0.00 1919514.00 1761626.12 Agency Mortgage-Backed Securities GNMI SF BT9206 X 549300M8ZYFG0OCMTT87 3617MYGP8 2050-04-15 3.500000 0.00 507851.00 136098.18 Agency Mortgage-Backed Securities GNII SF DD1691 C 549300M8ZYFG0OCMTT87 3618HT2Y9 2054-07-20 7.000000 0.00 20743968.00 16628910.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1519 S6XOOCT0IEG5ABCC6L87 31427NVM8 2055-06-01 5.500000 0.00 63607744.00 58175788.03 Agency Mortgage-Backed Securities FEPC 06.000 CLTB1174 S6XOOCT0IEG5ABCC6L87 3142K2JU5 2056-04-01 6.000000 0.00 2510250.00 2559056.95 Agency Mortgage-Backed Securities GNAR AF MA2010 M 549300M8ZYFG0OCMTT87 36179QGT2 2044-06-20 5.625000 0.00 63087616.00 685251.30 Agency Mortgage-Backed Securities GNII SF MA6287 M 549300M8ZYFG0OCMTT87 36179U6Y3 2049-10-20 5.000000 0.00 800000.00 96736.09 Agency Mortgage-Backed Securities GNII RG CN9813 C 549300M8ZYFG0OCMTT87 3617F93W0 2043-02-20 2.500000 0.00 1467946.00 788298.76 Agency Mortgage-Backed Securities GNPL PN CU4659 549300M8ZYFG0OCMTT87 3618BNE82 2059-04-15 5.680000 0.00 44423.00 44959.37 Agency Mortgage-Backed Securities GNCL CL CS8941 549300M8ZYFG0OCMTT87 3618B25A3 2066-12-15 5.640000 0.00 36815232.00 36882162.09 Agency Mortgage-Backed Securities GNII SF CT6718 C 549300M8ZYFG0OCMTT87 3618BCPB7 2053-05-20 6.000000 0.00 1014748.00 915797.13 Agency Mortgage-Backed Securities GNII RG CP1989 C 549300M8ZYFG0OCMTT87 3617FRF64 2038-12-20 6.000000 0.00 1290868.00 660798.26 Agency Mortgage-Backed Securities GNII SF CZ1221 C 549300M8ZYFG0OCMTT87 3618GCLA8 2054-03-20 7.500000 0.00 2761908.00 2796208.81 Agency Mortgage-Backed Securities GNII SF CI6311 C 549300M8ZYFG0OCMTT87 3617XBAL1 2052-01-20 3.000000 0.00 5104768.00 2490372.23 Agency Mortgage-Backed Securities GNII SF MA9514 M 549300M8ZYFG0OCMTT87 36179YSB1 2031-06-20 7.000000 0.00 90881.00 52280.17 Agency Mortgage-Backed Securities GNII SF MA9826 M 549300M8ZYFG0OCMTT87 36179Y4K7 2039-07-20 6.500000 0.00 229568.00 82526.55 Agency Mortgage-Backed Securities GNII SF MA9828 M 549300M8ZYFG0OCMTT87 36179Y4M3 2039-10-20 7.500000 0.00 258325.00 53145.80 Agency Mortgage-Backed Securities GNII SF MA9169 M 549300M8ZYFG0OCMTT87 36179YFJ8 2053-06-20 4.500000 0.00 3601704.00 2905265.45 Agency Mortgage-Backed Securities GNII SF CM7566 C 549300M8ZYFG0OCMTT87 3617YTMP9 2052-03-20 2.500000 0.00 1085000.00 808177.63 Agency Mortgage-Backed Securities GNII SF CH8580 C 549300M8ZYFG0OCMTT87 3617X1Q93 2051-11-20 2.500000 0.00 1290120.00 960802.95 Agency Mortgage-Backed Securities GNII FS MA2999 M 549300M8ZYFG0OCMTT87 36179RKL2 2045-05-20 3.500000 0.00 114850.00 34325.34 Agency Mortgage-Backed Securities GNII SF MA7993 M 549300M8ZYFG0OCMTT87 36179W3A4 2052-04-20 5.500000 0.00 33000.00 15236.94 Agency Mortgage-Backed Securities GNPL PN CY8218 549300M8ZYFG0OCMTT87 3618G8DX6 2059-01-15 6.930000 0.00 116184.00 123483.45 Agency Mortgage-Backed Securities GNAR AF MA7068 M 549300M8ZYFG0OCMTT87 36179VZ94 2050-10-20 5.000000 0.00 113583.00 101204.49 Agency Mortgage-Backed Securities GNII SF BZ8531 C 549300M8ZYFG0OCMTT87 3617U4PQ3 2051-01-20 2.500000 0.00 91000.00 53968.57 Agency Mortgage-Backed Securities GNII SF DD4243 C 549300M8ZYFG0OCMTT87 3618HWWC7 2054-11-20 7.000000 0.00 1471270.00 1527608.28 Agency Mortgage-Backed Securities GNII SF MA8015 M 549300M8ZYFG0OCMTT87 36179W3Y2 2037-05-20 1.500000 0.00 170322.00 91988.08 Agency Mortgage-Backed Securities GNCL CL DD2255 549300M8ZYFG0OCMTT87 3618HUQG9 2067-01-15 5.240000 0.00 1278706.00 1272805.62 Agency Mortgage-Backed Securities GNII SF MA7195 M 549300M8ZYFG0OCMTT87 36179V7G9 2051-02-20 3.500000 0.00 405863.00 139527.01 Agency Mortgage-Backed Securities GNII SF MA9102 M 549300M8ZYFG0OCMTT87 36179YDF8 2053-04-20 3.500000 0.00 2982500.00 1863373.77 Agency Mortgage-Backed Securities GNII SF CT8321 C 549300M8ZYFG0OCMTT87 3618BEG64 2053-05-20 6.000000 0.00 1117136.00 667940.21 Agency Mortgage-Backed Securities GNII SF CX4164 C 549300M8ZYFG0OCMTT87 3618FQTV4 2054-02-20 7.500000 0.00 2870500.00 2626485.51 Agency Mortgage-Backed Securities GNII RG CI8163 C 549300M8ZYFG0OCMTT87 3617XDB85 2048-04-20 3.500000 0.00 1058782.00 529181.72 Agency Mortgage-Backed Securities GNPL PN CN2883 549300M8ZYFG0OCMTT87 3617F2FY8 2059-04-15 6.020000 0.00 28429.00 29258.44 Agency Mortgage-Backed Securities GNII SF MA5798 M 549300M8ZYFG0OCMTT87 36179UNP3 2031-05-20 7.000000 0.00 90448.00 17779.95 Agency Mortgage-Backed Securities GNII SF MA5528 M 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 400000.00 33370.51 Agency Mortgage-Backed Securities GNPL PN DN1560 549300M8ZYFG0OCMTT87 3618M3WV3 2060-11-15 5.400000 0.00 188340.00 190066.76 Agency Mortgage-Backed Securities GNII ET DN7511 C 549300M8ZYFG0OCMTT87 3618MAKY4 2065-09-20 6.500000 0.00 537819.00 555802.06 Agency Mortgage-Backed Securities GNMI SP 785777 X 549300M8ZYFG0OCMTT87 3622ABJW3 2049-01-15 5.000000 0.00 748461.00 314790.75 Agency Mortgage-Backed Securities GNII AP 788097 M 549300M8ZYFG0OCMTT87 3622AD3E6 2055-07-20 7.000000 0.00 1520940.00 775553.18 Agency Mortgage-Backed Securities GNAR AF 082794 M 549300M8ZYFG0OCMTT87 36225FC80 2041-04-20 5.625000 0.00 30000000.00 661047.54 Agency Mortgage-Backed Securities GNII AP 787362 M 549300M8ZYFG0OCMTT87 3622ADB72 2051-05-20 2.500000 0.00 60000.00 41892.72 Agency Mortgage-Backed Securities GNAR AF MB1085 M 549300M8ZYFG0OCMTT87 3618N6F36 2056-02-20 5.000000 0.00 30492080.00 30199530.31 Agency Mortgage-Backed Securities GNII SF MB0554 M 549300M8ZYFG0OCMTT87 3618N5TL3 2055-08-20 4.500000 0.00 74000000.00 68550247.40 Agency Mortgage-Backed Securities GNII SF MB0178 M 549300M8ZYFG0OCMTT87 3618N5FU8 2040-02-20 4.500000 0.00 221582.00 169182.20 Agency Mortgage-Backed Securities GNII SP 788740 C 549300M8ZYFG0OCMTT87 3622AES56 2056-07-20 4.500000 0.00 5296800.00 4983282.41 Agency Mortgage-Backed Securities GNII SF DO6089 C 549300M8ZYFG0OCMTT87 3618V2XS1 2055-12-20 6.000000 0.00 124340.00 129092.22 Agency Mortgage-Backed Securities GNII JM MB1057 M 549300M8ZYFG0OCMTT87 3618N6E78 2056-04-20 4.500000 0.00 12190624.00 11403172.77 Agency Mortgage-Backed Securities GNII SF DB0874 C 549300M8ZYFG0OCMTT87 3618H26K4 2054-04-20 7.000000 0.00 1022378.00 900964.54 Agency Mortgage-Backed Securities GNMI SF 752199 X 549300M8ZYFG0OCMTT87 36230LNQ8 2046-04-15 2.500000 0.00 2550650.00 1322931.01 Agency Mortgage-Backed Securities GNII SF DI1742 C 549300M8ZYFG0OCMTT87 3618NJ5B1 2055-03-20 7.000000 0.00 2112690.00 329807.18 Agency Mortgage-Backed Securities GNII SF DR7342 C 549300M8ZYFG0OCMTT87 3618VGEP7 2056-05-20 6.500000 0.00 1334134.00 1444246.92 Agency Mortgage-Backed Securities GNII JP 785023 M 549300M8ZYFG0OCMTT87 3622AAPG3 2034-05-20 3.000000 0.00 700000.00 101240.89 Agency Mortgage-Backed Securities GNMI SF 711498 X 549300M8ZYFG0OCMTT87 36297GNP1 2040-03-15 5.000000 0.00 9538608.00 2211367.26 Agency Mortgage-Backed Securities GNPL PN DM6443 549300M8ZYFG0OCMTT87 3618LWEQ1 2060-12-15 5.400000 0.00 290162.00 293433.37 Agency Mortgage-Backed Securities GNII SF DN5550 C 549300M8ZYFG0OCMTT87 3618M8EX8 2055-11-20 6.500000 0.00 3103228.00 1699649.80 Agency Mortgage-Backed Securities GNII SP 785638 C 549300M8ZYFG0OCMTT87 3622ABEK4 2051-08-20 2.500000 0.00 3750000.00 1942029.06 Agency Mortgage-Backed Securities GNMI SP 784716 X 549300M8ZYFG0OCMTT87 3622AADV3 2045-11-15 5.500000 0.00 2500000.00 658495.10 Agency Mortgage-Backed Securities GNII SP 787236 C 549300M8ZYFG0OCMTT87 3622AC4V9 2054-01-20 6.500000 0.00 1365000.00 636806.09 Agency Mortgage-Backed Securities GNII SP 785053 C 549300M8ZYFG0OCMTT87 3622AAQE7 2050-06-20 4.500000 0.00 50000000.00 14831776.33 Agency Mortgage-Backed Securities GNPL PN CY8224 549300M8ZYFG0OCMTT87 3618G8D57 2059-02-15 5.720000 0.00 60545.00 61318.60 Agency Mortgage-Backed Securities GNMI SP 784093 X 549300M8ZYFG0OCMTT87 3622A2RN4 2040-06-15 5.000000 0.00 4554952.00 493023.00 Agency Mortgage-Backed Securities GNII SF DO7935 C 549300M8ZYFG0OCMTT87 3618V4Y80 2055-12-20 4.500000 0.00 3210740.00 3021234.93 Agency Mortgage-Backed Securities GNAR AT 080913 M 549300M8ZYFG0OCMTT87 36225DAP9 2034-05-20 5.625000 0.00 1040000.00 5449.60 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 97200000.00 91012540.66 Agency Mortgage-Backed Securities GNAR AT 080893 M 549300M8ZYFG0OCMTT87 36225C7F7 2034-04-20 6.125000 0.00 2967756.00 50920.08 Agency Mortgage-Backed Securities GNII JP 785008 C 549300M8ZYFG0OCMTT87 3622AANZ3 2030-07-20 2.500000 0.00 40000.00 5366.41 Agency Mortgage-Backed Securities GNII SF MB0309 M 549300M8ZYFG0OCMTT87 3618N5KX6 2055-03-20 6.000000 0.00 60142016.00 33753804.75 Agency Mortgage-Backed Securities GNII SP 788197 C 549300M8ZYFG0OCMTT87 3622AD7J1 2055-09-20 5.500000 0.00 13293040.00 12038841.83 Agency Mortgage-Backed Securities GNII SP 785220 C 549300M8ZYFG0OCMTT87 3622AAVM3 2050-12-20 2.000000 0.00 30000.00 14553.81 Agency Mortgage-Backed Securities GNII SF DG9298 C 549300M8ZYFG0OCMTT87 3618K6KK5 2055-01-20 7.000000 0.00 5134936.00 2292818.28 Agency Mortgage-Backed Securities GNII ET DF1369 C 549300M8ZYFG0OCMTT87 3618JJQW7 2064-10-20 6.500000 0.00 4328992.00 1985114.68 Agency Mortgage-Backed Securities GNII SF MB0461 M 549300M8ZYFG0OCMTT87 3618N5QP7 2040-06-20 6.500000 0.00 269882.00 266147.92 Agency Mortgage-Backed Securities GNII BD DH9428 C 549300M8ZYFG0OCMTT87 3618KJPM8 2055-05-20 6.000000 0.00 1354902.00 882155.86 Agency Mortgage-Backed Securities GNII SF DH3433 C 549300M8ZYFG0OCMTT87 3618KBY60 2055-01-20 6.500000 0.00 2799040.00 447483.02 Agency Mortgage-Backed Securities GNII JM MA9529 M 549300M8ZYFG0OCMTT87 36179YSS4 2054-03-20 6.000000 0.00 2000000.00 711168.52 Agency Mortgage-Backed Securities GNII SF DS4756 C 549300M8ZYFG0OCMTT87 3618VRH96 2056-05-20 5.000000 0.00 1005132.00 982092.16 Agency Mortgage-Backed Securities GNII SF DS4442 C 549300M8ZYFG0OCMTT87 3618VQ5B6 2056-06-20 5.000000 0.00 1232964.00 1214745.47 Agency Mortgage-Backed Securities GNII SF DH7868 C 549300M8ZYFG0OCMTT87 3618KGW53 2055-02-20 7.000000 0.00 1879270.00 568196.98 Agency Mortgage-Backed Securities GNII SF DI1762 C 549300M8ZYFG0OCMTT87 3618NJ5X3 2055-02-20 7.000000 0.00 1137346.00 679049.59 Agency Mortgage-Backed Securities FNAR XX.XXX WS745998 B1V7KEBTPIMZEU4LTD58 31403DX38 2036-09-01 5.675000 0.00 25500000.00 68335.50 Agency Mortgage-Backed Securities FNAR XX.XXX WS806487 B1V7KEBTPIMZEU4LTD58 31406C6Y9 2032-07-01 6.066000 0.00 8992432.00 39708.81 Agency Mortgage-Backed Securities FNAR XX.XXX WN795713 B1V7KEBTPIMZEU4LTD58 31405QAN8 2034-08-01 6.227000 0.00 3071868.00 26473.23 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0646 B1V7KEBTPIMZEU4LTD58 3140FXWG3 2062-06-01 2.500000 0.00 1900000.00 1139152.45 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1289 B1V7KEBTPIMZEU4LTD58 3140LBNF6 2051-03-01 2.170000 0.00 163590.00 105530.71 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7085 B1V7KEBTPIMZEU4LTD58 3140Q22T4 2031-05-01 4.060000 0.00 9481000.00 9254663.24 Agency Mortgage-Backed Securities FNAR XX.XXX LB776486 B1V7KEBTPIMZEU4LTD58 31404RUK1 2034-03-01 5.554000 0.00 600000.00 8391.84 Agency Mortgage-Backed Securities FNAR XX.XXX LB795096 B1V7KEBTPIMZEU4LTD58 31405PKH2 2034-10-01 6.205000 0.00 10000000.00 29141.90 Agency Mortgage-Backed Securities FNMS 06.500 CLDD3913 B1V7KEBTPIMZEU4LTD58 3140B4K33 2055-03-01 6.500000 0.00 2528140.00 2584449.49 Agency Mortgage-Backed Securities FNAR XX.XXX LB732023 B1V7KEBTPIMZEU4LTD58 31402LG89 2033-09-01 5.306000 0.00 12279200.00 137750.32 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0141 B1V7KEBTPIMZEU4LTD58 3140FXEP3 2056-09-01 5.500000 0.00 4500000.00 1209599.02 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8530 B1V7KEBTPIMZEU4LTD58 3138L9PQ9 2027-04-01 3.240000 0.00 1600000.00 1249900.01 Agency Mortgage-Backed Securities FNAR XX.XXX WD841068 B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 6.207000 0.00 6000000.00 42026.88 Agency Mortgage-Backed Securities FNMS 05.000 CLAL5898 B1V7KEBTPIMZEU4LTD58 3138ENRU5 2033-11-01 5.000000 0.00 3050000.00 255960.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8749 B1V7KEBTPIMZEU4LTD58 3138ETWK8 2045-01-01 5.876000 0.00 880195.00 30532.87 Agency Mortgage-Backed Securities FNAR XX.XXX LB880377 B1V7KEBTPIMZEU4LTD58 31409WCN9 2036-01-01 5.756000 0.00 2745000.00 22465.24 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8581 B1V7KEBTPIMZEU4LTD58 3138LMRB1 2038-04-01 3.510000 0.00 2795000.00 2466763.17 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6269 S6XOOCT0IEG5ABCC6L87 3133BT6E5 2053-01-01 5.500000 0.00 3943076.00 2188334.00 Agency Mortgage-Backed Securities 03.500 FGPC G61844 G S6XOOCT0IEG5ABCC6L87 31335CBM5 2046-08-01 3.500000 0.00 59122000.00 9164466.81 Agency Mortgage-Backed Securities FMAR 390381 G S6XOOCT0IEG5ABCC6L87 31346VM63 2037-02-01 4.055000 0.00 117277696.00 163040.70 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1465 S6XOOCT0IEG5ABCC6L87 3133AXTW2 2051-11-01 2.000000 0.00 220892.00 131603.17 Agency Mortgage-Backed Securities FEPC 02.000 CLQC4096 S6XOOCT0IEG5ABCC6L87 3133ANRR7 2051-07-01 2.000000 0.00 18704580.00 8951681.46 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3832 S6XOOCT0IEG5ABCC6L87 3132E0HH8 2053-07-01 6.500000 0.00 55973952.00 31218106.90 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5748 S6XOOCT0IEG5ABCC6L87 3133B3L54 2052-02-01 2.000000 0.00 202000.00 123639.98 Agency Mortgage-Backed Securities 04.000 FGPC Q48243 G S6XOOCT0IEG5ABCC6L87 3132WNER9 2047-05-01 4.000000 0.00 88712064.00 15242145.30 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4393 S6XOOCT0IEG5ABCC6L87 3132E03A8 2052-06-01 4.000000 0.00 28699.00 20562.59 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2152 S6XOOCT0IEG5ABCC6L87 3132A2L91 2038-07-01 5.500000 0.00 2317652.00 17365.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1618 S6XOOCT0IEG5ABCC6L87 3132DNYP2 2052-09-01 5.000000 0.00 6085000.00 4261595.18 Agency Mortgage-Backed Securities 03.500 FGPC T65138 G S6XOOCT0IEG5ABCC6L87 31322YV73 2043-07-01 3.500000 0.00 2000000.00 172473.90 Agency Mortgage-Backed Securities FEPC 03.500 CTZS9210 S6XOOCT0IEG5ABCC6L87 3132AAGT5 2034-11-01 3.500000 0.00 620000.00 64283.48 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2455 S6XOOCT0IEG5ABCC6L87 31329KWQ3 2037-04-01 3.500000 0.00 216000.00 29064.62 Agency Mortgage-Backed Securities FEPC 03.000 CISB1427 S6XOOCT0IEG5ABCC6L87 3132CXSQ6 2037-05-01 3.000000 0.00 27920.00 20511.70 Agency Mortgage-Backed Securities FEPC 02.500 3PQU8096 S6XOOCT0IEG5ABCC6L87 3133JL7H6 2052-11-01 2.500000 0.00 1942484.00 1442073.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAL0679 B1V7KEBTPIMZEU4LTD58 3138EGXH2 2041-08-01 4.000000 0.00 48573440.00 3705559.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5567 B1V7KEBTPIMZEU4LTD58 3138ENFH7 2041-07-01 6.214000 0.00 8657696.00 288695.42 Agency Mortgage-Backed Securities FNMS 02.500 CLAQ7316 B1V7KEBTPIMZEU4LTD58 3138MPDW2 2043-01-01 2.500000 0.00 167200.00 27759.00 Agency Mortgage-Backed Securities FNMS 03.500 CRAL7824 B1V7KEBTPIMZEU4LTD58 3138EQVS8 2034-08-01 3.500000 0.00 10545680.00 1379034.86 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1064 B1V7KEBTPIMZEU4LTD58 3138EHFE7 2039-10-01 6.500000 0.00 1733000.00 37993.16 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1244 S6XOOCT0IEG5ABCC6L87 3133KGLZ9 2049-08-01 3.000000 0.00 4938192.00 185084.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7230 S6XOOCT0IEG5ABCC6L87 3133CLA71 2053-12-01 6.000000 0.00 1751718.00 1335807.55 Agency Mortgage-Backed Securities FKAR 04.400 WNWN4147 S6XOOCT0IEG5ABCC6L87 3132XJTD2 2035-09-01 4.400000 0.00 81449200.00 78769901.44 Agency Mortgage-Backed Securities FEPC 04.500 3SZN0099 S6XOOCT0IEG5ABCC6L87 3131Y6DC0 2041-03-01 4.500000 0.00 1750000.00 76019.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2876 S6XOOCT0IEG5ABCC6L87 3131Y9FR9 2049-01-01 4.500000 0.00 181280.00 20333.66 Agency Mortgage-Backed Securities FEPC 03.500 CTZK9956 S6XOOCT0IEG5ABCC6L87 3131XEBZ5 2033-08-01 3.500000 0.00 2725520.00 291981.02 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3024 S6XOOCT0IEG5ABCC6L87 3131Y9LD3 2049-02-01 4.500000 0.00 1520808.00 253318.26 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2726 S6XOOCT0IEG5ABCC6L87 3132DQA30 2052-06-01 3.500000 0.00 27837040.00 19168547.97 Agency Mortgage-Backed Securities GNII SP 786583 C 549300M8ZYFG0OCMTT87 3622ACFY1 2052-03-20 3.000000 0.00 100000.00 64997.31 Agency Mortgage-Backed Securities GNII SF 626951 C 549300M8ZYFG0OCMTT87 36291FQC5 2045-06-20 3.000000 0.00 5425648.00 2226915.26 Agency Mortgage-Backed Securities GNMI SF 705951 X 549300M8ZYFG0OCMTT87 36297AH48 2027-08-15 2.500000 0.00 1329354.00 82094.93 Agency Mortgage-Backed Securities GNII ET DP1996 C 549300M8ZYFG0OCMTT87 3618MGGD2 2065-11-20 6.500000 0.00 1678646.00 1744454.64 Agency Mortgage-Backed Securities GNII SF DS9307 C 549300M8ZYFG0OCMTT87 3618VWKU4 2056-07-20 5.500000 0.00 5455784.00 5523001.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQH3940 S6XOOCT0IEG5ABCC6L87 3133CGLV7 2053-10-01 5.500000 0.00 2073300.00 1618351.92 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ8689 S6XOOCT0IEG5ABCC6L87 3133D0UN9 2054-11-01 4.500000 0.00 24447.00 20545.17 Agency Mortgage-Backed Securities 04.000 FGPC Q17953 G S6XOOCT0IEG5ABCC6L87 3132J9H76 2043-05-01 4.000000 0.00 4300000.00 780364.55 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.500000 0.00 13920000.00 9156084.44 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2251 S6XOOCT0IEG5ABCC6L87 3132DPQC5 2052-11-01 4.500000 0.00 88000.00 50026.21 Agency Mortgage-Backed Securities 02.500 FGPC U79013 G S6XOOCT0IEG5ABCC6L87 3132G5AP4 2028-04-01 2.500000 0.00 2225000.00 35664.82 Agency Mortgage-Backed Securities FEPC 07.000 CLQH5234 S6XOOCT0IEG5ABCC6L87 3133CHY74 2053-11-01 7.000000 0.00 34605.00 20498.54 Agency Mortgage-Backed Securities 03.500 FGPC U62476 G S6XOOCT0IEG5ABCC6L87 3132HXQ59 2043-04-01 3.500000 0.00 200000.00 22562.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4820 S6XOOCT0IEG5ABCC6L87 3132DSK92 2053-10-01 3.000000 0.00 100000.00 74004.34 Agency Mortgage-Backed Securities FNMS 05.000 CLAI5236 B1V7KEBTPIMZEU4LTD58 3138AJZA3 2041-06-01 5.000000 0.00 105000.00 5768.67 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ1300 B1V7KEBTPIMZEU4LTD58 3138ASNS7 2041-10-01 6.328000 0.00 8400000.00 33317.04 Agency Mortgage-Backed Securities FEPC 06.500 3PSE9120 S6XOOCT0IEG5ABCC6L87 3133SKDZ1 2055-10-01 6.500000 0.00 62360384.00 55238650.43 Agency Mortgage-Backed Securities FNAR XX.XXX WS620037 B1V7KEBTPIMZEU4LTD58 31389AZA4 2035-01-01 4.043000 0.00 114147456.00 927308.72 Agency Mortgage-Backed Securities 03.000 FGPC U79020 G S6XOOCT0IEG5ABCC6L87 3132G5AW9 2028-08-01 3.000000 0.00 400000.00 10593.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5814 S6XOOCT0IEG5ABCC6L87 3132DTN71 2054-07-01 6.000000 0.00 148250.00 108263.45 Agency Mortgage-Backed Securities FMAR 840652 G S6XOOCT0IEG5ABCC6L87 31347AWM2 2043-06-01 6.165000 0.00 4617240.00 420363.80 Agency Mortgage-Backed Securities FEPC 06.000 CIQO4760 S6XOOCT0IEG5ABCC6L87 3133WPJD8 2041-01-01 6.000000 0.00 1108670.00 1103253.84 Agency Mortgage-Backed Securities FEPC 04.500 CLSD5786 S6XOOCT0IEG5ABCC6L87 3132DTNB2 2054-03-01 4.500000 0.00 9436320.00 7886711.22 Agency Mortgage-Backed Securities FEPC 01.500 CIQN8155 S6XOOCT0IEG5ABCC6L87 3133GFBY0 2036-10-01 1.500000 0.00 14162496.00 7297290.08 Agency Mortgage-Backed Securities 06.000 FGPC G08168 G S6XOOCT0IEG5ABCC6L87 3128MJFJ4 2036-12-01 6.000000 0.00 8700000.00 64823.67 Agency Mortgage-Backed Securities FEPC 06.000 CLTC1282 S6XOOCT0IEG5ABCC6L87 3130G0J47 2056-08-01 6.000000 0.00 14284768.00 14564592.32 Agency Mortgage-Backed Securities 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 1274000.00 136174.40 Agency Mortgage-Backed Securities FMAR 1H2526 G S6XOOCT0IEG5ABCC6L87 3128QLPK1 2035-09-01 6.375000 0.00 110055424.00 465651.25 Agency Mortgage-Backed Securities 06.000 FGPC K39017 G S6XOOCT0IEG5ABCC6L87 31303AAS5 2047-11-01 6.000000 0.00 10000000.00 87942.24 Agency Mortgage-Backed Securities 09.000 FGPC C44395 G S6XOOCT0IEG5ABCC6L87 31298C3C1 2030-11-01 9.000000 0.00 58982352.00 6235.26 Agency Mortgage-Backed Securities 03.000 FGPC N31570 G S6XOOCT0IEG5ABCC6L87 31281BW71 2049-01-01 3.000000 0.00 1564396.00 204276.24 Agency Mortgage-Backed Securities FMAR 1L0232 G S6XOOCT0IEG5ABCC6L87 3128Q2HH9 2035-10-01 6.375000 0.00 120195968.00 288556.57 Agency Mortgage-Backed Securities 03.000 FGPC G08737 G S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3.000000 0.00 34987.00 5687.71 Agency Mortgage-Backed Securities FMAR 1B3929 G S6XOOCT0IEG5ABCC6L87 3128JPHF0 2034-11-01 6.257000 0.00 2584696.00 16360.64 Agency Mortgage-Backed Securities 05.500 FGPC G04729 G S6XOOCT0IEG5ABCC6L87 3128M6SS8 2038-09-01 5.500000 0.00 6134904.00 35179.87 Agency Mortgage-Backed Securities FMAR 1N1477 G S6XOOCT0IEG5ABCC6L87 3128QHUA6 2037-05-01 6.010000 0.00 1900000.00 7831.47 Agency Mortgage-Backed Securities GNAR AF 082359 M 549300M8ZYFG0OCMTT87 36225ETR3 2039-07-20 5.375000 0.00 10812464.00 107709.30 Agency Mortgage-Backed Securities GNAR AF 082373 M 549300M8ZYFG0OCMTT87 36225ET77 2039-08-20 5.375000 0.00 45000000.00 676863.23 Agency Mortgage-Backed Securities GNMI SF AS4932 X 549300M8ZYFG0OCMTT87 36193PPR0 2046-05-15 4.500000 0.00 87000.00 22987.70 Agency Mortgage-Backed Securities GNII ET DL9268 C 549300M8ZYFG0OCMTT87 3618LMJM7 2065-08-20 2.000000 0.00 274635.00 206438.75 Agency Mortgage-Backed Securities GNAR AF MB1295 M 549300M8ZYFG0OCMTT87 3618N6NM5 2056-07-20 4.000000 0.00 14387152.00 13954578.29 Agency Mortgage-Backed Securities GNAR AF MB1233 M 549300M8ZYFG0OCMTT87 3618N6LP0 2056-06-20 5.500000 0.00 2482300.00 2508867.94 Agency Mortgage-Backed Securities GNII SF AU1991 C 549300M8ZYFG0OCMTT87 36194PF82 2046-08-20 3.000000 0.00 3774996.00 438764.90 Agency Mortgage-Backed Securities GNII SF DT5945 C 549300M8ZYFG0OCMTT87 3618W5TA7 2056-06-20 6.000000 0.00 15430580.00 15947043.16 Agency Mortgage-Backed Securities GNAR AT 081224 M 549300M8ZYFG0OCMTT87 36225DLE2 2035-01-20 5.000000 0.00 1450000.00 13326.28 Agency Mortgage-Backed Securities GNII SF 004772 M 549300M8ZYFG0OCMTT87 36202FJR8 2040-08-20 5.000000 0.00 1739000.00 60920.99 Agency Mortgage-Backed Securities GNII SF DM3109 C 549300M8ZYFG0OCMTT87 3618LSN23 2055-11-20 6.500000 0.00 3292932.00 3376977.25 Agency Mortgage-Backed Securities GNII SF DL5031 C 549300M8ZYFG0OCMTT87 3618LGSU2 2055-10-20 6.500000 0.00 2873612.00 2594288.47 Agency Mortgage-Backed Securities GNII JM 004849 M 549300M8ZYFG0OCMTT87 36202FL61 2040-11-20 4.000000 0.00 3000000.00 60520.12 Agency Mortgage-Backed Securities GNII SF DT4301 C 549300M8ZYFG0OCMTT87 3618W3X66 2056-07-20 5.500000 0.00 1279040.00 1295390.39 Agency Mortgage-Backed Securities GNII SF DL6649 C 549300M8ZYFG0OCMTT87 3618LJL66 2055-08-20 6.500000 0.00 1175150.00 962109.10 Agency Mortgage-Backed Securities GNMI SP 781216 X 549300M8ZYFG0OCMTT87 36225BK56 2030-12-15 6.500000 0.00 15468752.00 23787.59 Agency Mortgage-Backed Securities GNII SF DS7411 C 549300M8ZYFG0OCMTT87 3618VUGU3 2056-07-20 5.500000 0.00 1117242.00 1139908.98 Agency Mortgage-Backed Securities GNII SF DS9666 C 549300M8ZYFG0OCMTT87 3618VWW31 2056-07-20 6.500000 0.00 3066144.00 3254266.24 Agency Mortgage-Backed Securities GNII SF 003106 M 549300M8ZYFG0OCMTT87 36202DNX5 2031-07-20 6.000000 0.00 4690000.00 7129.64 Agency Mortgage-Backed Securities GNII SF DT8144 C 549300M8ZYFG0OCMTT87 3618W8BM4 2056-07-20 5.500000 0.00 4560032.00 4615013.82 Agency Mortgage-Backed Securities GNII SF MB0364 M 549300M8ZYFG0OCMTT87 3618N5MN6 2055-05-20 4.500000 0.00 11122976.00 10126906.19 Agency Mortgage-Backed Securities GNII SF DI6049 C 549300M8ZYFG0OCMTT87 3618NPWJ0 2055-04-20 6.000000 0.00 25726176.00 9339654.47 Agency Mortgage-Backed Securities GNII SF DI0837 C 549300M8ZYFG0OCMTT87 3618NH4W0 2055-04-20 6.500000 0.00 674294.00 556759.17 Agency Mortgage-Backed Securities GNII SF DO6866 C 549300M8ZYFG0OCMTT87 3618V3TX3 2056-06-20 5.500000 0.00 1470558.00 1513339.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5324 B1V7KEBTPIMZEU4LTD58 3140W54J0 2047-11-01 3.000000 0.00 37119424.00 32030657.83 Agency Mortgage-Backed Securities FNMS 04.500 CLDH4603 B1V7KEBTPIMZEU4LTD58 3140ULDH1 2056-06-01 4.500000 0.00 3523372.00 3348500.02 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 9114000.00 5101867.08 Agency Mortgage-Backed Securities FNMS 02.500 CTFA2276 B1V7KEBTPIMZEU4LTD58 3140W2Q61 2040-09-01 2.500000 0.00 5584312.00 4374389.97 Agency Mortgage-Backed Securities FNMS 06.000 CLDH4098 B1V7KEBTPIMZEU4LTD58 3140UKRU9 2056-08-01 6.000000 0.00 1143050.00 1170318.60 Agency Mortgage-Backed Securities FNMS 05.000 CIDH4802 B1V7KEBTPIMZEU4LTD58 3140ULKQ3 2041-07-01 5.000000 0.00 1652750.00 1661023.11 Agency Mortgage-Backed Securities FNMS 06.000 CIFA2308 B1V7KEBTPIMZEU4LTD58 3140W2R60 2040-07-01 6.000000 0.00 31409344.00 25012683.98 Agency Mortgage-Backed Securities FNMS 06.500 CICB8418 B1V7KEBTPIMZEU4LTD58 3140QUK88 2039-03-01 6.500000 0.00 1076492.00 979785.28 Agency Mortgage-Backed Securities FNMS 02.000 CICB2232 B1V7KEBTPIMZEU4LTD58 3140QMPS7 2036-11-01 2.000000 0.00 200000.00 100334.53 Agency Mortgage-Backed Securities FNMS 04.500 CIBW4315 B1V7KEBTPIMZEU4LTD58 3140MVYM4 2041-06-01 4.500000 0.00 2042844.00 1979020.32 Agency Mortgage-Backed Securities FNMS 03.000 CICB3219 B1V7KEBTPIMZEU4LTD58 3140QNSH6 2037-03-01 3.000000 0.00 101000.00 49634.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7191 B1V7KEBTPIMZEU4LTD58 3140L57D2 2051-04-01 2.000000 0.00 71390.00 44100.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2518 B1V7KEBTPIMZEU4LTD58 3140N6YQ9 2052-11-01 5.000000 0.00 1500000.00 1040296.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0953 B1V7KEBTPIMZEU4LTD58 3140BRBX6 2055-10-01 5.000000 0.00 26889.00 26092.84 Agency Mortgage-Backed Securities FNMS 04.500 CIBW4283 B1V7KEBTPIMZEU4LTD58 3140MVXM5 2041-05-01 4.500000 0.00 1280660.00 1252534.28 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0299 B1V7KEBTPIMZEU4LTD58 3140FXKM3 2058-08-01 3.500000 0.00 2919000.00 817546.33 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3579 B1V7KEBTPIMZEU4LTD58 3140J76R1 2030-09-01 3.000000 0.00 5000000.00 212832.21 Agency Mortgage-Backed Securities FNMS 07.500 CLBW4515 B1V7KEBTPIMZEU4LTD58 3140MWAR7 2056-08-01 7.500000 0.00 7133720.00 7606806.91 Agency Mortgage-Backed Securities FNMS 03.500 CTAW7399 B1V7KEBTPIMZEU4LTD58 3138XXGH3 2032-02-01 3.500000 0.00 4800000.00 313076.64 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0503 B1V7KEBTPIMZEU4LTD58 3140FXRZ7 2060-09-01 3.000000 0.00 10000000.00 3616467.15 Agency Mortgage-Backed Securities FNAR XX.XXX LB698946 B1V7KEBTPIMZEU4LTD58 31400VP71 2028-03-01 5.140000 0.00 18317312.00 6227.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDE3210 B1V7KEBTPIMZEU4LTD58 3140BFR80 2055-07-01 5.000000 0.00 357388.00 316111.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8521 B1V7KEBTPIMZEU4LTD58 3138YNPF8 2045-06-01 3.500000 0.00 1123224.00 159829.27 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9349 B1V7KEBTPIMZEU4LTD58 3138LNL74 2033-07-01 3.970000 0.00 1122858.00 1071164.24 Agency Mortgage-Backed Securities FNMS 03.500 CTAL8689 B1V7KEBTPIMZEU4LTD58 3138ETUP9 2036-03-01 3.500000 0.00 2125000.00 340052.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0257 B1V7KEBTPIMZEU4LTD58 3140BCJB9 2055-05-01 6.000000 0.00 2262080.00 2284805.41 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6087 B1V7KEBTPIMZEU4LTD58 31418FXR3 2041-06-01 5.000000 0.00 471145.00 456620.39 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5854 B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6.000000 0.00 40000.00 32505.24 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5383 S6XOOCT0IEG5ABCC6L87 31427S6V5 2056-06-01 4.500000 0.00 55070880.00 52131970.45 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5879 B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 3090000.00 2761911.91 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2368 S6XOOCT0IEG5ABCC6L87 31426YT22 2055-09-01 5.500000 0.00 8277392.00 7659066.07 Agency Mortgage-Backed Securities FNMS 06.000 CL922041 B1V7KEBTPIMZEU4LTD58 31412DLW6 2037-02-01 6.000000 0.00 14697792.00 84056.08 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 B1V7KEBTPIMZEU4LTD58 31418FDM6 2039-10-01 5.000000 0.00 8000.00 5070.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQY6485 S6XOOCT0IEG5ABCC6L87 31426RF30 2055-06-01 5.000000 0.00 1014100.00 848137.06 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5818 B1V7KEBTPIMZEU4LTD58 31418FPC5 2055-09-01 3.500000 0.00 33000.00 28375.59 Agency Mortgage-Backed Securities FNMS 05.500 CL995048 B1V7KEBTPIMZEU4LTD58 31416BL55 2038-05-01 5.500000 0.00 61743000.00 428349.44 Agency Mortgage-Backed Securities FNAR XX.XXX S1886517 B1V7KEBTPIMZEU4LTD58 31410D4A5 2036-08-01 6.674000 0.00 29703200.00 85703.11 Agency Mortgage-Backed Securities FNAR XX.XXX S1909412 B1V7KEBTPIMZEU4LTD58 31411JKZ8 2037-02-01 5.881000 0.00 6000000.00 8701.31 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1590 B1V7KEBTPIMZEU4LTD58 3140XGXU8 2052-04-01 2.500000 0.00 100000.00 58261.59 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5584 B1V7KEBTPIMZEU4LTD58 3140XMF27 2053-08-01 6.500000 0.00 200000.00 127077.33 Agency Mortgage-Backed Securities FNAR XX.XXX LB888493 B1V7KEBTPIMZEU4LTD58 31410GC68 2035-08-01 5.557000 0.00 4746000.00 27134.79 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0423 B1V7KEBTPIMZEU4LTD58 3140Y6PH7 2055-05-01 5.000000 0.00 7423104.00 6468176.57 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0697 B1V7KEBTPIMZEU4LTD58 3140XFX30 2042-02-01 2.500000 0.00 4400000.00 2444359.82 Agency Mortgage-Backed Securities FNMS 02.500 CIFS9163 B1V7KEBTPIMZEU4LTD58 3140XRFD2 2037-05-01 2.500000 0.00 2071270.00 1459883.57 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9540 B1V7KEBTPIMZEU4LTD58 3140XDS64 2051-11-01 2.000000 0.00 95000.00 54725.22 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6799 B1V7KEBTPIMZEU4LTD58 3140UNRV1 2056-07-01 6.000000 0.00 235911.00 241782.82 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7754 B1V7KEBTPIMZEU4LTD58 3140XBTL4 2036-07-01 2.000000 0.00 459000.00 184699.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7147 B1V7KEBTPIMZEU4LTD58 3140XA5H1 2050-08-01 3.500000 0.00 228000.00 83476.57 Agency Mortgage-Backed Securities GNII SF BX4959 C 549300M8ZYFG0OCMTT87 3617Q9QL7 2050-09-20 2.500000 0.00 66560.00 38098.90 Agency Mortgage-Backed Securities GNII SF MA2598 M 549300M8ZYFG0OCMTT87 36179Q3F6 2043-10-20 2.000000 0.00 183586.00 51641.27 Agency Mortgage-Backed Securities GNII SF MA9668 M 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.500000 0.00 21875488.00 15500434.42 Agency Mortgage-Backed Securities GNII SF BV8709 C 549300M8ZYFG0OCMTT87 3617NNVA7 2050-07-20 3.000000 0.00 725098.00 344912.90 Agency Mortgage-Backed Securities GNII SF BX4931 C 549300M8ZYFG0OCMTT87 3617Q9PQ7 2050-08-20 2.500000 0.00 1005160.00 570337.11 Agency Mortgage-Backed Securities GNII SF CN8576 C 549300M8ZYFG0OCMTT87 3617F8Q56 2052-07-20 3.500000 0.00 7528304.00 2968797.96 Agency Mortgage-Backed Securities GNII SF MA4587 M 549300M8ZYFG0OCMTT87 36179TCY9 2047-07-20 4.000000 0.00 775846.00 67881.53 Agency Mortgage-Backed Securities GNII SF MA2962 M 549300M8ZYFG0OCMTT87 36179RJF7 2045-07-20 4.000000 0.00 2500928.00 184796.41 Agency Mortgage-Backed Securities GNII RG CN2001 C 549300M8ZYFG0OCMTT87 3617F0GJ4 2047-12-20 3.500000 0.00 175000.00 90628.73 Agency Mortgage-Backed Securities GNII SF CC9792 C 549300M8ZYFG0OCMTT87 3617V82Z8 2051-04-20 3.000000 0.00 103012.00 58111.19 Agency Mortgage-Backed Securities GNII SF BT6867 C 549300M8ZYFG0OCMTT87 3617MVTY1 2050-05-20 3.000000 0.00 3355000.00 728621.56 Agency Mortgage-Backed Securities GNII SF MA8402 M 549300M8ZYFG0OCMTT87 36179XKP0 2032-07-20 7.000000 0.00 51069.00 9661.13 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8310 S6XOOCT0IEG5ABCC6L87 3142KAGU0 2056-07-01 5.500000 0.00 25624672.00 25610514.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0911 B1V7KEBTPIMZEU4LTD58 31419BAM7 2041-01-01 6.129000 0.00 303464.00 5808.27 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1779 S6XOOCT0IEG5ABCC6L87 3142GR6R6 2054-06-01 6.000000 0.00 3810112.00 3019272.57 Agency Mortgage-Backed Securities GNII SF MA1094 M 549300M8ZYFG0OCMTT87 36179NGB8 2038-08-20 5.500000 0.00 2288452.00 88491.57 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9517 S6XOOCT0IEG5ABCC6L87 3142KBSF8 2056-07-01 6.000000 0.00 8232400.00 8412039.20 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9219 S6XOOCT0IEG5ABCC6L87 31426GG58 2055-04-01 6.000000 0.00 15198112.00 11277969.98 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5830 S6XOOCT0IEG5ABCC6L87 3142GWPQ6 2056-03-01 4.500000 0.00 26051232.00 24456810.56 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6111 S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 12936464.00 12306689.73 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ8319 S6XOOCT0IEG5ABCC6L87 31427JG51 2055-11-01 6.000000 0.00 1932428.00 1967799.32 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3660 S6XOOCT0IEG5ABCC6L87 3142K5B69 2056-05-01 5.500000 0.00 1200000.00 1196835.92 Agency Mortgage-Backed Securities FEPC 05.000 CLTB4021 S6XOOCT0IEG5ABCC6L87 3142K5PF4 2056-06-01 5.000000 0.00 10460416.00 10216080.71 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5909 B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5.000000 0.00 3205272.00 2994991.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6102 S6XOOCT0IEG5ABCC6L87 31427TX84 2056-07-01 5.000000 0.00 8610160.00 8412321.49 Agency Mortgage-Backed Securities FEPC 07.000 CLTB5964 S6XOOCT0IEG5ABCC6L87 3142K7TW9 2056-06-01 7.000000 0.00 1465992.00 1552260.79 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5163 S6XOOCT0IEG5ABCC6L87 31427SWZ7 2054-03-25 6.500000 0.00 245298560.00 230008315.16 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7503 S6XOOCT0IEG5ABCC6L87 3142K9KR5 2056-07-01 5.000000 0.00 1022960.00 998702.21 Agency Mortgage-Backed Securities FEPC 05.000 CLTB9989 S6XOOCT0IEG5ABCC6L87 3142KCC30 2056-07-01 5.000000 0.00 1021604.00 998187.47 Agency Mortgage-Backed Securities FEPC 05.000 CLTB4099 S6XOOCT0IEG5ABCC6L87 3142K5RV7 2056-06-01 5.000000 0.00 13276768.00 12953871.70 Agency Mortgage-Backed Securities FEPC 06.000 CLTB4585 S6XOOCT0IEG5ABCC6L87 3142K6CX7 2056-05-01 6.000000 0.00 2860400.00 2610705.43 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6609 S6XOOCT0IEG5ABCC6L87 3142K8KX4 2056-06-01 6.000000 0.00 7358816.00 7518141.92 Agency Mortgage-Backed Securities GNII SF MA1222 M 549300M8ZYFG0OCMTT87 36179NLB2 2043-08-20 2.500000 0.00 409791.00 60833.50 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6954 S6XOOCT0IEG5ABCC6L87 3142K8WQ6 2056-07-01 6.000000 0.00 1472360.00 1509333.57 Agency Mortgage-Backed Securities GNAR AT 081179 M 549300M8ZYFG0OCMTT87 36225DJZ8 2034-12-20 5.125000 0.00 2900000.00 42946.70 Agency Mortgage-Backed Securities GNMI SP 784715 X 549300M8ZYFG0OCMTT87 3622AADU5 2048-05-15 4.000000 0.00 648638.00 50091.88 Agency Mortgage-Backed Securities GNAR AF 082581 M 549300M8ZYFG0OCMTT87 36225E2P6 2040-07-20 5.375000 0.00 12000000.00 313106.90 Agency Mortgage-Backed Securities GNII SF BS8420 C 549300M8ZYFG0OCMTT87 3617MKK99 2050-04-20 4.000000 0.00 100000.00 19867.58 Agency Mortgage-Backed Securities GNII SF MA7884 M 549300M8ZYFG0OCMTT87 36179WXM5 2052-02-20 4.000000 0.00 634008.00 392260.79 Agency Mortgage-Backed Securities GNII SF BY0776 C 549300M8ZYFG0OCMTT87 3617QG2H6 2050-09-20 2.500000 0.00 327000.00 139030.92 Agency Mortgage-Backed Securities GNPL PN BX7719 549300M8ZYFG0OCMTT87 3617QCSG9 2041-09-15 1.970000 0.00 1500000.00 938274.41 Agency Mortgage-Backed Securities GNII SF MA5713 M 549300M8ZYFG0OCMTT87 36179UK27 2049-01-20 5.500000 0.00 9227792.00 647519.93 Agency Mortgage-Backed Securities GNMI SF BA6976 X 549300M8ZYFG0OCMTT87 3617AKXD9 2047-07-15 5.000000 0.00 124267.00 27051.26 Agency Mortgage-Backed Securities GNPL PN CA4910 549300M8ZYFG0OCMTT87 3617UCN38 2063-05-15 2.570000 0.00 50000.00 41347.32 Agency Mortgage-Backed Securities GNII SF MA8269 M 549300M8ZYFG0OCMTT87 36179XFJ0 2052-09-20 5.000000 0.00 52552896.00 35133378.58 Agency Mortgage-Backed Securities GNII SF BM7538 C 549300M8ZYFG0OCMTT87 3617JYLT8 2050-02-20 3.000000 0.00 195000.00 66046.05 Agency Mortgage-Backed Securities GNII SF CD0467 C 549300M8ZYFG0OCMTT87 3617VAQU8 2051-09-20 3.000000 0.00 1100066.00 739269.85 Agency Mortgage-Backed Securities GNII SF MA8263 M 549300M8ZYFG0OCMTT87 36179XFC5 2052-09-20 2.000000 0.00 4670768.00 2659426.80 Agency Mortgage-Backed Securities GNII SF MA5686 M 549300M8ZYFG0OCMTT87 36179UJ78 2034-04-20 5.000000 0.00 490525.00 117585.53 Agency Mortgage-Backed Securities GNII SF CD3685 C 549300M8ZYFG0OCMTT87 3617VECW1 2051-04-20 2.000000 0.00 1406560.00 843530.39 Agency Mortgage-Backed Securities GNII SF AC0092 C 549300M8ZYFG0OCMTT87 36178YC52 2042-11-20 3.500000 0.00 3208800.00 374893.15 Agency Mortgage-Backed Securities GNPL PN CD0901 549300M8ZYFG0OCMTT87 3617VBAA7 2063-08-15 3.000000 0.00 7546008.00 6402340.25 Agency Mortgage-Backed Securities GNII RG CO5651 C 549300M8ZYFG0OCMTT87 3617FHH49 2048-04-20 3.500000 0.00 200000.00 108261.67 Agency Mortgage-Backed Securities GNII SF AE5433 C 549300M8ZYFG0OCMTT87 36180YBA8 2043-08-20 3.500000 0.00 4011000.00 462267.89 Agency Mortgage-Backed Securities GNII SF MA6046 M 549300M8ZYFG0OCMTT87 36179UWF5 2037-06-20 7.000000 0.00 42566.00 6886.75 Agency Mortgage-Backed Securities GNAR AS MA0338 M 549300M8ZYFG0OCMTT87 36179MLT5 2042-08-20 5.375000 0.00 2980616.00 68762.18 Agency Mortgage-Backed Securities GNII SF CL0623 C 549300M8ZYFG0OCMTT87 3617Y7VQ5 2052-06-20 4.000000 0.00 1073472.00 736826.27 Agency Mortgage-Backed Securities GNII SF MA1598 M 549300M8ZYFG0OCMTT87 36179NX37 2043-10-20 2.500000 0.00 130000.00 29717.21 Agency Mortgage-Backed Securities GNII RG CO9985 C 549300M8ZYFG0OCMTT87 3617FNCW9 2042-09-20 3.500000 0.00 850000.00 510088.50 Agency Mortgage-Backed Securities GNII RG CL7639 C 549300M8ZYFG0OCMTT87 3617YFPY7 2049-09-20 5.500000 0.00 3079848.00 1173351.33 Agency Mortgage-Backed Securities GNII SF DA5789 C 549300M8ZYFG0OCMTT87 3618GVNE6 2054-01-20 8.000000 0.00 1110214.00 880845.80 Agency Mortgage-Backed Securities GNII JM MA8633 M 549300M8ZYFG0OCMTT87 36179XSW7 2052-01-20 3.000000 0.00 924846.00 734711.02 Agency Mortgage-Backed Securities GNII SF DN3199 C 549300M8ZYFG0OCMTT87 3618M5RU6 2055-11-20 6.000000 0.00 1163676.00 1195977.02 Agency Mortgage-Backed Securities GNPL PN BV3342 549300M8ZYFG0OCMTT87 3617NGWB9 2062-08-15 3.020000 0.00 51206.00 43831.65 Agency Mortgage-Backed Securities GNPL PN BX1617 549300M8ZYFG0OCMTT87 3617Q5YN2 2062-06-15 2.720000 0.00 50000.00 41858.72 Agency Mortgage-Backed Securities GNII SF BY6424 C 549300M8ZYFG0OCMTT87 3617QPD50 2045-10-20 3.000000 0.00 219676.00 88661.37 Agency Mortgage-Backed Securities GNII SF BU8612 C 549300M8ZYFG0OCMTT87 3617NAR93 2050-07-20 3.000000 0.00 700000.00 316991.66 Agency Mortgage-Backed Securities GNII SF DB1161 C 549300M8ZYFG0OCMTT87 3618H3JE2 2054-04-20 6.500000 0.00 2380092.00 1714834.08 Agency Mortgage-Backed Securities GNII ET DN3826 C 549300M8ZYFG0OCMTT87 3618M6HB7 2065-11-20 6.500000 0.00 15600000.00 11223828.71 Agency Mortgage-Backed Securities GNII SF DD7539 C 549300M8ZYFG0OCMTT87 3618J1LU5 2054-09-20 7.500000 0.00 27053600.00 23442743.59 Agency Mortgage-Backed Securities GNII SF CC9795 C 549300M8ZYFG0OCMTT87 3617V83C8 2051-04-20 3.000000 0.00 134977.00 76753.66 Agency Mortgage-Backed Securities GNII SF MB0368 M 549300M8ZYFG0OCMTT87 3618N5MS5 2055-05-20 6.500000 0.00 20881440.00 11172298.46 Agency Mortgage-Backed Securities GNII SF DQ5208 C 549300M8ZYFG0OCMTT87 3618MXYD5 2056-06-20 5.000000 0.00 5692728.00 5609618.73 Agency Mortgage-Backed Securities GNII RG CE3913 C 549300M8ZYFG0OCMTT87 3617VSK27 2049-05-20 5.500000 0.00 2775524.00 890112.64 Agency Mortgage-Backed Securities GNII SF MB0747 M 549300M8ZYFG0OCMTT87 3618N5ZM4 2055-11-20 6.000000 0.00 5258840.00 4787108.18 Agency Mortgage-Backed Securities GNII SF DQ0872 C 549300M8ZYFG0OCMTT87 3618MS6H8 2056-01-20 5.500000 0.00 2031924.00 2080820.83 Agency Mortgage-Backed Securities GNII SF MA8724 M 549300M8ZYFG0OCMTT87 36179XVR4 2053-03-20 4.500000 0.00 8371152.00 5984956.24 Agency Mortgage-Backed Securities GNII SF CK4917 C 549300M8ZYFG0OCMTT87 3617Y0PA2 2052-01-20 3.500000 0.00 659564.00 489380.54 Agency Mortgage-Backed Securities GNPL PN CZ2392 549300M8ZYFG0OCMTT87 3618GDUR9 2059-03-15 5.730000 0.00 70193.00 71195.16 Agency Mortgage-Backed Securities GNPL PN CW0764 549300M8ZYFG0OCMTT87 3618F8Z54 2058-12-15 6.030000 0.00 24127.00 24743.69 Agency Mortgage-Backed Securities GNPL PN DN1567 549300M8ZYFG0OCMTT87 3618M3W43 2060-11-15 5.370000 0.00 250104.00 251868.45 Agency Mortgage-Backed Securities GNII SF DP7550 C 549300M8ZYFG0OCMTT87 3618MNL74 2056-02-20 6.000000 0.00 191420.00 197976.05 Agency Mortgage-Backed Securities GNPL PN DA8512 549300M8ZYFG0OCMTT87 3618GYN59 2060-06-15 5.840000 0.00 339280.00 348290.15 Agency Mortgage-Backed Securities GNPL PN CC5104 549300M8ZYFG0OCMTT87 3617V3U54 2063-06-15 2.990000 0.00 56772.00 48431.22 Agency Mortgage-Backed Securities GNPL PN CC7502 549300M8ZYFG0OCMTT87 3617V6KP4 2048-03-15 3.090000 0.00 52175.00 42529.15 Agency Mortgage-Backed Securities GNII RG CL6778 C 549300M8ZYFG0OCMTT87 3617YEQ78 2049-05-20 5.500000 0.00 1308496.00 892144.68 Agency Mortgage-Backed Securities GNII SF MB1137 M 549300M8ZYFG0OCMTT87 3618N6HP5 2053-01-20 2.500000 0.00 238992.00 199839.59 Agency Mortgage-Backed Securities GNII SF CL1953 C 549300M8ZYFG0OCMTT87 3617Y9E23 2052-01-20 2.500000 0.00 1665280.00 1241678.53 Agency Mortgage-Backed Securities GNII SF DI8709 C 549300M8ZYFG0OCMTT87 3618NSVA4 2055-07-20 6.500000 0.00 1568776.00 1618397.09 Agency Mortgage-Backed Securities GNCL CL CX6399 549300M8ZYFG0OCMTT87 3618FTDC7 2066-11-15 5.600000 0.00 11097104.00 11457012.68 Agency Mortgage-Backed Securities GNPL LM CA7651 549300M8ZYFG0OCMTT87 3617UFQC8 2058-12-15 3.170000 0.00 85987.00 74063.19 Agency Mortgage-Backed Securities GNPL PN BK3082 549300M8ZYFG0OCMTT87 3617J3M73 2061-12-15 3.240000 0.00 69601.00 60567.10 Agency Mortgage-Backed Securities GNII SF DB7712 C 549300M8ZYFG0OCMTT87 3618HAR98 2054-05-20 6.000000 0.00 1008160.00 660955.93 Agency Mortgage-Backed Securities GNII SF CC9815 C 549300M8ZYFG0OCMTT87 3617V83Y0 2051-05-20 3.000000 0.00 117298.00 54984.91 Agency Mortgage-Backed Securities GNII SF DI9557 C 549300M8ZYFG0OCMTT87 3618NTTN7 2055-05-20 7.000000 0.00 1123488.00 1179869.21 Agency Mortgage-Backed Securities GNII SF DQ5443 C 549300M8ZYFG0OCMTT87 3618MYBL0 2056-07-20 5.500000 0.00 3857992.00 3953397.57 Agency Mortgage-Backed Securities GNII SF CJ2963 C 549300M8ZYFG0OCMTT87 3617XKJG3 2052-02-20 5.000000 0.00 1205474.00 1026928.67 Agency Mortgage-Backed Securities GNII SF CV5745 C 549300M8ZYFG0OCMTT87 3618F2L29 2053-12-20 8.000000 0.00 33076416.00 29048194.98 Agency Mortgage-Backed Securities GNII SF CV5806 C 549300M8ZYFG0OCMTT87 3618F2NX9 2054-01-20 8.000000 0.00 21678848.00 18553922.25 Agency Mortgage-Backed Securities GNII RG CQ5549 C 549300M8ZYFG0OCMTT87 3618A8EW3 2039-01-20 6.000000 0.00 1976362.00 895178.06 Agency Mortgage-Backed Securities GNII SF MB1194 M 549300M8ZYFG0OCMTT87 3618N6KG1 2041-06-20 5.500000 0.00 1023926.00 1015439.05 Agency Mortgage-Backed Securities GNII SF CX4161 C 549300M8ZYFG0OCMTT87 3618FQTS1 2054-02-20 8.000000 0.00 1863324.00 1763597.49 Agency Mortgage-Backed Securities GNII ET DQ6707 C 549300M8ZYFG0OCMTT87 3618N0NY2 2065-12-20 5.500000 0.00 309862.00 309690.94 Agency Mortgage-Backed Securities GNII SF MB0423 M 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 37000000.00 33378155.00 Agency Mortgage-Backed Securities GNII JM MB0839 M 549300M8ZYFG0OCMTT87 3618N54Z9 2040-10-20 5.500000 0.00 431664.00 316893.09 Agency Mortgage-Backed Securities GNII JM MB0855 M 549300M8ZYFG0OCMTT87 3618N55R6 2053-07-20 2.000000 0.00 1143168.00 876853.40 Agency Mortgage-Backed Securities GNII SF DQ5464 C 549300M8ZYFG0OCMTT87 3618MYB97 2056-07-20 6.000000 0.00 3871572.00 4011304.78 Agency Mortgage-Backed Securities GNII RG CI8166 C 549300M8ZYFG0OCMTT87 3617XDCB7 2047-11-20 4.000000 0.00 524776.00 264162.42 Agency Mortgage-Backed Securities GNII SF AJ4255 C 549300M8ZYFG0OCMTT87 36182YWQ8 2044-10-20 3.500000 0.00 1399322.00 351618.86 Agency Mortgage-Backed Securities GNII SF DQ5434 C 549300M8ZYFG0OCMTT87 3618MYBB2 2056-07-20 6.000000 0.00 24249216.00 25041171.15 Agency Mortgage-Backed Securities GNII ET DQ5382 C 549300M8ZYFG0OCMTT87 3618MX6T1 2065-10-20 7.000000 0.00 80350.00 83990.69 Agency Mortgage-Backed Securities GNMI SF 590371 X 549300M8ZYFG0OCMTT87 36201Q2C6 2032-07-15 6.500000 0.00 12247040.00 6319.18 Agency Mortgage-Backed Securities GNII SF CX2638 C 549300M8ZYFG0OCMTT87 3618FN4X4 2053-09-20 6.500000 0.00 1204938.00 662444.56 Agency Mortgage-Backed Securities GNII SF DI6415 C 549300M8ZYFG0OCMTT87 3618NQDU4 2055-05-20 6.500000 0.00 3741020.00 2250386.44 Agency Mortgage-Backed Securities GNII SF MB1261 M 549300M8ZYFG0OCMTT87 3618N6MK0 2041-07-20 5.500000 0.00 173200.00 175575.15 Agency Mortgage-Backed Securities GNII SF DI0788 C 549300M8ZYFG0OCMTT87 3618NH2V4 2055-03-20 7.000000 0.00 1019254.00 773592.41 Agency Mortgage-Backed Securities GNII SF DP7758 C 549300M8ZYFG0OCMTT87 3618MNTP6 2056-01-20 4.500000 0.00 2376644.00 2246301.38 Agency Mortgage-Backed Securities GNII JM MB0013 M 549300M8ZYFG0OCMTT87 3618N5AP4 2054-10-20 5.500000 0.00 2899080.00 2016022.53 Agency Mortgage-Backed Securities GNII SF 673398 C 549300M8ZYFG0OCMTT87 36295LDB4 2046-07-20 3.000000 0.00 1750000.00 353227.76 Agency Mortgage-Backed Securities GNAR AF MB1080 M 549300M8ZYFG0OCMTT87 3618N6FW2 2056-04-20 4.000000 0.00 1456422.00 1401075.16 Agency Mortgage-Backed Securities GNII SF CW4832 C 549300M8ZYFG0OCMTT87 3618FDLM1 2053-08-20 6.000000 0.00 1784310.00 1546513.42 Agency Mortgage-Backed Securities GNII SF MB0343 M 549300M8ZYFG0OCMTT87 3618N5LZ0 2040-02-20 6.500000 0.00 185373.00 156640.20 Agency Mortgage-Backed Securities GNII ET DP7521 C 549300M8ZYFG0OCMTT87 3618MNLA7 2065-07-20 7.000000 0.00 184260.00 192104.91 Agency Mortgage-Backed Securities GNII SF DQ5452 C 549300M8ZYFG0OCMTT87 3618MYBV8 2056-07-20 5.500000 0.00 1690752.00 1709215.57 Agency Mortgage-Backed Securities GNII JM MB0577 M 549300M8ZYFG0OCMTT87 3618N5UB3 2040-03-20 5.500000 0.00 908301.00 846373.10 Agency Mortgage-Backed Securities GNMI JP 783793 X 549300M8ZYFG0OCMTT87 3622A2GA4 2028-07-15 3.000000 0.00 2300000.00 33790.64 Agency Mortgage-Backed Securities GNII JM 004797 M 549300M8ZYFG0OCMTT87 36202FKJ4 2040-09-20 5.000000 0.00 5000000.00 38028.20 Agency Mortgage-Backed Securities GNII SF AY6462 C 549300M8ZYFG0OCMTT87 36196WFB8 2047-02-20 3.500000 0.00 1090540.00 309944.10 Agency Mortgage-Backed Securities GNII SF 004984 M 549300M8ZYFG0OCMTT87 36202FRD0 2041-03-20 5.500000 0.00 506790.00 18737.10 Agency Mortgage-Backed Securities GNII AP 786793 M 549300M8ZYFG0OCMTT87 3622ACNJ5 2052-12-20 2.000000 0.00 58000000.00 37527533.08 Agency Mortgage-Backed Securities GNII SP 785622 C 549300M8ZYFG0OCMTT87 3622ABD33 2051-09-20 2.500000 0.00 445600.00 232584.92 Agency Mortgage-Backed Securities GNMI SP 782694 X 549300M8ZYFG0OCMTT87 36241K7F9 2039-06-15 5.000000 0.00 400000.00 6387.29 Agency Mortgage-Backed Securities GNII SP 785558 C 549300M8ZYFG0OCMTT87 3622ABB35 2051-07-20 2.500000 0.00 400000.00 208709.09 Agency Mortgage-Backed Securities GNII SF AV9455 C 549300M8ZYFG0OCMTT87 36195LQG0 2046-12-20 3.000000 0.00 2909752.00 369194.30 Agency Mortgage-Backed Securities GNII SF 003297 M 549300M8ZYFG0OCMTT87 36202DUW9 2032-10-20 6.500000 0.00 3570340.00 8307.71 Agency Mortgage-Backed Securities GNII SP 783366 M 549300M8ZYFG0OCMTT87 36241LW36 2041-07-20 5.000000 0.00 1600000.00 53155.68 Agency Mortgage-Backed Securities GNII SF DO3647 C 549300M8ZYFG0OCMTT87 3618V0BQ3 2055-11-20 6.500000 0.00 1257668.00 1330136.19 Agency Mortgage-Backed Securities GNII SF DI8419 C 549300M8ZYFG0OCMTT87 3618NSK81 2055-07-20 7.000000 0.00 2249400.00 1927932.84 Agency Mortgage-Backed Securities GNII SF DO6107 C 549300M8ZYFG0OCMTT87 3618V2YC5 2056-02-20 6.500000 0.00 1087762.00 1140031.05 Agency Mortgage-Backed Securities GNII SF DR2377 C 549300M8ZYFG0OCMTT87 3618VAUA5 2056-04-20 6.000000 0.00 1400346.00 1453877.15 Agency Mortgage-Backed Securities GNII SF DR0259 C 549300M8ZYFG0OCMTT87 3618V8JC9 2056-05-20 6.000000 0.00 2927590.00 3036091.47 Agency Mortgage-Backed Securities GNII SF DO3746 C 549300M8ZYFG0OCMTT87 3618V0ET4 2055-12-20 6.500000 0.00 7189608.00 7374539.06 Agency Mortgage-Backed Securities GNII ET DO6377 C 549300M8ZYFG0OCMTT87 3618V3CN3 2059-11-20 3.000000 0.00 166256.00 142463.41 Agency Mortgage-Backed Securities GNII ET DO3778 C 549300M8ZYFG0OCMTT87 3618V0FT3 2064-02-20 6.500000 0.00 90806.00 94262.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4635 B1V7KEBTPIMZEU4LTD58 3140QQEH4 2052-09-01 5.500000 0.00 2581000.00 1548585.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1553 B1V7KEBTPIMZEU4LTD58 3140QLWP7 2051-09-01 2.500000 0.00 50000.00 28237.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0446 B1V7KEBTPIMZEU4LTD58 3140W0P82 2054-08-01 5.500000 0.00 510000.00 417613.97 Agency Mortgage-Backed Securities FNMS 05.500 CIDH3767 B1V7KEBTPIMZEU4LTD58 3140UKFH1 2041-06-01 5.500000 0.00 1128078.00 1145554.36 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2114 B1V7KEBTPIMZEU4LTD58 3140UHK41 2056-08-01 6.000000 0.00 1407328.00 1451126.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1573 B1V7KEBTPIMZEU4LTD58 3140W1XB4 2055-03-01 6.000000 0.00 4094992.00 2845122.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8536 B1V7KEBTPIMZEU4LTD58 3140UCPW5 2056-06-01 5.000000 0.00 5622240.00 5489539.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0364 B1V7KEBTPIMZEU4LTD58 3140W0MN2 2055-01-01 6.000000 0.00 200045.00 159923.91 Agency Mortgage-Backed Securities FNMS 02.000 CTFM4917 B1V7KEBTPIMZEU4LTD58 3140X8PB7 2040-11-01 2.000000 0.00 1500000.00 719219.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2333 B1V7KEBTPIMZEU4LTD58 3140X5SX2 2050-02-01 3.500000 0.00 353049.00 71064.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3373 B1V7KEBTPIMZEU4LTD58 3140W3XB0 2053-07-01 2.500000 0.00 313000.00 247195.88 Agency Mortgage-Backed Securities FNMS 04.500 CLCC2817 B1V7KEBTPIMZEU4LTD58 3140Y9DX9 2056-06-01 4.500000 0.00 27279968.00 25572921.20 Agency Mortgage-Backed Securities FNMS 02.000 CIFS5373 B1V7KEBTPIMZEU4LTD58 3140XL6K9 2037-04-01 2.000000 0.00 9548000.00 5655147.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2491 B1V7KEBTPIMZEU4LTD58 3140XHXV4 2050-04-01 5.500000 0.00 3240460.00 1868344.72 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1065 B1V7KEBTPIMZEU4LTD58 3140Y7FF0 2055-09-01 6.500000 0.00 44360640.00 36364584.87 Agency Mortgage-Backed Securities FNAR XX.XXX AM957454 B1V7KEBTPIMZEU4LTD58 31413WE35 2036-01-01 4.508000 0.00 11219040.00 365702.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQX8909 S6XOOCT0IEG5ABCC6L87 31426F3T2 2055-02-01 5.000000 0.00 1838116.00 1763270.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9345 B1V7KEBTPIMZEU4LTD58 3140XRL37 2054-10-01 5.000000 0.00 980661.00 780852.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQX1610 S6XOOCT0IEG5ABCC6L87 31425VYG2 2054-12-01 4.500000 0.00 1276934.00 1018731.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6327 S6XOOCT0IEG5ABCC6L87 31426RA50 2055-06-01 6.000000 0.00 9628656.00 8277275.90 Agency Mortgage-Backed Securities GNII SF AA6160 C 549300M8ZYFG0OCMTT87 36178DZZ7 2043-03-20 3.500000 0.00 13380000.00 1264771.30 Agency Mortgage-Backed Securities FEPC 05.500 CLTA7691 S6XOOCT0IEG5ABCC6L87 3142JWRM0 2056-03-01 5.500000 0.00 5487464.00 5464005.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ9106 S6XOOCT0IEG5ABCC6L87 31427KDL6 2055-11-01 5.000000 0.00 1826146.00 1773951.08 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6873 S6XOOCT0IEG5ABCC6L87 3142JVT73 2056-03-01 5.000000 0.00 6650816.00 6446756.47 Agency Mortgage-Backed Securities GNII SF MA0624 M 549300M8ZYFG0OCMTT87 36179MVR8 2042-12-20 3.000000 0.00 514932.00 50109.37 Agency Mortgage-Backed Securities FEPC 06.500 CLTA6893 S6XOOCT0IEG5ABCC6L87 3142JVUT3 2056-03-01 6.500000 0.00 7781816.00 8088777.39 Agency Mortgage-Backed Securities FEPC 06.000 CIRR0004 S6XOOCT0IEG5ABCC6L87 3142JCAE0 2040-06-01 6.000000 0.00 39223488.00 22725376.26 Agency Mortgage-Backed Securities FEPC 04.500 CLTA0872 S6XOOCT0IEG5ABCC6L87 3142JN6J0 2055-12-01 4.500000 0.00 1600730.00 1504702.45 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2520 S6XOOCT0IEG5ABCC6L87 31426YYS9 2055-09-01 6.500000 0.00 1444338.00 1506964.41 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 10000.00 6759.09 Agency Mortgage-Backed Securities GNCL CL CN7571 549300M8ZYFG0OCMTT87 3617F7MU7 2066-11-15 5.685000 0.00 2441004.00 2504344.39 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9235 S6XOOCT0IEG5ABCC6L87 3142KBHM5 2056-07-01 6.000000 0.00 17858.00 18425.69 Agency Mortgage-Backed Securities GNAR AF MA1463 M 549300M8ZYFG0OCMTT87 36179NTU2 2043-11-20 5.125000 0.00 78805920.00 1536619.34 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9339 S6XOOCT0IEG5ABCC6L87 3142KBLV0 2056-07-01 5.500000 0.00 1102052.00 1106520.09 Agency Mortgage-Backed Securities GNII SF MA3313 M 549300M8ZYFG0OCMTT87 36179RVE6 2045-12-20 5.000000 0.00 3000000.00 264386.16 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8286 S6XOOCT0IEG5ABCC6L87 3142KAF49 2056-07-01 5.500000 0.00 2893504.00 2914723.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ8524 S6XOOCT0IEG5ABCC6L87 31427JPJ1 2055-10-01 6.000000 0.00 1306472.00 1288385.77 Agency Mortgage-Backed Securities GNII SF BC5293 C 549300M8ZYFG0OCMTT87 3617B83A4 2047-08-20 3.500000 0.00 5100000.00 796219.53 Agency Mortgage-Backed Securities GNII RG CO0464 C 549300M8ZYFG0OCMTT87 3617FBQR1 2047-04-20 3.500000 0.00 350000.00 227247.97 Agency Mortgage-Backed Securities GNII JM MA3864 M 549300M8ZYFG0OCMTT87 36179SJH1 2046-08-20 3.000000 0.00 20000000.00 985719.23 Agency Mortgage-Backed Securities GNMI SF AO3542 X 549300M8ZYFG0OCMTT87 3617A35B2 2045-08-15 3.000000 0.00 150256.00 12097.94 Agency Mortgage-Backed Securities GNAR AF MA2533 M 549300M8ZYFG0OCMTT87 36179QY62 2045-01-20 5.000000 0.00 36709760.00 853287.24 Agency Mortgage-Backed Securities GNII SF MA7313 M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3.000000 0.00 100491392.00 41094364.85 Agency Mortgage-Backed Securities GNII SF MA0155 M 549300M8ZYFG0OCMTT87 36179ME48 2042-06-20 4.000000 0.00 846453.00 43147.58 Agency Mortgage-Backed Securities GNII JM MA7307 M 549300M8ZYFG0OCMTT87 36179WDL9 2051-04-20 4.000000 0.00 196000.00 61399.39 Agency Mortgage-Backed Securities GNII RG CO9991 C 549300M8ZYFG0OCMTT87 3617FNC41 2048-05-20 3.500000 0.00 2188000.00 1414388.61 Agency Mortgage-Backed Securities GNII SF MA3939 M 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 4.500000 0.00 13637140.00 1140984.30 Agency Mortgage-Backed Securities GNII SF MA4453 M 549300M8ZYFG0OCMTT87 36179S5N3 2047-04-20 4.500000 0.00 11997936.00 888303.16 Agency Mortgage-Backed Securities GNAR AF MA4332 M 549300M8ZYFG0OCMTT87 36179SY50 2047-03-20 5.000000 0.00 693492.00 29916.38 Agency Mortgage-Backed Securities GNPL PN BP9045 549300M8ZYFG0OCMTT87 3617LGBN8 2061-10-15 3.080000 0.00 46117.00 39659.64 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 251797760.00 120463836.19 Agency Mortgage-Backed Securities GNII SF CV0430 C 549300M8ZYFG0OCMTT87 3618BVPP4 2053-07-20 7.000000 0.00 1626416.00 1386396.65 Agency Mortgage-Backed Securities GNII SF MB0621 M 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.500000 0.00 72196224.00 66992112.46 Agency Mortgage-Backed Securities GNMI SF BC3027 X 549300M8ZYFG0OCMTT87 3617B6LG5 2048-03-15 3.000000 0.00 25000.00 15125.48 Agency Mortgage-Backed Securities GNII SF MA9663 M 549300M8ZYFG0OCMTT87 36179YWY6 2050-06-20 3.000000 0.00 1252448.00 869564.15 Agency Mortgage-Backed Securities GNII SF MA1088 M 549300M8ZYFG0OCMTT87 36179NF52 2043-06-20 2.500000 0.00 632813.00 91139.20 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0082 S6XOOCT0IEG5ABCC6L87 3142J6CU5 2056-01-01 4.000000 0.00 134909600.00 120877978.73 Agency Mortgage-Backed Securities GNII SF BS7617 C 549300M8ZYFG0OCMTT87 3617MJPA4 2050-06-20 2.500000 0.00 1133158.00 627995.12 Agency Mortgage-Backed Securities GNII RG CN9880 C 549300M8ZYFG0OCMTT87 3617F96R8 2049-11-20 4.000000 0.00 369036.00 239711.42 Agency Mortgage-Backed Securities GNII SF DM7809 C 549300M8ZYFG0OCMTT87 3618LXVA5 2055-09-20 6.500000 0.00 833429.00 738820.32 Agency Mortgage-Backed Securities GNII SF DL0675 C 549300M8ZYFG0OCMTT87 3618LBXC7 2055-07-20 6.500000 0.00 1113852.00 263381.56 Agency Mortgage-Backed Securities GNII SF MA9751 M 549300M8ZYFG0OCMTT87 36179YZQ0 2039-06-20 6.500000 0.00 457911.00 322416.28 Agency Mortgage-Backed Securities GNII ET DQ3980 C 549300M8ZYFG0OCMTT87 3618MWM57 2066-02-20 6.000000 0.00 1149242.00 1176339.46 Agency Mortgage-Backed Securities GNMI SF AO0535 X 549300M8ZYFG0OCMTT87 3617A0SY3 2045-08-15 4.500000 0.00 2359548.00 208729.88 Agency Mortgage-Backed Securities GNII JM MB0014 M 549300M8ZYFG0OCMTT87 3618N5AQ2 2054-11-20 6.000000 0.00 1621068.00 685329.14 Agency Mortgage-Backed Securities GNII SF DL9836 C 549300M8ZYFG0OCMTT87 3618LM4V3 2055-09-20 5.000000 0.00 4023370.00 3903224.21 Agency Mortgage-Backed Securities GNII SF MA8488 M 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4.000000 0.00 2869132.00 2069126.83 Agency Mortgage-Backed Securities GNII SF CR9715 C 549300M8ZYFG0OCMTT87 3618AQYL5 2053-08-20 6.500000 0.00 1273386.00 1297597.79 Agency Mortgage-Backed Securities GNII SF MA8489 M 549300M8ZYFG0OCMTT87 36179XNE2 2052-12-20 4.500000 0.00 795000.00 567597.26 Agency Mortgage-Backed Securities GNII SF BH6397 C 549300M8ZYFG0OCMTT87 3617H4DA6 2036-02-20 3.000000 0.00 1241700.00 256687.86 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.500000 0.00 6835000.00 4757022.05 Agency Mortgage-Backed Securities GNII RG CQ2913 C 549300M8ZYFG0OCMTT87 3618A5GW7 2038-12-20 6.000000 0.00 1520104.00 351606.75 Agency Mortgage-Backed Securities GNII SF DL5183 C 549300M8ZYFG0OCMTT87 3618LGXL6 2055-10-20 6.500000 0.00 4736856.00 3849301.43 Agency Mortgage-Backed Securities GNII SF CQ6104 C 549300M8ZYFG0OCMTT87 3618A8X93 2052-10-20 4.500000 0.00 4052952.00 3004976.04 Agency Mortgage-Backed Securities GNII SF BH6400 C 549300M8ZYFG0OCMTT87 3617H4DD0 2036-03-20 3.500000 0.00 3312836.00 925077.19 Agency Mortgage-Backed Securities GNII SF DN0003 C 549300M8ZYFG0OCMTT87 3618M2AC1 2055-09-20 7.000000 0.00 2825468.00 2034648.09 Agency Mortgage-Backed Securities GNII SF BL0123 C 549300M8ZYFG0OCMTT87 3617JCD40 2049-03-20 5.000000 0.00 90000.00 42825.18 Agency Mortgage-Backed Securities GNII SF DM7932 C 549300M8ZYFG0OCMTT87 3618LXY53 2055-10-20 6.500000 0.00 1177656.00 1224401.78 Agency Mortgage-Backed Securities GNII ET CY3135 C 549300M8ZYFG0OCMTT87 3618G2PU2 2064-06-20 7.500000 0.00 115265.00 119168.18 Agency Mortgage-Backed Securities GNII SF DL2707 C 549300M8ZYFG0OCMTT87 3618LEAG7 2055-07-20 6.500000 0.00 2512748.00 1296735.60 Agency Mortgage-Backed Securities GNII SF CV5804 C 549300M8ZYFG0OCMTT87 3618F2NV3 2054-01-20 7.500000 0.00 18432000.00 16722739.42 Agency Mortgage-Backed Securities GNII SF DL3555 C 549300M8ZYFG0OCMTT87 3618LE5Q1 2055-08-20 6.500000 0.00 869070.00 796163.55 Agency Mortgage-Backed Securities GNII SF DM4291 C 549300M8ZYFG0OCMTT87 3618LTXU8 2055-09-20 6.500000 0.00 728188.00 694789.13 Agency Mortgage-Backed Securities GNII SF DN0820 C 549300M8ZYFG0OCMTT87 3618M24D6 2055-10-20 6.000000 0.00 5451384.00 5233745.94 Agency Mortgage-Backed Securities GNII SF BS8546 C 549300M8ZYFG0OCMTT87 3617MKP78 2050-12-20 2.500000 0.00 100000.00 46790.37 Agency Mortgage-Backed Securities GNPL PN CA0648 549300M8ZYFG0OCMTT87 3617U7WH8 2063-05-15 2.830000 0.00 71337.00 60145.25 Agency Mortgage-Backed Securities GNII SF DQ5436 C 549300M8ZYFG0OCMTT87 3618MYBD8 2056-07-20 6.000000 0.00 26376928.00 27156260.71 Agency Mortgage-Backed Securities GNII SF DQ6793 C 549300M8ZYFG0OCMTT87 3618N0RN2 2056-03-20 4.500000 0.00 1790898.00 1687249.31 Agency Mortgage-Backed Securities GNMI SP 785718 X 549300M8ZYFG0OCMTT87 3622ABG30 2050-03-15 2.500000 0.00 3707512.00 2305366.08 Agency Mortgage-Backed Securities GNII SF CT6731 C 549300M8ZYFG0OCMTT87 3618BCPQ4 2053-06-20 6.500000 0.00 1053560.00 1116686.27 Agency Mortgage-Backed Securities GNII RG CK9540 C 549300M8ZYFG0OCMTT87 3617Y5S59 2047-09-20 4.000000 0.00 1600000.00 1052778.99 Agency Mortgage-Backed Securities GNII SF CL2894 C 549300M8ZYFG0OCMTT87 3617YAGB8 2046-11-20 3.500000 0.00 12892832.00 7508541.02 Agency Mortgage-Backed Securities GNII SP 785660 C 549300M8ZYFG0OCMTT87 3622ABE99 2051-10-20 2.500000 0.00 237000.00 128333.99 Agency Mortgage-Backed Securities GNPL PN CJ2547 549300M8ZYFG0OCMTT87 3617XJZL7 2065-04-15 4.850000 0.00 120968.00 117738.26 Agency Mortgage-Backed Securities GNII SF CL6988 C 549300M8ZYFG0OCMTT87 3617YEXR6 2052-06-20 4.000000 0.00 1035000.00 881542.48 Agency Mortgage-Backed Securities GNPL PN DM9061 549300M8ZYFG0OCMTT87 3618M0B67 2060-12-15 5.250000 0.00 196020.00 195938.04 Agency Mortgage-Backed Securities GNPL PN DN1559 549300M8ZYFG0OCMTT87 3618M3WU5 2060-11-15 5.400000 0.00 206436.00 208328.68 Agency Mortgage-Backed Securities GNII SF AL5896 C 549300M8ZYFG0OCMTT87 36184CRR8 2045-03-20 3.500000 0.00 3487392.00 390762.65 Agency Mortgage-Backed Securities GNII RG CI4462 C 549300M8ZYFG0OCMTT87 3617X85X8 2044-07-20 4.000000 0.00 1616490.00 789903.95 Agency Mortgage-Backed Securities GNII SP 785787 C 549300M8ZYFG0OCMTT87 3622ABJ86 2051-12-20 2.500000 0.00 1776000.00 930569.88 Agency Mortgage-Backed Securities GNPL PN CQ7047 549300M8ZYFG0OCMTT87 3618A9ZL2 2065-03-15 4.890000 0.00 46755.00 45179.20 Agency Mortgage-Backed Securities GNII SF DM3253 C 549300M8ZYFG0OCMTT87 3618LSTJ0 2055-09-20 6.500000 0.00 1166952.00 911428.10 Agency Mortgage-Backed Securities GNII SF DT9216 C 549300M8ZYFG0OCMTT87 3618W9GZ8 2056-07-20 6.000000 0.00 1864522.00 1921934.36 Agency Mortgage-Backed Securities GNMI SF AX5831 X 549300M8ZYFG0OCMTT87 36196HPQ7 2047-01-15 4.000000 0.00 365444.00 26890.00 Agency Mortgage-Backed Securities GNII SF AX6624 C 549300M8ZYFG0OCMTT87 36196JLD6 2047-05-20 3.500000 0.00 37000.00 14132.52 Agency Mortgage-Backed Securities GNII SF DN0842 C 549300M8ZYFG0OCMTT87 3618M25B9 2055-10-20 6.500000 0.00 3725176.00 2569261.01 Agency Mortgage-Backed Securities GNII SF CJ2817 C 549300M8ZYFG0OCMTT87 3617XKDW4 2052-01-20 2.500000 0.00 1750000.00 1120402.63 Agency Mortgage-Backed Securities GNII RG CQ6275 C 549300M8ZYFG0OCMTT87 3618A86L6 2051-08-20 3.500000 0.00 2300000.00 1355788.97 Agency Mortgage-Backed Securities GNII SF CP9343 C 549300M8ZYFG0OCMTT87 3618A0LY8 2052-11-20 5.000000 0.00 1913814.00 1650471.01 Agency Mortgage-Backed Securities GNII SF DQ5476 C 549300M8ZYFG0OCMTT87 3618MYCM7 2056-07-20 5.500000 0.00 8876160.00 8963122.70 Agency Mortgage-Backed Securities GNII SF AS7206 C 549300M8ZYFG0OCMTT87 36193TAF4 2046-04-20 3.500000 0.00 400000.00 69635.52 Agency Mortgage-Backed Securities GNII SF MA9907 M 549300M8ZYFG0OCMTT87 36180AAG8 2054-09-20 6.000000 0.00 27870304.00 14230481.70 Agency Mortgage-Backed Securities GNII ET DP1588 C 549300M8ZYFG0OCMTT87 3618MFXR4 2066-01-20 6.000000 0.00 30771.00 31490.52 Agency Mortgage-Backed Securities GNII SF DP0841 C 549300M8ZYFG0OCMTT87 3618ME5A5 2056-01-20 5.000000 0.00 1869174.00 1821565.23 Agency Mortgage-Backed Securities GNII SF DP1882 C 549300M8ZYFG0OCMTT87 3618MGCT1 2056-05-20 5.000000 0.00 1320120.00 1301556.74 Agency Mortgage-Backed Securities GNII SF MB0814 M 549300M8ZYFG0OCMTT87 3618N53Y3 2055-12-20 5.500000 0.00 86032384.00 84056267.94 Agency Mortgage-Backed Securities GNII SF DQ5287 C 549300M8ZYFG0OCMTT87 3618MX2U2 2056-06-20 5.500000 0.00 1138422.00 1155564.35 Agency Mortgage-Backed Securities GNII SF CU4768 C 549300M8ZYFG0OCMTT87 3618BNJM6 2053-05-20 6.000000 0.00 1548474.00 1102690.32 Agency Mortgage-Backed Securities GNII SF DL0989 C 549300M8ZYFG0OCMTT87 3618LCC20 2056-06-20 5.000000 0.00 1817410.00 1775886.30 Agency Mortgage-Backed Securities GNII SF DS3727 C 549300M8ZYFG0OCMTT87 3618VQD84 2056-05-20 6.000000 0.00 2234660.00 2354738.16 Agency Mortgage-Backed Securities GNII SF DK7576 C 549300M8ZYFG0OCMTT87 3618L7MZ7 2055-08-20 6.500000 0.00 654626.00 642768.95 Agency Mortgage-Backed Securities GNII SF DT2827 C 549300M8ZYFG0OCMTT87 3618W2D86 2056-07-20 5.500000 0.00 1104038.00 1137549.23 Agency Mortgage-Backed Securities GNII SF DS4760 C 549300M8ZYFG0OCMTT87 3618VRJD5 2056-05-20 6.000000 0.00 716043.00 737416.99 Agency Mortgage-Backed Securities GNII SF DL5816 C 549300M8ZYFG0OCMTT87 3618LHN92 2055-10-20 6.500000 0.00 1659742.00 1213931.82 Agency Mortgage-Backed Securities GNII SF DS9023 C 549300M8ZYFG0OCMTT87 3618VWAY7 2056-07-20 6.000000 0.00 1629468.00 1718181.13 Agency Mortgage-Backed Securities GNII SF DS4514 C 549300M8ZYFG0OCMTT87 3618VRAP7 2056-06-20 5.000000 0.00 1293874.00 1274635.37 Agency Mortgage-Backed Securities GNII SF DK4802 C 549300M8ZYFG0OCMTT87 3618L4KP8 2055-05-20 6.500000 0.00 2063336.00 1537952.94 Agency Mortgage-Backed Securities GNII SF DT4948 C 549300M8ZYFG0OCMTT87 3618W4P97 2056-07-20 6.000000 0.00 2205372.00 2295232.09 Agency Mortgage-Backed Securities GNII SF DS5924 C 549300M8ZYFG0OCMTT87 3618VSSM3 2056-06-20 5.000000 0.00 1860678.00 1836690.91 Agency Mortgage-Backed Securities GNII SF DM3340 C 549300M8ZYFG0OCMTT87 3618LSV99 2055-08-20 6.500000 0.00 1201764.00 1037095.94 Agency Mortgage-Backed Securities GNII ET DT4403 C 549300M8ZYFG0OCMTT87 3618W33L6 2065-07-20 7.000000 0.00 169401.00 177118.80 Agency Mortgage-Backed Securities GNII SF DM3846 C 549300M8ZYFG0OCMTT87 3618LTHX0 2055-08-20 6.500000 0.00 3029440.00 2860280.79 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7483 B1V7KEBTPIMZEU4LTD58 3140Q3J56 2031-07-01 4.690000 0.00 46009000.00 46144419.81 Agency Mortgage-Backed Securities FNMS 03.500 GLCA1661 B1V7KEBTPIMZEU4LTD58 3140Q8Z32 2048-05-01 3.500000 0.00 900000.00 293819.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3905 B1V7KEBTPIMZEU4LTD58 3140QPKT3 2052-06-01 3.500000 0.00 15000.00 9884.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4094 B1V7KEBTPIMZEU4LTD58 3140QPRQ2 2052-07-01 4.500000 0.00 147651328.00 96874741.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0343 B1V7KEBTPIMZEU4LTD58 3140BQLZ2 2055-09-01 5.500000 0.00 716491.00 710692.54 Agency Mortgage-Backed Securities FNMS 02.000 CLBT6598 B1V7KEBTPIMZEU4LTD58 3140LVKL2 2052-02-01 2.000000 0.00 181249.00 110861.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4126 B1V7KEBTPIMZEU4LTD58 3140ARSQ4 2054-11-01 6.000000 0.00 1380140.00 1251994.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6555 B1V7KEBTPIMZEU4LTD58 3140BKH98 2055-08-01 6.500000 0.00 669144.00 503156.90 Agency Mortgage-Backed Securities FNMS 02.500 CIBU9918 B1V7KEBTPIMZEU4LTD58 3140MCAU4 2037-01-01 2.500000 0.00 2643900.00 1488929.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9930 B1V7KEBTPIMZEU4LTD58 3140MQA82 2052-06-01 3.500000 0.00 44638976.00 26942404.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1614 B1V7KEBTPIMZEU4LTD58 3140K8YL9 2050-02-01 4.000000 0.00 27801888.00 5697509.47 Agency Mortgage-Backed Securities FNMS 03.000 CJBT7991 B1V7KEBTPIMZEU4LTD58 3140LW2Z9 2037-10-01 3.000000 0.00 560000.00 119146.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBK0163 B1V7KEBTPIMZEU4LTD58 3140HDFD1 2048-02-01 4.500000 0.00 7763848.00 971555.50 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7731 B1V7KEBTPIMZEU4LTD58 3138EQSV5 2045-12-01 5.932000 0.00 340000.00 7944.17 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0409 S6XOOCT0IEG5ABCC6L87 3133W4N24 2056-08-01 6.000000 0.00 3390452.00 3484089.50 Agency Mortgage-Backed Securities FMAR 781209 G S6XOOCT0IEG5ABCC6L87 31349SKW2 2034-02-01 5.855000 0.00 15871888.00 138932.68 Agency Mortgage-Backed Securities FEPC 02.500 CIQN7488 S6XOOCT0IEG5ABCC6L87 3133GEJ90 2036-09-01 2.500000 0.00 344000.00 116226.04 Agency Mortgage-Backed Securities FMAR 420345 G S6XOOCT0IEG5ABCC6L87 31346AL29 2037-10-01 5.072000 0.00 38297600.00 12652.58 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM0823 B1V7KEBTPIMZEU4LTD58 3138L04H1 2031-03-01 5.120000 0.00 1400000.00 1126498.42 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5114 S6XOOCT0IEG5ABCC6L87 3133KYVF3 2041-06-01 2.000000 0.00 37294.00 20182.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3778 S6XOOCT0IEG5ABCC6L87 3133C4FT6 2053-06-01 6.000000 0.00 1026236.00 830087.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2174 S6XOOCT0IEG5ABCC6L87 3133CSMX6 2054-08-01 6.000000 0.00 7836656.00 5519986.52 Agency Mortgage-Backed Securities 06.000 FGPC G61450 G S6XOOCT0IEG5ABCC6L87 31335BTF3 2040-04-01 6.000000 0.00 1550000.00 375444.29 Agency Mortgage-Backed Securities 03.000 FGPC U49013 G S6XOOCT0IEG5ABCC6L87 3132FNAP6 2028-09-01 3.000000 0.00 1150000.00 29363.27 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8612 B1V7KEBTPIMZEU4LTD58 3138LMSA2 2028-03-01 3.290000 0.00 700000.00 689919.77 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3089 S6XOOCT0IEG5ABCC6L87 3133KJNE8 2050-07-01 2.500000 0.00 19454000.00 8373081.30 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0448 B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.880000 0.00 10947000.00 7982354.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5610 S6XOOCT0IEG5ABCC6L87 3133WCGT5 2054-05-01 6.000000 0.00 2578232.00 2316200.34 Agency Mortgage-Backed Securities FNMS 06.500 CL452850 B1V7KEBTPIMZEU4LTD58 31380XBT8 2028-11-01 6.500000 0.00 10305536.00 6043.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDD0371 B1V7KEBTPIMZEU4LTD58 3140B0MV7 2054-12-01 5.000000 0.00 156711.00 150657.49 Agency Mortgage-Backed Securities FNMS 06.500 CKDC4109 B1V7KEBTPIMZEU4LTD58 3140ARR77 2054-10-01 6.500000 0.00 1949250.00 1979483.82 Agency Mortgage-Backed Securities FNMS 03.500 CKAK4038 B1V7KEBTPIMZEU4LTD58 3138E8PY2 2042-02-01 3.500000 0.00 692000.00 24830.05 Agency Mortgage-Backed Securities FMAR 1J0214 G S6XOOCT0IEG5ABCC6L87 3128LUGX8 2037-01-01 6.099000 0.00 10000000.00 157893.41 Agency Mortgage-Backed Securities 03.000 FGPC M30385 G S6XOOCT0IEG5ABCC6L87 31282CNA1 2034-01-01 3.000000 0.00 1300000.00 158399.46 Agency Mortgage-Backed Securities FMAR 841077 G S6XOOCT0IEG5ABCC6L87 31288QFS4 2047-11-01 5.527000 0.00 900000.00 135532.32 Agency Mortgage-Backed Securities FMAR 1B4021 G S6XOOCT0IEG5ABCC6L87 3128JPLB4 2038-04-01 5.487000 0.00 25062304.00 252731.95 Agency Mortgage-Backed Securities 04.500 FGPC G07353 G S6XOOCT0IEG5ABCC6L87 3128M9QE5 2041-09-01 4.500000 0.00 24681408.00 2892604.45 Agency Mortgage-Backed Securities 05.500 FGPC N30887 G S6XOOCT0IEG5ABCC6L87 31281A6Y3 2032-05-01 5.500000 0.00 1215292.00 44310.22 Agency Mortgage-Backed Securities FMAR 841179 G S6XOOCT0IEG5ABCC6L87 31288QJY7 2044-10-01 6.264000 0.00 1182990.00 342341.25 Agency Mortgage-Backed Securities FMAR 841407 G S6XOOCT0IEG5ABCC6L87 31288QR44 2052-05-01 3.686000 0.00 400000.00 289699.63 Agency Mortgage-Backed Securities 08.500 FGPC C65454 G S6XOOCT0IEG5ABCC6L87 31287RBX6 2031-10-01 8.500000 0.00 5472784.00 5969.26 Agency Mortgage-Backed Securities 05.000 FGPC G07642 G S6XOOCT0IEG5ABCC6L87 3128M9ZF2 2041-10-01 5.000000 0.00 102519.00 9401.85 Agency Mortgage-Backed Securities 03.500 FGPC U90315 G S6XOOCT0IEG5ABCC6L87 3132H3K44 2042-10-01 3.500000 0.00 3463216.00 584070.08 Agency Mortgage-Backed Securities FEPC 06.000 CISB1141 S6XOOCT0IEG5ABCC6L87 3132CXHS4 2039-02-01 6.000000 0.00 90338.00 38037.89 Agency Mortgage-Backed Securities FEPC 02.500 CISB8085 S6XOOCT0IEG5ABCC6L87 3132D56W7 2035-12-01 2.500000 0.00 1014038.00 290367.99 Agency Mortgage-Backed Securities 07.000 FGPC G61599 G S6XOOCT0IEG5ABCC6L87 31335BX43 2039-03-01 7.000000 0.00 4000000.00 825364.88 Agency Mortgage-Backed Securities 02.500 FGPC U41473 G S6XOOCT0IEG5ABCC6L87 3132JHPG9 2030-05-01 2.500000 0.00 1051478.00 123754.97 Agency Mortgage-Backed Securities 03.500 FGPC G60080 G S6XOOCT0IEG5ABCC6L87 31335ACR7 2045-06-01 3.500000 0.00 602139.00 95265.22 Agency Mortgage-Backed Securities 02.500 FGPC U41592 G S6XOOCT0IEG5ABCC6L87 3132JHS76 2031-10-01 2.500000 0.00 1405816.00 264610.53 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7512 S6XOOCT0IEG5ABCC6L87 3132DVKZ7 2050-02-01 3.000000 0.00 10181000.00 3443931.67 Agency Mortgage-Backed Securities 03.500 FGPC Q11116 G S6XOOCT0IEG5ABCC6L87 3132HMGZ8 2042-09-01 3.500000 0.00 500000.00 26661.48 Agency Mortgage-Backed Securities 03.500 FGPC Q54982 G S6XOOCT0IEG5ABCC6L87 3132XXRC5 2048-03-01 3.500000 0.00 577548.00 105519.41 Agency Mortgage-Backed Securities FNMS 06.000 CIFS8580 B1V7KEBTPIMZEU4LTD58 3140XQRA7 2039-07-01 6.000000 0.00 4900000.00 2734099.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1814 B1V7KEBTPIMZEU4LTD58 3140UHAQ3 2056-06-01 5.500000 0.00 93887.00 92530.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5831 B1V7KEBTPIMZEU4LTD58 3140UMPR4 2056-07-01 5.500000 0.00 11392176.00 11398832.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0248 B1V7KEBTPIMZEU4LTD58 3140UFH23 2056-06-01 6.000000 0.00 1215386.00 1250834.11 Agency Mortgage-Backed Securities FNMS 04.500 CLDH2792 B1V7KEBTPIMZEU4LTD58 3140UJC61 2056-06-01 4.500000 0.00 26609.00 25227.50 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8395 B1V7KEBTPIMZEU4LTD58 3140XQKH9 2054-07-01 6.500000 0.00 20000.00 10631.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7341 B1V7KEBTPIMZEU4LTD58 3140XBEP1 2048-03-01 4.000000 0.00 53934.00 19863.28 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8001 B1V7KEBTPIMZEU4LTD58 3140XP3K3 2054-06-01 5.500000 0.00 400000.00 318936.92 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2857 B1V7KEBTPIMZEU4LTD58 3140XJE74 2050-04-01 5.500000 0.00 1158000.00 701748.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6242 B1V7KEBTPIMZEU4LTD58 3140XM5C6 2053-11-01 6.000000 0.00 100000.00 74777.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8719 B1V7KEBTPIMZEU4LTD58 3140YWVM2 2054-02-01 5.500000 0.00 1324438.00 823239.20 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0250 B1V7KEBTPIMZEU4LTD58 31418MH47 2035-04-01 5.500000 0.00 1195000.00 12999.42 Agency Mortgage-Backed Securities FNMS 03.500 CTMA0949 B1V7KEBTPIMZEU4LTD58 31418ABT4 2032-01-01 3.500000 0.00 915000.00 33139.69 Agency Mortgage-Backed Securities FNMS 07.000 CTMA4947 B1V7KEBTPIMZEU4LTD58 31418EP95 2043-02-01 7.000000 0.00 1129228.00 194186.89 Agency Mortgage-Backed Securities FNAR XX.XXX WSAC5709 B1V7KEBTPIMZEU4LTD58 31417SKX7 2034-07-01 6.085000 0.00 15295776.00 172239.48 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3.000000 0.00 13213744.00 9043775.30 Agency Mortgage-Backed Securities FNMS 05.000 CLMA0769 B1V7KEBTPIMZEU4LTD58 31417Y2B2 2041-05-01 5.000000 0.00 161772.00 6267.60 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5263 B1V7KEBTPIMZEU4LTD58 31418EZ52 2054-01-01 4.000000 0.00 27000.00 22136.01 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4467 B1V7KEBTPIMZEU4LTD58 31418D6D9 2051-11-01 3.000000 0.00 2336000.00 1232175.08 Agency Mortgage-Backed Securities FNMS 05.000 CKMA4718 B1V7KEBTPIMZEU4LTD58 31418EG46 2052-07-01 5.000000 0.00 800000.00 592102.70 Agency Mortgage-Backed Securities FEPC 04.500 CLTB1447 S6XOOCT0IEG5ABCC6L87 3142K2TD2 2056-05-01 4.500000 0.00 5811552.00 5495702.97 Agency Mortgage-Backed Securities GNII SF 794944 C 549300M8ZYFG0OCMTT87 36177PP66 2035-10-20 5.500000 0.00 694016.00 53070.75 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6291 S6XOOCT0IEG5ABCC6L87 3142JU7D6 2056-02-01 5.000000 0.00 3258350.00 3156860.06 Agency Mortgage-Backed Securities FEPC 04.000 CLTA8964 S6XOOCT0IEG5ABCC6L87 3142JX6A7 2056-03-01 4.000000 0.00 2182480.00 1993710.94 Agency Mortgage-Backed Securities FEPC 04.500 CLTB8606 S6XOOCT0IEG5ABCC6L87 3142KAR46 2056-07-01 4.500000 0.00 2063070.00 1958400.14 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6670 S6XOOCT0IEG5ABCC6L87 3142GXMU8 2056-05-01 5.000000 0.00 15148000.00 14712426.49 Agency Mortgage-Backed Securities FEPC 04.500 CLTB5861 S6XOOCT0IEG5ABCC6L87 3142K7QP7 2056-05-01 4.500000 0.00 1722078.00 1633378.65 Agency Mortgage-Backed Securities FEPC 05.000 CLTB8169 S6XOOCT0IEG5ABCC6L87 3142KACF7 2056-07-01 5.000000 0.00 6073784.00 5935319.64 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6171 S6XOOCT0IEG5ABCC6L87 3142GW2D0 2055-11-01 5.500000 0.00 6871680.00 6243274.68 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7261 S6XOOCT0IEG5ABCC6L87 3142K9B79 2056-06-01 6.000000 0.00 1071000.00 1095909.21 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0099 B1V7KEBTPIMZEU4LTD58 31419ADD6 2036-10-01 5.500000 0.00 109200000.00 2063660.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6105 S6XOOCT0IEG5ABCC6L87 31426QYB3 2055-06-01 5.500000 0.00 8630736.00 8112558.46 Agency Mortgage-Backed Securities GNMI SF 767026 X 549300M8ZYFG0OCMTT87 36176H4K7 2028-02-15 2.500000 0.00 1201152.00 48403.01 Agency Mortgage-Backed Securities FEPC 06.500 CLTB9794 S6XOOCT0IEG5ABCC6L87 3142KB3C2 2056-07-01 6.500000 0.00 1774332.00 1871884.18 Agency Mortgage-Backed Securities FEPC 04.500 CLTA8995 S6XOOCT0IEG5ABCC6L87 3142JX7H1 2056-04-01 4.500000 0.00 7209408.00 6813637.20 Agency Mortgage-Backed Securities GNMI SF AB3754 X 549300M8ZYFG0OCMTT87 36178QE32 2027-09-15 3.000000 0.00 3000000.00 36023.45 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9886 S6XOOCT0IEG5ABCC6L87 3142JY6Y3 2056-04-01 5.500000 0.00 12512304.00 12483642.66 Agency Mortgage-Backed Securities GNII SF MA9850 M 549300M8ZYFG0OCMTT87 36179Y5K6 2054-08-20 5.000000 0.00 26829632.00 22112036.00 Agency Mortgage-Backed Securities GNII SF MA8649 M 549300M8ZYFG0OCMTT87 36179XTE6 2053-01-20 6.000000 0.00 1600000.00 689068.17 Agency Mortgage-Backed Securities GNII JM MA8194 M 549300M8ZYFG0OCMTT87 36179XC79 2052-08-20 5.000000 0.00 1660050.00 881699.43 Agency Mortgage-Backed Securities GNII SF MA5712 M 549300M8ZYFG0OCMTT87 36179UKZ4 2049-01-20 5.000000 0.00 2022150.00 107944.42 Agency Mortgage-Backed Securities GNII SF MA9392 M 549300M8ZYFG0OCMTT87 36179YNH3 2039-01-20 7.000000 0.00 53054.00 38260.09 Agency Mortgage-Backed Securities GNII SF MA8019 M 549300M8ZYFG0OCMTT87 36179W4C9 2037-05-20 3.500000 0.00 368341.00 163586.19 Agency Mortgage-Backed Securities GNII SF MA5986 M 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4.000000 0.00 5127168.00 399366.84 Agency Mortgage-Backed Securities GNII SF MA9542 M 549300M8ZYFG0OCMTT87 36179YS70 2054-03-20 6.000000 0.00 40269760.00 18555439.07 Agency Mortgage-Backed Securities FEPC 04.500 CLTA7035 S6XOOCT0IEG5ABCC6L87 3142JVY93 2056-02-01 4.500000 0.00 1442062.00 1365559.21 Agency Mortgage-Backed Securities GNII SF MA9011 M 549300M8ZYFG0OCMTT87 36179YAL8 2052-06-20 2.500000 0.00 260000.00 157300.94 Agency Mortgage-Backed Securities GNII SF MA5498 M 549300M8ZYFG0OCMTT87 36179UDB5 2033-09-20 4.000000 0.00 2250000.00 219333.47 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3.000000 0.00 13585792.00 3106554.30 Agency Mortgage-Backed Securities GNII SF MA9244 M 549300M8ZYFG0OCMTT87 36179YHV9 2053-09-20 7.000000 0.00 10349760.00 2636206.91 Agency Mortgage-Backed Securities FEPC 04.500 CLTA8555 S6XOOCT0IEG5ABCC6L87 3142JXQH0 2056-03-01 4.500000 0.00 1132808.00 812450.49 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7996 S6XOOCT0IEG5ABCC6L87 3142K93E3 2056-07-01 6.000000 0.00 19712.00 20384.57 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6744 S6XOOCT0IEG5ABCC6L87 3142JVP69 2056-02-01 5.000000 0.00 7611776.00 7426723.19 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8289 S6XOOCT0IEG5ABCC6L87 3142KAF72 2056-07-01 5.500000 0.00 2132784.00 2135821.79 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9635 S6XOOCT0IEG5ABCC6L87 3142KBV56 2056-08-01 5.500000 0.00 16800.00 16882.09 Agency Mortgage-Backed Securities GNII ET DQ0268 C 549300M8ZYFG0OCMTT87 3618MSJM3 2066-02-20 6.000000 0.00 778342.00 796254.93 Agency Mortgage-Backed Securities GNII SF DL4891 C 549300M8ZYFG0OCMTT87 3618LGNG8 2055-08-20 6.500000 0.00 2014412.00 1391084.87 Agency Mortgage-Backed Securities GNPL PN DJ4707 549300M8ZYFG0OCMTT87 3618KRGQ1 2060-08-15 6.120000 0.00 495000.00 519079.81 Agency Mortgage-Backed Securities GNII JM MA9896 M 549300M8ZYFG0OCMTT87 36179Y7H1 2054-08-20 7.000000 0.00 2946708.00 527623.70 Agency Mortgage-Backed Securities GNII SF DG5191 C 549300M8ZYFG0OCMTT87 3618K1XU0 2054-11-20 4.000000 0.00 1181322.00 1050799.54 Agency Mortgage-Backed Securities GNII SF DK5601 C 549300M8ZYFG0OCMTT87 3618L5GJ4 2055-07-20 6.500000 0.00 1328698.00 1212365.94 Agency Mortgage-Backed Securities FEPC 04.500 CLTB2304 S6XOOCT0IEG5ABCC6L87 3142K3R26 2056-05-01 4.500000 0.00 4914704.00 4654381.27 Agency Mortgage-Backed Securities GNII SF MA6709 M 549300M8ZYFG0OCMTT87 36179VN22 2050-06-20 2.500000 0.00 50193600.00 13337509.40 Agency Mortgage-Backed Securities FEPC 05.500 CLTA4836 S6XOOCT0IEG5ABCC6L87 3142JTLS0 2055-12-01 5.500000 0.00 1120942.00 871631.84 Agency Mortgage-Backed Securities GNMI SF AB2869 X 549300M8ZYFG0OCMTT87 36178NFJ3 2042-09-15 3.000000 0.00 1170000.00 136436.08 Agency Mortgage-Backed Securities GNMI SF AA0268 X 549300M8ZYFG0OCMTT87 36177WJM3 2041-12-15 3.750000 0.00 88560.00 52900.28 Agency Mortgage-Backed Securities GNII SF MA9426 M 549300M8ZYFG0OCMTT87 36179YPK4 2053-12-20 7.000000 0.00 48000.00 12118.71 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4599 S6XOOCT0IEG5ABCC6L87 3142K6DD0 2056-06-01 5.500000 0.00 4011704.00 3815283.54 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8837 S6XOOCT0IEG5ABCC6L87 3142KAZB1 2056-07-01 6.000000 0.00 2682732.00 2757156.35 Agency Mortgage-Backed Securities GNII SF DK4967 C 549300M8ZYFG0OCMTT87 3618L4QU1 2052-07-20 6.500000 0.00 1270380.00 988180.55 Agency Mortgage-Backed Securities FEPC 07.000 CLTB7174 S6XOOCT0IEG5ABCC6L87 3142K86L6 2056-05-01 7.000000 0.00 1195908.00 1269171.19 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 36179WBY3 2051-03-20 2.500000 0.00 3046848.00 1344384.68 Agency Mortgage-Backed Securities GNII SF MA6338 M 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3.000000 0.00 1331000.00 207723.80 Agency Mortgage-Backed Securities GNMI SF AA6091 X 549300M8ZYFG0OCMTT87 36178DXU0 2043-02-15 3.000000 0.00 671000.00 87304.82 Agency Mortgage-Backed Securities GNII SF DM6550 C 549300M8ZYFG0OCMTT87 3618LWH39 2055-09-20 6.500000 0.00 1179446.00 1128629.62 Agency Mortgage-Backed Securities GNII SF DN1603 C 549300M8ZYFG0OCMTT87 3618M3X83 2052-03-20 3.000000 0.00 1549154.00 1072920.11 Agency Mortgage-Backed Securities GNII SF DM4283 C 549300M8ZYFG0OCMTT87 3618LTXL8 2055-09-20 7.000000 0.00 2401584.00 2225563.76 Agency Mortgage-Backed Securities GNII SP 785283 C 549300M8ZYFG0OCMTT87 3622AAXL3 2051-01-20 2.500000 0.00 291000.00 125117.40 Agency Mortgage-Backed Securities GNII SF DS7440 C 549300M8ZYFG0OCMTT87 3618VUHR9 2056-07-20 6.000000 0.00 1019086.00 1065697.97 Agency Mortgage-Backed Securities GNII ET DS4440 C 549300M8ZYFG0OCMTT87 3618VQ4Z4 2066-05-20 6.000000 0.00 663727.00 680290.90 Agency Mortgage-Backed Securities GNII SF BY6438 C 549300M8ZYFG0OCMTT87 3617QPEK6 2050-11-20 2.500000 0.00 672782.00 320336.49 Agency Mortgage-Backed Securities GNII SF DS4801 C 549300M8ZYFG0OCMTT87 3618VRKN1 2056-05-20 5.000000 0.00 1817456.00 1791265.06 Agency Mortgage-Backed Securities GNII SP 784189 C 549300M8ZYFG0OCMTT87 3622A2UN0 2046-08-20 3.500000 0.00 51239440.00 8910580.61 Agency Mortgage-Backed Securities GNII SF DM3157 C 549300M8ZYFG0OCMTT87 3618LSQJ3 2055-08-20 6.500000 0.00 845261.00 798670.99 Agency Mortgage-Backed Securities GNII SF AM4931 C 549300M8ZYFG0OCMTT87 36184SPQ7 2045-04-20 3.500000 0.00 12450000.00 1461196.38 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.500000 0.00 4774456.00 4151772.49 Agency Mortgage-Backed Securities GNPL PN DK6761 549300M8ZYFG0OCMTT87 3618L6QN2 2061-01-15 5.000000 0.00 853275.00 837081.40 Agency Mortgage-Backed Securities GNII SF MA9573 M 549300M8ZYFG0OCMTT87 36179YT61 2039-04-20 4.500000 0.00 186142.00 111889.56 Agency Mortgage-Backed Securities GNII RG CN6848 C 549300M8ZYFG0OCMTT87 3617F6TD0 2050-11-20 3.000000 0.00 342222.00 213811.94 Agency Mortgage-Backed Securities GNII SF DL5979 C 549300M8ZYFG0OCMTT87 3618LHUC7 2055-09-20 7.000000 0.00 1911236.00 1583281.25 Agency Mortgage-Backed Securities GNII SF CN2825 C 549300M8ZYFG0OCMTT87 3617F2D61 2052-10-20 6.000000 0.00 4056504.00 3353292.82 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 110300000.00 106094463.06 Agency Mortgage-Backed Securities GNCL CL DJ5809 549300M8ZYFG0OCMTT87 3618KSN24 2067-09-15 5.600000 0.00 516177.00 523492.09 Agency Mortgage-Backed Securities GNII SF DJ9122 C 549300M8ZYFG0OCMTT87 3618KWD34 2055-05-20 6.500000 0.00 3392132.00 2578090.97 Agency Mortgage-Backed Securities GNII SF AD8821 C 549300M8ZYFG0OCMTT87 36180MYS0 2043-03-20 3.500000 0.00 2342000.00 357199.43 Agency Mortgage-Backed Securities GNPL PN CF6704 549300M8ZYFG0OCMTT87 3617W8NV3 2064-02-15 2.550000 0.00 461482.00 379549.87 Agency Mortgage-Backed Securities GNII SF DP9576 C 549300M8ZYFG0OCMTT87 3618MQT95 2056-04-20 6.000000 0.00 1219582.00 1253718.04 Agency Mortgage-Backed Securities GNPL PN DJ4706 549300M8ZYFG0OCMTT87 3618KRGP3 2060-08-15 5.050000 0.00 244505.00 239439.17 Agency Mortgage-Backed Securities GNPL PN DL7517 549300M8ZYFG0OCMTT87 3618LKK64 2060-12-15 4.700000 0.00 140400.00 134595.05 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 36179XH25 2052-10-20 5.500000 0.00 2984988.00 1795223.67 Agency Mortgage-Backed Securities GNII ET DK5230 C 549300M8ZYFG0OCMTT87 3618L4Y32 2065-11-20 6.500000 0.00 336196.00 349344.51 Agency Mortgage-Backed Securities GNII ET DJ7641 C 549300M8ZYFG0OCMTT87 3618KUP27 2062-08-20 3.000000 0.00 109835.00 93632.73 Agency Mortgage-Backed Securities GNMI SF BA7886 X 549300M8ZYFG0OCMTT87 3617ALXP0 2047-05-15 4.000000 0.00 77762.00 22509.47 Agency Mortgage-Backed Securities GNII SF MA9167 M 549300M8ZYFG0OCMTT87 36179YFG4 2053-08-20 3.500000 0.00 1045000.00 642680.59 Agency Mortgage-Backed Securities GNII SF DK6540 C 549300M8ZYFG0OCMTT87 3618L6HR3 2055-07-20 7.000000 0.00 2751660.00 2577239.37 Agency Mortgage-Backed Securities GNII SF DL3542 C 549300M8ZYFG0OCMTT87 3618LE5B4 2055-08-20 7.000000 0.00 1517914.00 1363049.57 Agency Mortgage-Backed Securities GNII SF DK5769 C 549300M8ZYFG0OCMTT87 3618L5MS7 2055-07-20 7.000000 0.00 2253636.00 1875837.91 Agency Mortgage-Backed Securities GNII SF CI6776 C 549300M8ZYFG0OCMTT87 3617XBQ59 2048-03-20 3.500000 0.00 1146078.00 631794.61 Agency Mortgage-Backed Securities GNII SF DJ9321 C 549300M8ZYFG0OCMTT87 3618KWLA9 2055-07-20 6.500000 0.00 617780.00 365526.21 Agency Mortgage-Backed Securities GNMI SF AD2254 X 549300M8ZYFG0OCMTT87 36180DQF7 2043-03-15 3.500000 0.00 100249.00 11004.83 Agency Mortgage-Backed Securities GNII ET DQ2336 C 549300M8ZYFG0OCMTT87 3618MUSZ9 2066-02-20 6.000000 0.00 5818264.00 5953489.93 Agency Mortgage-Backed Securities GNII SF DL6991 C 549300M8ZYFG0OCMTT87 3618LJXU0 2055-07-20 6.500000 0.00 1470514.00 1215148.56 Agency Mortgage-Backed Securities GNII SF MA7647 M 549300M8ZYFG0OCMTT87 36179WP85 2051-10-20 1.500000 0.00 1024380.00 551171.70 Agency Mortgage-Backed Securities GNII SF DQ5440 C 549300M8ZYFG0OCMTT87 3618MYBH9 2056-07-20 6.000000 0.00 19453376.00 20112923.26 Agency Mortgage-Backed Securities GNII SF DL5182 C 549300M8ZYFG0OCMTT87 3618LGXK8 2055-10-20 6.500000 0.00 4104688.00 3592202.76 Agency Mortgage-Backed Securities GNII SF DM2602 C 549300M8ZYFG0OCMTT87 3618LR3K7 2055-09-20 6.500000 0.00 1189186.00 1131147.01 Agency Mortgage-Backed Securities GNII SF DK8613 C 549300M8ZYFG0OCMTT87 3618L8SA4 2055-09-20 6.500000 0.00 1781026.00 1281613.19 Agency Mortgage-Backed Securities GNPL PN DK6754 549300M8ZYFG0OCMTT87 3618L6QF9 2060-12-15 5.250000 0.00 197248.00 197132.96 Agency Mortgage-Backed Securities GNII SF DS4245 C 549300M8ZYFG0OCMTT87 3618VQWE0 2056-07-20 6.000000 0.00 4695376.00 4868621.29 Agency Mortgage-Backed Securities GNII SF DM4315 C 549300M8ZYFG0OCMTT87 3618LTYL7 2055-09-20 7.000000 0.00 1297468.00 1354801.71 Agency Mortgage-Backed Securities GNPL PN DM6438 549300M8ZYFG0OCMTT87 3618LWEK4 2060-11-15 5.030000 0.00 205331.00 201874.98 Agency Mortgage-Backed Securities GNII SF MB0811 M 549300M8ZYFG0OCMTT87 3618N53V9 2055-12-20 4.000000 0.00 118120480.00 106375782.34 Agency Mortgage-Backed Securities GNII SF MB0785 M 549300M8ZYFG0OCMTT87 3618N52T5 2040-11-20 5.000000 0.00 486555.00 458723.68 Agency Mortgage-Backed Securities GNII SF MB0095 M 549300M8ZYFG0OCMTT87 3618N5C98 2054-07-20 7.000000 0.00 60122.00 23880.86 Agency Mortgage-Backed Securities GNII SF MB0202 M 549300M8ZYFG0OCMTT87 3618N5GL7 2055-02-20 4.000000 0.00 109480960.00 95727403.32 Agency Mortgage-Backed Securities GNAR AT MB0829 M 549300M8ZYFG0OCMTT87 3618N54P1 2055-12-20 3.500000 0.00 1671364.00 1612700.03 Agency Mortgage-Backed Securities GNII SF MB0203 M 549300M8ZYFG0OCMTT87 3618N5GM5 2055-02-20 4.500000 0.00 23006000.00 20694141.18 Agency Mortgage-Backed Securities GNII JM MB1058 M 549300M8ZYFG0OCMTT87 3618N6E86 2056-04-20 5.000000 0.00 5405848.00 5223719.84 Agency Mortgage-Backed Securities GNII SF DK4891 C 549300M8ZYFG0OCMTT87 3618L4NG5 2055-05-20 5.500000 0.00 1136160.00 1035050.27 Agency Mortgage-Backed Securities GNII SF DS6476 C 549300M8ZYFG0OCMTT87 3618VTFR4 2056-05-20 5.500000 0.00 5057800.00 5128424.11 Agency Mortgage-Backed Securities GNPL PN DJ5992 549300M8ZYFG0OCMTT87 3618KSUR1 2060-11-15 5.270000 0.00 551725.00 550023.27 Agency Mortgage-Backed Securities GNII SF 582222 C 549300M8ZYFG0OCMTT87 36201FYT8 2032-01-20 5.500000 0.00 1026718.00 26115.73 Agency Mortgage-Backed Securities GNII SF AV2218 C 549300M8ZYFG0OCMTT87 36195CPB2 2046-10-20 3.000000 0.00 4142408.00 839018.73 Agency Mortgage-Backed Securities GNII SF DL2643 C 549300M8ZYFG0OCMTT87 3618LD5C4 2055-04-20 7.000000 0.00 1619430.00 1676505.13 Agency Mortgage-Backed Securities GNII SF DL5190 C 549300M8ZYFG0OCMTT87 3618LGXT9 2055-10-20 5.500000 0.00 1013806.00 1027942.40 Agency Mortgage-Backed Securities GNII SF DS7420 C 549300M8ZYFG0OCMTT87 3618VUG58 2056-07-20 5.500000 0.00 1383896.00 1399868.00 Agency Mortgage-Backed Securities GNII ET DP7543 C 549300M8ZYFG0OCMTT87 3618MNLY5 2065-12-20 2.000000 0.00 309033.00 233742.79 Agency Mortgage-Backed Securities GNII SP 785591 C 549300M8ZYFG0OCMTT87 3622ABC42 2051-08-20 3.000000 0.00 350000.00 203119.74 Agency Mortgage-Backed Securities GNII SF DS9102 C 549300M8ZYFG0OCMTT87 3618VWDF5 2056-07-20 5.500000 0.00 1387672.00 1400665.24 Agency Mortgage-Backed Securities GNII RG CH5841 C 549300M8ZYFG0OCMTT87 3617WXP20 2050-01-20 5.500000 0.00 4626768.00 2077870.21 Agency Mortgage-Backed Securities GNII SF CL4863 C 549300M8ZYFG0OCMTT87 3617YCML5 2052-03-20 2.500000 0.00 4709552.00 1552598.49 Agency Mortgage-Backed Securities GNII SF AQ9610 C 549300M8ZYFG0OCMTT87 36191SVB4 2046-03-20 3.500000 0.00 2370172.00 154137.80 Agency Mortgage-Backed Securities GNPL PN DN1563 549300M8ZYFG0OCMTT87 3618M3WY7 2060-11-15 5.410000 0.00 102794.00 103808.93 Agency Mortgage-Backed Securities GNII SF DT0559 C 549300M8ZYFG0OCMTT87 3618VYTQ0 2056-06-20 6.000000 0.00 1130666.00 1181305.98 Agency Mortgage-Backed Securities GNII ET DP3242 C 549300M8ZYFG0OCMTT87 3618MHS70 2065-09-20 2.000000 0.00 195790.00 147898.59 Agency Mortgage-Backed Securities GNII ET DP3225 C 549300M8ZYFG0OCMTT87 3618MHSN5 2065-12-20 6.500000 0.00 1975210.00 2054444.81 Agency Mortgage-Backed Securities GNII SF DM3433 C 549300M8ZYFG0OCMTT87 3618LSY62 2055-09-20 6.500000 0.00 2035732.00 1581980.48 Agency Mortgage-Backed Securities GNII RG CM4717 C 549300M8ZYFG0OCMTT87 3617YQG23 2049-10-20 4.500000 0.00 1200000.00 678694.24 Agency Mortgage-Backed Securities GNII SF DN0011 C 549300M8ZYFG0OCMTT87 3618M2AL1 2055-09-20 6.500000 0.00 337827.00 263866.95 Agency Mortgage-Backed Securities GNMI SP 782612 X 549300M8ZYFG0OCMTT87 36241K3V8 2039-04-15 5.500000 0.00 600000000.00 4706698.05 Agency Mortgage-Backed Securities GNII SF CM2446 C 549300M8ZYFG0OCMTT87 3617YMWF5 2036-03-20 6.000000 0.00 1713212.00 911397.02 Agency Mortgage-Backed Securities GNPL PN CF5134 549300M8ZYFG0OCMTT87 3617W6V30 2063-05-15 2.750000 0.00 50000.00 41802.79 Agency Mortgage-Backed Securities GNII SF DS5822 C 549300M8ZYFG0OCMTT87 3618VSPF1 2056-05-20 5.000000 0.00 1395584.00 1365896.02 Agency Mortgage-Backed Securities GNII ET DM7150 C 549300M8ZYFG0OCMTT87 3618LW5K4 2065-10-20 6.500000 0.00 4400000.00 4144223.47 Agency Mortgage-Backed Securities GNII SF DM7353 C 549300M8ZYFG0OCMTT87 3618LXE22 2055-11-20 6.500000 0.00 3825120.00 3491607.80 Agency Mortgage-Backed Securities GNMI SP 783091 X 549300M8ZYFG0OCMTT87 36241LNG7 2040-06-15 5.500000 0.00 2750000.00 94037.70 Agency Mortgage-Backed Securities GNII ET DP1584 C 549300M8ZYFG0OCMTT87 3618MFXM5 2057-01-20 2.500000 0.00 135748.00 108572.22 Agency Mortgage-Backed Securities GNII SF DT0395 C 549300M8ZYFG0OCMTT87 3618VYNL7 2056-07-20 5.500000 0.00 2133528.00 2197967.66 Agency Mortgage-Backed Securities GNII SF DL6857 C 549300M8ZYFG0OCMTT87 3618LJTN1 2055-08-20 6.500000 0.00 2695264.00 1793930.11 Agency Mortgage-Backed Securities GNMI SF AD7472 X 549300M8ZYFG0OCMTT87 36180KJR3 2043-04-15 3.500000 0.00 38098.00 5101.71 Agency Mortgage-Backed Securities GNII SF CG8222 C 549300M8ZYFG0OCMTT87 3617WND33 2052-03-20 2.000000 0.00 2019012.00 873901.79 Agency Mortgage-Backed Securities GNAR AS 082678 M 549300M8ZYFG0OCMTT87 36225E6Q0 2040-11-20 5.625000 0.00 8000000.00 172270.60 Agency Mortgage-Backed Securities GNII SF MA9966 M 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 124896256.00 65435824.75 Agency Mortgage-Backed Securities GNII JM MB0672 M 549300M8ZYFG0OCMTT87 3618N5XA2 2055-09-20 5.000000 0.00 843795.00 791274.46 Agency Mortgage-Backed Securities GNII SF MB0998 M 549300M8ZYFG0OCMTT87 3618N6DC8 2056-03-20 6.000000 0.00 117321344.00 118642505.20 Agency Mortgage-Backed Securities GNII SF 002615 M 549300M8ZYFG0OCMTT87 36202C3Y7 2028-07-20 6.500000 0.00 14974976.00 5946.20 Agency Mortgage-Backed Securities GNII SF 004747 M 549300M8ZYFG0OCMTT87 36202FHY5 2040-07-20 5.000000 0.00 725138.00 21574.36 Agency Mortgage-Backed Securities GNII SF 530000 C 549300M8ZYFG0OCMTT87 36212CX55 2030-08-20 7.500000 0.00 1022582.00 18733.32 Agency Mortgage-Backed Securities GNII SF DU3795 C 549300M8ZYFG0OCMTT87 3618WFGC5 2056-07-20 6.000000 0.00 1615334.00 1668087.58 Agency Mortgage-Backed Securities GNII SF AV5009 C 549300M8ZYFG0OCMTT87 36195FR64 2046-10-20 3.000000 0.00 1801326.00 98005.43 Agency Mortgage-Backed Securities GNII SF 004469 M 549300M8ZYFG0OCMTT87 36202E6E4 2039-06-20 5.000000 0.00 26243936.00 677354.91 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ6319 S6XOOCT0IEG5ABCC6L87 31427GAV6 2055-10-01 5.500000 0.00 1200476.00 1166802.72 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0010 S6XOOCT0IEG5ABCC6L87 3142GQAL6 2053-10-01 6.500000 0.00 15957000.00 7141371.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1840 S6XOOCT0IEG5ABCC6L87 31426LBJ2 2055-05-01 6.000000 0.00 2584100.00 2054976.24 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5963 B1V7KEBTPIMZEU4LTD58 31418FTV9 2055-12-01 7.500000 0.00 523678.00 472699.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2518 S6XOOCT0IEG5ABCC6L87 31427PYQ1 2055-08-01 6.000000 0.00 64323584.00 57483519.20 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8955 S6XOOCT0IEG5ABCC6L87 3142KA5R9 2056-07-01 6.000000 0.00 11986768.00 12239077.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6056 S6XOOCT0IEG5ABCC6L87 31427TWS1 2056-07-01 5.000000 0.00 74677120.00 73709279.66 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5337 B1V7KEBTPIMZEU4LTD58 31418E4X5 2039-03-01 3.500000 0.00 101973.00 40732.80 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1327 S6XOOCT0IEG5ABCC6L87 31427NPM5 2050-09-01 4.500000 0.00 5100000.00 4379929.00 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5803 S6XOOCT0IEG5ABCC6L87 31427TNV4 2056-07-01 5.500000 0.00 58210048.00 58359194.51 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6153 B1V7KEBTPIMZEU4LTD58 31418FZT7 2041-07-01 5.000000 0.00 1560296.00 1565759.64 Agency Mortgage-Backed Securities FNMS 08.000 CLMA5287 B1V7KEBTPIMZEU4LTD58 31418E2V1 2054-01-01 8.000000 0.00 1541588.00 677625.40 Agency Mortgage-Backed Securities GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4.000000 0.00 57371760.00 38329634.47 Agency Mortgage-Backed Securities GNII SF MA7051 M 549300M8ZYFG0OCMTT87 36179VZQ6 2050-12-20 2.000000 0.00 50018624.00 22302965.09 Agency Mortgage-Backed Securities GNII SF MA8982 M 549300M8ZYFG0OCMTT87 36179X6T8 2034-11-20 3.000000 0.00 105411.00 77580.64 Agency Mortgage-Backed Securities GNII SF MA7451 M 549300M8ZYFG0OCMTT87 36179WH43 2036-12-20 4.500000 0.00 135341.00 95817.90 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3681 S6XOOCT0IEG5ABCC6L87 3142K5CT8 2056-05-01 5.500000 0.00 2280580.00 2278113.87 Agency Mortgage-Backed Securities GNII SF MA8914 M 549300M8ZYFG0OCMTT87 36179X3X2 2038-06-20 3.500000 0.00 194136.00 118894.25 Agency Mortgage-Backed Securities GNII SF MA5441 M 549300M8ZYFG0OCMTT87 36179UBJ0 2031-07-20 6.500000 0.00 231156.00 15153.82 Agency Mortgage-Backed Securities GNII SF MA7473 M 549300M8ZYFG0OCMTT87 36179WJS8 2051-07-20 3.000000 0.00 14471728.00 7014513.10 Agency Mortgage-Backed Securities GNII SF MA7513 M 549300M8ZYFG0OCMTT87 36179WK23 2036-10-20 5.000000 0.00 1114102.00 431062.68 Agency Mortgage-Backed Securities FEPC 06.000 CLTB9344 S6XOOCT0IEG5ABCC6L87 3142KBL24 2056-07-01 6.000000 0.00 1091734.00 1115747.78 Agency Mortgage-Backed Securities GNII SF MA5714 M 549300M8ZYFG0OCMTT87 36179UK35 2049-01-20 6.000000 0.00 1725000.00 108081.85 Agency Mortgage-Backed Securities GNII SF MA1519 M 549300M8ZYFG0OCMTT87 36179NVL9 2043-08-20 2.500000 0.00 214910.00 45583.91 Agency Mortgage-Backed Securities FEPC 04.500 CLTB8112 S6XOOCT0IEG5ABCC6L87 3142KAAN2 2056-07-01 4.500000 0.00 1041466.00 991340.24 Agency Mortgage-Backed Securities GNII SF MA4900 M 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.500000 0.00 100000000.00 11225559.96 Agency Mortgage-Backed Securities FMAR 8D0960 G S6XOOCT0IEG5ABCC6L87 3142BPB57 2056-04-01 5.134000 0.00 1189500.00 1181031.59 Agency Mortgage-Backed Securities FEPC 06.000 CLTA4295 S6XOOCT0IEG5ABCC6L87 3142JSXZ3 2056-01-01 6.000000 0.00 2201750.00 2249698.04 Agency Mortgage-Backed Securities GNII JM MA7362 M 549300M8ZYFG0OCMTT87 36179WFB9 2049-06-20 4.000000 0.00 1780000.00 875418.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5493 B1V7KEBTPIMZEU4LTD58 31417CC78 2042-07-01 3.500000 0.00 64801152.00 8464317.12 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4075 B1V7KEBTPIMZEU4LTD58 31418DQ54 2035-07-01 2.500000 0.00 677000.00 180528.05 Agency Mortgage-Backed Securities FNMS 05.000 CLAB1182 B1V7KEBTPIMZEU4LTD58 31416WJ45 2040-07-01 5.000000 0.00 2272000.00 119667.69 Agency Mortgage-Backed Securities FNAR XX.XXX S1902180 B1V7KEBTPIMZEU4LTD58 31411AJZ9 2036-10-01 5.891000 0.00 25018752.00 232601.40 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4285 B1V7KEBTPIMZEU4LTD58 31418DXP2 2031-03-01 2.000000 0.00 225000.00 59222.24 Agency Mortgage-Backed Securities FNMS 07.500 NP888738 B1V7KEBTPIMZEU4LTD58 31410GLT8 2037-10-01 7.500000 0.00 3505496.00 19655.22 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 B1V7KEBTPIMZEU4LTD58 3140XHLC9 2052-03-01 3.000000 0.00 40000.00 25024.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2018 B1V7KEBTPIMZEU4LTD58 3140XHG43 2050-03-01 4.500000 0.00 1284188.00 735981.20 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3241 B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3.000000 0.00 5908000.00 1691776.23 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1660 B1V7KEBTPIMZEU4LTD58 3140X4Z25 2032-08-01 3.000000 0.00 701500.00 102352.97 Agency Mortgage-Backed Securities GNII SF DL4034 C 549300M8ZYFG0OCMTT87 3618LFPT0 2055-07-20 6.500000 0.00 1261868.00 1153321.03 Agency Mortgage-Backed Securities GNII SF DH3484 C 549300M8ZYFG0OCMTT87 3618KB2R9 2055-03-20 7.000000 0.00 12199664.00 1345054.30 Agency Mortgage-Backed Securities GNII SF AJ2596 C 549300M8ZYFG0OCMTT87 36182W3D3 2045-03-20 2.500000 0.00 2661324.00 335406.63 Agency Mortgage-Backed Securities GNCL CL CQ7052 549300M8ZYFG0OCMTT87 3618A9ZR9 2065-07-15 5.350000 0.00 274296.00 272973.44 Agency Mortgage-Backed Securities GNII SF DH6851 C 549300M8ZYFG0OCMTT87 3618KFTG5 2055-02-20 7.000000 0.00 3452408.00 719757.79 Agency Mortgage-Backed Securities GNII RG CN9814 C 549300M8ZYFG0OCMTT87 3617F93X8 2046-11-20 2.500000 0.00 1667728.00 827232.16 Agency Mortgage-Backed Securities GNII JM MA6648 M 549300M8ZYFG0OCMTT87 36179VL57 2050-05-20 4.000000 0.00 3224950.00 354062.75 Agency Mortgage-Backed Securities GNII SF MA9010 M 549300M8ZYFG0OCMTT87 36179YAK0 2053-07-20 2.000000 0.00 219500.00 116979.87 Agency Mortgage-Backed Securities GNMI SF AK6853 X 549300M8ZYFG0OCMTT87 36183QTJ4 2045-01-15 3.000000 0.00 264000.00 24156.25 Agency Mortgage-Backed Securities GNII JM MA7188 M 549300M8ZYFG0OCMTT87 36179V6Z8 2051-01-20 4.000000 0.00 3887000.00 1107260.29 Agency Mortgage-Backed Securities GNAR AS MA4735 M 549300M8ZYFG0OCMTT87 36179THL2 2047-09-20 5.375000 0.00 1000000.00 49321.77 Agency Mortgage-Backed Securities GNII JM MA8478 M 549300M8ZYFG0OCMTT87 36179XM37 2052-12-20 3.500000 0.00 1157776.00 678697.88 Agency Mortgage-Backed Securities FEPC 05.000 CLTB8504 S6XOOCT0IEG5ABCC6L87 3142KANW8 2056-07-01 5.000000 0.00 3834576.00 3743649.26 Agency Mortgage-Backed Securities GNII JM MA7409 M 549300M8ZYFG0OCMTT87 36179WGS1 2051-06-20 2.000000 0.00 373175000.00 203970716.08 Agency Mortgage-Backed Securities GNAR AT MA4854 M 549300M8ZYFG0OCMTT87 36179TMB8 2047-11-20 5.125000 0.00 2000000.00 122768.27 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5981 S6XOOCT0IEG5ABCC6L87 3142GWUF4 2056-03-01 4.500000 0.00 20185376.00 18973520.73 Agency Mortgage-Backed Securities GNII SF DH6953 C 549300M8ZYFG0OCMTT87 3618KFWN6 2055-04-20 7.000000 0.00 1226946.00 729222.63 Agency Mortgage-Backed Securities GNII SF MA6683 M 549300M8ZYFG0OCMTT87 36179VM80 2035-07-20 2.500000 0.00 400000.00 87849.32 Agency Mortgage-Backed Securities GNII SF DK5669 C 549300M8ZYFG0OCMTT87 3618L5JN2 2055-06-20 6.500000 0.00 1102632.00 749366.49 Agency Mortgage-Backed Securities GNII SF BV9803 C 549300M8ZYFG0OCMTT87 3617NP3L9 2035-12-20 5.500000 0.00 4041144.00 1113060.94 Agency Mortgage-Backed Securities GNII SF MA7986 M 549300M8ZYFG0OCMTT87 36179W2T4 2052-03-20 2.000000 0.00 46999552.00 27168840.06 Agency Mortgage-Backed Securities GNII ET DJ4967 C 549300M8ZYFG0OCMTT87 3618KRQU1 2065-05-20 6.500000 0.00 3371748.00 3008056.82 Agency Mortgage-Backed Securities GNII SF CT9598 C 549300M8ZYFG0OCMTT87 3618BFUX6 2053-04-20 5.000000 0.00 1057058.00 828730.63 Agency Mortgage-Backed Securities GNII SF DL8571 C 549300M8ZYFG0OCMTT87 3618LLQY5 2055-07-20 7.500000 0.00 448301.00 330332.64 Agency Mortgage-Backed Securities GNII SF MA7366 M 549300M8ZYFG0OCMTT87 36179WFF0 2051-05-20 2.000000 0.00 22990144.00 11289760.47 Agency Mortgage-Backed Securities GNII SF DN6153 C 549300M8ZYFG0OCMTT87 3618M8ZS6 2055-12-20 5.000000 0.00 2733220.00 2662139.31 Agency Mortgage-Backed Securities GNII SF MA8077 M 549300M8ZYFG0OCMTT87 36179W6N3 2028-10-20 5.000000 0.00 44214.00 25309.40 Agency Mortgage-Backed Securities GNII SF DM6246 C 549300M8ZYFG0OCMTT87 3618LV5F7 2055-09-20 6.500000 0.00 977408.00 963354.32 Agency Mortgage-Backed Securities GNII JM MA7697 M 549300M8ZYFG0OCMTT87 36179WRS9 2051-11-20 3.500000 0.00 2391060.00 1536302.61 Agency Mortgage-Backed Securities GNII SF DA2695 C 549300M8ZYFG0OCMTT87 3618GR7G8 2054-02-20 7.500000 0.00 27993248.00 17449661.52 Agency Mortgage-Backed Securities GNII ET DM6729 C 549300M8ZYFG0OCMTT87 3618LWPN6 2065-08-20 3.000000 0.00 754783.00 650937.17 Agency Mortgage-Backed Securities GNPL PN CG6812 549300M8ZYFG0OCMTT87 3617WLR99 2064-07-15 2.770000 0.00 5934744.00 4956971.06 Agency Mortgage-Backed Securities GNPL PN DP6826 549300M8ZYFG0OCMTT87 3618MMSP9 2061-05-15 5.050000 0.00 14749000.00 14563170.25 Agency Mortgage-Backed Securities GNII ET DG6618 C 549300M8ZYFG0OCMTT87 3618K3K71 2063-12-20 7.500000 0.00 87771.00 91201.82 Agency Mortgage-Backed Securities GNII JM MA8191 M 549300M8ZYFG0OCMTT87 36179XC46 2052-08-20 3.500000 0.00 10682496.00 7406928.56 Agency Mortgage-Backed Securities GNII SF MA8913 M 549300M8ZYFG0OCMTT87 36179X3W4 2038-11-20 3.000000 0.00 103172.00 75454.06 Agency Mortgage-Backed Securities GNII SF DL7044 C 549300M8ZYFG0OCMTT87 3618LJZH7 2055-08-20 5.500000 0.00 1696134.00 1497776.87 Agency Mortgage-Backed Securities GNII SF BX7064 C 549300M8ZYFG0OCMTT87 3617QBZ57 2050-09-20 2.000000 0.00 1156490.00 788864.69 Agency Mortgage-Backed Securities GNII SF DM7320 C 549300M8ZYFG0OCMTT87 3618LXDZ0 2055-10-20 6.500000 0.00 1665310.00 1697421.30 Agency Mortgage-Backed Securities GNII SF DL1847 C 549300M8ZYFG0OCMTT87 3618LDBQ6 2055-07-20 7.000000 0.00 2857500.00 1985327.59 Agency Mortgage-Backed Securities GNII SF BZ4350 C 549300M8ZYFG0OCMTT87 3617QYZP3 2051-03-20 2.500000 0.00 6238288.00 3870428.77 Agency Mortgage-Backed Securities GNII SF DM3589 C 549300M8ZYFG0OCMTT87 3618LS7A3 2055-10-20 6.500000 0.00 4100192.00 2967710.52 Agency Mortgage-Backed Securities GNII ET DA6457 C 549300M8ZYFG0OCMTT87 3618GWE61 2063-12-20 7.500000 0.00 266186.00 181748.22 Agency Mortgage-Backed Securities GNII SF CX0542 C 549300M8ZYFG0OCMTT87 3618FLS79 2053-10-20 2.000000 0.00 4089152.00 2411585.20 Agency Mortgage-Backed Securities GNII BD DM2481 C 549300M8ZYFG0OCMTT87 3618LRXJ7 2055-08-20 6.000000 0.00 1306476.00 797359.51 Agency Mortgage-Backed Securities GNII SF DL1848 C 549300M8ZYFG0OCMTT87 3618LDBR4 2055-07-20 7.000000 0.00 2606648.00 1347389.71 Agency Mortgage-Backed Securities GNII SF DK4954 C 549300M8ZYFG0OCMTT87 3618L4QF4 2055-08-20 7.000000 0.00 1424858.00 1028824.42 Agency Mortgage-Backed Securities GNII SF DJ2846 C 549300M8ZYFG0OCMTT87 3618KPET1 2055-07-20 6.500000 0.00 5666744.00 4898703.94 Agency Mortgage-Backed Securities GNII SF DK5098 C 549300M8ZYFG0OCMTT87 3618L4UX0 2055-06-20 6.500000 0.00 1960500.00 1792560.13 Agency Mortgage-Backed Securities GNII SF DL5817 C 549300M8ZYFG0OCMTT87 3618LHPA7 2055-09-20 6.500000 0.00 1111244.00 547148.31 Agency Mortgage-Backed Securities GNII SF DK3961 C 549300M8ZYFG0OCMTT87 3618L3MJ2 2055-05-20 7.000000 0.00 1130752.00 442182.40 Agency Mortgage-Backed Securities GNII SF DT8098 C 549300M8ZYFG0OCMTT87 3618W77K5 2056-07-20 5.500000 0.00 5722728.00 5782194.77 Agency Mortgage-Backed Securities GNII SF AV2216 C 549300M8ZYFG0OCMTT87 36195CN99 2046-10-20 3.000000 0.00 3782876.00 1449898.73 Agency Mortgage-Backed Securities GNPL PN DK6736 549300M8ZYFG0OCMTT87 3618L6PV5 2060-06-15 5.840000 0.00 684100.00 704589.56 Agency Mortgage-Backed Securities GNII SF DU3776 C 549300M8ZYFG0OCMTT87 3618WFFR3 2056-07-20 5.500000 0.00 1630824.00 1680090.11 Agency Mortgage-Backed Securities GNII SF DL1690 C 549300M8ZYFG0OCMTT87 3618LC2X3 2055-09-20 6.000000 0.00 3082076.00 2658026.88 Agency Mortgage-Backed Securities GNII SF MA8616 M 549300M8ZYFG0OCMTT87 36179XSD9 2038-02-20 5.000000 0.00 161318.00 81190.60 Agency Mortgage-Backed Securities GNII SF DH4858 C 549300M8ZYFG0OCMTT87 3618KDMF9 2055-06-20 6.500000 0.00 1258618.00 1167882.46 Agency Mortgage-Backed Securities GNII SF DK1492 C 549300M8ZYFG0OCMTT87 3618L0UR1 2055-06-20 6.500000 0.00 3112496.00 2240159.25 Agency Mortgage-Backed Securities GNII SF DJ9731 C 549300M8ZYFG0OCMTT87 3618KWY49 2055-06-20 6.500000 0.00 2426004.00 1899403.42 Agency Mortgage-Backed Securities GNII SF DK4324 C 549300M8ZYFG0OCMTT87 3618L3YV2 2055-07-20 7.000000 0.00 1217854.00 892791.55 Agency Mortgage-Backed Securities GNII ET DL1369 C 549300M8ZYFG0OCMTT87 3618LCQW9 2065-08-20 6.500000 0.00 3961916.00 3942248.97 Agency Mortgage-Backed Securities GNII SF DU1411 C 549300M8ZYFG0OCMTT87 3618WCR89 2056-07-20 5.500000 0.00 4357592.00 4406472.56 Agency Mortgage-Backed Securities GNII SF AX4342 C 549300M8ZYFG0OCMTT87 36196FZF4 2046-10-20 3.500000 0.00 128008.00 34765.14 Agency Mortgage-Backed Securities GNII SF 003308 M 549300M8ZYFG0OCMTT87 36202DU90 2032-11-20 6.500000 0.00 9711120.00 31228.58 Agency Mortgage-Backed Securities GNII SF DK5354 C 549300M8ZYFG0OCMTT87 3618L45P5 2055-05-20 6.500000 0.00 5242920.00 4006738.20 Agency Mortgage-Backed Securities GNII RG CO7654 C 549300M8ZYFG0OCMTT87 3617FKQF7 2043-09-20 3.500000 0.00 200000.00 103777.40 Agency Mortgage-Backed Securities GNII ET DJ9042 C 549300M8ZYFG0OCMTT87 3618KWBK8 2065-06-20 6.000000 0.00 3197128.00 2794130.87 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 43490304.00 22897711.76 Agency Mortgage-Backed Securities GNII RG CN9851 C 549300M8ZYFG0OCMTT87 3617F95L2 2049-10-20 4.000000 0.00 358329.00 187340.25 Agency Mortgage-Backed Securities GNII SF DR9286 C 549300M8ZYFG0OCMTT87 3618VJJ76 2056-05-20 5.000000 0.00 1144822.00 1128703.70 Agency Mortgage-Backed Securities GNII SF DM4950 C 549300M8ZYFG0OCMTT87 3618LUQB5 2056-06-20 5.000000 0.00 1263350.00 1240539.80 Agency Mortgage-Backed Securities GNII SF DK4923 C 549300M8ZYFG0OCMTT87 3618L4PG3 2055-07-20 6.500000 0.00 1700110.00 1231126.03 Agency Mortgage-Backed Securities GNII SF DL5983 C 549300M8ZYFG0OCMTT87 3618LHUG8 2055-08-20 7.000000 0.00 1202216.00 1051336.39 Agency Mortgage-Backed Securities GNII SF CN2826 C 549300M8ZYFG0OCMTT87 3617F2D79 2052-10-20 6.000000 0.00 2054704.00 1562684.88 Agency Mortgage-Backed Securities GNII SF DL4803 C 549300M8ZYFG0OCMTT87 3618LGKQ9 2055-07-20 7.000000 0.00 1608158.00 1058632.35 Agency Mortgage-Backed Securities GNII SF MA9640 M 549300M8ZYFG0OCMTT87 36179YV92 2039-05-20 6.500000 0.00 606559.00 364711.66 Agency Mortgage-Backed Securities GNII SF DK5753 C 549300M8ZYFG0OCMTT87 3618L5MA6 2055-07-20 6.500000 0.00 669061.00 698692.70 Agency Mortgage-Backed Securities GNII SF DK7511 C 549300M8ZYFG0OCMTT87 3618L7KY2 2055-08-20 6.500000 0.00 2224800.00 2045424.35 Agency Mortgage-Backed Securities GNII SF DR7590 C 549300M8ZYFG0OCMTT87 3618VGNF9 2056-06-20 6.000000 0.00 1333040.00 1385940.81 Agency Mortgage-Backed Securities GNII SF DR9811 C 549300M8ZYFG0OCMTT87 3618VJ3U2 2056-07-20 6.000000 0.00 1341880.00 1396776.31 Agency Mortgage-Backed Securities GNII SF 005265 M 549300M8ZYFG0OCMTT87 36202FZ66 2041-12-20 3.000000 0.00 148000.00 10812.91 Agency Mortgage-Backed Securities GNII SF DS1277 C 549300M8ZYFG0OCMTT87 3618VMM26 2056-06-20 6.000000 0.00 7670820.00 7887685.58 Agency Mortgage-Backed Securities GNII ET DM2986 C 549300M8ZYFG0OCMTT87 3618LSJ77 2065-07-20 3.000000 0.00 168062.00 144420.44 Agency Mortgage-Backed Securities GNII ET DI6476 C 549300M8ZYFG0OCMTT87 3618NQFR9 2065-05-20 6.500000 0.00 35977088.00 26188632.12 Agency Mortgage-Backed Securities GNII SF DS0634 C 549300M8ZYFG0OCMTT87 3618VLV36 2056-06-20 3.500000 0.00 3978304.00 3459854.88 Agency Mortgage-Backed Securities GNII SF DH3521 C 549300M8ZYFG0OCMTT87 3618KB4E6 2040-09-20 4.500000 0.00 1529602.00 1403603.90 Agency Mortgage-Backed Securities GNII ET DR9783 C 549300M8ZYFG0OCMTT87 3618VJ2Q2 2066-04-20 6.000000 0.00 1487776.00 1526200.79 Agency Mortgage-Backed Securities GNII SF DS6004 C 549300M8ZYFG0OCMTT87 3618VSU57 2056-06-20 5.500000 0.00 1406390.00 1447609.75 Agency Mortgage-Backed Securities GNII SF DJ5311 C 549300M8ZYFG0OCMTT87 3618KR3U6 2055-07-20 6.500000 0.00 1001490.00 930586.79 Agency Mortgage-Backed Securities GNII SF DR8065 C 549300M8ZYFG0OCMTT87 3618VG6A9 2056-04-20 6.000000 0.00 10189360.00 10471228.34 Agency Mortgage-Backed Securities GNII ET DG8296 C 549300M8ZYFG0OCMTT87 3618K5GD8 2063-12-20 7.500000 0.00 583699.00 406738.55 Agency Mortgage-Backed Securities GNII ET DS3603 C 549300M8ZYFG0OCMTT87 3618VQAC8 2065-09-20 6.000000 0.00 760432.00 779710.85 Agency Mortgage-Backed Securities GNII SF DR9788 C 549300M8ZYFG0OCMTT87 3618VJ2V1 2056-07-20 5.500000 0.00 1593196.00 1608360.57 Agency Mortgage-Backed Securities GNII SF DS1928 C 549300M8ZYFG0OCMTT87 3618VND99 2056-06-20 5.500000 0.00 8704830.00 8959612.54 Agency Mortgage-Backed Securities GNII SF DR8195 C 549300M8ZYFG0OCMTT87 3618VHC85 2056-06-20 6.000000 0.00 1576278.00 1638881.27 Agency Mortgage-Backed Securities GNII SF DM6189 C 549300M8ZYFG0OCMTT87 3618LV2W3 2055-09-20 6.500000 0.00 2301976.00 1755820.41 Agency Mortgage-Backed Securities GNMI SF 738107 X 549300M8ZYFG0OCMTT87 3620ASAG4 2041-03-15 4.000000 0.00 250000.00 14005.19 Agency Mortgage-Backed Securities GNII SF DK4904 C 549300M8ZYFG0OCMTT87 3618L4NV2 2055-07-20 7.000000 0.00 1368926.00 1028020.43 Agency Mortgage-Backed Securities GNII SF BV8695 C 549300M8ZYFG0OCMTT87 3617NNUU4 2050-07-20 3.000000 0.00 847523.00 498421.45 Agency Mortgage-Backed Securities GNMI SF 697852 X 549300M8ZYFG0OCMTT87 36296QH51 2039-02-15 5.000000 0.00 1376420.00 6232.25 Agency Mortgage-Backed Securities GNII SF DP4490 C 549300M8ZYFG0OCMTT87 3618MJ7B0 2056-01-20 6.500000 0.00 1349560.00 1409202.87 Agency Mortgage-Backed Securities GNII SF DQ6182 C 549300M8ZYFG0OCMTT87 3618MY2P1 2056-06-20 6.000000 0.00 2043124.00 2104052.46 Agency Mortgage-Backed Securities GNII BD DG6071 C 549300M8ZYFG0OCMTT87 3618K2W88 2055-05-20 5.500000 0.00 2209640.00 2126699.63 Agency Mortgage-Backed Securities GNII SF DP0295 C 549300M8ZYFG0OCMTT87 3618MEKG5 2056-01-20 6.500000 0.00 2055936.00 2218043.44 Agency Mortgage-Backed Securities GNII ET DP4019 C 549300M8ZYFG0OCMTT87 3618MJPC8 2066-04-20 5.000000 0.00 654813.00 641912.85 Agency Mortgage-Backed Securities GNII SF DP7982 C 549300M8ZYFG0OCMTT87 3618MN2P5 2056-01-20 6.500000 0.00 1189018.00 1247101.58 Agency Mortgage-Backed Securities GNII SF DT5106 C 549300M8ZYFG0OCMTT87 3618W4U75 2056-07-20 6.000000 0.00 1323956.00 1378117.72 Agency Mortgage-Backed Securities GNII SF DT0904 C 549300M8ZYFG0OCMTT87 3618W0AD2 2056-06-20 5.500000 0.00 118830.00 120758.68 Agency Mortgage-Backed Securities GNII SF DT3381 C 549300M8ZYFG0OCMTT87 3618W2XJ0 2056-07-20 5.500000 0.00 2969032.00 3030103.01 Agency Mortgage-Backed Securities GNII SF DT4106 C 549300M8ZYFG0OCMTT87 3618W3R30 2056-07-20 5.500000 0.00 5227504.00 5287846.82 Agency Mortgage-Backed Securities GNII SF DT6142 C 549300M8ZYFG0OCMTT87 3618W5ZF9 2056-07-20 6.000000 0.00 20097824.00 20941852.22 Agency Mortgage-Backed Securities FNAR XX.XXX S1865673 B1V7KEBTPIMZEU4LTD58 31409AXA2 2036-02-01 5.303000 0.00 10859776.00 261984.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9933 B1V7KEBTPIMZEU4LTD58 3138LPBB1 2048-08-01 4.280000 0.00 52000.00 43464.92 Agency Mortgage-Backed Securities FNMS 03.000 CRAR1203 B1V7KEBTPIMZEU4LTD58 3138NXKR7 2042-12-01 3.000000 0.00 100000.00 31686.57 Agency Mortgage-Backed Securities FNMS 05.500 CL725946 B1V7KEBTPIMZEU4LTD58 31402DP79 2034-11-01 5.500000 0.00 863331.00 5456.53 Agency Mortgage-Backed Securities FNMS 07.000 JL674273 B1V7KEBTPIMZEU4LTD58 31391RCJ9 2028-04-01 7.000000 0.00 5013344.00 12190.91 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9993 S6XOOCT0IEG5ABCC6L87 3133KSC67 2053-10-01 6.000000 0.00 27620.00 19546.69 Agency Mortgage-Backed Securities FNAR XX.XXX WS803338 B1V7KEBTPIMZEU4LTD58 31405YPX3 2044-09-01 4.945000 0.00 6500000.00 53070.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDC7713 B1V7KEBTPIMZEU4LTD58 3140AVSB8 2054-12-01 5.500000 0.00 100000.00 90036.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDD0242 B1V7KEBTPIMZEU4LTD58 3140B0HU5 2055-02-01 6.000000 0.00 1112828.00 386213.38 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2213 B1V7KEBTPIMZEU4LTD58 3140HTN70 2034-05-01 3.340000 0.00 3260000.00 2876370.48 Agency Mortgage-Backed Securities FNAR XX.XXX S1865915 B1V7KEBTPIMZEU4LTD58 31409BAQ0 2036-03-01 5.747000 0.00 24081408.00 60372.03 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8362 B1V7KEBTPIMZEU4LTD58 3140AJJG4 2054-07-01 6.500000 0.00 1737418.00 1639332.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5807 B1V7KEBTPIMZEU4LTD58 3140JANZ7 2048-04-01 3.500000 0.00 42000.00 5413.98 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1964 B1V7KEBTPIMZEU4LTD58 3140BSFE2 2055-11-01 5.500000 0.00 286000.00 275581.83 Agency Mortgage-Backed Securities FNMS 02.500 CIBP3136 B1V7KEBTPIMZEU4LTD58 3140KAPW0 2035-03-01 2.500000 0.00 2600000.00 779261.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2016 B1V7KEBTPIMZEU4LTD58 3140HFG29 2048-04-01 4.500000 0.00 108097.00 5849.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5383 B1V7KEBTPIMZEU4LTD58 3140A56V5 2053-12-01 6.000000 0.00 3897688.00 2277038.53 Agency Mortgage-Backed Securities FNMS 03.000 CIBO1821 B1V7KEBTPIMZEU4LTD58 3140JWAX8 2034-07-01 3.000000 0.00 207100.00 34259.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5312 B1V7KEBTPIMZEU4LTD58 3140HJ3W9 2048-06-01 4.500000 0.00 11715136.00 2783599.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1909 B1V7KEBTPIMZEU4LTD58 3140Q9DP5 2048-06-01 4.500000 0.00 350000.00 39719.18 Agency Mortgage-Backed Securities FNMS 02.500 CICB3694 B1V7KEBTPIMZEU4LTD58 3140QPC88 2037-05-01 2.500000 0.00 13266192.00 7804503.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6885 B1V7KEBTPIMZEU4LTD58 3140NBUK5 2053-02-01 6.000000 0.00 405748.00 217740.40 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2048 B1V7KEBTPIMZEU4LTD58 3140Q9H22 2048-07-01 4.500000 0.00 3500000.00 476046.74 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0862 B1V7KEBTPIMZEU4LTD58 3140XF5Y3 2036-12-01 2.500000 0.00 500000.00 204813.71 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0222 B1V7KEBTPIMZEU4LTD58 3140XFG88 2042-01-01 1.500000 0.00 60000.00 35219.52 Agency Mortgage-Backed Securities FNMS 04.500 CLDG7729 B1V7KEBTPIMZEU4LTD58 3140UBST1 2056-05-01 4.500000 0.00 7024528.00 6650728.70 Agency Mortgage-Backed Securities FNMS 06.000 CLDG3814 B1V7KEBTPIMZEU4LTD58 3140U7GY2 2056-03-01 6.000000 0.00 5466940.00 5575596.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1183 B1V7KEBTPIMZEU4LTD58 3140U4J59 2056-02-01 6.000000 0.00 1187050.00 1230246.24 Agency Mortgage-Backed Securities FNMS 04.500 CLDG4512 B1V7KEBTPIMZEU4LTD58 3140U8AN0 2056-03-01 4.500000 0.00 60031.00 56674.75 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2048 B1V7KEBTPIMZEU4LTD58 3140U5H25 2056-02-01 4.500000 0.00 10691120.00 9834347.42 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6393 B1V7KEBTPIMZEU4LTD58 3140UNC70 2056-07-01 6.000000 0.00 2360692.00 2437042.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4447 B1V7KEBTPIMZEU4LTD58 3140U75H1 2056-03-01 5.500000 0.00 1861880.00 1874307.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9171 B1V7KEBTPIMZEU4LTD58 3140QVFM1 2054-09-01 6.500000 0.00 1700000.00 1436003.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0418 B1V7KEBTPIMZEU4LTD58 3140U3PC9 2056-02-01 6.000000 0.00 1127064.00 1164672.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0194 B1V7KEBTPIMZEU4LTD58 3140U3GC9 2056-02-01 5.000000 0.00 1530954.00 1475073.28 Agency Mortgage-Backed Securities FNMS 04.500 CIDH3344 B1V7KEBTPIMZEU4LTD58 3140UJWE2 2041-06-01 4.500000 0.00 10186016.00 9998387.51 Agency Mortgage-Backed Securities FEPC 02.500 CLZS4680 S6XOOCT0IEG5ABCC6L87 3132A5FV2 2046-09-01 2.500000 0.00 95000.00 16396.83 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4208 S6XOOCT0IEG5ABCC6L87 3132A4U97 2035-10-01 6.500000 0.00 315000.00 6309.50 Agency Mortgage-Backed Securities FEPC 02.500 CIZT2104 S6XOOCT0IEG5ABCC6L87 3132AEKR6 2033-12-01 2.500000 0.00 275000.00 41675.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5387 S6XOOCT0IEG5ABCC6L87 3132DS6Y3 2054-04-01 6.000000 0.00 7117864.00 5481813.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1867 S6XOOCT0IEG5ABCC6L87 3132DPCC0 2052-11-01 5.000000 0.00 43649536.00 29569854.12 Agency Mortgage-Backed Securities FEPC 02.500 CISB1245 S6XOOCT0IEG5ABCC6L87 3132CXL26 2037-06-01 2.500000 0.00 5244530.00 3693475.18 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 22000.00 11705.87 Agency Mortgage-Backed Securities FEPC 02.500 CISB0867 S6XOOCT0IEG5ABCC6L87 3132CW6C3 2037-06-01 2.500000 0.00 421000.00 253997.81 Agency Mortgage-Backed Securities FEPC 03.500 CLQD1743 S6XOOCT0IEG5ABCC6L87 3133AX5C2 2051-11-01 3.500000 0.00 1265898.00 618911.52 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6079 S6XOOCT0IEG5ABCC6L87 3133B3XG7 2052-02-01 2.500000 0.00 200000.00 119885.68 Agency Mortgage-Backed Securities FEPC 06.500 CLQF9586 S6XOOCT0IEG5ABCC6L87 3133BXUK5 2053-03-01 6.500000 0.00 4000000.00 1806580.78 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3132Y7GN9 2033-09-01 3.180000 0.00 6424544.00 5177410.57 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSD3858 S6XOOCT0IEG5ABCC6L87 3132E0JB9 2053-09-01 6.500000 0.00 987750.00 588831.43 Agency Mortgage-Backed Securities FEPC 02.500 CIQN3652 S6XOOCT0IEG5ABCC6L87 3133GABV7 2035-09-01 2.500000 0.00 159009.00 46737.07 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0098 S6XOOCT0IEG5ABCC6L87 3133W4DB5 2056-08-01 6.000000 0.00 5040070.00 5187587.81 Agency Mortgage-Backed Securities MNAR XX.XXX HY109440 B1V7KEBTPIMZEU4LTD58 313637PZ7 2030-08-01 3.775000 0.00 4000000.00 3771310.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8752 B1V7KEBTPIMZEU4LTD58 3138ETWN2 2046-07-01 5.938000 0.00 120000.00 5246.82 Agency Mortgage-Backed Securities FMAR 840353 G S6XOOCT0IEG5ABCC6L87 31347AMA9 2046-07-01 5.883000 0.00 181000.00 5423.73 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1720 S6XOOCT0IEG5ABCC6L87 3133KG4D7 2049-11-01 3.000000 0.00 278000000.00 69527992.52 Agency Mortgage-Backed Securities FEPC 06.500 3PQU8343 S6XOOCT0IEG5ABCC6L87 3133JMHU4 2055-07-01 6.500000 0.00 1196482.00 1216059.33 Agency Mortgage-Backed Securities 05.000 FGPC P50483 G S6XOOCT0IEG5ABCC6L87 31288LRC7 2035-05-01 5.000000 0.00 2600000.00 27348.30 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1900 S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.500000 0.00 496500.00 343963.21 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3150 S6XOOCT0IEG5ABCC6L87 3132DQQB5 2052-07-01 3.000000 0.00 142947328.00 101830702.17 Agency Mortgage-Backed Securities 04.000 FGPC G30718 G S6XOOCT0IEG5ABCC6L87 3132J4AU3 2033-06-01 4.000000 0.00 500338.00 31340.19 Agency Mortgage-Backed Securities 03.500 FGPC U99124 G S6XOOCT0IEG5ABCC6L87 3132H7D68 2045-03-01 3.500000 0.00 4980000.00 709450.06 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ3002 S6XOOCT0IEG5ABCC6L87 3133CTKP3 2054-08-01 7.000000 0.00 1894870.00 1648778.67 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3132WRRW5 2053-02-01 5.000000 0.00 8215776.00 7432458.66 Agency Collateralized Mortgage Obligation FEPC 02.500 3PQU7491 S6XOOCT0IEG5ABCC6L87 3133JLKC2 2050-08-01 2.500000 0.00 175000.00 101205.99 Agency Mortgage-Backed Securities FMAR 1G0930 G S6XOOCT0IEG5ABCC6L87 3128QJA71 2036-04-01 6.484000 0.00 10846960.00 35488.71 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1061 S6XOOCT0IEG5ABCC6L87 3132DNFA6 2052-05-01 2.500000 0.00 13083360.00 8010058.57 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0206 S6XOOCT0IEG5ABCC6L87 3132D9GP3 2041-11-01 2.000000 0.00 8950000.00 4801636.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8506 S6XOOCT0IEG5ABCC6L87 3132DWNX7 2055-02-01 5.500000 0.00 33000.00 24836.60 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0056 B1V7KEBTPIMZEU4LTD58 3140FXB27 2039-07-01 6.000000 0.00 1214148.00 177067.25 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3452 B1V7KEBTPIMZEU4LTD58 3140LDZS1 2051-10-01 2.435000 0.00 11147680.00 5937959.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4696 B1V7KEBTPIMZEU4LTD58 3140QQGE9 2052-09-01 5.500000 0.00 3239000.00 2054526.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8544 B1V7KEBTPIMZEU4LTD58 3140UCP62 2056-05-01 5.500000 0.00 3638708.00 3633005.47 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2364 B1V7KEBTPIMZEU4LTD58 3140UHTW0 2056-06-01 5.500000 0.00 19754380.00 19804013.62 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0889 B1V7KEBTPIMZEU4LTD58 3140UF7B4 2056-05-01 4.500000 0.00 9083808.00 8605525.78 Agency Mortgage-Backed Securities FNMS 06.000 CLDG8552 B1V7KEBTPIMZEU4LTD58 3140UCQE4 2056-06-01 6.000000 0.00 1068400.00 1093135.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8541 B1V7KEBTPIMZEU4LTD58 3140UCP39 2056-05-01 5.500000 0.00 4369832.00 4371048.52 Agency Mortgage-Backed Securities FNMS 06.500 NP256937 B1V7KEBTPIMZEU4LTD58 31371NLS2 2037-09-01 6.500000 0.00 5658536.00 6897.96 Agency Mortgage-Backed Securities FNMS 06.000 CIDE2869 B1V7KEBTPIMZEU4LTD58 3140BFFK6 2040-06-01 6.000000 0.00 766337.00 695869.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1755 B1V7KEBTPIMZEU4LTD58 3140AA5R4 2056-06-01 6.500000 0.00 7286152.00 7604911.62 Agency Mortgage-Backed Securities FNAR XX.XXX AM462214 B1V7KEBTPIMZEU4LTD58 31381JN73 2035-11-01 5.700000 0.00 6518240.00 116126.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6068 B1V7KEBTPIMZEU4LTD58 3140BJW60 2055-07-01 6.500000 0.00 670236.00 697320.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3255 B1V7KEBTPIMZEU4LTD58 3140BFTM7 2055-07-01 6.000000 0.00 4367944.00 3469221.30 Agency Mortgage-Backed Securities FNAR XX.XXX WS806483 B1V7KEBTPIMZEU4LTD58 31406C6U7 2035-05-01 3.982000 0.00 65500000.00 1426787.96 Agency Mortgage-Backed Securities FNMS 05.500 CIDC7770 B1V7KEBTPIMZEU4LTD58 3140AVT43 2039-12-01 5.500000 0.00 1180754.00 942162.12 Agency Mortgage-Backed Securities FNAR XX.XXX WS745673 B1V7KEBTPIMZEU4LTD58 31403DMW6 2036-05-01 5.515000 0.00 29305440.00 83417.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1031 B1V7KEBTPIMZEU4LTD58 3140ANED7 2054-09-01 6.000000 0.00 5444240.00 3118546.03 Agency Mortgage-Backed Securities FNAR XX.XXX LB735698 B1V7KEBTPIMZEU4LTD58 31402RKK4 2035-07-01 5.781000 0.00 34890176.00 167138.42 Agency Mortgage-Backed Securities FEPC 05.500 CIQO5622 S6XOOCT0IEG5ABCC6L87 3133WQG72 2041-06-01 5.500000 0.00 1105398.00 1117756.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7022 S6XOOCT0IEG5ABCC6L87 3133WDYT3 2054-06-01 5.500000 0.00 3723248.00 2841947.80 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5324 S6XOOCT0IEG5ABCC6L87 3133KY4H9 2044-12-01 5.000000 0.00 50000.00 38132.37 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5979 S6XOOCT0IEG5ABCC6L87 3133WQUC5 2041-08-01 4.500000 0.00 1922332.00 1895238.65 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0940 S6XOOCT0IEG5ABCC6L87 3133W5BH1 2056-08-01 5.500000 0.00 5687528.00 5696425.19 Agency Mortgage-Backed Securities FEPC 06.500 CIRC3556 S6XOOCT0IEG5ABCC6L87 3133L95R0 2040-08-01 6.500000 0.00 1777376.00 1532419.84 Agency Mortgage-Backed Securities FEPC 04.000 CLQI2983 S6XOOCT0IEG5ABCC6L87 3133W9J44 2054-03-01 4.000000 0.00 1019898.00 823268.75 Agency Mortgage-Backed Securities FMAR 782987 G S6XOOCT0IEG5ABCC6L87 31349UJ82 2035-01-01 5.875000 0.00 14075000.00 84032.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQI5926 S6XOOCT0IEG5ABCC6L87 3133WCSP0 2054-05-01 5.500000 0.00 1145742.00 1116907.79 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0533 S6XOOCT0IEG5ABCC6L87 3133W4SW3 2056-08-01 5.500000 0.00 17437504.00 17544052.96 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5266 S6XOOCT0IEG5ABCC6L87 3133KLZ75 2051-05-01 3.000000 0.00 4015936.00 2071866.38 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7922 S6XOOCT0IEG5ABCC6L87 3133KPYT9 2052-09-01 4.000000 0.00 17000.00 12391.08 Agency Mortgage-Backed Securities FEPC 01.500 CLRA5004 S6XOOCT0IEG5ABCC6L87 3133KLRZ2 2051-04-01 1.500000 0.00 1588960.00 922506.61 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3908 S6XOOCT0IEG5ABCC6L87 3133KKKV0 2050-11-01 1.500000 0.00 100000.00 46869.30 Agency Mortgage-Backed Securities FEPC 02.000 CIQN8332 S6XOOCT0IEG5ABCC6L87 3133GFHH1 2036-11-01 2.000000 0.00 753155.00 367138.58 Agency Mortgage-Backed Securities GNII ET DQ5749 C 549300M8ZYFG0OCMTT87 3618MYL62 2066-01-20 5.000000 0.00 276601.00 270853.30 Agency Mortgage-Backed Securities GNII SF MB0257 M 549300M8ZYFG0OCMTT87 3618N5JB6 2055-03-20 4.500000 0.00 63842240.00 58012240.11 Agency Mortgage-Backed Securities GNII SF MB0208 M 549300M8ZYFG0OCMTT87 3618N5GS2 2055-02-20 7.000000 0.00 54289344.00 19899506.51 Agency Mortgage-Backed Securities GNII SF MA8426 M 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4.000000 0.00 3245000.00 2250609.03 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6951 S6XOOCT0IEG5ABCC6L87 3142GXWM5 2056-06-01 4.500000 0.00 4807000.00 4562156.11 Agency Mortgage-Backed Securities GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 12614240.00 7456140.74 Agency Mortgage-Backed Securities GNII JM MA5517 M 549300M8ZYFG0OCMTT87 36179UDW9 2048-09-20 3.500000 0.00 4160984.00 121959.66 Agency Mortgage-Backed Securities GNII SF MA8620 M 549300M8ZYFG0OCMTT87 36179XSH0 2038-09-20 7.000000 0.00 40991.00 25876.59 Agency Mortgage-Backed Securities GNII SF MA8615 M 549300M8ZYFG0OCMTT87 36179XSC1 2038-02-20 4.500000 0.00 480243.00 255720.19 Agency Mortgage-Backed Securities GNII SF MA8797 M 549300M8ZYFG0OCMTT87 36179XX27 2053-04-20 3.500000 0.00 85000.00 55579.03 Agency Mortgage-Backed Securities GNII SF MA6074 M 549300M8ZYFG0OCMTT87 36179UXB3 2029-11-20 8.000000 0.00 44961.00 19162.93 Agency Mortgage-Backed Securities GNII JM MA9093 M 549300M8ZYFG0OCMTT87 36179YC69 2053-08-20 5.000000 0.00 251766.00 143894.24 Agency Mortgage-Backed Securities GNII JM MA6145 M 549300M8ZYFG0OCMTT87 36179UZJ4 2049-09-20 3.500000 0.00 1308058.00 50467.73 Agency Mortgage-Backed Securities GNII SF MA7919 M 549300M8ZYFG0OCMTT87 36179WYQ5 2028-03-20 7.000000 0.00 26825.00 8591.26 Agency Mortgage-Backed Securities GNII SF MA8182 M 549300M8ZYFG0OCMTT87 36179XCT1 2037-11-20 7.000000 0.00 90303.00 31701.94 Agency Mortgage-Backed Securities GNII SF MA7802 M 549300M8ZYFG0OCMTT87 36179WU30 2035-11-20 4.500000 0.00 28691.00 14222.59 Agency Mortgage-Backed Securities GNII SF DM4367 C 549300M8ZYFG0OCMTT87 3618LTZ85 2055-09-20 7.000000 0.00 2673384.00 2317333.23 Agency Mortgage-Backed Securities GNII ET DD7292 C 549300M8ZYFG0OCMTT87 3618J1C50 2064-06-20 7.500000 0.00 687652.00 136210.61 Agency Mortgage-Backed Securities GNII SF DN2067 C 549300M8ZYFG0OCMTT87 3618M4JL8 2055-11-20 6.500000 0.00 1963322.00 1769482.55 Agency Mortgage-Backed Securities GNII SF MA6845 M 549300M8ZYFG0OCMTT87 36179VTA8 2035-07-20 5.000000 0.00 201158.00 52277.70 Agency Mortgage-Backed Securities GNII SF DP6436 C 549300M8ZYFG0OCMTT87 3618MMEH2 2056-01-20 5.000000 0.00 1140274.00 1112926.22 Agency Mortgage-Backed Securities GNII SF DH2738 C 549300M8ZYFG0OCMTT87 3618KBBF5 2055-01-20 7.500000 0.00 1037430.00 976016.39 Agency Mortgage-Backed Securities GNII SF DN0005 C 549300M8ZYFG0OCMTT87 3618M2AE7 2055-09-20 6.500000 0.00 823743.00 812900.68 Agency Mortgage-Backed Securities GNII SF MA7826 M 549300M8ZYFG0OCMTT87 36179WVT2 2052-01-20 2.000000 0.00 1177306.00 670756.47 Agency Mortgage-Backed Securities GNII SF DJ1828 C 549300M8ZYFG0OCMTT87 3618KNA52 2055-04-20 7.000000 0.00 1337704.00 452560.46 Agency Mortgage-Backed Securities GNII SF MA8241 M 549300M8ZYFG0OCMTT87 36179XEN2 2037-09-20 3.000000 0.00 1194470.00 701961.39 Agency Mortgage-Backed Securities GNII SF DP5012 C 549300M8ZYFG0OCMTT87 3618MKR90 2056-05-20 5.500000 0.00 4276104.00 4317040.35 Agency Mortgage-Backed Securities GNII SF MA8691 M 549300M8ZYFG0OCMTT87 36179XUQ7 2031-07-20 3.000000 0.00 140715.00 37100.75 Agency Mortgage-Backed Securities GNII SF DJ9249 C 549300M8ZYFG0OCMTT87 3618KWH22 2055-05-20 7.000000 0.00 3445048.00 1495559.56 Agency Mortgage-Backed Securities GNII SF DL5793 C 549300M8ZYFG0OCMTT87 3618LHNJ0 2046-02-20 6.500000 0.00 626716.00 442944.77 Agency Mortgage-Backed Securities GNII SF DJ3776 C 549300M8ZYFG0OCMTT87 3618KQFR2 2055-03-20 7.000000 0.00 1453450.00 971754.74 Agency Mortgage-Backed Securities GNII ET DJ2041 C 549300M8ZYFG0OCMTT87 3618KNHS5 2065-04-20 6.500000 0.00 2951176.00 2316964.10 Agency Mortgage-Backed Securities GNII SF MA9324 M 549300M8ZYFG0OCMTT87 36179YLD4 2035-02-20 3.500000 0.00 307563.00 146167.66 Agency Mortgage-Backed Securities GNII ET DH0123 C 549300M8ZYFG0OCMTT87 3618K8D45 2064-12-20 6.500000 0.00 10103952.00 8113557.30 Agency Mortgage-Backed Securities GNPL PN DB4202 549300M8ZYFG0OCMTT87 3618H6U36 2060-01-15 5.380000 0.00 200890.00 200813.15 Agency Mortgage-Backed Securities GNII SF DH3365 C 549300M8ZYFG0OCMTT87 3618KBW21 2055-02-20 7.000000 0.00 1084002.00 380419.70 Agency Mortgage-Backed Securities GNII SF DH3330 C 549300M8ZYFG0OCMTT87 3618KBVX4 2055-02-20 7.000000 0.00 1286270.00 406479.00 Agency Mortgage-Backed Securities GNII SF DQ3303 C 549300M8ZYFG0OCMTT87 3618MVU43 2056-02-20 4.500000 0.00 2090464.00 1974238.44 Agency Mortgage-Backed Securities GNII ET DA4374 C 549300M8ZYFG0OCMTT87 3618GT2F1 2063-02-20 7.500000 0.00 92672.00 96228.75 Agency Mortgage-Backed Securities GNII SF MA8847 M 549300M8ZYFG0OCMTT87 36179XZL3 2038-05-20 5.000000 0.00 67124.00 28549.15 Agency Mortgage-Backed Securities GNII SF MA8766 M 549300M8ZYFG0OCMTT87 36179XW36 2032-12-20 3.000000 0.00 205836.00 150247.18 Agency Mortgage-Backed Securities GNII SF MA7398 M 549300M8ZYFG0OCMTT87 36179WGF9 2035-09-20 5.500000 0.00 916477.00 373118.64 Agency Mortgage-Backed Securities GNII SF MA9136 M 549300M8ZYFG0OCMTT87 36179YEH3 2038-09-20 4.500000 0.00 167684.00 100466.58 Agency Mortgage-Backed Securities GNII SF MA8153 M 549300M8ZYFG0OCMTT87 36179XBW5 2052-07-20 5.500000 0.00 332832.00 177188.91 Agency Mortgage-Backed Securities GNII SF MA7710 M 549300M8ZYFG0OCMTT87 36179WR75 2051-11-20 5.000000 0.00 25000.00 9920.52 Agency Mortgage-Backed Securities GNII SF DG9410 C 549300M8ZYFG0OCMTT87 3618K6N30 2055-08-20 6.500000 0.00 1296510.00 955758.19 Agency Mortgage-Backed Securities GNII ET DJ5170 C 549300M8ZYFG0OCMTT87 3618KRW75 2065-06-20 7.000000 0.00 2708344.00 979474.38 Agency Mortgage-Backed Securities GNMI SF 590213 X 549300M8ZYFG0OCMTT87 36201QVE0 2032-07-15 6.500000 0.00 999900.00 5676.73 Agency Mortgage-Backed Securities GNII SF DT0969 C 549300M8ZYFG0OCMTT87 3618W0CE8 2056-06-20 6.000000 0.00 12161504.00 12569185.13 Agency Mortgage-Backed Securities GNII SF DK3964 C 549300M8ZYFG0OCMTT87 3618L3MM5 2055-05-20 7.000000 0.00 2479090.00 930159.98 Agency Mortgage-Backed Securities GNII SF DG9173 C 549300M8ZYFG0OCMTT87 3618K6FN5 2055-01-20 7.500000 0.00 1164804.00 489221.04 Agency Mortgage-Backed Securities GNII SF DJ3205 C 549300M8ZYFG0OCMTT87 3618KPR26 2055-08-20 6.500000 0.00 1158880.00 1161239.00 Agency Mortgage-Backed Securities GNII SF DK5583 C 549300M8ZYFG0OCMTT87 3618L5FY2 2055-06-20 7.000000 0.00 2659932.00 1877447.28 Agency Mortgage-Backed Securities GNII ET DT3592 C 549300M8ZYFG0OCMTT87 3618W27D2 2064-09-20 7.500000 0.00 343199.00 359946.77 Agency Mortgage-Backed Securities GNPL PN BW3037 549300M8ZYFG0OCMTT87 3617NULS3 2062-11-15 3.000000 0.00 51282.00 43838.97 Agency Mortgage-Backed Securities GNII SF DM4663 C 549300M8ZYFG0OCMTT87 3618LUFC5 2055-11-20 5.500000 0.00 10189120.00 10138707.28 Agency Mortgage-Backed Securities GNPL PN BT3353 549300M8ZYFG0OCMTT87 3617MRWN0 2062-03-15 3.100000 0.00 76954.00 65984.69 Agency Mortgage-Backed Securities GNII SF DS1201 C 549300M8ZYFG0OCMTT87 3618VMKN2 2056-07-20 5.500000 0.00 1378916.00 1395041.50 Agency Mortgage-Backed Securities GNPL PN CP1101 549300M8ZYFG0OCMTT87 3617FQGJ7 2058-02-15 5.550000 0.00 26127.00 25909.24 Agency Mortgage-Backed Securities GNII SF DM3840 C 549300M8ZYFG0OCMTT87 3618LTHR3 2055-08-20 6.500000 0.00 618102.00 640981.24 Agency Mortgage-Backed Securities GNII ET DK8680 C 549300M8ZYFG0OCMTT87 3618L8UD5 2065-07-20 4.500000 0.00 293464.00 274887.05 Agency Mortgage-Backed Securities GNMI SP 784182 X 549300M8ZYFG0OCMTT87 3622A2UF7 2046-08-15 4.500000 0.00 409530.00 70976.27 Agency Mortgage-Backed Securities GNII SF DL0387 C 549300M8ZYFG0OCMTT87 3618LBNC8 2055-07-20 6.500000 0.00 834804.00 675139.33 Agency Mortgage-Backed Securities GNII SF DK6525 C 549300M8ZYFG0OCMTT87 3618L6HA0 2055-07-20 7.000000 0.00 2302556.00 1916091.35 Agency Mortgage-Backed Securities GNII SF DK6443 C 549300M8ZYFG0OCMTT87 3618L6EQ8 2055-07-20 7.000000 0.00 1055410.00 268443.90 Agency Mortgage-Backed Securities GNII SF DS4312 C 549300M8ZYFG0OCMTT87 3618VQYH1 2056-07-20 6.000000 0.00 19513440.00 20472408.50 Agency Mortgage-Backed Securities GNII SF DM4586 C 549300M8ZYFG0OCMTT87 3618LUCX2 2055-08-20 6.500000 0.00 1045120.00 976237.84 Agency Mortgage-Backed Securities GNII SF DL2114 C 549300M8ZYFG0OCMTT87 3618LDK37 2055-08-20 7.000000 0.00 1001834.00 653766.74 Agency Mortgage-Backed Securities GNII SF DL8002 C 549300M8ZYFG0OCMTT87 3618LK3K2 2055-08-20 6.500000 0.00 1144762.00 789110.82 Agency Mortgage-Backed Securities GNMI SF 726376 X 549300M8ZYFG0OCMTT87 3620AC6M1 2039-10-15 5.000000 0.00 524999.00 6211.80 Agency Mortgage-Backed Securities GNII SF DM3341 C 549300M8ZYFG0OCMTT87 3618LSWA5 2055-08-20 6.500000 0.00 4746872.00 4233712.82 Agency Mortgage-Backed Securities GNII ET DN4304 C 549300M8ZYFG0OCMTT87 3618M6X94 2065-03-20 4.500000 0.00 476741.00 447423.88 Agency Mortgage-Backed Securities GNII SF BW4928 C 549300M8ZYFG0OCMTT87 3617NWPM8 2050-10-20 2.000000 0.00 255068.00 134281.76 Agency Mortgage-Backed Securities GNII SF DJ2120 C 549300M8ZYFG0OCMTT87 3618KNK93 2055-04-20 7.000000 0.00 1175590.00 916649.80 Agency Mortgage-Backed Securities GNII ET DJ8013 C 549300M8ZYFG0OCMTT87 3618KU3W5 2064-06-20 7.500000 0.00 77201.00 79253.80 Agency Mortgage-Backed Securities GNII ET DT2336 C 549300M8ZYFG0OCMTT87 3618W1SZ2 2066-07-20 6.000000 0.00 1074862.00 1102622.46 Agency Mortgage-Backed Securities GNII SF DJ9132 C 549300M8ZYFG0OCMTT87 3618KWED1 2055-05-20 7.000000 0.00 1465570.00 1117640.76 Agency Mortgage-Backed Securities GNII SF DS3132 C 549300M8ZYFG0OCMTT87 3618VPPR1 2056-06-20 6.000000 0.00 4044256.00 4164308.75 Agency Mortgage-Backed Securities GNII SF DH6199 C 549300M8ZYFG0OCMTT87 3618KE3G6 2055-01-20 6.500000 0.00 1443466.00 1315802.20 Agency Mortgage-Backed Securities GNII SF DS3449 C 549300M8ZYFG0OCMTT87 3618VPZN9 2056-06-20 6.000000 0.00 989947.00 1018237.78 Agency Mortgage-Backed Securities GNII SF BT3115 C 549300M8ZYFG0OCMTT87 3617MRN83 2050-03-20 3.000000 0.00 263831.00 86171.40 Agency Mortgage-Backed Securities GNII SF DS2074 C 549300M8ZYFG0OCMTT87 3618VNJT9 2056-06-20 5.500000 0.00 2674812.00 2751267.60 Agency Mortgage-Backed Securities GNII SF DF7247 C 549300M8ZYFG0OCMTT87 3618JRBQ8 2055-02-20 7.000000 0.00 1208850.00 1017652.08 Agency Mortgage-Backed Securities GNII SF DS7663 C 549300M8ZYFG0OCMTT87 3618VUQQ1 2056-07-20 4.500000 0.00 3439060.00 3222041.56 Agency Mortgage-Backed Securities GNII SF DN0028 C 549300M8ZYFG0OCMTT87 3618M2A56 2055-09-20 7.000000 0.00 1479268.00 1300919.98 Agency Mortgage-Backed Securities GNII SF DS8766 C 549300M8ZYFG0OCMTT87 3618VVW33 2056-06-20 6.000000 0.00 10660864.00 10945561.86 Agency Mortgage-Backed Securities GNII SF DM4949 C 549300M8ZYFG0OCMTT87 3618LUQA7 2056-05-20 5.000000 0.00 3552036.00 3487920.57 Agency Mortgage-Backed Securities GNPL PN CB6590 549300M8ZYFG0OCMTT87 3617USKB8 2063-02-15 2.850000 0.00 98914.00 83644.31 Agency Mortgage-Backed Securities GNII JP 784354 M 549300M8ZYFG0OCMTT87 3622A2ZT2 2032-07-20 3.500000 0.00 1045000.00 86973.55 Agency Mortgage-Backed Securities GNII SF DS4461 C 549300M8ZYFG0OCMTT87 3618VQ5W0 2056-06-20 6.000000 0.00 3760544.00 3872661.11 Agency Mortgage-Backed Securities GNII SF DL8958 C 549300M8ZYFG0OCMTT87 3618LL5T9 2055-08-20 6.500000 0.00 1927434.00 1346475.28 Agency Mortgage-Backed Securities GNII SF DN0821 C 549300M8ZYFG0OCMTT87 3618M24E4 2055-10-20 6.000000 0.00 2464416.00 2335585.80 Agency Mortgage-Backed Securities GNII ET DL6419 C 549300M8ZYFG0OCMTT87 3618LJDY4 2065-08-20 3.000000 0.00 856246.00 737549.49 Agency Mortgage-Backed Securities GNII SF DL5881 C 549300M8ZYFG0OCMTT87 3618LHRA5 2055-08-20 7.000000 0.00 1713318.00 1139447.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9193 B1V7KEBTPIMZEU4LTD58 3140XDGB6 2050-06-01 5.000000 0.00 1725000.00 631567.82 Agency Mortgage-Backed Securities FNMS 05.000 CTFS6302 B1V7KEBTPIMZEU4LTD58 3140XNAC8 2043-11-01 5.000000 0.00 86000.00 51503.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6780 B1V7KEBTPIMZEU4LTD58 3140XARA2 2051-04-01 2.500000 0.00 200000.00 90248.12 Agency Mortgage-Backed Securities FNAR XX.XXX LB995437 B1V7KEBTPIMZEU4LTD58 31416BZA9 2039-02-01 6.330000 0.00 28871104.00 137100.01 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4384 B1V7KEBTPIMZEU4LTD58 31418D2S0 2036-07-01 2.500000 0.00 63793280.00 28993311.04 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5553 B1V7KEBTPIMZEU4LTD58 31418FE37 2054-12-01 5.500000 0.00 3228536.00 2493087.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5848 B1V7KEBTPIMZEU4LTD58 3140XMQA7 2051-12-01 2.500000 0.00 440000.00 294018.66 Agency Mortgage-Backed Securities FNMS 02.000 CTFM6982 B1V7KEBTPIMZEU4LTD58 3140XAXL1 2041-04-01 2.000000 0.00 4038760.00 2199442.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3118 B1V7KEBTPIMZEU4LTD58 3140X6PC9 2050-05-01 3.000000 0.00 18000.00 6694.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4921 B1V7KEBTPIMZEU4LTD58 3140XLPF9 2053-06-01 5.500000 0.00 440000.00 386549.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0580 B1V7KEBTPIMZEU4LTD58 3140W0UE3 2055-02-01 5.500000 0.00 55000.00 48017.95 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3856 B1V7KEBTPIMZEU4LTD58 3140U7JA1 2056-03-01 4.500000 0.00 1827814.00 1733575.62 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5217 B1V7KEBTPIMZEU4LTD58 31418EYP9 2053-12-01 6.500000 0.00 175000.00 63892.59 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4053 S6XOOCT0IEG5ABCC6L87 31425YQF7 2055-01-01 4.500000 0.00 719457.00 663116.75 Agency Mortgage-Backed Securities GNII JM MA7306 M 549300M8ZYFG0OCMTT87 36179WDK1 2051-03-20 3.500000 0.00 1384486.00 386633.95 Agency Mortgage-Backed Securities GNII SF MA6655 M 549300M8ZYFG0OCMTT87 36179VMC1 2050-05-20 2.500000 0.00 830000.00 207992.10 Agency Mortgage-Backed Securities GNII JM MA8261 M 549300M8ZYFG0OCMTT87 36179XFA9 2052-09-20 4.500000 0.00 14274944.00 9730676.18 Agency Mortgage-Backed Securities GNII SF MA5327 M 549300M8ZYFG0OCMTT87 36179T4L6 2048-06-20 2.500000 0.00 40482.00 12537.91 Agency Mortgage-Backed Securities GNII SF MA8570 M 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.500000 0.00 12289648.00 7009008.82 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0092 S6XOOCT0IEG5ABCC6L87 3142J6C68 2056-02-01 4.000000 0.00 807781.00 725954.72 Agency Mortgage-Backed Securities FEPC 06.500 CLTB3712 S6XOOCT0IEG5ABCC6L87 3142K5DS9 2056-05-01 6.500000 0.00 1334690.00 1387562.37 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6644 S6XOOCT0IEG5ABCC6L87 3142GXL21 2056-05-01 5.000000 0.00 74999936.00 72484716.16 Agency Mortgage-Backed Securities FEPC 05.500 CLTB0399 S6XOOCT0IEG5ABCC6L87 3142K1NR9 2056-04-01 5.500000 0.00 1725520.00 1736122.47 Agency Mortgage-Backed Securities FEPC 04.500 CLTA7670 S6XOOCT0IEG5ABCC6L87 3142JWQY5 2056-03-01 4.500000 0.00 1002806.00 954419.54 Agency Mortgage-Backed Securities FEPC 04.500 CLTA9495 S6XOOCT0IEG5ABCC6L87 3142JYRR5 2056-03-01 4.500000 0.00 2214996.00 2097760.78 Agency Mortgage-Backed Securities FEPC 06.000 CIRR0103 S6XOOCT0IEG5ABCC6L87 3142JCDH0 2041-07-01 6.000000 0.00 23716320.00 24320562.77 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5903 S6XOOCT0IEG5ABCC6L87 31427TRZ1 2056-03-01 6.000000 0.00 1000000.00 1019341.00 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3221 B1V7KEBTPIMZEU4LTD58 31418CSK1 2027-12-01 3.000000 0.00 2500000.00 69449.48 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 B1V7KEBTPIMZEU4LTD58 31418EGG9 2052-08-01 3.000000 0.00 1313000.00 890525.48 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3815 B1V7KEBTPIMZEU4LTD58 31418DGZ9 2049-10-01 4.500000 0.00 1668108.00 181422.11 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5259 B1V7KEBTPIMZEU4LTD58 31418EZZ6 2054-01-01 4.500000 0.00 2271924.00 1888514.09 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 B1V7KEBTPIMZEU4LTD58 31418EKS8 2052-11-01 4.000000 0.00 42000.00 30800.00 Agency Mortgage-Backed Securities FNMS 03.500 CKMA1848 B1V7KEBTPIMZEU4LTD58 31418BBS4 2044-02-01 3.500000 0.00 7000000.00 285054.91 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0307 B1V7KEBTPIMZEU4LTD58 31418MKV3 2039-01-01 5.500000 0.00 417315000.00 3004788.91 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3725 B1V7KEBTPIMZEU4LTD58 31418DD74 2049-07-01 3.500000 0.00 10800000.00 363304.05 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6079 B1V7KEBTPIMZEU4LTD58 31418FXH5 2056-06-01 5.000000 0.00 46569152.00 44871088.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ7550 B1V7KEBTPIMZEU4LTD58 3140Q3L87 2042-07-01 5.120000 0.00 8136000.00 8058827.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6216 B1V7KEBTPIMZEU4LTD58 3140MX4A9 2052-08-01 5.500000 0.00 288000.00 132960.14 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7897 B1V7KEBTPIMZEU4LTD58 3140MMX37 2052-08-01 4.251000 0.00 100000.00 63220.00 Agency Mortgage-Backed Securities FNMS 02.500 CICA6871 B1V7KEBTPIMZEU4LTD58 3140QET51 2035-08-01 2.500000 0.00 528000.00 182277.28 Agency Mortgage-Backed Securities FNMS 04.500 CLDH6052 B1V7KEBTPIMZEU4LTD58 3140UMWN5 2056-07-01 4.500000 0.00 1002450.00 955853.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6657 B1V7KEBTPIMZEU4LTD58 3140UNMF1 2056-07-01 6.000000 0.00 1122100.00 1144357.98 Agency Mortgage-Backed Securities FNMS 02.500 CICB3204 B1V7KEBTPIMZEU4LTD58 3140QNR20 2037-03-01 2.500000 0.00 355000.00 189528.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBR1297 B1V7KEBTPIMZEU4LTD58 3140KYNP5 2051-02-01 2.500000 0.00 100000.00 51275.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6065 B1V7KEBTPIMZEU4LTD58 3140B6W35 2055-04-01 6.000000 0.00 2943540.00 2584680.09 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0132 B1V7KEBTPIMZEU4LTD58 3140FXEE8 2056-07-01 4.000000 0.00 2215000.00 605648.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6116 B1V7KEBTPIMZEU4LTD58 3140JAYN2 2049-09-01 6.296000 0.00 1000000.00 86793.98 Agency Mortgage-Backed Securities FNMS 03.500 REBN2156 B1V7KEBTPIMZEU4LTD58 3140JJME6 2048-10-01 3.500000 0.00 300000.00 12754.73 Agency Mortgage-Backed Securities FNMS 01.500 CIBR0965 B1V7KEBTPIMZEU4LTD58 3140KYCB8 2036-04-01 1.500000 0.00 1000000.00 449603.41 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ0085 B1V7KEBTPIMZEU4LTD58 3140NUCX5 2028-12-01 5.180000 0.00 900000.00 914406.00 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9408 B1V7KEBTPIMZEU4LTD58 3138LNN23 2033-07-01 3.750000 0.00 10000000.00 9415510.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAR2264 B1V7KEBTPIMZEU4LTD58 3138NYQS7 2043-02-01 3.500000 0.00 16695900.00 1637484.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6449 B1V7KEBTPIMZEU4LTD58 3140B7EX7 2055-04-01 5.500000 0.00 1343624.00 1320962.27 Agency Mortgage-Backed Securities FNAR XX.XXX LB801342 B1V7KEBTPIMZEU4LTD58 31405WHT5 2034-09-01 6.355000 0.00 7300000.00 87094.75 Agency Mortgage-Backed Securities FNAR XX.XXX LB814497 B1V7KEBTPIMZEU4LTD58 31406M3E4 2035-04-01 5.680000 0.00 2700000.00 9609.57 Agency Mortgage-Backed Securities FNMS 07.000 JL674277 B1V7KEBTPIMZEU4LTD58 31391RCN0 2032-02-01 7.000000 0.00 6764632.00 39160.66 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5943 B1V7KEBTPIMZEU4LTD58 3140KRS91 2050-11-01 2.000000 0.00 9080000.00 4666164.61 Agency Mortgage-Backed Securities FNAR XX.XXX WS732218 B1V7KEBTPIMZEU4LTD58 31402LPB2 2043-06-01 4.945000 0.00 2600000.00 11657.75 Agency Mortgage-Backed Securities FNMS 06.500 CL641335 B1V7KEBTPIMZEU4LTD58 31390BPU6 2032-04-01 6.500000 0.00 1057152.00 5464.95 Agency Mortgage-Backed Securities FNMS 07.000 CLDD8521 B1V7KEBTPIMZEU4LTD58 3140B9PF0 2055-05-01 7.000000 0.00 1752924.00 1367420.39 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9120 B1V7KEBTPIMZEU4LTD58 3138LND24 2030-05-01 3.700000 0.00 1438280.00 1255750.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5615 B1V7KEBTPIMZEU4LTD58 3138Y7GZ9 2045-06-01 5.965000 0.00 1500000.00 77016.05 Agency Mortgage-Backed Securities FNMS 02.500 CIAQ7860 B1V7KEBTPIMZEU4LTD58 3138MPWW1 2027-12-01 2.500000 0.00 12818240.00 198078.85 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN7363 B1V7KEBTPIMZEU4LTD58 3138LLFD2 2027-11-01 3.060000 0.00 200000.00 197362.00 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9395 B1V7KEBTPIMZEU4LTD58 3138LNNM9 2033-06-01 3.610000 0.00 9506928.00 8520782.59 Agency Mortgage-Backed Securities FKAR 03.500 WAWA3195 S6XOOCT0IEG5ABCC6L87 3132WWXZ0 2037-07-01 3.500000 0.00 1907652.00 1615000.76 Agency Mortgage-Backed Securities FEPC 06.500 CTRB5317 S6XOOCT0IEG5ABCC6L87 3133KY4A4 2044-10-01 6.500000 0.00 217117.00 77888.35 Agency Mortgage-Backed Securities FNAR XX.XXX W2573665 B1V7KEBTPIMZEU4LTD58 31386UJJ2 2030-06-01 4.650000 0.00 32546816.00 10066.56 Agency Mortgage-Backed Securities FNMS 06.500 CT257185 B1V7KEBTPIMZEU4LTD58 31371NUJ2 2028-03-01 6.500000 0.00 2035164.00 5055.51 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7930 S6XOOCT0IEG5ABCC6L87 3133KPY36 2052-09-01 4.500000 0.00 1141360.00 831860.50 Agency Mortgage-Backed Securities 02.500 FGPC U41510 G S6XOOCT0IEG5ABCC6L87 3132JHQM5 2030-08-01 2.500000 0.00 1269118.00 94301.35 Agency Mortgage-Backed Securities 03.000 FGPC U20033 G S6XOOCT0IEG5ABCC6L87 3132X1BB4 2047-01-01 3.000000 0.00 1074676.00 275538.00 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5857 S6XOOCT0IEG5ABCC6L87 3132DTQJ2 2053-01-01 5.000000 0.00 1930636.00 1539177.24 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1477 S6XOOCT0IEG5ABCC6L87 3132DNUA9 2052-08-01 4.500000 0.00 52439936.00 36593610.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1188 S6XOOCT0IEG5ABCC6L87 3132DNJ95 2052-06-01 3.500000 0.00 1144196.00 835205.34 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3825 S6XOOCT0IEG5ABCC6L87 3132E0HA3 2053-09-01 6.500000 0.00 519375872.00 249999585.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQH0132 S6XOOCT0IEG5ABCC6L87 3133CCED4 2053-08-01 5.000000 0.00 1460716.00 852137.59 Agency Mortgage-Backed Securities 04.000 FGPC Q19733 G S6XOOCT0IEG5ABCC6L87 3132JBHK2 2043-06-01 4.000000 0.00 9488080.00 1525783.90 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7541 S6XOOCT0IEG5ABCC6L87 3133KPLW6 2052-06-01 4.500000 0.00 5523744.00 3694055.98 Agency Mortgage-Backed Securities 04.000 FGPC U80035 G S6XOOCT0IEG5ABCC6L87 3132G7BC8 2032-09-01 4.000000 0.00 499000.00 16627.09 Agency Mortgage-Backed Securities FMAR 841468 G S6XOOCT0IEG5ABCC6L87 31288QTZ3 2052-07-01 3.356000 0.00 310000.00 201460.73 Agency Mortgage-Backed Securities FEPC 02.500 CISB0307 S6XOOCT0IEG5ABCC6L87 3132CWKU7 2035-02-01 2.500000 0.00 3284000.00 823795.41 Agency Mortgage-Backed Securities FEPC 06.500 CISB8343 S6XOOCT0IEG5ABCC6L87 3132D6HU7 2039-09-01 6.500000 0.00 58378.00 23116.61 Agency Mortgage-Backed Securities FEPC 02.500 CISB0117 S6XOOCT0IEG5ABCC6L87 3132CWDW1 2034-11-01 2.500000 0.00 85143.00 20536.65 Agency Mortgage-Backed Securities FEPC 05.500 CISB1905 S6XOOCT0IEG5ABCC6L87 3132CYDJ6 2041-05-01 5.500000 0.00 22826112.00 22772303.96 Agency Mortgage-Backed Securities FEPC 02.000 CISB8089 S6XOOCT0IEG5ABCC6L87 3132D57A4 2036-02-01 2.000000 0.00 3984000.00 1619348.47 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 7328000000.00 7328000000.00 0.0188 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 3.650000% ARP1KGST1 FOR8UP27PHTHYVLBNG30 0000769993 ARP1KGST1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 04.500 CLSD3944 S6XOOCT0IEG5ABCC6L87 3132E0LZ3 2053-05-01 4.500000 0.00 5466272.00 4004333.46 Agency Mortgage-Backed Securities FEPC 05.000 CTSC0393 S6XOOCT0IEG5ABCC6L87 3132D9NJ9 2043-06-01 5.000000 0.00 500000.00 290083.95 Agency Mortgage-Backed Securities FEPC 04.500 CLQE1832 S6XOOCT0IEG5ABCC6L87 3133BBA90 2052-05-01 4.500000 0.00 30000.00 23812.57 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ6617 S6XOOCT0IEG5ABCC6L87 3133CXK66 2054-10-01 6.000000 0.00 4891216.00 4364752.14 Agency Mortgage-Backed Securities FNMS 03.000 CRAR1397 B1V7KEBTPIMZEU4LTD58 3138NXRT6 2043-01-01 3.000000 0.00 1700000.00 286022.45 Agency Mortgage-Backed Securities FNMS 04.500 CL801572 B1V7KEBTPIMZEU4LTD58 31405WQZ1 2034-12-01 4.500000 0.00 136872.00 14836.64 Agency Mortgage-Backed Securities FEPC 02.000 CLQC4991 S6XOOCT0IEG5ABCC6L87 3133APRL5 2051-08-01 2.000000 0.00 9210128.00 4943086.36 Agency Mortgage-Backed Securities FNMS 03.500 CTCA0887 B1V7KEBTPIMZEU4LTD58 3140Q76Z5 2037-12-01 3.500000 0.00 3000000.00 759020.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6537 B1V7KEBTPIMZEU4LTD58 3140UAHP3 2056-04-01 6.000000 0.00 1352228.00 1387856.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1742 B1V7KEBTPIMZEU4LTD58 3140W15C3 2055-01-01 5.000000 0.00 44587200.00 38062834.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2164 B1V7KEBTPIMZEU4LTD58 3140QMMN1 2051-11-01 3.000000 0.00 500000.00 302378.35 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.500000 0.00 523000.00 345769.64 Agency Mortgage-Backed Securities FNMS 06.000 CLMA6146 B1V7KEBTPIMZEU4LTD58 31418FZL4 2056-07-01 6.000000 0.00 45618880.00 46501149.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 B1V7KEBTPIMZEU4LTD58 31418DZX3 2051-06-01 3.000000 0.00 22361320.00 10191179.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2443 B1V7KEBTPIMZEU4LTD58 3140W2WD9 2055-08-01 6.000000 0.00 52176768.00 35621048.57 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7250 B1V7KEBTPIMZEU4LTD58 3140XPBU2 2052-09-01 3.500000 0.00 8000.00 5684.75 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4874 B1V7KEBTPIMZEU4LTD58 3140X8MY0 2050-11-01 2.500000 0.00 808000.00 369307.43 Agency Mortgage-Backed Securities GNMI SF 553461 X 549300M8ZYFG0OCMTT87 36213FZ22 2042-01-15 3.500000 0.00 265700.00 14813.61 Agency Mortgage-Backed Securities GNII SF DM1745 C 549300M8ZYFG0OCMTT87 3618LQ5E1 2055-09-20 6.500000 0.00 1005350.00 1080246.17 Agency Mortgage-Backed Securities GNII SF DM7109 C 549300M8ZYFG0OCMTT87 3618LW3S9 2055-10-20 6.000000 0.00 18919648.00 19481716.29 Agency Mortgage-Backed Securities GNII SF DT6044 C 549300M8ZYFG0OCMTT87 3618W5WD7 2056-07-20 6.000000 0.00 18984320.00 19573574.31 Agency Mortgage-Backed Securities GNRA 2026-106 F 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.741400 0.00 678895.00 662009.48 Agency Collateralized Mortgage Obligation GNII SF DS7338 C 549300M8ZYFG0OCMTT87 3618VUEK7 2056-07-20 6.000000 0.00 606371.00 625435.30 Agency Mortgage-Backed Securities GNPL PN CI1777 549300M8ZYFG0OCMTT87 3617X56N5 2062-06-15 3.180000 0.00 11277700.00 9801893.07 Agency Mortgage-Backed Securities GNII SF DR6687 C 549300M8ZYFG0OCMTT87 3618VFNC8 2056-05-20 5.500000 0.00 1881312.00 1899363.19 Agency Mortgage-Backed Securities FEPC 06.000 CLTA6572 S6XOOCT0IEG5ABCC6L87 3142JVJS8 2056-01-01 6.000000 0.00 1323692.00 1362360.81 Agency Mortgage-Backed Securities FEPC 06.000 CLTA6946 S6XOOCT0IEG5ABCC6L87 3142JVWG9 2056-01-01 6.000000 0.00 5793560.00 5880800.83 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5143 S6XOOCT0IEG5ABCC6L87 3142JTWD1 2056-02-01 5.500000 0.00 25062048.00 24999699.56 Agency Mortgage-Backed Securities GNII SF MA9017 M 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.500000 0.00 115000000.00 75096404.30 Agency Mortgage-Backed Securities GNRM 2013-86 V 549300M8ZYFG0OCMTT87 38378PUU0 2042-12-20 2.500000 0.00 29927520.00 2369464.52 Agency Collateralized Mortgage Obligation GNRM 2017-93 YE 549300M8ZYFG0OCMTT87 38380FAL0 2046-07-20 3.000000 0.00 125000.00 109376.25 Agency Collateralized Mortgage Obligation GNRA 2023-124 GE 549300M8ZYFG0OCMTT87 38381JQU4 2064-01-16 3.250000 0.00 97515392.00 81047358.38 Agency Collateralized Mortgage Obligation GNRM 2021-210 AC 549300M8ZYFG0OCMTT87 38381EDA3 2059-04-16 1.500000 0.00 13000000.00 8767533.49 Agency Collateralized Mortgage Obligation GNRM 2018-24 NW 549300M8ZYFG0OCMTT87 38380Y2X2 2048-09-20 3.500000 0.00 1845000.00 360905.87 Agency Collateralized Mortgage Obligation GNRA 2010-147 PF 549300M8ZYFG0OCMTT87 38377MH41 2040-05-20 4.134100 0.00 109951488.00 627389.85 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQI8100 S6XOOCT0IEG5ABCC6L87 3133WE7M6 2054-06-01 6.500000 0.00 2392000.00 124876.80 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5230 S6XOOCT0IEG5ABCC6L87 3133BEY31 2052-07-01 4.000000 0.00 1148000.00 623564.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ0913 B1V7KEBTPIMZEU4LTD58 3138YSAP1 2045-06-01 4.000000 0.00 2481848.00 486382.64 Agency Mortgage-Backed Securities FNMS 03.000 U4BM7428 B1V7KEBTPIMZEU4LTD58 3140JCHE7 2055-02-01 3.000000 0.00 23342080.00 16437461.52 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4982 B1V7KEBTPIMZEU4LTD58 3140W5RC0 2052-06-01 3.500000 0.00 7593016.00 6576278.01 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3301 B1V7KEBTPIMZEU4LTD58 3140QNU34 2052-04-01 3.000000 0.00 30525760.00 17940954.46 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2642 B1V7KEBTPIMZEU4LTD58 3140LQ5C0 2051-05-01 2.500000 0.00 12562352.00 5455128.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCA3537 B1V7KEBTPIMZEU4LTD58 3140QA4X5 2049-02-01 5.500000 0.00 203602.00 11682.01 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0708 S6XOOCT0IEG5ABCC6L87 3132DMYD1 2051-02-01 2.500000 0.00 303367.00 150879.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2511 S6XOOCT0IEG5ABCC6L87 3132DPYG7 2053-04-01 5.500000 0.00 1400000.00 978497.81 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8263 S6XOOCT0IEG5ABCC6L87 3132DWFC2 2052-11-01 3.000000 0.00 200000.00 138732.70 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3523 S6XOOCT0IEG5ABCC6L87 3132DQ4G8 2052-06-01 3.000000 0.00 630800.00 456025.03 Agency Mortgage-Backed Securities FEPC 04.500 CTZA6290 S6XOOCT0IEG5ABCC6L87 31329P7B3 2039-02-01 4.500000 0.00 4087960.00 448785.96 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9397 B1V7KEBTPIMZEU4LTD58 3138ERNP1 2046-10-01 3.000000 0.00 304000.00 67100.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2622 S6XOOCT0IEG5ABCC6L87 3133CS4F5 2054-08-01 6.000000 0.00 1038038.00 699760.74 Agency Mortgage-Backed Securities FEPC 02.500 3PQU7914 S6XOOCT0IEG5ABCC6L87 3133JLYK9 2051-07-01 2.500000 0.00 200000.00 135624.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8200 S6XOOCT0IEG5ABCC6L87 3133C9DD2 2053-08-01 6.000000 0.00 4912536.00 3155546.44 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0215 S6XOOCT0IEG5ABCC6L87 3132D9GY4 2041-12-01 2.000000 0.00 5887552.00 3378455.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3206 S6XOOCT0IEG5ABCC6L87 3132A3R36 2041-03-01 4.000000 0.00 240000.00 21084.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDG3358 B1V7KEBTPIMZEU4LTD58 3140U6WU4 2056-03-01 6.000000 0.00 1257672.00 998692.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3448 B1V7KEBTPIMZEU4LTD58 3140U6ZN7 2056-03-01 5.500000 0.00 1813904.00 1813066.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1882 B1V7KEBTPIMZEU4LTD58 3140W2CU3 2054-08-01 5.500000 0.00 37822080.00 33924782.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7621 B1V7KEBTPIMZEU4LTD58 3140QTPF0 2053-12-01 6.000000 0.00 77020416.00 43257554.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0844 B1V7KEBTPIMZEU4LTD58 3140U35E7 2056-01-01 5.000000 0.00 2963504.00 2868008.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9755 B1V7KEBTPIMZEU4LTD58 3140K5ZV2 2050-02-01 3.500000 0.00 961404.00 336939.40 Agency Mortgage-Backed Securities FNMS 05.000 R3BF0007 B1V7KEBTPIMZEU4LTD58 3140FXAH5 2040-07-01 5.000000 0.00 1342000.00 154611.65 Agency Mortgage-Backed Securities FNMS 03.500 R3BF0707 B1V7KEBTPIMZEU4LTD58 3140FXYD8 2052-08-01 3.500000 0.00 662111.00 400939.07 Agency Mortgage-Backed Securities GNRM 2020-129 AC 549300M8ZYFG0OCMTT87 38382JXX9 2050-09-20 1.500000 0.00 81035008.00 32340978.08 Agency Collateralized Mortgage Obligation GNII SF DT1190 C 549300M8ZYFG0OCMTT87 3618W0KB5 2056-07-20 6.500000 0.00 2620392.00 2842042.23 Agency Mortgage-Backed Securities GNRM 2009-058 AP 549300M8ZYFG0OCMTT87 38375D2H0 2039-06-20 4.000000 0.00 6615000.00 111976.40 Agency Collateralized Mortgage Obligation GNRA 2024-061 FC 549300M8ZYFG0OCMTT87 38384MFL6 2054-04-20 4.771400 0.00 50000000.00 27016723.47 Agency Collateralized Mortgage Obligation GNRA 2024-125 NF 549300M8ZYFG0OCMTT87 38384VNS2 2054-08-20 4.621400 0.00 5000000.00 3335046.69 Agency Collateralized Mortgage Obligation GNII SF DR4484 C 549300M8ZYFG0OCMTT87 3618VC6V2 2056-03-20 6.000000 0.00 1118240.00 1158097.71 Agency Mortgage-Backed Securities GNII SF DS7125 C 549300M8ZYFG0OCMTT87 3618VT4J4 2056-06-20 6.000000 0.00 1696160.00 1746766.90 Agency Mortgage-Backed Securities GNII SF DS8783 C 549300M8ZYFG0OCMTT87 3618VVXL2 2056-06-20 6.000000 0.00 939185.00 976639.79 Agency Mortgage-Backed Securities GNII SF DR8383 C 549300M8ZYFG0OCMTT87 3618VHJ47 2056-05-20 6.000000 0.00 1786530.00 1851577.04 Agency Mortgage-Backed Securities GNII SF DL5414 C 549300M8ZYFG0OCMTT87 3618LHAP0 2055-11-20 6.000000 0.00 1121884.00 1165753.26 Agency Mortgage-Backed Securities GNII SF DN6311 C 549300M8ZYFG0OCMTT87 3618M9AL6 2056-01-20 6.500000 0.00 1010368.00 1085205.84 Agency Mortgage-Backed Securities GNII SF DL5490 C 549300M8ZYFG0OCMTT87 3618LHC37 2055-12-20 6.500000 0.00 2012944.00 2160167.17 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6073 B1V7KEBTPIMZEU4LTD58 3140X9XB6 2047-04-01 4.000000 0.00 2034000.00 775009.12 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0913 B1V7KEBTPIMZEU4LTD58 3140XGAP4 2051-09-01 2.000000 0.00 10000000.00 5830509.29 Agency Mortgage-Backed Securities FNMS 04.500 CTFS6258 B1V7KEBTPIMZEU4LTD58 3140XM5U6 2034-01-01 4.500000 0.00 7271032.00 3352209.53 Agency Mortgage-Backed Securities FNMS 04.500 CLAA4630 B1V7KEBTPIMZEU4LTD58 31416NEC2 2039-05-01 4.500000 0.00 13609600.00 591644.86 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 36179WFH6 2051-05-20 3.000000 0.00 365685760.00 162349703.17 Agency Mortgage-Backed Securities GNII SF MA8042 M 549300M8ZYFG0OCMTT87 36179W5B0 2052-05-20 2.500000 0.00 127650304.00 75858128.33 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.500000 0.00 150000000.00 87289042.72 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4568 B1V7KEBTPIMZEU4LTD58 31418ECE8 2037-03-01 2.500000 0.00 230359.00 122981.15 Agency Mortgage-Backed Securities FKAR 04.300 WDWD0058 S6XOOCT0IEG5ABCC6L87 3142KDB47 2033-01-01 4.300000 0.00 24292000.00 23791325.68 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5864 B1V7KEBTPIMZEU4LTD58 31418FQS9 2045-10-01 5.000000 0.00 26552576.00 22224291.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2727 S6XOOCT0IEG5ABCC6L87 31427QA51 2054-09-01 5.500000 0.00 26117664.00 23538004.79 Agency Mortgage-Backed Securities GNRM 2021-159 QJ 549300M8ZYFG0OCMTT87 38382XH32 2051-09-20 3.000000 0.00 959000.00 467531.61 Agency Collateralized Mortgage Obligation GNRA 2025-178 FP 549300M8ZYFG0OCMTT87 38383B4U3 2055-10-20 4.421400 0.00 846229.00 816835.84 Agency Collateralized Mortgage Obligation GNRM 2022-063 LM 549300M8ZYFG0OCMTT87 38383REY9 2050-10-20 3.500000 0.00 24125000.00 20066925.69 Agency Collateralized Mortgage Obligation GNRM 2010-170 B 549300M8ZYFG0OCMTT87 38377NRP1 2040-12-20 4.000000 0.00 1069000.00 154545.81 Agency Collateralized Mortgage Obligation GNRM 2022-115 AE 549300M8ZYFG0OCMTT87 38381HGA3 2048-09-16 2.000000 0.00 66162432.00 51423354.96 Agency Collateralized Mortgage Obligation GNRA 2024-181 FB 549300M8ZYFG0OCMTT87 38384X3S0 2054-11-20 4.821400 0.00 5000000.00 2623089.13 Agency Collateralized Mortgage Obligation GNRM 2021-030 KC 549300M8ZYFG0OCMTT87 38382NYG6 2051-02-20 1.500000 0.00 136872704.00 71776748.54 Agency Collateralized Mortgage Obligation GNRM 2022-024 GA 549300M8ZYFG0OCMTT87 38383F2D4 2052-02-20 3.000000 0.00 1872000.00 1005082.00 Agency Collateralized Mortgage Obligation GNRM 2020-174 A 549300M8ZYFG0OCMTT87 38380RDL1 2063-01-16 1.250000 0.00 17000000.00 6705034.37 Agency Collateralized Mortgage Obligation GNPL PN DS5548 549300M8ZYFG0OCMTT87 3618VSEV8 2061-06-15 5.390000 0.00 19121500.00 19349194.66 Agency Mortgage-Backed Securities GNII SF DS6784 C 549300M8ZYFG0OCMTT87 3618VTRD2 2056-06-20 6.000000 0.00 3100412.00 3221790.97 Agency Mortgage-Backed Securities GNII SF MA9966 M 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 102000000.00 53439985.62 Agency Mortgage-Backed Securities GNII SF AE2156 C 549300M8ZYFG0OCMTT87 36180UMD8 2033-05-20 3.500000 0.00 1316970.00 129318.27 Agency Mortgage-Backed Securities GNRM 2022-174 AG 549300M8ZYFG0OCMTT87 38383U2A7 2044-07-20 3.000000 0.00 165000.00 77832.70 Agency Collateralized Mortgage Obligation GNRA 2014-107 WX 549300M8ZYFG0OCMTT87 38379C6M3 2039-07-20 6.437100 0.00 13406832.00 874522.95 Agency Collateralized Mortgage Obligation GNRM 2025-022 EB 549300M8ZYFG0OCMTT87 38385CS25 2055-02-20 5.500000 0.00 918368.00 869815.11 Agency Collateralized Mortgage Obligation GNII SF MA9543 M 549300M8ZYFG0OCMTT87 36179YS88 2054-03-20 6.500000 0.00 5573552.00 2014054.85 Agency Mortgage-Backed Securities GNMI SF AO3608 X 549300M8ZYFG0OCMTT87 3617A4AH1 2045-08-15 4.000000 0.00 528000.00 32977.15 Agency Mortgage-Backed Securities GNII SF CM2573 C 549300M8ZYFG0OCMTT87 3617YM2E1 2044-10-20 4.000000 0.00 1045400.00 688267.82 Agency Mortgage-Backed Securities GNPL PN CO3176 549300M8ZYFG0OCMTT87 3617FEQ53 2064-07-15 4.320000 0.00 14475264.00 13372890.53 Agency Mortgage-Backed Securities GNII SF MA7590 M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3.000000 0.00 105800000.00 54549071.27 Agency Mortgage-Backed Securities FEPC 05.500 CLTA7390 S6XOOCT0IEG5ABCC6L87 3142JWF84 2056-03-01 5.500000 0.00 25466016.00 25043706.79 Agency Mortgage-Backed Securities GNII SF MA6476 M 549300M8ZYFG0OCMTT87 36179VFR6 2050-02-20 4.000000 0.00 1691000.00 215308.34 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2493 S6XOOCT0IEG5ABCC6L87 3142K3XX1 2056-04-01 5.500000 0.00 1052892.00 1051758.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9829 S6XOOCT0IEG5ABCC6L87 31426U4P6 2055-08-01 6.000000 0.00 25518176.00 21036307.70 Agency Mortgage-Backed Securities FEPC 05.500 CLTB1315 S6XOOCT0IEG5ABCC6L87 3142K2N97 2056-04-01 5.500000 0.00 2539900.00 2538443.44 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9041 S6XOOCT0IEG5ABCC6L87 3142JYBK7 2056-04-01 5.500000 0.00 7290048.00 7310526.72 Agency Mortgage-Backed Securities GNMI SF AO2180 X 549300M8ZYFG0OCMTT87 3617A2M58 2045-08-15 4.000000 0.00 1116220.00 228471.53 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5217 B1V7KEBTPIMZEU4LTD58 31418EYP9 2053-12-01 6.500000 0.00 22886368.00 8355825.17 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5674 S6XOOCT0IEG5ABCC6L87 3142JUJU5 2056-02-01 5.500000 0.00 2230896.00 2222664.06 Agency Mortgage-Backed Securities FNMS 02.500 CTMA1471 B1V7KEBTPIMZEU4LTD58 31418AT57 2033-06-01 2.500000 0.00 3898120.00 397852.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4916 B1V7KEBTPIMZEU4LTD58 31418EPA2 2053-02-01 4.000000 0.00 10019.00 7369.25 Agency Mortgage-Backed Securities FEPC 07.000 CLQX8628 S6XOOCT0IEG5ABCC6L87 31426FSS7 2055-03-01 7.000000 0.00 4003264.00 3322586.40 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4516 B1V7KEBTPIMZEU4LTD58 31418EAS9 2037-01-01 2.000000 0.00 14500000.00 7533550.86 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1393 B1V7KEBTPIMZEU4LTD58 31418ARP5 2043-02-01 4.000000 0.00 4500000.00 551119.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0032 B1V7KEBTPIMZEU4LTD58 3140UFBA1 2056-05-01 6.000000 0.00 1251574.00 1285350.44 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6895 B1V7KEBTPIMZEU4LTD58 3140XNUV4 2052-05-01 2.000000 0.00 2536000.00 1701003.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0026 B1V7KEBTPIMZEU4LTD58 3140UFA46 2056-05-01 6.000000 0.00 2008912.00 2064206.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 S6XOOCT0IEG5ABCC6L87 3132DSJ37 2053-11-01 5.500000 0.00 1700000.00 1217389.98 Agency Mortgage-Backed Securities FEPC 03.500 CLZL5061 S6XOOCT0IEG5ABCC6L87 3131XLTS6 2043-02-01 3.500000 0.00 12000000.00 1266145.11 Agency Mortgage-Backed Securities FEPC 05.000 CLZJ0243 S6XOOCT0IEG5ABCC6L87 3131WQHU4 2040-07-01 5.000000 0.00 1000000.00 187465.84 Agency Mortgage-Backed Securities 04.000 FGPC G06975 G S6XOOCT0IEG5ABCC6L87 3128M9CL4 2042-04-01 4.000000 0.00 523500.00 22025.23 Agency Mortgage-Backed Securities FNMS 04.500 CLDC0001 B1V7KEBTPIMZEU4LTD58 3140AMAB7 2054-08-01 4.500000 0.00 1035152.00 672043.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0846 B1V7KEBTPIMZEU4LTD58 3140LN5G8 2051-07-01 2.500000 0.00 400000.00 203071.98 Agency Mortgage-Backed Securities FNMS 06.500 CLBV6246 B1V7KEBTPIMZEU4LTD58 3140MK5G3 2055-09-01 6.500000 0.00 2650624.00 2340476.32 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8722 B1V7KEBTPIMZEU4LTD58 3140QUVQ6 2054-06-01 6.500000 0.00 60139264.00 40227036.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6322 B1V7KEBTPIMZEU4LTD58 3140QSAY7 2053-05-01 5.500000 0.00 1500000.00 1095378.04 Agency Mortgage-Backed Securities GNII SF DT3156 C 549300M8ZYFG0OCMTT87 3618W2QH2 2056-07-20 6.000000 0.00 2071996.00 2156761.36 Agency Mortgage-Backed Securities GNII SF DS7224 C 549300M8ZYFG0OCMTT87 3618VUAZ8 2056-06-20 6.000000 0.00 517997.00 537303.02 Agency Mortgage-Backed Securities GNMI SF 661530 X 549300M8ZYFG0OCMTT87 36294V4P2 2036-12-15 6.000000 0.00 10570000.00 58282.76 Agency Mortgage-Backed Securities GNII SF DT3157 C 549300M8ZYFG0OCMTT87 3618W2QJ8 2056-07-20 6.000000 0.00 1791166.00 1865284.45 Agency Mortgage-Backed Securities GNPL PN CK0463 549300M8ZYFG0OCMTT87 3617XUQQ1 2062-06-15 4.950000 0.00 12275248.00 12155075.48 Agency Mortgage-Backed Securities GNII SF 759440 C 549300M8ZYFG0OCMTT87 36230UPZ6 2040-12-20 4.000000 0.00 1069204.00 113209.82 Agency Mortgage-Backed Securities GNII SF DP2541 C 549300M8ZYFG0OCMTT87 3618MGZE9 2056-05-20 6.500000 0.00 1175228.00 1231662.19 Agency Mortgage-Backed Securities GNPL PN CL4069 549300M8ZYFG0OCMTT87 3617YBQW9 2057-04-15 2.650000 0.00 2972360.00 2513930.92 Agency Mortgage-Backed Securities GNII SP 788523 C 549300M8ZYFG0OCMTT87 3622AELC8 2056-03-20 5.000000 0.00 90000000.00 87912474.55 Agency Mortgage-Backed Securities GNII SF DP2793 C 549300M8ZYFG0OCMTT87 3618MHC69 2056-06-20 5.500000 0.00 1032324.00 1062200.87 Agency Mortgage-Backed Securities GNPL PN CP3632 549300M8ZYFG0OCMTT87 3617FTA99 2057-10-15 4.300000 0.00 1783900.00 1695923.08 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 78618496.00 74299641.38 Agency Mortgage-Backed Securities GNII SF BT6486 C 549300M8ZYFG0OCMTT87 3617MVF34 2050-03-20 4.000000 0.00 280000.00 8224.77 Agency Mortgage-Backed Securities GNII SF DK7719 C 549300M8ZYFG0OCMTT87 3618L7SG3 2055-06-20 6.500000 0.00 2615216.00 1865548.77 Agency Mortgage-Backed Securities GNII SF MA4381 M 549300M8ZYFG0OCMTT87 36179S2N6 2047-04-20 3.000000 0.00 313998.00 42785.78 Agency Mortgage-Backed Securities FEPC 06.000 CLTA5022 S6XOOCT0IEG5ABCC6L87 3142JTSL8 2056-02-01 6.000000 0.00 1167674.00 1185929.00 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3157 S6XOOCT0IEG5ABCC6L87 31427AQK6 2055-08-01 6.500000 0.00 1472904.00 1528930.99 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6030 B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 22824768.00 22015037.66 Agency Mortgage-Backed Securities FNMS 05.000 CTMA6091 B1V7KEBTPIMZEU4LTD58 31418FXV4 2046-06-01 5.000000 0.00 1505490.00 1457153.70 Agency Mortgage-Backed Securities FNMS 06.000 CL889881 B1V7KEBTPIMZEU4LTD58 31410KUE2 2038-08-01 6.000000 0.00 25000000.00 407268.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0012 B1V7KEBTPIMZEU4LTD58 3140W0AN5 2054-11-01 6.000000 0.00 2200000.00 1478950.57 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2947 B1V7KEBTPIMZEU4LTD58 3140W3HZ5 2048-04-01 3.000000 0.00 11727280.00 9441020.88 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4371 B1V7KEBTPIMZEU4LTD58 3140W42D8 2052-01-01 2.000000 0.00 120000000.00 91703440.04 Agency Mortgage-Backed Securities GNII SP 783914 C 549300M8ZYFG0OCMTT87 3622A2K35 2034-07-20 4.000000 0.00 4250000.00 209200.46 Agency Mortgage-Backed Securities GNMI SF 711598 X 549300M8ZYFG0OCMTT87 36297GRT9 2041-10-15 4.000000 0.00 25000.00 7437.70 Agency Mortgage-Backed Securities GNII SF MB0870 M 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 97909900.00 91351735.32 Agency Mortgage-Backed Securities GNRA 2023-149 FB 549300M8ZYFG0OCMTT87 38384DHM2 2053-07-20 4.921400 0.00 71201536.00 43622187.92 Agency Collateralized Mortgage Obligation GNII SF MB0683 M 549300M8ZYFG0OCMTT87 3618N5XM6 2055-10-20 4.000000 0.00 203792.00 182505.13 Agency Mortgage-Backed Securities GNII SF MB1213 M 549300M8ZYFG0OCMTT87 3618N6K30 2056-05-20 3.500000 0.00 5707800.00 5040279.10 Agency Mortgage-Backed Securities GNMI SF AA5471 X 549300M8ZYFG0OCMTT87 36178DCG4 2041-12-15 4.000000 0.00 2000000.00 167049.48 Agency Mortgage-Backed Securities GNII SP 788291 C 549300M8ZYFG0OCMTT87 3622AEC46 2055-11-20 5.000000 0.00 65154240.00 63408532.52 Agency Mortgage-Backed Securities GNRA 2025-104 FA 549300M8ZYFG0OCMTT87 38385GF95 2055-06-20 4.921400 0.00 5000000.00 3008180.26 Agency Collateralized Mortgage Obligation GNRA 2025-209 BF 549300M8ZYFG0OCMTT87 38385J3Z4 2055-12-20 4.621400 0.00 7800000.00 6756163.24 Agency Collateralized Mortgage Obligation GNRM 2025-188 GK 549300M8ZYFG0OCMTT87 38385JRR6 2052-12-20 4.500000 0.00 584516.00 548216.39 Agency Collateralized Mortgage Obligation GNII SP 788279 C 549300M8ZYFG0OCMTT87 3622AECQ7 2055-11-20 5.000000 0.00 101000000.00 97560216.81 Agency Mortgage-Backed Securities GNRA 2026-026 KF 549300M8ZYFG0OCMTT87 38385NFY5 2056-02-20 4.521400 0.00 65206016.00 64056688.80 Agency Collateralized Mortgage Obligation GNRA 2024-160 NF 549300M8ZYFG0OCMTT87 38384YRG8 2054-10-20 4.571400 0.00 45804000.00 29634842.22 Agency Collateralized Mortgage Obligation GNRA 2024-078 FH 549300M8ZYFG0OCMTT87 38384NS97 2054-05-20 4.871400 0.00 1000000.00 573946.14 Agency Collateralized Mortgage Obligation GNRA 2026-026 DF 549300M8ZYFG0OCMTT87 38385NJM7 2056-02-20 4.421400 0.00 83333248.00 81595294.64 Agency Collateralized Mortgage Obligation FEPC 06.500 CLTB5943 S6XOOCT0IEG5ABCC6L87 3142K7S91 2056-06-01 6.500000 0.00 3083808.00 3224043.62 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4062 B1V7KEBTPIMZEU4LTD58 3140XKQQ6 2038-02-01 3.000000 0.00 250000.00 160172.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9098 B1V7KEBTPIMZEU4LTD58 3140XRDC6 2054-09-01 5.000000 0.00 2181476.00 1650293.95 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0079 B1V7KEBTPIMZEU4LTD58 3140Y6CR9 2055-03-01 5.000000 0.00 4761660.00 3754062.82 Agency Mortgage-Backed Securities FNMS 06.500 CL955722 B1V7KEBTPIMZEU4LTD58 31413UG78 2037-11-01 6.500000 0.00 7353120.00 54757.09 Agency Mortgage-Backed Securities FNMS 06.500 CL685433 B1V7KEBTPIMZEU4LTD58 31400EPS3 2033-03-01 6.500000 0.00 1980000.00 27878.22 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9425 B1V7KEBTPIMZEU4LTD58 3140KVPK0 2051-01-01 2.000000 0.00 5354840.00 2832409.16 Agency Mortgage-Backed Securities FNMS 04.000 CTBM3927 B1V7KEBTPIMZEU4LTD58 3140J8LH4 2038-03-01 4.000000 0.00 2180610.00 548830.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1117 B1V7KEBTPIMZEU4LTD58 3140GPG36 2047-04-01 4.000000 0.00 1544320.00 773740.71 Agency Mortgage-Backed Securities FNMS 03.000 CLBJ0996 B1V7KEBTPIMZEU4LTD58 3140H2DA3 2047-12-01 3.000000 0.00 156178.00 19977.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6348 B1V7KEBTPIMZEU4LTD58 3140BXBS4 2055-12-01 5.500000 0.00 4487576.00 3812308.30 Agency Mortgage-Backed Securities FNMS 05.500 CNCB6978 B1V7KEBTPIMZEU4LTD58 3140QSXG1 2033-08-01 5.500000 0.00 1963694.00 722392.51 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3770 B1V7KEBTPIMZEU4LTD58 3140QPFL6 2052-06-01 3.500000 0.00 985000.00 673249.41 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3890 B1V7KEBTPIMZEU4LTD58 3140QPKC0 2052-06-01 3.000000 0.00 647281.00 429830.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5024 B1V7KEBTPIMZEU4LTD58 3140QQSN6 2052-11-01 5.000000 0.00 7517000.00 5396911.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3588 B1V7KEBTPIMZEU4LTD58 3140W37A1 2055-11-01 6.000000 0.00 70806144.00 66606803.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7433 B1V7KEBTPIMZEU4LTD58 3140QTHK8 2053-11-01 5.500000 0.00 1475000.00 1160299.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7026 B1V7KEBTPIMZEU4LTD58 3140QEYY2 2050-09-01 2.500000 0.00 324449.00 153468.78 Agency Mortgage-Backed Securities GNII SF DO6813 C 549300M8ZYFG0OCMTT87 3618V3SA4 2056-05-20 6.000000 0.00 1028776.00 1067437.16 Agency Mortgage-Backed Securities GNRA 2023-063 MF 549300M8ZYFG0OCMTT87 38384ACW1 2053-05-20 4.621400 0.00 150000000.00 71531079.73 Agency Collateralized Mortgage Obligation GNRA 2025-186 AB 549300M8ZYFG0OCMTT87 38384RBD7 2062-02-16 3.250000 0.00 89070592.00 78627210.08 Agency Collateralized Mortgage Obligation GNRA 2024-143 FA 549300M8ZYFG0OCMTT87 38384W5R2 2054-09-20 4.771400 0.00 100000000.00 64450369.78 Agency Collateralized Mortgage Obligation GNRM 2022-152 CN 549300M8ZYFG0OCMTT87 38383YDS8 2052-09-20 4.000000 0.00 490000.00 411372.80 Agency Collateralized Mortgage Obligation GNRM 2022-010 UH 549300M8ZYFG0OCMTT87 38383GAV3 2051-12-20 2.500000 0.00 400000.00 206410.10 Agency Collateralized Mortgage Obligation GNRA 2023-152 FA 549300M8ZYFG0OCMTT87 38384DYE1 2053-10-20 4.921400 0.00 25824096.00 16943708.70 Agency Collateralized Mortgage Obligation GNRA 2024-030 TF 549300M8ZYFG0OCMTT87 38384JVD3 2054-02-20 4.771400 0.00 50000000.00 25198684.77 Agency Collateralized Mortgage Obligation 07.000 FGPC P50185 G S6XOOCT0IEG5ABCC6L87 31288LF22 2034-01-01 7.000000 0.00 2700000.00 21296.08 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4438 S6XOOCT0IEG5ABCC6L87 3131XX4X6 2047-10-01 4.500000 0.00 21163.00 7249.09 Agency Mortgage-Backed Securities FEPC 04.500 CLZM2669 S6XOOCT0IEG5ABCC6L87 3131XV6E0 2047-02-01 4.500000 0.00 1013000.00 85637.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4046 S6XOOCT0IEG5ABCC6L87 3133BRP73 2052-12-01 6.000000 0.00 667553.00 241184.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2278 S6XOOCT0IEG5ABCC6L87 3133CSQ79 2054-08-01 6.000000 0.00 1066090.00 914394.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQH1719 S6XOOCT0IEG5ABCC6L87 3133CD4C5 2053-09-01 6.000000 0.00 662701.00 511895.97 Agency Mortgage-Backed Securities GNRA 2026-083 BF 549300M8ZYFG0OCMTT87 38385SZX4 2055-06-20 4.421400 0.00 92098688.00 85306043.21 Agency Collateralized Mortgage Obligation GNRM 2026-010 CM 549300M8ZYFG0OCMTT87 38385LR91 2053-04-20 4.500000 0.00 5000000.00 4621235.00 Agency Collateralized Mortgage Obligation GNII SF DM8932 C 549300M8ZYFG0OCMTT87 3618LY4R6 2056-01-20 6.500000 0.00 3061252.00 3195910.23 Agency Mortgage-Backed Securities GNRA 2026-046 JF 549300M8ZYFG0OCMTT87 38385PGY9 2056-03-20 4.521400 0.00 17498592.00 17257823.54 Agency Collateralized Mortgage Obligation GNRA 2026-046 FB 549300M8ZYFG0OCMTT87 38385PGX1 2055-05-20 4.421400 0.00 140188672.00 129997190.97 Agency Collateralized Mortgage Obligation GNII SF DS7020 C 549300M8ZYFG0OCMTT87 3618VTYR3 2056-07-20 6.000000 0.00 1118498.00 1164016.39 Agency Mortgage-Backed Securities GNRA 2026-024 FA 549300M8ZYFG0OCMTT87 38385MLP9 2056-02-20 4.521400 0.00 31000000.00 29925696.72 Agency Collateralized Mortgage Obligation GNRA 2026-032 FL 549300M8ZYFG0OCMTT87 38385MVY9 2056-02-20 4.521400 0.00 25000000.00 24334720.07 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZM4305 S6XOOCT0IEG5ABCC6L87 3131XXYA3 2047-09-01 3.500000 0.00 155000.00 25314.82 Agency Mortgage-Backed Securities 03.500 FGPC T65083 G S6XOOCT0IEG5ABCC6L87 31322YUG4 2042-05-01 3.500000 0.00 3564800.00 119980.66 Agency Mortgage-Backed Securities FEPC 03.500 CLQC8989 S6XOOCT0IEG5ABCC6L87 3133AT7A3 2051-10-01 3.500000 0.00 988751.00 610149.02 Agency Mortgage-Backed Securities 04.500 FGPC T69039 G S6XOOCT0IEG5ABCC6L87 31323EBG8 2044-10-01 4.500000 0.00 4000000.00 220123.87 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0863 S6XOOCT0IEG5ABCC6L87 3132DM5Y7 2051-12-01 3.000000 0.00 1380000.00 892445.07 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6056 S6XOOCT0IEG5ABCC6L87 3133B3WR4 2052-02-01 3.000000 0.00 1600000.00 996632.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6679 S6XOOCT0IEG5ABCC6L87 3133BGM47 2052-08-01 4.500000 0.00 200000.00 129574.62 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1207 S6XOOCT0IEG5ABCC6L87 3132A1KU7 2036-10-01 6.500000 0.00 8234368.00 43217.40 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5032 S6XOOCT0IEG5ABCC6L87 3133KYSV2 2040-02-01 2.500000 0.00 100000.00 18650.95 Agency Mortgage-Backed Securities FNMS 06.000 CL833684 B1V7KEBTPIMZEU4LTD58 31407LFZ5 2035-08-01 6.000000 0.00 10008992.00 46043.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ5404 B1V7KEBTPIMZEU4LTD58 3138MMAE2 2042-12-01 3.000000 0.00 53044.00 7204.24 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6665 S6XOOCT0IEG5ABCC6L87 3133KNMN0 2052-02-01 3.000000 0.00 18000.00 12012.29 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2482 B1V7KEBTPIMZEU4LTD58 3138EJXL7 2042-09-01 4.500000 0.00 1626000.00 52265.49 Agency Mortgage-Backed Securities FNMS 02.000 CIAW3112 B1V7KEBTPIMZEU4LTD58 3138XSN60 2029-06-01 2.000000 0.00 3199860.00 78931.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5646 B1V7KEBTPIMZEU4LTD58 3140B6HY4 2055-04-01 5.500000 0.00 3209052.00 2867032.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5116 B1V7KEBTPIMZEU4LTD58 3140J9VJ7 2048-12-01 4.500000 0.00 3830164.00 506056.01 Agency Mortgage-Backed Securities GNRA 2023-156 GK 549300M8ZYFG0OCMTT87 38381JWN3 2064-01-16 3.500000 0.00 93626752.00 81023933.73 Agency Collateralized Mortgage Obligation GNRA 2017-82 FN 549300M8ZYFG0OCMTT87 38380UBH5 2047-12-16 4.119600 0.00 8097888.00 1134970.31 Agency Collateralized Mortgage Obligation GNRA 2011-025 FA 549300M8ZYFG0OCMTT87 38377QSF5 2040-10-20 4.184100 0.00 154452800.00 744498.07 Agency Collateralized Mortgage Obligation GNRM 2013-099 CP 549300M8ZYFG0OCMTT87 38378VTA3 2043-03-20 2.500000 0.00 150000000.00 7638570.59 Agency Collateralized Mortgage Obligation GNII SF MB0939 M 549300M8ZYFG0OCMTT87 3618N6BH9 2056-01-20 6.500000 0.00 5723648.00 5839981.17 Agency Mortgage-Backed Securities GNMI SP 782888 X 549300M8ZYFG0OCMTT87 36241LF50 2040-02-15 5.000000 0.00 190000.00 12813.35 Agency Mortgage-Backed Securities GNPL PN CI9400 549300M8ZYFG0OCMTT87 3617XENR8 2057-06-15 3.200000 0.00 5754200.00 4934553.55 Agency Mortgage-Backed Securities GNPL PN AG8330 549300M8ZYFG0OCMTT87 36182DHF5 2057-05-15 2.990000 0.00 5926056.00 5011172.63 Agency Mortgage-Backed Securities GNII SF MA7283 M 549300M8ZYFG0OCMTT87 36179WCU0 2036-04-20 2.000000 0.00 969937.00 361663.08 Agency Mortgage-Backed Securities GNII ET DC2590 C 549300M8ZYFG0OCMTT87 3618HG2X9 2064-04-20 3.500000 0.00 473697.00 330721.35 Agency Mortgage-Backed Securities GNII SF MA7056 M 549300M8ZYFG0OCMTT87 36179VZV5 2050-11-20 4.500000 0.00 48731.00 10901.30 Agency Mortgage-Backed Securities GNII SF MA6768 M 549300M8ZYFG0OCMTT87 36179VQV5 2050-07-20 4.000000 0.00 212432640.00 48735661.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5353 S6XOOCT0IEG5ABCC6L87 31427S5P9 2054-09-01 5.500000 0.00 42224080.00 42429913.67 Agency Mortgage-Backed Securities FEPC 05.500 CLTA6839 S6XOOCT0IEG5ABCC6L87 3142JVS58 2056-02-01 5.500000 0.00 3358928.00 3363065.12 Agency Mortgage-Backed Securities GNII SF MA1995 M 549300M8ZYFG0OCMTT87 36179QGC9 2044-06-20 3.500000 0.00 497958.00 30420.30 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4098 S6XOOCT0IEG5ABCC6L87 31427RRU6 2056-01-01 5.000000 0.00 26811000.00 25188234.50 Agency Mortgage-Backed Securities GNII SF DS6804 C 549300M8ZYFG0OCMTT87 3618VTRZ3 2056-06-20 6.000000 0.00 2094820.00 2150451.76 Agency Mortgage-Backed Securities GNII SF MB0484 M 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 30000000.00 27484736.95 Agency Mortgage-Backed Securities GNII SF DO7715 C 549300M8ZYFG0OCMTT87 3618V4SC8 2056-01-20 5.500000 0.00 2205712.00 2260979.11 Agency Mortgage-Backed Securities GNII SF DS4716 C 549300M8ZYFG0OCMTT87 3618VRGZ9 2056-05-20 6.000000 0.00 4273576.00 4396871.66 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 648866.00 500106.89 Agency Mortgage-Backed Securities FNMS 02.000 CTFA4194 B1V7KEBTPIMZEU4LTD58 3140W4UU9 2042-01-01 2.000000 0.00 98389632.00 80816114.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4322 B1V7KEBTPIMZEU4LTD58 3140W4YU5 2055-10-01 3.000000 0.00 31652000.00 26616224.15 Agency Mortgage-Backed Securities FNMS 06.000 CL986737 B1V7KEBTPIMZEU4LTD58 31415REJ9 2038-07-01 6.000000 0.00 812055.00 8939.97 Agency Mortgage-Backed Securities FNMS 04.500 CIMA3513 B1V7KEBTPIMZEU4LTD58 31418C3X0 2033-09-01 4.500000 0.00 1949958.00 210091.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9439 B1V7KEBTPIMZEU4LTD58 3140XRPZ2 2054-11-01 3.500000 0.00 75000.00 59359.81 Agency Mortgage-Backed Securities FEPC 05.500 CLTA7998 S6XOOCT0IEG5ABCC6L87 3142JW3G9 2056-03-01 5.500000 0.00 1105114.00 871523.65 Agency Mortgage-Backed Securities FNMS 03.000 CLBW9975 B1V7KEBTPIMZEU4LTD58 3140N3CM9 2052-08-01 3.000000 0.00 408738.00 326328.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6145 B1V7KEBTPIMZEU4LTD58 3140MXZK3 2052-07-01 4.500000 0.00 5700000.00 4242643.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5560 B1V7KEBTPIMZEU4LTD58 3140JAFA1 2046-01-01 4.000000 0.00 8500000.00 2301212.46 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1118 B1V7KEBTPIMZEU4LTD58 3140M2G48 2051-10-01 2.500000 0.00 2500000.00 1264521.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1725 B1V7KEBTPIMZEU4LTD58 3140U44K2 2056-02-01 5.500000 0.00 3687756.00 3672192.65 Agency Mortgage-Backed Securities FNMS 07.000 CTCB7266 B1V7KEBTPIMZEU4LTD58 3140QTCC1 2043-10-01 7.000000 0.00 1070256.00 981670.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAK8420 B1V7KEBTPIMZEU4LTD58 3138EDLA7 2037-04-01 3.500000 0.00 1922534.00 130193.21 Agency Mortgage-Backed Securities FNMS 06.000 CL254310 B1V7KEBTPIMZEU4LTD58 31371KN31 2032-05-01 6.000000 0.00 4978360.00 10843.94 Agency Mortgage-Backed Securities FNMS 06.000 CL735503 B1V7KEBTPIMZEU4LTD58 31402RDG1 2035-04-01 6.000000 0.00 449987072.00 3408994.05 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3708 B1V7KEBTPIMZEU4LTD58 3138WDDN8 2044-11-01 4.000000 0.00 9973968.00 1291067.27 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2467 S6XOOCT0IEG5ABCC6L87 31329KW42 2037-07-01 3.500000 0.00 599302.00 68036.52 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9218 S6XOOCT0IEG5ABCC6L87 3131XRG32 2045-03-01 3.500000 0.00 1546628.00 291437.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8309 S6XOOCT0IEG5ABCC6L87 3132DWGS6 2053-03-01 6.000000 0.00 26665856.00 14605980.93 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6354 S6XOOCT0IEG5ABCC6L87 3131XNBX0 2043-07-01 4.000000 0.00 100000.00 15993.13 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0863 S6XOOCT0IEG5ABCC6L87 31329H5Y3 2032-12-01 6.000000 0.00 219125482.00 467741.83 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0889 S6XOOCT0IEG5ABCC6L87 3131Y67A1 2047-09-01 3.500000 0.00 1200444.00 319232.74 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0056 S6XOOCT0IEG5ABCC6L87 3131XTBZ2 2045-09-01 4.000000 0.00 110466.00 16538.65 Agency Mortgage-Backed Securities FEPC 02.500 3WZA3558 S6XOOCT0IEG5ABCC6L87 31329L5T5 2036-11-01 2.500000 0.00 210137.00 63615.84 Agency Mortgage-Backed Securities FEPC 02.000 CLQC7661 S6XOOCT0IEG5ABCC6L87 3133ASQN6 2051-10-01 2.000000 0.00 3117300.00 1534907.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 1830000.00 1079066.12 Agency Mortgage-Backed Securities 03.500 FGPC G61737 G S6XOOCT0IEG5ABCC6L87 31335B4W3 2048-11-01 3.500000 0.00 9640000.00 2125820.90 Agency Mortgage-Backed Securities FEPC 04.000 CLZM1247 S6XOOCT0IEG5ABCC6L87 3131XUL47 2046-04-01 4.000000 0.00 94000.00 14507.19 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4695 S6XOOCT0IEG5ABCC6L87 3131XLGC5 2043-01-01 3.000000 0.00 119997.00 19555.26 Agency Mortgage-Backed Securities FEPC 05.000 CLZI2021 S6XOOCT0IEG5ABCC6L87 3131WEG65 2034-06-01 5.000000 0.00 862993.00 18510.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9452 S6XOOCT0IEG5ABCC6L87 3132AAQD9 2045-07-01 4.500000 0.00 282758.00 20077.75 Agency Mortgage-Backed Securities FEPC 04.000 CIZN2261 S6XOOCT0IEG5ABCC6L87 3131Y8QN8 2033-12-01 4.000000 0.00 2909124.00 486810.03 Agency Mortgage-Backed Securities GNPL PN DM8158 549300M8ZYFG0OCMTT87 3618LYB31 2060-12-15 4.340000 0.00 8030499.00 7536074.24 Agency Mortgage-Backed Securities GNRM 2024-167 QA 549300M8ZYFG0OCMTT87 38384YL41 2050-04-20 3.500000 0.00 50000000.00 39675461.36 Agency Collateralized Mortgage Obligation GNRA 2026-083 FG 549300M8ZYFG0OCMTT87 38385SXF5 2056-05-20 4.271400 0.00 50000000.00 49558982.76 Agency Collateralized Mortgage Obligation GNRA 2025-001 FV 549300M8ZYFG0OCMTT87 38385CJP4 2055-01-20 4.721400 0.00 1329000.00 1041622.51 Agency Collateralized Mortgage Obligation GNMI SF 756631 X 549300M8ZYFG0OCMTT87 36230RLL8 2040-12-15 4.000000 0.00 64077.00 8799.25 Agency Mortgage-Backed Securities GNII SF DQ7463 C 549300M8ZYFG0OCMTT87 3618N1JG4 2056-03-20 6.500000 0.00 1088408.00 1137525.04 Agency Mortgage-Backed Securities GNII SF DQ3206 C 549300M8ZYFG0OCMTT87 3618MVR39 2056-06-20 6.000000 0.00 410571.00 423587.00 Agency Mortgage-Backed Securities GNMI SP 784130 X 549300M8ZYFG0OCMTT87 3622A2ST0 2045-11-15 4.000000 0.00 10878576.00 644596.75 Agency Mortgage-Backed Securities GNRM 2025-188 JC 549300M8ZYFG0OCMTT87 38385JSJ3 2055-11-20 5.000000 0.00 11800000.00 11098733.86 Agency Collateralized Mortgage Obligation GNRM 2025-188 CM 549300M8ZYFG0OCMTT87 38385JLT8 2053-04-20 5.000000 0.00 31000000.00 30106414.65 Agency Collateralized Mortgage Obligation GNII SF DR4091 C 549300M8ZYFG0OCMTT87 3618VCRL1 2056-05-20 6.500000 0.00 1145110.00 1203862.90 Agency Mortgage-Backed Securities GNII SF DR6748 C 549300M8ZYFG0OCMTT87 3618VFP93 2056-05-20 6.000000 0.00 395390.00 409662.10 Agency Mortgage-Backed Securities GNII SF DR9795 C 549300M8ZYFG0OCMTT87 3618VJ3C2 2056-07-20 6.000000 0.00 722273.00 751821.19 Agency Mortgage-Backed Securities GNII SF DQ8230 C 549300M8ZYFG0OCMTT87 3618N2EB8 2056-04-20 6.000000 0.00 670833.00 688663.16 Agency Mortgage-Backed Securities FEPC 07.000 CLQX9676 S6XOOCT0IEG5ABCC6L87 31426GXE0 2055-04-01 7.000000 0.00 1650630.00 1167422.83 Agency Mortgage-Backed Securities GNII SF MA6997 M 549300M8ZYFG0OCMTT87 36179VX21 2050-11-20 3.500000 0.00 9400784.00 2654343.31 Agency Mortgage-Backed Securities GNII SF CM2585 C 549300M8ZYFG0OCMTT87 3617YM2S0 2044-10-20 4.000000 0.00 2451088.00 1126316.33 Agency Mortgage-Backed Securities GNPL PN CL1966 549300M8ZYFG0OCMTT87 3617Y9FF3 2057-08-15 3.700000 0.00 2560444.00 2272583.58 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.500000 0.00 80000000.00 46477092.45 Agency Mortgage-Backed Securities GNPL PN CO1749 549300M8ZYFG0OCMTT87 3617FC5J0 2057-11-15 4.460000 0.00 14500000.00 13493424.82 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6419 B1V7KEBTPIMZEU4LTD58 3140W7DZ0 2055-07-01 6.000000 0.00 178302976.00 184545006.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1326 B1V7KEBTPIMZEU4LTD58 3140W1PL1 2049-09-01 5.500000 0.00 80000.00 66384.94 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1437 B1V7KEBTPIMZEU4LTD58 31418AS33 2043-05-01 3.500000 0.00 4875000.00 641097.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAA4666 B1V7KEBTPIMZEU4LTD58 31416NFG2 2039-05-01 4.500000 0.00 4150000.00 227361.29 Agency Mortgage-Backed Securities FNMS 04.500 GLAB2959 B1V7KEBTPIMZEU4LTD58 31416YJD1 2040-07-01 4.500000 0.00 113000.00 7126.83 Agency Mortgage-Backed Securities FNMS 03.000 CIMA6122 B1V7KEBTPIMZEU4LTD58 31418FYU5 2041-06-01 3.000000 0.00 1286052.00 1204407.50 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4839 B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4.000000 0.00 23000.00 17279.94 Agency Mortgage-Backed Securities FEPC 07.000 CLQX9226 S6XOOCT0IEG5ABCC6L87 31426GHC2 2055-04-01 7.000000 0.00 1011982.00 871138.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQY8548 S6XOOCT0IEG5ABCC6L87 31426TQA8 2055-07-01 6.500000 0.00 15041280.00 12546564.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4045 B1V7KEBTPIMZEU4LTD58 31417AP78 2041-12-01 3.500000 0.00 465000.00 59379.81 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5258 B1V7KEBTPIMZEU4LTD58 3140XLZY7 2052-12-01 4.000000 0.00 156827.00 114251.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6008 B1V7KEBTPIMZEU4LTD58 3140XMVA1 2052-09-01 4.000000 0.00 25269472.00 17549625.00 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5698 B1V7KEBTPIMZEU4LTD58 3140XMKL9 2053-08-01 5.500000 0.00 17050000.00 14376724.47 Agency Mortgage-Backed Securities FEPC 05.000 CLZL1754 S6XOOCT0IEG5ABCC6L87 3131XG5P9 2041-07-01 5.000000 0.00 2470000.00 284376.70 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5540 B1V7KEBTPIMZEU4LTD58 3140QDEN0 2050-04-01 3.000000 0.00 5911000.00 2154377.17 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 B1V7KEBTPIMZEU4LTD58 3140FXEL2 2041-07-01 6.000000 0.00 250000.00 42067.41 Agency Mortgage-Backed Securities FNMS 05.500 R3BF0013 B1V7KEBTPIMZEU4LTD58 3140FXAP7 2040-12-01 5.500000 0.00 8000000.00 886055.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3699 B1V7KEBTPIMZEU4LTD58 3140BUDD1 2055-11-01 5.500000 0.00 3202916.00 2986502.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1927 B1V7KEBTPIMZEU4LTD58 3138WBD93 2044-03-01 4.500000 0.00 101395072.00 4799536.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ9213 B1V7KEBTPIMZEU4LTD58 3140E2GX3 2045-10-01 4.000000 0.00 4392832.00 544214.15 Agency Mortgage-Backed Securities FNMS 04.000 ZC310210 B1V7KEBTPIMZEU4LTD58 31374CR73 2044-05-25 4.000000 0.00 39100000.00 24000056.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2090 S6XOOCT0IEG5ABCC6L87 3133CSKB6 2054-08-01 5.500000 0.00 446958.00 326641.94 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8207 S6XOOCT0IEG5ABCC6L87 3132DWDL4 2052-04-01 3.500000 0.00 3354000.00 2135686.45 Agency Mortgage-Backed Securities FEPC 03.000 CLRA7724 S6XOOCT0IEG5ABCC6L87 3133KPSM1 2052-04-01 3.000000 0.00 2975864.00 1923883.37 Agency Mortgage-Backed Securities GNMI SF 619279 X 549300M8ZYFG0OCMTT87 36290V6Q2 2034-12-15 5.000000 0.00 10078048.00 170302.28 Agency Mortgage-Backed Securities GNPL PN DN3171 549300M8ZYFG0OCMTT87 3618M5QY9 2061-01-15 5.390000 0.00 11759740.00 11983308.92 Agency Mortgage-Backed Securities GNRA 2026-075 C 549300M8ZYFG0OCMTT87 38381SVY0 2068-05-16 3.750000 0.00 16372448.00 12119835.61 Agency Collateralized Mortgage Obligation GNRA 2023-103 FG 549300M8ZYFG0OCMTT87 38384CCU1 2053-07-20 4.671400 0.00 101610880.00 48165281.45 Agency Collateralized Mortgage Obligation GNII SF DR8460 C 549300M8ZYFG0OCMTT87 3618VHMH4 2056-04-20 6.500000 0.00 1661840.00 1743174.24 Agency Mortgage-Backed Securities GNRA 2024-140 TA 549300M8ZYFG0OCMTT87 38381LRP9 2064-06-16 4.000000 0.00 110192512.00 97192527.35 Agency Collateralized Mortgage Obligation GNRM 2020-123 MA 549300M8ZYFG0OCMTT87 38382HK82 2050-08-20 1.375000 0.00 50000000.00 19357940.04 Agency Collateralized Mortgage Obligation GNII SF 678014 C 549300M8ZYFG0OCMTT87 36295RGX0 2048-04-20 4.000000 0.00 294730.00 31416.18 Agency Mortgage-Backed Securities GNRM 2023-183 EA 549300M8ZYFG0OCMTT87 38384HDS4 2050-09-20 4.500000 0.00 1000000.00 652802.62 Agency Collateralized Mortgage Obligation GNRM 2022-152 DN 549300M8ZYFG0OCMTT87 38383YDU3 2052-09-20 4.500000 0.00 659000.00 581804.74 Agency Collateralized Mortgage Obligation GNII SF DT1192 C 549300M8ZYFG0OCMTT87 3618W0KD1 2056-07-20 6.500000 0.00 2741496.00 2900485.41 Agency Mortgage-Backed Securities GNRM 2026-118 CV 549300M8ZYFG0OCMTT87 38385XDL3 2037-07-20 5.000000 0.00 65962100.00 66113988.73 Agency Collateralized Mortgage Obligation GNRA 2026-106 PF 549300M8ZYFG0OCMTT87 38385TYY1 2056-06-20 4.371400 0.00 95103232.00 94699293.08 Agency Collateralized Mortgage Obligation GNII SF DO7828 C 549300M8ZYFG0OCMTT87 3618V4VV2 2056-02-20 5.500000 0.00 5979176.00 6127913.43 Agency Mortgage-Backed Securities GNPL PN CN7017 549300M8ZYFG0OCMTT87 3617F6YN2 2057-12-15 4.250000 0.00 5520100.00 5070959.17 Agency Mortgage-Backed Securities FEPC 05.500 CLTB3860 S6XOOCT0IEG5ABCC6L87 3142K5JE4 2056-05-01 5.500000 0.00 2127608.00 1766179.98 Agency Mortgage-Backed Securities GNII SF MA5398 M 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 252382976.00 21418283.64 Agency Mortgage-Backed Securities GNII SF MA6605 M 549300M8ZYFG0OCMTT87 36179VKS8 2038-10-20 6.000000 0.00 167890.00 35766.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBW8980 B1V7KEBTPIMZEU4LTD58 3140N16S7 2052-10-01 4.000000 0.00 3540000.00 2483551.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0538 B1V7KEBTPIMZEU4LTD58 3140UFS47 2056-06-01 5.000000 0.00 5417336.00 5283085.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2289 B1V7KEBTPIMZEU4LTD58 3140U5RK4 2056-03-01 5.500000 0.00 1914686.00 1923818.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9385 B1V7KEBTPIMZEU4LTD58 3140UDNB1 2056-05-01 6.000000 0.00 3708390.00 3803813.95 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0187 B1V7KEBTPIMZEU4LTD58 3140UFF58 2056-05-01 4.500000 0.00 1013010.00 963113.13 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9125 B1V7KEBTPIMZEU4LTD58 3140XRD77 2052-04-01 3.500000 0.00 36783488.00 27612874.17 Agency Mortgage-Backed Securities FNMS 03.000 CKMA2270 B1V7KEBTPIMZEU4LTD58 31418BQY5 2045-05-01 3.000000 0.00 175994624.00 12223514.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4962 B1V7KEBTPIMZEU4LTD58 3140W5QQ0 2053-11-01 5.500000 0.00 72601856.00 71342227.75 Agency Mortgage-Backed Securities FNMS 04.500 CLFA3287 B1V7KEBTPIMZEU4LTD58 3140W3UM9 2053-12-01 4.500000 0.00 278652000.00 249999317.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5059 B1V7KEBTPIMZEU4LTD58 3140XLTR9 2048-11-01 3.500000 0.00 2200000.00 1505054.37 Agency Mortgage-Backed Securities FEPC 05.500 CLTA7209 S6XOOCT0IEG5ABCC6L87 3142JWAK2 2056-02-01 5.500000 0.00 5031728.00 4996555.44 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 4480000000.00 4480000000.00 0.0115 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 3.650000% ARP1KGSZ7 7TK5RJIZDFROZCA6XF66 0000812291 ARP1KGSZ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2025-122 PL 549300M8ZYFG0OCMTT87 38381PMY6 2055-07-20 5.000000 0.00 2417000.00 2155296.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1000.00 913.03 U.S. Treasuries (including strips) Freddie Mac 2549001DPIFGXC1TOL40 3134HCNV7 2029-01-09 4.000000 0.00 50000.00 49618.62 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCZA0 2029-03-12 4.150000 0.00 44000.00 44426.47 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCAU3 2029-11-23 3.750000 0.00 25000.00 24660.05 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCWD7 2029-09-11 3.875000 0.00 20000.00 20018.61 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137FR3G4 2050-02-25 2.500000 0.00 1000000.00 204898.61 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCMY8 2031-02-27 4.150000 0.00 10000.00 9990.92 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137HMSS0 2036-07-25 5.500000 0.00 4514539.00 4304168.86 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HDK25 2054-07-25 0.125000 0.00 50000000.00 21815834.92 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3130B7S47 2031-09-26 4.550000 0.00 10000.00 10028.40 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ARTE1 2032-04-26 4.100000 0.00 50000.00 48897.62 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8SG8 2028-12-05 4.000000 0.00 10000.00 9960.74 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9HD5 2035-02-26 4.670000 0.00 90000.00 89089.64 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AFLC9 2033-12-21 4.000000 0.00 20000.00 19066.55 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B35R0 2029-10-02 4.250000 0.00 15000.00 15150.70 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9Q37 2033-03-17 4.350000 0.00 100000.00 98750.97 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9HX1 2028-05-18 3.750000 0.00 10000.00 9965.50 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AKX50 2028-08-11 1.000000 0.00 50000.00 47030.41 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJN88 2040-06-08 2.170000 0.00 50000.00 34907.09 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9B90 2031-01-29 4.100000 0.00 20000.00 19644.54 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ALW83 2026-10-16 1.250000 0.00 25000.00 10815.53 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8QY1 2034-12-11 4.800000 0.00 85000.00 83537.04 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ALGG3 2029-03-01 1.330000 0.00 30000.00 27929.39 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130BAAW7 2029-04-23 4.250000 0.00 25000.00 25020.41 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AGVG7 2029-08-15 2.375000 0.00 25000.00 23860.61 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130APXT7 2026-12-17 1.600000 0.00 20000.00 19862.49 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7S62 2034-09-26 4.920000 0.00 25000.00 24872.33 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9GL8 2031-02-12 4.200000 0.00 25000.00 25062.44 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8P30 2038-06-04 5.150000 0.00 40000.00 39045.29 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8XT4 2038-12-29 5.075000 0.00 50000.00 48360.01 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8ZB1 2029-01-16 3.900000 0.00 25000.00 24752.55 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9KA7 2036-02-26 4.740000 0.00 30000.00 29652.19 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 10001000.00 9843744.28 U.S. Treasuries (including strips) GNRM 2026-045 L 549300M8ZYFG0OCMTT87 38385N5V2 2056-03-20 5.000000 0.00 46719009.00 45563717.37 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3130B8RG9 2035-12-12 5.000000 0.00 100000.00 98618.46 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AEJQ4 2033-07-11 3.930000 0.00 30000.00 28538.62 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8UA8 2033-12-15 4.700000 0.00 55000.00 54131.25 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9KT6 2029-03-05 3.750000 0.00 90000.00 90041.43 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCNS4 2028-01-14 3.700000 0.00 75000.00 74513.27 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCVR7 2031-02-26 3.750000 0.00 50000.00 49343.14 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B2VT9 2029-09-27 3.700000 0.00 50000.00 49500.02 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B94H0 2040-01-23 5.280000 0.00 50000.00 48400.27 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8BC5 2031-11-06 4.250000 0.00 10000.00 9881.10 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B94J6 2041-01-22 5.300000 0.00 25000.00 24258.38 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9E63 2036-02-11 4.800000 0.00 100000.00 99111.77 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENZH6 2042-06-27 5.480000 0.00 75000.00 73003.99 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWDS6 2036-02-19 4.670000 0.00 25000.00 24661.58 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWAB6 2032-01-14 4.540000 0.00 100000.00 98670.29 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET4M6 2029-06-18 3.850000 0.00 50000.00 49453.68 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET2C0 2031-12-01 4.290000 0.00 75000.00 73903.95 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENFJ4 2031-12-01 2.150000 0.00 50000.00 44481.02 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENQQ6 2032-03-08 3.000000 0.00 10000.00 9319.28 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENSR2 2042-03-24 3.700000 0.00 75000.00 62611.71 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETD87 2031-04-08 4.420000 0.00 14000.00 14017.46 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133END49 2042-07-28 5.250000 0.00 40000.00 37606.38 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKVA1 2034-07-18 2.990000 0.00 20000.00 17735.37 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENCC2 2031-10-27 1.980000 0.00 50000.00 44276.40 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EAG44 2026-08-03 2.630000 0.00 1000000.00 1012935.89 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM4D1 2033-06-01 1.910000 0.00 27000.00 22718.29 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM6H0 2033-09-27 1.900000 0.00 20000.00 16722.35 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL2Z6 2030-08-06 0.940000 0.00 50000.00 43744.27 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENBD1 2041-10-21 2.375000 0.00 15000.00 10405.62 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM6G2 2031-09-22 1.620000 0.00 53000.00 46282.36 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCMG1 2029-01-08 4.000000 0.00 50000.00 49616.43 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GC4E2 2029-11-07 4.000000 0.00 10000.00 9939.90 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKFQ4 2029-04-04 3.070000 0.00 60000.00 58780.35 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKKA3 2029-05-02 3.150000 0.00 102000.00 99694.85 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM2H4 2036-08-12 2.220000 0.00 40000.00 31900.87 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKWW2 2039-07-26 3.050000 0.00 30000.00 23883.95 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ERTU5 2039-09-19 5.240000 0.00 50000.00 49109.07 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ELEN0 2029-12-18 2.250000 0.00 95000.00 88809.94 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMWF5 2033-04-19 2.220000 0.00 50000.00 43123.20 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENTD2 2032-09-29 3.540000 0.00 55000.00 52236.56 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENPM6 2035-02-23 3.250000 0.00 45000.00 40384.53 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMR79 2031-07-14 1.600000 0.00 25000.00 21812.14 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9KX7 2035-03-02 4.650000 0.00 10000.00 9900.85 Agency Debentures and Agency Strips GNRM 2024-142 EL 549300M8ZYFG0OCMTT87 38384XAY9 2054-07-20 5.000000 0.00 716888.00 674559.11 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 251782600.00 249999979.19 U.S. Treasuries (including strips) Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKHK5 2029-04-17 2.960000 0.00 30000.00 29175.27 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMV74 2029-04-26 1.400000 0.00 20000.00 18559.43 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMYY2 2029-05-11 1.600000 0.00 40000.00 37221.74 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET2Q9 2040-12-03 5.375000 0.00 40000.00 39229.71 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B6ZU3 2032-07-28 5.090000 0.00 70000.00 69621.94 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8LP5 2032-11-26 4.850000 0.00 15000.00 14945.19 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETM53 2032-10-27 4.660000 0.00 37000.00 36832.46 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETW29 2030-08-19 4.170000 0.00 10000.00 10028.98 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENWZ9 2042-05-19 4.980000 0.00 95000.00 89416.57 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETZU4 2039-09-26 5.440000 0.00 100000.00 99296.99 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWFX3 2029-03-05 3.700000 0.00 25000.00 24933.26 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWLM0 2030-04-15 4.210000 0.00 35000.00 35066.15 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCM69 2030-12-30 4.100000 0.00 25000.00 25012.73 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7QZ0 2032-09-23 4.850000 0.00 15000.00 15102.89 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7SA3 2035-09-24 5.050000 0.00 25000.00 24912.63 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ASDM8 2032-06-22 4.550000 0.00 10000.00 9843.91 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7MM3 2032-03-16 4.750000 0.00 100000.00 100626.75 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130APEP6 2031-10-07 1.900000 0.00 25000.00 22148.37 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AQ3Q4 2031-12-15 2.200000 0.00 80000.00 71356.33 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ARJR3 2032-04-08 3.590000 0.00 25000.00 23979.94 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJRV3 2030-07-08 1.350000 0.00 25000.00 22262.31 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8A85 2040-10-30 5.375000 0.00 100000.00 98012.25 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AFAT4 2033-11-02 4.090000 0.00 100000.00 95694.54 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B85M0 2029-07-09 4.000000 0.00 50000.00 49413.07 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B2WN1 2029-10-10 4.250000 0.00 55000.00 33926.48 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJL31 2031-05-19 1.600000 0.00 15000.00 13184.16 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AMQH8 2027-06-15 1.250000 0.00 85000.00 41528.20 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GAUS6 2028-09-13 4.000000 0.00 6000.00 6040.41 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137HJ6G7 2051-05-25 5.000000 0.00 2250000.00 1084795.02 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCDL6 2031-01-13 4.150000 0.00 15000.00 14789.33 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCQ73 2030-03-04 4.000000 0.00 65000.00 65109.22 Agency Debentures and Agency Strips GNRM 2024-024 AD 549300M8ZYFG0OCMTT87 38384JY73 2052-03-20 5.000000 0.00 2000000.00 1022564.99 Agency Collateralized Mortgage Obligation GNRM 2026-090 AT 549300M8ZYFG0OCMTT87 38385SSM6 2056-05-20 4.500000 0.00 20000000.00 18807638.63 Agency Collateralized Mortgage Obligation GNRM 2026-035 DT 549300M8ZYFG0OCMTT87 38385MUM6 2054-04-20 4.500000 0.00 30631944.00 26882778.41 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GB7E9 2056-05-25 4.316100 0.00 35341342.00 35278906.11 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3134GV6J2 2040-07-13 2.150000 0.00 100000.00 69240.60 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G4D34 2030-07-29 1.300000 0.00 30000.00 26584.75 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMT77 2031-07-21 1.790000 0.00 25000.00 22008.11 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM6J6 2033-09-27 2.000000 0.00 70000.00 58780.46 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENHK9 2036-12-15 2.740000 0.00 75000.00 61484.41 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENHC7 2026-12-14 1.600000 0.00 12000.00 11922.01 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EKNK8 2039-06-03 3.490000 0.00 25000.00 21014.59 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ELY99 2028-07-27 1.020000 0.00 25000.00 23444.51 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM4B5 2033-09-01 1.870000 0.00 17000.00 14239.76 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMTF9 2033-03-15 2.140000 0.00 25000.00 21659.76 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMXD9 2041-04-22 2.750000 0.00 40000.00 30143.42 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET4K0 2028-12-18 3.800000 0.00 23000.00 22779.43 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENEN6 2027-11-22 1.580000 0.00 22000.00 21326.21 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HB4B4 2030-11-07 4.000000 0.00 24000.00 23706.42 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 11000.00 12077.74 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134GW5T9 2028-10-30 1.000000 0.00 30000.00 27944.70 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134GWCL8 2034-07-27 1.600000 0.00 75000.00 59312.76 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134GWTJ5 2030-06-25 1.250000 0.00 5000.00 4453.74 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137HBFD1 2050-06-25 5.500000 0.00 4100000.00 549212.58 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3130B9FT2 2029-11-26 4.000000 0.00 35000.00 34727.74 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMLL4 2040-12-21 2.070000 0.00 20000.00 13725.26 Agency Debentures and Agency Strips GNRM 2013-69 PD 549300M8ZYFG0OCMTT87 38378TPP9 2043-05-20 2.000000 0.00 5000000.00 189199.89 Agency Collateralized Mortgage Obligation GNRM 2021-194 KT 549300M8ZYFG0OCMTT87 38383DDS4 2051-11-20 5.500000 0.00 7200000.00 5337096.85 Agency Collateralized Mortgage Obligation GNRM 2012-074 AD 549300M8ZYFG0OCMTT87 38375C2B5 2042-01-20 2.000000 0.00 5500000.00 147405.67 Agency Collateralized Mortgage Obligation GNRM 2025-140 PL 549300M8ZYFG0OCMTT87 38381QAP6 2055-08-20 5.000000 0.00 3673929.00 3315929.11 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 150086500.00 151998171.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 233000000.00 232530101.05 U.S. Treasuries (including strips) Fannie Mae B1V7KEBTPIMZEU4LTD58 3135GAAP6 2028-12-15 1.100000 0.00 30000.00 27814.19 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134GSAT2 2037-12-28 2.700000 0.00 30000.00 24013.02 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137HQMR9 2049-02-25 4.500000 0.00 750000.00 677709.20 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HPUZ4 2056-02-25 4.466100 0.00 72165000.00 70369707.88 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET4F1 2032-12-15 4.625000 0.00 40000.00 39485.71 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137H0K23 2051-06-25 5.500000 0.00 3000000.00 1855274.54 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ERWV9 2037-10-08 5.030000 0.00 100000.00 97840.56 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3137HBRD8 2050-02-25 5.500000 0.00 3800000.00 1002149.03 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWMX5 2029-04-30 4.030000 0.00 45000.00 45156.64 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET3U9 2029-12-10 4.110000 0.00 10000.00 9904.68 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETW37 2031-11-17 4.580000 0.00 60000.00 59741.49 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETYP6 2035-09-17 4.970000 0.00 45000.00 44759.85 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWFV7 2029-03-06 3.520000 0.00 15000.00 14918.95 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EK4S2 2034-10-30 2.580000 0.00 75000.00 64358.55 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETZK6 2032-03-24 4.700000 0.00 47000.00 47011.78 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL5F7 2028-12-01 1.030000 0.00 20000.00 18575.81 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL2C7 2030-07-29 1.230000 0.00 54000.00 47654.75 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ELMX9 2035-02-14 2.650000 0.00 25000.00 21499.13 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EJE47 2028-10-04 3.700000 0.00 8000.00 7977.03 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM2B7 2041-08-09 2.450000 0.00 10000.00 7220.05 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMWN8 2029-04-19 1.700000 0.00 15000.00 14038.00 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENEA4 2034-11-16 2.430000 0.00 25000.00 21034.16 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENUK4 2042-04-14 4.440000 0.00 15000.00 13575.07 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETC21 2028-10-02 3.890000 0.00 35000.00 35064.67 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETZS9 2033-09-29 4.800000 0.00 40000.00 39899.47 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL6W9 2028-09-14 1.000000 0.00 25000.00 23411.11 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENUC2 2030-04-11 3.600000 0.00 10000.00 9796.26 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENWW6 2032-05-17 4.370000 0.00 10000.00 9887.10 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET5E3 2027-12-23 3.375000 0.00 100000.00 99128.05 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL4Q4 2035-08-20 1.690000 0.00 20000.00 15376.84 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL5X8 2031-03-03 1.350000 0.00 5000.00 4377.23 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMAG7 2035-09-17 1.680000 0.00 60000.00 46138.40 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 112670700.00 106555496.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 447400.00 450007.51 U.S. Treasuries (including strips) Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENRL6 2028-03-14 2.400000 0.00 35000.00 34292.38 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENTX8 2032-04-05 3.800000 0.00 78000.00 75213.87 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9LG3 2031-02-19 4.000000 0.00 85000.00 84672.15 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7SW5 2031-10-01 4.570000 0.00 25000.00 25024.21 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJKS7 2030-05-07 1.500000 0.00 20000.00 18022.96 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8MB5 2032-11-24 4.600000 0.00 75000.00 74188.28 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AKYP5 2028-02-25 1.000000 0.00 35000.00 33422.77 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AGE76 2029-05-09 3.150000 0.00 25000.00 24376.88 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AQL84 2030-01-25 2.000000 0.00 50000.00 46188.92 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B3DL4 2039-10-21 5.125000 0.00 100000.00 97810.21 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7MK7 2033-09-15 4.950000 0.00 70000.00 70391.30 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9GG9 2046-02-13 5.240000 0.00 10000.00 9587.27 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJBZ1 2040-03-23 2.470000 0.00 90000.00 66282.59 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AKZW9 2030-11-25 1.400000 0.00 55000.00 48746.43 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET3M7 2032-12-08 4.590000 0.00 5000.00 4937.59 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134GWGD2 2030-07-29 1.250000 0.00 25000.00 22099.86 Agency Debentures and Agency Strips GNRM 2021-083 LQ 549300M8ZYFG0OCMTT87 38382QRD4 2051-05-20 5.500000 0.00 3200000.00 2114167.62 Agency Collateralized Mortgage Obligation GNRM 2017-93 A 549300M8ZYFG0OCMTT87 38380FHQ2 2047-02-20 2.500000 0.00 1050000.00 221866.83 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 100.00 100.82 U.S. Treasuries (including strips) GNRM 2026-090 PL 549300M8ZYFG0OCMTT87 38385SRA3 2056-05-20 5.000000 0.00 3496158.00 3125609.54 Agency Collateralized Mortgage Obligation GNRM 2020-015 CW 549300M8ZYFG0OCMTT87 38382CSA0 2050-02-20 2.500000 0.00 5000000.00 2479124.82 Agency Collateralized Mortgage Obligation GNRA 2025-208 CF 549300M8ZYFG0OCMTT87 38385KHG8 2065-12-20 4.771400 0.00 50000000.00 48085276.71 Agency Collateralized Mortgage Obligation GNRM 2024-142 GL 549300M8ZYFG0OCMTT87 38384XBA0 2054-09-20 5.000000 0.00 596042.00 524615.70 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HK7E8 2036-01-25 5.500000 0.00 29724125.00 27191635.04 Agency Collateralized Mortgage Obligation Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMR95 2036-07-14 2.310000 0.00 40000.00 31862.55 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENPE4 2032-02-23 2.940000 0.00 55000.00 51222.12 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMVH2 2028-04-05 1.570000 0.00 25000.00 24021.22 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EREW7 2031-05-20 5.090000 0.00 4000.00 4034.46 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EL2K9 2029-07-30 1.120000 0.00 55000.00 50027.83 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENGD6 2028-12-06 1.780000 0.00 25000.00 23602.66 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENAW0 2028-10-12 1.520000 0.00 75000.00 70951.14 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENYS3 2037-06-15 4.850000 0.00 100000.00 96406.52 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCP25 2031-03-03 4.250000 0.00 21000.00 20974.74 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCRU1 2029-03-16 4.050000 0.00 5000.00 5029.01 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ELTG9 2029-03-13 1.125000 0.00 100000.00 92566.75 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENEC0 2035-11-16 2.500000 0.00 35000.00 28911.90 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETQ42 2029-11-06 3.990000 0.00 25000.00 24838.07 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMAY8 2030-09-23 1.220000 0.00 25000.00 22066.22 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENLS7 2032-01-26 2.320000 0.00 35000.00 31281.40 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENTF7 2042-04-04 4.000000 0.00 57000.00 49319.31 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET7M3 2030-01-14 3.870000 0.00 23000.00 22633.09 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EJSF7 2033-06-20 3.990000 0.00 11000.00 10574.02 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWND8 2028-10-30 4.050000 0.00 7000.00 7007.08 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENTB6 2032-03-29 3.540000 0.00 14000.00 13373.41 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ET3J4 2032-12-08 4.750000 0.00 5000.00 4955.11 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM2A9 2033-08-09 1.875000 0.00 6000.00 5039.92 Agency Debentures and Agency Strips Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1060000000.00 1060000000.00 0.0027 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.640000% ARP1KGT86 ZBUT11V806EZRVTWT807 0000782124 ARP1KGT86 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 1200.00 875.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 41985700.00 41586506.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 12116000.00 11935503.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 28704200.00 29561989.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 256736000.00 249997621.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 200.00 197.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 251481600.00 249977111.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 200.00 205.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 100.00 89.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 8100.00 7552.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 218698800.00 217624719.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 348740800.00 249999343.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 334406400.00 249999423.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 268100000.00 249992435.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 399239900.00 245419725.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 6101400.00 4352713.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 146243600.00 143642315.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 257152000.00 249998888.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 1310700.00 1243066.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 87437100.00 86041949.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 68.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 364250400.00 249999651.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 9700.00 8182.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 26162300.00 19460779.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 313070400.00 249999776.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 225.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 346774400.00 249999342.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 600.00 591.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 258326400.00 249998413.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 351675200.00 249999175.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 100.00 99.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 291978400.00 249999423.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 25727300.00 23316815.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625000 0.00 300.00 313.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 319412800.00 249998945.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 265976000.00 247886590.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 310984000.00 249999500.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 244384000.00 235109348.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 800.00 672.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 473482400.00 249999764.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 100.00 99.23 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 4958000000.00 4958000000.00 0.0127 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.640000% ARP1KGT94 ZBUT11V806EZRVTWT807 0000782124 ARP1KGT94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 256686400.00 249999984.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 367245600.00 249999895.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 347112000.00 249999494.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 1100.00 781.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 2265600.00 2111513.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 800.00 591.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 268732800.00 249999478.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 249150400.00 249999255.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 255588000.00 249999759.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 25824900.00 26210888.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 285792000.00 249999109.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 254860800.00 249998438.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 289624000.00 249999966.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1000.00 941.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 253574400.00 249996961.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 255307200.00 249999862.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 234163000.00 158004314.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 343360000.00 249999977.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 329714400.00 249999949.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 412868800.00 249999357.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 290444800.00 249999791.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 250979200.00 249999126.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 700.00 523.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 285638400.00 249999107.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 279924800.00 249999648.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 301667200.00 249997510.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 621200.00 395777.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 279756000.00 249999396.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 257016000.00 249999463.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 250547200.00 249998501.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1571400.00 1031130.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 246823200.00 249999774.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 266550400.00 249999981.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 262790400.00 249998870.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 397273600.00 249999127.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 244566400.00 249996890.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 255454400.00 249999418.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 133128400.00 116287636.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 342550400.00 249999073.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 252932800.00 249998779.52 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 7651000000.00 7651000000.00 0.0196 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.640000% ARP1KGTA1 549300H47WTHXPU08X20 ARP1KGTA1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 76000.00 76850.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UV7 2026-08-25 0.00 0.00 16941400.00 16904078.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 1020204800.00 1004744616.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 2526300.00 2531191.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 831598400.00 832983449.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 22869700.00 23057422.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 2049718400.00 2017095081.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 26435200.00 26432556.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 1540492100.00 1547461799.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1068824000.00 1060464727.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 3025900.00 3031493.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 74664600.00 74571925.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 16452700.00 16427387.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 89662600.00 89240229.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 2742400.00 2697238.16 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 6586000000.00 6586000000.00 0.0169 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.640000% ARP1KGTB9 549300H47WTHXPU08X20 ARP1KGTB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 400.00 395.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 100.00 99.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 35256000.00 35195959.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 1600.00 1615.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 32272000.00 32244310.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UW5 2026-09-01 0.00 0.00 30400.00 30311.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 11192200.00 11067093.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 300.00 296.65 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 77000000.00 77000000.00 0.0002 N Y Y N FICC - JPMORGAN CHASE & CO FICC - JPMORGAN CHASE & CO 3.650000% ARP1KGTC7 549300H47WTHXPU08X20 ARP1KGTC7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y GNII SF DT7686 C 549300M8ZYFG0OCMTT87 3618W7RF4 2056-07-20 6.000000 0.00 2134332.00 2201371.37 Agency Mortgage-Backed Securities GNII SF DM9519 C 549300M8ZYFG0OCMTT87 3618M0SG7 2055-09-20 6.500000 0.00 30246432.00 31864317.28 Agency Mortgage-Backed Securities GNII SF BS7619 C 549300M8ZYFG0OCMTT87 3617MJPC0 2050-06-20 3.000000 0.00 1163360.00 511881.75 Agency Mortgage-Backed Securities GNII SF DR6394 C 549300M8ZYFG0OCMTT87 3618VFC71 2056-05-20 6.000000 0.00 2367392.00 2429077.92 Agency Mortgage-Backed Securities GNII ET DL2555 C 549300M8ZYFG0OCMTT87 3618LDZU1 2066-02-20 5.500000 0.00 705416.00 705236.01 Agency Mortgage-Backed Securities GNII SF BA1194 C 549300M8ZYFG0OCMTT87 3617ADKF4 2047-06-20 3.500000 0.00 1165932.00 249312.25 Agency Mortgage-Backed Securities GNII SF CP4690 C 549300M8ZYFG0OCMTT87 3617FUF75 2038-11-20 6.500000 0.00 1333718.00 767013.92 Agency Mortgage-Backed Securities GNII SF DS0840 C 549300M8ZYFG0OCMTT87 3618VL4Z5 2056-07-20 5.500000 0.00 1049492.00 1081203.80 Agency Mortgage-Backed Securities GNII ET DK3902 C 549300M8ZYFG0OCMTT87 3618L3KP0 2065-04-20 6.500000 0.00 1754426.00 1559522.51 Agency Mortgage-Backed Securities GNII SF DR6258 C 549300M8ZYFG0OCMTT87 3618VE5T4 2056-06-20 5.500000 0.00 1494584.00 1497543.10 Agency Mortgage-Backed Securities GNII SF DO6777 C 549300M8ZYFG0OCMTT87 3618V3Q65 2056-01-20 6.500000 0.00 2242780.00 2418513.55 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 B1V7KEBTPIMZEU4LTD58 31418ED64 2052-06-01 3.000000 0.00 4110000.00 2769403.06 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5389 S6XOOCT0IEG5ABCC6L87 31427S7B8 2056-05-01 4.500000 0.00 145238784.00 136980345.50 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3000 S6XOOCT0IEG5ABCC6L87 31427QKN1 2055-08-01 6.500000 0.00 282392960.00 238139819.82 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5754 S6XOOCT0IEG5ABCC6L87 3142GWMC0 2056-01-01 6.500000 0.00 15070096.00 14467382.23 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8949 S6XOOCT0IEG5ABCC6L87 3142KA5K4 2056-07-01 5.500000 0.00 12097264.00 12189957.27 Agency Mortgage-Backed Securities FNMS 04.000 CKMA4826 B1V7KEBTPIMZEU4LTD58 31418ELG3 2052-09-01 4.000000 0.00 727590.00 615469.58 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5425 B1V7KEBTPIMZEU4LTD58 31418FA31 2039-07-01 5.500000 0.00 96532.00 42660.50 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5482 B1V7KEBTPIMZEU4LTD58 31418FCU9 2044-09-01 6.500000 0.00 189220.00 106659.71 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6931 B1V7KEBTPIMZEU4LTD58 3140XNVZ4 2053-01-01 5.500000 0.00 500000.00 380150.36 Agency Mortgage-Backed Securities FNMS 02.500 CIFM8991 B1V7KEBTPIMZEU4LTD58 3140XC7D4 2036-09-01 2.500000 0.00 11253000.00 5224914.19 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8002 B1V7KEBTPIMZEU4LTD58 3140XB3L2 2036-07-01 3.000000 0.00 281471.00 117879.81 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8965 B1V7KEBTPIMZEU4LTD58 3140XC6B9 2051-10-01 2.500000 0.00 1400000.00 823419.30 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6558 B1V7KEBTPIMZEU4LTD58 3140XAJC7 2051-03-01 2.000000 0.00 546472.00 321644.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4572 B1V7KEBTPIMZEU4LTD58 3140XLCJ5 2053-05-01 5.500000 0.00 89144832.00 65089470.43 Agency Mortgage-Backed Securities FNMS 02.500 CIFA5589 B1V7KEBTPIMZEU4LTD58 3140W6F72 2036-05-01 2.500000 0.00 25378656.00 22843131.82 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6433 B1V7KEBTPIMZEU4LTD58 3140W7EF3 2054-05-01 5.000000 0.00 22047616.00 21638272.62 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5390 S6XOOCT0IEG5ABCC6L87 3133KY7B9 2046-03-01 4.500000 0.00 107299072.00 100134935.21 Agency Mortgage-Backed Securities FNMS 02.000 CIAR4353 B1V7KEBTPIMZEU4LTD58 3138W1ZT7 2028-07-01 2.000000 0.00 1077766.00 18794.39 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7332 S6XOOCT0IEG5ABCC6L87 3133C8ED3 2053-07-01 6.500000 0.00 100000.00 53376.98 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1491 S6XOOCT0IEG5ABCC6L87 3132ADUQ9 2048-11-01 3.500000 0.00 46865984.00 10321280.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6083 S6XOOCT0IEG5ABCC6L87 31329PXL2 2048-12-01 4.500000 0.00 1300000.00 135912.30 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2443 S6XOOCT0IEG5ABCC6L87 3132DPWC8 2052-10-01 4.500000 0.00 532000.00 394349.48 Agency Mortgage-Backed Securities FNMS 03.500 CQAQ7913 B1V7KEBTPIMZEU4LTD58 3138MPYK5 2032-12-01 3.500000 0.00 600000.00 58720.19 Agency Mortgage-Backed Securities FNMS 07.000 CL645360 B1V7KEBTPIMZEU4LTD58 31390F5V7 2032-06-01 7.000000 0.00 5910000.00 9347.38 Agency Mortgage-Backed Securities FNMS 05.500 CIDB6489 B1V7KEBTPIMZEU4LTD58 3140AGF74 2039-06-01 5.500000 0.00 1722472.00 853050.91 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0560 B1V7KEBTPIMZEU4LTD58 3140FXTS1 2061-09-01 2.500000 0.00 2000000.00 1089261.71 Agency Mortgage-Backed Securities FNMS 06.500 CKDF5939 B1V7KEBTPIMZEU4LTD58 3140BWS58 2055-11-01 6.500000 0.00 3920476.00 4031934.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3168 B1V7KEBTPIMZEU4LTD58 3140BTQW8 2055-10-01 6.000000 0.00 600000.00 477628.10 Agency Mortgage-Backed Securities FNMS 05.500 CL840231 B1V7KEBTPIMZEU4LTD58 31407TPQ7 2035-10-01 5.500000 0.00 983644.00 13504.30 Agency Mortgage-Backed Securities FNMS 02.000 CIAZ9016 B1V7KEBTPIMZEU4LTD58 3140E2AS0 2030-10-01 2.000000 0.00 188147.00 25660.90 Agency Mortgage-Backed Securities FNMS 03.000 CIBD7182 B1V7KEBTPIMZEU4LTD58 3140FE6U3 2032-04-01 3.000000 0.00 1906776.00 259045.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5906 B1V7KEBTPIMZEU4LTD58 3140BWR42 2055-12-01 6.000000 0.00 2633736.00 2684538.33 Agency Mortgage-Backed Securities FNMS 02.500 CICA9148 B1V7KEBTPIMZEU4LTD58 3140QHEW1 2036-02-01 2.500000 0.00 1257260.00 521357.13 Agency Mortgage-Backed Securities FNMS 06.500 CIBV1597 B1V7KEBTPIMZEU4LTD58 3140MEX35 2040-04-01 6.500000 0.00 1282902.00 940515.68 Agency Mortgage-Backed Securities FNMS 02.500 CICA9446 B1V7KEBTPIMZEU4LTD58 3140QHP82 2036-03-01 2.500000 0.00 33206440.00 12729920.70 Agency Mortgage-Backed Securities FNMS 04.500 CVCA4241 B1V7KEBTPIMZEU4LTD58 3140QBWB0 2034-03-01 4.500000 0.00 2050852.00 392691.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6195 B1V7KEBTPIMZEU4LTD58 3140UM3D9 2056-07-01 6.000000 0.00 2346244.00 2412060.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDH4676 B1V7KEBTPIMZEU4LTD58 3140ULFS5 2056-07-01 6.000000 0.00 7420672.00 7388422.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5759 B1V7KEBTPIMZEU4LTD58 3140UMMH9 2056-07-01 5.000000 0.00 10523952.00 10258791.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1338 B1V7KEBTPIMZEU4LTD58 3140UGPY2 2056-06-01 5.500000 0.00 15147664.00 15195578.55 Agency Mortgage-Backed Securities FNMS 05.000 CIDF9429 B1V7KEBTPIMZEU4LTD58 3140U1PP4 2041-02-01 5.000000 0.00 1277118.00 1200751.89 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2097 B1V7KEBTPIMZEU4LTD58 3140UHKK5 2056-06-01 6.000000 0.00 1197174.00 1228337.38 Agency Mortgage-Backed Securities FNMS 04.500 CIDF9596 B1V7KEBTPIMZEU4LTD58 3140U1UW3 2041-03-01 4.500000 0.00 5229632.00 5061838.42 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0332 B1V7KEBTPIMZEU4LTD58 3140U3LN9 2056-02-01 4.500000 0.00 3044056.00 2794424.58 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2980 B1V7KEBTPIMZEU4LTD58 3140U6J21 2056-02-01 4.500000 0.00 8806432.00 8304154.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3659 B1V7KEBTPIMZEU4LTD58 3140U7B50 2056-03-01 5.000000 0.00 3592880.00 3503694.50 Agency Mortgage-Backed Securities FNMS 04.500 CTDF9568 B1V7KEBTPIMZEU4LTD58 3140U1T21 2046-01-01 4.500000 0.00 1395762.00 1281306.56 Agency Mortgage-Backed Securities FNMS 06.000 CIDG1577 B1V7KEBTPIMZEU4LTD58 3140U4XF1 2041-02-01 6.000000 0.00 3065200.00 3061495.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9925 B1V7KEBTPIMZEU4LTD58 3140U2A37 2056-01-01 5.500000 0.00 10160032.00 10131897.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6091 B1V7KEBTPIMZEU4LTD58 3140UMXV6 2056-07-01 5.000000 0.00 2189252.00 2137188.67 Agency Mortgage-Backed Securities FEPC 02.500 CISB1131 S6XOOCT0IEG5ABCC6L87 3132CXHG0 2037-06-01 2.500000 0.00 26119808.00 17104709.74 Agency Mortgage-Backed Securities FNMS 06.000 CIDD3352 B1V7KEBTPIMZEU4LTD58 3140B3WN8 2040-02-01 6.000000 0.00 1321150.00 873181.19 Agency Mortgage-Backed Securities FNMS 07.000 CLBM4313 B1V7KEBTPIMZEU4LTD58 3140J8YK3 2030-03-01 7.000000 0.00 437924.00 15057.82 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7673 S6XOOCT0IEG5ABCC6L87 3133KPQ27 2052-07-01 4.500000 0.00 11668000.00 8492310.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2706 B1V7KEBTPIMZEU4LTD58 3140MUAG5 2056-01-01 5.000000 0.00 2508200.00 2443589.15 Agency Mortgage-Backed Securities FNMS 04.500 CIBV6140 B1V7KEBTPIMZEU4LTD58 3140MKZE5 2040-09-01 4.500000 0.00 1191304.00 1128423.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBW2828 B1V7KEBTPIMZEU4LTD58 3140MUEA4 2056-04-01 5.500000 0.00 7581248.00 7585675.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0502 B1V7KEBTPIMZEU4LTD58 3140QKRY6 2051-05-01 2.000000 0.00 4400000.00 2412497.70 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8192 B1V7KEBTPIMZEU4LTD58 3140UCC66 2056-06-01 5.000000 0.00 2473888.00 2421630.35 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5830 B1V7KEBTPIMZEU4LTD58 3140UMPQ6 2056-07-01 5.500000 0.00 7272232.00 7286771.61 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2004 B1V7KEBTPIMZEU4LTD58 3140U5GN0 2056-02-01 5.000000 0.00 13643472.00 12718468.65 Agency Mortgage-Backed Securities FNMS 05.000 CIDC2037 B1V7KEBTPIMZEU4LTD58 3140APHP2 2039-09-01 5.000000 0.00 1047394.00 688340.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDC6828 B1V7KEBTPIMZEU4LTD58 3140AUSS3 2054-12-01 6.000000 0.00 100000.00 79310.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0856 B1V7KEBTPIMZEU4LTD58 3140JG5S0 2048-10-01 4.500000 0.00 18500192.00 3391538.07 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8444 B1V7KEBTPIMZEU4LTD58 3140XCL22 2036-06-01 2.000000 0.00 557000.00 214352.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3827 B1V7KEBTPIMZEU4LTD58 3140XKHD5 2053-02-01 5.500000 0.00 56926144.00 40654833.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8686 B1V7KEBTPIMZEU4LTD58 3140XQUL9 2053-07-01 2.500000 0.00 14000.00 10010.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7479 B1V7KEBTPIMZEU4LTD58 3140XBJZ4 2050-01-01 4.500000 0.00 3622416.00 1092545.68 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7084 B1V7KEBTPIMZEU4LTD58 3140XN2S2 2052-08-01 4.000000 0.00 1967330.00 1398770.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8441 B1V7KEBTPIMZEU4LTD58 3140UCLX7 2056-05-01 5.000000 0.00 15282944.00 14894375.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6187 B1V7KEBTPIMZEU4LTD58 3140U92V9 2056-04-01 5.000000 0.00 8955488.00 8710027.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6543 B1V7KEBTPIMZEU4LTD58 3140UNHV2 2056-07-01 5.000000 0.00 2008928.00 1962245.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDH3699 B1V7KEBTPIMZEU4LTD58 3140UKDD2 2056-06-01 6.500000 0.00 1673140.00 1744641.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4923 B1V7KEBTPIMZEU4LTD58 3140U8PH7 2056-05-01 5.000000 0.00 1321294.00 1293866.30 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5106 B1V7KEBTPIMZEU4LTD58 3140U8U81 2056-04-01 4.500000 0.00 12146512.00 11488398.61 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5868 B1V7KEBTPIMZEU4LTD58 31418FQW0 2035-10-01 5.000000 0.00 13674848.00 9217541.69 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 497384.00 344927.13 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3784 B1V7KEBTPIMZEU4LTD58 31418DF23 2049-09-01 3.500000 0.00 6300000.00 433780.76 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5129 B1V7KEBTPIMZEU4LTD58 31418EVX5 2043-08-01 6.000000 0.00 550000.00 309092.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5761 S6XOOCT0IEG5ABCC6L87 31427TMK9 2056-07-01 5.500000 0.00 188967680.00 187790772.38 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6308 S6XOOCT0IEG5ABCC6L87 3142GXAJ6 2056-01-01 4.500000 0.00 5027520.00 4709900.06 Agency Mortgage-Backed Securities FEPC 05.000 CLQX0652 S6XOOCT0IEG5ABCC6L87 31425UWN1 2054-12-01 5.000000 0.00 3896472.00 2939904.85 Agency Mortgage-Backed Securities FEPC 06.000 CLTB5239 S6XOOCT0IEG5ABCC6L87 3142K6ZD6 2056-06-01 6.000000 0.00 9299888.00 9495212.33 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0126 S6XOOCT0IEG5ABCC6L87 3142J6D83 2056-06-01 4.500000 0.00 187769600.00 176918158.80 Agency Mortgage-Backed Securities FEPC 06.000 CLTB4791 S6XOOCT0IEG5ABCC6L87 3142K6KD2 2056-06-01 6.000000 0.00 1500000.00 1540959.05 Agency Mortgage-Backed Securities GNII SF DU3156 C 549300M8ZYFG0OCMTT87 3618WEQH6 2056-07-20 6.500000 0.00 1326596.00 1392179.81 Agency Mortgage-Backed Securities GNII SF DS3475 C 549300M8ZYFG0OCMTT87 3618VP2G0 2056-07-20 5.500000 0.00 1323260.00 1338735.97 Agency Mortgage-Backed Securities GNPL PN DG0410 549300M8ZYFG0OCMTT87 3618JVN37 2060-11-15 5.240000 0.00 251566.00 250158.63 Agency Mortgage-Backed Securities GNII ET DK6630 C 549300M8ZYFG0OCMTT87 3618L6LK3 2065-05-20 6.000000 0.00 2330104.00 1521007.69 Agency Mortgage-Backed Securities GNPL PN BA0358 549300M8ZYFG0OCMTT87 3617ACMF4 2062-03-15 2.920000 0.00 94266.00 78712.69 Agency Mortgage-Backed Securities GNMI SF CN3328 X 549300M8ZYFG0OCMTT87 3617F2VV6 2052-11-15 6.500000 0.00 4186472.00 4187413.92 Agency Mortgage-Backed Securities GNII SF CE6237 C 549300M8ZYFG0OCMTT87 3617VU4W4 2051-08-20 2.500000 0.00 6770000.00 3091327.16 Agency Mortgage-Backed Securities GNII SF DN6550 C 549300M8ZYFG0OCMTT87 3618M9H39 2056-03-20 6.500000 0.00 1507234.00 1566908.62 Agency Mortgage-Backed Securities GNII SF DP0264 C 549300M8ZYFG0OCMTT87 3618MEJH5 2056-01-20 6.500000 0.00 4240232.00 4380560.75 Agency Mortgage-Backed Securities GNII SF MA8803 M 549300M8ZYFG0OCMTT87 36179XX84 2053-04-20 6.500000 0.00 228165.00 78348.78 Agency Mortgage-Backed Securities GNII JM MA8862 M 549300M8ZYFG0OCMTT87 36179XZ33 2051-12-20 3.000000 0.00 790763.00 454671.95 Agency Mortgage-Backed Securities GNII SF DE5819 C 549300M8ZYFG0OCMTT87 3618JBPC9 2054-12-20 7.500000 0.00 3882000.00 3704701.59 Agency Mortgage-Backed Securities GNII SF MA8943 M 549300M8ZYFG0OCMTT87 36179X5C6 2053-05-20 3.000000 0.00 1165306.00 710884.72 Agency Mortgage-Backed Securities FEPC 02.500 CLQB8670 S6XOOCT0IEG5ABCC6L87 3133AFT35 2051-02-01 2.500000 0.00 31489000.00 15562886.58 Agency Mortgage-Backed Securities FNMS 02.000 CIAL8127 B1V7KEBTPIMZEU4LTD58 3138ETA55 2031-01-01 2.000000 0.00 135000.00 10668.05 Agency Mortgage-Backed Securities FNMS 04.500 CLDC3501 B1V7KEBTPIMZEU4LTD58 3140AQ3K6 2054-10-01 4.500000 0.00 971827.00 710350.16 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6542 B1V7KEBTPIMZEU4LTD58 3140BKHU1 2055-08-01 6.500000 0.00 640187.00 478735.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDE6556 B1V7KEBTPIMZEU4LTD58 3140BKJA3 2055-08-01 6.500000 0.00 973832.00 1012036.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4795 B1V7KEBTPIMZEU4LTD58 3138WEKH1 2045-04-01 3.500000 0.00 2810000.00 440641.42 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6001 B1V7KEBTPIMZEU4LTD58 3140B6U37 2055-05-01 6.000000 0.00 1408094.00 1238218.67 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3887 B1V7KEBTPIMZEU4LTD58 3140BGJ95 2056-01-01 6.000000 0.00 1537352.00 1569223.42 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1005 B1V7KEBTPIMZEU4LTD58 3140ANDK2 2054-08-01 6.500000 0.00 7886376.00 5360508.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6002 B1V7KEBTPIMZEU4LTD58 3140B6U45 2055-05-01 6.000000 0.00 2320340.00 2343136.04 Agency Mortgage-Backed Securities FNMS 04.500 CLDH1987 B1V7KEBTPIMZEU4LTD58 3140UHF54 2056-06-01 4.500000 0.00 1577660.00 1495470.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8334 B1V7KEBTPIMZEU4LTD58 3140UCHL8 2056-04-01 5.000000 0.00 4102656.00 4006174.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6199 B1V7KEBTPIMZEU4LTD58 3140W63H3 2056-07-01 5.500000 0.00 70686464.00 70486506.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4076 B1V7KEBTPIMZEU4LTD58 3140W4Q67 2055-12-01 5.500000 0.00 111234176.00 103292467.73 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1710 B1V7KEBTPIMZEU4LTD58 3140Q83U7 2048-05-01 4.500000 0.00 1900000.00 198471.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2468 B1V7KEBTPIMZEU4LTD58 3140NJW67 2053-04-01 5.000000 0.00 2912536.00 2241619.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1626 B1V7KEBTPIMZEU4LTD58 3140QLYY6 2051-09-01 2.500000 0.00 92950000.00 55836294.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0002 B1V7KEBTPIMZEU4LTD58 3140N4AC1 2052-10-01 5.500000 0.00 1503754.00 1129237.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 140259200.00 97416460.80 Agency Mortgage-Backed Securities GNII SF DO9878 C 549300M8ZYFG0OCMTT87 3618V66P8 2056-01-20 5.500000 0.00 9373232.00 9218351.43 Agency Mortgage-Backed Securities GNII AP 787200 M 549300M8ZYFG0OCMTT87 3622AC3H1 2052-09-20 3.000000 0.00 6000000.00 4002021.06 Agency Mortgage-Backed Securities GNMI SF BJ5779 X 549300M8ZYFG0OCMTT87 3617HTM45 2048-09-15 5.500000 0.00 936298.00 183460.49 Agency Mortgage-Backed Securities GNAR AT MB0760 M 549300M8ZYFG0OCMTT87 3618N5Z28 2055-11-20 3.500000 0.00 2923408.00 2817186.93 Agency Mortgage-Backed Securities GNII ET DQ0237 C 549300M8ZYFG0OCMTT87 3618MSHN3 2066-03-20 6.500000 0.00 5622144.00 5037554.79 Agency Mortgage-Backed Securities GNAR AF MB0951 M 549300M8ZYFG0OCMTT87 3618N6BV8 2056-01-20 5.500000 0.00 299653.00 281188.52 Agency Mortgage-Backed Securities GNII SF CU0858 C 549300M8ZYFG0OCMTT87 3618BH5T9 2053-05-20 5.000000 0.00 1173938.00 861775.81 Agency Mortgage-Backed Securities GNII SF DT4802 C 549300M8ZYFG0OCMTT87 3618W4KP6 2056-06-20 5.500000 0.00 1098798.00 1123102.68 Agency Mortgage-Backed Securities GNII SF DT8104 C 549300M8ZYFG0OCMTT87 3618W8AD5 2056-07-20 5.000000 0.00 1278946.00 1266686.88 Agency Mortgage-Backed Securities GNAR AT MB1164 M 549300M8ZYFG0OCMTT87 3618N6JJ7 2056-05-20 3.500000 0.00 18912768.00 18251759.37 Agency Mortgage-Backed Securities GNII ET DO3795 C 549300M8ZYFG0OCMTT87 3618V0GC9 2065-12-20 6.500000 0.00 52007232.00 52520737.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5577 B1V7KEBTPIMZEU4LTD58 3140B6FT7 2055-03-01 6.500000 0.00 1063160.00 729451.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9439 B1V7KEBTPIMZEU4LTD58 3140BNPZ5 2055-09-01 6.000000 0.00 130576.00 101923.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDD9904 B1V7KEBTPIMZEU4LTD58 3140BBAE4 2055-09-01 5.000000 0.00 500000.00 482468.64 Agency Mortgage-Backed Securities FNMS 04.000 CIDF7295 B1V7KEBTPIMZEU4LTD58 3140BYC93 2041-04-01 4.000000 0.00 3791276.00 3427657.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9384 B1V7KEBTPIMZEU4LTD58 3138WKNA9 2047-04-01 3.500000 0.00 42836544.00 11343454.39 Agency Mortgage-Backed Securities FNMS 06.000 CLBW2659 B1V7KEBTPIMZEU4LTD58 3140MT5V1 2056-04-01 6.000000 0.00 2647296.00 2522490.14 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7838 B1V7KEBTPIMZEU4LTD58 3140MMV88 2052-07-01 3.500000 0.00 30049.00 23749.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6920 B1V7KEBTPIMZEU4LTD58 3140BXVN3 2055-12-01 6.000000 0.00 8334032.00 8591127.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9901 B1V7KEBTPIMZEU4LTD58 3140N3AB5 2052-10-01 4.500000 0.00 1100000.00 611535.79 Agency Mortgage-Backed Securities FNMS 07.000 CKDE3618 B1V7KEBTPIMZEU4LTD58 3140BGAU7 2055-07-01 7.000000 0.00 3560850.00 3674523.50 Agency Mortgage-Backed Securities FNMS 07.000 CLDC4640 B1V7KEBTPIMZEU4LTD58 3140ASEN4 2054-09-01 7.000000 0.00 1056640.00 1117377.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2731 B1V7KEBTPIMZEU4LTD58 3140QAA91 2048-11-01 4.500000 0.00 50179264.00 14292612.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6194 B1V7KEBTPIMZEU4LTD58 3140W63C4 2056-07-01 5.000000 0.00 67162880.00 65218797.08 Agency Mortgage-Backed Securities FNMS 07.000 CLDH4923 B1V7KEBTPIMZEU4LTD58 3140ULPH8 2056-07-01 7.000000 0.00 6701144.00 7099888.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2101 B1V7KEBTPIMZEU4LTD58 3140UHKP4 2056-07-01 5.000000 0.00 2428612.00 2376155.54 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0735 B1V7KEBTPIMZEU4LTD58 3140W0Y90 2055-02-01 6.000000 0.00 322000.00 265477.90 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5497 B1V7KEBTPIMZEU4LTD58 3140X9DB8 2035-12-01 2.000000 0.00 2625000.00 916713.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5596 B1V7KEBTPIMZEU4LTD58 3140W6GE6 2056-04-01 5.000000 0.00 83047168.00 80245368.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7109 B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 700000.00 510000.29 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0613 B1V7KEBTPIMZEU4LTD58 3140QKVF2 2051-05-01 3.000000 0.00 2000000.00 1137033.18 Agency Mortgage-Backed Securities FNMS 06.000 CICB7203 B1V7KEBTPIMZEU4LTD58 3140QTAD1 2038-07-01 6.000000 0.00 1632036.00 628187.66 Agency Mortgage-Backed Securities FNMS 06.500 CKBW9737 B1V7KEBTPIMZEU4LTD58 3140N2ZB0 2053-05-01 6.500000 0.00 6295600.00 1554293.43 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3477 B1V7KEBTPIMZEU4LTD58 3140N72K5 2052-12-01 6.000000 0.00 760000.00 689111.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2370 B1V7KEBTPIMZEU4LTD58 3140Y8T48 2056-04-01 5.000000 0.00 186966016.00 178778008.62 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 B1V7KEBTPIMZEU4LTD58 31418ET75 2053-07-01 6.000000 0.00 5046000.00 2937101.59 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6150 B1V7KEBTPIMZEU4LTD58 31418FZQ3 2041-07-01 3.500000 0.00 2652844.00 2516823.85 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4396 S6XOOCT0IEG5ABCC6L87 31427R3E8 2056-03-01 6.000000 0.00 154657536.00 147700953.78 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1697 B1V7KEBTPIMZEU4LTD58 3140XG3F4 2037-04-01 3.000000 0.00 7393584.00 4037158.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDA8789 B1V7KEBTPIMZEU4LTD58 3140YWXT5 2054-04-01 6.500000 0.00 2283724.00 1095477.95 Agency Mortgage-Backed Securities FNMS 02.000 CLFA6238 B1V7KEBTPIMZEU4LTD58 3140W64Y5 2052-10-01 2.000000 0.00 31571904.00 24833324.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2528 B1V7KEBTPIMZEU4LTD58 3140W2Y21 2050-07-01 3.500000 0.00 10000000.00 8192647.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5631 B1V7KEBTPIMZEU4LTD58 3140UMHH5 2056-07-01 6.000000 0.00 3376344.00 3471738.25 Agency Mortgage-Backed Securities FNMS 02.500 CTFA5212 B1V7KEBTPIMZEU4LTD58 3140W5YJ7 2042-03-01 2.500000 0.00 11335840.00 9797860.39 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4071 B1V7KEBTPIMZEU4LTD58 31418DQZ8 2040-07-01 2.000000 0.00 2500000.00 899523.24 Agency Mortgage-Backed Securities GNII SF MA4586 M 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.500000 0.00 3058000.00 336042.58 Agency Mortgage-Backed Securities FNMS 05.000 CTFM9892 B1V7KEBTPIMZEU4LTD58 3140XD7E0 2031-09-01 5.000000 0.00 1195928.00 11737.29 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0283 B1V7KEBTPIMZEU4LTD58 3140UFJ54 2056-04-01 6.000000 0.00 1532072.00 1570624.36 Agency Mortgage-Backed Securities FNMS 06.500 CLDH4648 B1V7KEBTPIMZEU4LTD58 3140ULEW7 2056-07-01 6.500000 0.00 7014480.00 7350763.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5326 B1V7KEBTPIMZEU4LTD58 3140W54L5 2052-07-01 3.000000 0.00 15400368.00 13217637.96 Agency Mortgage-Backed Securities FNMS 05.500 CIDG9890 B1V7KEBTPIMZEU4LTD58 3140UD7C7 2041-05-01 5.500000 0.00 11306048.00 11346576.81 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1432 B1V7KEBTPIMZEU4LTD58 3140UGSW3 2056-06-01 5.000000 0.00 14140016.00 13803970.67 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8409 B1V7KEBTPIMZEU4LTD58 3140XQKX4 2053-05-01 4.500000 0.00 409522.00 315264.22 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.500000 0.00 903826.00 634462.36 Agency Mortgage-Backed Securities FNMS 01.500 CIFS7969 B1V7KEBTPIMZEU4LTD58 3140XP2B4 2036-10-01 1.500000 0.00 575000.00 379767.38 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1267 B1V7KEBTPIMZEU4LTD58 3140XGMR7 2052-04-01 4.000000 0.00 32017.00 19534.87 Agency Mortgage-Backed Securities FNMS 06.000 CICC1337 B1V7KEBTPIMZEU4LTD58 3140Y7PX0 2040-10-01 6.000000 0.00 3186080.00 3177543.64 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0077 B1V7KEBTPIMZEU4LTD58 3140XTCP4 2051-03-25 3.500000 0.00 7235000.00 4984592.24 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2390 B1V7KEBTPIMZEU4LTD58 3140Y8UQ7 2056-04-01 5.500000 0.00 20903424.00 20440385.56 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8998 B1V7KEBTPIMZEU4LTD58 3140XQ7L5 2054-09-01 6.000000 0.00 86000000.00 64494595.12 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5236 B1V7KEBTPIMZEU4LTD58 31418EZA1 2053-12-01 4.000000 0.00 2535616.00 1874224.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA1273 B1V7KEBTPIMZEU4LTD58 31418AMX3 2042-11-01 3.500000 0.00 55960192.00 5144036.53 Agency Mortgage-Backed Securities GNII SF DQ6227 C 549300M8ZYFG0OCMTT87 3618MY4L8 2056-06-20 6.000000 0.00 238066.00 247142.95 Agency Mortgage-Backed Securities GNII JM MA9713 M 549300M8ZYFG0OCMTT87 36179YYJ7 2054-06-20 6.000000 0.00 928725.00 281387.79 Agency Mortgage-Backed Securities GNMI SF BE0135 X 549300M8ZYFG0OCMTT87 3617BTEG3 2048-01-15 4.500000 0.00 1985530.00 461675.58 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7669 S6XOOCT0IEG5ABCC6L87 3142K9QX6 2056-07-01 5.500000 0.00 20376840.00 20489944.17 Agency Mortgage-Backed Securities GNII SP 785388 C 549300M8ZYFG0OCMTT87 3622AA2V5 2051-02-20 2.500000 0.00 150000000.00 73920361.05 Agency Mortgage-Backed Securities GNII SF DM4609 C 549300M8ZYFG0OCMTT87 3618LUDN3 2055-09-20 7.000000 0.00 2577160.00 2036645.08 Agency Mortgage-Backed Securities FEPC 06.500 CISB1270 S6XOOCT0IEG5ABCC6L87 3132CXMT6 2039-09-01 6.500000 0.00 5263224.00 3409214.06 Agency Mortgage-Backed Securities FEPC 06.500 CTRB1178 S6XOOCT0IEG5ABCC6L87 3133KUJX6 2045-06-01 6.500000 0.00 3108744.00 2548693.36 Agency Mortgage-Backed Securities FNMS 03.500 CQAQ6295 B1V7KEBTPIMZEU4LTD58 3138MM7H9 2032-12-01 3.500000 0.00 6200000.00 363311.20 Agency Mortgage-Backed Securities FEPC 06.500 CIRC3552 S6XOOCT0IEG5ABCC6L87 3133L95M1 2040-08-01 6.500000 0.00 1200610.00 853629.15 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9991 S6XOOCT0IEG5ABCC6L87 3133KSC42 2053-10-01 5.500000 0.00 42377000.00 32919471.88 Agency Mortgage-Backed Securities FNMS 06.500 CL547095 B1V7KEBTPIMZEU4LTD58 31385KXY6 2030-06-01 6.500000 0.00 2055216.00 12437.07 Agency Mortgage-Backed Securities FNMS 07.000 CLDE9054 B1V7KEBTPIMZEU4LTD58 3140BNBY3 2055-09-01 7.000000 0.00 1110144.00 1112064.29 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6612 S6XOOCT0IEG5ABCC6L87 3133KNKZ5 2047-01-01 2.000000 0.00 12744800.00 7554008.79 Agency Mortgage-Backed Securities FNMS 06.000 CIBV6138 B1V7KEBTPIMZEU4LTD58 3140MKZC9 2040-10-01 6.000000 0.00 1293538.00 953140.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6540 B1V7KEBTPIMZEU4LTD58 3140MLHS2 2056-01-01 5.500000 0.00 14793968.00 14547212.59 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7866 B1V7KEBTPIMZEU4LTD58 3140BLW40 2055-09-01 6.500000 0.00 20285056.00 17563154.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2821 B1V7KEBTPIMZEU4LTD58 3140MUD31 2056-05-01 5.000000 0.00 13134480.00 12794597.10 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8126 B1V7KEBTPIMZEU4LTD58 3140BMA42 2055-09-01 6.500000 0.00 12543808.00 9710905.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDD3416 B1V7KEBTPIMZEU4LTD58 3140B3YN6 2055-03-01 6.000000 0.00 19752512.00 16046758.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0050 B1V7KEBTPIMZEU4LTD58 3140BCBU5 2055-06-01 6.000000 0.00 2655968.00 2669490.07 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5900 B1V7KEBTPIMZEU4LTD58 3140BJRW9 2055-08-01 6.500000 0.00 1801298.00 1864309.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3339 B1V7KEBTPIMZEU4LTD58 3140UJV94 2056-06-01 6.000000 0.00 1122228.00 1148947.69 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3106 B1V7KEBTPIMZEU4LTD58 3140W3NY1 2051-03-01 2.500000 0.00 150000.00 115714.62 Agency Mortgage-Backed Securities FNMS 04.500 CLDG7345 B1V7KEBTPIMZEU4LTD58 3140UBET6 2056-04-01 4.500000 0.00 4362504.00 4128382.74 Agency Mortgage-Backed Securities FNMS 06.500 CLDH7495 B1V7KEBTPIMZEU4LTD58 3140UPKH4 2056-07-01 6.500000 0.00 7949688.00 8301745.24 Agency Mortgage-Backed Securities FNMS 05.500 CIDH2386 B1V7KEBTPIMZEU4LTD58 3140UHUL2 2041-06-01 5.500000 0.00 1173400.00 1186876.59 Agency Mortgage-Backed Securities FNMS 04.500 CLDH2706 B1V7KEBTPIMZEU4LTD58 3140UJAG1 2056-06-01 4.500000 0.00 5756072.00 5464955.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0420 B1V7KEBTPIMZEU4LTD58 3140UFPE8 2056-06-01 5.500000 0.00 3033488.00 3045529.23 Agency Mortgage-Backed Securities FNMS 02.000 CTCA7422 B1V7KEBTPIMZEU4LTD58 3140QFG86 2040-10-01 2.000000 0.00 500000.00 243518.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2666 B1V7KEBTPIMZEU4LTD58 3140QM6C3 2052-01-01 3.000000 0.00 17000.00 10474.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6455 B1V7KEBTPIMZEU4LTD58 3140QSE56 2053-06-01 4.000000 0.00 38000.00 27768.21 Agency Mortgage-Backed Securities FNMS 02.500 CICA7938 B1V7KEBTPIMZEU4LTD58 3140QFZC6 2035-11-01 2.500000 0.00 100977.00 40934.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3822 B1V7KEBTPIMZEU4LTD58 3140W4G84 2055-12-01 5.000000 0.00 62288100.00 59147875.30 Agency Mortgage-Backed Securities FNMS 07.000 CLFA2665 B1V7KEBTPIMZEU4LTD58 3140W26B2 2055-07-01 7.000000 0.00 16078336.00 14304739.71 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3961 B1V7KEBTPIMZEU4LTD58 3140UKMK6 2056-06-01 4.500000 0.00 1094312.00 1040331.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1373 B1V7KEBTPIMZEU4LTD58 3140UGQ39 2056-06-01 5.500000 0.00 7361888.00 7400809.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5475 B1V7KEBTPIMZEU4LTD58 3140UMCM9 2056-06-01 6.000000 0.00 24784224.00 24767205.85 Agency Mortgage-Backed Securities FNMS 03.000 CIFA1524 B1V7KEBTPIMZEU4LTD58 3140W1VS9 2037-07-01 3.000000 0.00 591300.00 417127.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2219 B1V7KEBTPIMZEU4LTD58 3140W2PD7 2055-06-01 6.000000 0.00 72626304.00 61753769.87 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4309 B1V7KEBTPIMZEU4LTD58 31418DYF3 2031-04-01 2.000000 0.00 140000.00 38050.89 Agency Mortgage-Backed Securities FNMS 02.500 CIFS9491 B1V7KEBTPIMZEU4LTD58 3140XRRM9 2037-05-01 2.500000 0.00 3715000.00 2626085.59 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5915 B1V7KEBTPIMZEU4LTD58 31418FSD0 2040-12-01 4.500000 0.00 1560510.00 1386492.97 Agency Mortgage-Backed Securities FNMS 02.500 CIFM8471 B1V7KEBTPIMZEU4LTD58 3140XCMV7 2036-09-01 2.500000 0.00 4405192.00 2078629.08 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2433 B1V7KEBTPIMZEU4LTD58 3140XHV38 2052-07-01 5.000000 0.00 1000000.00 707465.64 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5644 B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 1052550.00 916131.23 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5799 B1V7KEBTPIMZEU4LTD58 31418FNR4 2040-08-01 4.500000 0.00 1484970.00 1262806.55 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 B1V7KEBTPIMZEU4LTD58 31418FQ75 2055-11-01 4.500000 0.00 197847552.00 181201228.82 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5768 B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 46660.00 37645.92 Agency Mortgage-Backed Securities GNII SF BR8839 C 549300M8ZYFG0OCMTT87 3617M7ZC5 2050-02-20 4.000000 0.00 1338380.00 772511.91 Agency Mortgage-Backed Securities GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 153600000.00 127573900.91 Agency Mortgage-Backed Securities GNII JM MA8866 M 549300M8ZYFG0OCMTT87 36179XZ74 2053-05-20 5.000000 0.00 992031.00 573982.24 Agency Mortgage-Backed Securities GNII SF BO9520 C 549300M8ZYFG0OCMTT87 3617KRSH0 2050-01-20 2.500000 0.00 1573792.00 960800.40 Agency Mortgage-Backed Securities GNII SF CP0483 C 549300M8ZYFG0OCMTT87 3617FPRC2 2052-07-20 4.000000 0.00 970100.00 643997.58 Agency Mortgage-Backed Securities GNII ET DM7300 C 549300M8ZYFG0OCMTT87 3618LXDD9 2065-08-20 4.500000 0.00 572725.00 537008.85 Agency Mortgage-Backed Securities GNII SF DP6283 C 549300M8ZYFG0OCMTT87 3618ML6U4 2056-06-20 5.500000 0.00 1669390.00 1718287.56 Agency Mortgage-Backed Securities GNII SF DN0819 C 549300M8ZYFG0OCMTT87 3618M24C8 2055-10-20 6.000000 0.00 5447040.00 5269968.55 Agency Mortgage-Backed Securities GNII SF DP2802 C 549300M8ZYFG0OCMTT87 3618MHDF8 2056-06-20 6.000000 0.00 1174972.00 1209572.90 Agency Mortgage-Backed Securities GNII SF DS9528 C 549300M8ZYFG0OCMTT87 3618VWSR3 2056-07-20 6.000000 0.00 1146352.00 1197345.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5173 B1V7KEBTPIMZEU4LTD58 3140B5XB8 2055-03-01 6.000000 0.00 2823512.00 2549893.37 Agency Mortgage-Backed Securities FEPC 06.000 CIQO4882 S6XOOCT0IEG5ABCC6L87 3133WPM77 2041-02-01 6.000000 0.00 1131998.00 1142337.33 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8251 B1V7KEBTPIMZEU4LTD58 3138WJEZ7 2031-11-01 2.000000 0.00 255000.00 34302.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2414 B1V7KEBTPIMZEU4LTD58 3140BSVG9 2055-11-01 6.000000 0.00 1508936.00 1550642.01 Agency Mortgage-Backed Securities FNMS 06.500 CL254516 B1V7KEBTPIMZEU4LTD58 31371KVH1 2032-09-01 6.500000 0.00 5250000.00 12906.32 Agency Mortgage-Backed Securities FNMS 06.000 CL793347 B1V7KEBTPIMZEU4LTD58 31405ML47 2034-08-01 6.000000 0.00 37707776.00 934633.40 Agency Mortgage-Backed Securities FNMS 02.000 CIAR6707 B1V7KEBTPIMZEU4LTD58 3138W4NZ0 2028-02-01 2.000000 0.00 1000000.00 25323.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8459 B1V7KEBTPIMZEU4LTD58 3140BMMH0 2055-09-01 5.500000 0.00 36774848.00 28734514.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8496 B1V7KEBTPIMZEU4LTD58 3140AWNN5 2054-11-01 5.500000 0.00 1288026.00 1266067.32 Agency Mortgage-Backed Securities FNMS 04.500 CLDA1020 B1V7KEBTPIMZEU4LTD58 3140A1D20 2053-09-01 4.500000 0.00 809953.00 720613.27 Agency Mortgage-Backed Securities FNMS 05.500 CL827932 B1V7KEBTPIMZEU4LTD58 31407DY58 2033-12-01 5.500000 0.00 9875296.00 149937.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDC7806 B1V7KEBTPIMZEU4LTD58 3140AVU82 2054-12-01 5.500000 0.00 6215424.00 5269722.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1352 B1V7KEBTPIMZEU4LTD58 3140EVQE0 2046-03-01 4.000000 0.00 8075000.00 807333.15 Agency Mortgage-Backed Securities FNMS 06.000 CIDG4463 B1V7KEBTPIMZEU4LTD58 3140U75Z1 2041-03-01 6.000000 0.00 2160888.00 2198332.11 Agency Mortgage-Backed Securities FNMS 03.500 CTCB3386 B1V7KEBTPIMZEU4LTD58 3140QNXQ0 2042-04-01 3.500000 0.00 800000.00 455482.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8178 B1V7KEBTPIMZEU4LTD58 3140UCCQ2 2056-06-01 5.500000 0.00 5879800.00 5880625.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8978 B1V7KEBTPIMZEU4LTD58 3140QU6Q4 2054-08-01 5.000000 0.00 3050000.00 2788383.70 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3638 B1V7KEBTPIMZEU4LTD58 3140U7BG6 2056-04-01 4.500000 0.00 1492892.00 1420350.90 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5142 B1V7KEBTPIMZEU4LTD58 3140U8WC0 2056-03-01 4.500000 0.00 1147460.00 1085339.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7151 B1V7KEBTPIMZEU4LTD58 3140UA5M3 2056-05-01 5.000000 0.00 4705960.00 4591507.56 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7340 B1V7KEBTPIMZEU4LTD58 3140QTEN5 2053-10-01 6.000000 0.00 4100000.00 2999600.44 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2287 B1V7KEBTPIMZEU4LTD58 3140QMRH9 2051-12-01 2.500000 0.00 1077000.00 604034.83 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0860 B1V7KEBTPIMZEU4LTD58 3140UF5W0 2056-05-01 5.000000 0.00 6937872.00 6742263.86 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1787 B1V7KEBTPIMZEU4LTD58 3140U46Z7 2056-01-01 4.500000 0.00 1087874.00 1028739.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5506 B1V7KEBTPIMZEU4LTD58 3140U9DL9 2056-03-01 5.500000 0.00 1323000.00 1318735.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5578 B1V7KEBTPIMZEU4LTD58 3140MKFU1 2052-05-01 3.000000 0.00 20000.00 13434.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6317 B1V7KEBTPIMZEU4LTD58 3140MYAT9 2052-08-01 5.500000 0.00 190178.00 116479.90 Agency Mortgage-Backed Securities FEPC 06.500 CIQO4374 S6XOOCT0IEG5ABCC6L87 3133WN2F6 2040-10-01 6.500000 0.00 1293366.00 1279073.24 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ9680 S6XOOCT0IEG5ABCC6L87 31427KXJ9 2055-10-01 6.000000 0.00 19602272.00 18847857.41 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2650 S6XOOCT0IEG5ABCC6L87 3142JQ5L9 2056-01-01 5.500000 0.00 2404500.00 2414498.26 Agency Mortgage-Backed Securities FNMS 06.000 CIMA6128 B1V7KEBTPIMZEU4LTD58 31418FY27 2041-07-01 6.000000 0.00 14771856.00 15069243.53 Agency Mortgage-Backed Securities FNMS 02.000 CTFS8941 B1V7KEBTPIMZEU4LTD58 3140XQ5B9 2042-08-01 2.000000 0.00 500000.00 359049.47 Agency Mortgage-Backed Securities GNAR AF MA1853 M 549300M8ZYFG0OCMTT87 36179QBW0 2044-04-20 5.625000 0.00 142846240.00 2449001.96 Agency Mortgage-Backed Securities FNMS 05.500 CL888566 B1V7KEBTPIMZEU4LTD58 31410GFF5 2037-01-01 5.500000 0.00 1337000.00 17387.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8791 B1V7KEBTPIMZEU4LTD58 3140XQXV4 2054-08-01 6.000000 0.00 9750000.00 6624335.61 Agency Mortgage-Backed Securities FNMS 02.500 CJMA2623 B1V7KEBTPIMZEU4LTD58 31418B4H6 2031-05-01 2.500000 0.00 850000.00 29174.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5198 B1V7KEBTPIMZEU4LTD58 3140XLX45 2053-07-01 5.500000 0.00 170000.00 118102.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5343 B1V7KEBTPIMZEU4LTD58 3140XL5D6 2053-07-01 6.000000 0.00 15050000.00 7919977.19 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8087 B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.500000 0.00 200000.00 158699.17 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8546 B1V7KEBTPIMZEU4LTD58 3140YWP80 2054-02-01 6.000000 0.00 200000.00 114300.39 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5287 B1V7KEBTPIMZEU4LTD58 3140W52V5 2054-03-01 5.500000 0.00 42186304.00 40216014.56 Agency Mortgage-Backed Securities FNMS 03.000 CIFM7242 B1V7KEBTPIMZEU4LTD58 3140XBBL3 2036-03-01 3.000000 0.00 5250000.00 1681688.82 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4877 B1V7KEBTPIMZEU4LTD58 3140X8M38 2050-11-01 2.500000 0.00 1166000.00 556143.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4595 B1V7KEBTPIMZEU4LTD58 3140W5C93 2056-01-01 6.000000 0.00 32215808.00 31171571.71 Agency Mortgage-Backed Securities FNMS 02.500 CIFS2756 B1V7KEBTPIMZEU4LTD58 3140XJB28 2037-08-01 2.500000 0.00 12597952.00 7009998.65 Agency Mortgage-Backed Securities FNMS 04.500 CIFS3310 B1V7KEBTPIMZEU4LTD58 3140XJVC4 2037-11-01 4.500000 0.00 236000.00 115727.40 Agency Mortgage-Backed Securities GNII ET DR8550 C 549300M8ZYFG0OCMTT87 3618VHQB3 2066-04-20 6.000000 0.00 28940768.00 29607218.62 Agency Mortgage-Backed Securities GNII SF DR8466 C 549300M8ZYFG0OCMTT87 3618VHMP6 2056-04-20 6.000000 0.00 1188910.00 1233198.74 Agency Mortgage-Backed Securities GNII SF DI6960 C 549300M8ZYFG0OCMTT87 3618NQWV1 2055-03-20 7.000000 0.00 1210396.00 741774.94 Agency Mortgage-Backed Securities GNII SF MB0306 M 549300M8ZYFG0OCMTT87 3618N5KU2 2055-04-20 4.500000 0.00 49532480.00 45169823.07 Agency Mortgage-Backed Securities GNII SF DS4781 C 549300M8ZYFG0OCMTT87 3618VRJ29 2056-06-20 6.000000 0.00 680346.00 700648.43 Agency Mortgage-Backed Securities GNII JM MA6330 M 549300M8ZYFG0OCMTT87 36179VA75 2049-12-20 3.500000 0.00 15000000.00 1452703.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5807 S6XOOCT0IEG5ABCC6L87 31427TNZ5 2056-06-01 5.000000 0.00 162311424.00 157932947.44 Agency Mortgage-Backed Securities GNII SF MA6174 M 549300M8ZYFG0OCMTT87 36179U2F8 2046-04-20 1.500000 0.00 189680.00 115573.57 Agency Mortgage-Backed Securities GNII SF CB9182 C 549300M8ZYFG0OCMTT87 3617UVFX9 2051-04-20 2.000000 0.00 2006172.00 1148490.83 Agency Mortgage-Backed Securities GNAR AT 080947 M 549300M8ZYFG0OCMTT87 36225DBR4 2034-06-20 5.625000 0.00 40044480.00 731481.22 Agency Mortgage-Backed Securities GNMI SP 785782 X 549300M8ZYFG0OCMTT87 3622ABJ37 2050-02-15 3.000000 0.00 1495792.00 988435.40 Agency Mortgage-Backed Securities GNII SF DN5308 C 549300M8ZYFG0OCMTT87 3618M73R5 2055-11-20 6.500000 0.00 1497446.00 892942.48 Agency Mortgage-Backed Securities GNII SF DQ5441 C 549300M8ZYFG0OCMTT87 3618MYBJ5 2056-07-20 6.500000 0.00 1298342.00 1365713.83 Agency Mortgage-Backed Securities GNII SF DI1735 C 549300M8ZYFG0OCMTT87 3618NJ4U0 2055-02-20 7.000000 0.00 4155104.00 1801110.87 Agency Mortgage-Backed Securities GNII SF MB1067 M 549300M8ZYFG0OCMTT87 3618N6FH5 2056-04-20 3.500000 0.00 155097344.00 136486784.09 Agency Mortgage-Backed Securities GNII SF DR1880 C 549300M8ZYFG0OCMTT87 3618VACR8 2056-06-20 6.000000 0.00 1072132.00 1109911.23 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4288 S6XOOCT0IEG5ABCC6L87 31329MXR6 2043-08-01 3.000000 0.00 38000000.00 7478943.00 Agency Mortgage-Backed Securities FNMS 04.500 CLDE6971 B1V7KEBTPIMZEU4LTD58 3140BKW91 2056-01-01 4.500000 0.00 1872672.00 1724682.09 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0331 B1V7KEBTPIMZEU4LTD58 3140FXLM2 2059-01-01 3.000000 0.00 4200000.00 1545402.84 Agency Mortgage-Backed Securities FNMS 06.500 KL252477 B1V7KEBTPIMZEU4LTD58 31371HM21 2029-04-01 6.500000 0.00 4066060.00 8267.79 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8512 S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 501000.00 425187.19 Agency Mortgage-Backed Securities FNMS 04.500 CLDF2374 B1V7KEBTPIMZEU4LTD58 3140BST80 2055-11-01 4.500000 0.00 1382916.00 1298936.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3510 B1V7KEBTPIMZEU4LTD58 3140BF3U7 2055-07-01 6.000000 0.00 3086072.00 2725534.49 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3569 B1V7KEBTPIMZEU4LTD58 3140BT6F7 2055-11-01 6.000000 0.00 1718112.00 1465798.42 Agency Mortgage-Backed Securities FNMS 07.000 CLDD8410 B1V7KEBTPIMZEU4LTD58 3140B9KY4 2055-05-01 7.000000 0.00 2011750.00 2155655.87 Agency Mortgage-Backed Securities FNMS 03.500 CTAT3708 B1V7KEBTPIMZEU4LTD58 3138WRDN7 2033-04-01 3.500000 0.00 1597910.00 184315.90 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4051 B1V7KEBTPIMZEU4LTD58 3140L2QD8 2051-02-01 2.000000 0.00 5200000.00 2825913.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3934 B1V7KEBTPIMZEU4LTD58 3140MVLQ9 2052-08-01 4.000000 0.00 1010832.00 876885.29 Agency Mortgage-Backed Securities FNMS 02.000 CIBQ4348 B1V7KEBTPIMZEU4LTD58 3140KPZN6 2035-12-01 2.000000 0.00 3667530.00 1449208.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2383 B1V7KEBTPIMZEU4LTD58 3140Y8UH7 2056-04-01 5.500000 0.00 12768624.00 12516735.17 Agency Mortgage-Backed Securities FNMS 06.000 CICC1584 B1V7KEBTPIMZEU4LTD58 3140Y7XN3 2040-11-01 6.000000 0.00 8345952.00 8098299.65 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4057 B1V7KEBTPIMZEU4LTD58 3140XKQK9 2037-01-01 2.500000 0.00 107334016.00 65066224.02 Agency Mortgage-Backed Securities FNMS 02.500 CKMA2679 B1V7KEBTPIMZEU4LTD58 31418B6R2 2046-05-01 2.500000 0.00 1337884.00 468512.53 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6402 B1V7KEBTPIMZEU4LTD58 3140XNDG6 2053-11-01 6.000000 0.00 3343304.00 2373238.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6105 B1V7KEBTPIMZEU4LTD58 3140XMYB6 2053-09-01 5.000000 0.00 5457000.00 4276819.86 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2928 B1V7KEBTPIMZEU4LTD58 3140XJHE6 2037-09-01 4.000000 0.00 1000000.00 538070.42 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6051 B1V7KEBTPIMZEU4LTD58 31418FWM5 2056-05-01 4.000000 0.00 82069120.00 74740637.61 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3496 B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.500000 0.00 500000000.00 37370814.42 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6027 B1V7KEBTPIMZEU4LTD58 31418FVV6 2056-04-01 4.000000 0.00 6184120.00 5618689.38 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5857 B1V7KEBTPIMZEU4LTD58 31418FQK6 2040-10-01 3.500000 0.00 2402876.00 2073056.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9701 S6XOOCT0IEG5ABCC6L87 31426GX75 2055-03-01 6.000000 0.00 3510250.00 2779746.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3818 B1V7KEBTPIMZEU4LTD58 3140X7G45 2050-08-01 2.500000 0.00 550000.00 228403.13 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1800 B1V7KEBTPIMZEU4LTD58 3140W2AA9 2052-01-01 2.000000 0.00 11375000.00 8322824.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDH7527 B1V7KEBTPIMZEU4LTD58 3140UPLH3 2056-08-01 5.000000 0.00 8885008.00 8659192.56 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 B1V7KEBTPIMZEU4LTD58 3140X7M89 2050-05-01 3.500000 0.00 4040000.00 785846.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1292 B1V7KEBTPIMZEU4LTD58 3140XGNJ4 2043-06-01 3.000000 0.00 234502144.00 134433432.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1667 B1V7KEBTPIMZEU4LTD58 3140W1Z97 2052-05-01 3.000000 0.00 17326464.00 13684966.58 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1132 B1V7KEBTPIMZEU4LTD58 3140U4HJ1 2056-02-01 4.500000 0.00 1137000.00 1065426.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0760 B1V7KEBTPIMZEU4LTD58 3140U3Z20 2056-01-01 5.500000 0.00 3258540.00 3164959.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1175 B1V7KEBTPIMZEU4LTD58 3140U4JV2 2056-01-01 6.000000 0.00 1145120.00 1083934.55 Agency Mortgage-Backed Securities FNMS 05.000 CIDG4898 B1V7KEBTPIMZEU4LTD58 3140U8NQ9 2041-04-01 5.000000 0.00 1297088.00 1294778.65 Agency Mortgage-Backed Securities GNII SF BR8843 C 549300M8ZYFG0OCMTT87 3617M7ZG6 2050-02-20 4.000000 0.00 1513376.00 1066217.95 Agency Mortgage-Backed Securities GNII SF DO6404 C 549300M8ZYFG0OCMTT87 3618V3DH5 2056-04-20 6.000000 0.00 1749118.00 1823958.00 Agency Mortgage-Backed Securities GNII SF DT2111 C 549300M8ZYFG0OCMTT87 3618W1KY3 2056-07-20 5.000000 0.00 1076168.00 1056740.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.500000 0.00 86556160.00 10844864.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0276 B1V7KEBTPIMZEU4LTD58 3140Y6JW1 2055-04-01 6.500000 0.00 37762752.00 32885687.92 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1650 B1V7KEBTPIMZEU4LTD58 3140Y7ZQ4 2055-09-01 6.500000 0.00 32584192.00 25035587.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6191 B1V7KEBTPIMZEU4LTD58 3140W62Z4 2056-06-01 5.000000 0.00 72731840.00 71060932.38 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0920 B1V7KEBTPIMZEU4LTD58 31416JAW1 2037-08-01 5.500000 0.00 820000.00 19710.30 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5869 B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 60000.00 44262.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4209 B1V7KEBTPIMZEU4LTD58 3140W4VB0 2055-12-01 5.500000 0.00 6605440.00 6445531.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3940 B1V7KEBTPIMZEU4LTD58 3140UKLW1 2056-07-01 6.000000 0.00 1014410.00 1041775.91 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6937 B1V7KEBTPIMZEU4LTD58 3140QSV73 2053-08-01 6.500000 0.00 16720960.00 11513928.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5645 B1V7KEBTPIMZEU4LTD58 3140QRHX4 2053-02-01 5.500000 0.00 580000.00 382873.51 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0932 B1V7KEBTPIMZEU4LTD58 3140UGBA9 2056-05-01 4.500000 0.00 5492328.00 5205623.87 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1449 B1V7KEBTPIMZEU4LTD58 3140U4TF6 2056-02-01 4.500000 0.00 1781602.00 1682156.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5834 B1V7KEBTPIMZEU4LTD58 3140UMPU7 2056-06-01 6.000000 0.00 2715050.00 2797826.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1321 B1V7KEBTPIMZEU4LTD58 3140UGPF3 2056-05-01 6.000000 0.00 1014800.00 1039678.82 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1601 B1V7KEBTPIMZEU4LTD58 3140U4X79 2056-02-01 4.500000 0.00 3007128.00 2836992.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6422 B1V7KEBTPIMZEU4LTD58 3140UAD44 2056-06-01 5.000000 0.00 24976480.00 24279085.07 Agency Mortgage-Backed Securities FNMS 04.500 CLDG8583 B1V7KEBTPIMZEU4LTD58 3140UCRD5 2056-04-01 4.500000 0.00 5145816.00 4869807.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7954 B1V7KEBTPIMZEU4LTD58 3140QTZU6 2054-02-01 4.500000 0.00 9213488.00 7940854.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8151 B1V7KEBTPIMZEU4LTD58 3140QUBV7 2054-03-01 5.500000 0.00 3470000.00 2422751.85 Agency Mortgage-Backed Securities FNMS 05.000 CKDG1415 B1V7KEBTPIMZEU4LTD58 3140U4SD2 2056-02-01 5.000000 0.00 3094004.00 2948347.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9482 B1V7KEBTPIMZEU4LTD58 3140XDRC2 2051-11-01 3.000000 0.00 507000.00 302383.37 Agency Mortgage-Backed Securities FNMS 02.000 CTCA5685 B1V7KEBTPIMZEU4LTD58 3140QDJ70 2040-05-01 2.000000 0.00 5300000.00 1991296.60 Agency Mortgage-Backed Securities FNMS 02.000 CKBM7908 B1V7KEBTPIMZEU4LTD58 3140JCYE8 2052-02-01 2.000000 0.00 2300000.00 1712945.43 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5934 B1V7KEBTPIMZEU4LTD58 3140KRSY6 2050-11-01 2.000000 0.00 964000.00 472747.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9816 B1V7KEBTPIMZEU4LTD58 3140UD4A4 2056-04-01 6.500000 0.00 2161412.00 2242849.26 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9515 B1V7KEBTPIMZEU4LTD58 3140QVSD7 2054-11-01 6.500000 0.00 29838656.00 24438327.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1511 B1V7KEBTPIMZEU4LTD58 3140UGVD1 2056-07-01 5.000000 0.00 8432016.00 8243262.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8295 B1V7KEBTPIMZEU4LTD58 3140U0GD3 2056-01-01 6.000000 0.00 1421750.00 1454412.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9371 B1V7KEBTPIMZEU4LTD58 3140U1MV4 2056-01-01 6.000000 0.00 9902800.00 9724663.07 Agency Mortgage-Backed Securities GNII SF BZ8509 C 549300M8ZYFG0OCMTT87 3617U4N28 2050-12-20 3.000000 0.00 109000.00 62222.86 Agency Mortgage-Backed Securities GNII SF MA6996 M 549300M8ZYFG0OCMTT87 36179VXZ8 2050-11-20 3.000000 0.00 9792976.00 2947994.14 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3.000000 0.00 57594304.00 35422953.91 Agency Mortgage-Backed Securities GNII SF DH2454 C 549300M8ZYFG0OCMTT87 3618KAWP2 2055-01-20 7.000000 0.00 1145698.00 775265.27 Agency Mortgage-Backed Securities GNII SF DO6021 C 549300M8ZYFG0OCMTT87 3618V2VN4 2056-01-20 5.000000 0.00 1701600.00 1660384.44 Agency Mortgage-Backed Securities GNII SF CY3023 C 549300M8ZYFG0OCMTT87 3618G2LC6 2053-12-20 8.000000 0.00 1040642.00 195141.54 Agency Mortgage-Backed Securities GNII EP 787493 C 549300M8ZYFG0OCMTT87 3622ADGA0 2063-08-20 1.500000 0.00 5043928.00 3311070.91 Agency Mortgage-Backed Securities GNII SF MA9363 M 549300M8ZYFG0OCMTT87 36179YML5 2053-11-20 6.000000 0.00 12203152.00 5769493.67 Agency Mortgage-Backed Securities GNII SF DT6049 C 549300M8ZYFG0OCMTT87 3618W5WJ4 2056-06-20 5.500000 0.00 895010.00 918742.38 Agency Mortgage-Backed Securities GNPL PN DJ4698 549300M8ZYFG0OCMTT87 3618KRGF5 2060-07-15 5.850000 0.00 947000.00 977042.93 Agency Mortgage-Backed Securities GNII JM MA5867 M 549300M8ZYFG0OCMTT87 36179UQU9 2049-02-20 4.500000 0.00 1181784.00 74464.25 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 4482000000.00 4482000000.00 0.0115 N Y Y N BANK OF AMERICA NA BANK OF AMERICA NA 3.650000% ARP1KGTR4 B4TYDEB6GKMZO031MB27 0001102113 ARP1KGTR4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 03.500 CLAB5249 B1V7KEBTPIMZEU4LTD58 31417BZP5 2042-05-01 3.500000 0.00 212345924.00 16201822.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8724 B1V7KEBTPIMZEU4LTD58 31417FVS4 2043-03-01 3.500000 0.00 83977025.00 13796090.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5028 B1V7KEBTPIMZEU4LTD58 31417BSS7 2042-04-01 3.500000 0.00 212110209.00 16043112.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9555 B1V7KEBTPIMZEU4LTD58 31417GTM8 2043-06-01 3.000000 0.00 100775036.00 16051641.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5255 B1V7KEBTPIMZEU4LTD58 31417BZV2 2042-05-01 3.500000 0.00 249977756.00 16063283.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5037 B1V7KEBTPIMZEU4LTD58 31417BS32 2042-04-01 3.500000 0.00 212115973.00 15907712.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6403 B1V7KEBTPIMZEU4LTD58 3138WGDH4 2045-12-01 3.500000 0.00 173870280.00 15930811.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7929 B1V7KEBTPIMZEU4LTD58 3138EQY30 2046-01-01 3.500000 0.00 88282338.00 16281309.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8322 B1V7KEBTPIMZEU4LTD58 3138ETG83 2046-03-01 3.500000 0.00 95012716.00 16135567.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5266 B1V7KEBTPIMZEU4LTD58 31417BZ83 2042-05-01 3.500000 0.00 278366831.00 16056777.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5366 B1V7KEBTPIMZEU4LTD58 3138WE6C8 2045-07-01 3.500000 0.00 119706737.00 16221527.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6981 B1V7KEBTPIMZEU4LTD58 3138WGXK5 2046-04-01 3.500000 0.00 74993595.00 16261186.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5657 B1V7KEBTPIMZEU4LTD58 31417CJB2 2042-07-01 3.500000 0.00 109222639.00 16079156.72 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 201000000.00 201000000.00 0.0005 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 3.650000% ARP1KGX16 2IGI19DL77OX0HC3ZE78 0000800030 ARP1KGX16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA8148 M 549300M8ZYFG0OCMTT87 36179XBR6 2052-07-20 3.000000 0.00 34756545.00 20964626.20 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 3411000.00 3343069.88 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ7143 B1V7KEBTPIMZEU4LTD58 3140Q25D6 2031-05-01 3.950000 0.00 37050.00 36010.14 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 15691000.00 15620335.24 U.S. Treasuries (including strips) FNMS 03.500 I4BF0702 B1V7KEBTPIMZEU4LTD58 3140FXX80 2062-12-01 3.500000 0.00 993158.00 671516.02 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2001 B1V7KEBTPIMZEU4LTD58 3140BEGK8 2055-07-01 6.500000 0.00 1001.00 1036.31 Agency Mortgage-Backed Securities GNII SF CE3629 C 549300M8ZYFG0OCMTT87 3617VSA69 2051-07-20 3.500000 0.00 4200966.00 2917669.16 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 49998300.00 49987467.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 25262600.00 15079660.99 U.S. Treasuries (including strips) FEPC 05.500 CLRJ6842 S6XOOCT0IEG5ABCC6L87 3142GXS81 2056-06-01 5.500000 0.00 983944.00 983916.88 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0074 S6XOOCT0IEG5ABCC6L87 3142J6CL5 2055-12-01 4.500000 0.00 1024.00 943.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 9858775.00 7089681.58 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8453 S6XOOCT0IEG5ABCC6L87 3132DWMA8 2054-08-01 5.500000 0.00 12915800.00 9083502.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4824 B1V7KEBTPIMZEU4LTD58 3140XLLE6 2053-06-01 5.000000 0.00 16779000.00 12102322.33 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 93394000.00 53407257.80 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7511 B1V7KEBTPIMZEU4LTD58 3140QTKZ1 2053-11-01 6.500000 0.00 111983000.00 66046639.14 Agency Mortgage-Backed Securities GNII SF CD3283 C 549300M8ZYFG0OCMTT87 3617VDUG8 2051-09-20 4.000000 0.00 1082386.00 840350.66 Agency Mortgage-Backed Securities GNII RG CF1391 C 549300M8ZYFG0OCMTT87 3617W2RL4 2049-01-20 4.500000 0.00 3794600.00 1063866.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1000.00 994.52 U.S. Treasuries (including strips) GNII SF BT3677 C 549300M8ZYFG0OCMTT87 3617MSCN0 2050-04-20 4.000000 0.00 15892631.00 3118412.39 Agency Mortgage-Backed Securities GNII SF BT0812 C 549300M8ZYFG0OCMTT87 3617MN3V3 2050-03-20 3.000000 0.00 2644.00 500.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1954 S6XOOCT0IEG5ABCC6L87 3142GSE46 2054-07-01 5.500000 0.00 1082.00 910.95 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0565 S6XOOCT0IEG5ABCC6L87 31427MTX9 2055-01-01 6.000000 0.00 17071692.00 14510888.98 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 B1V7KEBTPIMZEU4LTD58 31418ET75 2053-07-01 6.000000 0.00 12400896.00 7218131.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5867 B1V7KEBTPIMZEU4LTD58 3140X9QV0 2049-06-01 3.500000 0.00 71001984.00 19516802.97 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7925 S6XOOCT0IEG5ABCC6L87 3133KPYW2 2052-09-01 4.500000 0.00 1000.00 656.72 Agency Mortgage-Backed Securities GNII SF MA8043 M 549300M8ZYFG0OCMTT87 36179W5C8 2052-05-20 3.000000 0.00 12730540.00 7846892.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 79718800.00 39615072.71 U.S. Treasuries (including strips) FEPC 06.000 CTRB5365 S6XOOCT0IEG5ABCC6L87 3133KY6A2 2045-08-01 6.000000 0.00 14699972.00 10625688.70 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4933 B1V7KEBTPIMZEU4LTD58 3140M6PT4 2054-09-01 6.000000 0.00 31838703.00 27161907.06 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7534 B1V7KEBTPIMZEU4LTD58 3140Q3LQ7 2031-07-01 4.580000 0.00 1000.00 999.66 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 48244000.00 47563033.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 15150500.00 13999587.49 U.S. Treasuries (including strips) FEPC 06.000 CLSL2520 S6XOOCT0IEG5ABCC6L87 31427PYS7 2055-09-01 6.000000 0.00 1024.00 933.49 Agency Mortgage-Backed Securities FNMS 02.000 CLFA2192 B1V7KEBTPIMZEU4LTD58 3140W2NJ6 2052-04-01 2.000000 0.00 48971000.00 36609642.89 Agency Mortgage-Backed Securities GNII SF MB0421 M 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 10118490.00 9029206.77 Agency Mortgage-Backed Securities GNII SF CV1562 C 549300M8ZYFG0OCMTT87 3618BWWX7 2053-06-20 6.500000 0.00 4747336.00 3644347.59 Agency Mortgage-Backed Securities GNII ET DI3201 C 549300M8ZYFG0OCMTT87 3618NLRW6 2065-03-20 6.500000 0.00 1419061.00 869219.46 Agency Mortgage-Backed Securities GNII RG CH7265 C 549300M8ZYFG0OCMTT87 3617X0CA7 2044-11-20 4.000000 0.00 920685.00 389686.06 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 42532353.00 21567271.04 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7658 B1V7KEBTPIMZEU4LTD58 3140QTQL6 2053-12-01 7.000000 0.00 45871107.00 26471173.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4394 S6XOOCT0IEG5ABCC6L87 31427R3C2 2056-01-01 5.500000 0.00 701000.00 694583.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6672 S6XOOCT0IEG5ABCC6L87 3142GXMW4 2056-05-01 5.500000 0.00 45690000.00 44779247.95 Agency Mortgage-Backed Securities GNII RG CJ9400 C 549300M8ZYFG0OCMTT87 3617XSNR7 2041-12-20 4.500000 0.00 4005892.00 1672190.58 Agency Mortgage-Backed Securities GNII RG CJ6672 C 549300M8ZYFG0OCMTT87 3617XPMV5 2046-10-20 3.500000 0.00 2060147.00 885478.98 Agency Mortgage-Backed Securities MNAR XX.XXX X2BM6011 B1V7KEBTPIMZEU4LTD58 3140JAVD7 2026-11-01 3.520000 0.00 18910.00 592.37 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 24700.00 24507.11 U.S. Treasuries (including strips) FNMS 05.000 CLFA5427 B1V7KEBTPIMZEU4LTD58 3140W6A51 2056-03-01 5.000000 0.00 26149717.00 25389008.70 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9086 B1V7KEBTPIMZEU4LTD58 3140XRCY9 2050-07-01 3.000000 0.00 47320000.00 35505232.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8777 B1V7KEBTPIMZEU4LTD58 3140XQXF9 2053-11-01 6.000000 0.00 8387161.00 6154783.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1564 S6XOOCT0IEG5ABCC6L87 31427NW21 2052-06-01 3.000000 0.00 40468133.00 32588649.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ3625 S6XOOCT0IEG5ABCC6L87 31427BA39 2055-09-01 5.500000 0.00 13864504.00 11417095.61 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 173373332.00 125398938.94 Agency Mortgage-Backed Securities GNII SF MB0743 M 549300M8ZYFG0OCMTT87 3618N5ZH5 2055-11-20 4.000000 0.00 2091.00 1879.58 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 811000000.00 811000000.00 0.0021 N Y Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.660000% ATD23MVQ6 N/A ATD23MVQ6 Non-Negotiable Time Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 995000000.00 995000000.00 0.0026 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.700000% ATD23MVS2 N/A 0000859994 ATD23MVS2 Non-Negotiable Time Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0370 1000000000.00 1000000000.00 0.0026 N Y Y N NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.700000% ATD23NOV1 N/A ATD23NOV1 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 494000000.00 494000000.00 0.0013 N N Y N SANTANDER UK PLC SANTANDER UK PLC 3.690000% ATD23NOW9 PTCQB104N23FMNK2RZ28 0000891478 ATD23NOW9 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0369 500000000.00 500000000.00 0.0013 N N Y N DBS BANK LTD DBS BANK LTD 3.700000% ATD23NOX7 ATUEL7OJR5057F2PV266 0001501323 ATD23NOX7 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 100000000.00 100000000.00 0.0003 N N Y N DBS BANK LTD DBS BANK LTD 3.700000% ATD23NOY5 ATUEL7OJR5057F2PV266 0001501323 ATD23NOY5 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0370 100000000.00 100000000.00 0.0003 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.710000% ATD23NOZ2 N/A 0000859994 ATD23NOZ2 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0371 1750000000.00 1750000000.00 0.0045 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.710000% ATD23NP16 N/A 0000859994 ATD23NP16 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0371 1250000000.00 1250000000.00 0.0032 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.710000% ATD23NP24 N/A 0000859994 ATD23NP24 Non-Negotiable Time Deposit Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0371 500000000.00 500000000.00 0.0013 N N Y N ING BANK NV ING BANK NV 3.690000% ATD23OPE6 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23OPE6 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 1000000000.00 1000000000.00 0.0026 N N Y N ING BANK NV ING BANK NV 3.690000% ATD23OPF3 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23OPF3 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 600000000.00 600000000.00 0.0015 N N Y N NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.700000% ATD23OPG1 N/A ATD23OPG1 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0370 180000000.00 180000000.00 0.0005 N N Y N SANTANDER UK PLC SANTANDER UK PLC 3.700000% ATD23OPH9 PTCQB104N23FMNK2RZ28 0000891478 ATD23OPH9 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0370 1000000000.00 1000000000.00 0.0026 N N Y N ING BANK NV ING BANK NV 3.690000% ATD23OPJ5 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23OPJ5 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 700000000.00 700000000.00 0.0018 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 3.690000% ATD23OPK2 BSGEFEIOM18Y80CKCV46 0000926171 ATD23OPK2 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 500000000.00 500000000.00 0.0013 N N Y N ING BANK NV ING BANK NV 3.690000% ATD23OPL0 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23OPL0 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 900000000.00 900000000.00 0.0023 N N Y N ING BANK NV ING BANK NV 3.690000% ATD23OPM8 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23OPM8 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0369 800000000.00 800000000.00 0.0021 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.720000% ATD23OPN6 N/A 0000859994 ATD23OPN6 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0372 1400000000.00 1400000000.00 0.0036 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.720000% ATD23OPX4 N/A 0000859994 ATD23OPX4 Non-Negotiable Time Deposit Y 2026-08-05 2026-08-05 2026-08-05 N N N 0.0372 1600000000.00 1600000000.00 0.0041 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 3.660000% ATD23PJY6 BSGEFEIOM18Y80CKCV46 0000926171 ATD23PJY6 Non-Negotiable Time Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0366 1000000000.00 1000000000.00 0.0026 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.670000% ATD23PJZ3 N/A 0000859994 ATD23PJZ3 Non-Negotiable Time Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0367 1750000000.00 1750000000.00 0.0045 N N Y N DBS BANK LTD DBS BANK LTD 3.670000% ATD23PK16 ATUEL7OJR5057F2PV266 0001501323 ATD23PK16 Non-Negotiable Time Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0367 100000000.00 100000000.00 0.0003 N N Y N DBS BANK LTD DBS BANK LTD 3.670000% ATD23PK32 ATUEL7OJR5057F2PV266 0001501323 ATD23PK32 Non-Negotiable Time Deposit Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0367 200000000.00 200000000.00 0.0005 N N Y N ING BANK NV ING BANK NV 3.660000% ATD23QFP7 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23QFP7 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 999992250.00 999992250.00 0.0026 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 3.660000% ATD23QFQ5 BSGEFEIOM18Y80CKCV46 0000926171 ATD23QFQ5 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 999992250.00 999992250.00 0.0026 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.690000% ATD23QFR3 ES7IP3U3RHIGC71XBU11 0000352613 ATD23QFR3 Non-Negotiable Time Deposit Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0369 1999999700.00 1999999700.00 0.0051 N Y Y N ING BANK NV ING BANK NV 3.660000% ATD23QFS1 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD23QFS1 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 249998062.50 249998062.50 0.0006 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.660000% ATD23QFT9 N/A ATD23QFT9 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 951992622.00 951992622.00 0.0024 N N Y N DBS BANK LTD DBS BANK LTD 3.670000% ATD23QFU6 ATUEL7OJR5057F2PV266 0001501323 ATD23QFU6 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0367 99999365.00 99999365.00 0.0003 N N Y N DBS BANK LTD DBS BANK LTD 3.670000% ATD23QFV4 ATUEL7OJR5057F2PV266 0001501323 ATD23QFV4 Non-Negotiable Time Deposit Y 2026-08-07 2026-08-07 2026-08-07 N N N 0.0367 99999365.00 99999365.00 0.0003 N N Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A Charles Schwab Family of Funds 2026-08-07 Dana Smith Dana Smith CFO