# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-046142
**Filing Date:** 2025-7
**Character Count:** 3248906
**Document Hash:** 7a5bf70d230777a01e96c80dcbee2295
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046142.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046142

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CHARLES SCHWAB FAMILY OF FUNDS
- **CENTRAL INDEX KEY:** 0000857156

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251110783

**BUSINESS ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 1-415-667-7000

**MAIL ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCHWAB CHARLES FAMILY OF FUNDS
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Schwab Prime Advantage Money Fund (Series ID: S000004508)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000012383 | Investor Shares | SWVXX           |
| C000038267 | Ultra Shares    | SNAXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000857156

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

**Registrant Full Name:** Charles Schwab Family of Funds

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

**Name of Series:** Schwab Prime Advantage Money Fund

**LEI of Series:** 54930034YSGPKXW97O22

**EDGAR Series Identifier:** S000004508

**Total number of share classes in the series:** 2

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Charles Schwab Investment Management, Inc.                   | 801-35905         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Denver<br>State: CO           |  |
| Administrator                 | Charles Schwab Investment Management, Inc.                   |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-31894

- **Is this a Feeder Fund?:** No

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Prime

- **Is this a Retail Money Market Fund?:** Yes

- **Is this a Government Money Market Fund?:** No

- **WAM:** 21 days

- **WAL:** 51 days

- **Total Value of Portfolio Securities:** $357748597695.45

- **Amortized Cost of Portfolio Securities:** $357738840116.97

- **Cash:** $12950000000.08

- **Total Other Assets:** $929069332.46

- **Total Liabilities:** $1598889640.51

- **Net Assets of Series:** $370019019809.00

- **Number of Shares Outstanding (Series):** 370015951343.4800

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $159911508615.84          | $202596127141.65           | 43.4800%                  | 55.0900%                   |
| 2025-06-03 | $159731732560.90          | $202588049144.33           | 43.4600%                  | 55.1100%                   |
| 2025-06-04 | $161124609511.82          | $203146932789.23           | 43.6700%                  | 55.0700%                   |
| 2025-06-05 | $160987402011.67          | $202672566328.10           | 43.7100%                  | 55.0300%                   |
| 2025-06-06 | $155196003203.53          | $202727439843.85           | 42.0900%                  | 54.9800%                   |
| 2025-06-09 | $169442944095.14          | $204989914583.08           | 45.7400%                  | 55.3400%                   |
| 2025-06-10 | $162930997544.39          | $203400887777.62           | 44.0500%                  | 54.9900%                   |
| 2025-06-11 | $164100418515.86          | $203043127231.92           | 44.4600%                  | 55.0100%                   |
| 2025-06-12 | $158463993592.24          | $203304664517.69           | 42.9000%                  | 55.0500%                   |
| 2025-06-13 | $157391493256.30          | $203887156693.74           | 42.6200%                  | 55.2200%                   |
| 2025-06-16 | $168421210932.05          | $203725814145.55           | 45.5300%                  | 55.0700%                   |
| 2025-06-17 | $167453787389.30          | $204253521928.27           | 45.1900%                  | 55.1200%                   |
| 2025-06-18 | $159216979556.61          | $203431509598.54           | 43.0400%                  | 54.9900%                   |
| 2025-06-20 | $159333772581.46          | $204580541470.71           | 42.9200%                  | 55.1000%                   |
| 2025-06-23 | $169325567296.94          | $204881855713.69           | 45.5500%                  | 55.1200%                   |
| 2025-06-24 | $168804515723.09          | $204219230707.75           | 45.4900%                  | 55.0300%                   |
| 2025-06-25 | $154284209096.67          | $203557700464.52           | 41.6100%                  | 54.9000%                   |
| 2025-06-26 | $159909657077.53          | $204006913315.86           | 43.1000%                  | 54.9900%                   |
| 2025-06-27 | $163849969183.73          | $204390437563.60           | 44.0900%                  | 55.0000%                   |
| 2025-06-30 | $166093208621.37          | $204355232013.24           | 44.6900%                  | 54.9900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4900%             |
| 2025-06-03 | 4.4900%             |
| 2025-06-04 | 4.4900%             |
| 2025-06-05 | 4.4800%             |
| 2025-06-06 | 4.4700%             |
| 2025-06-09 | 4.4600%             |
| 2025-06-10 | 4.4600%             |
| 2025-06-11 | 4.4600%             |
| 2025-06-12 | 4.4600%             |
| 2025-06-13 | 4.4600%             |
| 2025-06-16 | 4.4600%             |
| 2025-06-17 | 4.4600%             |
| 2025-06-18 | 4.4700%             |
| 2025-06-20 | 4.4700%             |
| 2025-06-23 | 4.4700%             |
| 2025-06-24 | 4.4700%             |
| 2025-06-25 | 4.4700%             |
| 2025-06-26 | 4.4700%             |
| 2025-06-27 | 4.4900%             |
| 2025-06-30 | 4.5000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 1.0000                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $240151041074.66

- **Number of Shares Outstanding:** 240149228366.6700

- **Expense Reimbursement/Waiver:** 917412.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1702687492.43            | $753736134.09           |
| 2025-06-03 | $1212511741.68            | $1218536629.40          |
| 2025-06-04 | $1119765374.47            | $980316483.56           |
| 2025-06-05 | $1081422243.92            | $936577156.09           |
| 2025-06-06 | $963605606.49             | $870650840.54           |
| 2025-06-09 | $1062704779.29            | $815147470.24           |
| 2025-06-10 | $1078475822.45            | $1138939526.79          |
| 2025-06-11 | $992824303.53             | $1204578406.70          |
| 2025-06-12 | $906164730.09             | $963460245.35           |
| 2025-06-13 | $936751574.56             | $833356576.31           |
| 2025-06-16 | $953344558.84             | $859187428.16           |
| 2025-06-17 | $1031728119.07            | $1040928675.93          |
| 2025-06-18 | $1006640761.91            | $840002778.02           |
| 2025-06-20 | $953851850.33             | $785931042.23           |
| 2025-06-23 | $1088351222.90            | $934036931.87           |
| 2025-06-24 | $1272000460.21            | $1065511099.96          |
| 2025-06-25 | $1071852452.98            | $1186265269.10          |
| 2025-06-26 | $919541105.42             | $1254199989.92          |
| 2025-06-27 | $1143075291.42            | $961145381.54           |
| 2025-06-30 | $1145267035.19            | $860607461.57           |

**Total Gross Subscriptions (Month):** $21642566527.18

**Total Gross Redemptions (Month):** $19503115527.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1500%           |
| 2025-06-03 | 4.1500%           |
| 2025-06-04 | 4.1500%           |
| 2025-06-05 | 4.1400%           |
| 2025-06-06 | 4.1300%           |
| 2025-06-09 | 4.1200%           |
| 2025-06-10 | 4.1200%           |
| 2025-06-11 | 4.1200%           |
| 2025-06-12 | 4.1200%           |
| 2025-06-13 | 4.1200%           |
| 2025-06-16 | 4.1200%           |
| 2025-06-17 | 4.1200%           |
| 2025-06-18 | 4.1300%           |
| 2025-06-20 | 4.1300%           |
| 2025-06-23 | 4.1300%           |
| 2025-06-24 | 4.1300%           |
| 2025-06-25 | 4.1300%           |
| 2025-06-26 | 4.1300%           |
| 2025-06-27 | 4.1500%           |
| 2025-06-30 | 4.1600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $129867978734.34

- **Number of Shares Outstanding:** 129866722976.8100

- **Expense Reimbursement/Waiver:** 494988.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $1031038293.21            | $329302715.55           |
| 2025-06-03 | $746192790.46             | $611271360.98           |
| 2025-06-04 | $1149977127.45            | $574367846.05           |
| 2025-06-05 | $743128655.85             | $551545455.89           |
| 2025-06-06 | $786547806.65             | $467449725.50           |
| 2025-06-09 | $693346815.76             | $434708961.24           |
| 2025-06-10 | $620629055.29             | $690400791.96           |
| 2025-06-11 | $699804704.65             | $526647322.76           |
| 2025-06-12 | $516572405.73             | $551345893.83           |
| 2025-06-13 | $552846420.39             | $617251544.83           |
| 2025-06-16 | $740359207.27             | $535813288.59           |
| 2025-06-17 | $705821132.00             | $900696984.54           |
| 2025-06-18 | $603362461.95             | $432781283.44           |
| 2025-06-20 | $559952663.28             | $499908179.65           |
| 2025-06-23 | $699733598.13             | $599519709.80           |
| 2025-06-24 | $566308564.69             | $644093651.31           |
| 2025-06-25 | $773025476.31             | $621995718.76           |
| 2025-06-26 | $486483449.22             | $503537692.59           |
| 2025-06-27 | $567166012.22             | $548276170.39           |
| 2025-06-30 | $753733967.79             | $561706988.19           |

**Total Gross Subscriptions (Month):** $13996030608.30

**Total Gross Redemptions (Month):** $11202621285.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.3000%           |
| 2025-06-03 | 4.3000%           |
| 2025-06-04 | 4.3000%           |
| 2025-06-05 | 4.2900%           |
| 2025-06-06 | 4.2800%           |
| 2025-06-09 | 4.2700%           |
| 2025-06-10 | 4.2700%           |
| 2025-06-11 | 4.2700%           |
| 2025-06-12 | 4.2700%           |
| 2025-06-13 | 4.2700%           |
| 2025-06-16 | 4.2700%           |
| 2025-06-17 | 4.2700%           |
| 2025-06-18 | 4.2800%           |
| 2025-06-20 | 4.2800%           |
| 2025-06-23 | 4.2800%           |
| 2025-06-24 | 4.2800%           |
| 2025-06-25 | 4.2800%           |
| 2025-06-26 | 4.2800%           |
| 2025-06-27 | 4.3000%           |
| 2025-06-30 | 4.3100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AU30, C.4 - ISIN: US03664AU305, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49981825.00
- **C.18.a - Value (excl. sponsor support):** $49981825.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AUU0, C.4 - ISIN: US03664AUU05, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $66402611.80
- **C.18.a - Value (excl. sponsor support):** $66402611.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AV47, C.4 - ISIN: US03664AV477, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49786515.00
- **C.18.a - Value (excl. sponsor support):** $49786515.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW20, C.4 - ISIN: US03664AW202, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $218368033.10
- **C.18.a - Value (excl. sponsor support):** $218368033.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW38, C.4 - ISIN: US03664AW384, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $99200740.00
- **C.18.a - Value (excl. sponsor support):** $99200740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: ANTALIS SA

- **C.1 - Title:** ANTALIS SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 03664AW46, C.4 - ISIN: US03664AW467, C.3 - LEI: 549300G2LM2ZKZ0X4Y50
- **C.18 - Value (incl. sponsor support):** $49594190.00
- **C.18.a - Value (excl. sponsor support):** $49594190.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TVB8, C.4 - ISIN: US04821TVB87, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $152813137.92
- **C.18.a - Value (excl. sponsor support):** $152813137.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TX67, C.4 - ISIN: US04821TX676, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $49402155.00
- **C.18.a - Value (excl. sponsor support):** $49402155.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TXE0, C.4 - ISIN: US04821TXE09, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $98707680.00
- **C.18.a - Value (excl. sponsor support):** $98707680.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZH1, C.4 - ISIN: US04821TZH12, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $48984330.00
- **C.18.a - Value (excl. sponsor support):** $48984330.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-17
- **C.12 - Maturity Date (WAL):** 2025-12-17
- **C.13 - Final Legal Maturity Date:** 2025-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZJ7, C.4 - ISIN: US04821TZJ77, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $186119250.00
- **C.18.a - Value (excl. sponsor support):** $186119250.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: ATLANTIC ASSET SECURITIZATION LLC

- **C.1 - Title:** ATLANTIC ASSET SECURITIZATION LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 04821TZV0, C.3 - LEI: 549300BUNY5BIX4CVW20
- **C.18 - Value (incl. sponsor support):** $97834650.00
- **C.18.a - Value (excl. sponsor support):** $97834650.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYA6, C.4 - ISIN: US05253MYA60, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $185013209.00
- **C.18.a - Value (excl. sponsor support):** $185013209.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.530000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MYC2, C.4 - ISIN: US05253MYC27, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $350015925.00
- **C.18.a - Value (excl. sponsor support):** $350015925.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05253MZK3, C.4 - ISIN: US05253MZK34, C.3 - LEI: JHE42UYNWWTJB8YTTU19
- **C.18 - Value (incl. sponsor support):** $500029600.00
- **C.18.a - Value (excl. sponsor support):** $500029600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2U16, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $49993975.00
- **C.18.a - Value (excl. sponsor support):** $49993975.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 17: AUTOMATIC DATA PROCESSING INC

- **C.1 - Title:** AUTOMATIC DATA PROCESSING INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 0530A2U24, C.3 - LEI: HGBOLILQXWER4SAL2I23
- **C.18 - Value (incl. sponsor support):** $769814430.00
- **C.18.a - Value (excl. sponsor support):** $769814430.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BUQ4, C.4 - ISIN: US05571BUQ49, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $299132580.00
- **C.18.a - Value (excl. sponsor support):** $299132580.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV42, C.4 - ISIN: US05571BV421, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $536718736.40
- **C.18.a - Value (excl. sponsor support):** $536718736.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV59, C.4 - ISIN: US05571BV595, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $233976575.00
- **C.18.a - Value (excl. sponsor support):** $233976575.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: BPCE SA

- **C.1 - Title:** BPCE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571BV67, C.4 - ISIN: US05571BV678, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $618219348.30
- **C.18.a - Value (excl. sponsor support):** $618219348.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: BPCE SA

- **C.1 - Title:** BPCE SA 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDU8, C.4 - ISIN: US05571EDU82, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $700033390.00
- **C.18.a - Value (excl. sponsor support):** $700033390.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: BPCE SA

- **C.1 - Title:** BPCE SA 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDX2, C.4 - ISIN: US05571EDX22, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $500177950.00
- **C.18.a - Value (excl. sponsor support):** $500177950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: BPCE SA

- **C.1 - Title:** BPCE SA 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDY0, C.4 - ISIN: US05571EDY05, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $600170460.00
- **C.18.a - Value (excl. sponsor support):** $600170460.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: BPCE SA

- **C.1 - Title:** BPCE SA 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 05571EDZ7, C.4 - ISIN: US05571EDZ79, C.3 - LEI: 9695005MSX1OYEMGDF46
- **C.18 - Value (incl. sponsor support):** $200056520.00
- **C.18.a - Value (excl. sponsor support):** $200056520.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DE58, C.4 - ISIN: US05593DE583, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $238003236.80
- **C.18.a - Value (excl. sponsor support):** $238003236.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DEL3, C.4 - ISIN: US05593DEL38, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $139003711.30
- **C.18.a - Value (excl. sponsor support):** $139003711.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DFN8, C.4 - ISIN: US05593DFN84, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $203996695.20
- **C.18.a - Value (excl. sponsor support):** $203996695.20
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGL1, C.4 - ISIN: US05593DGL10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $200011280.00
- **C.18.a - Value (excl. sponsor support):** $200011280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DGV9, C.4 - ISIN: US05593DGV91, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $350055125.00
- **C.18.a - Value (excl. sponsor support):** $350055125.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHG1, C.4 - ISIN: US05593DHG16, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $599991240.00
- **C.18.a - Value (excl. sponsor support):** $599991240.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: BNP PARIBAS (NEW YORK BRANCH)

- **C.1 - Title:** BNP PARIBAS (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 05593DHP1, C.4 - ISIN: US05593DHP15, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $500017450.00
- **C.18.a - Value (excl. sponsor support):** $500017450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050F7M8, C.4 - ISIN: US06050F7M89, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200066300.00
- **C.18.a - Value (excl. sponsor support):** $200066300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050FMX7, C.4 - ISIN: US06050FMX77, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300058920.00
- **C.18.a - Value (excl. sponsor support):** $300058920.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNN8, C.4 - ISIN: US06050TNN80, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $1000027390.00
- **C.18.a - Value (excl. sponsor support):** $1000027390.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.760000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNQ1, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500088675.00
- **C.18.a - Value (excl. sponsor support):** $500088675.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06050TNT5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600145242.00
- **C.18.a - Value (excl. sponsor support):** $600145242.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.7200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNV0, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $514733281.50
- **C.18.a - Value (excl. sponsor support):** $514733281.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.230000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06050TNW8, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500102660.00
- **C.18.a - Value (excl. sponsor support):** $500102660.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-13
- **C.12 - Maturity Date (WAL):** 2026-07-13
- **C.13 - Final Legal Maturity Date:** 2026-07-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.180000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WPX6, C.4 - ISIN: US06051WPX64, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $99909760.00
- **C.18.a - Value (excl. sponsor support):** $99909760.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSP0, C.4 - ISIN: US06051WSP04, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $439988384.00
- **C.18.a - Value (excl. sponsor support):** $439988384.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSR6, C.4 - ISIN: US06051WSR69, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600152880.00
- **C.18.a - Value (excl. sponsor support):** $600152880.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WSS4, C.4 - ISIN: US06051WSS43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600142860.00
- **C.18.a - Value (excl. sponsor support):** $600142860.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WTA2, C.4 - ISIN: US06051WTA26, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499953000.00
- **C.18.a - Value (excl. sponsor support):** $499953000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.280000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WUV4, C.4 - ISIN: US06051WUV44, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $249954975.00
- **C.18.a - Value (excl. sponsor support):** $249954975.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-04-17
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06051WVM3, C.4 - ISIN: US06051WVM36, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499986300.00
- **C.18.a - Value (excl. sponsor support):** $499986300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RAD5, C.4 - ISIN: US06053RAD52, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $200026580.00
- **C.18.a - Value (excl. sponsor support):** $200026580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBC6, C.4 - ISIN: US06053RBC60, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $499949950.00
- **C.18.a - Value (excl. sponsor support):** $499949950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RBM4, C.4 - ISIN: US06053RBM43, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500604075.00
- **C.18.a - Value (excl. sponsor support):** $500604075.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06053RCA9, C.4 - ISIN: US06053RCA95, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $300197370.00
- **C.18.a - Value (excl. sponsor support):** $300197370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CHU2, C.4 - ISIN: US06054CHU27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $342056635.20
- **C.18.a - Value (excl. sponsor support):** $342056635.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJC0, C.4 - ISIN: US06054CJC01, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250079050.00
- **C.18.a - Value (excl. sponsor support):** $250079050.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJJ5, C.4 - ISIN: US06054CJJ53, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $279994708.00
- **C.18.a - Value (excl. sponsor support):** $279994708.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJK2, C.4 - ISIN: US06054CJK27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $500020500.00
- **C.18.a - Value (excl. sponsor support):** $500020500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.570000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJP1, C.4 - ISIN: US06054CJP14, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $82999692.90
- **C.18.a - Value (excl. sponsor support):** $82999692.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CJS5, C.4 - ISIN: US06054CJS52, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250012025.00
- **C.18.a - Value (excl. sponsor support):** $250012025.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.810000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKL8, C.4 - ISIN: US06054CKL80, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $300256110.00
- **C.18.a - Value (excl. sponsor support):** $300256110.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.800000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054CKS3, C.4 - ISIN: US06054CKS34, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $350284025.00
- **C.18.a - Value (excl. sponsor support):** $350284025.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NUR0, C.4 - ISIN: US06054NUR06, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $149542635.00
- **C.18.a - Value (excl. sponsor support):** $149542635.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NVL2, C.4 - ISIN: US06054NVL27, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $695616810.00
- **C.18.a - Value (excl. sponsor support):** $695616810.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NW23, C.4 - ISIN: US06054NW230, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $248030075.00
- **C.18.a - Value (excl. sponsor support):** $248030075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NWB3, C.4 - ISIN: US06054NWB36, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $247756100.00
- **C.18.a - Value (excl. sponsor support):** $247756100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054NXL0, C.4 - ISIN: US06054NXL09, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $493145200.00
- **C.18.a - Value (excl. sponsor support):** $493145200.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06054PAC0, C.4 - ISIN: US06054PAC05, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $488307150.00
- **C.18.a - Value (excl. sponsor support):** $488307150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAE2, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $600312978.00
- **C.18.a - Value (excl. sponsor support):** $600312978.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAG7, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $400118184.00
- **C.18.a - Value (excl. sponsor support):** $400118184.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAH5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500130145.00
- **C.18.a - Value (excl. sponsor support):** $500130145.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.800000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RAQ5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500523670.00
- **C.18.a - Value (excl. sponsor support):** $500523670.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.710000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: 06054RB27, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $500105000.00
- **C.18.a - Value (excl. sponsor support):** $500105000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06054RBC5, C.3 - LEI: B4TYDEB6GKMZO031MB27
- **C.18 - Value (incl. sponsor support):** $473391554.13
- **C.18.a - Value (excl. sponsor support):** $473391554.13
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: BANK OF MONTREAL (CHICAGO BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (CHICAGO BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06367DPA7, C.4 - ISIN: US06367DPA71, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $250003900.00
- **C.18.a - Value (excl. sponsor support):** $250003900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA 4.670000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06417LA64, C.4 - ISIN: US06417LA643, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1000194400.00
- **C.18.a - Value (excl. sponsor support):** $1000194400.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NCY6, C.4 - ISIN: US06418NCY67, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $600002340.00
- **C.18.a - Value (excl. sponsor support):** $600002340.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDA7, C.4 - ISIN: US06418NDA72, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $1500044850.00
- **C.18.a - Value (excl. sponsor support):** $1500044850.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: BANK OF NOVA SCOTIA (NEW YORK BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDT6, C.4 - ISIN: US06418NDT63, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $299045986.20
- **C.18.a - Value (excl. sponsor support):** $299045986.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NDU3, C.4 - ISIN: US06418NDU37, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $500307200.00
- **C.18.a - Value (excl. sponsor support):** $500307200.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: BANK OF NOVA SCOTIA (HOUSTON BRANCH)

- **C.1 - Title:** BANK OF NOVA SCOTIA (HOUSTON BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06418NFY3, C.4 - ISIN: US06418NFY31, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $700048790.00
- **C.18.a - Value (excl. sponsor support):** $700048790.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FU88, C.4 - ISIN: US06741FU885, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $101901315.00
- **C.18.a - Value (excl. sponsor support):** $101901315.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUH8, C.4 - ISIN: US06741FUH80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $294390353.00
- **C.18.a - Value (excl. sponsor support):** $294390353.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUM7, C.4 - ISIN: US06741FUM75, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299232390.00
- **C.18.a - Value (excl. sponsor support):** $299232390.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FUU9, C.4 - ISIN: US06741FUU91, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $298972440.00
- **C.18.a - Value (excl. sponsor support):** $298972440.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FV87, C.4 - ISIN: US06741FV875, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $199046480.00
- **C.18.a - Value (excl. sponsor support):** $199046480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FVJ3, C.4 - ISIN: US06741FVJ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99402200.00
- **C.18.a - Value (excl. sponsor support):** $99402200.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FXV4, C.4 - ISIN: US06741FXV48, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $197063540.00
- **C.18.a - Value (excl. sponsor support):** $197063540.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741FY50, C.4 - ISIN: US06741FY507, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $137829692.00
- **C.18.a - Value (excl. sponsor support):** $137829692.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HMV2, C.4 - ISIN: US06741HMV23, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $230041331.00
- **C.18.a - Value (excl. sponsor support):** $230041331.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPL1, C.4 - ISIN: US06741HPL14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $135024597.00
- **C.18.a - Value (excl. sponsor support):** $135024597.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPM9, C.4 - ISIN: US06741HPM96, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $100018870.00
- **C.18.a - Value (excl. sponsor support):** $100018870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.740000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPU1, C.4 - ISIN: US06741HPU13, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $171106464.60
- **C.18.a - Value (excl. sponsor support):** $171106464.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HPY3, C.4 - ISIN: US06741HPY35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $345107709.00
- **C.18.a - Value (excl. sponsor support):** $345107709.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQD8, C.4 - ISIN: US06741HQD88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $450082305.00
- **C.18.a - Value (excl. sponsor support):** $450082305.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1

- **C.1 - Title:** BARCLAYS BANK PLC US COLLATERALIZED CP NOTES SERIES 2010-1 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06741HQH9, C.4 - ISIN: US06741HQH92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $120021180.00
- **C.18.a - Value (excl. sponsor support):** $120021180.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QU16, C.4 - ISIN: US06744QU167, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $499939500.00
- **C.18.a - Value (excl. sponsor support):** $499939500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QU24, C.4 - ISIN: US06744QU241, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $549866955.00
- **C.18.a - Value (excl. sponsor support):** $549866955.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QU32, C.4 - ISIN: US06744QU324, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $324882090.00
- **C.18.a - Value (excl. sponsor support):** $324882090.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: BARCLAYS BANK UK PLC

- **C.1 - Title:** BARCLAYS BANK UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06744QU73, C.4 - ISIN: US06744QU738, C.3 - LEI: 213800UUGANOMFJ9X769
- **C.18 - Value (incl. sponsor support):** $706401807.30
- **C.18.a - Value (excl. sponsor support):** $706401807.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GCJ8, C.4 - ISIN: US06745GCJ85, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $400039240.00
- **C.18.a - Value (excl. sponsor support):** $400039240.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDG3, C.4 - ISIN: US06745GDG38, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $750459600.00
- **C.18.a - Value (excl. sponsor support):** $750459600.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDM0, C.4 - ISIN: US06745GDM06, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000621800.00
- **C.18.a - Value (excl. sponsor support):** $1000621800.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDS7, C.4 - ISIN: US06745GDS75, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $368086075.20
- **C.18.a - Value (excl. sponsor support):** $368086075.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDX6, C.4 - ISIN: US06745GDX60, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $332077389.20
- **C.18.a - Value (excl. sponsor support):** $332077389.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GDZ1, C.4 - ISIN: US06745GDZ19, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $346067643.00
- **C.18.a - Value (excl. sponsor support):** $346067643.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: BARCLAYS BANK PLC (NEW YORK BRANCH)

- **C.1 - Title:** BARCLAYS BANK PLC (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 06745GEB3, C.4 - ISIN: US06745GEB32, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $500089650.00
- **C.18.a - Value (excl. sponsor support):** $500089650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUN6, C.4 - ISIN: US06945LUN62, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99733060.00
- **C.18.a - Value (excl. sponsor support):** $99733060.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUP1, C.4 - ISIN: US06945LUP11, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99720870.00
- **C.18.a - Value (excl. sponsor support):** $99720870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LUR7, C.4 - ISIN: US06945LUR76, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $128758003.92
- **C.18.a - Value (excl. sponsor support):** $128758003.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVF2, C.4 - ISIN: US06945LVF20, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99437480.00
- **C.18.a - Value (excl. sponsor support):** $99437480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVL9, C.4 - ISIN: US06945LVL97, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49689115.00
- **C.18.a - Value (excl. sponsor support):** $49689115.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LVT2, C.4 - ISIN: US06945LVT24, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49647945.00
- **C.18.a - Value (excl. sponsor support):** $49647945.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LW46, C.4 - ISIN: US06945LW464, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $99199380.00
- **C.18.a - Value (excl. sponsor support):** $99199380.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LW95, C.4 - ISIN: US06945LW951, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49569200.00
- **C.18.a - Value (excl. sponsor support):** $49569200.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LWA2, C.4 - ISIN: US06945LWA24, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49563100.00
- **C.18.a - Value (excl. sponsor support):** $49563100.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: BARTON CAPITAL SA

- **C.1 - Title:** BARTON CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 06945LWS3, C.4 - ISIN: US06945LWS32, C.3 - LEI: 549300KOFKIMD0C37W24
- **C.18 - Value (incl. sponsor support):** $49465360.00
- **C.18.a - Value (excl. sponsor support):** $49465360.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: BAYERISCHE LANDESBANK (NEW YORK BRANCH)

- **C.1 - Title:** BAYERISCHE LANDESBANK (NEW YORK BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 0727MDFD2, C.4 - ISIN: US0727MDFD27, C.3 - LEI: 549300DJ6F1V4GISFC11
- **C.18 - Value (incl. sponsor support):** $300038910.00
- **C.18.a - Value (excl. sponsor support):** $300038910.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AU77, C.4 - ISIN: US07644AU774, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99915510.00
- **C.18.a - Value (excl. sponsor support):** $99915510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AVM3, C.4 - ISIN: US07644AVM34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99366510.00
- **C.18.a - Value (excl. sponsor support):** $99366510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWJ9, C.4 - ISIN: US07644AWJ95, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $148539450.00
- **C.18.a - Value (excl. sponsor support):** $148539450.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWK6, C.4 - ISIN: US07644AWK68, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $99014050.00
- **C.18.a - Value (excl. sponsor support):** $99014050.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644AWN0, C.4 - ISIN: US07644AWN08, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $128670490.00
- **C.18.a - Value (excl. sponsor support):** $128670490.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BA93, C.4 - ISIN: US07644BA931, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $97720510.00
- **C.18.a - Value (excl. sponsor support):** $97720510.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644BAU6, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $195031220.00
- **C.18.a - Value (excl. sponsor support):** $195031220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPB8, C.4 - ISIN: US07644DPB81, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200013320.00
- **C.18.a - Value (excl. sponsor support):** $200013320.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPJ1, C.4 - ISIN: US07644DPJ18, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200029120.00
- **C.18.a - Value (excl. sponsor support):** $200029120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.590000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPK8, C.4 - ISIN: US07644DPK80, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $119016374.40
- **C.18.a - Value (excl. sponsor support):** $119016374.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPP7, C.4 - ISIN: US07644DPP77, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $200042880.00
- **C.18.a - Value (excl. sponsor support):** $200042880.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07644DPR3, C.4 - ISIN: US07644DPR34, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $199998560.00
- **C.18.a - Value (excl. sponsor support):** $199998560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: BEDFORD ROW FUNDING CORP

- **C.1 - Title:** BEDFORD ROW FUNDING CORP 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 07645RFF8, C.4 - ISIN: US07645RFF82, C.3 - LEI: 5493000JWH1Z48FX0180
- **C.18 - Value (incl. sponsor support):** $249984300.00
- **C.18.a - Value (excl. sponsor support):** $249984300.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LU20, C.4 - ISIN: US08224LU201, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $273145320.08
- **C.18.a - Value (excl. sponsor support):** $273145320.08
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 129: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LVE3, C.4 - ISIN: US08224LVE37, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $8768562.05
- **C.18.a - Value (excl. sponsor support):** $8768562.05
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: BENNINGTON STARK CAPITAL COMPANY LLC

- **C.1 - Title:** BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 08224LVF0, C.4 - ISIN: US08224LVF02, C.3 - LEI: 549300PGDCWK6DU9QM65
- **C.18 - Value (incl. sponsor support):** $271538700.72
- **C.18.a - Value (excl. sponsor support):** $271538700.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWB3, C.4 - ISIN: US09660EWB37, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $297371700.00
- **C.18.a - Value (excl. sponsor support):** $297371700.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660EWC1, C.4 - ISIN: US09660EWC10, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $346891790.00
- **C.18.a - Value (excl. sponsor support):** $346891790.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 09660YQJ9, C.4 - ISIN: US09660YQJ90, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $435083302.50
- **C.18.a - Value (excl. sponsor support):** $435083302.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: BRECKENRIDGE TERRACE, LLC

- **C.1 - Title:** HOUSING FACILITIES REVENUE NOTES SERIES 1999B 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 106538AB7, C.4 - ISIN: US106538AB78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 135: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2U10, C.4 - ISIN: US1247P2U106, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $29096493.45
- **C.18.a - Value (excl. sponsor support):** $29096493.45
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 136: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2U77, C.4 - ISIN: US1247P2U775, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $109906852.00
- **C.18.a - Value (excl. sponsor support):** $109906852.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 137: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UP7, C.4 - ISIN: US1247P2UP79, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99720870.00
- **C.18.a - Value (excl. sponsor support):** $99720870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 138: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UR3, C.4 - ISIN: US1247P2UR36, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99696480.00
- **C.18.a - Value (excl. sponsor support):** $99696480.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UU6, C.4 - ISIN: US1247P2UU64, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49829930.00
- **C.18.a - Value (excl. sponsor support):** $49829930.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 140: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UV4, C.4 - ISIN: US1247P2UV48, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $124559550.00
- **C.18.a - Value (excl. sponsor support):** $124559550.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2UW2, C.4 - ISIN: US1247P2UW21, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99635420.00
- **C.18.a - Value (excl. sponsor support):** $99635420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 142: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VN1, C.4 - ISIN: US1247P2VN13, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99355220.00
- **C.18.a - Value (excl. sponsor support):** $99355220.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2VS0, C.4 - ISIN: US1247P2VS00, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $49653490.00
- **C.18.a - Value (excl. sponsor support):** $49653490.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: CAFCO LLC

- **C.1 - Title:** CAFCO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1247P2WG5, C.4 - ISIN: US1247P2WG52, C.3 - LEI: 8O46YQAGJ63WE5QHIG35
- **C.18 - Value (incl. sponsor support):** $99050780.00
- **C.18.a - Value (excl. sponsor support):** $99050780.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TU10, C.4 - ISIN: US12619TU100, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $70191540.90
- **C.18.a - Value (excl. sponsor support):** $70191540.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TU77, C.4 - ISIN: US12619TU779, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $24978830.00
- **C.18.a - Value (excl. sponsor support):** $24978830.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUP7, C.4 - ISIN: US12619TUP73, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $49860435.00
- **C.18.a - Value (excl. sponsor support):** $49860435.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUR3, C.4 - ISIN: US12619TUR30, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $49848240.00
- **C.18.a - Value (excl. sponsor support):** $49848240.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TUV4, C.4 - ISIN: US12619TUV42, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74735730.00
- **C.18.a - Value (excl. sponsor support):** $74735730.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVR2, C.4 - ISIN: US12619TVR21, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $74486707.50
- **C.18.a - Value (excl. sponsor support):** $74486707.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVS0, C.4 - ISIN: US12619TVS04, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $148954770.00
- **C.18.a - Value (excl. sponsor support):** $148954770.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: CRC FUNDING LLC

- **C.1 - Title:** CRC FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12619TVV3, C.4 - ISIN: US12619TVV33, C.3 - LEI: 549300HKCCNTZDBBEN75
- **C.18 - Value (incl. sponsor support):** $124082287.50
- **C.18.a - Value (excl. sponsor support):** $124082287.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710CAM1, C.4 - ISIN: US12710CAM10, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $225040387.50
- **C.18.a - Value (excl. sponsor support):** $225040387.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GUB4, C.4 - ISIN: US12710GUB49, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $149600736.04
- **C.18.a - Value (excl. sponsor support):** $149600736.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GUH1, C.4 - ISIN: US12710GUH19, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $98796000.60
- **C.18.a - Value (excl. sponsor support):** $98796000.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GUQ1, C.4 - ISIN: US12710GUQ18, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $245282811.60
- **C.18.a - Value (excl. sponsor support):** $245282811.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GUR9, C.4 - ISIN: US12710GUR90, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $87732629.60
- **C.18.a - Value (excl. sponsor support):** $87732629.60
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GV15, C.4 - ISIN: US12710GV151, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $54785621.00
- **C.18.a - Value (excl. sponsor support):** $54785621.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GV56, C.4 - ISIN: US12710GV565, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $74671125.00
- **C.18.a - Value (excl. sponsor support):** $74671125.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 160: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVB3, C.4 - ISIN: US12710GVB30, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $99488420.00
- **C.18.a - Value (excl. sponsor support):** $99488420.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVT4, C.4 - ISIN: US12710GVT48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $79434824.00
- **C.18.a - Value (excl. sponsor support):** $79434824.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GVV9, C.4 - ISIN: US12710GVV93, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $89342253.00
- **C.18.a - Value (excl. sponsor support):** $89342253.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWA4, C.4 - ISIN: US12710GWA48, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $81280860.00
- **C.18.a - Value (excl. sponsor support):** $81280860.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWJ5, C.4 - ISIN: US12710GWJ56, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $148538340.00
- **C.18.a - Value (excl. sponsor support):** $148538340.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GWS5, C.4 - ISIN: US12710GWS55, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $148392165.00
- **C.18.a - Value (excl. sponsor support):** $148392165.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710GXW5, C.4 - ISIN: US12710GXW58, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $68965001.00
- **C.18.a - Value (excl. sponsor support):** $68965001.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: CABOT TRAIL FUNDING LLC

- **C.1 - Title:** CABOT TRAIL FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 12710HA99, C.4 - ISIN: US12710HA997, C.3 - LEI: 25490002FPRX2W8W9V23
- **C.18 - Value (incl. sponsor support):** $97712830.00
- **C.18.a - Value (excl. sponsor support):** $97712830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024B 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHS6, C.4 - ISIN: US13057EHS63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71000000.00
- **C.18.a - Value (excl. sponsor support):** $71000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: California Public Finance Auth

- **C.1 - Title:** RB (ADVENTIST HEALTH) SERIES 2024C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 13057EHU1, C.4 - ISIN: US13057EHU10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $85000000.00
- **C.18.a - Value (excl. sponsor support):** $85000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2064-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DEY4, C.4 - ISIN: US13606DEY40, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $499985300.00
- **C.18.a - Value (excl. sponsor support):** $499985300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DFR8, C.4 - ISIN: US13606DFR89, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $99993980.00
- **C.18.a - Value (excl. sponsor support):** $99993980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DGN6, C.4 - ISIN: US13606DGN66, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $419130979.40
- **C.18.a - Value (excl. sponsor support):** $419130979.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 13606DJH6, C.4 - ISIN: US13606DJH61, C.3 - LEI: 549300H8L46OOZOFHU82
- **C.18 - Value (incl. sponsor support):** $500395900.00
- **C.18.a - Value (excl. sponsor support):** $500395900.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: CELLMARK, INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2018A 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 15118CAA8, C.4 - ISIN: US15118CAA80, C.3 - LEI: 549300JWG1LWHVNYN325
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2038-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM25, C.4 - ISIN: US15963WM258, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $400004352.00
- **C.18.a - Value (excl. sponsor support):** $400004352.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM41, C.4 - ISIN: US15963WM415, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $225009441.00
- **C.18.a - Value (excl. sponsor support):** $225009441.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM66, C.4 - ISIN: US15963WM662, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100023164.00
- **C.18.a - Value (excl. sponsor support):** $100023164.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM82, C.4 - ISIN: US15963WM829, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100023281.00
- **C.18.a - Value (excl. sponsor support):** $100023281.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.780000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WM90, C.4 - ISIN: US15963WM902, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100025020.00
- **C.18.a - Value (excl. sponsor support):** $100025020.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.730000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN24, C.4 - ISIN: US15963WN249, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $240027638.40
- **C.18.a - Value (excl. sponsor support):** $240027638.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN40, C.4 - ISIN: US15963WN405, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $175016357.25
- **C.18.a - Value (excl. sponsor support):** $175016357.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN73, C.4 - ISIN: US15963WN736, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $100012594.00
- **C.18.a - Value (excl. sponsor support):** $100012594.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WN81, C.4 - ISIN: US15963WN819, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $150022810.50
- **C.18.a - Value (excl. sponsor support):** $150022810.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP22, C.4 - ISIN: US15963WP228, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $131016525.65
- **C.18.a - Value (excl. sponsor support):** $131016525.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: CHARIOT FUNDING LLC

- **C.1 - Title:** CHARIOT FUNDING LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 15963WP48, C.4 - ISIN: US15963WP483, C.3 - LEI: 549300EEWRNP448AMT79
- **C.18 - Value (incl. sponsor support):** $80004960.00
- **C.18.a - Value (excl. sponsor support):** $80004960.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VU15, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $74391042.24
- **C.18.a - Value (excl. sponsor support):** $74391042.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VU72, C.4 - ISIN: US16115VU721, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49957855.00
- **C.18.a - Value (excl. sponsor support):** $49957855.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VU98, C.4 - ISIN: US16115VU986, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99891210.00
- **C.18.a - Value (excl. sponsor support):** $99891210.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUP2, C.4 - ISIN: US16115VUP20, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99718600.00
- **C.18.a - Value (excl. sponsor support):** $99718600.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUR8, C.4 - ISIN: US16115VUR85, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99694320.00
- **C.18.a - Value (excl. sponsor support):** $99694320.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUV9, C.4 - ISIN: US16115VUV97, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49822925.00
- **C.18.a - Value (excl. sponsor support):** $49822925.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VUW7, C.4 - ISIN: US16115VUW70, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99633750.00
- **C.18.a - Value (excl. sponsor support):** $99633750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVJ5, C.4 - ISIN: US16115VVJ50, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $74552362.50
- **C.18.a - Value (excl. sponsor support):** $74552362.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVR7, C.4 - ISIN: US16115VVR76, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99317890.00
- **C.18.a - Value (excl. sponsor support):** $99317890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVS5, C.4 - ISIN: US16115VVS59, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $49652855.00
- **C.18.a - Value (excl. sponsor support):** $49652855.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VVV8, C.4 - ISIN: US16115VVV88, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $124086462.50
- **C.18.a - Value (excl. sponsor support):** $124086462.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWB1, C.4 - ISIN: US16115VWB16, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99109940.00
- **C.18.a - Value (excl. sponsor support):** $99109940.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: CHARTA LLC

- **C.1 - Title:** CHARTA LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16115VWJ4, C.4 - ISIN: US16115VWJ42, C.3 - LEI: 5493000FNFK79LCM6M65
- **C.18 - Value (incl. sponsor support):** $99024070.00
- **C.18.a - Value (excl. sponsor support):** $99024070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 3 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16537HU16, C.4 - ISIN: US16537HU162, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $454945172.50
- **C.18.a - Value (excl. sponsor support):** $454945172.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4

- **C.1 - Title:** CHESHAM FIN LTD / CHESHAM FIN LLC SERIES 4 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 16538AU10, C.4 - ISIN: US16538AU108, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $349957825.00
- **C.18.a - Value (excl. sponsor support):** $349957825.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.720000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPBN6, C.4 - ISIN: US1730QPBN65, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500162450.00
- **C.18.a - Value (excl. sponsor support):** $500162450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.650000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 1730QPCD7, C.4 - ISIN: US1730QPCD74, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $500040350.00
- **C.18.a - Value (excl. sponsor support):** $500040350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 17327AWA1, C.4 - ISIN: US17327AWA14, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $187337934.00
- **C.18.a - Value (excl. sponsor support):** $187337934.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHF7, C.4 - ISIN: US17330QHF72, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $520022828.00
- **C.18.a - Value (excl. sponsor support):** $520022828.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHM2, C.4 - ISIN: US17330QHM24, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $750471150.00
- **C.18.a - Value (excl. sponsor support):** $750471150.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHW0, C.4 - ISIN: US17330QHW06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $300106020.00
- **C.18.a - Value (excl. sponsor support):** $300106020.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QHX8, C.4 - ISIN: US17330QHX88, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $399904520.00
- **C.18.a - Value (excl. sponsor support):** $399904520.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.790000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJE8, C.4 - ISIN: US17330QJE89, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500474250.00
- **C.18.a - Value (excl. sponsor support):** $500474250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJH1, C.4 - ISIN: US17330QJH11, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $500178150.00
- **C.18.a - Value (excl. sponsor support):** $500178150.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: CITIBANK NA

- **C.1 - Title:** CITIBANK NA 4.690000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 17330QJM0, C.4 - ISIN: US17330QJM06, C.3 - LEI: E57ODZWZ7FF32TWEFA76
- **C.18 - Value (incl. sponsor support):** $675143032.50
- **C.18.a - Value (excl. sponsor support):** $675143032.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKV0, C.4 - ISIN: US19423RKV05, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $200000282.00
- **C.18.a - Value (excl. sponsor support):** $200000282.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKX6, C.4 - ISIN: US19423RKX60, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $150001153.50
- **C.18.a - Value (excl. sponsor support):** $150001153.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.630000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RKZ1, C.4 - ISIN: US19423RKZ19, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $100000436.00
- **C.18.a - Value (excl. sponsor support):** $100000436.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLC1, C.4 - ISIN: US19423RLC15, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $300031965.00
- **C.18.a - Value (excl. sponsor support):** $300031965.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.770000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLD9, C.4 - ISIN: US19423RLD97, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $194075850.12
- **C.18.a - Value (excl. sponsor support):** $194075850.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLE7, C.4 - ISIN: US19423RLE70, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $435038145.15
- **C.18.a - Value (excl. sponsor support):** $435038145.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.720000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLJ6, C.4 - ISIN: US19423RLJ67, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $245053753.00
- **C.18.a - Value (excl. sponsor support):** $245053753.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLP2, C.4 - ISIN: US19423RLP28, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $365042077.20
- **C.18.a - Value (excl. sponsor support):** $365042077.20
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.670000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLT4, C.4 - ISIN: US19423RLT40, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $500030305.00
- **C.18.a - Value (excl. sponsor support):** $500030305.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 220: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.670000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLW7, C.4 - ISIN: US19423RLW78, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $263016053.52
- **C.18.a - Value (excl. sponsor support):** $263016053.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 221: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RLY3, C.4 - ISIN: US19423RLY35, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $130010821.20
- **C.18.a - Value (excl. sponsor support):** $130010821.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 222: COLLATERALIZED COMMERCIAL PAPER V CO LLC

- **C.1 - Title:** COLLATERALIZED COMMERCIAL PAPER V CO LLC 4.370000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 19423RM97, C.4 - ISIN: US19423RM978, C.3 - LEI: 549300ZLXI3T111CH173
- **C.18 - Value (incl. sponsor support):** $299448990.00
- **C.18.a - Value (excl. sponsor support):** $299448990.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 223: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS II RB SERIES 2023F2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 1964802P1, C.4 - ISIN: US1964802P13, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $24400000.00
- **C.18.a - Value (excl. sponsor support):** $24400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2019L2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480CY1, C.4 - ISIN: US196480CY11, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $12350000.00
- **C.18.a - Value (excl. sponsor support):** $12350000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2044-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS II SERIES 2023A2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 196480T72, C.4 - ISIN: US196480T724, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $9600000.00
- **C.18.a - Value (excl. sponsor support):** $9600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2043-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: Colorado Housing & Finance Auth

- **C.1 - Title:** SF MORTGAGE BONDS SERIES 2023M2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAW2, C.4 - ISIN: US19648GAW24, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $19000000.00
- **C.18.a - Value (excl. sponsor support):** $19000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2023N2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GAY8, C.4 - ISIN: US19648GAY89, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2046-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025H2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GF23, C.4 - ISIN: US19648GF233, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $18380000.00
- **C.18.a - Value (excl. sponsor support):** $18380000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024A2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGW6, C.4 - ISIN: US19648GGW69, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30750000.00
- **C.18.a - Value (excl. sponsor support):** $30750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024B2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GGY2, C.4 - ISIN: US19648GGY26, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $14740000.00
- **C.18.a - Value (excl. sponsor support):** $14740000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2024C2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GHX3, C.4 - ISIN: US19648GHX34, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $30490000.00
- **C.18.a - Value (excl. sponsor support):** $30490000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2024F2 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GPD8, C.4 - ISIN: US19648GPD87, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $11325000.00
- **C.18.a - Value (excl. sponsor support):** $11325000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE BONDS CLASS I SERIES 2025D2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GWD0, C.4 - ISIN: US19648GWD05, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $17500000.00
- **C.18.a - Value (excl. sponsor support):** $17500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2049-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: Colorado Housing & Finance Auth

- **C.1 - Title:** S/F MORTGAGE CLASS I BONDS SERIES 2025G2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 19648GZH8, C.4 - ISIN: US19648GZH81, C.3 - LEI: 5493005GIROYQAWBMC18
- **C.18 - Value (incl. sponsor support):** $15910000.00
- **C.18.a - Value (excl. sponsor support):** $15910000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YHM6, C.4 - ISIN: US20259YHM66, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $315000189.00
- **C.18.a - Value (excl. sponsor support):** $315000189.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: COMMERZBANK AG (NEW YORK BRANCH)

- **C.1 - Title:** COMMERZBANK AG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 20259YHN4, C.4 - ISIN: US20259YHN40, C.3 - LEI: 851WYGNLUQLFZBSYGB56
- **C.18 - Value (incl. sponsor support):** $1529995104.00
- **C.18.a - Value (excl. sponsor support):** $1529995104.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBD6, C.4 - ISIN: US20272FBD69, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200010220.00
- **C.18.a - Value (excl. sponsor support):** $200010220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 238: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBE4, C.4 - ISIN: US20272FBE43, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $200009380.00
- **C.18.a - Value (excl. sponsor support):** $200009380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 239: COMMONWEALTH BANK OF AUSTRALIA

- **C.1 - Title:** COMMONWEALTH BANK OF AUSTRALIA 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20272FBF1, C.4 - ISIN: US20272FBF18, C.3 - LEI: MSFSBD3QN1GSN7Q6C537
- **C.18 - Value (incl. sponsor support):** $75003375.00
- **C.18.a - Value (excl. sponsor support):** $75003375.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 240: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBD8, C.4 - ISIN: US20632CBD83, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $34006933.62
- **C.18.a - Value (excl. sponsor support):** $34006933.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 241: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBJ5, C.4 - ISIN: US20632CBJ53, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $50003602.50
- **C.18.a - Value (excl. sponsor support):** $50003602.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 242: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBL0, C.4 - ISIN: US20632CBL00, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $65003871.40
- **C.18.a - Value (excl. sponsor support):** $65003871.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 243: CONCORD MINUTEMEN CAPITAL CO LLC SERIES C

- **C.1 - Title:** CONCORD MINUTEMEN CAPITAL CO LLC SERIES C 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 20632CBR7, C.4 - ISIN: US20632CBR79, C.3 - LEI: 549300B4YYZ4SNU1JB49
- **C.18 - Value (incl. sponsor support):** $86011070.78
- **C.18.a - Value (excl. sponsor support):** $86011070.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 244: COOK CNTY

- **C.1 - Title:** TAXABLE GO BONDS SERIES 2004D 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 213185FW6, C.4 - ISIN: US213185FW60, C.3 - LEI: 5493004UMR7OX4YITE10
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2E5, C.4 - ISIN: US21684X2E50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99996750.00
- **C.18.a - Value (excl. sponsor support):** $99996750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-22
- **C.12 - Maturity Date (WAL):** 2025-10-22
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 246: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2M7, C.4 - ISIN: US21684X2M76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249987950.00
- **C.18.a - Value (excl. sponsor support):** $249987950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 247: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2P0, C.4 - ISIN: US21684X2P08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99997310.00
- **C.18.a - Value (excl. sponsor support):** $99997310.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 248: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X2Q8, C.4 - ISIN: US21684X2Q80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99994590.00
- **C.18.a - Value (excl. sponsor support):** $99994590.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 249: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.290000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Y0, C.4 - ISIN: US21684X3Y06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250050700.00
- **C.18.a - Value (excl. sponsor support):** $250050700.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 250: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.260000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 21684X3Z7, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $250000100.00
- **C.18.a - Value (excl. sponsor support):** $250000100.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-04-07
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 251: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536H4E6, C.4 - ISIN: US22536H4E60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $225019485.00
- **C.18.a - Value (excl. sponsor support):** $225019485.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 252: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536HW54, C.4 - ISIN: US22536HW543, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $350017850.00
- **C.18.a - Value (excl. sponsor support):** $350017850.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 253: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JDF9, C.4 - ISIN: US22536JDF93, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $460999769.50
- **C.18.a - Value (excl. sponsor support):** $460999769.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 254: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.420000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JKV6, C.4 - ISIN: US22536JKV60, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $599179201.02
- **C.18.a - Value (excl. sponsor support):** $599179201.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 255: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 22536JLA1, C.4 - ISIN: US22536JLA15, C.3 - LEI: 254900BN8XS34XZDJ223
- **C.18 - Value (incl. sponsor support):** $360035496.00
- **C.18.a - Value (excl. sponsor support):** $360035496.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 256: CYNTHIA REESE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2023 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 23257MAA1, C.4 - ISIN: US23257MAA18, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28830000.00
- **C.18.a - Value (excl. sponsor support):** $28830000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2073-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DU11, C.4 - ISIN: US23305DU115, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $199976080.00
- **C.18.a - Value (excl. sponsor support):** $199976080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DU29, C.4 - ISIN: US23305DU297, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $212749076.96
- **C.18.a - Value (excl. sponsor support):** $212749076.96
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 259: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DV44, C.4 - ISIN: US23305DV444, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $43316595.30
- **C.18.a - Value (excl. sponsor support):** $43316595.30
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 260: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DVB8, C.4 - ISIN: US23305DVB80, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $298481340.00
- **C.18.a - Value (excl. sponsor support):** $298481340.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 261: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 23305DWS0, C.4 - ISIN: US23305DWS07, C.3 - LEI: ATUEL7OJR5057F2PV266
- **C.18 - Value (incl. sponsor support):** $197865680.00
- **C.18.a - Value (excl. sponsor support):** $197865680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 262: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0UE0, C.4 - ISIN: US2332K0UE09, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $199667340.00
- **C.18.a - Value (excl. sponsor support):** $199667340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-07-14
- **C.12 - Maturity Date (WAL):** 2025-07-14
- **C.13 - Final Legal Maturity Date:** 2025-07-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 263: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VC3, C.4 - ISIN: US2332K0VC34, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $197980980.70
- **C.18.a - Value (excl. sponsor support):** $197980980.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 264: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VN9, C.4 - ISIN: US2332K0VN98, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $198007896.89
- **C.18.a - Value (excl. sponsor support):** $198007896.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 265: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VR0, C.4 - ISIN: US2332K0VR03, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $218533744.00
- **C.18.a - Value (excl. sponsor support):** $218533744.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 266: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0VS8, C.4 - ISIN: US2332K0VS85, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $123258167.65
- **C.18.a - Value (excl. sponsor support):** $123258167.65
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 267: DNB BANK ASA

- **C.1 - Title:** DNB BANK ASA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 2332K0ZC9, C.4 - ISIN: US2332K0ZC97, C.3 - LEI: 549300GKFG0RYRRQ1414
- **C.18 - Value (incl. sponsor support):** $245119900.00
- **C.18.a - Value (excl. sponsor support):** $245119900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 268: DNB BANK ASA (NEW YORK BRANCH)

- **C.1 - Title:** DNB BANK ASA (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 23345HQR2, C.4 - ISIN: US23345HQR20, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $500049500.00
- **C.18.a - Value (excl. sponsor support):** $500049500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 269: DZ BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DZ BANK AG (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 26821LU11, C.4 - ISIN: US26821LU111, C.3 - LEI: 529900HNOAA1KXQJUQ27
- **C.18 - Value (incl. sponsor support):** $1369836285.00
- **C.18.a - Value (excl. sponsor support):** $1369836285.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 270: ECMC GROUP INC

- **C.1 - Title:** STUDENT LOAN BACKED BONDS SERIES 2024-2 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 26828NAC8, C.4 - ISIN: US26828NAC83, C.3 - LEI: 894500Z9NXKHZ9HI1783
- **C.18 - Value (incl. sponsor support):** $108000000.00
- **C.18.a - Value (excl. sponsor support):** $108000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 271: EAGLE CNTY

- **C.1 - Title:** RB (BC HOUSING) SERIES 1997B 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AB3, C.4 - ISIN: US269476AB37, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 272: EAGLE CNTY

- **C.1 - Title:** RB (TARNES AT BC) SERIES 1999B 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 269476AD9, C.4 - ISIN: US269476AD92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2410000.00
- **C.18.a - Value (excl. sponsor support):** $2410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2039-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 273: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601VUA7, C.4 - ISIN: US30601VUA78, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $54933521.50
- **C.18.a - Value (excl. sponsor support):** $54933521.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 274: FAIRWAY FINANCE CO LLC

- **C.1 - Title:** FAIRWAY FINANCE CO LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30601VXP1, C.4 - ISIN: US30601VXP11, C.3 - LEI: 549300GKD6SUOVFV4H89
- **C.18 - Value (incl. sponsor support):** $64088466.00
- **C.18.a - Value (excl. sponsor support):** $64088466.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 275: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.640000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBD6, C.4 - ISIN: US30608HBD61, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $69000509.22
- **C.18.a - Value (excl. sponsor support):** $69000509.22
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 276: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.770000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBK0, C.4 - ISIN: US30608HBK05, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $224462199.73
- **C.18.a - Value (excl. sponsor support):** $224462199.73
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 277: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBP9, C.4 - ISIN: US30608HBP91, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $250029822.50
- **C.18.a - Value (excl. sponsor support):** $250029822.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 278: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBQ7, C.4 - ISIN: US30608HBQ74, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $292036774.48
- **C.18.a - Value (excl. sponsor support):** $292036774.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 279: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBS3, C.4 - ISIN: US30608HBS31, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $123910443.53
- **C.18.a - Value (excl. sponsor support):** $123910443.53
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 280: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.680000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBT1, C.4 - ISIN: US30608HBT14, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $150009300.00
- **C.18.a - Value (excl. sponsor support):** $150009300.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 281: FALCON ASSET FUNDING LLC

- **C.1 - Title:** FALCON ASSET FUNDING LLC 4.690000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 30608HBZ7, C.4 - ISIN: US30608HBZ73, C.3 - LEI: 254900AGHU3V6ARMLZ93
- **C.18 - Value (incl. sponsor support):** $200014942.00
- **C.18.a - Value (excl. sponsor support):** $200014942.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 282: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FU78, C.4 - ISIN: US31428FU789, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99915130.00
- **C.18.a - Value (excl. sponsor support):** $99915130.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 283: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FVC6, C.4 - ISIN: US31428FVC66, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $99477070.00
- **C.18.a - Value (excl. sponsor support):** $99477070.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 284: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FVR3, C.4 - ISIN: US31428FVR36, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $297950880.00
- **C.18.a - Value (excl. sponsor support):** $297950880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 285: FEDERATION DES CAISSES DESJARDINS DU QUEBEC

- **C.1 - Title:** FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 31428FVV4, C.4 - ISIN: US31428FVV48, C.3 - LEI: 549300B2Q47IR0CR5B54
- **C.18 - Value (incl. sponsor support):** $297802500.00
- **C.18.a - Value (excl. sponsor support):** $297802500.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 286: GINA RISTOW BELLING 2022

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2024 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 37612DAA1, C.4 - ISIN: US37612DAA19, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $37170000.00
- **C.18.a - Value (excl. sponsor support):** $37170000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2074-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 287: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LUU8, C.4 - ISIN: US38346LUU87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $49829930.00
- **C.18.a - Value (excl. sponsor support):** $49829930.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-28
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 288: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LUX2, C.4 - ISIN: US38346LUX27, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $498116050.00
- **C.18.a - Value (excl. sponsor support):** $498116050.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 289: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV52, C.4 - ISIN: US38346LV527, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99562100.00
- **C.18.a - Value (excl. sponsor support):** $99562100.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 290: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LV86, C.4 - ISIN: US38346LV865, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99525390.00
- **C.18.a - Value (excl. sponsor support):** $99525390.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 291: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LVN3, C.4 - ISIN: US38346LVN36, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $124193037.50
- **C.18.a - Value (excl. sponsor support):** $124193037.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 292: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWH5, C.4 - ISIN: US38346LWH58, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $99036350.00
- **C.18.a - Value (excl. sponsor support):** $99036350.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 293: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWJ1, C.4 - ISIN: US38346LWJ15, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $198048140.00
- **C.18.a - Value (excl. sponsor support):** $198048140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 294: GOTHAM FUNDING CORP

- **C.1 - Title:** GOTHAM FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 38346LWK8, C.4 - ISIN: US38346LWK87, C.3 - LEI: 549300Z2ZR7VTUMRPR17
- **C.18 - Value (incl. sponsor support):** $138616520.00
- **C.18.a - Value (excl. sponsor support):** $138616520.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 295: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HU10, C.4 - ISIN: US39014HU108, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $560932287.30
- **C.18.a - Value (excl. sponsor support):** $560932287.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 296: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HU28, C.4 - ISIN: US39014HU280, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $282931655.50
- **C.18.a - Value (excl. sponsor support):** $282931655.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 297: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HU36, C.4 - ISIN: US39014HU363, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $99963760.00
- **C.18.a - Value (excl. sponsor support):** $99963760.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 298: GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC

- **C.1 - Title:** GREAT BEAR FUNDING LLC / GREAT BEAR FUNDING DAC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 39014HU77, C.4 - ISIN: US39014HU777, C.3 - LEI: 635400VTTJNS4TKPEZ96
- **C.18 - Value (incl. sponsor support):** $315732411.20
- **C.18.a - Value (excl. sponsor support):** $315732411.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 299: GREYSHOE ISSUING TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 39808XAA7, C.4 - ISIN: US39808XAA72, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $31640000.00
- **C.18.a - Value (excl. sponsor support):** $31640000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2072-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 300: HARTFORD HEALTHCARE CORP

- **C.1 - Title:** TAXABLE BONDS SERIES C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 41652PAA7, C.4 - ISIN: US41652PAA75, C.3 - LEI: 549300W3L482NUDOFF24
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2049-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 301: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GFZ6, C.4 - ISIN: US44988GFZ63, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $300117750.00
- **C.18.a - Value (excl. sponsor support):** $300117750.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 302: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988GGA0, C.4 - ISIN: US44988GGA04, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $499995750.00
- **C.18.a - Value (excl. sponsor support):** $499995750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 303: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KLS6, C.4 - ISIN: US44988KLS68, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500211350.00
- **C.18.a - Value (excl. sponsor support):** $500211350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 304: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 44988KMD8, C.4 - ISIN: US44988KMD80, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $500006400.00
- **C.18.a - Value (excl. sponsor support):** $500006400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 305: ILLINOIS HOUSING DEVELOPMENT AUTH

- **C.1 - Title:** HOUSING BONDS SERIES 2017A2 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45201LA21, C.4 - ISIN: US45201LA214, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $29850000.00
- **C.18.a - Value (excl. sponsor support):** $29850000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 306: ILLINOIS HSG DEV AUTH 2016

- **C.1 - Title:** M/F RB SERIES 2022C 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45202BLE4, C.4 - ISIN: US45202BLE47, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $10645000.00
- **C.18.a - Value (excl. sponsor support):** $10645000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2052-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 307: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** RB SERIES 2024G 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203ME80, C.4 - ISIN: US45203ME806, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $56665000.00
- **C.18.a - Value (excl. sponsor support):** $56665000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2050-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 308: Illinois Hsg Development Auth March 2016 S/F

- **C.1 - Title:** TAXABLE RB SERIES 2023J 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 45203MQE4, C.4 - ISIN: US45203MQE48, C.3 - LEI: 54930053Z6M9JVHBQZ16
- **C.18 - Value (incl. sponsor support):** $14500000.00
- **C.18.a - Value (excl. sponsor support):** $14500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2048-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 309: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QUM9, C.4 - ISIN: US45685QUM94, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $124683750.00
- **C.18.a - Value (excl. sponsor support):** $124683750.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 310: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QUN7, C.4 - ISIN: US45685QUN77, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $249336400.00
- **C.18.a - Value (excl. sponsor support):** $249336400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 311: ING US FUNDING LLC

- **C.1 - Title:** ING US FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 45685QVU0, C.4 - ISIN: US45685QVU02, C.3 - LEI: 254900QX5Y2ZDZ6XBT08
- **C.18 - Value (incl. sponsor support):** $248199675.00
- **C.18.a - Value (excl. sponsor support):** $248199675.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 312: IOWA STUDENT LOAN LIQUIDITY CORP

- **C.1 - Title:** TAXABLE RB SERIES 20231 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 462590NM8, C.4 - ISIN: US462590NM80, C.3 - LEI: 549300FO1LWVSZKGJK70
- **C.18 - Value (incl. sponsor support):** $50115000.00
- **C.18.a - Value (excl. sponsor support):** $50115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 313: J MACE MEEKS 2022 INSURANCE TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 46593GAA8, C.4 - ISIN: US46593GAA85, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $4970000.00
- **C.18.a - Value (excl. sponsor support):** $4970000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2072-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 314: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.770000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGM8, C.4 - ISIN: US46656HGM88, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315111891.15
- **C.18.a - Value (excl. sponsor support):** $315111891.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 315: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.770000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 46656HGN6, C.4 - ISIN: US46656HGN61, C.3 - LEI: ZBUT11V806EZRVTWT807
- **C.18 - Value (incl. sponsor support):** $315111891.15
- **C.18.a - Value (excl. sponsor support):** $315111891.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 316: JEFFERSON MENIFEE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND M/F HOUSING RB (JEFFERSON MENIFEE APTS) SERIES 2022A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 474208AA3, C.4 - ISIN: US474208AA39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $56330000.00
- **C.18.a - Value (excl. sponsor support):** $56330000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 317: JEFFERSON WESTCHESTER LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (JEFFERSON WESTCHESTER APTS) SERIES 2023A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 475490AA6, C.4 - ISIN: US475490AA66, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8940000.00
- **C.18.a - Value (excl. sponsor support):** $8940000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 318: Keep Memory Alive

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND BONDS SERIES 2013 4.420000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 487437AA3, C.4 - ISIN: US487437AA34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $28700000.00
- **C.18.a - Value (excl. sponsor support):** $28700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2037-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 319: LABCON NORTH AMERICA

- **C.1 - Title:** TAXABLE BONDS SERIES 2010 4.500000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 50537AAA2, C.4 - ISIN: US50537AAA25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1840000.00
- **C.18.a - Value (excl. sponsor support):** $1840000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2040-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 320: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501Y3P5, C.4 - ISIN: US51501Y3P53, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1049996640.00
- **C.18.a - Value (excl. sponsor support):** $1049996640.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 321: LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 51501Y3R1, C.4 - ISIN: US51501Y3R10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $800001600.00
- **C.18.a - Value (excl. sponsor support):** $800001600.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 322: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TV75, C.4 - ISIN: US53127TV755, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $124422037.50
- **C.18.a - Value (excl. sponsor support):** $124422037.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 323: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TVD2, C.4 - ISIN: US53127TVD26, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198928280.00
- **C.18.a - Value (excl. sponsor support):** $198928280.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 324: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TVT7, C.4 - ISIN: US53127TVT77, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $223413570.00
- **C.18.a - Value (excl. sponsor support):** $223413570.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 325: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TVU4, C.4 - ISIN: US53127TVU41, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $248207200.00
- **C.18.a - Value (excl. sponsor support):** $248207200.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 326: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TVV2, C.4 - ISIN: US53127TVV24, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $99270830.00
- **C.18.a - Value (excl. sponsor support):** $99270830.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 327: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TW58, C.4 - ISIN: US53127TW589, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $198369780.00
- **C.18.a - Value (excl. sponsor support):** $198369780.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 328: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWR0, C.4 - ISIN: US53127TWR03, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $49469180.00
- **C.18.a - Value (excl. sponsor support):** $49469180.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 329: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWV1, C.4 - ISIN: US53127TWV15, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98621620.73
- **C.18.a - Value (excl. sponsor support):** $98621620.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 330: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TWW9, C.4 - ISIN: US53127TWW97, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $98875980.00
- **C.18.a - Value (excl. sponsor support):** $98875980.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 331: LIBERTY STREET FUNDING LLC

- **C.1 - Title:** LIBERTY STREET FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53127TZV8, C.4 - ISIN: US53127TZV87, C.3 - LEI: 549300F33VRHM10B9391
- **C.18 - Value (incl. sponsor support):** $73379655.00
- **C.18.a - Value (excl. sponsor support):** $73379655.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 332: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XU15, C.4 - ISIN: US53619XU151, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $235971632.80
- **C.18.a - Value (excl. sponsor support):** $235971632.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 333: LION BAY FUNDING LLC

- **C.1 - Title:** LION BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53619XU23, C.4 - ISIN: US53619XU235, C.3 - LEI: 635400IQAPDH9DJ1QL85
- **C.18 - Value (incl. sponsor support):** $149963910.00
- **C.18.a - Value (excl. sponsor support):** $149963910.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 334: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVJ6, C.4 - ISIN: US53944QVJ65, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49700580.00
- **C.18.a - Value (excl. sponsor support):** $49700580.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 335: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QVL1, C.4 - ISIN: US53944QVL12, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49688545.00
- **C.18.a - Value (excl. sponsor support):** $49688545.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 336: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWK2, C.4 - ISIN: US53944QWK20, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $27277750.90
- **C.18.a - Value (excl. sponsor support):** $27277750.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-19
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 337: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWN6, C.4 - ISIN: US53944QWN68, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49487485.00
- **C.18.a - Value (excl. sponsor support):** $49487485.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 338: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QWP1, C.4 - ISIN: US53944QWP17, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49481345.00
- **C.18.a - Value (excl. sponsor support):** $49481345.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 339: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX70, C.4 - ISIN: US53944QX706, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49396100.00
- **C.18.a - Value (excl. sponsor support):** $49396100.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 340: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX88, C.4 - ISIN: US53944QX888, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $49390045.00
- **C.18.a - Value (excl. sponsor support):** $49390045.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-08
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 341: LMA AMERICAS LLC

- **C.1 - Title:** LMA AMERICAS LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 53944QX96, C.4 - ISIN: US53944QX961, C.3 - LEI: 969500DWS97CYSHCPT49
- **C.18 - Value (incl. sponsor support):** $33087276.65
- **C.18.a - Value (excl. sponsor support):** $33087276.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 342: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDD7, C.4 - ISIN: US55381BDD73, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $73001919.90
- **C.18.a - Value (excl. sponsor support):** $73001919.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 343: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BDQ8, C.4 - ISIN: US55381BDQ86, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $300011040.00
- **C.18.a - Value (excl. sponsor support):** $300011040.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 344: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BED6, C.4 - ISIN: US55381BED64, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $340015572.00
- **C.18.a - Value (excl. sponsor support):** $340015572.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 345: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEK0, C.4 - ISIN: US55381BEK08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $91003621.80
- **C.18.a - Value (excl. sponsor support):** $91003621.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 346: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEV6, C.4 - ISIN: US55381BEV62, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499971200.00
- **C.18.a - Value (excl. sponsor support):** $499971200.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 347: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEX2, C.4 - ISIN: US55381BEX29, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $277048281.10
- **C.18.a - Value (excl. sponsor support):** $277048281.10
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 348: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BEY0, C.4 - ISIN: US55381BEY02, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $166017496.40
- **C.18.a - Value (excl. sponsor support):** $166017496.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 349: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFK9, C.4 - ISIN: US55381BFK98, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $104008600.80
- **C.18.a - Value (excl. sponsor support):** $104008600.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 350: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFN3, C.4 - ISIN: US55381BFN38, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $354034196.40
- **C.18.a - Value (excl. sponsor support):** $354034196.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 351: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BFT0, C.4 - ISIN: US55381BFT08, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $586055728.60
- **C.18.a - Value (excl. sponsor support):** $586055728.60
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 352: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGG7, C.4 - ISIN: US55381BGG77, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $99991730.00
- **C.18.a - Value (excl. sponsor support):** $99991730.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 353: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGS1, C.4 - ISIN: US55381BGS16, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $450217935.00
- **C.18.a - Value (excl. sponsor support):** $450217935.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 354: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BGX0, C.4 - ISIN: US55381BGX01, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $228006178.80
- **C.18.a - Value (excl. sponsor support):** $228006178.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 355: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHQ4, C.4 - ISIN: US55381BHQ41, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $600131400.00
- **C.18.a - Value (excl. sponsor support):** $600131400.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 356: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BHU5, C.4 - ISIN: US55381BHU52, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500071250.00
- **C.18.a - Value (excl. sponsor support):** $500071250.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 357: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJC3, C.4 - ISIN: US55381BJC37, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $260016510.00
- **C.18.a - Value (excl. sponsor support):** $260016510.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 358: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJH2, C.4 - ISIN: US55381BJH24, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $365010402.50
- **C.18.a - Value (excl. sponsor support):** $365010402.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 359: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJS8, C.4 - ISIN: US55381BJS88, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500006600.00
- **C.18.a - Value (excl. sponsor support):** $500006600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 360: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJU3, C.4 - ISIN: US55381BJU35, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499994600.00
- **C.18.a - Value (excl. sponsor support):** $499994600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 361: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJV1, C.4 - ISIN: US55381BJV18, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499992100.00
- **C.18.a - Value (excl. sponsor support):** $499992100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 362: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BJW9, C.4 - ISIN: US55381BJW90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $500054100.00
- **C.18.a - Value (excl. sponsor support):** $500054100.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 363: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKD9, C.4 - ISIN: US55381BKD90, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $499997400.00
- **C.18.a - Value (excl. sponsor support):** $499997400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 364: MUFG BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MUFG BANK LTD (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 55381BKH0, C.4 - ISIN: US55381BKH05, C.3 - LEI: C3GTMMZIHMY46P4OIX74
- **C.18 - Value (incl. sponsor support):** $199979900.00
- **C.18.a - Value (excl. sponsor support):** $199979900.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 365: MACON-BIBB CNTY INDUSTRIAL AUTH

- **C.1 - Title:** IDRB SERIES 2015 4.380000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 55553PAJ8, C.4 - ISIN: US55553PAJ84, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1710000.00
- **C.18.a - Value (excl. sponsor support):** $1710000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 366: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036AAW7, C.4 - ISIN: US56036AAW71, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $200033394.00
- **C.18.a - Value (excl. sponsor support):** $200033394.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 367: MAINBEACH FUNDING LLC

- **C.1 - Title:** MAINBEACH FUNDING LLC 4.660000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56036ABA4, C.4 - ISIN: US56036ABA43, C.3 - LEI: 635400CWJW29VERCBI90
- **C.18 - Value (incl. sponsor support):** $192018961.92
- **C.18.a - Value (excl. sponsor support):** $192018961.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 368: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274LV43, C.4 - ISIN: US56274LV437, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $149361495.00
- **C.18.a - Value (excl. sponsor support):** $149361495.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 369: MANHATTAN ASSET FUNDING COMPANY LLC

- **C.1 - Title:** MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 56274LVF8, C.4 - ISIN: US56274LVF83, C.3 - LEI: 549300S0NSJYSOB32S63
- **C.18 - Value (incl. sponsor support):** $49719805.00
- **C.18.a - Value (excl. sponsor support):** $49719805.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 370: Massachusetts HFA

- **C.1 - Title:** TAXABLE S/F HOUSING RB SERIES 244 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 57587GY58, C.4 - ISIN: US57587GY583, C.3 - LEI: 549300NLJBK1VP6K2K81
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? Yes, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 371: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AU18, C.4 - ISIN: US57666AU180, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $132584021.70
- **C.18.a - Value (excl. sponsor support):** $132584021.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 372: MATCHPOINT FINANCE PLC

- **C.1 - Title:** MATCHPOINT FINANCE PLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 57666AUM2, C.4 - ISIN: US57666AUM25, C.3 - LEI: 635400YCKMVA7GIA6Q33
- **C.18 - Value (incl. sponsor support):** $61842055.00
- **C.18.a - Value (excl. sponsor support):** $61842055.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 373: METLIFE SHORT TERM FUNDING LLC

- **C.1 - Title:** METLIFE SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 59157UAV2, C.3 - LEI: 54930024MDLTV1K1YL10
- **C.18 - Value (incl. sponsor support):** $161973072.44
- **C.18.a - Value (excl. sponsor support):** $161973072.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 374: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** SUB WATER REFUNDING RB SERIES 2021A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TTK7, C.4 - ISIN: US59266TTK78, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $132550000.00
- **C.18.a - Value (excl. sponsor support):** $132550000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2042-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 375: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** TAXABLE WATER REFUNDING RB SERIES 2022C1 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUT6, C.4 - ISIN: US59266TUT68, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2037-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 376: SOUTHERN CALIFORNIA METROPOLITAN WATER DISTRICT

- **C.1 - Title:** TAXABLE WATER REFUNDING RB SERIES 2022C2 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 59266TUV1, C.4 - ISIN: US59266TUV15, C.3 - LEI: 5493003GD0S0P56RLT45
- **C.18 - Value (incl. sponsor support):** $38115000.00
- **C.18.a - Value (excl. sponsor support):** $38115000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2046-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 377: Michigan Housing Development Auth

- **C.1 - Title:** S/F GO BONDS SERIES 2025-1 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 594649M93, C.4 - ISIN: US594649M933, C.3 - LEI: 549300NSWW1HVXE93T03
- **C.18 - Value (incl. sponsor support):** $22000000.00
- **C.18.a - Value (excl. sponsor support):** $22000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 378: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D2X6, C.4 - ISIN: US60683D2X61, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $480066048.00
- **C.18.a - Value (excl. sponsor support):** $480066048.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 379: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D3Q0, C.4 - ISIN: US60683D3Q02, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $245104909.00
- **C.18.a - Value (excl. sponsor support):** $245104909.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 380: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683D4L0, C.4 - ISIN: US60683D4L06, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $44003273.60
- **C.18.a - Value (excl. sponsor support):** $44003273.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 381: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DFL8, C.4 - ISIN: US60683DFL82, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $775134850.00
- **C.18.a - Value (excl. sponsor support):** $775134850.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 382: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.630000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DQ28, C.4 - ISIN: US60683DQ281, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $296018233.60
- **C.18.a - Value (excl. sponsor support):** $296018233.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 383: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DS42, C.4 - ISIN: US60683DS428, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $345050887.50
- **C.18.a - Value (excl. sponsor support):** $345050887.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 384: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DW39, C.4 - ISIN: US60683DW396, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $595080146.50
- **C.18.a - Value (excl. sponsor support):** $595080146.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 385: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DX53, C.4 - ISIN: US60683DX535, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $426038595.60
- **C.18.a - Value (excl. sponsor support):** $426038595.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 386: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ44, C.4 - ISIN: US60683DZ449, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $300030630.00
- **C.18.a - Value (excl. sponsor support):** $300030630.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 387: MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60683DZ51, C.4 - ISIN: US60683DZ514, C.3 - LEI: JBONEPAGQXF4QP29B387
- **C.18 - Value (incl. sponsor support):** $138014089.80
- **C.18.a - Value (excl. sponsor support):** $138014089.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 388: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PVB9, C.4 - ISIN: US60689PVB92, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $397944320.00
- **C.18.a - Value (excl. sponsor support):** $397944320.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 389: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PVN3, C.4 - ISIN: US60689PVN31, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $496755700.00
- **C.18.a - Value (excl. sponsor support):** $496755700.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 390: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PVS2, C.4 - ISIN: US60689PVS28, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $496511900.00
- **C.18.a - Value (excl. sponsor support):** $496511900.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 391: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PVV5, C.4 - ISIN: US60689PVV56, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $496329150.00
- **C.18.a - Value (excl. sponsor support):** $496329150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 392: MIZUHO BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 60689PW36, C.4 - ISIN: US60689PW363, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $322415112.50
- **C.18.a - Value (excl. sponsor support):** $322415112.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 393: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TB34, C.4 - ISIN: US60710TB348, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $62995243.50
- **C.18.a - Value (excl. sponsor support):** $62995243.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 394: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TE23, C.4 - ISIN: US60710TE235, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $762199776.56
- **C.18.a - Value (excl. sponsor support):** $762199776.56
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 395: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TG39, C.4 - ISIN: US60710TG396, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $414038336.40
- **C.18.a - Value (excl. sponsor support):** $414038336.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 396: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TJ44, C.4 - ISIN: US60710TJ440, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $59988492.00
- **C.18.a - Value (excl. sponsor support):** $59988492.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 397: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TK67, C.4 - ISIN: US60710TK679, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155029171.00
- **C.18.a - Value (excl. sponsor support):** $155029171.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-08
- **C.13 - Final Legal Maturity Date:** 2025-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 398: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TQ61, C.4 - ISIN: US60710TQ619, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $185065120.00
- **C.18.a - Value (excl. sponsor support):** $185065120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 399: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TT68, C.4 - ISIN: US60710TT688, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $462982359.70
- **C.18.a - Value (excl. sponsor support):** $462982359.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 400: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TV24, C.4 - ISIN: US60710TV247, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $532122413.20
- **C.18.a - Value (excl. sponsor support):** $532122413.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 401: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.650000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TYF2, C.4 - ISIN: US60710TYF29, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $155006572.00
- **C.18.a - Value (excl. sponsor support):** $155006572.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 402: MIZUHO BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** MIZUHO BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 60710TZH7, C.4 - ISIN: US60710TZH75, C.3 - LEI: RB0PEZSDGCO3JS6CEU02
- **C.18 - Value (incl. sponsor support):** $203996511.60
- **C.18.a - Value (excl. sponsor support):** $203996511.60
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 403: MOUNTAIN BANYAN QUALIFIED OPPORTUNITY ZONE BUSINESS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2023A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 62385RAA3, C.4 - ISIN: US62385RAA32, C.3 - LEI: 254900X1KY1446RI7R64
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2063-11-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 404: NRW BANK

- **C.1 - Title:** NRW BANK 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 62939LWN5, C.4 - ISIN: US62939LWN53, C.3 - LEI: 52990002O5KK6XOGJ020
- **C.18 - Value (incl. sponsor support):** $296985090.00
- **C.18.a - Value (excl. sponsor support):** $296985090.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 405: NATIONAL AUSTRALIA BANK LTD

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63254EXT2, C.4 - ISIN: US63254EXT27, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21
- **C.18 - Value (incl. sponsor support):** $197132980.00
- **C.18.a - Value (excl. sponsor support):** $197132980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-27
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 406: NATIONWIDE BUILDING SOCIETY

- **C.1 - Title:** NATIONWIDE BUILDING SOCIETY 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 6385E0VS9, C.4 - ISIN: US6385E0VS90, C.3 - LEI: 549300XFX12G42QIKN82
- **C.18 - Value (incl. sponsor support):** $99305870.00
- **C.18.a - Value (excl. sponsor support):** $99305870.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 407: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 63873JV56, C.4 - ISIN: US63873JV563, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $467955547.00
- **C.18.a - Value (excl. sponsor support):** $467955547.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 408: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q6Z2, C.4 - ISIN: US63873Q6Z20, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $1400032900.00
- **C.18.a - Value (excl. sponsor support):** $1400032900.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 409: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873Q7M0, C.4 - ISIN: US63873Q7M08, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500018300.00
- **C.18.a - Value (excl. sponsor support):** $500018300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 410: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TCU0, C.4 - ISIN: US63873TCU07, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $500061950.00
- **C.18.a - Value (excl. sponsor support):** $500061950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 411: NATIXIS (NEW YORK BRANCH)

- **C.1 - Title:** NATIXIS (NEW YORK BRANCH) 4.470000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 63873TDM7, C.4 - ISIN: US63873TDM71, C.3 - LEI: 2549003L5ZG5M2ZSE107
- **C.18 - Value (incl. sponsor support):** $416185910.40
- **C.18.a - Value (excl. sponsor support):** $416185910.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 412: NIEUW AMSTERDAM RECEIVABLES CORPORATION BV

- **C.1 - Title:** NIEUW AMSTERDAM RECEIVABLES CORPORATION BV 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 65409RXX3, C.3 - LEI: 724500BM7HQ28ZIB2058
- **C.18 - Value (incl. sponsor support):** $162539520.00
- **C.18.a - Value (excl. sponsor support):** $162539520.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 413: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGL6, C.4 - ISIN: US65558WGL63, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $299992290.00
- **C.18.a - Value (excl. sponsor support):** $299992290.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 414: NORDEA BANK ABP (NEW YORK BRANCH)

- **C.1 - Title:** NORDEA BANK ABP (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 65558WGU6, C.4 - ISIN: US65558WGU62, C.3 - LEI: 529900ODI3047E2LIV03
- **C.18 - Value (incl. sponsor support):** $199991480.00
- **C.18.a - Value (excl. sponsor support):** $199991480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 415: NORTH TEXAS HIGHER EDUCATION AUTH INC

- **C.1 - Title:** TAXABLE NOTES SERIES 2023-1 4.370000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 662826FR2, C.4 - ISIN: US662826FR29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $42998000.00
- **C.18.a - Value (excl. sponsor support):** $42998000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 416: NUVEEN FLOATING RATE INCOME FUND

- **C.1 - Title:** VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67072T850, C.4 - ISIN: US67072T8505, C.3 - LEI: HJXCPP3KYE3BVU373P27
- **C.18 - Value (incl. sponsor support):** $113000000.00
- **C.18.a - Value (excl. sponsor support):** $113000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2031-01-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 417: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B809, C.4 - ISIN: US67073B8090, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $37500000.00
- **C.18.a - Value (excl. sponsor support):** $37500000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2037-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 418: NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES B 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073B882, C.4 - ISIN: US67073B8827, C.3 - LEI: SQSNUOAGTXNFWCFS1I50
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 419: NUVEEN CREDIT STRATEGIES INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67073D854, C.4 - ISIN: US67073D8544, C.3 - LEI: W4CSTD4RDGQSJ4FOVO30
- **C.18 - Value (incl. sponsor support):** $62000000.00
- **C.18.a - Value (excl. sponsor support):** $62000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2032-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 420: NUVEEN VARIABLE RATE PREFERRED & INCOME FUND

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 67080R201, C.4 - ISIN: US67080R2013, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $21250000.00
- **C.18.a - Value (excl. sponsor support):** $21250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2034-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 421: Olathe

- **C.1 - Title:** TAXABLE IDRB (DIAMANT BOART) SERIES 1997B 4.490000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 679400NU1, C.4 - ISIN: US679400NU14, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8900000.00
- **C.18.a - Value (excl. sponsor support):** $8900000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 422: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TUF1, C.4 - ISIN: US67983TUF10, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $49909335.00
- **C.18.a - Value (excl. sponsor support):** $49909335.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 423: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TUQ7, C.4 - ISIN: US67983TUQ74, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $199418700.00
- **C.18.a - Value (excl. sponsor support):** $199418700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 424: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TWJ1, C.4 - ISIN: US67983TWJ14, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $198048140.00
- **C.18.a - Value (excl. sponsor support):** $198048140.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 425: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983TZ41, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $98127920.00
- **C.18.a - Value (excl. sponsor support):** $98127920.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 426: OLD LINE FUNDING LLC

- **C.1 - Title:** OLD LINE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 67983UA94, C.4 - ISIN: US67983UA948, C.3 - LEI: 5493004QSN8OZAIU2J90
- **C.18 - Value (incl. sponsor support):** $97717470.00
- **C.18.a - Value (excl. sponsor support):** $97717470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 427: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFF7, C.4 - ISIN: US69033NFF78, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298013112.00
- **C.18.a - Value (excl. sponsor support):** $298013112.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 428: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFG5, C.4 - ISIN: US69033NFG51, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199993340.00
- **C.18.a - Value (excl. sponsor support):** $199993340.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 429: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFS9, C.4 - ISIN: US69033NFS99, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400030200.00
- **C.18.a - Value (excl. sponsor support):** $400030200.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 430: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NFU4, C.4 - ISIN: US69033NFU46, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200014740.00
- **C.18.a - Value (excl. sponsor support):** $200014740.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 431: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGL3, C.4 - ISIN: US69033NGL38, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $125031850.00
- **C.18.a - Value (excl. sponsor support):** $125031850.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 432: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGM1, C.4 - ISIN: US69033NGM11, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $250096400.00
- **C.18.a - Value (excl. sponsor support):** $250096400.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 433: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGP4, C.4 - ISIN: US69033NGP42, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $299992200.00
- **C.18.a - Value (excl. sponsor support):** $299992200.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 434: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGW9, C.4 - ISIN: US69033NGW92, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199998220.00
- **C.18.a - Value (excl. sponsor support):** $199998220.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 435: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NGZ2, C.4 - ISIN: US69033NGZ24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $200002940.00
- **C.18.a - Value (excl. sponsor support):** $200002940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 436: OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)

- **C.1 - Title:** OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 69033NHA6, C.4 - ISIN: US69033NHA63, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $400005240.00
- **C.18.a - Value (excl. sponsor support):** $400005240.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 437: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AV74, C.4 - ISIN: US69034AV748, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $149304945.00
- **C.18.a - Value (excl. sponsor support):** $149304945.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 438: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AVB5, C.4 - ISIN: US69034AVB50, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298463430.00
- **C.18.a - Value (excl. sponsor support):** $298463430.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 439: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AVC3, C.4 - ISIN: US69034AVC34, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $298426800.00
- **C.18.a - Value (excl. sponsor support):** $298426800.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 440: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034AVK5, C.4 - ISIN: US69034AVK59, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $286243574.40
- **C.18.a - Value (excl. sponsor support):** $286243574.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-19
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 441: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CRU4, C.4 - ISIN: US69034CRU44, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $145005771.00
- **C.18.a - Value (excl. sponsor support):** $145005771.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 442: OVERSEA-CHINESE BANKING CORPORATION LTD

- **C.1 - Title:** OVERSEA-CHINESE BANKING CORPORATION LTD 4.580000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69034CSH2, C.4 - ISIN: US69034CSH24, C.3 - LEI: 5493007O3QFXCPOGWK22
- **C.18 - Value (incl. sponsor support):** $199988920.00
- **C.18.a - Value (excl. sponsor support):** $199988920.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 443: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MU87, C.4 - ISIN: US69901MU877, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149854140.00
- **C.18.a - Value (excl. sponsor support):** $149854140.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-08
- **C.12 - Maturity Date (WAL):** 2025-07-08
- **C.13 - Final Legal Maturity Date:** 2025-07-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 444: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901MUW4, C.4 - ISIN: US69901MUW45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $119562504.00
- **C.18.a - Value (excl. sponsor support):** $119562504.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-30
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 445: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901NAL8, C.4 - ISIN: US69901NAL82, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $141512561.50
- **C.18.a - Value (excl. sponsor support):** $141512561.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 446: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.710000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2C0, C.4 - ISIN: US69901Q2C08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $180066258.00
- **C.18.a - Value (excl. sponsor support):** $180066258.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 447: PARADELLE FUNDING LLC

- **C.1 - Title:** PARADELLE FUNDING LLC 4.650000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 69901Q2X4, C.4 - ISIN: US69901Q2X45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $299987880.00
- **C.18.a - Value (excl. sponsor support):** $299987880.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 448: PENNSYLVANIA STATE HIGHER EDUCATION ASSISTANCE AGENCY

- **C.1 - Title:** TAXABLE EDUCATION LOAN RB SERIES 2024A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 70878CBK0, C.4 - ISIN: US70878CBK09, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $32260000.00
- **C.18.a - Value (excl. sponsor support):** $32260000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 449: PHILIP BRYAN WISE 2022 TRUST IRREVOCABLE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 71816TAA9, C.4 - ISIN: US71816TAA97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5410000.00
- **C.18.a - Value (excl. sponsor support):** $5410000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2072-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 450: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LU18, C.4 - ISIN: US71838LU184, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $599927880.00
- **C.18.a - Value (excl. sponsor support):** $599927880.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 451: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LU26, C.4 - ISIN: US71838LU267, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $499879700.00
- **C.18.a - Value (excl. sponsor support):** $499879700.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 452: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LU34, C.4 - ISIN: US71838LU341, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $99963890.00
- **C.18.a - Value (excl. sponsor support):** $99963890.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 453: PHILIP MORRIS INTERNATIONAL INC

- **C.1 - Title:** PHILIP MORRIS INTERNATIONAL INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 71838LU75, C.4 - ISIN: US71838LU754, C.3 - LEI: HL3H1H2BGXWVG3BSWR90
- **C.18 - Value (incl. sponsor support):** $417646831.80
- **C.18.a - Value (excl. sponsor support):** $417646831.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 454: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BDJ6, C.4 - ISIN: US73044BDJ61, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $124014458.40
- **C.18.a - Value (excl. sponsor support):** $124014458.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 455: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEB2, C.4 - ISIN: US73044BEB27, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149996100.00
- **C.18.a - Value (excl. sponsor support):** $149996100.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 456: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044BEC0, C.4 - ISIN: US73044BEC00, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $251999143.20
- **C.18.a - Value (excl. sponsor support):** $251999143.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 457: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUH7, C.4 - ISIN: US73044DUH78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $88816321.80
- **C.18.a - Value (excl. sponsor support):** $88816321.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 458: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUM6, C.4 - ISIN: US73044DUM63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99745250.00
- **C.18.a - Value (excl. sponsor support):** $99745250.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 459: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DUN4, C.4 - ISIN: US73044DUN47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $106714449.10
- **C.18.a - Value (excl. sponsor support):** $106714449.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 460: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DV78, C.4 - ISIN: US73044DV786, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $149306760.00
- **C.18.a - Value (excl. sponsor support):** $149306760.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 461: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DWF9, C.4 - ISIN: US73044DWF94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $39623612.00
- **C.18.a - Value (excl. sponsor support):** $39623612.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 462: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX19, C.4 - ISIN: US73044DX196, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $98866300.00
- **C.18.a - Value (excl. sponsor support):** $98866300.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 463: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DX27, C.4 - ISIN: US73044DX279, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $237251232.00
- **C.18.a - Value (excl. sponsor support):** $237251232.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 464: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DXU5, C.4 - ISIN: US73044DXU52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73914997.50
- **C.18.a - Value (excl. sponsor support):** $73914997.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 465: PODIUM FUNDING TRUST

- **C.1 - Title:** PODIUM FUNDING TRUST 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 73044DZK5, C.4 - ISIN: US73044DZK52, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $71494440.70
- **C.18.a - Value (excl. sponsor support):** $71494440.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 466: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154EY36, C.4 - ISIN: US74154EY362, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $76809993.00
- **C.18.a - Value (excl. sponsor support):** $76809993.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 467: PRICOA SHORT TERM FUNDING LLC

- **C.1 - Title:** PRICOA SHORT TERM FUNDING LLC 4.600000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 74154HAM3, C.4 - ISIN: US74154HAM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $25003577.75
- **C.18.a - Value (excl. sponsor support):** $25003577.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 468: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 79T2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221R4X8, C.4 - ISIN: US76221R4X86, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $23700000.00
- **C.18.a - Value (excl. sponsor support):** $23700000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2053-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 469: Rhode Island Housing & Mortgage Finance Corp

- **C.1 - Title:** HOMEOWNERSHIP OPPORTUNITY BONDS SERIES 82T2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 76221SBW0, C.4 - ISIN: US76221SBW08, C.3 - LEI: 254900N9FNYNPO539444
- **C.18 - Value (incl. sponsor support):** $26000000.00
- **C.18.a - Value (excl. sponsor support):** $26000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 470: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMX0, C.4 - ISIN: US76582EMX03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $274965900.00
- **C.18.a - Value (excl. sponsor support):** $274965900.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 471: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.570000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582EMZ5, C.4 - ISIN: US76582EMZ50, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $309960847.00
- **C.18.a - Value (excl. sponsor support):** $309960847.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 472: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENA9, C.4 - ISIN: US76582ENA90, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $103994061.60
- **C.18.a - Value (excl. sponsor support):** $103994061.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 473: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582ENL5, C.4 - ISIN: US76582ENL55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $73991319.80
- **C.18.a - Value (excl. sponsor support):** $73991319.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 474: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JWV2, C.4 - ISIN: US76582JWV24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $338184100.80
- **C.18.a - Value (excl. sponsor support):** $338184100.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 475: RIDGEFIELD FUNDING COMPANY LLC

- **C.1 - Title:** RIDGEFIELD FUNDING COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 76582JYR9, C.4 - ISIN: US76582JYR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $79627620.02
- **C.18.a - Value (excl. sponsor support):** $79627620.02
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 476: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX31, C.4 - ISIN: US78013VX313, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $815289348.30
- **C.18.a - Value (excl. sponsor support):** $815289348.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 477: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013VX72, C.4 - ISIN: US78013VX727, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $395235360.00
- **C.18.a - Value (excl. sponsor support):** $395235360.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 478: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78013WB25, C.4 - ISIN: US78013WB259, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $974855100.00
- **C.18.a - Value (excl. sponsor support):** $974855100.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 479: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.740000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPA9, C.4 - ISIN: US78014XPA99, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $675461160.00
- **C.18.a - Value (excl. sponsor support):** $675461160.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 480: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XPM3, C.4 - ISIN: US78014XPM38, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $750053400.00
- **C.18.a - Value (excl. sponsor support):** $750053400.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 481: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 78014XQR1, C.4 - ISIN: US78014XQR16, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000157200.00
- **C.18.a - Value (excl. sponsor support):** $1000157200.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 482: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JG43, C.4 - ISIN: US78015JG433, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $12304223.82
- **C.18.a - Value (excl. sponsor support):** $12304223.82
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 483: ROYAL BANK OF CANADA (NEW YORK BRANCH)

- **C.1 - Title:** ROYAL BANK OF CANADA (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 78015JXK8, C.4 - ISIN: US78015JXK86, C.3 - LEI: 549300HXQQQCCUBS2Z23
- **C.18 - Value (incl. sponsor support):** $1000155700.00
- **C.18.a - Value (excl. sponsor support):** $1000155700.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 484: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B2 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NJW0, C.4 - ISIN: US80168NJW02, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 485: Santa Clara Valley Transportation Auth

- **C.1 - Title:** TAXABLE SALES TAX RB SERIES 2025B1 4.360000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 80168NKA6, C.4 - ISIN: US80168NKA62, C.3 - LEI: 549300R6Q7T4MD3V9H68
- **C.18 - Value (incl. sponsor support):** $12875000.00
- **C.18.a - Value (excl. sponsor support):** $12875000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2055-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 486: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PV17, C.4 - ISIN: US80285PV178, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $597693480.00
- **C.18.a - Value (excl. sponsor support):** $597693480.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 487: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 80285PW40, C.4 - ISIN: US80285PW408, C.3 - LEI: PTCQB104N23FMNK2RZ28
- **C.18 - Value (incl. sponsor support):** $992081800.00
- **C.18.a - Value (excl. sponsor support):** $992081800.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 488: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LUN0, C.4 - ISIN: US82124LUN09, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $124665562.50
- **C.18.a - Value (excl. sponsor support):** $124665562.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-22
- **C.12 - Maturity Date (WAL):** 2025-07-22
- **C.13 - Final Legal Maturity Date:** 2025-07-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 489: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LUQ3, C.4 - ISIN: US82124LUQ30, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $130617493.10
- **C.18.a - Value (excl. sponsor support):** $130617493.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-24
- **C.12 - Maturity Date (WAL):** 2025-07-24
- **C.13 - Final Legal Maturity Date:** 2025-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 490: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LUX8, C.4 - ISIN: US82124LUX80, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $199244700.00
- **C.18.a - Value (excl. sponsor support):** $199244700.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 491: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LV58, C.4 - ISIN: US82124LV580, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $248902750.00
- **C.18.a - Value (excl. sponsor support):** $248902750.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 492: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LVE9, C.4 - ISIN: US82124LVE90, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $109395693.00
- **C.18.a - Value (excl. sponsor support):** $109395693.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-14
- **C.12 - Maturity Date (WAL):** 2025-08-14
- **C.13 - Final Legal Maturity Date:** 2025-08-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 493: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LVJ8, C.4 - ISIN: US82124LVJ87, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99402160.00
- **C.18.a - Value (excl. sponsor support):** $99402160.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 494: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LW32, C.4 - ISIN: US82124LW323, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $99208410.00
- **C.18.a - Value (excl. sponsor support):** $99208410.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 495: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LW99, C.4 - ISIN: US82124LW992, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $198271080.00
- **C.18.a - Value (excl. sponsor support):** $198271080.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-09
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 496: SHEFFIELD RECEIVABLES COMPANY LLC

- **C.1 - Title:** SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 82124LWJ7, C.4 - ISIN: US82124LWJ78, C.3 - LEI: 549300MYF6MOTU9T3G29
- **C.18 - Value (incl. sponsor support):** $74269725.00
- **C.18.a - Value (excl. sponsor support):** $74269725.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 497: Shil Park Irrev Life Ins

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2019 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 82451WAA9, C.4 - ISIN: US82451WAA99, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $16095000.00
- **C.18.a - Value (excl. sponsor support):** $16095000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2059-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 498: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050TUG4, C.4 - ISIN: US83050TUG48, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $499033350.00
- **C.18.a - Value (excl. sponsor support):** $499033350.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 499: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050UD13, C.4 - ISIN: US83050UD130, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $193711400.00
- **C.18.a - Value (excl. sponsor support):** $193711400.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 500: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNF7, C.4 - ISIN: US83050WNF76, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $250016225.00
- **C.18.a - Value (excl. sponsor support):** $250016225.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 501: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNG5, C.4 - ISIN: US83050WNG59, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $200017380.00
- **C.18.a - Value (excl. sponsor support):** $200017380.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 502: SKANDINAVISKA ENSKILDA BANKEN AB

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB 4.660000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83050WNH3, C.4 - ISIN: US83050WNH33, C.3 - LEI: F3JS33DEI6XQ4ZBPTN86
- **C.18 - Value (incl. sponsor support):** $500056500.00
- **C.18.a - Value (excl. sponsor support):** $500056500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 503: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.460000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAU4, C.4 - ISIN: US83050YAU47, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74994330.00
- **C.18.a - Value (excl. sponsor support):** $74994330.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 504: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 83050YAZ3, C.4 - ISIN: US83050YAZ34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $74993602.50
- **C.18.a - Value (excl. sponsor support):** $74993602.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 505: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BUX2, C.4 - ISIN: US83369BUX27, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $498114150.00
- **C.18.a - Value (excl. sponsor support):** $498114150.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 506: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BV60, C.4 - ISIN: US83369BV607, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $99549150.00
- **C.18.a - Value (excl. sponsor support):** $99549150.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 507: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVS2, C.4 - ISIN: US83369BVS23, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $240062536.65
- **C.18.a - Value (excl. sponsor support):** $240062536.65
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 508: SOCIETE GENERALE SA

- **C.1 - Title:** SOCIETE GENERALE SA 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 83369BVT0, C.4 - ISIN: US83369BVT06, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $198579100.00
- **C.18.a - Value (excl. sponsor support):** $198579100.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 509: SRM HAYWARD LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND RB (BELLARA SR LIVING) SERIES 2022A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 85235MAA7, C.4 - ISIN: US85235MAA71, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30400000.00
- **C.18.a - Value (excl. sponsor support):** $30400000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2062-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 510: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LUG8, C.4 - ISIN: US85520LUG84, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $174660675.00
- **C.18.a - Value (excl. sponsor support):** $174660675.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 511: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LUP8, C.4 - ISIN: US85520LUP83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $94734826.50
- **C.18.a - Value (excl. sponsor support):** $94734826.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 512: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LV77, C.4 - ISIN: US85520LV776, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $298612890.00
- **C.18.a - Value (excl. sponsor support):** $298612890.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 513: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVB8, C.4 - ISIN: US85520LVB88, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $198977300.00
- **C.18.a - Value (excl. sponsor support):** $198977300.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 514: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LVC6, C.4 - ISIN: US85520LVC61, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $69633473.00
- **C.18.a - Value (excl. sponsor support):** $69633473.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 515: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520LXL4, C.4 - ISIN: US85520LXL43, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $197272800.00
- **C.18.a - Value (excl. sponsor support):** $197272800.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 516: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.610000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PND4, C.4 - ISIN: US85520PND41, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $204996474.00
- **C.18.a - Value (excl. sponsor support):** $204996474.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 517: STARBIRD FUNDING CORP

- **C.1 - Title:** STARBIRD FUNDING CORP 4.620000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 85520PNK8, C.4 - ISIN: US85520PNK83, C.3 - LEI: 549300A8DDPP6QJBB522
- **C.18 - Value (incl. sponsor support):** $249990950.00
- **C.18.a - Value (excl. sponsor support):** $249990950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-10
- **C.13 - Final Legal Maturity Date:** 2025-12-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 518: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6C0, C.4 - ISIN: US86564P6C01, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500028350.00
- **C.18.a - Value (excl. sponsor support):** $500028350.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 519: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6J5, C.4 - ISIN: US86564P6J53, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $500023950.00
- **C.18.a - Value (excl. sponsor support):** $500023950.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 520: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6K2, C.4 - ISIN: US86564P6K27, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $380017518.00
- **C.18.a - Value (excl. sponsor support):** $380017518.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 521: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P6Z9, C.4 - ISIN: US86564P6Z95, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $224995410.00
- **C.18.a - Value (excl. sponsor support):** $224995410.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-18
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 522: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.430000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7A3, C.4 - ISIN: US86564P7A36, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $399997960.00
- **C.18.a - Value (excl. sponsor support):** $399997960.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 523: SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86564P7L9, C.4 - ISIN: US86564P7L90, C.3 - LEI: 254900S1KUTSTBKJ6286
- **C.18 - Value (incl. sponsor support):** $297016394.40
- **C.18.a - Value (excl. sponsor support):** $297016394.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 524: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YUV2, C.4 - ISIN: US86564YUV28, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $108376728.36
- **C.18.a - Value (excl. sponsor support):** $108376728.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 525: SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86564YV66, C.4 - ISIN: US86564YV669, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $19213891.12
- **C.18.a - Value (excl. sponsor support):** $19213891.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 526: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJR2, C.4 - ISIN: US86565GJR20, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300029670.00
- **C.18.a - Value (excl. sponsor support):** $300029670.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-30
- **C.13 - Final Legal Maturity Date:** 2025-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 527: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GJX9, C.4 - ISIN: US86565GJX97, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $711081409.50
- **C.18.a - Value (excl. sponsor support):** $711081409.50
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 528: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.570000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GKZ2, C.4 - ISIN: US86565GKZ27, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200018860.00
- **C.18.a - Value (excl. sponsor support):** $200018860.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 529: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLA6, C.4 - ISIN: US86565GLA66, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200015940.00
- **C.18.a - Value (excl. sponsor support):** $200015940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 530: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLD0, C.4 - ISIN: US86565GLD06, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $375036562.50
- **C.18.a - Value (excl. sponsor support):** $375036562.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 531: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLE8, C.4 - ISIN: US86565GLE88, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250025375.00
- **C.18.a - Value (excl. sponsor support):** $250025375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 532: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.560000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GLF5, C.4 - ISIN: US86565GLF53, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500049450.00
- **C.18.a - Value (excl. sponsor support):** $500049450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 533: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMB3, C.4 - ISIN: US86565GMB31, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $569094738.50
- **C.18.a - Value (excl. sponsor support):** $569094738.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 534: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.590000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMC1, C.4 - ISIN: US86565GMC14, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500085500.00
- **C.18.a - Value (excl. sponsor support):** $500085500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 535: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMK3, C.4 - ISIN: US86565GMK30, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $425116322.50
- **C.18.a - Value (excl. sponsor support):** $425116322.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 536: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.740000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GMY3, C.4 - ISIN: US86565GMY34, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $250162650.00
- **C.18.a - Value (excl. sponsor support):** $250162650.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 537: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNC0, C.4 - ISIN: US86565GNC05, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500286050.00
- **C.18.a - Value (excl. sponsor support):** $500286050.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 538: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.730000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNH9, C.4 - ISIN: US86565GNH91, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $165096871.50
- **C.18.a - Value (excl. sponsor support):** $165096871.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 539: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNJ5, C.4 - ISIN: US86565GNJ57, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300122190.00
- **C.18.a - Value (excl. sponsor support):** $300122190.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 540: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNK2, C.4 - ISIN: US86565GNK21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $300121680.00
- **C.18.a - Value (excl. sponsor support):** $300121680.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 541: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.640000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GNS5, C.4 - ISIN: US86565GNS56, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $500136300.00
- **C.18.a - Value (excl. sponsor support):** $500136300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 542: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPA2, C.4 - ISIN: US86565GPA21, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $260051168.00
- **C.18.a - Value (excl. sponsor support):** $260051168.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 543: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GPH7, C.4 - ISIN: US86565GPH73, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $200032440.00
- **C.18.a - Value (excl. sponsor support):** $200032440.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 544: SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 4.620000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86565GQK9, C.4 - ISIN: US86565GQK93, C.3 - LEI: 549300MS3WYYVQ4HXM15
- **C.18 - Value (incl. sponsor support):** $316007110.00
- **C.18.a - Value (excl. sponsor support):** $316007110.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 545: SUNSHINE ENCINITAS LLC

- **C.1 - Title:** TAXABLE M/F HOUSING RB (SUNSHINE GARDEN APTS) SERIES 2024A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 867825AA9, C.4 - ISIN: US867825AA94, C.3 - LEI: 254900TB696MCVHSOA79
- **C.18 - Value (incl. sponsor support):** $11600000.00
- **C.18.a - Value (excl. sponsor support):** $11600000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2064-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 546: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TLL8, C.4 - ISIN: US86959TLL88, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $299951370.00
- **C.18.a - Value (excl. sponsor support):** $299951370.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 547: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.390000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMG8, C.4 - ISIN: US86959TMG84, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $249982275.00
- **C.18.a - Value (excl. sponsor support):** $249982275.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 548: SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 86959TMJ2, C.4 - ISIN: US86959TMJ24, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $150023220.00
- **C.18.a - Value (excl. sponsor support):** $150023220.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 549: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960JZW8, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $293537400.00
- **C.18.a - Value (excl. sponsor support):** $293537400.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 550: SVENSKA HANDELSBANKEN AB

- **C.1 - Title:** SVENSKA HANDELSBANKEN AB 4.540000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 86960LLH1, C.4 - ISIN: US86960LLH14, C.3 - LEI: NHBDILHZTYCNBV5UYZ31
- **C.18 - Value (incl. sponsor support):** $350013405.00
- **C.18.a - Value (excl. sponsor support):** $350013405.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 551: SWEDBANK AB (NEW YORK BRANCH)

- **C.1 - Title:** SWEDBANK AB (NEW YORK BRANCH) 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 87019WD85, C.4 - ISIN: US87019WD855, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $50001895.00
- **C.18.a - Value (excl. sponsor support):** $50001895.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 552: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVC3, C.4 - ISIN: US87020WVC36, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $395957901.80
- **C.18.a - Value (excl. sponsor support):** $395957901.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 553: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WVR0, C.4 - ISIN: US87020WVR05, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99330860.00
- **C.18.a - Value (excl. sponsor support):** $99330860.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 554: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WWH1, C.4 - ISIN: US87020WWH14, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $99056470.00
- **C.18.a - Value (excl. sponsor support):** $99056470.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 555: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020WZV7, C.4 - ISIN: US87020WZV70, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $244630950.00
- **C.18.a - Value (excl. sponsor support):** $244630950.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 556: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEG9, C.4 - ISIN: US87020YEG98, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500033500.00
- **C.18.a - Value (excl. sponsor support):** $500033500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 557: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.550000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEK0, C.4 - ISIN: US87020YEK01, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $500023450.00
- **C.18.a - Value (excl. sponsor support):** $500023450.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 558: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.560000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEN4, C.4 - ISIN: US87020YEN40, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250017550.00
- **C.18.a - Value (excl. sponsor support):** $250017550.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 559: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.610000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YEP9, C.4 - ISIN: US87020YEP97, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $75014332.50
- **C.18.a - Value (excl. sponsor support):** $75014332.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 560: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YES3, C.4 - ISIN: US87020YES37, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $250035375.00
- **C.18.a - Value (excl. sponsor support):** $250035375.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 561: SWEDBANK AB

- **C.1 - Title:** SWEDBANK AB 4.590000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 87020YET1, C.4 - ISIN: US87020YET10, C.3 - LEI: M312WZV08Y7LYUC71685
- **C.18 - Value (incl. sponsor support):** $200027580.00
- **C.18.a - Value (excl. sponsor support):** $200027580.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 562: TENDERFOOT SEASONAL HOUSING, LLC

- **C.1 - Title:** TAXABLE NOTES SERIES 2000B 4.520000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88033VAB3, C.4 - ISIN: US88033VAB36, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5885000.00
- **C.18.a - Value (excl. sponsor support):** $5885000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2035-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 563: Texas

- **C.1 - Title:** TAXABLE VETERANS BONDS SERIES 2025A 4.350000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 8827242P1, C.4 - ISIN: US8827242P13, C.3 - LEI: 549300X9CH74QB747L76
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2056-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 564: THOMAS J MUELLER LEGACY TRUST

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2025 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 884434AA9, C.4 - ISIN: US884434AA92, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $78650000.00
- **C.18.a - Value (excl. sponsor support):** $78650000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2075-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 565: WILSHIRE

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND MF HOUSING RB (3325 WILSHIRE APARTMENTS) SERIES 2024A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 88581RAA0, C.4 - ISIN: US88581RAA05, C.3 - LEI: 2549001AUX5O8934U667
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2064-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 566: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TVM2, C.4 - ISIN: US88602TVM25, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $99369500.00
- **C.18.a - Value (excl. sponsor support):** $99369500.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-21
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 567: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TWJ8, C.4 - ISIN: US88602TWJ86, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $198051120.00
- **C.18.a - Value (excl. sponsor support):** $198051120.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 568: THUNDER BAY FUNDING LLC

- **C.1 - Title:** THUNDER BAY FUNDING LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 88602TXP3, C.4 - ISIN: US88602TXP38, C.3 - LEI: 549300D7DHGDB5EMW139
- **C.18 - Value (incl. sponsor support):** $98605090.00
- **C.18.a - Value (excl. sponsor support):** $98605090.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 569: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115BWH9, C.4 - ISIN: US89115BWH94, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $32005664.00
- **C.18.a - Value (excl. sponsor support):** $32005664.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 570: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115D6Y7, C.4 - ISIN: US89115D6Y74, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $954054187.20
- **C.18.a - Value (excl. sponsor support):** $954054187.20
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 571: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DBC9, C.4 - ISIN: US89115DBC92, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $750778687.50
- **C.18.a - Value (excl. sponsor support):** $750778687.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 572: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.720000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DC46, C.4 - ISIN: US89115DC463, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000455100.00
- **C.18.a - Value (excl. sponsor support):** $1000455100.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 573: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.680000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCP9, C.4 - ISIN: US89115DCP96, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000136300.00
- **C.18.a - Value (excl. sponsor support):** $1000136300.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 574: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.710000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCQ7, C.4 - ISIN: US89115DCQ79, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $900346860.00
- **C.18.a - Value (excl. sponsor support):** $900346860.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 575: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.670000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DCX2, C.4 - ISIN: US89115DCX21, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1000148800.00
- **C.18.a - Value (excl. sponsor support):** $1000148800.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 576: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.580000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEK8, C.4 - ISIN: US89115DEK81, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $120805387.96
- **C.18.a - Value (excl. sponsor support):** $120805387.96
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 577: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.750000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DEY8, C.4 - ISIN: US89115DEY85, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $225147093.75
- **C.18.a - Value (excl. sponsor support):** $225147093.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 578: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DF43, C.4 - ISIN: US89115DF433, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $515132406.50
- **C.18.a - Value (excl. sponsor support):** $515132406.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 579: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DHY5, C.4 - ISIN: US89115DHY58, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $1050617116.50
- **C.18.a - Value (excl. sponsor support):** $1050617116.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 580: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.550000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DJP2, C.4 - ISIN: US89115DJP24, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $191921036.49
- **C.18.a - Value (excl. sponsor support):** $191921036.49
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 581: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.510000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DMB9, C.4 - ISIN: US89115DMB90, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $274142096.40
- **C.18.a - Value (excl. sponsor support):** $274142096.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 582: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.520000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DR73, C.4 - ISIN: US89115DR735, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $200197560.00
- **C.18.a - Value (excl. sponsor support):** $200197560.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 583: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.700000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DRB4, C.4 - ISIN: US89115DRB46, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $28795487.37
- **C.18.a - Value (excl. sponsor support):** $28795487.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 584: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DUX2, C.4 - ISIN: US89115DUX29, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $294043276.80
- **C.18.a - Value (excl. sponsor support):** $294043276.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 585: TORONTO-DOMINION BANK (NEW YORK BRANCH)

- **C.1 - Title:** TORONTO-DOMINION BANK (NEW YORK BRANCH) 5.400000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89115DYW0, C.4 - ISIN: US89115DYW00, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $475021992.50
- **C.18.a - Value (excl. sponsor support):** $475021992.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 586: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89119AX94, C.4 - ISIN: US89119AX947, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $672250366.55
- **C.18.a - Value (excl. sponsor support):** $672250366.55
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 587: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.780000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120F3W2, C.4 - ISIN: US89120F3W25, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $822890661.66
- **C.18.a - Value (excl. sponsor support):** $822890661.66
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 588: TORONTO-DOMINION BANK/THE

- **C.1 - Title:** TORONTO-DOMINION BANK/THE 4.700000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89120FAS3, C.4 - ISIN: US89120FAS39, C.3 - LEI: PT3QB789TSUIDF371261
- **C.18 - Value (incl. sponsor support):** $560085848.00
- **C.18.a - Value (excl. sponsor support):** $560085848.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 589: TOTALENERGIES CAPITAL SA

- **C.1 - Title:** TOTALENERGIES CAPITAL SA 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89152EXH6, C.4 - ISIN: US89152EXH60, C.3 - LEI: 529900QI55ZLJVCMPA71
- **C.18 - Value (incl. sponsor support):** $505522834.53
- **C.18.a - Value (excl. sponsor support):** $505522834.53
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 590: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232CVR4, C.4 - ISIN: US89232CVR41, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49656300.00
- **C.18.a - Value (excl. sponsor support):** $49656300.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 591: TOYOTA CREDIT CANADA INC

- **C.1 - Title:** TOYOTA CREDIT CANADA INC 0.000000%
- **C.6 - Investment Category:** Non-Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 89232CW28, C.4 - ISIN: US89232CW284, C.3 - LEI: HJZQGXYTVV2NWJZLPW74
- **C.18 - Value (incl. sponsor support):** $49608860.00
- **C.18.a - Value (excl. sponsor support):** $49608860.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 592: Triborough Bridge & Tunnel Auth

- **C.1 - Title:** GENERAL REFUNDING RB SERIES 2018E 4.340000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 89602RHU2, C.4 - ISIN: US89602RHU23, C.3 - LEI: 54930020ZN4LQF7K3456
- **C.18 - Value (incl. sponsor support):** $63970000.00
- **C.18.a - Value (excl. sponsor support):** $63970000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2032-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 593: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.600000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LDM3, C.4 - ISIN: US89788LDM37, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $230006417.00
- **C.18.a - Value (excl. sponsor support):** $230006417.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 594: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.610000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LDN1, C.4 - ISIN: US89788LDN10, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $1330050540.00
- **C.18.a - Value (excl. sponsor support):** $1330050540.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-09
- **C.12 - Maturity Date (WAL):** 2025-07-09
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 595: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEL4, C.4 - ISIN: US89788LEL45, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499795300.00
- **C.18.a - Value (excl. sponsor support):** $499795300.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 596: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LEM2, C.4 - ISIN: US89788LEM28, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499996800.00
- **C.18.a - Value (excl. sponsor support):** $499996800.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 597: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LER1, C.4 - ISIN: US89788LER15, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500001750.00
- **C.18.a - Value (excl. sponsor support):** $500001750.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 598: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.451000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LES9, C.4 - ISIN: US89788LES97, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500002400.00
- **C.18.a - Value (excl. sponsor support):** $500002400.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 599: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.351000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LET7, C.4 - ISIN: US89788LET70, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $499800550.00
- **C.18.a - Value (excl. sponsor support):** $499800550.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 600: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.440000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFK5, C.4 - ISIN: US89788LFK52, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $500022650.00
- **C.18.a - Value (excl. sponsor support):** $500022650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 601: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFN9, C.4 - ISIN: US89788LFN91, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $250000075.00
- **C.18.a - Value (excl. sponsor support):** $250000075.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 602: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.350000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 89788LFP4, C.3 - LEI: JJKC32MCHWDI71265Z06
- **C.18 - Value (incl. sponsor support):** $899866800.00
- **C.18.a - Value (excl. sponsor support):** $899866800.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-12-29
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 603: UBS AG (STAMFORD BRANCH)

- **C.1 - Title:** UBS AG (STAMFORD BRANCH) 4.698000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 90275DUQ1, C.4 - ISIN: US90275DUQ14, C.3 - LEI: 254900R882POXXVAK772
- **C.18 - Value (incl. sponsor support):** $500279700.00
- **C.18.a - Value (excl. sponsor support):** $500279700.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 604: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.690000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYG5, C.4 - ISIN: US90276JYG56, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200031602.00
- **C.18.a - Value (excl. sponsor support):** $200031602.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 605: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.630000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYJ9, C.4 - ISIN: US90276JYJ95, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $200049940.00
- **C.18.a - Value (excl. sponsor support):** $200049940.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-26
- **C.13 - Final Legal Maturity Date:** 2025-11-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 606: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 4.640000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90276JYQ3, C.4 - ISIN: US90276JYQ39, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $500051275.00
- **C.18.a - Value (excl. sponsor support):** $500051275.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 607: UBS AG (LONDON BRANCH)

- **C.1 - Title:** UBS AG (LONDON BRANCH) 0.000000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 90351WVT9, C.4 - ISIN: US90351WVT97, C.3 - LEI: BFM8T61CT2L1QCEMIK50
- **C.18 - Value (incl. sponsor support):** $97999851.81
- **C.18.a - Value (excl. sponsor support):** $97999851.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 608: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHB6, C.4 - ISIN: US91127RHB69, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300035640.00
- **C.18.a - Value (excl. sponsor support):** $300035640.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 609: UNITED OVERSEAS BANK LTD

- **C.1 - Title:** UNITED OVERSEAS BANK LTD 4.600000%
- **C.6 - Investment Category:** Financial Company Commercial Paper
- **Identifiers:** C.3 - CUSIP: 91127RHE0, C.4 - ISIN: US91127RHE09, C.3 - LEI: IO66REGK3RCBAMA8HR66
- **C.18 - Value (incl. sponsor support):** $300064581.00
- **C.18.a - Value (excl. sponsor support):** $300064581.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 610: VSL PROPERTY HOLDINGS STB LLC

- **C.1 - Title:** TAXABLE BONDS SERIES 2024 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 918299AA6, C.4 - ISIN: US918299AA68, C.3 - LEI: 549300UTYH2EEYYWKE94
- **C.18 - Value (incl. sponsor support):** $17390000.00
- **C.18.a - Value (excl. sponsor support):** $17390000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2054-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 611: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LUA7, C.4 - ISIN: US92512LUA78, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $109866548.00
- **C.18.a - Value (excl. sponsor support):** $109866548.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 612: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LUB5, C.4 - ISIN: US92512LUB51, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99866520.00
- **C.18.a - Value (excl. sponsor support):** $99866520.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 613: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LVN8, C.4 - ISIN: US92512LVN80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $99352080.00
- **C.18.a - Value (excl. sponsor support):** $99352080.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 614: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LW31, C.4 - ISIN: US92512LW319, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $198402680.00
- **C.18.a - Value (excl. sponsor support):** $198402680.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 615: VERSAILLES COMMERCIAL PAPER LLC

- **C.1 - Title:** VERSAILLES COMMERCIAL PAPER LLC 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92512LX71, C.4 - ISIN: US92512LX713, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $183739170.00
- **C.18.a - Value (excl. sponsor support):** $183739170.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 616: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KU34, C.4 - ISIN: US92646KU345, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $43984072.00
- **C.18.a - Value (excl. sponsor support):** $43984072.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 617: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KUV2, C.4 - ISIN: US92646KUV24, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $189327799.00
- **C.18.a - Value (excl. sponsor support):** $189327799.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 618: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KV66, C.4 - ISIN: US92646KV665, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $298644870.00
- **C.18.a - Value (excl. sponsor support):** $298644870.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 619: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVN9, C.4 - ISIN: US92646KVN98, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $99353740.00
- **C.18.a - Value (excl. sponsor support):** $99353740.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-22
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 620: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KVT6, C.4 - ISIN: US92646KVT68, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $198586620.00
- **C.18.a - Value (excl. sponsor support):** $198586620.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 621: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KW57, C.4 - ISIN: US92646KW572, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $148775205.00
- **C.18.a - Value (excl. sponsor support):** $148775205.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 622: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWH1, C.4 - ISIN: US92646KWH12, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $247590875.00
- **C.18.a - Value (excl. sponsor support):** $247590875.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 623: VICTORY RECEIVABLES CORP

- **C.1 - Title:** VICTORY RECEIVABLES CORP 0.000000%
- **C.6 - Investment Category:** Asset Backed Commercial Paper
- **Identifiers:** C.3 - CUSIP: 92646KWJ7, C.4 - ISIN: US92646KWJ77, C.3 - LEI: 549300D0F37QF0LP7F94
- **C.18 - Value (incl. sponsor support):** $114867921.20
- **C.18.a - Value (excl. sponsor support):** $114867921.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 624: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.660000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: 95001KTD6, C.4 - ISIN: US95001KTD62, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500027500.00
- **C.18.a - Value (excl. sponsor support):** $500027500.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.6500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 625: YAVAPAI CNTY IDA

- **C.1 - Title:** TAXABLE RB (DRAKE CEMENT) SERIES 2015 4.400000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 98521YAB5, C.4 - ISIN: US98521YAB56, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $51450000.00
- **C.18.a - Value (excl. sponsor support):** $51450000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2035-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 626: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.530000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2T6VY8, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2T6VY8
- **C.18 - Value (incl. sponsor support):** $211001706.99
- **C.18.a - Value (excl. sponsor support):** $211001706.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-16
- **C.12 - Maturity Date (WAL):** 2025-07-16
- **C.13 - Final Legal Maturity Date:** 2025-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 627: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2T8J51, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2T8J51
- **C.18 - Value (incl. sponsor support):** $717996488.98
- **C.18.a - Value (excl. sponsor support):** $717996488.98
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 628: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.490000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TH4Z1, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TH4Z1
- **C.18 - Value (incl. sponsor support):** $599990958.00
- **C.18.a - Value (excl. sponsor support):** $599990958.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 629: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TK0W5, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TK0W5
- **C.18 - Value (incl. sponsor support):** $749957107.50
- **C.18.a - Value (excl. sponsor support):** $749957107.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 630: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TKZ49, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TKZ49
- **C.18 - Value (incl. sponsor support):** $999948520.00
- **C.18.a - Value (excl. sponsor support):** $999948520.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 631: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2TZQ04, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2TZQ04
- **C.18 - Value (incl. sponsor support):** $344993431.20
- **C.18.a - Value (excl. sponsor support):** $344993431.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 632: NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)

- **C.1 - Title:** NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCB65, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: ACI2VCB65
- **C.18 - Value (incl. sponsor support):** $499875840.00
- **C.18.a - Value (excl. sponsor support):** $499875840.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 633: BANK OF MONTREAL (LONDON BRANCH)

- **C.1 - Title:** BANK OF MONTREAL (LONDON BRANCH) 4.380000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VCHK8, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ACI2VCHK8
- **C.18 - Value (incl. sponsor support):** $199976980.00
- **C.18.a - Value (excl. sponsor support):** $199976980.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 634: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.375000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VN360, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VN360
- **C.18 - Value (incl. sponsor support):** $749838120.00
- **C.18.a - Value (excl. sponsor support):** $749838120.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 635: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.410000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2VZJX7, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2VZJX7
- **C.18 - Value (incl. sponsor support):** $892872836.80
- **C.18.a - Value (excl. sponsor support):** $892872836.80
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 636: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVC46, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVC46
- **C.18 - Value (incl. sponsor support):** $150004261.50
- **C.18.a - Value (excl. sponsor support):** $150004261.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 637: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.480000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WVF50, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2WVF50
- **C.18 - Value (incl. sponsor support):** $200006018.00
- **C.18.a - Value (excl. sponsor support):** $200006018.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 638: CREDIT AGRICOLE SA (LONDON BRANCH)

- **C.1 - Title:** CREDIT AGRICOLE SA (LONDON BRANCH) 4.450000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2WX4W9, C.3 - LEI: 969500TJ5KRTCJQWXH05, C.5 - Other ID: ACI2WX4W9
- **C.18 - Value (incl. sponsor support):** $159999992.00
- **C.18.a - Value (excl. sponsor support):** $159999992.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 639: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XJ8K1, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XJ8K1
- **C.18 - Value (incl. sponsor support):** $400017028.00
- **C.18.a - Value (excl. sponsor support):** $400017028.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 640: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XKL31, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XKL31
- **C.18 - Value (incl. sponsor support):** $200009482.00
- **C.18.a - Value (excl. sponsor support):** $200009482.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 641: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2XQSY3, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2XQSY3
- **C.18 - Value (incl. sponsor support):** $200009894.00
- **C.18.a - Value (excl. sponsor support):** $200009894.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-16
- **C.12 - Maturity Date (WAL):** 2025-09-16
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 642: SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)

- **C.1 - Title:** SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 4.500000%
- **C.6 - Investment Category:** Certificate of Deposit
- **Identifiers:** C.3 - CUSIP: ACI2Y3MZ6, C.3 - LEI: 5493006GGLR4BTEL8O61, C.5 - Other ID: ACI2Y3MZ6
- **C.18 - Value (incl. sponsor support):** $105007911.75
- **C.18.a - Value (excl. sponsor support):** $105007911.75
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 643: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17M6F7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17M6F7
- **C.18 - Value (incl. sponsor support):** $1799007840.00
- **C.18.a - Value (excl. sponsor support):** $1799007840.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 5.0100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| LD HOLDINGS GROUP LLC          SR GLBL 144A 25     | 2025-11-01      | 6.5000%  | 0.0000% | $686000.00         | $679587.81         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-11-15      | 11.0000% | 0.0000% | $89914.00          | $104674.28         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 29     | 2029-06-15      | 4.8750%  | 0.0000% | $180861.00         | $170397.97         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $3190540.00        | $3288213.06        | Corporate Debt Securities                         |
| LIFEPOINT HEALTH INC           SR SEC 144A NT32    | 2032-02-15      | 8.3750%  | 0.0000% | $49000.00          | $54148.36          | Corporate Debt Securities                         |
| LIGHTNING PWR LLC              SR SEC 144A NT32    | 2032-08-15      | 7.2500%  | 0.0000% | $2867000.00        | $3095578.74        | Corporate Debt Securities                         |
| LIONS GATE CAP HLDGS 1 INC     SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $5114000.00        | $4494992.92        | Corporate Debt Securities                         |
| LIVE NATION ENTERTAINMENT INC  SR SEC GLBL 27      | 2027-05-15      | 6.5000%  | 0.0000% | $114000.00         | $116732.01         | Corporate Debt Securities                         |
| LOGISTICS RE LIMITED           EXTND-A 144A 32     | 2032-12-21      | 10.2932% | 0.0000% | $5500000.00        | $5593500.00        | Corporate Debt Securities                         |
| LONDON BRDG 2 PCC LTD          -A-20251 144A 29    | 2029-01-09      | 11.7932% | 0.0000% | $247000.00         | $248827.80         | Corporate Debt Securities                         |
| LONG PT RE IV LTD              -A VR 144A NT 26    | 2026-06-01      | 8.5432%  | 0.0000% | $15945000.00       | $16209185.46       | Corporate Debt Securities                         |
| LOWES COS INC                  SR GLBL NT 62       | 2062-04-01      | 4.4500%  | 0.0000% | $18166000.00       | $14144436.15       | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 29     | 2029-04-15      | 4.1250%  | 0.0000% | $99622.00          | $98298.90          | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $171738.00         | $169620.26         | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         SR SEC GLBL 32      | 2032-10-15      | 10.0000% | 0.0000% | $99553.00          | $103866.96         | Corporate Debt Securities                         |
| MBIA INC                       SR DEB 7%25         | 2025-12-15      | 7.0000%  | 0.0000% | $27000.00          | $27050.13          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT 28       | 2028-10-15      | 4.7500%  | 0.0000% | $4968000.00        | $4959434.34        | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 11.5000% | 0.0000% | $5574.00           | $5776.71           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT4.7%48    | 2048-04-15      | 4.7000%  | 0.0000% | $1710000.00        | $1386966.75        | Corporate Debt Securities                         |
| MV24 CAP B V                   SR SEC GLBL 34      | 2034-06-01      | 6.7480%  | 0.0000% | $855000.00         | $609588.58         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        FR 5.033%011530     | 2030-01-15      | 5.0330%  | 0.0000% | $11734000.00       | $12142905.46       | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR GLBL 144A 29     | 2029-02-01      | 4.6250%  | 0.0000% | $646000.00         | $649166.93         | Corporate Debt Securities                         |
| CALUMET SPECIALTY PRODUCTS PAR SR GLBL 144A 28     | 2028-07-15      | 9.7500%  | 0.0000% | $420000.00         | $436614.15         | Corporate Debt Securities                         |
| CANADIAN IMPERIAL BK COMM      GLBL COCO 33        | 2033-10-03      | 6.0920%  | 0.0000% | $3863000.00        | $4183444.86        | Corporate Debt Securities                         |
| CANADIAN NATL RY CO            SR GLBL NT3.5%42    | 2042-11-15      | 3.5000%  | 0.0000% | $56000.00          | $42365.40          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 28       | 2028-05-10      | 4.9270%  | 0.0000% | $1403000.00        | $1421846.58        | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 33       | 2033-05-10      | 5.2680%  | 0.0000% | $9000.00           | $9101.94           | Corporate Debt Securities                         |
| CARDINAL HEALTH INC            SR GLBL NT 29       | 2029-02-15      | 5.1250%  | 0.0000% | $6273000.00        | $6545114.90        | Corporate Debt Securities                         |
| SABRA HLTH CARE LP/SABRA CAP C SR GLBL NT 26       | 2026-08-15      | 5.1250%  | 0.0000% | $2329000.00        | $2376205.92        | Corporate Debt Securities                         |
| CARVANA CO                     SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $12402000.00       | $12234056.25       | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT2.5%31    | 2031-03-01      | 2.5000%  | 0.0000% | $36926000.00       | $32009815.97       | Corporate Debt Securities                         |
| CENTENE CORP DEL               SR GLBL NT 31       | 2031-08-01      | 2.6250%  | 0.0000% | $369000.00         | $319360.12         | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             GLBL NT 5.4%47      | 2047-06-15      | 5.4000%  | 0.0000% | $655000.00         | $576007.00         | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL NT 28       | 2028-02-01      | 5.1250%  | 0.0000% | $99000.00          | $101088.09         | Corporate Debt Securities                         |
| CERDIA FINANZ GMBH             SR SEC 144A NT31    | 2031-10-03      | 9.3750%  | 0.0000% | $4460000.00        | $4731084.38        | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT53    | 2053-04-01      | 5.2500%  | 0.0000% | $10217000.00       | $8735322.15        | Corporate Debt Securities                         |
| CHEVRON USA INC                GLBL NT 2.343%50    | 2050-08-12      | 2.3430%  | 0.0000% | $172000.00         | $98697.30          | Corporate Debt Securities                         |
| CHEVRON USA INC                SR GLBL NT 28       | 2028-01-15      | 3.8500%  | 0.0000% | $50000.00          | $50711.29          | Corporate Debt Securities                         |
| CHURCHILL DOWNS INC            SR GLBL 144A 28     | 2028-01-15      | 4.7500%  | 0.0000% | $71000.00          | $71550.31          | Corporate Debt Securities                         |
| CINEMARK USA INC               SR GLBL 144A 28     | 2028-07-15      | 5.2500%  | 0.0000% | $120000.00         | $122189.10         | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT 5.875%42      | 2042-01-30      | 5.8750%  | 0.0000% | $38000.00          | $39602.43          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR NT FXD/FLT 28    | 2028-07-24      | 3.6680%  | 0.0000% | $42000.00          | $41964.50          | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-01-24      | 3.8780%  | 0.0000% | $3996000.00        | $3481134.05        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 30       | 2030-03-20      | 3.9800%  | 0.0000% | $3615000.00        | $3574206.73        | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB GLBL NT 36    | 2036-01-24      | 6.0200%  | 0.0000% | $86000.00          | $89964.31          | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-A 144A 31     | 2031-06-07      | 13.5432% | 0.0000% | $2475000.00        | $2533905.00        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 33     | 2033-06-15      | 9.6250%  | 0.0000% | $4725000.00        | $4872933.84        | Corporate Debt Securities                         |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 29     | 2029-06-01      | 7.5000%  | 0.0000% | $200000.00         | $185502.33         | Corporate Debt Securities                         |
| BERRY GLOBAL INC               SR SEC GLBL NT26    | 2026-01-15      | 1.5700%  | 0.0000% | $2848000.00        | $2817144.29        | Corporate Debt Securities                         |
| BLACK & DECKER HLDGS INC       SRNT 144A7.05%28    | 2028-07-01      | 7.0500%  | 0.0000% | $13500000.00       | $14681981.25       | Corporate Debt Securities                         |
| BLACKROCK INC                  GLBL NT 1.9%31      | 2031-01-28      | 1.9000%  | 0.0000% | $129000.00         | $114192.38         | Corporate Debt Securities                         |
| BLUE OWL FINANCE LLC           GLBL NT 4.125%51    | 2051-10-07      | 4.1250%  | 0.0000% | $60000.00          | $41182.23          | Corporate Debt Securities                         |
| BNP PARIBAS                    SNR NPF REGS 33     | 2033-01-20      | 3.1320%  | 0.0000% | $5000000.00        | $4493550.00        | Corporate Debt Securities                         |
| BOEING CO                      CR SEN SR GLBL31    | 2031-05-01      | 6.3880%  | 0.0000% | $3667000.00        | $3975355.18        | Corporate Debt Securities                         |
| BONANZA RE LTD                 -A-20231 144A 26    | 2026-01-08      | 12.7432% | 0.0000% | $6170000.00        | $6187276.00        | Corporate Debt Securities                         |
| BOYD GAMING CORP               SR GLBL NT 27       | 2027-12-01      | 4.7500%  | 0.0000% | $168000.00         | $167048.51         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT5.2%34    | 2034-02-22      | 5.2000%  | 0.0000% | $93000.00          | $96504.14          | Corporate Debt Securities                         |
| BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 27      | 2027-04-01      | 4.5000%  | 0.0000% | $911000.00         | $895891.06         | Corporate Debt Securities                         |
| BROOKLYN UNION GAS CO          SR GLBL 144A 48     | 2048-03-15      | 4.2730%  | 0.0000% | $99000.00          | $76638.17          | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 32     | 2032-06-15      | 6.3750%  | 0.0000% | $300000.00         | $308755.88         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 35     | 2035-05-15      | 6.7500%  | 0.0000% | $2125000.00        | $2205750.00        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 6.75%29      | 2029-03-15      | 6.7500%  | 0.0000% | $10000.00          | $10983.58          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 29     | 2029-06-01      | 5.3750%  | 0.0000% | $3139000.00        | $3142075.78        | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 30     | 2030-08-15      | 4.5000%  | 0.0000% | $132000.00         | $127795.14         | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 31     | 2031-02-01      | 4.2500%  | 0.0000% | $18000.00          | $17096.41          | Corporate Debt Securities                         |
| CCO HLDGS LLC / CCO HLDGS CAP  SR GLBL 144A 32     | 2032-02-01      | 4.7500%  | 0.0000% | $150000.00         | $144710.96         | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   SR SEC GLBL 31      | 2031-02-15      | 4.7500%  | 0.0000% | $612000.00         | $536052.33         | Corporate Debt Securities                         |
| FIRST CTZNS BK & TR CO RALEIGH SUB GLBL NT 28      | 2028-03-09      | 6.1250%  | 0.0000% | $1564000.00        | $1650325.63        | Corporate Debt Securities                         |
| CMG MEDIA CORP                 SR SEC GLBL 29      | 2029-06-18      | 8.8750%  | 0.0000% | $16113152.00       | $15246230.85       | Corporate Debt Securities                         |
| CMS ENERGY CORP                JR SB GLBL NT 50    | 2050-06-01      | 4.7500%  | 0.0000% | $110000.00         | $105903.20         | Corporate Debt Securities                         |
| CP ATLAS BUYER INC.            SR GLBL 144A 28     | 2028-12-01      | 7.0000%  | 0.0000% | $1150000.00        | $1073420.22        | Corporate Debt Securities                         |
| CSC HLDGS LLC                  SR 144A NT4.5%31    | 2031-11-15      | 4.5000%  | 0.0000% | $8533000.00        | $6050878.29        | Corporate Debt Securities                         |
| CNX RES CORP                   SR 144A NT 31       | 2031-01-15      | 7.3750%  | 0.0000% | $124000.00         | $133507.34         | Corporate Debt Securities                         |
| CNX RES CORP                   SR GLBL 144A 32     | 2032-03-01      | 7.2500%  | 0.0000% | $96000.00          | $101713.47         | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 29     | 2029-10-15      | 4.6250%  | 0.0000% | $44000.00          | $42324.28          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR SEC GLBL 30      | 2030-02-15      | 7.0000%  | 0.0000% | $33000.00          | $35010.03          | Corporate Debt Securities                         |
| CALIFORNIA RES CORP            SR GLBL 144A 26     | 2026-02-01      | 7.1250%  | 0.0000% | $100000.00         | $102960.96         | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR GLBL NT4.6%28    | 2028-06-15      | 4.6000%  | 0.0000% | $1231000.00        | $1208850.21        | Corporate Debt Securities                         |
| STANDARD BLDG SOLUTIONS INC    SR GLBL 144A 30     | 2030-07-15      | 4.3750%  | 0.0000% | $4688000.00        | $4543150.57        | Corporate Debt Securities                         |
| STAR LEASING CO LLC            144A NT 7.625%30    | 2030-02-15      | 7.6250%  | 0.0000% | $105000.00         | $106701.77         | Corporate Debt Securities                         |
| STAPLES INC                    2LIEN GLBL 30       | 2030-01-15      | 12.7500% | 0.0000% | $2064456.00        | $1507708.34        | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 28       | 2028-02-07      | 2.2030%  | 0.0000% | $499000.00         | $486844.76         | Corporate Debt Securities                         |
| MALLINCKRODT INTL FIN SA / CB  SR SEC GLBL 28      | 2028-11-14      | 14.7500% | 0.0000% | $3003412.00        | $3155827.65        | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 32       | 2032-11-01      | 5.7500%  | 0.0000% | $9000.00           | $9641.46           | Corporate Debt Securities                         |
| MARSH & MCLENNAN COS INC       SR GLBL NT 27       | 2027-11-08      | 4.5500%  | 0.0000% | $2467000.00        | $2498829.78        | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        SR GLBL NT 32       | 2032-01-15      | 4.3500%  | 0.0000% | $948000.00         | $960463.83         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              SR SEC GLBL 27      | 2027-01-08      | 1.5000%  | 0.0000% | $800000.00         | $417819.94         | Corporate Debt Securities                         |
| MATTERHORN RE LTD              EXT-CYB-A 144A30    | 2030-01-08      | 16.2932% | 0.0000% | $18205000.00       | $18556356.50       | Corporate Debt Securities                         |
| MAV ACQUISITION CORP           SR SEC 144A NT28    | 2028-08-01      | 5.7500%  | 0.0000% | $319000.00         | $325807.02         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $200000.00         | $200842.56         | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%090932       | 2032-09-09      | 4.6000%  | 0.0000% | $12000.00          | $12130.48          | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 4.6%051530       | 2030-05-15      | 4.6000%  | 0.0000% | $1000.00           | $1023.11           | Corporate Debt Securities                         |
| MEMORIAL HEALTH SVCS           SR -2019 BD 49      | 2049-11-01      | 3.4470%  | 0.0000% | $25000.00          | $17785.73          | Corporate Debt Securities                         |
| MERITAGE HOMES CORP            SR GLBL 144A 29     | 2029-04-15      | 3.8750%  | 0.0000% | $424000.00         | $411378.76         | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXTND-A 144A 30     | 2030-07-07      | 12.0432% | 0.0000% | $12122000.00       | $12382623.00       | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXT-20241 144A32    | 2032-07-07      | 11.5432% | 0.0000% | $15946000.00       | $16456272.00       | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL -E DB 44    | 2044-12-15      | 4.7210%  | 0.0000% | $1745000.00        | $1540271.51        | Corporate Debt Securities                         |
| METROCAT RE LTD                EXTND-A 144A 27     | 2027-05-10      | 5.7500%  | 0.0000% | $4800000.00        | $4929400.00        | Corporate Debt Securities                         |
| MIDAS OPCO HLDGS LLC           SR GLBL 144A 29     | 2029-08-15      | 5.6250%  | 0.0000% | $300000.00         | $292360.12         | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $499890.00         | $200592.97         | Corporate Debt Securities                         |
| MINERAL RES LTD                SR 144A NT8.5%30    | 2030-05-01      | 8.5000%  | 0.0000% | $1558000.00        | $1570277.91        | Corporate Debt Securities                         |
| MISSISSIPPI POWER CO           SR -2011B NT 41     | 2041-10-15      | 4.7500%  | 0.0000% | $213000.00         | $184116.31         | Corporate Debt Securities                         |
| MISSISSIPPI POWER CO           SR 2012-A NT 42     | 2042-03-15      | 4.2500%  | 0.0000% | $13000.00          | $11153.04          | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 27       | 2027-07-09      | 1.5540%  | 0.0000% | $2170000.00        | $2121829.25        | Corporate Debt Securities                         |
| MONEYGRAM INTL INC             SR SEC 144A NT30    | 2030-06-01      | 9.0000%  | 0.0000% | $76000.00          | $67883.20          | Corporate Debt Securities                         |
| MONA LISA RE LTD               -B-20251 144A 28    | 2028-01-07      | 14.7932% | 0.0000% | $671000.00         | $674556.30         | Corporate Debt Securities                         |
| MONTOYA RE LTD                 -A-20251 144A 28    | 2028-04-07      | 10.0432% | 0.0000% | $6750000.00        | $6665625.00        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 28       | 2028-01-15      | 3.2500%  | 0.0000% | $4357000.00        | $4327920.65        | Corporate Debt Securities                         |
| MOODYS CORP                    SR GLBL NT 41       | 2041-08-19      | 2.7500%  | 0.0000% | $20000.00          | $14194.14          | Corporate Debt Securities                         |
| MOOG INC                       SR GLBL 144A 27     | 2027-12-15      | 4.2500%  | 0.0000% | $78000.00          | $75998.58          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.928%042832     | 2032-04-28      | 1.9280%  | 0.0000% | $200000.00         | $171260.09         | Corporate Debt Securities                         |
| MORGAN STANLEY                 SR GLBL NT 32       | 2032-04-01      | 7.2500%  | 0.0000% | $84000.00          | $97819.98          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.625%012027     | 2027-01-20      | 3.6250%  | 0.0000% | $150000.00         | $151006.67         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 2.943%012133     | 2033-01-21      | 2.9430%  | 0.0000% | $93000.00          | $83935.13          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.138%101626     | 2026-10-16      | 6.1380%  | 0.0000% | $550000.00         | $559254.85         | Corporate Debt Securities                         |
| MORGAN STANLEY                 VR 041924-041328    | 2028-04-13      | 5.3690%  | 0.0000% | $1000.00           | $1017.74           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.656%041830     | 2030-04-18      | 5.6560%  | 0.0000% | $5000.00           | $5240.26           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $1546000.00        | $1605210.17        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 6.375%072442     | 2042-07-24      | 6.3750%  | 0.0000% | $75000.00          | $83320.12          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.587%011836     | 2036-01-18      | 5.5870%  | 0.0000% | $33000.00          | $34568.03          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.125%072726     | 2026-07-27      | 3.1250%  | 0.0000% | $11347000.00       | $11349964.40       | Corporate Debt Securities                         |
| MUTUAL OF OMAHA COS GLOBAL FDG FR 5.8%072726       | 2026-07-27      | 5.8000%  | 0.0000% | $100000.00         | $103952.00         | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A-20231 144A 26    | 2026-01-08      | 13.2232% | 0.0000% | $10000000.00       | $10201000.00       | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           EXTND-A 144A 32     | 2032-01-12      | 8.2932%  | 0.0000% | $2600000.00        | $2603120.00        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 28     | 2028-10-01      | 5.0000%  | 0.0000% | $20000.00          | $20032.22          | Corporate Debt Securities                         |
| NCL CORP LTD                   SR GLBL 144A 30     | 2030-03-01      | 6.2500%  | 0.0000% | $1350000.00        | $1384802.62        | Corporate Debt Securities                         |
| NFE FING LLC                   SR SEC GLBL 29      | 2029-11-15      | 12.0000% | 0.0000% | $3944336.00        | $1633388.98        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-07-15      | 5.7500%  | 0.0000% | $1559000.00        | $1603562.72        | Corporate Debt Securities                         |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.4%27    | 2027-06-01      | 4.4000%  | 0.0000% | $1811000.00        | $1819248.10        | Corporate Debt Securities                         |
| NAKAMA RE LTD                  -2-20231 144A 28    | 2028-05-09      | 8.1076%  | 0.0000% | $8373000.00        | $8573952.00        | Corporate Debt Securities                         |
| NARRAGANSETT ELEC CO           SR GLBL 144A 40     | 2040-03-15      | 5.6380%  | 0.0000% | $15000.00          | $15215.01          | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL52    | 2052-03-07      | 3.9500%  | 0.0000% | $1823000.00        | $1371094.00        | Corporate Debt Securities                         |
| NATIONAL AUSTRALIA BK LTD144A  FR 5.902%011436     | 2036-01-14      | 5.9020%  | 0.0000% | $940000.00         | $985096.29         | Corporate Debt Securities                         |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD31    | 2031-03-15      | 1.3500%  | 0.0000% | $31000.00          | $26084.25          | Corporate Debt Securities                         |
| NATURE COAST RE LTD            -A VR 144A BD 29    | 2029-04-10      | 14.0432% | 0.0000% | $6500000.00        | $6520800.00        | Corporate Debt Securities                         |
| NAVIENT CORPORATION            SR GLBL NT 26       | 2026-06-15      | 6.7500%  | 0.0000% | $254000.00         | $257919.86         | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT 29       | 2029-10-01      | 9.2500%  | 0.0000% | $1336000.00        | $1411975.72        | Corporate Debt Securities                         |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $6416000.00        | $6597494.38        | Corporate Debt Securities                         |
| NEW YORK PRESBYTERIAN HOSP     SR GLBL -2020 40    | 2040-08-01      | 2.2560%  | 0.0000% | $4517000.00        | $3128055.62        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 29       | 2029-09-15      | 6.6250%  | 0.0000% | $1028000.00        | $1032608.44        | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL NT 32       | 2032-05-15      | 6.6250%  | 0.0000% | $500000.00         | $478995.62         | Corporate Debt Securities                         |
| NEWMARK GROUP INC              CR SEN SR GLBL29    | 2029-01-12      | 7.5000%  | 0.0000% | $5092000.00        | $5578133.24        | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54    | 2054-06-15      | 6.7500%  | 0.0000% | $46000.00          | $47645.07          | Corporate Debt Securities                         |
| NIKE INC                       SR NT 3.625%43      | 2043-05-01      | 3.6250%  | 0.0000% | $36000.00          | $28439.31          | Corporate Debt Securities                         |
| 9595 SPV1 LLC                  -2024 144A BD 25    | 2025-09-01      | 12.0000% | 0.0000% | $4070000.00        | $4227190.18        | Corporate Debt Securities                         |
| NOKIA CORP                     SR NT 6.625%39      | 2039-05-15      | 6.6250%  | 0.0000% | $114000.00         | $118858.82         | Corporate Debt Securities                         |
| NORFOLK SOUTHN CORP            SR GLBL NT 31       | 2031-02-15      | 7.2500%  | 0.0000% | $1807000.00        | $2075569.89        | Corporate Debt Securities                         |
| NORTH MISS MED CENTR INC/ CLAY -2021 BD3.183%51    | 2051-10-01      | 3.1830%  | 0.0000% | $390000.00         | $254634.54         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD3.2%52    | 2052-04-01      | 3.2000%  | 0.0000% | $3979000.00        | $2705923.37        | Corporate Debt Securities                         |
| NORTHROP GRUMMAN CORP          SR GLBL NT 31       | 2031-02-15      | 7.7500%  | 0.0000% | $4997000.00        | $5846252.64        | Corporate Debt Securities                         |
| NORTHWESTERN MUT LIFE INS CO   144A NT 3.625%59    | 2059-09-30      | 3.6250%  | 0.0000% | $14000.00          | $9531.24           | Corporate Debt Securities                         |
| NORTHWESTERN MUTUAL GLOBAL FDG -20241 144A NT29    | 2029-01-10      | 4.7100%  | 0.0000% | $722000.00         | $745191.84         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR 144A NT 7%31     | 2031-12-01      | 7.0000%  | 0.0000% | $7929000.00        | $8366354.83        | Corporate Debt Securities                         |
| NUCOR CORP                     3.95%28             | 2028-05-01      | 3.9500%  | 0.0000% | $4532000.00        | $4530475.49        | Corporate Debt Securities                         |
| NYSEG STORM FDG LLC            EXT AMZ-2025A 37    | 2037-05-01      | 5.1620%  | 0.0000% | $6585000.00        | $6720987.20        | Corporate Debt Securities                         |
| OAKTREE SPECIALTY LENDING      SR GLBL NT2.7%27    | 2027-01-15      | 2.7000%  | 0.0000% | $10704000.00       | $10378651.92       | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 39       | 2039-06-15      | 7.9500%  | 0.0000% | $108000.00         | $121408.47         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT 32       | 2032-01-01      | 5.3750%  | 0.0000% | $609000.00         | $618650.03         | Corporate Debt Securities                         |
| OCELOT RE LTD                  -A-20251 144A 29    | 2029-02-26      | 8.7932%  | 0.0000% | $11500000.00       | $11429850.00       | Corporate Debt Securities                         |
| OFFICE PPTYS INCOME TR         1LIEN GLBL 29       | 2029-09-30      | 9.0000%  | 0.0000% | $1807000.00        | $1334379.15        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2023A 53    | 2053-12-01      | 6.2000%  | 0.0000% | $6509000.00        | $6601326.55        | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55    | 2055-02-01      | 5.9000%  | 0.0000% | $6000.00           | $5987.37           | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI 1LIEN GLBL 29       | 2029-06-15      | 6.1250%  | 0.0000% | $4604000.00        | $4735453.79        | Corporate Debt Securities                         |
| 1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 29      | 2029-09-15      | 5.6250%  | 0.0000% | $100000.00         | $102995.62         | Corporate Debt Securities                         |
| ONEOK INC NEW                  SR GLBL NT3.4%29    | 2029-09-01      | 3.4000%  | 0.0000% | $100000.00         | $96439.89          | Corporate Debt Securities                         |
| ONEMAIN FIN CORP               SR GLBL NT 28       | 2028-09-15      | 3.8750%  | 0.0000% | $2532000.00        | $2447664.35        | Corporate Debt Securities                         |
| OXFORD FINANCE LLC / OXFORD FI SR 144A NT 27       | 2027-02-01      | 6.3750%  | 0.0000% | $50000.00          | $51597.27          | Corporate Debt Securities                         |
| PBF HLDG CO LLC / PBF FIN CORP SR GLBL 144A 30     | 2030-09-15      | 7.8750%  | 0.0000% | $30000.00          | $27517.46          | Corporate Debt Securities                         |
| PECO ENERGY CO                 1M GLBL BD 3%49     | 2049-09-15      | 3.0000%  | 0.0000% | $2922000.00        | $1923201.96        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 54     | 2054-06-01      | 5.0990%  | 0.0000% | $160000.00         | $146991.60         | Corporate Debt Securities                         |
| PPL ELEC UTILS CORP            1M GLBL BD 39       | 2039-05-15      | 6.2500%  | 0.0000% | $8004000.00        | $8832834.21        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 4.45%42       | 2042-04-15      | 4.4500%  | 0.0000% | $25000.00          | $19816.52          | Corporate Debt Securities                         |
| PACIFICORP                     JR SB GLBL NT 55    | 2055-09-15      | 7.3750%  | 0.0000% | $6000.00           | $6318.58           | Corporate Debt Securities                         |
| CLARIOS GLOBAL LP              SR GLBL 144A 27     | 2027-05-15      | 8.5000%  | 0.0000% | $73000.00          | $74075.65          | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR GLBL 144A 30     | 2030-02-01      | 7.0000%  | 0.0000% | $50000.00          | $52880.61          | Corporate Debt Securities                         |
| PARK OHIO INDS INC-OHIO        SR GLBL NT 27       | 2027-04-15      | 6.6250%  | 0.0000% | $2115000.00        | $2085817.41        | Corporate Debt Securities                         |
| PATTERSON-UTI ENERGY INC       SR GLBL NT 28       | 2028-02-01      | 3.9500%  | 0.0000% | $2543000.00        | $2503808.84        | Corporate Debt Securities                         |
| PAYSAFE FIN PLC / PAYSAFE HLDG SR SEC 144A NT29    | 2029-06-15      | 4.0000%  | 0.0000% | $1025000.00        | $946707.08         | Corporate Debt Securities                         |
| PEBBLEBROOK HOTEL L P / PEB FI SR GLBL 144A 29     | 2029-10-15      | 6.3750%  | 0.0000% | $82000.00          | $83153.84          | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 31     | 2031-09-15      | 5.7500%  | 0.0000% | $525000.00         | $522695.69         | Corporate Debt Securities                         |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT4.4%27    | 2027-07-01      | 4.4000%  | 0.0000% | $145000.00         | $147866.33         | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 15       | 2115-06-05      | 6.8500%  | 0.0000% | $100000.00         | $89432.69          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT6.9%49    | 2049-03-19      | 6.9000%  | 0.0000% | $2638000.00        | $2558908.36        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL BD9.5%27    | 2027-09-15      | 9.5000%  | 0.0000% | $10000.00          | $10737.48          | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 6.75%092147      | 2047-09-21      | 6.7500%  | 0.0000% | $6873000.00        | $5096415.41        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.95%60     | 2060-01-28      | 6.9500%  | 0.0000% | $400000.00         | $298381.78         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 10%33       | 2033-02-07      | 10.0000% | 0.0000% | $733000.00         | $812598.10         | Corporate Debt Securities                         |
| PINNACLE WEST CAP CORP         SR GLBL NT4.9%28    | 2028-05-15      | 4.9000%  | 0.0000% | $1603000.00        | $1633865.76        | Corporate Debt Securities                         |
| POLESTAR RE LTD                -A VR 144A NT 26    | 2026-01-07      | 17.2932% | 0.0000% | $34129000.00       | $35110216.95       | Corporate Debt Securities                         |
| PRECISION CASTPARTS CORP       SR GLBL NT4.2%35    | 2035-06-15      | 4.2000%  | 0.0000% | $3242000.00        | $3125968.82        | Corporate Debt Securities                         |
| PRESTIGE BRANDS IN             SR GLBL 144A 31     | 2031-04-01      | 3.7500%  | 0.0000% | $20000.00          | $18517.22          | Corporate Debt Securities                         |
| COMPASS MINERALS INTL INC      SR 144A NT 8%30     | 2030-07-01      | 8.0000%  | 0.0000% | $300000.00         | $309729.33         | Corporate Debt Securities                         |
| COMPASS GROUP DIVERSIFIED HLDG SR GLBL 144A 29     | 2029-04-15      | 5.2500%  | 0.0000% | $1000000.00        | $907967.50         | Corporate Debt Securities                         |
| CONDUENT BUSINESS SVCS LLC / C SR SEC GLBL 29      | 2029-11-01      | 6.0000%  | 0.0000% | $1144000.00        | $1100783.49        | Corporate Debt Securities                         |
| CONOCOPHILLIPS COMPANY         SR GLBL NT6.6%37    | 2037-10-01      | 6.6000%  | 0.0000% | $19000.00          | $20220.50          | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 6.5000%  | 0.0000% | $39750000.00       | $41035890.42       | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC PIK 27       | 2027-03-31      | 13.5000% | 0.0000% | $50000.00          | $52852.75          | Corporate Debt Securities                         |
| COOPER-STANDARD AUTOMOTIVE INC SR SEC GLBL 27      | 2027-05-15      | 5.6250%  | 0.0000% | $85000.00          | $73538.92          | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     LW TIER II 26       | 2026-07-21      | 3.7500%  | 0.0000% | $1681000.00        | $1694721.16        | Corporate Debt Securities                         |
| COREBRIDGE FINL INC            SR GLBL NT 33       | 2033-09-15      | 6.0500%  | 0.0000% | $58000.00          | $61795.86          | Corporate Debt Securities                         |
| COSTAR GROUP INC               SR GLBL 144A 30     | 2030-07-15      | 2.8000%  | 0.0000% | $12000.00          | $10925.80          | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 34       | 2034-09-01      | 5.4500%  | 0.0000% | $12135000.00       | $12133971.90       | Corporate Debt Securities                         |
| CREDIT SUISSE USA INC          BD 7.125%32         | 2032-07-15      | 7.1250%  | 0.0000% | $10000.00          | $11680.36          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26    | 2026-10-01      | 4.9000%  | 0.0000% | $2727000.00        | $2770778.96        | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 30     | 2030-07-15      | 6.2000%  | 0.0000% | $38000.00          | $41668.01          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.2%27    | 2027-04-18      | 5.2000%  | 0.0000% | $95000.00          | $97204.00          | Corporate Debt Securities                         |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34    | 2034-04-18      | 5.4000%  | 0.0000% | $20000.00          | $20140.40          | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 30       | 2030-05-15      | 3.6250%  | 0.0000% | $20000.00          | $17790.62          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 26       | 2026-07-01      | 7.7500%  | 0.0000% | $81000.00          | $74517.95          | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR NT-E 6.75%32     | 2032-12-15      | 6.7500%  | 0.0000% | $1750000.00        | $1888499.38        | Corporate Debt Securities                         |
| DUKE ENERGY IND LLC            1M GLBL WWW BD43    | 2043-07-15      | 4.9000%  | 0.0000% | $9000.00           | $8368.54           | Corporate Debt Securities                         |
| DUKE ENERGY CORP NEW           SR GLBL NT 27       | 2027-01-05      | 4.8500%  | 0.0000% | $389000.00         | $401773.36         | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1MTG BD 3.4%46      | 2046-10-01      | 3.4000%  | 0.0000% | $96000.00          | $68869.01          | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 33       | 2033-11-15      | 5.8750%  | 0.0000% | $13000.00          | $13892.37          | Corporate Debt Securities                         |
| ECOLAB INC                     SR GLBL NT 28       | 2028-01-15      | 5.2500%  | 0.0000% | $17000.00          | $17901.21          | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 31       | 2031-11-02      | 4.6250%  | 0.0000% | $100000.00         | $85242.14          | Corporate Debt Securities                         |
| KINDER MORGAN ENERGY PARTNERS  GTD SR NT 7.5%40    | 2040-11-15      | 7.5000%  | 0.0000% | $75000.00          | $85622.62          | Corporate Debt Securities                         |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 27     | 2027-07-01      | 8.1250%  | 0.0000% | $94000.00          | $97845.47          | Corporate Debt Securities                         |
| EMERA INC                      SUB COCO 76         | 2076-06-15      | 6.7500%  | 0.0000% | $9000.00           | $9092.72           | Corporate Debt Securities                         |
| ENCINO ACQUISITION PARTNERS HO SR 144A NT 31       | 2031-05-01      | 8.7500%  | 0.0000% | $20000.00          | $22418.81          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT4.5%28    | 2028-02-01      | 4.5000%  | 0.0000% | $413000.00         | $416776.89         | Corporate Debt Securities                         |
| ENDURANCE SPECIALTY HLDGS LTD  SR NT 7%34          | 2034-07-15      | 7.0000%  | 0.0000% | $93000.00          | $105789.67         | Corporate Debt Securities                         |
| ENERFLEX LTD                   SR SEC 144A NT27    | 2027-10-15      | 9.0000%  | 0.0000% | $90000.00          | $94356.90          | Corporate Debt Securities                         |
| ENERGIZER HLDGS INC            SR GLBL 144A 27     | 2027-12-31      | 6.5000%  | 0.0000% | $99000.00          | $99954.36          | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 5.15%45       | 2045-03-15      | 5.1500%  | 0.0000% | $5000.00           | $4435.25           | Corporate Debt Securities                         |
| ENDURANCE INTL GROUP HLDGS INC SR GLBL 144A 29     | 2029-02-15      | 6.0000%  | 0.0000% | $223000.00         | $132685.00         | Corporate Debt Securities                         |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT33    | 2033-03-15      | 8.0000%  | 0.0000% | $200000.00         | $213982.67         | Corporate Debt Securities                         |
| ESAB CORPORATION               SR GLBL 144A 29     | 2029-04-15      | 6.2500%  | 0.0000% | $260000.00         | $269641.02         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           -B-20251 144A 28    | 2028-05-19      | 14.0432% | 0.0000% | $4750000.00        | $4761875.00        | Corporate Debt Securities                         |
| FS KKR CAP CORP                SR GLBL NT 27       | 2027-01-15      | 2.6250%  | 0.0000% | $1990000.00        | $1930939.29        | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 55     | 2055-05-20      | 6.5000%  | 0.0000% | $377000.00         | $384940.46         | Corporate Debt Securities                         |
| FELLS PT FDG TR                SR 144A NT 27       | 2027-01-31      | 3.0460%  | 0.0000% | $13240000.00       | $13113977.27       | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT4.7%27    | 2027-07-15      | 4.7000%  | 0.0000% | $32000.00          | $32812.21          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     144A NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $796000.00         | $831277.06         | Corporate Debt Securities                         |
| WELLS FARGO BANK NATL ASSN     FR    6.5%120128    | 2028-12-01      | 6.5000%  | 0.0000% | $1500000.00        | $1595004.17        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 28       | 2028-03-02      | 5.4500%  | 0.0000% | $1089000.00        | $1137638.98        | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT 30       | 2030-03-15      | 4.7500%  | 0.0000% | $1616000.00        | $1647696.49        | Corporate Debt Securities                         |
| FISH POND RE LTD               -A-20241 144A 27    | 2027-01-08      | 8.3132%  | 0.0000% | $14670000.00       | $14983194.92       | Corporate Debt Securities                         |
| FLOODSMART RE LTD              EXTND-A 144A 30     | 2030-03-11      | 21.4432% | 0.0000% | $35337000.00       | $34432372.80       | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD 33       | 2033-02-01      | 5.8500%  | 0.0000% | $25000.00          | $26355.31          | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1M GLBL BD5.1%33    | 2033-04-01      | 5.1000%  | 0.0000% | $32000.00          | $32974.67          | Corporate Debt Securities                         |
| FLUOR CORP                     SR GLBL NT 28       | 2028-09-15      | 4.2500%  | 0.0000% | $1770000.00        | $1760894.82        | Corporate Debt Securities                         |
| FOCUS FINL PARTNERS LLC        SR SEC GLBL 31      | 2031-09-15      | 6.7500%  | 0.0000% | $2454000.00        | $2546043.40        | Corporate Debt Securities                         |
| ORANGE S A                     CR SEN SR GLBL31    | 2031-03-01      | 9.0000%  | 0.0000% | $828000.00         | $1028326.32        | Corporate Debt Securities                         |
| FRANKLIN RESOURCES INC         GLBL NT 2.95%51     | 2051-08-12      | 2.9500%  | 0.0000% | $2672000.00        | $1646642.27        | Corporate Debt Securities                         |
| FRED HUTCHINSON CANCER CTR     SR 2020 SNK BD50    | 2050-01-01      | 3.9490%  | 0.0000% | $242000.00         | $188889.54         | Corporate Debt Securities                         |
| FRESNILLO PLC                  SR GLBL 144A 50     | 2050-10-02      | 4.2500%  | 0.0000% | $49000.00          | $35696.45          | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL NT29    | 2029-11-01      | 5.8750%  | 0.0000% | $5244896.00        | $5348369.79        | Corporate Debt Securities                         |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 30      | 2030-05-15      | 8.7500%  | 0.0000% | $1051000.00        | $1113510.85        | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 26     | 2026-05-15      | 7.7500%  | 0.0000% | $4328000.00        | $4388848.07        | Corporate Debt Securities                         |
| GTCR W-2 MERGER SUB LLC        SR SEC 144A NT31    | 2031-01-15      | 7.5000%  | 0.0000% | $402000.00         | $440951.79         | Corporate Debt Securities                         |
| GARRETT MOTION HLDGS INC /GARR SR GLBL 144A 32     | 2032-05-31      | 7.7500%  | 0.0000% | $277000.00         | $288697.25         | Corporate Debt Securities                         |
| GATEWAY RE LTD                 EXT-AAA 144A 32     | 2032-07-07      | 8.5432%  | 0.0000% | $6495000.00        | $6372244.50        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C2-20251 144A27    | 2027-07-07      | 13.7932% | 0.0000% | $13560000.00       | $13587120.00       | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -C1-20251 144A25    | 2025-12-22      | 4.2932%  | 0.0000% | $2750000.00        | $2522575.00        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT 4%26     | 2026-10-06      | 4.0000%  | 0.0000% | $8190000.00        | $8199445.80        | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.8%28    | 2028-06-23      | 5.8000%  | 0.0000% | $20000.00          | $20571.16          | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35    | 2035-01-07      | 5.9000%  | 0.0000% | $5076000.00        | $5221441.50        | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $35000.00          | $37769.89          | Corporate Debt Securities                         |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 29       | 2029-01-15      | 8.2500%  | 0.0000% | $15000.00          | $16243.84          | Corporate Debt Securities                         |
| GEORGIA PWR CO                 SR GLBL 2023B 33    | 2033-05-17      | 4.9500%  | 0.0000% | $17000.00          | $17145.73          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 31       | 2031-09-23      | 2.6250%  | 0.0000% | $14000.00          | $12356.86          | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR FL 144A NT 27    | 2027-04-04      | 5.4037%  | 0.0000% | $222000.00         | $225954.19         | Corporate Debt Securities                         |
| GLOBAL PARTNERS LP / GLP FIN C SR GLBL 144A 32     | 2032-01-15      | 8.2500%  | 0.0000% | $554000.00         | $603761.67         | Corporate Debt Securities                         |
| CLOUD SOFTWARE GROUP INC       SR SEC GLBL 29      | 2029-09-30      | 9.0000%  | 0.0000% | $1359000.00        | $1433595.51        | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR GLBL 144A 27     | 2027-06-15      | 7.0000%  | 0.0000% | $2980000.00        | $2996856.87        | Corporate Debt Securities                         |
| COINBASE GLOBAL INC            SR GLBL 144A 28     | 2028-10-01      | 3.3750%  | 0.0000% | $555000.00         | $522767.68         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.929%031446     | 2046-03-14      | 5.9290%  | 0.0000% | $1255000.00        | $1245534.30        | Corporate Debt Securities                         |
| ARBOR RLTY CRE NT 2022-FL1 LTD A      20370115 FLT | 2037-01-15      | 5.7539%  | 0.0000% | $10000000.00       | $5746678.09        | Private Label Collateralized Mortgage Obligations |
| AREIT LTD 2023-CRE8            A      20410819 FLT | 2041-08-19      | 6.4255%  | 0.0000% | $1507000.00        | $1482961.52        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2015-ASTR    B      20370716 4.0 | 2037-07-16      | 4.0200%  | 0.0000% | $1520000.00        | $1439942.11        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2025-EWEST          C      20420616 FLT | 2042-06-16      | 6.4000%  | 0.0000% | $15000000.00       | $15022732.83       | Private Label Collateralized Mortgage Obligations |
| BFLD MTG TR 2024-VICT          A      20410715 FLT | 2041-07-15      | 6.2018%  | 0.0000% | $13137000.00       | $13203790.70       | Private Label Collateralized Mortgage Obligations |
| BMP COMMER MTG TR 2024-MF23    A      20410617 FLT | 2041-06-17      | 5.6837%  | 0.0000% | $640000.00         | $642315.65         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2019-OC11             C      20411211 3.8 | 2041-12-11      | 3.8560%  | 0.0000% | $31395000.00       | $29567095.88       | Private Label Collateralized Mortgage Obligations |
| BX CML MTG TR 2022-LP2         B      20390215 FLT | 2039-02-15      | 5.6241%  | 0.0000% | $2000000.00        | $1401530.70        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL5        C      20410315 FLT | 2041-03-15      | 6.2526%  | 0.0000% | $5000000.00        | $3900385.28        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                E      20630615 FLT | 2063-06-15      | 2.5000%  | 0.0000% | $1000000.00        | $661664.89         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B2       A-3    20510217 3.5 | 2051-02-17      | 3.5439%  | 0.0000% | $2605000.00        | $2524429.46        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B23      D      20540218 2.0 | 2054-02-18      | 2.0000%  | 0.0000% | $3000000.00        | $1980918.34        | Private Label Collateralized Mortgage Obligations |
| CIM 2021-J2 TR                 A-4    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $400000.00         | $209584.34         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2022-R2                 A1     20611225 FLT | 2061-12-25      | 3.7500%  | 0.0000% | $530000.00         | $343787.92         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2022-I1                 A-2    20670225 FLT | 2067-02-25      | 4.3611%  | 0.0000% | $26442000.00       | $25291845.58       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-300P          A1     20300812 4.3 | 2030-08-12      | 4.3530%  | 0.0000% | $16000000.00       | $16036169.34       | Private Label Collateralized Mortgage Obligations |
| CSTL COMMERCIAL MTG 2024-GATE  A      20411113 4.9 | 2041-11-13      | 4.9232%  | 0.0000% | $19810000.00       | $19843873.22       | Private Label Collateralized Mortgage Obligations |
| DWIGHT 2025-FL1                C      20421219 FLT | 2042-12-19      | 7.7410%  | 0.0000% | $15000000.00       | $15010344.17       | Private Label Collateralized Mortgage Obligations |
| ELMCL COML MTG 2024-GTWY       C      20410916 FLT | 2041-09-16      | 9.3120%  | 0.0000% | $21781000.00       | $20217492.86       | Private Label Collateralized Mortgage Obligations |
| EQT TRUST 2024-EXTR            A      20410708 FLT | 2041-07-08      | 5.3308%  | 0.0000% | $9126000.00        | $9356798.88        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS3        A-4    20491013 2.8 | 2049-10-13      | 2.8500%  | 0.0000% | $84956.00          | $83276.32          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        C      20500812 FLT | 2050-08-12      | 4.2360%  | 0.0000% | $17500000.00       | $16470095.83       | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2025-FL4  A-S    20430115 FLT | 2043-01-15      | 6.4502%  | 0.0000% | $3000000.00        | $2999455.28        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      A      20370515 FLT | 2037-05-15      | 5.8530%  | 0.0000% | $10250000.00       | $10287809.64       | Private Label Collateralized Mortgage Obligations |
| HIH TR 2024-61P                A      20411015 FLT | 2041-10-15      | 6.1538%  | 0.0000% | $529998.00         | $523847.86         | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS MTG 25-SPRL       B      20400113 FLT | 2040-01-13      | 5.9500%  | 0.0000% | $878000.00         | $907060.97         | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2022-LTV1    A-1    20520725 FLT | 2052-07-25      | 3.2500%  | 0.0000% | $35200000.00       | $23696874.69       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-ASH8 A      20350215 FLT | 2035-02-15      | 5.4090%  | 0.0000% | $7500000.00        | $6083492.44        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2022-4      A-12   20521025 FLT | 2052-10-25      | 3.0000%  | 0.0000% | $619999.00         | $328775.64         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE COML 2025-NSLB A      20420605 FLT | 2042-06-05      | 6.2335%  | 0.0000% | $1750000.00        | $1821035.00        | Private Label Collateralized Mortgage Obligations |
| LV TR 2024-SHOW                A      20411010 FLT | 2041-10-10      | 5.2744%  | 0.0000% | $14900000.00       | $15089435.86       | Private Label Collateralized Mortgage Obligations |
| MED COMMERCIAL MTG 2024-MOB    B      20410515 FLT | 2041-05-15      | 6.3027%  | 0.0000% | $14000000.00       | $14017335.15       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCPT 2021-INV3  B-4    20511025 FLT | 2051-10-25      | 3.2077%  | 0.0000% | $152000.00         | $109403.30         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $3947000.00        | $2370927.43        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  B-4    20511225 FLT | 2051-12-25      | 3.2016%  | 0.0000% | $167000.00         | $121977.18         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF B      20341115 FLT | 2034-11-15      | 5.8590%  | 0.0000% | $300000.00         | $291813.38         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES LN 2023-3   A-3    20530925 FLT | 2053-09-25      | 6.5000%  | 0.0000% | $11700400.00       | $7593632.71        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2017-5         A-1    20570625 FLT | 2057-06-25      | 5.9337%  | 0.0000% | $15130000.00       | $1521106.87        | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2019-RPL3      A1     20590725 FLT | 2059-07-25      | 2.7500%  | 0.0000% | $10620000.00       | $3172033.54        | Private Label Collateralized Mortgage Obligations |
| NEW RSDNTL MTG LN TR 2022-NQM2 A-1    20620325 FLT | 2062-03-25      | 3.0790%  | 0.0000% | $18349400.00       | $12673819.63       | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-2    20620425 FLT | 2062-04-25      | 3.9915%  | 0.0000% | $944000.00         | $669768.04         | Private Label Collateralized Mortgage Obligations |
| OBX 2023-INV1 TR 2023-INV1     A-1    20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $23165000.00       | $17552859.75       | Private Label Collateralized Mortgage Obligations |
| ROCK TR 2024-CNTR              D      20411115 7.1 | 2041-11-15      | 7.1091%  | 0.0000% | $19000000.00       | $19925505.33       | Private Label Collateralized Mortgage Obligations |
| SLG OFFICE TRUST 2021-OVA      D      20410717 2.8 | 2041-07-17      | 2.8506%  | 0.0000% | $371000.00         | $313740.35         | Private Label Collateralized Mortgage Obligations |
| TCO COML MTG  2024-DPM         A      20391215 FLT | 2039-12-15      | 5.5547%  | 0.0000% | $250000.00         | $250500.61         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       M2     20591025 FLT | 2059-10-25      | 3.7500%  | 0.0000% | $924000.00         | $780488.79         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV2   B-5    20510925 FLT | 2051-09-25      | 3.2396%  | 0.0000% | $116000.00         | $79839.36          | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-3    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $2497690.00        | $1629385.72        | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-5    20520125 FLT | 2052-01-25      | 2.5000%  | 0.0000% | $526320.00         | $342529.52         | Private Label Collateralized Mortgage Obligations |
| UWM MORTGAGE TRUST 2021-INV5   A-14   20520125 FLT | 2052-01-25      | 3.0000%  | 0.0000% | $2045000.00        | $1376593.05        | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     C      20351115 FLT | 2035-11-15      | 8.3948%  | 0.0000% | $103000000.00      | $103360275.15      | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 D      20481217 3.2 | 2048-12-17      | 3.2410%  | 0.0000% | $7187000.00        | $6847448.79        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG 2021-FCMT  A      20310515 FLT | 2031-05-15      | 5.6265%  | 0.0000% | $7561000.00        | $7541239.95        | Private Label Collateralized Mortgage Obligations |
| APPLIED MATLS INC              SR GLBL NT4.8%29    | 2029-06-15      | 4.8000%  | 0.0000% | $1940000.00        | $1983941.00        | Corporate Debt Securities                         |
| APTIV PLC                      SR GLBL NT5.4%49    | 2049-03-15      | 5.4000%  | 0.0000% | $20000.00          | $17313.20          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-A-1 144A 30     | 2030-06-08      | 9.9432%  | 0.0000% | $250000.00         | $252675.00         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    CR SEN SR GLBL41    | 2041-03-01      | 6.7500%  | 0.0000% | $625000.00         | $668089.06         | Corporate Debt Securities                         |
| ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28     | 2028-04-01      | 6.2500%  | 0.0000% | $122000.00         | $124373.07         | Corporate Debt Securities                         |
| ARDAGH PACKAGING               SR GLBL 144A 27     | 2027-08-15      | 5.2500%  | 0.0000% | $360000.00         | $164848.50         | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 46       | 2046-05-15      | 3.7500%  | 0.0000% | $29000.00          | $21483.71          | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT5.7%34    | 2034-08-15      | 5.7000%  | 0.0000% | $2890000.00        | $3028156.45        | Corporate Debt Securities                         |
| ARKO CORP                      SR 144A NT 29       | 2029-11-15      | 5.1250%  | 0.0000% | $75000.00          | $63841.97          | Corporate Debt Securities                         |
| ARMOR RE LTD                   -A-20242 144A 28    | 2028-01-07      | 12.7932% | 0.0000% | $16130000.00       | $16138065.00       | Corporate Debt Securities                         |
| ASBURY AUTOMOTIVE GROUP INC    SR GLBL 144A 29     | 2029-11-15      | 4.6250%  | 0.0000% | $204000.00         | $197886.38         | Corporate Debt Securities                         |
| ASCENSION HEALTH ALLIANCE      TAX BD-2016A 46     | 2046-11-15      | 3.9450%  | 0.0000% | $26000.00          | $20622.71          | Corporate Debt Securities                         |
| ASHERA RE LTD                  EXTND-A 144A 31     | 2031-04-08      | 9.4832%  | 0.0000% | $1800000.00        | $1863396.03        | Corporate Debt Securities                         |
| ASSURANT INC                   CR SEN SR GLBL28    | 2028-03-27      | 4.9000%  | 0.0000% | $70000.00          | $71246.58          | Corporate Debt Securities                         |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $98000.00          | $102251.57         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 27     | 2027-07-15      | 5.7500%  | 0.0000% | $84000.00          | $85687.91          | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 29     | 2029-03-01      | 5.3750%  | 0.0000% | $714000.00         | $699539.62         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 30     | 2030-01-15      | 8.2500%  | 0.0000% | $501000.00         | $541236.56         | Corporate Debt Securities                         |
| AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 32     | 2032-06-15      | 8.3750%  | 0.0000% | $76000.00          | $80045.34          | Corporate Debt Securities                         |
| BPCE                           FR 5.936%053035     | 2035-05-30      | 5.9360%  | 0.0000% | $628000.00         | $643572.31         | Corporate Debt Securities                         |
| BPCE                           SNR NPF 144A 27     | 2027-10-19      | 2.0450%  | 0.0000% | $1307000.00        | $1268604.52        | Corporate Debt Securities                         |
| BALDWIN INS GROUP HLDGS LLC /  SR SEC GLBL 31      | 2031-05-15      | 7.1250%  | 0.0000% | $97000.00          | $101741.00         | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT3.5%46    | 2046-08-15      | 3.5000%  | 0.0000% | $57000.00          | $42117.58          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        3.75%47             | 2047-08-15      | 3.7500%  | 0.0000% | $58000.00          | $44229.21          | Corporate Debt Securities                         |
| BALTIMORE GAS & ELEC CO        SR GLBL NT 54       | 2054-06-01      | 5.6500%  | 0.0000% | $425000.00         | $418026.34         | Corporate Debt Securities                         |
| BANCO SANTANDER S.A.           LW TIER II GLBL     | 2033-08-08      | 6.9210%  | 0.0000% | $5800000.00        | $6418857.10        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 3.25%093031      | 2031-09-30      | 3.2500%  | 0.0000% | $25000.00          | $24423.12          | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.676%061941     | 2041-06-19      | 2.6760%  | 0.0000% | $16135000.00       | $11440161.41       | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.551%020428     | 2028-02-04      | 2.5510%  | 0.0000% | $538000.00         | $527883.30         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.819%091529     | 2029-09-15      | 5.8190%  | 0.0000% | $358000.00         | $378424.65         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.872%091534     | 2034-09-15      | 5.8720%  | 0.0000% | $7253000.00        | $7742988.51        | Corporate Debt Securities                         |
| BANK MONTREAL MEDIUM           FR 4.64%091030      | 2030-09-10      | 4.6400%  | 0.0000% | $333000.00         | $339709.21         | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.289%061333     | 2033-06-13      | 4.2890%  | 0.0000% | $56000.00          | $54231.82          | Corporate Debt Securities                         |
| BANK NEW YORK MELLON CORP      FR 4.967%042634     | 2034-04-26      | 4.9670%  | 0.0000% | $72000.00          | $72558.02          | Corporate Debt Securities                         |
| BANK NOVA SCOTIA B C           FR 5.45%080129      | 2029-08-01      | 5.4500%  | 0.0000% | $613000.00         | $649103.83         | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28     | 2028-01-15      | 7.0000%  | 0.0000% | $150000.00         | $130812.50         | Corporate Debt Securities                         |
| BAYOU RE LTD                   -B-20241 144A 27    | 2027-04-30      | 22.7932% | 0.0000% | $500000.00         | $537150.00         | Corporate Debt Securities                         |
| ALESCO PREF FDG XII 2006-12    B 144A 20370715 FLT | 2037-07-15      | 5.1177%  | 0.0000% | $6753000.00        | $5374064.78        | Asset-Backed Securities                           |
| AVANT CR CRD MSTR TR 2024-1    D      20300415 8.8 | 2030-04-15      | 8.8000%  | 0.0000% | $5000000.00        | $5037723.33        | Asset-Backed Securities                           |
| BRITISH AWYS PTC SER 2020-1A   A      20340515 4.2 | 2034-05-15      | 4.2500%  | 0.0000% | $100000.00         | $42798.64          | Asset-Backed Securities                           |
| CRESTLINE DENALI XIV 2016-14   SUB NT 20281023 FLT | 2028-10-23      | 0.0000%  | 0.0000% | $250000.00         | $12500.00          | Asset-Backed Securities                           |
| GM FINL CONSUMER AUTOMOBILE RE A-3    20280616 5.4 | 2028-06-16      | 5.4500%  | 0.0000% | $4000000.00        | $3621521.38        | Asset-Backed Securities                           |
| GM FIN CONS AUTO REC 2022-1    A-3    20261116 1.2 | 2026-11-16      | 1.2600%  | 0.0000% | $265000.00         | $8149.89           | Asset-Backed Securities                           |
| MENLO CLO I LTD                A-1    20380120 FLT | 2038-01-20      | 5.6895%  | 0.0000% | $4000000.00        | $4135078.32        | Asset-Backed Securities                           |
| NAVIENT STUDENT LN TR 2014-1   A-4    20390225 FLT | 2039-02-25      | 5.1697%  | 0.0000% | $180000.00         | $170111.88         | Asset-Backed Securities                           |
| OCEAN TRAILS CLO 2022-12R LTD  E-R    20350720 FLT | 2035-07-20      | 11.7724% | 0.0000% | $300000.00         | $306418.52         | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2024-SFR1 E1     20410220 3.8 | 2041-02-20      | 3.8500%  | 0.0000% | $100000.00         | $93969.84          | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2024-3    E      20300715 8.6 | 2030-07-15      | 8.6400%  | 0.0000% | $700000.00         | $722355.90         | Asset-Backed Securities                           |
| TRICOLOR AUTO SEC TR 2025-1    A      20290215 4.9 | 2029-02-15      | 4.9400%  | 0.0000% | $30500000.00       | $26808460.47       | Asset-Backed Securities                           |
| UTD AIRLINES INC 2023-1        A      20370715 5.8 | 2037-07-15      | 5.8000%  | 0.0000% | $102000.00         | $101681.67         | Asset-Backed Securities                           |
| SCHWAB CHARLES CORP            PERP GLBL K NT5%    | 2500-12-31      | 5.0000%  | 0.0000% | $492000.00         | $492259.67         | Corporate Debt Securities                         |
| SCIENCE APPLICATIONS INTL CORP SR GLBL 144A 28     | 2028-04-01      | 4.8750%  | 0.0000% | $91000.00          | $90152.98          | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 32       | 2032-02-01      | 4.3750%  | 0.0000% | $983000.00         | $919594.18         | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 4%31     | 2031-04-01      | 4.0000%  | 0.0000% | $516000.00         | $478336.59         | Corporate Debt Securities                         |
| OCEAN ENERGY INC DEL           SR NT     7.5%27    | 2027-09-15      | 7.5000%  | 0.0000% | $915000.00         | $984334.12         | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL NT 54    | 2054-10-01      | 6.8750%  | 0.0000% | $85000.00          | $86741.35          | Corporate Debt Securities                         |
| SERVICE CORP INTL              SR GLBL NT7.5%27    | 2027-04-01      | 7.5000%  | 0.0000% | $98000.00          | $103250.02         | Corporate Debt Securities                         |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 46       | 2046-09-12      | 3.7500%  | 0.0000% | $1227000.00        | $945342.15         | Corporate Debt Securities                         |
| SHUTTERFLY FIN LLC             SR SEC GLBL 27      | 2027-10-01      | 9.7500%  | 0.0000% | $518765.00         | $522839.47         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 27     | 2027-08-01      | 5.0000%  | 0.0000% | $6217000.00        | $6288958.32        | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 29     | 2029-04-01      | 5.2000%  | 0.0000% | $45000.00          | $45840.40          | Corporate Debt Securities                         |
| SNAP INC                       SR GLBL 144A 33     | 2033-03-01      | 6.8750%  | 0.0000% | $2123000.00        | $2225184.71        | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 7.367%011053     | 2053-01-10      | 7.3670%  | 0.0000% | $5000000.00        | $5361243.06        | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL BD4.6%43    | 2043-06-15      | 4.6000%  | 0.0000% | $938000.00         | $826365.49         | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2008A 38    | 2038-02-01      | 5.9500%  | 0.0000% | $1025000.00        | $1040873.55        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2019B 49    | 2049-03-01      | 4.8750%  | 0.0000% | $2174000.00        | $1756558.48        | Corporate Debt Securities                         |
| SOUTHERN CO                    JR SB GLBL 55       | 2055-03-15      | 6.3750%  | 0.0000% | $84000.00          | $88203.71          | Corporate Debt Securities                         |
| SOUTHERN NAT GAS CO            SR GLBL 144A 47     | 2047-03-15      | 4.8000%  | 0.0000% | $10723000.00       | $8990270.43        | Corporate Debt Securities                         |
| SOUTHERN PWR CO                SR -2013A NT 43     | 2043-07-15      | 5.2500%  | 0.0000% | $2950000.00        | $2793952.38        | Corporate Debt Securities                         |
| SPANISH BROADCASTING SYS INC   SR SEC 144A NT26    | 2026-03-01      | 9.7500%  | 0.0000% | $70000.00          | $51256.04          | Corporate Debt Securities                         |
| SPIRIT IP CAYMAN LTD / SP      SR SEC GLBL 30      | 2030-03-12      | 11.0000% | 0.0000% | $10712544.00       | $7890740.88        | Corporate Debt Securities                         |
| RALPH LAUREN CORP              SR GLBL NT 25       | 2025-09-15      | 3.7500%  | 0.0000% | $60000.00          | $60491.25          | Corporate Debt Securities                         |
| RAYMOND JAMES FINL INC         SR GLBL NT 46       | 2046-07-15      | 4.9500%  | 0.0000% | $43000.00          | $39145.37          | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 30       | 2030-07-01      | 2.2500%  | 0.0000% | $91000.00          | $83108.25          | Corporate Debt Securities                         |
| UPBOUND GROUP INC              SR GLBL 144A 29     | 2029-02-15      | 6.3750%  | 0.0000% | $85000.00          | $85352.43          | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     VAR 144A NT 29      | 2029-06-06      | 17.2932% | 0.0000% | $3500000.00        | $3497200.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 10.0432% | 0.0000% | $12975000.00       | $12945157.50       | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2024 LTD     -3-2024II 144A28    | 2028-12-06      | 11.2932% | 0.0000% | $8350000.00        | $8405945.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2022 LTD     EXT GLBL 144A 30    | 2030-12-06      | 11.9832% | 0.0000% | $3525000.00        | $3665960.44        | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -A-20251 144A 29    | 2029-01-08      | 9.7932%  | 0.0000% | $25036000.00       | $24930848.80       | Corporate Debt Securities                         |
| ROGERS COMMUNICATIONS INC      SR GLBL NT5.3%34    | 2034-02-15      | 5.3000%  | 0.0000% | $50000.00          | $50779.75          | Corporate Debt Securities                         |
| ROSS STORES INC                SR GLBL NT 50       | 2050-04-15      | 5.4500%  | 0.0000% | $5820000.00        | $5362630.45        | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012425-020431    | 2031-02-04      | 5.3925%  | 0.0000% | $13900000.00       | $13931870.88       | Corporate Debt Securities                         |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $398000.00         | $389586.72         | Corporate Debt Securities                         |
| SCIH SALT HOLDINGS INC         SR GLBL 144A 29     | 2029-05-01      | 6.6250%  | 0.0000% | $7551000.00        | $7481966.03        | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL 144A 32     | 2032-08-01      | 7.0000%  | 0.0000% | $746000.00         | $755893.62         | Corporate Debt Securities                         |
| SABAL TRAIL TRANSMISSION LLC   SR GLBL 144A 48     | 2048-05-01      | 4.8320%  | 0.0000% | $1566000.00        | $1290946.37        | Corporate Debt Securities                         |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $50000.00          | $49216.74          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-06-01      | 8.6250%  | 0.0000% | $603000.00         | $635266.78         | Corporate Debt Securities                         |
| SAFEWAY INC                    SR DEB   7.45%27    | 2027-09-15      | 7.4500%  | 0.0000% | $261000.00         | $273679.16         | Corporate Debt Securities                         |
| SAKURA RE LTD                  EXTND-A 144A 30     | 2030-01-06      | 17.7932% | 0.0000% | $7024000.00        | $7269137.60        | Corporate Debt Securities                         |
| SANDERS RE III LTD SER 20232   EXTND-A 144A 29     | 2029-06-05      | 12.4332% | 0.0000% | $28530000.00       | $29276836.15       | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 29     | 2029-04-09      | 7.7032%  | 0.0000% | $41308000.00       | $40675987.60       | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-B 144A 30     | 2030-04-08      | 19.7932% | 0.0000% | $12163000.00       | $12723639.97       | Corporate Debt Securities                         |
| HUDBAY MINERALS INC            SR GLBL REGS 29     | 2029-04-01      | 6.1250%  | 0.0000% | $194000.00         | $199830.16         | Corporate Debt Securities                         |
| AVIANCA MIDCO 2 LTD            SR SEC REGS NT30    | 2030-02-14      | 9.6250%  | 0.0000% | $605000.00         | $579203.47         | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR REGS NT 8%27     | 2027-02-15      | 8.0000%  | 0.0000% | $200000.00         | $204567.47         | Corporate Debt Securities                         |
| SCC PWR PLC                    JR GLBL PIK 28      | 2028-12-31      | 8.0000%  | 0.0000% | $10373.00          | $6751.09           | Corporate Debt Securities                         |
| MILLICOM INTL CELLULAR S A     SR REGS NT 32       | 2032-04-02      | 7.3750%  | 0.0000% | $757000.00         | $790707.53         | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34     | 2034-03-05      | 6.4500%  | 0.0000% | $1128000.00        | $1145849.66        | Corporate Debt Securities                         |
| RAIZEN FUELS FINANCE SA        SR GLBL REGS 35     | 2035-01-17      | 5.7000%  | 0.0000% | $2529000.00        | $2431148.77        | Corporate Debt Securities                         |
| SIMPAR EUROPE                  SR GLBL REGS 31     | 2031-01-26      | 5.2000%  | 0.0000% | $1075000.00        | $888148.28         | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SR GLBL REGS 30     | 2030-01-31      | 4.5000%  | 0.0000% | $20173000.00       | $16074249.86       | Corporate Debt Securities                         |
| YINSON BORONIA PRODTN B V      SR SEC GLBL 42      | 2042-07-31      | 8.9470%  | 0.0000% | $6567000.00        | $7105695.82        | Corporate Debt Securities                         |
| CAMPOSOL S A                   SR GLBL REGS 27     | 2027-02-03      | 6.0000%  | 0.0000% | $438000.00         | $440264.46         | Corporate Debt Securities                         |
| EL PUERTO DE LIVERPOOL S.A.B.  SR GLBL REGS 37     | 2037-01-22      | 6.6580%  | 0.0000% | $3209000.00        | $3391949.01        | Corporate Debt Securities                         |
| ENA NORTE TR                   EXT GLBL REGS 28    | 2028-04-25      | 4.9500%  | 0.0000% | $60000.00          | $16857.33          | Corporate Debt Securities                         |
| PAMPA ENERGIA SA               SR 23 REGS NT 34    | 2034-12-16      | 7.8750%  | 0.0000% | $157000.00         | $158155.91         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 10%020733        | 2033-02-07      | 10.0000% | 0.0000% | $110000.00         | $121945.14         | Corporate Debt Securities                         |
| PLUSPETROL S A                 SR REGS NT8.5%32    | 2032-05-30      | 8.5000%  | 0.0000% | $1000000.00        | $1013083.33        | Corporate Debt Securities                         |
| TELECOM ARGENTINA SA           SR AMZ REGS NT31    | 2031-07-18      | 9.5000%  | 0.0000% | $478000.00         | $515164.50         | Corporate Debt Securities                         |
| YPF SOCIEDAD ANONIMA           GLBL AMZ REGS 31    | 2031-09-11      | 8.7500%  | 0.0000% | $148817.00         | $158569.43         | Corporate Debt Securities                         |
| COMMONWEALTH BANK OF AUSTRALIA FR 5.929%031446     | 2046-03-14      | 5.9290%  | 0.0000% | $9173000.00        | $9103813.67        | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT 29       | 2029-01-15      | 6.0500%  | 0.0000% | $87000.00          | $93255.23          | Corporate Debt Securities                         |
| BIMBO BAKERIES USA INC         SR REGS NT6.4%34    | 2034-01-15      | 6.4000%  | 0.0000% | $9000.00           | $9839.55           | Corporate Debt Securities                         |
| CACI INTL INC                  SR GLBL REGS 33     | 2033-06-15      | 6.3750%  | 0.0000% | $700000.00         | $721740.83         | Corporate Debt Securities                         |
| CITADEL LIMITED PARTNERSHIP    CR SEN SR REGS32    | 2032-01-23      | 6.3750%  | 0.0000% | $60000.00          | $64194.72          | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL REGS NT 29     | 2029-11-15      | 11.0000% | 0.0000% | $236975.00         | $275876.82         | Corporate Debt Securities                         |
| NOVELIS CORP                   SR GLBL REGS 30     | 2030-01-30      | 4.7500%  | 0.0000% | $10000.00          | $9760.32           | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP INC     SR GLBL REGS 29     | 2029-08-01      | 4.2500%  | 0.0000% | $44000.00          | $43151.25          | Corporate Debt Securities                         |
| ROCHE HOLDINGS INC             SR REGS NT 34       | 2034-09-09      | 4.5920%  | 0.0000% | $250000.00         | $249752.17         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -D-20251 144A 27    | 2027-06-06      | 29.7932% | 0.0000% | $5009000.00        | $5040055.80        | Corporate Debt Securities                         |
| IQVIA INC                      SR GLBL 144A 27     | 2027-05-15      | 5.0000%  | 0.0000% | $564000.00         | $565342.32         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 30     | 2030-07-15      | 5.2500%  | 0.0000% | $3309000.00        | $3344149.85        | Corporate Debt Securities                         |
| ITAU UNIBANCO HLDG S A         FR 6%022730         | 2030-02-27      | 6.0000%  | 0.0000% | $1281000.00        | $1345754.55        | Corporate Debt Securities                         |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $4310000.00        | $4346296.78        | Corporate Debt Securities                         |
| JABIL INC                      3.95%28             | 2028-01-12      | 3.9500%  | 0.0000% | $5672000.00        | $5712970.74        | Corporate Debt Securities                         |
| JACKSON FINANCIAL INC          SR GLBL NT 4%51     | 2051-11-23      | 4.0000%  | 0.0000% | $2000.00           | $1353.38           | Corporate Debt Securities                         |
| JANE STR GROUP LLC / JSG FIN   SR SEC GLBL 32      | 2032-11-01      | 6.1250%  | 0.0000% | $3646000.00        | $3706517.02        | Corporate Debt Securities                         |
| JBS USA HOLDING LUX            SR GLBL 144A 35     | 2035-04-20      | 5.9500%  | 0.0000% | $142000.00         | $150380.72         | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    SR GLBL NT 30       | 2030-09-15      | 1.7500%  | 0.0000% | $205000.00         | $180579.20         | Corporate Debt Securities                         |
| KKR GROUP FINANCE CO VII LLC   SR GLBL 144A 50     | 2050-02-25      | 3.6250%  | 0.0000% | $3417000.00        | $2411673.51        | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL NT2.1%30    | 2030-06-01      | 2.1000%  | 0.0000% | $34000.00          | $30512.00          | Corporate Debt Securities                         |
| KILROY RLTY L P                SR GLBL NT 36       | 2036-01-15      | 6.2500%  | 0.0000% | $12016000.00       | $12269367.37       | Corporate Debt Securities                         |
| KIZUNA RE III PTE LTD          -A-20241 144A 29    | 2029-04-09      | 7.0432%  | 0.0000% | $5750000.00        | $5845450.00        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 29     | 2029-04-03      | 5.7500%  | 0.0000% | $990000.00         | $1010152.27        | Corporate Debt Securities                         |
| KOHLS CORP                     CR SEN SR GLBL31    | 2031-05-01      | 5.1250%  | 0.0000% | $433000.00         | $306511.74         | Corporate Debt Securities                         |
| KRAKEN OIL & GAS PARTNERS LLC  SR 144A NT 29       | 2029-08-15      | 7.6250%  | 0.0000% | $368000.00         | $371320.74         | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 43       | 2043-08-01      | 5.1500%  | 0.0000% | $69000.00          | $64781.70          | Corporate Debt Securities                         |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 9.5000%  | 0.0000% | $32000.00          | $30006.38          | Corporate Debt Securities                         |
| LCM INVESTMENTS HOLDINGS II LL SR 144A NT 29       | 2029-05-01      | 4.8750%  | 0.0000% | $72000.00          | $70506.69          | Corporate Debt Securities                         |
| LCPR SR SECD FING DESIGNATED A SR SEC 144A NT29    | 2029-07-15      | 5.1250%  | 0.0000% | $4463000.00        | $2700559.44        | Corporate Debt Securities                         |
| LSEGA FINANCING PLC            FR 3.2%040641       | 2041-04-06      | 3.2000%  | 0.0000% | $753000.00         | $577751.80         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.561%34      | 2034-10-24      | 6.5610%  | 0.0000% | $19000.00          | $21172.43          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-04-23      | 4.9370%  | 0.0000% | $69000.00          | $70128.03          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-10-21      | 4.7500%  | 0.0000% | $239000.00         | $212777.92         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 29       | 2029-04-23      | 3.8140%  | 0.0000% | $117000.00         | $115694.08         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-03-09      | 1.4310%  | 0.0000% | $2624000.00        | $2578374.54        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 28       | 2028-02-24      | 2.6400%  | 0.0000% | $88000.00          | $86182.80          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        PERP SB O NT5.3%    | 2099-12-31      | 5.3000%  | 0.0000% | $1917000.00        | $1926759.66        | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 27       | 2027-02-15      | 2.0500%  | 0.0000% | $6740000.00        | $6470652.75        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%29     | 2029-07-15      | 5.0000%  | 0.0000% | $41000.00          | $40713.27          | Corporate Debt Securities                         |
| GRAFTECH GLOBAL ENTERPRISES I  SR SEC GLBL 28      | 2028-12-15      | 9.8750%  | 0.0000% | $461000.00         | $419101.82         | Corporate Debt Securities                         |
| GREENGROVE RE LTD              -A VR 144A BD 28    | 2028-04-07      | 12.0432% | 0.0000% | $8280000.00        | $8269236.00        | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 SR GLBL COCO 36     | 2036-05-13      | 5.7900%  | 0.0000% | $14212000.00       | $14657392.24       | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 28       | 2028-01-14      | 5.4500%  | 0.0000% | $690000.00         | $708740.78         | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL NT 32       | 2032-04-14      | 5.9500%  | 0.0000% | $37000.00          | $37138.05          | Corporate Debt Securities                         |
| HPS CORPORATE LENDING FUND     SR GLBL 144A 30     | 2030-06-05      | 5.8500%  | 0.0000% | $4000.00           | $4001.93           | Corporate Debt Securities                         |
| HEARTLAND DENTAL LLC / HEAR    SR SEC 144A NT28    | 2028-04-30      | 10.5000% | 0.0000% | $1100000.00        | $1177643.50        | Corporate Debt Securities                         |
| HERBALIFE NUTRITION LTD/HLF FI SR GLBL 144A 25     | 2025-09-01      | 7.8750%  | 0.0000% | $72000.00          | $73856.25          | Corporate Debt Securities                         |
| HERCULES CAPITAL INC           SR GLBL NT 6%30     | 2030-06-16      | 6.0000%  | 0.0000% | $185000.00         | $184105.22         | Corporate Debt Securities                         |
| HESS MIDSTREAM OPERATIONS LP   SR GLBL 144A 29     | 2029-06-01      | 6.5000%  | 0.0000% | $3525000.00        | $3642580.29        | Corporate Debt Securities                         |
| HESTIA RE LTD                  -A-20251 144A 28    | 2028-03-13      | 11.0432% | 0.0000% | $22500000.00       | $22232250.00       | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-04-01      | 1.7500%  | 0.0000% | $7000.00           | $6887.20           | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR GLBL 144A 31     | 2031-02-01      | 6.0000%  | 0.0000% | $381000.00         | $374143.27         | Corporate Debt Securities                         |
| HILTON DOMESTIC OPER CO INC    SR GLBL 144A 29     | 2029-05-01      | 3.7500%  | 0.0000% | $10000.00          | $9623.66           | Corporate Debt Securities                         |
| HILTON GRAND VACATION BORROW/  SR SEC GLBL 32      | 2032-01-15      | 6.6250%  | 0.0000% | $5269000.00        | $5501123.60        | Corporate Debt Securities                         |
| HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29      | 2029-06-01      | 5.0000%  | 0.0000% | $1000000.00        | $965017.78         | Corporate Debt Securities                         |
| HOWARD MIDSTREAM ENERGY PARTNE SR 144A NT 32       | 2032-07-15      | 7.3750%  | 0.0000% | $201000.00         | $218169.84         | Corporate Debt Securities                         |
| HUB INTL LTD                   SR 144A NT 29       | 2029-12-01      | 5.6250%  | 0.0000% | $101000.00         | $101425.34         | Corporate Debt Securities                         |
| HUB INTL LTD                   SR SEC 144A NT30    | 2030-06-15      | 7.2500%  | 0.0000% | $1412000.00        | $1478195.74        | Corporate Debt Securities                         |
| HUMANA INC                     SR NT 4.625%42      | 2042-12-01      | 4.6250%  | 0.0000% | $98000.00          | $81224.92          | Corporate Debt Securities                         |
| CENOVUS ENERGY INC             SR GLBL NT6.8%37    | 2037-09-15      | 6.8000%  | 0.0000% | $2000000.00        | $2180886.67        | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.25%010827      | 2027-01-08      | 5.2500%  | 0.0000% | $150000.00         | $155060.00         | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 32     | 2032-04-01      | 7.6250%  | 0.0000% | $1613000.00        | $1603419.90        | Corporate Debt Securities                         |
| INDIANA UNIV HEALTH INC        -2018A BD3.97%48    | 2048-11-01      | 3.9700%  | 0.0000% | $2805000.00        | $2217735.07        | Corporate Debt Securities                         |
| INDIANA UNIV FNDTN             GLBL -2021 BD 51    | 2051-10-01      | 2.8200%  | 0.0000% | $124000.00         | $76659.49          | Corporate Debt Securities                         |
| INDIANAPOLIS PWR & LT CO       1M GLBL 144A 45     | 2045-09-01      | 4.7000%  | 0.0000% | $70000.00          | $59729.33          | Corporate Debt Securities                         |
| ING GROEP N.V.                 SR GLBL NT 27       | 2027-09-11      | 6.0830%  | 0.0000% | $3238000.00        | $3356115.67        | Corporate Debt Securities                         |
| INNOPHOS HOLDINGS INC          JR 144A NT 29       | 2029-06-15      | 11.5000% | 0.0000% | $105300.00         | $107384.06         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A1-20251 144A27    | 2027-06-06      | 12.2932% | 0.0000% | $2448000.00        | $2457302.40        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -A2-20251 144A28    | 2028-06-06      | 12.2932% | 0.0000% | $5272000.00        | $5303632.00        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -C-20251 144A 28    | 2028-06-06      | 16.5432% | 0.0000% | $11077000.00       | $11158969.80       | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -L NT 49    | 2049-09-15      | 3.1500%  | 0.0000% | $4211000.00        | $2808473.81        | Corporate Debt Securities                         |
| SOUTHERN CO GAS CAP            GTD SR NT 6%34      | 2034-10-01      | 6.0000%  | 0.0000% | $7213000.00        | $7611614.42        | Corporate Debt Securities                         |
| AHS HOSP CORP                  SR -2021 BD 51      | 2051-07-01      | 2.7800%  | 0.0000% | $59000.00          | $36505.82          | Corporate Debt Securities                         |
| AES CORP                       JR SB GLBL NT 55    | 2055-07-15      | 6.9500%  | 0.0000% | $9000.00           | $9105.69           | Corporate Debt Securities                         |
| AMN HEALTHCARE INC             SR GLBL 144A 27     | 2027-10-01      | 4.6250%  | 0.0000% | $122000.00         | $120279.07         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 3.1%43      | 2043-02-01      | 3.1000%  | 0.0000% | $125000.00         | $90686.32          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 28       | 2028-03-15      | 4.6500%  | 0.0000% | $4271000.00        | $4392282.16        | Corporate Debt Securities                         |
| ACORN RE LIMITED               -A VR 144A NT 26    | 2026-11-06      | 8.6432%  | 0.0000% | $11571000.00       | $11817013.71       | Corporate Debt Securities                         |
| ADIENT GLOBAL HLDGS LTD        SR GLBL 144A 33     | 2033-02-15      | 7.5000%  | 0.0000% | $1113000.00        | $1171571.62        | Corporate Debt Securities                         |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $96000.00          | $75420.00          | Corporate Debt Securities                         |
| ADVENTIST HEALTH SYS WEST      -2019 BD 3.63%49    | 2049-03-01      | 3.6300%  | 0.0000% | $1620000.00        | $1102635.45        | Corporate Debt Securities                         |
| ALBEMARLE CORP                 SR GLBL NT 27       | 2027-06-01      | 4.6500%  | 0.0000% | $95000.00          | $94962.55          | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 8%31         | 2031-05-01      | 8.0000%  | 0.0000% | $200000.00         | $217032.22         | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC 144A NT28    | 2028-04-15      | 6.7500%  | 0.0000% | $138000.00         | $142098.95         | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL DB6.9%38    | 2038-05-15      | 6.9000%  | 0.0000% | $50000.00          | $56036.25          | Corporate Debt Securities                         |
| ALPHA GENERATION LLC           SR 144A NT 32       | 2032-10-15      | 6.7500%  | 0.0000% | $326000.00         | $340220.93         | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT 46       | 2046-09-16      | 3.8750%  | 0.0000% | $25000.00          | $18593.61          | Corporate Debt Securities                         |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $39635712.00       | $39476450.50       | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT 27       | 2027-11-05      | 5.8500%  | 0.0000% | $6559000.00        | $6847514.01        | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL 144A 32     | 2032-06-13      | 6.1440%  | 0.0000% | $1763000.00        | $1798279.98        | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT2.3%31    | 2031-06-01      | 2.3000%  | 0.0000% | $223000.00         | $195912.81         | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 51       | 2051-06-01      | 3.2500%  | 0.0000% | $550000.00         | $368267.93         | Corporate Debt Securities                         |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT4.5%50    | 2050-06-01      | 4.5000%  | 0.0000% | $768000.00         | $677963.52         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 28     | 2028-01-15      | 5.7500%  | 0.0000% | $2586000.00        | $2647531.72        | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 32     | 2032-02-01      | 6.6250%  | 0.0000% | $209000.00         | $221331.03         | Corporate Debt Securities                         |
| APOLLO GLOBAL MGMT INC         JR SB GLBL NT 54    | 2054-12-15      | 6.0000%  | 0.0000% | $220000.00         | $216460.20         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT0.7%26    | 2026-02-08      | 0.7000%  | 0.0000% | $12000.00          | $11771.05          | Corporate Debt Securities                         |
| STATE STR CORP                 SR GLBL NT 29       | 2029-11-21      | 5.6840%  | 0.0000% | $48000.00          | $50418.61          | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 28     | 2028-02-15      | 4.5000%  | 0.0000% | $76000.00          | $75884.10          | Corporate Debt Securities                         |
| STERIS IRISH FINCO UNLIMITED   SR GLBL NT 51       | 2051-03-15      | 3.7500%  | 0.0000% | $218000.00         | $155989.36         | Corporate Debt Securities                         |
| STONEX GROUP INC               SR SEC GLBL 31      | 2031-03-01      | 7.8750%  | 0.0000% | $3000000.00        | $3220443.75        | Corporate Debt Securities                         |
| SUMITOMO MITSUI FIN GRP INC    ALT TIER I PERP     | 2500-12-31      | 6.4500%  | 0.0000% | $479000.00         | $470655.42         | Corporate Debt Securities                         |
| SURGERY CTR HLDGS INC          SR GLBL 144A 32     | 2032-04-15      | 7.2500%  | 0.0000% | $400000.00         | $413189.67         | Corporate Debt Securities                         |
| TKC HOLDINGS INCORPORATED      SR 144A NT 29       | 2029-05-15      | 10.5000% | 0.0000% | $557000.00         | $579839.79         | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 28       | 2028-02-01      | 4.7500%  | 0.0000% | $4218000.00        | $4305100.53        | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.3%51    | 2051-02-15      | 3.3000%  | 0.0000% | $105000.00         | $70364.18          | Corporate Debt Securities                         |
| TTM TECHNOLOGIES INC           SR GLBL 144A 29     | 2029-03-01      | 4.0000%  | 0.0000% | $100000.00         | $96261.22          | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 29       | 2029-01-15      | 6.8750%  | 0.0000% | $1044000.00        | $1098319.76        | Corporate Debt Securities                         |
| TARGA RES CORP                 SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $589000.00         | $600227.81         | Corporate Debt Securities                         |
| TELUS CORPORATION              JR SB GLBL -A 55    | 2055-10-15      | 6.6250%  | 0.0000% | $3850000.00        | $3870297.52        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27    | 2027-11-01      | 5.1250%  | 0.0000% | $1396000.00        | $1402895.27        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT30    | 2030-06-15      | 6.1250%  | 0.0000% | $3273000.00        | $3339579.64        | Corporate Debt Securities                         |
| TENNECO INC                    SR SEC GLBL 28      | 2028-11-17      | 8.0000%  | 0.0000% | $5509000.00        | $5616150.05        | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7.625%37     | 2037-04-01      | 7.6250%  | 0.0000% | $109000.00         | $127070.10         | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR NT 8.375%32      | 2032-06-15      | 8.3750%  | 0.0000% | $1120000.00        | $1291325.93        | Corporate Debt Securities                         |
| TERMOCANDELARIA PWR S A        SR 144A NT 31       | 2031-09-17      | 7.7500%  | 0.0000% | $437000.00         | $457614.87         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 27       | 2027-05-09      | 4.7500%  | 0.0000% | $7265000.00        | $7287660.75        | Corporate Debt Securities                         |
| 3264 RE LTD                    -A-20251 144A 28    | 2028-02-07      | 25.5432% | 0.0000% | $389000.00         | $381842.40         | Corporate Debt Securities                         |
| TIFFANY & CO NEW               SR GLBL NT4.9%44    | 2044-10-01      | 4.9000%  | 0.0000% | $611000.00         | $566888.18         | Corporate Debt Securities                         |
| TIME WARNER INC                SR GLBL NT 26       | 2026-07-15      | 2.9500%  | 0.0000% | $13000.00          | $12906.15          | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                2018B BD6.015%48    | 2048-11-15      | 6.0150%  | 0.0000% | $30000.00          | $27375.56          | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 30     | 2030-04-07      | 6.3832%  | 0.0000% | $8118000.00        | $8068480.20        | Corporate Debt Securities                         |
| TOPAZ SOLAR FARMS LLC          SR SEC GLBL 39      | 2039-09-30      | 5.7500%  | 0.0000% | $447000.00         | $438898.12         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 2.45%011232      | 2032-01-12      | 2.4500%  | 0.0000% | $1483000.00        | $1305801.27        | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 3.2%031032       | 2032-03-10      | 3.2000%  | 0.0000% | $296000.00         | $270827.50         | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        FR 4.861%013128     | 2028-01-31      | 4.8610%  | 0.0000% | $4142000.00        | $4278951.78        | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-A 144A 32     | 2032-06-07      | 10.2932% | 0.0000% | $27050000.00       | $28061787.58       | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -A VR 144A BD 28    | 2028-06-07      | 8.0432%  | 0.0000% | $17038000.00       | $17147043.20       | Corporate Debt Securities                         |
| TOYOTA MOTOR CORP              SR GLBL NT 33       | 2033-07-13      | 5.1230%  | 0.0000% | $6000.00           | $6280.71           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5.6%34        | 2034-03-31      | 5.6000%  | 0.0000% | $4305000.00        | $4405306.50        | Corporate Debt Securities                         |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-01-15      | 4.6250%  | 0.0000% | $81000.00          | $81066.25          | Corporate Debt Securities                         |
| TRINET GROUP INC               SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $1547000.00        | $1461728.50        | Corporate Debt Securities                         |
| TRUIST BK                      SUB NT 2.25%30      | 2030-03-11      | 2.2500%  | 0.0000% | $490000.00         | $443211.12         | Corporate Debt Securities                         |
| TRUIST FINL CORP               PERP SUB GLBL -Q    | 2079-12-31      | 5.1000%  | 0.0000% | $9000.00           | $9002.32           | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-AA 144A 29    | 2029-12-06      | 9.7932%  | 0.0000% | $400000.00         | $403840.00         | Corporate Debt Securities                         |
| URSA RE LTD                    EXTND-C 144A 29     | 2029-12-06      | 12.5432% | 0.0000% | $750000.00         | $762075.00         | Corporate Debt Securities                         |
| URSA RE LTD                    -F-20251 144A 28    | 2028-02-22      | 11.7932% | 0.0000% | $28194000.00       | $28318053.60       | Corporate Debt Securities                         |
| UNION ELEC CO                  1M GLBL BD 32       | 2032-03-15      | 2.1500%  | 0.0000% | $37000.00          | $31985.79          | Corporate Debt Securities                         |
| UNION PAC CORP                 GLBL NT 3.799%71    | 2071-04-06      | 3.7990%  | 0.0000% | $420000.00         | $288226.82         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 53       | 2053-05-15      | 4.9500%  | 0.0000% | $50000.00          | $45257.88          | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR GLBL NT 30       | 2030-10-15      | 4.6500%  | 0.0000% | $27000.00          | $27480.38          | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR SEC GLBL NT27    | 2027-11-15      | 3.8750%  | 0.0000% | $99000.00          | $97274.80          | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 25     | 2025-11-15      | 5.5000%  | 0.0000% | $6544000.00        | $6593047.28        | Corporate Debt Securities                         |
| QWEST CAP  FDG INC             GLBL DEB6.875%28    | 2028-07-15      | 6.8750%  | 0.0000% | $7135000.00        | $6682001.83        | Corporate Debt Securities                         |
| UNITI GROUP LP / UNITI FIBER/  SR GLBL 144A 32     | 2032-06-15      | 8.6250%  | 0.0000% | $50000.00          | $50450.38          | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   -2017 BD3.394%48    | 2048-02-15      | 3.3940%  | 0.0000% | $278000.00         | $205863.87         | Corporate Debt Securities                         |
| URSA RE II LIMITED             GLBL-AA 144A 25     | 2025-12-06      | 11.2932% | 0.0000% | $3990000.00        | $4047057.00        | Corporate Debt Securities                         |
| URSA RE II LIMITED             -G-20251 144A 28    | 2028-06-07      | 13.2932% | 0.0000% | $2800000.00        | $2798600.00        | Corporate Debt Securities                         |
| V F CORP                       GLBL NT 6%33        | 2033-10-15      | 6.0000%  | 0.0000% | $6000.00           | $5547.06           | Corporate Debt Securities                         |
| BAUSCH HEALTH COS INC          SR GLBL 144A 27     | 2027-01-31      | 8.5000%  | 0.0000% | $6000000.00        | $5897500.00        | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT7.5%32    | 2032-04-15      | 7.5000%  | 0.0000% | $238000.00         | $274900.71         | Corporate Debt Securities                         |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 45       | 2045-02-01      | 4.3750%  | 0.0000% | $85000.00          | $70339.00          | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT28    | 2028-06-01      | 8.1250%  | 0.0000% | $395000.00         | $410758.58         | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-B 144A 33     | 2033-03-08      | 9.2932%  | 0.0000% | $18944000.00       | $19011495.01       | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 43       | 2043-09-15      | 6.5500%  | 0.0000% | $44000.00          | $48649.66          | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 25       | 2025-11-20      | 0.8500%  | 0.0000% | $162000.00         | $159873.66         | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 30       | 2030-05-01      | 6.8750%  | 0.0000% | $499000.00         | $484926.88         | Corporate Debt Securities                         |
| VERMILION ENERGY INC           SR 144A NT 33       | 2033-02-15      | 7.2500%  | 0.0000% | $95000.00          | $91788.34          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 36      | 2036-04-30      | 6.8750%  | 0.0000% | $696000.00         | $716294.20         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DEB 34      | 2034-12-15      | 4.8500%  | 0.0000% | $39000.00          | $32461.29          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               JR SB GLBL DB 57    | 2057-02-28      | 6.2500%  | 0.0000% | $240000.00         | $232228.93         | Corporate Debt Securities                         |
| VIAVI SOLUTIONS INC            SR GLBL 144A 29     | 2029-10-01      | 3.7500%  | 0.0000% | $75000.00          | $70838.31          | Corporate Debt Securities                         |
| VICTRA HLDGS LLC / VICTRA FIN  SR SEC GLBL 29      | 2029-09-15      | 8.7500%  | 0.0000% | $410000.00         | $438929.94         | Corporate Debt Securities                         |
| VIDEOTRON LTD/ VIDEOTRON LTEE  SR 144A NT5.7%35    | 2035-01-15      | 5.7000%  | 0.0000% | $6930000.00        | $7113541.05        | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL B NT6%36    | 2036-01-15      | 6.0000%  | 0.0000% | $471000.00         | $507695.61         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -D NT 37    | 2037-11-30      | 6.3500%  | 0.0000% | $444000.00         | $476883.38         | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR 2013-B NT4%43    | 2043-01-15      | 4.0000%  | 0.0000% | $102000.00         | $83541.40          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 48    | 2048-12-01      | 4.6000%  | 0.0000% | $40000.00          | $33563.82          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         GLBL -B NT3.3%49    | 2049-12-01      | 3.3000%  | 0.0000% | $72000.00          | $48211.80          | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 30       | 2030-02-01      | 6.3750%  | 0.0000% | $310000.00         | $298199.98         | Corporate Debt Securities                         |
| VISTRA CORP                    PERP SUB GLBL       | 2500-12-31      | 8.0000%  | 0.0000% | $97000.00          | $100744.85         | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-02-15      | 5.6250%  | 0.0000% | $73000.00          | $74477.06          | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31     | 2031-10-15      | 7.7500%  | 0.0000% | $2380000.00        | $2567391.28        | Corporate Debt Securities                         |
| VISTAJET MALTA FIN P L C       SR 144A NT9.5%28    | 2028-06-01      | 9.5000%  | 0.0000% | $27000.00          | $27813.59          | Corporate Debt Securities                         |
| VITALITY RE XIII LTD           -B -2022 144A 26    | 2026-01-06      | 7.0432%  | 0.0000% | $5635000.00        | $5750562.10        | Corporate Debt Securities                         |
| VITALITY RE XIV LTD            -A VR 144A NT 27    | 2027-01-05      | 7.7932%  | 0.0000% | $7417000.00        | $7737287.68        | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 5.1250%  | 0.0000% | $1500000.00        | $1122977.08        | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 2.15%26     | 2026-06-01      | 2.1500%  | 0.0000% | $5431000.00        | $5291705.41        | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC FL 144A30    | 2030-04-30      | 10.5406% | 0.0000% | $337000.00         | $336157.50         | Corporate Debt Securities                         |
| WALGREENS BOOTS ALLIANCE INC   GLBL NT 8.125%29    | 2029-08-15      | 8.1250%  | 0.0000% | $19000.00          | $20707.32          | Corporate Debt Securities                         |
| WAND NEWCO 3 INC               SR SEC 144A NT32    | 2032-01-30      | 7.6250%  | 0.0000% | $658000.00         | $711265.65         | Corporate Debt Securities                         |
| WARRIOR MET COAL INC           SR SEC GLBL 28      | 2028-12-01      | 7.8750%  | 0.0000% | $55000.00          | $56481.91          | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 31       | 2031-07-03      | 4.9500%  | 0.0000% | $90000.00          | $94354.87          | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB GLBL FL 27    | 2027-01-15      | 5.0177%  | 0.0000% | $360000.00         | $361030.66         | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.3%072227       | 2027-07-22      | 4.3000%  | 0.0000% | $95000.00          | $96739.66          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 4.4%061446       | 2046-06-14      | 4.4000%  | 0.0000% | $330000.00         | $267123.63         | Corporate Debt Securities                         |
| WESTERN UN CO                  CR SEN SR GLBL31    | 2031-03-15      | 2.7500%  | 0.0000% | $800000.00         | $704888.67         | Corporate Debt Securities                         |
| WEX INC                        SR GLBL 144A 33     | 2033-03-15      | 6.5000%  | 0.0000% | $94000.00          | $96442.43          | Corporate Debt Securities                         |
| WHITEHEAD INST BIOMEDICAL RESH -2020 BD3.277%50    | 2050-12-01      | 3.2770%  | 0.0000% | $371000.00         | $249938.92         | Corporate Debt Securities                         |
| WILLIAMS COS INC               SR GLBL NT 31       | 2031-06-15      | 7.7500%  | 0.0000% | $251000.00         | $286415.89         | Corporate Debt Securities                         |
| WINDSTREAM SVCS LLC / WINDSTRE 1M 144A NT 31       | 2031-10-01      | 8.2500%  | 0.0000% | $732000.00         | $779430.55         | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-B 144A 30     | 2030-08-07      | 11.2932% | 0.0000% | $10540000.00       | $10904684.00       | Corporate Debt Securities                         |
| WYETH                          SR GLBL NT 6%36     | 2036-02-15      | 6.0000%  | 0.0000% | $543000.00         | $592852.83         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         CR SEN SR SEC 25    | 2025-10-01      | 6.6000%  | 0.0000% | $1953000.00        | $1981800.24        | Corporate Debt Securities                         |
| WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 33     | 2033-03-15      | 6.2500%  | 0.0000% | $379000.00         | $387057.22         | Corporate Debt Securities                         |
| XPO INC                        SR GLBL 144A 31     | 2031-06-01      | 7.1250%  | 0.0000% | $309000.00         | $324848.48         | Corporate Debt Securities                         |
| XCEL ENERGY INC                SR NT 6.5%36        | 2036-07-01      | 6.5000%  | 0.0000% | $796000.00         | $874150.84         | Corporate Debt Securities                         |
| YOSEMITE RE LTD                -A-20251 144A 28    | 2028-06-07      | 11.5432% | 0.0000% | $4250000.00        | $4244900.00        | Corporate Debt Securities                         |
| ZOOMINFO TECHNOLOGIES LLC / ZO SR GLBL 144A 29     | 2029-02-01      | 3.8750%  | 0.0000% | $366000.00         | $348998.64         | Corporate Debt Securities                         |
| BOMBARDIER INC                 SR REGS NT 31       | 2031-07-01      | 7.2500%  | 0.0000% | $30000.00          | $32490.56          | Corporate Debt Securities                         |
| FIRST QUANTUM MINERALS LTD     REGS NT 8.625%31    | 2031-06-01      | 8.6250%  | 0.0000% | $200000.00         | $208863.58         | Corporate Debt Securities                         |
| GLOBAL MEDICAL RESPONSE INC    CR SEN SR SEC 28    | 2028-10-31      | 9.5000%  | 0.0000% | $99000.00          | $100650.00         | Corporate Debt Securities                         |
| GLOBAL AIRCRAFT LEASING CO LTD SR SEC 144A NT27    | 2027-09-01      | 8.7500%  | 0.0000% | $3911000.00        | $4120213.51        | Corporate Debt Securities                         |
| PRIME SEC SVCS BORROWER LLC /  SR SEC GLBL 27      | 2027-08-31      | 3.3750%  | 0.0000% | $1286000.00        | $1246206.34        | Corporate Debt Securities                         |
| PROG HOLDINGS INC              SR GLBL 144A 29     | 2029-11-15      | 6.0000%  | 0.0000% | $39000.00          | $37689.60          | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 6.625%29      | 2029-03-01      | 6.6250%  | 0.0000% | $11725000.00       | $12898898.86       | Corporate Debt Securities                         |
| PROTECTIVE LIFE CORP           SR GLBL 144A 30     | 2030-01-15      | 3.4000%  | 0.0000% | $28000.00          | $27076.37          | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    BD25A BAM-TCRS32    | 2032-10-01      | 5.3690%  | 0.0000% | $2000.00           | $2049.72           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 5.7%121436       | 2036-12-14      | 5.7000%  | 0.0000% | $194000.00         | $203194.31         | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%062140     | 2040-06-21      | 6.6250%  | 0.0000% | $47000.00          | $52574.96          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 22 BD 41    | 2041-08-15      | 4.7500%  | 0.0000% | $3500000.00        | $3113853.75        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 39 BD 52    | 2052-06-01      | 4.5000%  | 0.0000% | $16434000.00       | $13293873.45       | Corporate Debt Securities                         |
| PURPLE RE LTD                  -A-20251 144A 28    | 2028-06-07      | 11.5432% | 0.0000% | $21275000.00       | $21262235.00       | Corporate Debt Securities                         |
| PURPLE RE LTD                  -B-20251 144A 28    | 2028-06-07      | 12.0432% | 0.0000% | $13500000.00       | $13500000.00       | Corporate Debt Securities                         |
| QVC INC                        SR SEC NT5.95%43    | 2043-03-15      | 5.9500%  | 0.0000% | $12610000.00       | $5136736.05        | Corporate Debt Securities                         |
| RACKSPACE FIN LLC              SR SEC GLBL 28      | 2028-05-15      | 3.5000%  | 0.0000% | $50414.00          | $21079.35          | Corporate Debt Securities                         |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30      | 2030-02-15      | 9.7810%  | 0.0000% | $77968.00          | $79954.82          | Corporate Debt Securities                         |
| RAISING CANES RESTAURANTS LLC  SR 144A NT 29       | 2029-05-01      | 9.3750%  | 0.0000% | $2385000.00        | $2559235.18        | Corporate Debt Securities                         |

### Security 644: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZRZ1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17ZRZ1
- **C.18 - Value (incl. sponsor support):** $399949920.00
- **C.18.a - Value (excl. sponsor support):** $399949920.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $592704.00         | $1262459.52        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $540234.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $5300.00           | $309870.33         | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $29155.00          | $1693322.40        | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $255846.00         | $20176015.56       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $10732.00          | $229664.80         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $117152.00         | $20175917.44       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334900.00         | $2424676.00        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $7207.00           | $359268.95         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $17486.00          | $608250.51         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG THREE  | 2500-12-31      | N/A      | 0.0000% | $2522.00           | $125368.62         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $737690.00         | $20175821.50       | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $690800.00         | $9070204.00        | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $35986.00          | $983137.52         | Equities   |
| DEUTSCHE BK AG LONDON BRH      GOLD DOUBLE SHOR | 2500-12-31      | N/A      | 0.0000% | $2890.00           | $5606.60           | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $204794.00         | $5904211.02        | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $21370.00          | $78214.20          | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $82014.83          | Equities   |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $358.00            | $102176.78         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $213071.80         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $671.00            | $17774.79          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $3430.00           | $65170.00          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SECURITIZED PLUS | 2500-12-31      | N/A      | 0.0000% | $11534.00          | $243482.74         | Equities   |
| FORD MTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $62632.00          | $676425.60         | Equities   |
| GRANITESHARES GOLD TR          SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $62303.00          | $2009894.78        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUN  | 2500-12-31      | N/A      | 0.0000% | $55634.00          | $1324645.54        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $3382.00           | $1853640.38        | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $732.00            | $11411.88          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 PUR GWT   | 2500-12-31      | N/A      | 0.0000% | $1256.00           | $57034.96          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $828.00            | $13950.14          | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $285212.00         | $20175896.88       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $14095.00          | $741960.80         | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $32672.00          | $20173653.12       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $419536.00         | $20175486.24       | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $185080.00         | $20175570.80       | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $2902.00           | $233193.11         | Equities   |
| ISHARES TR                     RUS 1000 VAL ETF | 2500-12-31      | N/A      | 0.0000% | $42643.00          | $8245876.91        | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $125502.00         | $11813503.26       | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $219066.00         | $20175978.60       | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $167438.00         | $9316250.32        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $25170.00          | $2022157.80        | Equities   |
| ISHARES TR                     CRE U S REIT ETF | 2500-12-31      | N/A      | 0.0000% | $434.00            | $24412.50          | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $820830.00         | $20176001.40       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $332272.00         | $20175555.84       | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12595.00          | $413745.75         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $77580.00          | $231964.20         | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $46712.00          | $4420823.68        | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| PROSHARES TR II                ULTRA GOLD       | 2500-12-31      | N/A      | 0.0000% | $8222.00           | $278561.36         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $32811.00          | $20175812.01       | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $141072.00         | $13523161.92       | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $339378.00         | $20176022.10       | Equities   |
| SPDR SERIES TRUST              S&P HOMEBUILD    | 2500-12-31      | N/A      | 0.0000% | $4356.00           | $428891.76         | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $18568.00          | $2958068.08        | Equities   |
| SHERWIN WILLIAMS CO            COM              | 2500-12-31      | N/A      | 0.0000% | $593.00            | $205011.96         | Equities   |
| SKEENA RES LTD NEW             COM              | 2500-12-31      | N/A      | 0.0000% | $252521.00         | $3833268.78        | Equities   |
| STEEL DYNAMICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $639648.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $88268.00          | $20175416.76       | Equities   |
| USCF ETF TR                    SUMMERHAVEN K1   | 2500-12-31      | N/A      | 0.0000% | $164108.00         | $3543091.72        | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $4222.00           | $214182.06         | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $131932.00         | $8641546.00        | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $245809.00         | $20176002.72       | Equities   |
| VANGUARD WORLD FD              INF TECH ETF     | 2500-12-31      | N/A      | 0.0000% | $10705.00          | $7028260.70        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $35586.00          | $20175482.70       | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $33761.00          | $14733300.40       | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $74638.00          | $782206.24         | Equities   |
| CI&T INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $82902.00          | $478344.54         | Equities   |
| GH RESEARCH PLC                ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $209558.00         | $2606901.52        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $206363.00         | Equities   |
| HELIX ACQUISITION CORP II      CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53706.00          | $574654.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $207132.00         | $2295022.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $92598.00          | $953759.40         | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $77556.00          | $805806.84         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $45108.00          | $187198.20         | Equities   |
| ON HLDG AG                     NAMEN AKT A      | 2500-12-31      | N/A      | 0.0000% | $5762.00           | $302447.38         | Equities   |

### Security 645: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP183CU8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP183CU8
- **C.18 - Value (incl. sponsor support):** $1250147175.00
- **C.18.a - Value (excl. sponsor support):** $1250147175.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ADMA BIOLOGICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $20119.00          | $365361.04         | Equities   |
| ANI PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $58408.00          | $3825724.00        | Equities   |
| A10 NETWORKS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $23363.00          | $446700.56         | Equities   |
| ABRDN PLATINUM ETF TRUST       PHYSCL PLATM SHS | 2500-12-31      | N/A      | 0.0000% | $199.00            | $24279.99          | Equities   |
| SPYRE THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $231724.00         | $3526839.28        | Equities   |
| ALIBABA GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $547861.00         | $62499982.88       | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $86891.00          | $626484.11         | Equities   |
| AMBAC FINL GROUP INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $267572.00         | $1883706.88        | Equities   |
| AMPHASTAR PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $12450.00          | $287346.00         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $483488.00         | $6962227.20        | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $190.00            | $16188.00          | Equities   |
| AMPLIFY ETF TR                 AMPLIFY CYBERSEC | 2500-12-31      | N/A      | 0.0000% | $5657.00           | $481976.40         | Equities   |
| ANTERIX INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $10059.00          | $258315.12         | Equities   |
| ARCBEST CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $3497.00           | $264198.35         | Equities   |
| ARMADA HOFFLER PPTYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $127316.00         | $892485.16         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $337290.00         | $58088083.80       | Equities   |
| ASSET ENTITIES INC             CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $230622.00         | $901732.02         | Equities   |
| ATEA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $342799.00         | $1182656.55        | Equities   |
| ATKORE INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $543513.00         | $38670949.95       | Equities   |
| ATLANTICUS HOLDINGS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $5011.00           | $268389.16         | Equities   |
| ATOUR LIFESTYLE HLDGS LTD      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $178282.00         | $5838735.50        | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $1873.00           | $48566.89          | Equities   |
| AUTOHOME INC                   SP ADS RP CL A   | 2500-12-31      | N/A      | 0.0000% | $52540.00          | $1362362.20        | Equities   |
| BANC OF CALIFORNIA INC         COM              | 2500-12-31      | N/A      | 0.0000% | $51296.00          | $721734.72         | Equities   |
| BANK FIRST CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $4160.00           | $492835.20         | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $442.00            | $39841.88          | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $309307.00         | $14221935.86       | Equities   |
| VANGUARD WORLD FD              FINANCIALS ETF   | 2500-12-31      | N/A      | 0.0000% | $93026.00          | $11734299.64       | Equities   |
| VANGUARD WORLD FD              HEALTH CAR ETF   | 2500-12-31      | N/A      | 0.0000% | $9006.00           | $2224121.76        | Equities   |
| VANGUARD WORLD FD              UTILITIES ETF    | 2500-12-31      | N/A      | 0.0000% | $810.00            | $142446.60         | Equities   |
| VANGUARD WORLD FD              COMM SRVC ETF    | 2500-12-31      | N/A      | 0.0000% | $18355.00          | $3119432.25        | Equities   |
| VARONIS SYS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $27285.00          | $1371344.10        | Equities   |
| VERITEX HLDGS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $380082.00         | $9939144.30        | Equities   |
| VERONA PHARMA PLC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $666169.00         | $62499975.58       | Equities   |
| VIPSHOP HLDGS LTD              SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $748184.00         | $11312542.08       | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $88399.00          | $16433374.10       | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $16294.00          | $226812.48         | Equities   |
| WEIBO CORP                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $193672.00         | $1872808.24        | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $3450.00           | $155871.00         | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3097.00           | $32084.92          | Equities   |
| YATSEN HLDG LTD                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $24606.00          | $254918.16         | Equities   |
| ZEEKR INTELLIGENT TECHNOLOGY   SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $8410.00           | $220089.70         | Equities   |
| CONSTELLIUM SE                 CL A SHS         | 2500-12-31      | N/A      | 0.0000% | $385084.00         | $5144722.24        | Equities   |
| AMBARELLA INC                  SHS              | 2500-12-31      | N/A      | 0.0000% | $5081.00           | $340731.86         | Equities   |
| CUSHMAN WAKEFIELD PLC          SHS              | 2500-12-31      | N/A      | 0.0000% | $704077.00         | $7836377.01        | Equities   |
| ESTABLISHMENT LABS HLDGS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $16583.00          | $678742.19         | Equities   |
| ESSENT GROUP LTD               COM              | 2500-12-31      | N/A      | 0.0000% | $84140.00          | $5102249.60        | Equities   |
| HENNESSY CAP INVT CORP VII     ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $96721.00          | $985586.99         | Equities   |
| ICON PLC                       SHS              | 2500-12-31      | N/A      | 0.0000% | $407258.00         | $58873216.48       | Equities   |
| JAMES RIV GROUP LTD            COM              | 2500-12-31      | N/A      | 0.0000% | $68739.00          | $403497.93         | Equities   |
| LUXFER HLDGS PLC               SHS              | 2500-12-31      | N/A      | 0.0000% | $110300.00         | $1342351.00        | Equities   |
| PROTHENA CORP PLC              SHS              | 2500-12-31      | N/A      | 0.0000% | $235370.00         | $1431049.60        | Equities   |
| THERAVANCE BIOPHARMA INC       COM              | 2500-12-31      | N/A      | 0.0000% | $289420.00         | $3247292.40        | Equities   |
| ORION S.A.                     COM              | 2500-12-31      | N/A      | 0.0000% | $377915.00         | $4051248.80        | Equities   |
| CELLEBRITE DI LTD              ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $213222.00         | $3375304.26        | Equities   |
| FIVERR INTL LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $216411.00         | $6198011.04        | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1022333.00        | $44885530.37       | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $14238.00          | $109774.98         | Equities   |
| KORNIT DIGITAL LTD             SHS              | 2500-12-31      | N/A      | 0.0000% | $61422.00          | $1219840.92        | Equities   |
| PERION NETWORK LTD             SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $5462.00           | $55166.20          | Equities   |
| STRATASYS LTD                  SHS              | 2500-12-31      | N/A      | 0.0000% | $75548.00          | $846137.60         | Equities   |
| WIX COM LTD                    SHS              | 2500-12-31      | N/A      | 0.0000% | $177791.00         | $28092755.91       | Equities   |
| DORIAN LPG LTD                 SHS USD          | 2500-12-31      | N/A      | 0.0000% | $49127.00          | $1227192.46        | Equities   |
| BRAINSWAY LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $818.00            | $10813.96          | Equities   |
| BRIDGEWATER BANCSHARES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $32914.00          | $529915.40         | Equities   |
| CGI INC                        CL A SUB VTG     | 2500-12-31      | N/A      | 0.0000% | $6012.00           | $621219.96         | Equities   |
| CARETRUST REIT INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1102562.00        | $33738397.20       | Equities   |
| CARGO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $699505.00         | $2930925.95        | Equities   |
| CENTURY CMNTYS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $143238.00         | $8032787.04        | Equities   |
| CHEWY INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $1459257.00        | $62499977.31       | Equities   |
| CITY OFFICE REIT INC           COM              | 2500-12-31      | N/A      | 0.0000% | $27602.00          | $149602.84         | Equities   |
| COMMSCOPE HLDG CO INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1184755.00        | $9714991.00        | Equities   |
| COMPASS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1277721.00        | $3270965.76        | Equities   |
| CONNECTONE BANCORP INC         COM              | 2500-12-31      | N/A      | 0.0000% | $124651.00         | $2916833.40        | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $4392120.00        | $9882270.00        | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $192.00            | $10864.88          | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $13.00             | $572.00            | Equities   |
| DBX ETF TR                     XTRACK MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $12874.00          | $566456.00         | Equities   |
| DAQO NEW ENERGY CORP           SPNSRD ADS NEW   | 2500-12-31      | N/A      | 0.0000% | $849769.00         | $12857004.97       | Equities   |
| ISHARES TR                     S&P 500 VAL ETF  | 2500-12-31      | N/A      | 0.0000% | $14962.00          | $2907864.70        | Equities   |
| ISHARES TR                     CORE S&P US VLU  | 2500-12-31      | N/A      | 0.0000% | $24377.00          | $2296557.17        | Equities   |
| ISHARES TR                     U.S. TECH ETF    | 2500-12-31      | N/A      | 0.0000% | $9407.00           | $1615840.39        | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $409.00            | $22973.53          | Equities   |
| ISHARES TR                     US HLTHCARE ETF  | 2500-12-31      | N/A      | 0.0000% | $28072.00          | $1576804.24        | Equities   |
| ISHARES TR                     GLB INFRASTR ETF | 2500-12-31      | N/A      | 0.0000% | $265.00            | $15552.85          | Equities   |
| ISHARES TR                     SHORT TREAS BD   | 2500-12-31      | N/A      | 0.0000% | $3409.00           | $376404.74         | Equities   |
| ISHARES TR                     MSCI EURO FL ETF | 2500-12-31      | N/A      | 0.0000% | $14876.00          | $469932.84         | Equities   |
| ISHARES TR                     RUS TP200 GR ETF | 2500-12-31      | N/A      | 0.0000% | $50318.00          | $12314827.32       | Equities   |
| ISHARES INC                    MSCI ITALY ETF   | 2500-12-31      | N/A      | 0.0000% | $6.00              | $287.16            | Equities   |
| ISHARES TR                     EXPONENTIAL TECH | 2500-12-31      | N/A      | 0.0000% | $1859.00           | $120816.41         | Equities   |
| ISHARES TR                     MSCI SAUDI ARBIA | 2500-12-31      | N/A      | 0.0000% | $350.00            | $13391.00          | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $18311.00          | $450084.38         | Equities   |
| ISHARES TR                     FUTURE AI & TECH | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1097.28           | Equities   |
| ISHARES ETHEREUM TR            SHS              | 2500-12-31      | N/A      | 0.0000% | $2080.00           | $38001.60          | Equities   |
| ITEOS THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $410354.00         | $4083022.30        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIVERSFD EQT ETF | 2500-12-31      | N/A      | 0.0000% | $464.00            | $21102.72          | Equities   |
| JD.COM INC                     SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $275672.00         | $9116473.04        | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTOR MI   | 2500-12-31      | N/A      | 0.0000% | $44.00             | $2678.28           | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $72475.00          | $827664.50         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $40898.00          | $107152.76         | Equities   |
| KALA BIO INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $55005.00          | $254123.10         | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32613.00          | $144801.72         | Equities   |
| KIMBALL ELECTRONICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $75987.00          | $1461230.01        | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $289254.00         | $9559844.70        | Equities   |
| LADDER CAP CORP                CL A             | 2500-12-31      | N/A      | 0.0000% | $293025.00         | $3185181.75        | Equities   |
| LEVI STRAUSS & CO NEW          CL A COM STK     | 2500-12-31      | N/A      | 0.0000% | $1331853.00        | $24679236.09       | Equities   |
| LEXINFINTECH HLDGS LTD         ADR              | 2500-12-31      | N/A      | 0.0000% | $331212.00         | $2414535.48        | Equities   |
| LISTED FDS TR                  WAHED FTSE ETF   | 2049-12-31      | N/A      | 0.0000% | $869.00            | $46317.70          | Equities   |
| LIVE OAK BANCSHARES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $166732.00         | $5008629.28        | Equities   |
| LOMA NEGRA C I A S A MTN  144A SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $23.00             | $260.82            | Equities   |
| MATERIALISE NV                 SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1263.00           | $7085.43           | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13612.00          | $18103.96          | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $3902351.00        | $28096927.20       | Equities   |
| NIO INC                        SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $87354.00          | $302244.84         | Equities   |
| NMI HLDGS INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $264665.00         | $11166216.35       | Equities   |
| NV5 GLOBAL INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $21946.00          | $500149.34         | Equities   |
| SOLESENCE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $165853.00         | $723119.08         | Equities   |
| NATIONAL BK HLDGS CORP         CL A             | 2500-12-31      | N/A      | 0.0000% | $1.00              | $37.49             | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $43232.00          | $720677.44         | Equities   |
| NAVIENT CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $114806.00         | $1611876.24        | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $3672.00           | $487090.80         | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $28490.00          | $459828.60         | Equities   |
| NORTHFIELD BANCORP INC DEL     COM              | 2500-12-31      | N/A      | 0.0000% | $54708.00          | $651572.28         | Equities   |
| NOVARTIS AG                    SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $73360.00          | $8803933.60        | Equities   |
| DNOW INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $36135.00          | $572017.05         | Equities   |
| OFG BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $19855.00          | $855551.95         | Equities   |
| ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $18107.00          | $130370.40         | Equities   |
| BAOZUN INC                     SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $49161.00          | $123394.11         | Equities   |
| BILIBILI INC                   SPONS ADS REP Z  | 2500-12-31      | N/A      | 0.0000% | $174218.00         | $3731749.56        | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $170396.00         | $715663.20         | Equities   |
| BLUEPRINT MEDICINES CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $487861.00         | $62499872.71       | Equities   |
| BOLT BIOTHERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16911.00          | $94870.71          | Equities   |
| DAVE & BUSTERS ENTMT INC       COM              | 2500-12-31      | N/A      | 0.0000% | $46399.00          | $1412849.55        | Equities   |
| DELEK US HLDGS INC NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $123322.00         | $2613193.18        | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $130643.00         | $466395.51         | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $21384.00          | $600141.96         | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $20680.00          | $135247.20         | Equities   |
| ETF SER SOLUTIONS              US GLB JETS      | 2500-12-31      | N/A      | 0.0000% | $23341.00          | $534742.31         | Equities   |
| EASTMAN KODAK CO               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $430478.00         | $2475248.50        | Equities   |
| ELDORADO GOLD CORP NEW         COM              | 2500-12-31      | N/A      | 0.0000% | $1143584.00        | $22723014.08       | Equities   |
| OPERA LTD                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $110.00            | $2031.70           | Equities   |
| PRA GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $108460.00         | $1636661.40        | Equities   |
| PAMPA ENERGIA S A              SPONS ADR LVL I  | 2500-12-31      | N/A      | 0.0000% | $388.00            | $27284.16          | Equities   |
| PAR PAC HOLDINGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $107495.00         | $2859367.00        | Equities   |
| PARAMOUNT GROUP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $703185.00         | $4275364.80        | Equities   |
| PAYONEER GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $3421748.00        | $22686189.24       | Equities   |
| PENNYMAC FINL SVCS INC NEW     COM              | 2500-12-31      | N/A      | 0.0000% | $30319.00          | $3005825.66        | Equities   |
| PHIBRO ANIMAL HEALTH CORP      CL A COM         | 2500-12-31      | N/A      | 0.0000% | $97255.00          | $2495563.30        | Equities   |
| PONY AI INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $161086.00         | $2200434.76        | Equities   |
| PRUDENTIAL PLC                 ADR              | 2500-12-31      | N/A      | 0.0000% | $221494.00         | $5581648.80        | Equities   |
| PULMONX CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $203232.00         | $528403.20         | Equities   |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $65968.00          | $219673.44         | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $789.00            | $31662.57          | Equities   |
| QUALYS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $141.03            | Equities   |
| RBB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $14664.00          | $252807.36         | Equities   |
| RCI HOSPITALITY HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3796.00           | $147588.48         | Equities   |
| RAYONIER ADVANCED MATLS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $109748.00         | $418139.88         | Equities   |
| RE MAX HLDGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $96119.00          | $817972.69         | Equities   |
| ANYWHERE REAL ESTATE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $256864.00         | $960671.36         | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $881902.00         | $21536046.84       | Equities   |
| REPLIMUNE GROUP INC            COM              | 2500-12-31      | N/A      | 0.0000% | $978445.00         | $9128891.85        | Equities   |
| SHELL PLC                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $478356.00         | $33953708.88       | Equities   |
| RUMBLEON INC                   COM CL B         | 2500-12-31      | N/A      | 0.0000% | $15889.00          | $34002.46          | Equities   |
| RYANAIR HOLDINGS PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $5.00              | $284.95            | Equities   |
| UL SOLUTIONS INC               CLASS A COM SHS  | 2500-12-31      | N/A      | 0.0000% | $62221.00          | $4490489.57        | Equities   |
| UP FINTECH HLDG LTD            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $440181.00         | $4146505.02        | Equities   |
| VEON LTD                       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $87.00             | $3870.63           | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $113.00            | $7483.99           | Equities   |
| VANGUARD ADMIRAL FDS INC       500 GRTH IDX F   | 2500-12-31      | N/A      | 0.0000% | $286.00            | $113001.46         | Equities   |
| VANGUARD ADMIRAL FDS INC       500 VAL IDX FD   | 2500-12-31      | N/A      | 0.0000% | $1373.00           | $257890.59         | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $533.00            | $30290.39          | Equities   |
| VANGUARD TAX-MANAGED FDS       VAN FTSE DEV MKT | 2500-12-31      | N/A      | 0.0000% | $80954.00          | $4600615.82        | Equities   |
| AMBER INTL HLDG LTD            SPON ADS NEW     | 2500-12-31      | N/A      | 0.0000% | $123793.00         | $1397622.97        | Equities   |
| INOGEN INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $87427.00          | $618983.16         | Equities   |
| INNOVIVA INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $55593.00          | $1109636.28        | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $89320.00          | $488580.40         | Equities   |
| INVESTAR HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $30215.00          | $597954.85         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $79.00             | $5380.69           | Equities   |
| INVESCO EXCH TRADED FD TR II   CHINA TECHNLGY   | 2500-12-31      | N/A      | 0.0000% | $438.00            | $19298.28          | Equities   |
| INVESCO EXCH TRADED FD TR II   SOLAR ETF        | 2500-12-31      | N/A      | 0.0000% | $25.00             | $853.50            | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $8.00              | $392.40            | Equities   |
| SPDR SERIES TRUST              PRTFLO S&P500 VL | 2500-12-31      | N/A      | 0.0000% | $10006.00          | $521412.66         | Equities   |
| SPDR SERIES TRUST              HLTH CARE SVCS   | 2500-12-31      | N/A      | 0.0000% | $300.00            | $29691.00          | Equities   |
| SPDR SERIES TRUST              DJ REIT ETF      | 2500-12-31      | N/A      | 0.0000% | $1856.00           | $177916.16         | Equities   |
| SPDR SERIES TRUST              S&P DIVID ETF    | 2500-12-31      | N/A      | 0.0000% | $2453.00           | $331792.78         | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $23.00             | $1025.11           | Equities   |
| SAGE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1488243.00        | $13617423.45       | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $1653.00           | $47970.06          | Equities   |
| SCHWAB STRATEGIC TR            US LCAP GR ETF   | 2500-12-31      | N/A      | 0.0000% | $734027.00         | $21301463.54       | Equities   |
| SCHWAB STRATEGIC TR            US LCAP VA ETF   | 2500-12-31      | N/A      | 0.0000% | $63167.00          | $1739619.18        | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $1690.00           | $47235.50          | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $14591.00          | $407818.45         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $40.00             | $1318.00           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $202.00            | $8077.98           | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL US L | 2500-12-31      | N/A      | 0.0000% | $24300.00          | $594135.00         | Equities   |
| SCHWAB STRATEGIC TR            INTL EQTY ETF    | 2500-12-31      | N/A      | 0.0000% | $132146.00         | $2913819.30        | Equities   |
| SCHWAB STRATEGIC TR            INTL SCEQT ETF   | 2500-12-31      | N/A      | 0.0000% | $6970.00           | $294552.20         | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $289279.00         | $613271.48         | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $46003.00          | $138009.00         | Equities   |
| SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD   | 2500-12-31      | N/A      | 0.0000% | $340.00            | $15068.80          | Equities   |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $31986.00          | $514974.60         | Equities   |
| SMARTFINANCIAL INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $29883.00          | $1005861.78        | Equities   |
| SNAP INC                       CL A             | 2500-12-31      | N/A      | 0.0000% | $2477559.00        | $21604314.48       | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1045.60           | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $36407.00          | $475839.49         | Equities   |
| SOLAREDGE TECHNOLOGIES INC     COM              | 2500-12-31      | N/A      | 0.0000% | $458922.00         | $9086655.60        | Equities   |
| SPARTANNASH CO                 COM              | 2500-12-31      | N/A      | 0.0000% | $216277.00         | $5733503.27        | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $55217.00          | $3704508.53        | Equities   |
| TFI INTL INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $149682.00         | $13514787.78       | Equities   |
| T ROWE PRICE ETF INC           PRICE BLUE CHIP  | 2500-12-31      | N/A      | 0.0000% | $5.00              | $225.20            | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $47649.00          | $10891131.93       | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $225790.00         | $51608820.30       | Equities   |
| TAL EDUCATION GROUP            SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $202540.00         | $2165152.60        | Equities   |
| TAYLOR MORRISON HOME CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $92167.00          | $5647993.76        | Equities   |
| TEMPEST THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $35868.00          | $247489.20         | Equities   |
| THOMSON REUTERS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $121615.00         | $24071256.95       | Equities   |
| TIPTREE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $44432.00          | $1098359.04        | Equities   |
| TORRID HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $412092.00         | $1277485.20        | Equities   |
| TOWNSQUARE MEDIA INC           CL A             | 2500-12-31      | N/A      | 0.0000% | $93811.00          | $726097.14         | Equities   |
| TRIVAGO N V                    SPON ADS A SHS N | 2500-12-31      | N/A      | 0.0000% | $4702.00           | $16974.22          | Equities   |
| TUYA INC                       SPONSERED ADS    | 2500-12-31      | N/A      | 0.0000% | $479132.00         | $1116377.56        | Equities   |
| VNET GROUP INC                 SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $861485.00         | $6013165.30        | Equities   |
| ENANTA PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $29456.00          | $220920.00         | Equities   |
| EVERTEC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $12207.00          | $438231.30         | Equities   |
| EVOLUS INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $873468.00         | $7983497.52        | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $1966.00           | $117330.88         | Equities   |
| FARMLAND PARTNERS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $196429.00         | $2255004.92        | Equities   |
| FIDELITY COMWLTH TR            NASDAQ COMPSIT   | 2500-12-31      | N/A      | 0.0000% | $75794.00          | $6042297.68        | Equities   |
| FIDELITY COVINGTON TRUST       MSCI INFO TECH I | 2500-12-31      | N/A      | 0.0000% | $20.00             | $3906.20           | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $24085.00          | $182323.45         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    DJ INTERNT IDX   | 2500-12-31      | N/A      | 0.0000% | $29445.00          | $7869176.25        | Equities   |
| FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $120.00            | $18671.72          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $350.00            | $21847.00          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $21570.00          | $1346399.40        | Equities   |
| FIRST TR EXCHANGE TRADED FD VI DORSEY WRT 5 ETF | 2500-12-31      | N/A      | 0.0000% | $93.00             | $5484.21           | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RBA INDL ETF     | 2500-12-31      | N/A      | 0.0000% | $15394.00          | $1254611.00        | Equities   |
| FIRSTSERVICE CORP NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $8172.00           | $1413102.24        | Equities   |
| FIVE POINT HOLDINGS LLC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $123428.00         | $686259.68         | Equities   |
| FLEXSHARES TR                  QUALT DIVD IDX   | 2500-12-31      | N/A      | 0.0000% | $240.00            | $17481.60          | Equities   |
| FOX FACTORY HLDG CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $44762.00          | $1156202.46        | Equities   |
| FREEDOM HLDG CORP NEV          COM              | 2500-12-31      | N/A      | 0.0000% | $188.00            | $27083.28          | Equities   |
| FULL TRUCK ALLIANCE CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $517154.00         | $6107588.74        | Equities   |
| FUTU HLDGS LTD                 SPON ADS CL A    | 2500-12-31      | N/A      | 0.0000% | $24923.00          | $3021415.29        | Equities   |
| GEO GROUP INC NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $245205.00         | $5830974.90        | Equities   |
| GDS HLDGS LTD                  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $38364.00          | $1157441.88        | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $702013.00         | $34904086.36       | Equities   |
| GAOTU TECHEDU INC              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $543158.00         | $1993389.86        | Equities   |
| GARRETT MOTION INC             COM              | 2500-12-31      | N/A      | 0.0000% | $91536.00          | $961128.00         | Equities   |
| GENTHERM INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1.00              | $28.62             | Equities   |
| GLOBAL MED REIT INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $45016.00          | $302957.68         | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $209.00            | $4834.17           | Equities   |
| GLOBAL X FDS                   S&P 500 COVERED  | 2500-12-31      | N/A      | 0.0000% | $965.00            | $37519.20          | Equities   |
| GOGO INC                       COM              | 2500-12-31      | N/A      | 0.0000% | $360277.00         | $5328496.83        | Equities   |
| GRAHAM HLDGS CO                COM CL B         | 2500-12-31      | N/A      | 0.0000% | $1940.00           | $1860207.80        | Equities   |
| GRAVITY CO LTD                 SPONSORED ADS NE | 2500-12-31      | N/A      | 0.0000% | $325.00            | $20273.50          | Equities   |
| HCI GROUP INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $86374.00          | $13050247.66       | Equities   |
| HELLO GROUP INC                ADS              | 2500-12-31      | N/A      | 0.0000% | $321902.00         | $2749043.08        | Equities   |
| HESAI GROUP                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1014078.00        | $22309716.00       | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $252.00            | $907.20            | Equities   |
| HYSTER-YALE INC                CL A             | 2500-12-31      | N/A      | 0.0000% | $49.00             | $1966.86           | Equities   |

### Security 646: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP184351, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP184351
- **C.18 - Value (incl. sponsor support):** $400016980.00
- **C.18.a - Value (excl. sponsor support):** $400016980.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AB ACTIVE ETFS INC             TAX AWARE SHRT   | 2500-12-31      | N/A      | 0.0000% | $175345.00         | $4401159.50        | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $254576.00         | $62371.12          | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $3505.00           | $121798.40         | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5862.00           | $77671.50          | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $15712.00          | $971498.10         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $540234.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12016.00          | $702528.66         | Equities   |
| AMERICAN CENTY ETF TR          QUALITY DIVRSFED | 2500-12-31      | N/A      | 0.0000% | $53110.00          | $3084628.80        | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $255616.00         | $20157877.76       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $10732.00          | $229664.80         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $117046.00         | $20157662.12       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334900.00         | $2424676.00        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $130.00            | $3930.55           | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $7207.00           | $359268.95         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $5198.00           | $144968.06         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $13605.00          | $519881.06         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 1 5 YE | 2500-12-31      | N/A      | 0.0000% | $16106.00          | $826659.78         | Equities   |
| BONDBLOXX ETF TRUST            BLOOMBERG THREE  | 2500-12-31      | N/A      | 0.0000% | $25687.00          | $1276900.77        | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $737030.00         | $20157770.50       | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $315884.00         | $12777507.80       | Equities   |
| CAPITAL GROUP CORE EQUITY ETF  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $43128.00          | $1588835.52        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $718176.00         | $9429650.88        | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $45023.00          | $1230028.36        | Equities   |
| DIMENSIONAL ETF TRUST          EMGR CRE EQT MNG | 2500-12-31      | N/A      | 0.0000% | $699199.00         | $20157907.17       | Equities   |
| DIMENSIONAL ETF TRUST          CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $41227.00          | $2029399.07        | Equities   |
| DOUBLELINE ETF TRUST           FORTUNE 500 EQUA | 2500-12-31      | N/A      | 0.0000% | $488.00            | $14457.49          | Equities   |
| ETFIS SER TR I                 VIRTUS LIFESC BT | 2500-12-31      | N/A      | 0.0000% | $656.00            | $38348.32          | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $51.00             | $1183.20           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| TCW ETF TRUST                  AAA CLO ETF      | 2500-12-31      | N/A      | 0.0000% | $435.00            | $21903.90          | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $82014.83          | Equities   |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $358.00            | $102176.78         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $213071.80         | Equities   |
| FIDELITY COVINGTON TRUST       MSCI ENERGY IDX  | 2500-12-31      | N/A      | 0.0000% | $45864.00          | $1081014.48        | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $27578.00          | $915313.82         | Equities   |
| FIDELITY MERRIMACK STR TR      SUSTAINABLE LOW  | 2500-12-31      | N/A      | 0.0000% | $203.00            | $10190.60          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1110.00           | $29403.90          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $25566.00          | $485754.00         | Equities   |
| GLOBAL X FDS                   INFORMATION TEC  | 2500-12-31      | N/A      | 0.0000% | $267.00            | $8840.21           | Equities   |
| HOST HOTELS & RESORTS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $137633.00         | $2169096.08        | Equities   |
| HOWMET AEROSPACE INC           COM              | 2500-12-31      | N/A      | 0.0000% | $97285.00          | $17987996.50       | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $41928.00          | $1024301.04        | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $3987.00           | $2185234.83        | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $25255.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  NASDAQ INTERNT   | 2500-12-31      | N/A      | 0.0000% | $31596.00          | $1643939.88        | Equities   |
| KARYOPHARM THERAPEUTICS INC    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $38462.00          | $168848.18         | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12595.00          | $413745.75         | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $2513.00           | $31148.63          | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $4442.00           | $99330.67          | Equities   |
| LISTED FDS TR                  HORZN KNTCS SPAC | 2500-12-31      | N/A      | 0.0000% | $50.00             | $5227.09           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $77581.00          | $231967.19         | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC EQU   | 2500-12-31      | N/A      | 0.0000% | $439.00            | $11321.81          | Equities   |
| MOTOROLA SOLUTIONS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25.00             | $10466.50          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $32781.00          | $20157364.71       | Equities   |
| STEEL DYNAMICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $639648.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $88188.00          | $20157131.16       | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $9032.00           | $458193.36         | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $3095.00           | $861709.90         | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $5960.00           | $1420327.60        | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $20575.00          | $1417823.25        | Equities   |
| VANGUARD WORLD FD              EXTENDED DUR     | 2500-12-31      | N/A      | 0.0000% | $15367.00          | $1017756.41        | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $83657.00          | $6135404.38        | Equities   |
| VANGUARD INSTL INDEX FD        0-3 MO TREAS BIL | 2500-12-31      | N/A      | 0.0000% | $51158.00          | $3864986.90        | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $58496.00          | $4644582.40        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $35555.00          | $20157907.25       | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $74638.00          | $782206.24         | Equities   |
| GH RESEARCH PLC                ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $209558.00         | $2606901.52        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $206363.00         | Equities   |
| HELIX ACQUISITION CORP II      CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53706.00          | $574654.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $207132.00         | $2295022.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $139492.00         | $1436767.60        | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $77556.00          | $805806.84         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $45108.00          | $187198.20         | Equities   |
| ZURA BIO LTD                   CLASS A ORD SHS  | 2500-12-31      | N/A      | 0.0000% | $425950.00         | $447247.50         | Equities   |
| ON HLDG AG                     NAMEN AKT A      | 2500-12-31      | N/A      | 0.0000% | $5762.00           | $302447.38         | Equities   |
| INVESCO EXCH TRADED FD TR II   CALIF AMT MUN    | 2500-12-31      | N/A      | 0.0000% | $86193.00          | $2005711.11        | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P500 HDL VOL   | 2500-12-31      | N/A      | 0.0000% | $46544.00          | $2199204.00        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $75798.00          | $2928076.74        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $66639.00          | $1375095.76        | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $208609.00         | $12860744.85       | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $284956.00         | $20157787.44       | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $183654.00         | $20157863.04       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $419168.00         | $20157789.12       | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $14105.00          | $1167894.00        | Equities   |
| ISHARES TR                     U.S. REAL ES ETF | 2500-12-31      | N/A      | 0.0000% | $214149.00         | $20157845.37       | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $22367.00          | $2377612.10        | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $27120.00          | $2497752.00        | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $111054.00         | $5777984.14        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $250907.00         | $20157868.38       | Equities   |
| ISHARES U S ETF TR             IT RT HDG HGYL   | 2500-12-31      | N/A      | 0.0000% | $60.00             | $5177.40           | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $820090.00         | $20157812.20       | Equities   |
| ISHARES TR                     ESG AWR MSCI USA | 2500-12-31      | N/A      | 0.0000% | $131201.00         | $17624230.33       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $331976.00         | $20157582.72       | Equities   |

### Security 647: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XR1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XR1
- **C.18 - Value (incl. sponsor support):** $304794902.75
- **C.18.a - Value (excl. sponsor support):** $304794902.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AIR CANADA 2020-2              B      20270401 9.0 | 2027-04-01      | 9.0000%  | 0.0000% | $20000.00          | $4936.56           | Asset-Backed Securities                           |
| CWHEQ HEQ LN TR 2006-S5        A-6    20350625 FLT | 2035-06-25      | 5.7500%  | 0.0000% | $8000000.00        | $1.01              | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-3      M7     20361125 FLT | 2036-11-25      | 0.0000%  | 0.0000% | $3015000.00        | $2390.42           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M4     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $5000000.00        | $3557.97           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-2      M5     20360725 FLT | 2036-07-25      | 0.0000%  | 0.0000% | $4000000.00        | $2871.38           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2005-1      M8     20350325 FLT | 2035-03-25      | 6.4587%  | 0.0000% | $3000000.00        | $2722.28           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M5     20360525 FLT | 2036-05-25      | 5.2287%  | 0.0000% | $4000000.00        | $2946.38           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-1      M7     20360525 FLT | 2036-05-25      | 6.0837%  | 0.0000% | $5000000.00        | $4276.72           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M4     20370125 FLT | 2037-01-25      | 5.4837%  | 0.0000% | $4078000.00        | $3148.26           | Asset-Backed Securities                           |
| FIELDSTONE MTG INV 2006-S1     M5     20370125 FLT | 2037-01-25      | 5.6337%  | 0.0000% | $3981000.00        | $3156.31           | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2022-4     A-3    20270615 6.3 | 2027-06-15      | 6.3200%  | 0.0000% | $15000.00          | $3057.48           | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2007-HE2       A-4    20371225 FLT | 2037-12-25      | 7.4240%  | 0.0000% | $70000.00          | $1428.28           | Asset-Backed Securities                           |
| GMACM HEQ LN TR 2007-HE2       A-5    20371225 FLT | 2037-12-25      | 7.0510%  | 0.0000% | $50000.00          | $1020.17           | Asset-Backed Securities                           |
| GSAMP TRUST 2006-S1            A-2A   20351125 FLT | 2035-11-25      | 4.6137%  | 0.0000% | $300000.00         | $926.62            | Asset-Backed Securities                           |
| JOHN DEERE OWNER TR 2023       A-3    20271115 5.0 | 2027-11-15      | 5.0100%  | 0.0000% | $5000.00           | $3554.11           | Asset-Backed Securities                           |
| NATIONAL COLL ST LN TR 2006-2  C      20310925 FLT | 2031-09-25      | 4.9337%  | 0.0000% | $7000000.00        | $4806.35           | Asset-Backed Securities                           |
| NOMURA ASSET ALT LN 2006-S3    A-1    20360825 FLT | 2036-08-25      | 4.7537%  | 0.0000% | $338000.00         | $1881.28           | Asset-Backed Securities                           |
| SASCO ARC 2004-1               A      20340627 5.2 | 2034-06-27      | 5.2500%  | 0.0000% | $5920000.00        | $194.50            | Asset-Backed Securities                           |
| UNITED AIRLINES PT CERT 2014-1 A      20271011 4.0 | 2027-10-11      | 4.0000%  | 0.0000% | $6721000.00        | $3059629.64        | Asset-Backed Securities                           |
| AMERICAN TOWER CORP            SR GLBL NT 27       | 2027-03-15      | 3.6500%  | 0.0000% | $3000.00           | $2992.43           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 4%46     | 2046-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1574.26           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT 27       | 2027-09-01      | 2.9500%  | 0.0000% | $44000.00          | $43257.34          | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT4.2%48    | 2048-09-01      | 4.2000%  | 0.0000% | $6000.00           | $4839.08           | Corporate Debt Securities                         |
| AMERICAN WTR CAP CORP          SR GLBL NT2.8%30    | 2030-05-01      | 2.8000%  | 0.0000% | $10000.00          | $9310.49           | Corporate Debt Securities                         |
| CENCORA INC                    SR NT 4.3%47        | 2047-12-15      | 4.3000%  | 0.0000% | $247000.00         | $198316.71         | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT4.2%52    | 2052-02-22      | 4.2000%  | 0.0000% | $5000.00           | $3934.07           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 29       | 2029-09-15      | 2.8750%  | 0.0000% | $5000.00           | $4741.33           | Corporate Debt Securities                         |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31      | 2031-12-02      | 2.6000%  | 0.0000% | $3000.00           | $2657.62           | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 61       | 2061-08-05      | 2.8500%  | 0.0000% | $8000.00           | $4826.15           | Corporate Debt Securities                         |
| ARCHER DANIELS MIDLAND CO      SR GLBL DEB 42      | 2042-03-26      | 4.5350%  | 0.0000% | $2000.00           | $1793.18           | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT 45       | 2045-11-15      | 4.3500%  | 0.0000% | $4000.00           | $3267.07           | Corporate Debt Securities                         |
| ASB BK LTD                     FR 5.284%061732     | 2032-06-17      | 5.2840%  | 0.0000% | $4000.00           | $4028.55           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              FLT 144A NT 26      | 2026-05-08      | 5.2156%  | 0.0000% | $2000.00           | $2006.10           | Corporate Debt Securities                         |
| ATHENE HOLDING LTD             JR SB GLBL DB 55    | 2055-06-28      | 6.8750%  | 0.0000% | $6391000.00        | $6331710.16        | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT4.3%48    | 2048-10-01      | 4.3000%  | 0.0000% | $2000.00           | $1657.00           | Corporate Debt Securities                         |
| ATMOS ENERGY CORP              SR GLBL NT6.2%53    | 2053-11-15      | 6.2000%  | 0.0000% | $3000.00           | $3234.42           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FXD/FLTG 29         | 2029-01-24      | 3.7720%  | 0.0000% | $25000.00          | $24999.13          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.375%012247     | 2047-01-22      | 4.3750%  | 0.0000% | $74000.00          | $63875.42          | Corporate Debt Securities                         |
| MOSAIC CO                      SR NT 5.625%43      | 2043-11-15      | 5.6250%  | 0.0000% | $3000.00           | $2871.75           | Corporate Debt Securities                         |
| MOSAIC CO                      SR GLBL NT 27       | 2027-11-15      | 4.0500%  | 0.0000% | $9000.00           | $8965.28           | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 26       | 2026-06-15      | 3.9500%  | 0.0000% | $5000.00           | $4961.73           | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN SR GLBL34    | 2034-02-15      | 5.5500%  | 0.0000% | $2000.00           | $2116.47           | Corporate Debt Securities                         |
| NASDAQ INC                     CR SEN GLBL NT63    | 2063-06-28      | 6.1000%  | 0.0000% | $24000.00          | $24250.53          | Corporate Debt Securities                         |
| NATIONAL GRID PLC              SR GLBL NT 28       | 2028-06-12      | 5.6020%  | 0.0000% | $4000.00           | $4142.08           | Corporate Debt Securities                         |
| NEW ENGLAND POWER CO           SR GLBL 144A 50     | 2050-10-06      | 2.8070%  | 0.0000% | $6000.00           | $3639.54           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       SR SEC REGS NT28    | 2028-01-10      | 3.0000%  | 0.0000% | $3000.00           | $2957.48           | Corporate Debt Securities                         |
| NEW YORK LIFE GLOBAL FDG       FR 4.55%012833      | 2033-01-28      | 4.5500%  | 0.0000% | $2000.00           | $1987.46           | Corporate Debt Securities                         |
| NEW YORK UNIVERSITY            -2009 SINK BD 32    | 2032-07-01      | 5.2360%  | 0.0000% | $3000.00           | $3119.80           | Corporate Debt Securities                         |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55    | 2055-08-15      | 6.3750%  | 0.0000% | $3000.00           | $3128.37           | Corporate Debt Securities                         |
| NORTHERN TR CORP               SR GLBL NT 28       | 2028-08-03      | 3.6500%  | 0.0000% | $2000.00           | $2000.53           | Corporate Debt Securities                         |
| NOVARTIS CAPITAL CORP          SR GLBL NT 4%31     | 2031-09-18      | 4.0000%  | 0.0000% | $4000.00           | $3975.77           | Corporate Debt Securities                         |
| NUTRIEN LTD                    SR GLBL NT 50       | 2050-05-13      | 3.9500%  | 0.0000% | $6000.00           | $4417.72           | Corporate Debt Securities                         |
| OGLETHORPE POWER CORP          1M GLBL 2024A 54    | 2054-06-01      | 5.8000%  | 0.0000% | $5000.00           | $4837.11           | Corporate Debt Securities                         |
| OHIO PWR CO                    SR GLBL -R NT 51    | 2051-10-01      | 2.9000%  | 0.0000% | $3000.00           | $1832.58           | Corporate Debt Securities                         |
| OMEGA HEALTHCARE INVS INC      SR GLBL NT 29       | 2029-10-01      | 3.6250%  | 0.0000% | $5000.00           | $4798.36           | Corporate Debt Securities                         |
| ORACLE CORP                    SR GLBL NT3.6%40    | 2040-04-01      | 3.6000%  | 0.0000% | $2000.00           | $1602.54           | Corporate Debt Securities                         |
| P & L DEVELOPMENT LLC/  PLD FI SR SEC PIK 29       | 2029-05-15      | 12.0000% | 0.0000% | $186.00            | $190.65            | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25%    | 2079-12-31      | 6.2500%  | 0.0000% | $474000.00         | $486060.54         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -N NT 51    | 2051-08-15      | 2.7500%  | 0.0000% | $7000.00           | $4302.22           | Corporate Debt Securities                         |
| AT&T INC                       SR NT 5.55%41       | 2041-08-15      | 5.5500%  | 0.0000% | $2000.00           | $1995.16           | Corporate Debt Securities                         |
| ABBVIE INC                     4.875%48            | 2048-11-14      | 4.8750%  | 0.0000% | $95000.00          | $85908.42          | Corporate Debt Securities                         |
| ABBVIE INC                     SR GLBL NT 30       | 2030-03-15      | 4.8750%  | 0.0000% | $2000.00           | $2077.04           | Corporate Debt Securities                         |
| ALEXANDRIA REAL ESTATE EQ INC  SR GLBL NT3.8%26    | 2026-04-15      | 3.8000%  | 0.0000% | $2000.00           | $2001.35           | Corporate Debt Securities                         |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $3000.00           | $2799.27           | Corporate Debt Securities                         |
| ALLIANT HLDGS INTER LLC / ALL  SR SEC GLBL 27      | 2027-10-15      | 4.2500%  | 0.0000% | $3000.00           | $2970.55           | Corporate Debt Securities                         |
| ALLINA HEALTH SYS              -2021 SINK BD 51    | 2051-11-15      | 2.9020%  | 0.0000% | $60000.00          | $36366.45          | Corporate Debt Securities                         |
| ALLTEL CORP                    SR DEB 6.8%29       | 2029-05-01      | 6.8000%  | 0.0000% | $1000.00           | $1061.83           | Corporate Debt Securities                         |
| ALLY FINL INC                  SR GLBL NT 31       | 2031-01-17      | 5.5430%  | 0.0000% | $2000.00           | $2072.21           | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT5.3%65    | 2065-05-15      | 5.3000%  | 0.0000% | $79000.00          | $77049.97          | Corporate Debt Securities                         |
| ALTRIA GROUP INC               4.8%29              | 2029-02-14      | 4.8000%  | 0.0000% | $2000.00           | $2055.03           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SUB GLBL NT 33      | 2033-05-26      | 4.9890%  | 0.0000% | $3000.00           | $3009.91           | Corporate Debt Securities                         |
| AMERICAN EXPRESS CO            SR GLBL NT4.9%26    | 2026-02-13      | 4.9000%  | 0.0000% | $2000.00           | $2043.23           | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.8%100325       | 2025-10-03      | 5.8000%  | 0.0000% | $17000.00          | $17287.92          | Corporate Debt Securities                         |
| ARBOR RY CM RL ET NT 2025-BTR1 A-S    20410123 FLT | 2041-01-23      | 6.9370%  | 0.0000% | $5000000.00        | $4992415.14        | Private Label Collateralized Mortgage Obligations |
| AUTONATION INC                 CR SEN SR GLBL30    | 2030-06-01      | 4.7500%  | 0.0000% | $12000.00          | $11949.08          | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-04-21      | 3.1250%  | 0.0000% | $3000.00           | $2983.20           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 4%30     | 2030-04-15      | 4.0000%  | 0.0000% | $2000.00           | $1971.93           | Corporate Debt Securities                         |
| AUTOZONE INC                   SR GLBL NT 26       | 2026-07-15      | 5.0500%  | 0.0000% | $3000.00           | $3086.81           | Corporate Debt Securities                         |
| AVIATION CAP GROUP LLC         SR GLBL 144A 25     | 2025-08-01      | 4.1250%  | 0.0000% | $2000.00           | $2031.63           | Corporate Debt Securities                         |
| BAT CAPITAL CORP               FR 2.726%032531     | 2031-03-25      | 2.7260%  | 0.0000% | $3000.00           | $2717.38           | Corporate Debt Securities                         |
| BHP BILLITON FIN USA LTD       SR NT 5.1%28        | 2028-09-08      | 5.1000%  | 0.0000% | $2000.00           | $2080.49           | Corporate Debt Securities                         |
| BP CAP MKTS P L C              SR GLBL NT 27       | 2027-09-19      | 3.2790%  | 0.0000% | $1000.00           | $989.47            | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2079-12-31      | 4.8750%  | 0.0000% | $2000.00           | $1983.67           | Corporate Debt Securities                         |
| BP CAP MKTS P L C              PERP SUB GLBL NT    | 2500-12-31      | 6.1250%  | 0.0000% | $1000.00           | $995.66            | Corporate Debt Securities                         |
| BNP PARIBAS                    FR 4.375%092825     | 2025-09-28      | 4.3750%  | 0.0000% | $625000.00         | $630700.35         | Corporate Debt Securities                         |
| BANK AMERICA CORP              SR GLBL NT 28       | 2028-12-20      | 3.4190%  | 0.0000% | $787000.00         | $769008.96         | Corporate Debt Securities                         |
| BAXTER INTL INC                SR GLBL NT2.6%26    | 2026-08-15      | 2.6000%  | 0.0000% | $2000.00           | $1980.58           | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 30       | 2030-10-15      | 1.4500%  | 0.0000% | $5000.00           | $4377.10           | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32       | 2032-07-15      | 7.2500%  | 0.0000% | $1000.00           | $1091.78           | Corporate Debt Securities                         |
| BOEING CO                      SR GLBL NT2.8%27    | 2027-03-01      | 2.8000%  | 0.0000% | $5000.00           | $4895.78           | Corporate Debt Securities                         |
| BOYNE USA INC                  SR GLBL 144A 29     | 2029-05-15      | 4.7500%  | 0.0000% | $1057000.00        | $1030508.94        | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 53       | 2053-11-15      | 6.2500%  | 0.0000% | $1110000.00        | $1186925.77        | Corporate Debt Securities                         |
| BROOKFIELD FIN INC             SUB GLBL COCO 55    | 2055-01-15      | 6.3000%  | 0.0000% | $1000.00           | $990.76            | Corporate Debt Securities                         |
| BROOKFIELD FIN LLC             SR GLBL NT 50       | 2050-04-15      | 3.4500%  | 0.0000% | $76000.00          | $51373.53          | Corporate Debt Securities                         |
| BROWN FORMAN CORP              SR GLBL NT4.5%45    | 2045-07-15      | 4.5000%  | 0.0000% | $197000.00         | $172740.43         | Corporate Debt Securities                         |
| BUNGE LTD FIN CORP             GLBL NT 4.1%28      | 2028-01-07      | 4.1000%  | 0.0000% | $2000.00           | $2025.85           | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT2.9%27    | 2027-01-15      | 2.9000%  | 0.0000% | $4000.00           | $3943.77           | Corporate Debt Securities                         |
| CDW LLC / CDW FIN CORP         SR GLBL NT 34       | 2034-08-22      | 5.5500%  | 0.0000% | $2000.00           | $2036.73           | Corporate Debt Securities                         |
| CME GROUP INC                  SR GLBL NT 48       | 2048-06-15      | 4.1500%  | 0.0000% | $502000.00         | $419174.60         | Corporate Debt Securities                         |
| CSX CORP                       SR GLBL NT2.4%30    | 2030-02-15      | 2.4000%  | 0.0000% | $2000.00           | $1859.40           | Corporate Debt Securities                         |
| CALIFORNIA INSTITUTE OF TECH   -2011 BD 4.7%11     | 2111-11-01      | 4.7000%  | 0.0000% | $1000.00           | $815.17            | Corporate Debt Securities                         |
| CANADIAN PAC RY CO NEW         SR GLBL NT4.7%48    | 2048-05-01      | 4.7000%  | 0.0000% | $5000.00           | $4404.71           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT 30       | 2030-03-01      | 3.2730%  | 0.0000% | $5000.00           | $4821.95           | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36      | 2036-01-30      | 6.1830%  | 0.0000% | $920000.00         | $956158.30         | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.7%35    | 2035-04-01      | 5.7000%  | 0.0000% | $1000.00           | $1045.36           | Corporate Debt Securities                         |
| CATERPILLAR FINL SVCS MTNS BE  FR 2.4%080926       | 2026-08-09      | 2.4000%  | 0.0000% | $2000.00           | $1979.84           | Corporate Debt Securities                         |
| CHOICE HOTELS INTL INC         SR GLBL NT3.7%29    | 2029-12-01      | 3.7000%  | 0.0000% | $3000.00           | $2836.83           | Corporate Debt Securities                         |
| CHUBB INA HLDGS INC            SR NT 6.5%38        | 2038-05-15      | 6.5000%  | 0.0000% | $3000.00           | $3381.70           | Corporate Debt Securities                         |
| CHURCH & DWIGHT CO INC         SR GLBL NT5.6%32    | 2032-11-15      | 5.6000%  | 0.0000% | $4000.00           | $4219.08           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 28       | 2028-01-15      | 6.6250%  | 0.0000% | $2000.00           | $2171.67           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 37       | 2037-05-29      | 5.8750%  | 0.0000% | $2000.00           | $2041.14           | Corporate Debt Securities                         |
| CITIGROUP INC                  SUB NT 5.5%25       | 2025-09-13      | 5.5000%  | 0.0000% | $1000.00           | $1017.51           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 48       | 2048-04-24      | 4.2810%  | 0.0000% | $6000.00           | $4947.35           | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 42       | 2042-11-03      | 2.9040%  | 0.0000% | $402000.00         | $284554.90         | Corporate Debt Securities                         |
| CLECO CORPORATE HLDGS LLC      SR SEC GLBL NT26    | 2026-05-01      | 3.7430%  | 0.0000% | $3000.00           | $2996.47           | Corporate Debt Securities                         |
| COMMERCIAL METALS CO           SR GLBL NT 31       | 2031-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1858.36           | Corporate Debt Securities                         |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2079-12-31      | 3.9000%  | 0.0000% | $5000.00           | $4961.23           | Corporate Debt Securities                         |
| WELLS FARGO & CO               VR 042325-042329    | 2029-04-23      | 5.7248%  | 0.0000% | $1000.00           | $1023.24           | Corporate Debt Securities                         |
| WESTLAKE CORPORATION           SR GLBL NT 41       | 2041-08-15      | 2.8750%  | 0.0000% | $5000.00           | $3397.91           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49    | 2049-09-01      | 3.3000%  | 0.0000% | $3000.00           | $2053.97           | Corporate Debt Securities                         |
| WISCONSIN PUB SVC CORP         GLBL NT 2.85%51     | 2051-12-01      | 2.8500%  | 0.0000% | $88000.00          | $53334.67          | Corporate Debt Securities                         |
| NEUQUEN PROV ARGENTINA         SR GLBL STEP 30     | 2030-04-27      | 6.8750%  | 0.0000% | $509.00            | $378.63            | Corporate Debt Securities                         |
| PROVINCIA DE RIO NEGRO         GLBL AMZ REGS 28    | 2028-03-10      | 6.8750%  | 0.0000% | $1097.00           | $676.53            | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR GLBL REGS 30     | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1815.93           | Corporate Debt Securities                         |
| GO DADDY OPER CO LLC / GD FIN  SR GLBL REGS 27     | 2027-12-01      | 5.2500%  | 0.0000% | $2000.00           | $2004.78           | Corporate Debt Securities                         |
| GOLDMAN SACHS PRIVATE CR CORP  SR GLBL REGS 30     | 2030-05-06      | 6.2500%  | 0.0000% | $3000.00           | $3066.95           | Corporate Debt Securities                         |
| INFOR INC.                     SR GLBL REGS 25     | 2025-07-15      | 1.7500%  | 0.0000% | $2000.00           | $2013.06           | Corporate Debt Securities                         |
| MARS INC                       SR REGS NT 33       | 2033-04-20      | 4.7500%  | 0.0000% | $3000.00           | $2998.19           | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL REGS 28     | 2028-01-15      | 6.2500%  | 0.0000% | $4000.00           | $4134.30           | Corporate Debt Securities                         |
| NEWS CORP NEW                  SR GLBL REGS 29     | 2029-05-15      | 3.8750%  | 0.0000% | $4000.00           | $3849.89           | Corporate Debt Securities                         |
| ASHFORD HOSP TR 2018-ASHF      A      20350416 FLT | 2035-04-16      | 5.3840%  | 0.0000% | $2700000.00        | $666605.82         | Private Label Collateralized Mortgage Obligations |
| BX TR 2024-BIO                 A      20410215 FLT | 2041-02-15      | 5.9538%  | 0.0000% | $250000.00         | $250620.18         | Private Label Collateralized Mortgage Obligations |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.9508%  | 0.0000% | $2579000.00        | $2544910.31        | Private Label Collateralized Mortgage Obligations |
| COMMONWEALTH EDISON CO         1M GLBL 128 BD30    | 2030-03-01      | 2.2000%  | 0.0000% | $30000.00          | $27459.37          | Corporate Debt Securities                         |
| CONNECTICUT LT & PWR CO        1ST MTG BD 6.35%    | 2036-06-01      | 6.3500%  | 0.0000% | $1000.00           | $1097.08           | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2023 A33    | 2033-03-01      | 5.2000%  | 0.0000% | $4000.00           | $4168.96           | Corporate Debt Securities                         |
| CORNING INC                    SR GLBL NT3.9%49    | 2049-11-15      | 3.9000%  | 0.0000% | $3000.00           | $2262.64           | Corporate Debt Securities                         |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28     | 2028-12-15      | 9.2500%  | 0.0000% | $4000.00           | $4247.22           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.8%090827       | 2027-09-08      | 2.8000%  | 0.0000% | $4000.00           | $3922.88           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 2.45%010930      | 2030-01-09      | 2.4500%  | 0.0000% | $2000.00           | $1873.63           | Corporate Debt Securities                         |
| JOHN DEERE CAPITAL CORPORATION FR 4.25%060528      | 2028-06-05      | 4.2500%  | 0.0000% | $2000.00           | $2016.44           | Corporate Debt Securities                         |
| DENTSPLY SIRONA INC            SR GLBL NT 30       | 2030-06-01      | 3.2500%  | 0.0000% | $3000.00           | $2743.22           | Corporate Debt Securities                         |
| DEVON ENERGY CORP NEW          SR NT 5%45          | 2045-06-15      | 5.0000%  | 0.0000% | $3000.00           | $2478.34           | Corporate Debt Securities                         |
| DIAGEO INVT CORP               SR NT 4.25%42       | 2042-05-11      | 4.2500%  | 0.0000% | $5000.00           | $4266.52           | Corporate Debt Securities                         |
| DOLLAR GEN CORP                SR GLBL NT3.5%30    | 2030-04-03      | 3.5000%  | 0.0000% | $4000.00           | $3823.43           | Corporate Debt Securities                         |
| DOMINION ENERGY SOUTH CAROLINA 1M GLBL -A BD 35    | 2035-01-15      | 5.3000%  | 0.0000% | $3000.00           | $3125.53           | Corporate Debt Securities                         |
| DOMINION ENERGY INC            SR -C NT 4.05%42    | 2042-09-15      | 4.0500%  | 0.0000% | $1000.00           | $793.48            | Corporate Debt Securities                         |
| DUKE UNIVERSITY                SR GLBL SINK 50     | 2050-10-01      | 2.7570%  | 0.0000% | $6000.00           | $3821.38           | Corporate Debt Securities                         |
| EQT CORP                       SR GLBL NT 5%29     | 2029-01-15      | 5.0000%  | 0.0000% | $3000.00           | $3087.89           | Corporate Debt Securities                         |
| EBAY INC.                      SR GLBL NT6.3%32    | 2032-11-22      | 6.3000%  | 0.0000% | $3000.00           | $3283.14           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT4.9%26    | 2026-02-08      | 4.9000%  | 0.0000% | $2000.00           | $2038.74           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            GLBL NT 4.75%33     | 2033-02-15      | 4.7500%  | 0.0000% | $3000.00           | $3023.53           | Corporate Debt Securities                         |
| EMERSON ELEC CO                SR GLBL NT 2%28     | 2028-12-21      | 2.0000%  | 0.0000% | $5000.00           | $4651.20           | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-01-15      | 6.0000%  | 0.0000% | $2000.00           | $2051.10           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT4.2%27    | 2027-04-15      | 4.2000%  | 0.0000% | $3000.00           | $3013.17           | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL NT 5%50     | 2050-05-15      | 5.0000%  | 0.0000% | $208000.00         | $173230.72         | Corporate Debt Securities                         |
| ENTERGY TEXAS INC              1M GLBL BD 31       | 2031-03-15      | 1.7500%  | 0.0000% | $5000.00           | $4326.82           | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 5%33     | 2033-09-01      | 5.0000%  | 0.0000% | $3000.00           | $3042.35           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT2.9%26    | 2026-11-18      | 2.9000%  | 0.0000% | $2000.00           | $1965.35           | Corporate Debt Securities                         |
| EQUINIX INC                    SR GLBL NT 26       | 2026-05-15      | 1.4500%  | 0.0000% | $2000.00           | $1948.57           | Corporate Debt Securities                         |
| EVERSOURCE ENERGY              GLBL -CC NT 29      | 2029-02-01      | 5.9500%  | 0.0000% | $314000.00         | $335284.93         | Corporate Debt Securities                         |
| EXELON CORP                    GLBL NT 3.35%32     | 2032-03-15      | 3.3500%  | 0.0000% | $3000.00           | $2785.62           | Corporate Debt Securities                         |
| FMC CORP                       SR GLBL NT4.5%49    | 2049-10-01      | 4.5000%  | 0.0000% | $3000.00           | $2238.25           | Corporate Debt Securities                         |
| META PLATFORMS INC             GLBL NT 5.75%63     | 2063-05-15      | 5.7500%  | 0.0000% | $47000.00          | $47289.40          | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL NT 50       | 2050-05-15      | 5.2500%  | 0.0000% | $3000.00           | $2639.41           | Corporate Debt Securities                         |
| FEDEX CORP                     SR GLBL 144A 42     | 2042-08-01      | 3.8750%  | 0.0000% | $6000.00           | $4654.85           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            ALT TIER I PERP     | 2500-12-31      | 4.5000%  | 0.0000% | $3000.00           | $2986.02           | Corporate Debt Securities                         |
| FIFTH THIRD BANCORP            SR GLBL NT 33       | 2033-04-25      | 4.3370%  | 0.0000% | $4000.00           | $3836.48           | Corporate Debt Securities                         |
| FIRST CASH INC                 SR GLBL 144A 30     | 2030-01-01      | 5.6250%  | 0.0000% | $3000.00           | $3066.57           | Corporate Debt Securities                         |
| FISERV INC                     SR GLBL NT3.2%26    | 2026-07-01      | 3.2000%  | 0.0000% | $3000.00           | $3013.41           | Corporate Debt Securities                         |
| FLORIDA GAS TRANSMISSION CO    SR GLBL 144A 35     | 2035-07-15      | 5.7500%  | 0.0000% | $4000.00           | $4088.94           | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD5.9%33    | 2033-03-01      | 5.9000%  | 0.0000% | $3000.00           | $3202.30           | Corporate Debt Securities                         |
| FORTUNE BRANDS INNOVATIONS INC SR GLBL NT 4%32     | 2032-03-25      | 4.0000%  | 0.0000% | $2000.00           | $1891.61           | Corporate Debt Securities                         |
| FREEDOM MTG HLDGS LLC          SR 144A NT 31       | 2031-05-15      | 9.1250%  | 0.0000% | $4000.00           | $4169.19           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 26       | 2026-09-15      | 3.2500%  | 0.0000% | $1000.00           | $993.88            | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT 27       | 2027-03-30      | 3.8500%  | 0.0000% | $3000.00           | $2995.57           | Corporate Debt Securities                         |
| GATX CORP                      SR GLBL NT3.1%51    | 2051-06-01      | 3.1000%  | 0.0000% | $5000.00           | $3087.59           | Corporate Debt Securities                         |
| GFL ENVIRONMENTAL INC          SR GLBL 144A 28     | 2028-08-01      | 4.0000%  | 0.0000% | $5000.00           | $4929.83           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL DEB 28      | 2028-04-15      | 6.9400%  | 0.0000% | $2000.00           | $2153.28           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29      | 2029-10-24      | 6.4840%  | 0.0000% | $330000.00         | $353557.82         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 45       | 2045-11-19      | 5.5610%  | 0.0000% | $520000.00         | $510506.55         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 26       | 2026-02-25      | 3.7500%  | 0.0000% | $135000.00         | $136082.81         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26    | 2026-08-10      | 5.4317%  | 0.0000% | $1000.00           | $1008.44           | Corporate Debt Securities                         |
| GOTO GROUP INC                 SR SEC GLBL 28      | 2028-05-01      | 5.5000%  | 0.0000% | $17796000.00       | $14960751.17       | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 32       | 2032-03-15      | 3.6250%  | 0.0000% | $3000.00           | $2785.60           | Corporate Debt Securities                         |
| HALLIBURTON CO                 SR GLBL NT 39       | 2039-09-15      | 7.4500%  | 0.0000% | $2000.00           | $2378.30           | Corporate Debt Securities                         |
| L3HARRIS TECHNOLOGIES INC      6.35%28             | 2028-02-01      | 6.3500%  | 0.0000% | $1000.00           | $1052.72           | Corporate Debt Securities                         |
| HARTFORD HEALTHCARE CORP       -2020 SINK BD 54    | 2054-07-01      | 3.4470%  | 0.0000% | $4000.00           | $2815.08           | Corporate Debt Securities                         |
| HEALTHCARE RLTY TR             SR GLBL NT 28       | 2028-01-15      | 3.6250%  | 0.0000% | $5000.00           | $4810.57           | Corporate Debt Securities                         |
| HIGHWOODS RLTY LTD PARTNERSHIP SR GLBL NT4.2%29    | 2029-04-15      | 4.2000%  | 0.0000% | $2000.00           | $1956.68           | Corporate Debt Securities                         |
| HONDA MOTOR CO LTD             GLBL NT 2.534%27    | 2027-03-10      | 2.5340%  | 0.0000% | $3000.00           | $2932.30           | Corporate Debt Securities                         |
| HORMEL FOODS CORP              SR GLBL NT 51       | 2051-06-03      | 3.0500%  | 0.0000% | $2000.00           | $1304.85           | Corporate Debt Securities                         |
| HUBBELL INC                    SR GLBL NT2.3%31    | 2031-03-15      | 2.3000%  | 0.0000% | $3000.00           | $2664.89           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5.7%062630       | 2030-06-26      | 5.7000%  | 0.0000% | $187000.00         | $192947.22         | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               SR REGS NT 26       | 2026-09-17      | 1.6500%  | 0.0000% | $2000.00           | $1938.20           | Corporate Debt Securities                         |
| HYUNDAI CAP AMER               FR 5%010728         | 2028-01-07      | 5.0000%  | 0.0000% | $2000.00           | $2061.72           | Corporate Debt Securities                         |
| IHS MARKIT LTD                 SR GLBL NT 28       | 2028-08-01      | 4.7500%  | 0.0000% | $3000.00           | $2988.93           | Corporate Debt Securities                         |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2924.11           | Corporate Debt Securities                         |
| IDAHO PWR CO                   FR 5.2%081534       | 2034-08-15      | 5.2000%  | 0.0000% | $1000.00           | $1034.43           | Corporate Debt Securities                         |
| ILLINOIS TOOL WKS INC          SR GLBL NT 41       | 2041-09-15      | 4.8750%  | 0.0000% | $5000.00           | $4741.04           | Corporate Debt Securities                         |
| INTEL CORP                     SR GLBL NT4.9%45    | 2045-07-29      | 4.9000%  | 0.0000% | $28000.00          | $24118.72          | Corporate Debt Securities                         |
| INTERSTATE PWR & LT CO         4.1%28              | 2028-09-26      | 4.1000%  | 0.0000% | $2000.00           | $2003.11           | Corporate Debt Securities                         |
| INTUIT                         SR GLBL NT 25       | 2025-07-15      | 0.9500%  | 0.0000% | $4000.00           | $4011.10           | Corporate Debt Securities                         |
| JABIL INC                      SR GLBL NT 3%31     | 2031-01-15      | 3.0000%  | 0.0000% | $2000.00           | $1845.92           | Corporate Debt Securities                         |
| JOHNSON & JOHNSON              SR GLBL NT 27       | 2027-03-03      | 2.9500%  | 0.0000% | $34000.00          | $33787.42          | Corporate Debt Securities                         |
| JOHNSON CTLS INTL PLC/ TYCO    GLBL NT 2%31        | 2031-09-16      | 2.0000%  | 0.0000% | $3000.00           | $2582.93           | Corporate Debt Securities                         |
| KELLANOVA                      SR GLBL -B DB 31    | 2031-04-01      | 7.4500%  | 0.0000% | $4000.00           | $4649.67           | Corporate Debt Securities                         |
| KENTUCKY PWR CO                SR J 144A NT7%33    | 2033-11-15      | 7.0000%  | 0.0000% | $4000.00           | $4322.80           | Corporate Debt Securities                         |
| KEURIG DR PEPPER INC           GLBL FLT NT 27      | 2027-03-15      | 5.2886%  | 0.0000% | $2000.00           | $2016.32           | Corporate Debt Securities                         |
| KEYSIGHT TECHNOLOGIES INC      GLBL NT 4.95%34     | 2034-10-15      | 4.9500%  | 0.0000% | $3000.00           | $2977.84           | Corporate Debt Securities                         |
| KIMCO REALTY CORP              SR GLBL NT4.6%33    | 2033-02-01      | 4.6000%  | 0.0000% | $1000.00           | $1000.57           | Corporate Debt Securities                         |
| KINROSS GOLD CORP              SR GLBL NT4.5%27    | 2027-07-15      | 4.5000%  | 0.0000% | $7000.00           | $7141.43           | Corporate Debt Securities                         |
| KORN FERRY                     SR GLBL 144A 27     | 2027-12-15      | 4.6250%  | 0.0000% | $5000.00           | $4974.49           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FINANCE B.V. SR NT 4.875%44      | 2044-03-15      | 4.8750%  | 0.0000% | $4000.00           | $3417.28           | Corporate Debt Securities                         |
| LAM RESEARCH CORP              4.875%49            | 2049-03-15      | 4.8750%  | 0.0000% | $3000.00           | $2754.36           | Corporate Debt Securities                         |
| LAZARD LLC                     SR GLBL NT4.5%28    | 2028-09-19      | 4.5000%  | 0.0000% | $2000.00           | $2014.43           | Corporate Debt Securities                         |
| LEIDOS INC                     SR GLBL NT 33       | 2033-03-15      | 5.7500%  | 0.0000% | $7000.00           | $7383.61           | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 28     | 2028-07-01      | 4.2500%  | 0.0000% | $4000.00           | $3695.81           | Corporate Debt Securities                         |
| LIGHT & WONDER INTL INC        SR GLBL 144A 31     | 2031-09-01      | 7.5000%  | 0.0000% | $4000.00           | $4275.33           | Corporate Debt Securities                         |
| LINCOLN NATL CORP IND          SR GLBL NT3.8%28    | 2028-03-01      | 3.8000%  | 0.0000% | $4000.00           | $3942.04           | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           SR GLBL NT5.7%54    | 2054-11-15      | 5.7000%  | 0.0000% | $9014000.00        | $9059295.35        | Corporate Debt Securities                         |
| LUMEN TECHNOLOGIES INC         GLBL 144A NT 30     | 2030-04-15      | 4.1250%  | 0.0000% | $475.00            | $469.14            | Corporate Debt Securities                         |
| M & T BK CORP                  PERP JR SB -F NT    | 2500-12-31      | 5.1250%  | 0.0000% | $2000.00           | $2000.60           | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR SEC GLBL 30      | 2030-12-31      | 5.7500%  | 0.0000% | $1754.00           | $1487.07           | Corporate Debt Securities                         |
| MPLX LP                        SR GLBL NT 5%33     | 2033-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1998.64           | Corporate Debt Securities                         |
| MACQUARIE BK LTD               FR 5.272%070227     | 2027-07-02      | 5.2720%  | 0.0000% | $2000.00           | $2094.75           | Corporate Debt Securities                         |
| MAGNA INTL INC                 SR GLBL NT5.5%33    | 2033-03-21      | 5.5000%  | 0.0000% | $4000.00           | $4141.82           | Corporate Debt Securities                         |
| MARATHON PETE CORP             3.8%28              | 2028-04-01      | 3.8000%  | 0.0000% | $132000.00         | $131315.51         | Corporate Debt Securities                         |
| MASTERCARD INCORPORATED        3.95%48             | 2048-02-26      | 3.9500%  | 0.0000% | $5000.00           | $4053.33           | Corporate Debt Securities                         |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 29     | 2029-02-15      | 5.6250%  | 0.0000% | $3000.00           | $3033.49           | Corporate Debt Securities                         |
| MAUSER PACKAGING SOLUTIONS     SR SEC 144A NT26    | 2026-08-15      | 7.8750%  | 0.0000% | $1000.00           | $1027.91           | Corporate Debt Securities                         |
| MCCORMICK & CO INC             SR GLBL NT 31       | 2031-02-15      | 1.8500%  | 0.0000% | $3000.00           | $2612.51           | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.7%021542       | 2042-02-15      | 3.7000%  | 0.0000% | $2000.00           | $1601.33           | Corporate Debt Securities                         |
| MERCURY GENL CORP NEW          SR GLBL NT4.4%27    | 2027-03-15      | 4.4000%  | 0.0000% | $2000.00           | $2005.11           | Corporate Debt Securities                         |
| METLIFE INC                    SR GLBL NT 33       | 2033-07-15      | 5.3750%  | 0.0000% | $2000.00           | $2123.79           | Corporate Debt Securities                         |
| DTE GAS CO DISC COML PAPER     SR SEC NT 5.7%33    | 2033-03-15      | 5.7000%  | 0.0000% | $1000.00           | $1046.06           | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR NT 3.125%25      | 2025-11-03      | 3.1250%  | 0.0000% | $3000.00           | $3001.91           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 0.985%121026     | 2026-12-10      | 0.9850%  | 0.0000% | $618000.00         | $608246.24         | Corporate Debt Securities                         |
| BX COMMERCIAL MTG TR 2024-AIRC A      20410815 FLT | 2041-08-15      | 6.0030%  | 0.0000% | $14872000.00       | $14523136.16       | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-INV3  A-1    20690925 FLT | 2069-09-25      | 5.4430%  | 0.0000% | $17500000.00       | $15388676.61       | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R01         1M-2   20411025 FLT | 2041-10-25      | 5.8552%  | 0.0000% | $6000000.00        | $3923146.45        | Private Label Collateralized Mortgage Obligations |
| CONNECTICT AVE SEC TR 2024-R03 2M-2   20440325 FLT | 2044-03-25      | 6.2562%  | 0.0000% | $4000000.00        | $4035943.09        | Private Label Collateralized Mortgage Obligations |
| FS TR 2024-HULA                B      20390815 FLT | 2039-08-15      | 6.4025%  | 0.0000% | $1500000.00        | $1504001.54        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT | 2041-07-25      | 7.6552%  | 0.0000% | $10098000.00       | $10108817.16       | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2021-MN2   B-1    20410725 FLT | 2041-07-25      | 9.8052%  | 0.0000% | $868051.00         | $871350.31         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $5559000.00        | $5023132.47        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $1000000.00        | $891763.00         | Private Label Collateralized Mortgage Obligations |
| FRED MAC SEA CR RISK TR 2023-1 M      20621025 FLT | 2062-10-25      | 5.0000%  | 0.0000% | $7363000.00        | $6354996.30        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA3 M-2    20420425 FLT | 2042-04-25      | 8.6552%  | 0.0000% | $4350000.00        | $4584952.67        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2021-GR2             A-6    20520225 FLT | 2052-02-25      | 2.5000%  | 0.0000% | $12860000.00       | $7480350.36        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2018-1        A33    20571125 FLT | 2057-11-25      | 3.5000%  | 0.0000% | $100000.00         | $3646.01           | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     D      20390315 FLT | 2039-03-15      | 7.2018%  | 0.0000% | $4317000.00        | $4343444.79        | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2024-HC3  A      20410315 FLT | 2041-03-15      | 6.5267%  | 0.0000% | $1500000.00        | $1503342.22        | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2007-AR17         A-2    20370825 FLT | 2037-08-25      | 3.6116%  | 0.0000% | $35433000.00       | $304.61            | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-5        A-4    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $7550000.00        | $3758059.65        | Private Label Collateralized Mortgage Obligations |
| J P MC COML MTG SEC 2024-IGLG  A      20391110 FLT | 2039-11-10      | 5.3468%  | 0.0000% | $320000.00         | $323668.52         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MORTGAGE 2023-9    A-2    20540425 FLT | 2054-04-25      | 6.0000%  | 0.0000% | $50000000.00       | $37041685.18       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A5       1-A-2  20371025 FLT | 2037-10-25      | 0.0000%  | 0.0000% | $1194000.00        | $0.00              | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6       1-A-2  20371225 FLT | 2037-12-25      | 0.0000%  | 0.0000% | $699000.00         | $4933.06           | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2007-A6                           | 2037-12-25      | 6.1409%  | 0.0000% | $9705000.00        | $4276.41           | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2014-C23 A-5    20470917 3.9 | 2047-09-17      | 3.9342%  | 0.0000% | $320000.00         | $1965.88           | Private Label Collateralized Mortgage Obligations |
| J P M C COML MTG SEC 2025-BHR5 A      20400315 FLT | 2040-03-15      | 6.0050%  | 0.0000% | $10000000.00       | $10025020.83       | Private Label Collateralized Mortgage Obligations |
| JP MRGAN CHASE COM TR 2019-MFP D      20360715 FLT | 2036-07-15      | 6.0190%  | 0.0000% | $4210000.00        | $2768983.96        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2022-7        1-A-2  20521225 FLT | 2052-12-25      | 3.0000%  | 0.0000% | $1500000.00        | $1107947.95        | Private Label Collateralized Mortgage Obligations |
| MED COMMERCIAL MTG 2024-MOB    C      20410515 FLT | 2041-05-15      | 6.6023%  | 0.0000% | $18460000.00       | $18318837.30       | Private Label Collateralized Mortgage Obligations |
| MED COMMERCIAL MTG 2024-MOB    D      20410515 FLT | 2041-05-15      | 7.5010%  | 0.0000% | $74520000.00       | $73186800.54       | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-INV4  A-4    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $5447408.00        | $3606930.51        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     A1     20610125 FLT | 2061-01-25      | 2.7500%  | 0.0000% | $200000.00         | $95.82             | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES 2023-NQM1   A-1    20680925 FLT | 2068-09-25      | 7.2790%  | 0.0000% | $12694500.00       | $9063221.09        | Private Label Collateralized Mortgage Obligations |
| PFP 2022-9 LTD                 C      20350816 FLT | 2035-08-16      | 8.3433%  | 0.0000% | $27650000.00       | $27346419.62       | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2025-12                A-S    20421218 FLT | 2042-12-18      | 6.0634%  | 0.0000% | $10000000.00       | $9996958.56        | Private Label Collateralized Mortgage Obligations |
| SREIT COMM MTG TR 2021-MFP     D      20381115 FLT | 2038-11-15      | 6.0044%  | 0.0000% | $17000000.00       | $14287068.60       | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2017-CH2        A-19   20471225 FLT | 2047-12-25      | 4.0000%  | 0.0000% | $107000.00         | $3757.52           | Private Label Collateralized Mortgage Obligations |
| PACCAR FINANCIAL CORP          FR 2%020427         | 2027-02-04      | 2.0000%  | 0.0000% | $2000.00           | $1953.70           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          SR NT 3.75%42       | 2042-08-15      | 3.7500%  | 0.0000% | $62000.00          | $44721.38          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 31       | 2031-06-01      | 3.2500%  | 0.0000% | $5000.00           | $4489.84           | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55       | 2055-03-01      | 6.1500%  | 0.0000% | $2000.00           | $1899.43           | Corporate Debt Securities                         |
| PACIFICORP                     1M GLBL BD5.1%29    | 2029-02-15      | 5.1000%  | 0.0000% | $2000.00           | $2078.13           | Corporate Debt Securities                         |
| PARKER-HANNIFIN CORP           SR GLBL NT 27       | 2027-09-15      | 4.2500%  | 0.0000% | $3000.00           | $3042.62           | Corporate Debt Securities                         |
| PATTERN ENERGY OPERATIONS / P  SR SEC GLBL 28      | 2028-08-15      | 4.5000%  | 0.0000% | $3000.00           | $2945.62           | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT 52       | 2052-06-01      | 5.0500%  | 0.0000% | $54000.00          | $49472.54          | Corporate Debt Securities                         |
| PFIZER INC                     SR GLBL NT 29       | 2029-03-15      | 3.4500%  | 0.0000% | $2000.00           | $1974.68           | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR NT 6.125%34      | 2034-03-15      | 6.1250%  | 0.0000% | $1000.00           | $1043.96           | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR NT 5.625%33      | 2033-09-07      | 5.6250%  | 0.0000% | $3000.00           | $3182.51           | Corporate Debt Securities                         |
| PHILLIPS 66 PARTNERS LP        SR NT 3.75%28       | 2028-03-01      | 3.7500%  | 0.0000% | $3000.00           | $2910.92           | Corporate Debt Securities                         |
| PIEDMONT NAT GAS CO INC        SR GLBL NT 50       | 2050-06-01      | 3.3500%  | 0.0000% | $7000.00           | $4630.21           | Corporate Debt Securities                         |
| PRESIDENT&FELLOW HARVARD COLL  SR GLBL 2020B 50    | 2050-10-15      | 2.5170%  | 0.0000% | $81000.00          | $48963.99          | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 6.25%32       | 2032-12-01      | 6.2500%  | 0.0000% | $3000.00           | $3308.95           | Corporate Debt Securities                         |
| PROVIDENCE ST JOSEPH HEALTH    SR -2021A BD 51     | 2051-10-01      | 2.7000%  | 0.0000% | $7000.00           | $3876.36           | Corporate Debt Securities                         |
| PRUDENTIAL FINL INC            FR 6.625%092827     | 2037-12-01      | 6.6250%  | 0.0000% | $1000.00           | $1124.12           | Corporate Debt Securities                         |
| PUBLIC SVC ELEC & GAS CO       FR 2.7%050150       | 2050-05-01      | 2.7000%  | 0.0000% | $4000.00           | $2480.78           | Corporate Debt Securities                         |
| PUGET ENERGY INC               MTN AMBAC  12/27    | 2027-12-01      | 7.0200%  | 0.0000% | $4000.00           | $4304.14           | Corporate Debt Securities                         |
| QUANTA SVCS INC                SR GLBL NT 34       | 2034-08-09      | 5.2500%  | 0.0000% | $2000.00           | $2059.24           | Corporate Debt Securities                         |
| RHP HOTEL PPTY/ RHP FINANCE    SR GLBL 144A 29     | 2029-02-15      | 4.5000%  | 0.0000% | $5000.00           | $4971.98           | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR SEC GLBL 28      | 2028-02-15      | 3.5000%  | 0.0000% | $13000.00          | $3160.62           | Corporate Debt Securities                         |
| RTX CORPORATION                NT 7%28             | 2028-11-01      | 7.0000%  | 0.0000% | $4000.00           | $4324.05           | Corporate Debt Securities                         |
| RTX CORPORATION                GLBL NT 6%31        | 2031-03-15      | 6.0000%  | 0.0000% | $2000.00           | $2178.38           | Corporate Debt Securities                         |
| REALTY INCOME CORP             SR GLBL NT 32       | 2032-12-15      | 2.8500%  | 0.0000% | $4000.00           | $3492.67           | Corporate Debt Securities                         |
| RITCHIE BROS HLDGS INC         SR SEC GLBL 28      | 2028-03-15      | 6.7500%  | 0.0000% | $3000.00           | $3138.29           | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012122-012127    | 2027-01-21      | 5.0613%  | 0.0000% | $3000.00           | $3036.93           | Corporate Debt Securities                         |
| ROYAL BK CDA                   VR 012425-012429    | 2029-01-24      | 5.1857%  | 0.0000% | $4000.00           | $4031.15           | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT4.5%48    | 2048-05-15      | 4.5000%  | 0.0000% | $95000.00          | $79883.13          | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            PERP JR SB GLBL     | 2079-12-31      | 4.0000%  | 0.0000% | $3000.00           | $2778.70           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 29       | 2029-10-01      | 2.7500%  | 0.0000% | $5000.00           | $4721.04           | Corporate Debt Securities                         |
| SCHWAB CHARLES CORP            SR GLBL NT 27       | 2027-03-03      | 2.4500%  | 0.0000% | $33000.00          | $32306.75          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 29       | 2029-06-15      | 8.3750%  | 0.0000% | $4592000.00        | $4814007.26        | Corporate Debt Securities                         |
| SMUCKER J M CO                 SR GLBL NT 32       | 2032-03-15      | 2.1250%  | 0.0000% | $4000.00           | $3384.79           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       SR GLBL NT 29       | 2029-04-01      | 6.6500%  | 0.0000% | $2000.00           | $2129.02           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.55%36     | 2036-01-15      | 5.5500%  | 0.0000% | $3000.00           | $2997.71           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022A 32    | 2032-02-01      | 2.7500%  | 0.0000% | $2000.00           | $1727.90           | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023C 26    | 2026-06-01      | 4.9000%  | 0.0000% | $2000.00           | $2009.45           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          1M MM BD5.125%40    | 2040-11-15      | 5.1250%  | 0.0000% | $2000.00           | $1909.23           | Corporate Debt Securities                         |
| SOUTHERN CALIF GAS CO          GLBL NT 2.95%27     | 2027-04-15      | 2.9500%  | 0.0000% | $5000.00           | $4924.53           | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -9 BD 52    | 2052-06-01      | 5.1500%  | 0.0000% | $5000.00           | $4280.89           | Corporate Debt Securities                         |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32       | 2032-03-15      | 8.7500%  | 0.0000% | $1000.00           | $1232.99           | Corporate Debt Securities                         |
| STRYKER CORPORATION            SR GLBL NT 30       | 2030-06-15      | 1.9500%  | 0.0000% | $5000.00           | $4455.36           | Corporate Debt Securities                         |
| TRUIST FINL CORP               SUB NT      6%26    | 2026-02-15      | 6.0000%  | 0.0000% | $2000.00           | $2058.04           | Corporate Debt Securities                         |
| SUTTER HEALTH                  SR SEC GLBL 28      | 2028-08-15      | 3.6950%  | 0.0000% | $1000.00           | $992.91            | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT4.7%35    | 2035-01-15      | 4.7000%  | 0.0000% | $2000.00           | $1967.60           | Corporate Debt Securities                         |
| TAKE-TWO INTERACTIVE SOFTWARE  SR GLBL NT5.6%34    | 2034-06-12      | 5.6000%  | 0.0000% | $4000.00           | $4139.96           | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR 144A NT 29       | 2029-02-15      | 7.3750%  | 0.0000% | $2022000.00        | $2132171.20        | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         FR 4.665%030638     | 2038-03-06      | 4.6650%  | 0.0000% | $1936000.00        | $1759441.64        | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR NT   6.875%31    | 2031-11-15      | 6.8750%  | 0.0000% | $4000.00           | $4317.26           | Corporate Debt Securities                         |
| TENET HEALTHCARE CORP          SR SEC GLBL NT29    | 2029-06-01      | 4.2500%  | 0.0000% | $5000.00           | $4869.72           | Corporate Debt Securities                         |
| TENNESSEE GAS PIPELINE CO      SR DEB 7%27         | 2027-03-15      | 7.0000%  | 0.0000% | $1000.00           | $1060.95           | Corporate Debt Securities                         |
| BROOKFIELD CORP                SR GLBL 144A 26     | 2026-03-01      | 6.1250%  | 0.0000% | $4000.00           | $4061.11           | Corporate Debt Securities                         |
| TEXAS CAP BANCSHARES INC       LW TIER II 31       | 2031-05-06      | 4.0000%  | 0.0000% | $3000.00           | $2947.80           | Corporate Debt Securities                         |
| TEXAS INSTRS INC               SR GLBL NT4.6%28    | 2028-02-15      | 4.6000%  | 0.0000% | $4000.00           | $4130.64           | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT5.2%34    | 2034-01-31      | 5.2000%  | 0.0000% | $2000.00           | $2087.93           | Corporate Debt Securities                         |
| TORONTO DOMINION BK ONT        LW TIER II GLBL     | 2034-09-10      | 5.1460%  | 0.0000% | $3000.00           | $3049.78           | Corporate Debt Securities                         |
| TOTAL CAP INTL                 SR GLBL NT 60       | 2060-06-29      | 3.3860%  | 0.0000% | $2000.00           | $1294.77           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 2.4%011332       | 2032-01-13      | 2.4000%  | 0.0000% | $2000.00           | $1764.85           | Corporate Debt Securities                         |
| TOYOTA MTR CR CORP             FR 5.35%010935      | 2035-01-09      | 5.3500%  | 0.0000% | $2000.00           | $2093.22           | Corporate Debt Securities                         |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43          | 2043-10-16      | 5.0000%  | 0.0000% | $5000.00           | $4556.74           | Corporate Debt Securities                         |
| TRANSCANADA TRUST              SUB COCO 77         | 2077-03-15      | 5.3000%  | 0.0000% | $2000.00           | $2015.10           | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.123%102833     | 2033-10-28      | 6.1230%  | 0.0000% | $2000.00           | $2136.79           | Corporate Debt Securities                         |
| WASTE MGMT INC DEL             SR GLBL NT 7%28     | 2028-07-15      | 7.0000%  | 0.0000% | $13000.00          | $14435.11          | Corporate Debt Securities                         |
| UBS GROUP FDG SWITZ AG         SR GLBL 144A 28     | 2028-03-23      | 4.2530%  | 0.0000% | $699000.00         | $702522.59         | Corporate Debt Securities                         |
| UNITED PARCEL SVCS INC         SR NT 3.75%47       | 2047-11-15      | 3.7500%  | 0.0000% | $3000.00           | $2272.01           | Corporate Debt Securities                         |
| US BANCORP                     FR 3.15%042727      | 2027-04-27      | 3.1500%  | 0.0000% | $3000.00           | $2960.44           | Corporate Debt Securities                         |
| US BANCORP                     FR 2.215%012728     | 2028-01-27      | 2.2150%  | 0.0000% | $255000.00         | $248648.91         | Corporate Debt Securities                         |
| US BANCORP                     FR 5.85%102133      | 2033-10-21      | 5.8500%  | 0.0000% | $1000.00           | $1058.19           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 38       | 2038-07-15      | 6.1250%  | 0.0000% | $3000.00           | $3297.55           | Corporate Debt Securities                         |
| RTX CORPORATION                SR GLBL NT 27       | 2027-05-04      | 3.1250%  | 0.0000% | $2000.00           | $1967.54           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT 28       | 2028-12-15      | 3.8750%  | 0.0000% | $2000.00           | $1973.95           | Corporate Debt Securities                         |
| UNITEDHEALTH GROUP INC         SR GLBL NT5.3%30    | 2030-02-15      | 5.3000%  | 0.0000% | $27000.00          | $28434.38          | Corporate Debt Securities                         |
| UNIVERSITY MIAMI FLA           AMRTZ 2022 BD 52    | 2052-04-01      | 4.0630%  | 0.0000% | $3000.00           | $2359.33           | Corporate Debt Securities                         |
| VERISIGN INC                   SR GLBL NT 32       | 2032-06-01      | 5.2500%  | 0.0000% | $3000.00           | $3054.63           | Corporate Debt Securities                         |
| VERIZON COMMUNICATIONS INC     SR GLBL NT 29       | 2029-12-03      | 4.0160%  | 0.0000% | $4000.00           | $3954.69           | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SR GLBL NT 59       | 2059-06-19      | 5.1250%  | 0.0000% | $74000.00          | $62966.30          | Corporate Debt Securities                         |
| VORTEX OPCO LLC                SR SEC 144A NT30    | 2030-04-30      | 8.0000%  | 0.0000% | $2000.00           | $336.67            | Corporate Debt Securities                         |
| WP CAREY INC                   SR GLBL NT2.4%31    | 2031-02-01      | 2.4000%  | 0.0000% | $4000.00           | $3545.73           | Corporate Debt Securities                         |
| WELLS FARGO & CO               SUB NT  6.605%25    | 2025-10-01      | 6.6050%  | 0.0000% | $1000.00           | $1020.11           | Corporate Debt Securities                         |
| ELEVANCE HEALTH INC            SR GLBL NT 37       | 2037-06-15      | 6.3750%  | 0.0000% | $3000.00           | $3223.07           | Corporate Debt Securities                         |

### Security 648: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188XS9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188XS9
- **C.18 - Value (incl. sponsor support):** $499977295.00
- **C.18.a - Value (excl. sponsor support):** $499977295.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $10732.00          | $229664.80         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $146174.00         | $25174086.28       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334900.00         | $2424676.00        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $7207.00           | $359268.95         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $2318.00           | $64647.17          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $13605.00          | $519881.06         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $825790.00         | $22585356.50       | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $455894.00         | $12167810.86       | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE BOND ETF    | 2500-12-31      | N/A      | 0.0000% | $57291.00          | $1501024.20        | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $981920.00         | $12892609.60       | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $43744.00          | $1195086.08        | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1925.60           | Equities   |
| EMBRAER S.A.                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $103719.00         | $5699359.05        | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $7446.00           | $166641.48         | Equities   |
| GOLDMAN SACHS ETF TR           ACCESS HIG YLD   | 2500-12-31      | N/A      | 0.0000% | $8461.00           | $382903.40         | Equities   |
| GOLDMAN SACHS ETF TR           ACCES TREASURY   | 2500-12-31      | N/A      | 0.0000% | $23482.00          | $2351487.48        | Equities   |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3108.00           | $288671.04         | Equities   |
| GRAYSCALE BITCOIN TRUST ETF    SHS REP COM UT   | 2500-12-31      | N/A      | 0.0000% | $44078.00          | $3709604.48        | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $4101.00           | $100187.43         | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $154.00            | $84405.86          | Equities   |
| INVESCO EXCH TRADED FD TR II   TAXABLE MUN BD   | 2500-12-31      | N/A      | 0.0000% | $833.00            | $22016.19          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $12738.00          | $262848.63         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $82014.83          | Equities   |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $358.00            | $102176.78         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $1314.00           | $49669.20          | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $213071.80         | Equities   |
| FINVOLUTION GROUP              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $378599.00         | $3611834.46        | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1110.00           | $29403.90          | Equities   |
| FORD MTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $62632.00          | $676425.60         | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $5161.00           | $440491.35         | Equities   |
| GLOBAL X FDS                   CLEANTECH ETF    | 2500-12-31      | N/A      | 0.0000% | $870.00            | $6168.30           | Equities   |
| ASE TECHNOLOGY HLDG CO LTD     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $621830.00         | $6585179.70        | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $1585008.00        | $388326.96         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $1328.00           | $42602.11          | Equities   |
| AIM ETF PRODUCTS TRUST         US LARCP B10 MAY | 2500-12-31      | N/A      | 0.0000% | $168.00            | $5837.98           | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $3761568.00        | $8012139.84        | Equities   |
| AMERICAN CENTY ETF TR          DIVERSIFID CRP   | 2500-12-31      | N/A      | 0.0000% | $49174.00          | $2303801.90        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $8576.00           | $530267.80         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $540234.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12016.00          | $702528.66         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $355872.00         | $25174385.28       | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $40768.00          | $25172609.28       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $523472.00         | $25173768.48       | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $230930.00         | $25173679.30       | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $18677.00          | $1500809.01        | Equities   |
| ISHARES TR                     MSCI EAFE ETF    | 2500-12-31      | N/A      | 0.0000% | $158748.00         | $14182546.32       | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $180684.00         | $16640996.40       | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $111054.00         | $5777984.14        | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $32913.00          | $2644230.42        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $1024180.00        | $25174344.40       | Equities   |
| ISHARES TR                     MSCI INTL VLU FT | 2500-12-31      | N/A      | 0.0000% | $28420.00          | $935018.00         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $414592.00         | $25174026.24       | Equities   |
| JANUS DETROIT STR TR           HENDRSN SHRT ETF | 2500-12-31      | N/A      | 0.0000% | $32779.00          | $1612071.22        | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12595.00          | $413745.75         | Equities   |
| KRANESHARES TRUST              EMRNG MKT CONS   | 2500-12-31      | N/A      | 0.0000% | $443.00            | $9906.23           | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $77578.00          | $231958.22         | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $755.00            | $2091.35           | Equities   |
| PACER FDS TR                   NASDAQ INTL PATE | 2500-12-31      | N/A      | 0.0000% | $2880.00           | $67161.60          | Equities   |
| PALMER SQUARE FUNDS TRUST      CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $1011.00           | $20467.69          | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $40940.00          | $25174415.40       | Equities   |
| SPDR S&P MIDCAP 400 ETF TR     UTSER1 S&PDCRP   | 2500-12-31      | N/A      | 0.0000% | $17235.00          | $9763799.85        | Equities   |
| SPDR SERIES TRUST              S&P OILGAS EXP   | 2500-12-31      | N/A      | 0.0000% | $39133.00          | $4977717.60        | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $158020.00         | $25174166.20       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY INTERST | 2500-12-31      | N/A      | 0.0000% | $19623.00          | $1070238.42        | Equities   |
| STEEL DYNAMICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $639648.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $110136.00         | $25173785.52       | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $23694.00          | $1201996.62        | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $4407.00           | $1226996.94        | Equities   |
| VANECK ETF TRUST               JUNIOR GOLD MINE | 2500-12-31      | N/A      | 0.0000% | $384342.00         | $25174401.00       | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $365323.00         | $25174407.93       | Equities   |
| VANGUARD BD INDEX FDS          TOTAL BND MRKT   | 2500-12-31      | N/A      | 0.0000% | $343256.00         | $25174395.04       | Equities   |
| VANGUARD SCOTTSDALE FDS        SHRT TRM CORP BD | 2500-12-31      | N/A      | 0.0000% | $317058.00         | $25174405.20       | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $44403.00          | $25174280.85       | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $3546.00           | $1075537.26        | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $108036.00         | $1167869.16        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $74638.00          | $782206.24         | Equities   |
| GH RESEARCH PLC                ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $209558.00         | $2606901.52        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $206363.00         | Equities   |
| HELIX ACQUISITION CORP II      CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53706.00          | $574654.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $207132.00         | $2295022.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $139492.00         | $1436767.60        | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $77556.00          | $805806.84         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $45108.00          | $187198.20         | Equities   |
| ON HLDG AG                     NAMEN AKT A      | 2500-12-31      | N/A      | 0.0000% | $5762.00           | $302447.38         | Equities   |

### Security 649: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP188Y25, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP188Y25
- **C.18 - Value (incl. sponsor support):** $1348934040.00
- **C.18.a - Value (excl. sponsor support):** $1348934040.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.9700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BECLE SAB DE CV                SR REGS NT2.5%31    | 2031-10-14      | 2.5000%  | 0.0000% | $1185000.00        | $986687.62         | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 27       | 2027-04-03      | 7.0510%  | 0.0000% | $100000.00         | $100442.07         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      SR GLBL REGS 31     | 2031-07-11      | 3.8750%  | 0.0000% | $401000.00         | $374273.74         | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID SR GLBL REGS 51     | 2051-02-09      | 4.6770%  | 0.0000% | $2650000.00        | $1898243.36        | Corporate Debt Securities                         |
| EMPRESA ELECTRICA ANGAMO SA    SR SEC GLBL 29      | 2029-05-25      | 4.8750%  | 0.0000% | $200000.00         | $62957.24          | Corporate Debt Securities                         |
| FALABELLA SA                   SR REGS NT 32       | 2032-01-15      | 3.3750%  | 0.0000% | $802000.00         | $711934.40         | Corporate Debt Securities                         |
| INRETAIL SHOPPING MALLS        SR GLBL REGS 28     | 2028-04-03      | 5.7500%  | 0.0000% | $50000.00          | $50621.29          | Corporate Debt Securities                         |
| MEXICO CITY ARPT TR            SR SEC GLBL 28      | 2028-04-30      | 3.8750%  | 0.0000% | $485000.00         | $472001.19         | Corporate Debt Securities                         |
| MINERA MEXICO S A DE C V       SR GLBL REGS 50     | 2050-01-26      | 4.5000%  | 0.0000% | $940000.00         | $743869.00         | Corporate Debt Securities                         |
| MINSUR SA                      GLBL REGS NT 31     | 2031-10-28      | 4.5000%  | 0.0000% | $323000.00         | $302734.98         | Corporate Debt Securities                         |
| VISTA OIL & GAS ARGENTINA SAU  SR GLBL REGS 33     | 2033-06-10      | 8.5000%  | 0.0000% | $1900000.00        | $1932722.22        | Corporate Debt Securities                         |
| LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34      | 2034-03-25      | 7.0000%  | 0.0000% | $1100000.00        | $1188398.44        | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL REGS 29     | 2029-03-15      | 3.5000%  | 0.0000% | $66000.00          | $60828.33          | Corporate Debt Securities                         |
| PLAYTIKA HLDG CORP             SR GLBL REGS 29     | 2029-03-15      | 4.2500%  | 0.0000% | $20000.00          | $18247.92          | Corporate Debt Securities                         |
| SIERRACOL ENERGY ANDINA LLC    SR REGS NT 6%28     | 2028-06-15      | 6.0000%  | 0.0000% | $300000.00         | $277917.00         | Corporate Debt Securities                         |
| STELLANTIS FINANCE US INC      SR GLBL REGS 32     | 2032-09-12      | 6.3750%  | 0.0000% | $1175000.00        | $1224825.88        | Corporate Debt Securities                         |
| PT PERTAMINA PERSERO           SR GLBL REGS 42     | 2042-05-03      | 6.0000%  | 0.0000% | $651000.00         | $646416.96         | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXT GLBL 144A 32    | 2032-03-13      | 11.1932% | 0.0000% | $15000000.00       | $15042000.00       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          SR GLBL NT5.7%30    | 2030-02-01      | 5.7000%  | 0.0000% | $19998000.00       | $21126120.52       | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          ALT TIER I PERP     | 2500-12-31      | 5.5000%  | 0.0000% | $4971000.00        | $4941058.01        | Corporate Debt Securities                         |
| CELANESE US HLDGS LLC          SR GLBL NT6.5%30    | 2030-04-15      | 6.5000%  | 0.0000% | $4364000.00        | $4536634.99        | Corporate Debt Securities                         |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT5.4%34    | 2034-07-01      | 5.4000%  | 0.0000% | $5686000.00        | $5909516.66        | Corporate Debt Securities                         |
| CENTRAL GARDEN & PET CO        SR GLBL 144A 31     | 2031-04-30      | 4.1250%  | 0.0000% | $410000.00         | $383159.35         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT62    | 2062-06-30      | 3.9500%  | 0.0000% | $8000.00           | $5084.00           | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL 144A 33     | 2033-01-15      | 8.0000%  | 0.0000% | $1688000.00        | $1652810.83        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 39       | 2039-07-15      | 8.1250%  | 0.0000% | $15708000.00       | $20198596.49       | Corporate Debt Securities                         |
| CITIGROUP INC                  JR SB NT 4.6%26     | 2026-03-09      | 4.6000%  | 0.0000% | $78000.00          | $79081.34          | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP SUB -T NT      | 2500-12-31      | 6.2500%  | 0.0000% | $503000.00         | $518249.70         | Corporate Debt Securities                         |
| CITGO PETE CORP                SR SEC 144A NT29    | 2029-01-15      | 8.3750%  | 0.0000% | $703000.00         | $758238.52         | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.9500%  | 0.0000% | $7698000.00        | $7912985.90        | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXTND-B 144A 31     | 2031-06-07      | 14.7932% | 0.0000% | $3000000.00        | $3140400.00        | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 12.0432% | 0.0000% | $4750000.00        | $4692525.00        | Corporate Debt Securities                         |
| CIVITAS RESOURCES INC          SR GLBL 144A 28     | 2028-07-01      | 8.3750%  | 0.0000% | $1152000.00        | $1226571.68        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL NT 7%27     | 2027-03-15      | 7.0000%  | 0.0000% | $988000.00         | $1003972.67        | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 33     | 2033-05-01      | 7.3750%  | 0.0000% | $1100000.00        | $1045216.49        | Corporate Debt Securities                         |
| COMISION FEDERAL DE ELECTRICID GLBL 144A NT 27     | 2027-02-23      | 4.7500%  | 0.0000% | $1880000.00        | $1906727.85        | Corporate Debt Securities                         |
| COMMONWEALTH RE LTD            EXT GLBL 144A 30    | 2026-07-08      | 8.5632%  | 0.0000% | $4875000.00        | $4919362.50        | Corporate Debt Securities                         |
| COMMSCOPE HLDG CO INC          SR GLBL 144A 27     | 2027-03-01      | 8.2500%  | 0.0000% | $597000.00         | $610707.62         | Corporate Debt Securities                         |
| CONSOLIDATED EDISON CO N Y INC SR GLBL 2024 B54    | 2054-05-15      | 5.7000%  | 0.0000% | $5481000.00        | $5455321.52        | Corporate Debt Securities                         |
| CONSUMERS ENERGY CO            1M GLBL BD3.1%50    | 2050-08-15      | 3.1000%  | 0.0000% | $250000.00         | $169008.75         | Corporate Debt Securities                         |
| COOPERATIEVE RABOBANK U.A.     SUB NT 5.25%45      | 2045-08-04      | 5.2500%  | 0.0000% | $616000.00         | $588274.87         | Corporate Debt Securities                         |
| COREWEAVE INC                  SR GLBL 144A 30     | 2030-06-01      | 9.2500%  | 0.0000% | $19701000.00       | $20242564.07       | Corporate Debt Securities                         |
| COUSINS PPTYS LP               SR GLBL NT 34       | 2034-10-01      | 5.8750%  | 0.0000% | $2185000.00        | $2272169.06        | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            ALT TIER I PERP     | 2099-12-31      | 8.1250%  | 0.0000% | $1000000.00        | $1013419.86        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR GLBL 144A 31     | 2031-02-01      | 7.3750%  | 0.0000% | $5380000.00        | $5799394.16        | Corporate Debt Securities                         |
| CUMULUS MEDIA NEW HLDGS INC    SR SEC GLBL 29      | 2029-07-01      | 8.0000%  | 0.0000% | $2045000.00        | $610091.67         | Corporate Debt Securities                         |
| DANA INC                       SR GLBL NT4.5%32    | 2032-02-15      | 4.5000%  | 0.0000% | $4227000.00        | $4191725.69        | Corporate Debt Securities                         |
| DILLARDS INC                   SR NT 7%28          | 2028-12-01      | 7.0000%  | 0.0000% | $20000.00          | $21165.18          | Corporate Debt Securities                         |
| DIRECTV FING LLC / DIRECTV     SR SEC 144A NT27    | 2027-08-15      | 5.8750%  | 0.0000% | $386000.00         | $392411.94         | Corporate Debt Securities                         |
| DISCOVERY COMMUNICATIONS LLC   SR GLBL NT 29       | 2029-05-15      | 4.1250%  | 0.0000% | $30000.00          | $27979.69          | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR SEC GLBL 26      | 2026-12-01      | 5.2500%  | 0.0000% | $4228000.00        | $3897070.92        | Corporate Debt Securities                         |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30       | 2030-03-15      | 4.8500%  | 0.0000% | $10000.00          | $10431.02          | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL 107TH 51    | 2051-08-15      | 2.9000%  | 0.0000% | $59000.00          | $36852.88          | Corporate Debt Securities                         |
| ERAC USA FINANCE COMPANY       SR 144A NT5.4%53    | 2053-05-01      | 5.4000%  | 0.0000% | $1184000.00        | $1140476.16        | Corporate Debt Securities                         |
| ECOPETROL S A                  SR GLBL NT 33       | 2033-01-13      | 8.8750%  | 0.0000% | $20000.00          | $21394.00          | Corporate Debt Securities                         |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29      | 2029-12-01      | 6.5000%  | 0.0000% | $1001000.00        | $1030255.34        | Corporate Debt Securities                         |
| EMBECTA CORP                   SR SEC GLBL 30      | 2030-02-15      | 6.7500%  | 0.0000% | $85000.00          | $83964.06          | Corporate Debt Securities                         |
| ENBRIDGE INC                   SUB GLBL COCO 84    | 2084-01-15      | 8.5000%  | 0.0000% | $10000.00          | $11492.28          | Corporate Debt Securities                         |
| ENCOMPASS HEALTH CORP          SR GLBL NT 30       | 2030-02-01      | 4.7500%  | 0.0000% | $2898000.00        | $2909533.23        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            PERP JR GLBL -H     | 2079-12-31      | 6.5000%  | 0.0000% | $5000.00           | $5057.57           | Corporate Debt Securities                         |
| ENEL FIN INTL N.V.             SR 144A NT 52       | 2052-10-14      | 7.7500%  | 0.0000% | $10522000.00       | $12679232.13       | Corporate Debt Securities                         |
| ENGIE SA                       SR 144A NT 34       | 2034-04-10      | 5.6250%  | 0.0000% | $2515000.00        | $2614216.75        | Corporate Debt Securities                         |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $41000.00          | $44170.02          | Corporate Debt Securities                         |
| FIRST COAST RE IV LTD          EXT GLBL 144A 32    | 2028-03-07      | 10.7932% | 0.0000% | $6815000.00        | $6826585.50        | Corporate Debt Securities                         |
| FLORIDA PWR & LT CO            1MTG 5.65% 37       | 2037-02-01      | 5.6500%  | 0.0000% | $2560000.00        | $2726309.69        | Corporate Debt Securities                         |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 34       | 2034-03-08      | 6.1250%  | 0.0000% | $3301000.00        | $3259095.64        | Corporate Debt Securities                         |
| FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 31     | 2031-05-01      | 7.0000%  | 0.0000% | $272000.00         | $284093.72         | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT34    | 2034-01-25      | 5.8750%  | 0.0000% | $4505000.00        | $4676213.15        | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 26       | 2026-05-01      | 7.6250%  | 0.0000% | $15000000.00       | $15186397.92       | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR NT 5.75%28       | 2028-06-01      | 5.7500%  | 0.0000% | $98000.00          | $100590.33         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $260000.00         | $232399.92         | Corporate Debt Securities                         |
| GLP CAP LP/GLP FING II INC     SR GLBL NT 54       | 2054-09-15      | 6.2500%  | 0.0000% | $15000.00          | $14798.84          | Corporate Debt Securities                         |
| GN BONDCO LLC                  SR SEC 144A NT31    | 2031-10-15      | 9.5000%  | 0.0000% | $5059000.00        | $5431704.96        | Corporate Debt Securities                         |
| GATEWAY RE LTD                 -AA VR 144A NT25    | 2025-12-22      | 4.2932%  | 0.0000% | $7750000.00        | $7263300.00        | Corporate Debt Securities                         |
| GENESEE STR RE LTD             -A VR 144A BD 28    | 2028-04-07      | 7.5432%  | 0.0000% | $16316000.00       | $16262157.20       | Corporate Debt Securities                         |
| GENTING NEW YORK LLC / GENNY C SR GLBL 144A 29     | 2029-10-01      | 7.2500%  | 0.0000% | $657000.00         | $691462.02         | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR NT 6.25%41       | 2041-02-01      | 6.2500%  | 0.0000% | $22769000.00       | $24750997.19       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 27       | 2027-06-15      | 4.3870%  | 0.0000% | $15198000.00       | $15193104.98       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 7.3790%  | 0.0000% | $1495000.00        | $1544766.06        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 27     | 2027-07-15      | 4.7500%  | 0.0000% | $97000.00          | $97474.41          | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 29     | 2029-03-01      | 3.5000%  | 0.0000% | $1752000.00        | $1671301.91        | Corporate Debt Securities                         |
| HERCULES INC                   JR SB GLBL DB 29    | 2029-06-30      | 6.5000%  | 0.0000% | $1823000.00        | $1821796.82        | Corporate Debt Securities                         |
| HILCORP ENERGY I L P / HILCORP SR 144A NT 6%30     | 2030-04-15      | 6.0000%  | 0.0000% | $57000.00          | $56070.90          | Corporate Debt Securities                         |
| HILLENBRAND INC                CR SEN SR GLBL26    | 2026-09-15      | 5.0000%  | 0.0000% | $76000.00          | $77108.33          | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 28       | 2028-01-15      | 3.9500%  | 0.0000% | $977000.00         | $918647.86         | Corporate Debt Securities                         |
| SERVICE PPTYS TR               SR GLBL NT 26       | 2026-10-01      | 4.7500%  | 0.0000% | $5489000.00        | $5494011.76        | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 31     | 2031-02-01      | 4.3750%  | 0.0000% | $3938000.00        | $3707263.28        | Corporate Debt Securities                         |
| HUNTSMAN INTERNATIONAL LLC     4.5%29              | 2029-05-01      | 4.5000%  | 0.0000% | $609000.00         | $581196.10         | Corporate Debt Securities                         |
| INEOS QUATTRO FINANCE 2 PLC    SR SEC 144A NT29    | 2029-03-15      | 9.6250%  | 0.0000% | $4048000.00        | $4163494.50        | Corporate Debt Securities                         |
| INTEGRITY RE LTD               EXT GLBL 144A 31    | 2031-06-06      | 17.5432% | 0.0000% | $1750000.00        | $1792780.86        | Corporate Debt Securities                         |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 40       | 2040-09-15      | 2.6500%  | 0.0000% | $9290000.00        | $6172314.71        | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           -B1-20251 144A27    | 2027-06-06      | 14.0432% | 0.0000% | $500000.00         | $502500.00         | Corporate Debt Securities                         |
| INTEGRITY RE III LTD           CL B-2 144A 28      | 2028-06-06      | 14.0432% | 0.0000% | $1000000.00        | $1006900.00        | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR 144A NT 33       | 2033-01-15      | 6.2500%  | 0.0000% | $391000.00         | $412659.77         | Corporate Debt Securities                         |
| KKR GROUP FIN CO X LLC         SR GLBL 144A 51     | 2051-12-15      | 3.2500%  | 0.0000% | $400000.00         | $254133.67         | Corporate Debt Securities                         |
| KAISER ALUMINIUM CORPORATION   SR GLBL 144A 31     | 2031-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $937225.00         | Corporate Debt Securities                         |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $2938000.00        | $3133024.44        | Corporate Debt Securities                         |
| KENDALL RE LTD                 -A VR 144A NT 27    | 2027-04-30      | 10.5432% | 0.0000% | $3694000.00        | $3871233.83        | Corporate Debt Securities                         |
| KENDALL RE LTD                 -B VR 144A NT 27    | 2027-04-30      | 12.0432% | 0.0000% | $2500000.00        | $2594176.26        | Corporate Debt Securities                         |
| KEYSPAN CORP                   SR GLBL NT 35       | 2035-04-01      | 5.8030%  | 0.0000% | $977000.00         | $1009041.99        | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-A 144A 31     | 2031-01-08      | 10.5432% | 0.0000% | $607000.00         | $647127.47         | Corporate Debt Securities                         |
| KINDER MORGAN INC DEL          4.3%28              | 2028-03-01      | 4.3000%  | 0.0000% | $3494000.00        | $3544012.73        | Corporate Debt Securities                         |
| KINETIK HLDGS LP               SR GLBL 144A 30     | 2030-06-15      | 5.8750%  | 0.0000% | $1047000.00        | $1056274.24        | Corporate Debt Securities                         |
| KODIAK GAS SVCS LLC            SR GLBL 144A 29     | 2029-02-15      | 7.2500%  | 0.0000% | $145000.00         | $153906.99         | Corporate Debt Securities                         |
| KOHLS CORP                     SR GLBL NT 37       | 2037-12-15      | 6.8750%  | 0.0000% | $3005000.00        | $1808122.27        | Corporate Debt Securities                         |
| KROGER CO                      SR GLBL NT 5%42     | 2042-04-15      | 5.0000%  | 0.0000% | $368000.00         | $336063.73         | Corporate Debt Securities                         |
| LABL INC                       SR 144A NT 29       | 2029-11-01      | 8.2500%  | 0.0000% | $10000.00          | $8460.21           | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50    | 2050-05-01      | 4.2000%  | 0.0000% | $1250000.00        | $924529.17         | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51       | 2051-04-01      | 3.6250%  | 0.0000% | $4376000.00        | $2934247.18        | Corporate Debt Securities                         |
| LADDER CAPITAL FIN HLDGS/CORP  SR GLBL 144A 31     | 2031-07-15      | 7.0000%  | 0.0000% | $135000.00         | $145618.20         | Corporate Debt Securities                         |
| LEIDOS INC                     CR SEN SR GLBL31    | 2031-02-15      | 2.3000%  | 0.0000% | $134000.00         | $117980.97         | Corporate Debt Securities                         |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $256493.00         | $221290.51         | Corporate Debt Securities                         |
| LIONS GATE CAPITAL HOLDINGS    SR GLBL 144A 29     | 2029-04-15      | 5.5000%  | 0.0000% | $77000.00          | $64228.65          | Corporate Debt Securities                         |
| M D C HLDGS INC                SR GLBL NT 30       | 2030-01-15      | 3.8500%  | 0.0000% | $18000.00          | $17444.26          | Corporate Debt Securities                         |
| MGM RESORTS INTERNATIONAL      SR GLBL NT6.5%32    | 2032-04-15      | 6.5000%  | 0.0000% | $347000.00         | $356376.52         | Corporate Debt Securities                         |
| MPH ACQUISITION HLDGS LLC      SR GLBL 144A 28     | 2028-11-01      | 5.7500%  | 0.0000% | $1054000.00        | $667364.99         | Corporate Debt Securities                         |
| MACQUARIE GROUP LIMITED        SR REGS NT 33       | 2033-06-21      | 4.4420%  | 0.0000% | $500000.00         | $476745.25         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR SEC 144A NT28    | 2028-05-01      | 5.2500%  | 0.0000% | $603000.00         | $492478.64         | Corporate Debt Securities                         |
| MAGIC MERGECO INC              SR 144A NT 29       | 2029-05-01      | 7.8750%  | 0.0000% | $13000000.00       | $8422781.25        | Corporate Debt Securities                         |
| MATADOR RES CO                 SR GLBL 144A 32     | 2032-04-15      | 6.5000%  | 0.0000% | $3082000.00        | $3136001.78        | Corporate Debt Securities                         |
| MAYFLOWER RE LTD               -A VR 144A NT 27    | 2027-07-08      | 8.7932%  | 0.0000% | $3000000.00        | $3068256.99        | Corporate Debt Securities                         |
| MERNA REINSURANCE II LTD       EXT-20243 144A32    | 2032-07-07      | 12.7932% | 0.0000% | $16500000.00       | $16599000.00       | Corporate Debt Securities                         |
| MICROSOFT CORP                 SR GLBL NT 30       | 2030-09-15      | 1.3500%  | 0.0000% | $593000.00         | $520106.96         | Corporate Debt Securities                         |
| MID-AMERICA APTS LP            SR GLBL NT 51       | 2051-09-15      | 2.8750%  | 0.0000% | $85000.00          | $53479.91          | Corporate Debt Securities                         |
| MIZUHO FINANCIAL GROUP INC     SR GLBL NT 31       | 2031-05-13      | 5.0980%  | 0.0000% | $2437000.00        | $2494843.95        | Corporate Debt Securities                         |
| MONA LISA RE LTD               EXTND-A 144A 31     | 2031-06-25      | 14.0432% | 0.0000% | $10908000.00       | $11758824.00       | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 3.875%012726     | 2026-01-27      | 3.8750%  | 0.0000% | $595000.00         | $602472.46         | Corporate Debt Securities                         |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35       | 2035-08-15      | 5.5500%  | 0.0000% | $897000.00         | $910919.94         | Corporate Debt Securities                         |
| MURPHY OIL CORP                CR SEN SR NT 42     | 2042-12-01      | 5.8750%  | 0.0000% | $54000.00          | $44111.12          | Corporate Debt Securities                         |
| MURPHY OIL USA INC             SR GLBL 144A 31     | 2031-02-15      | 3.7500%  | 0.0000% | $7000.00           | $6529.97           | Corporate Debt Securities                         |
| MYSTIC RE IV LIMITED           -A FL 144A NT 27    | 2027-01-08      | 16.2932% | 0.0000% | $900000.00         | $968908.32         | Corporate Debt Securities                         |
| NATURE COAST RE LTD            EXTND-A 144A 32     | 2032-06-07      | 19.0432% | 0.0000% | $1000000.00        | $1120011.35        | Corporate Debt Securities                         |
| NEW HOME CO INC                SR 144A NT8.5%30    | 2030-11-01      | 8.5000%  | 0.0000% | $94000.00          | $95885.69          | Corporate Debt Securities                         |
| NEWELL BRANDS INC              SR GLBL 144A 28     | 2028-06-01      | 8.5000%  | 0.0000% | $712000.00         | $752606.94         | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT5.2%29    | 2029-08-01      | 5.2000%  | 0.0000% | $640000.00         | $655745.42         | Corporate Debt Securities                         |
| OCELOT RE LTD                  EXTND-A 144A 31     | 2031-01-07      | 12.0432% | 0.0000% | $4000000.00        | $4044000.00        | Corporate Debt Securities                         |
| OIL & GAS HLDG CO B S C        FR 7.5%102527       | 2027-10-25      | 7.5000%  | 0.0000% | $208000.00         | $215825.31         | Corporate Debt Securities                         |
| OPEN TEXT CORP                 SR SEC GLBL 27      | 2027-12-01      | 6.9000%  | 0.0000% | $690000.00         | $717819.65         | Corporate Debt Securities                         |
| OSCAR ACQUISITIONCO LLC & OSC  SR 144A NT9.5%30    | 2030-04-15      | 9.5000%  | 0.0000% | $1715000.00        | $1428906.56        | Corporate Debt Securities                         |
| OUTFRONT MEDIA CAP / OUTFRONT  SR GLBL 144A 27     | 2027-08-15      | 5.0000%  | 0.0000% | $49000.00          | $49569.38          | Corporate Debt Securities                         |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL     | 2079-12-31      | 6.0000%  | 0.0000% | $375000.00         | $380186.25         | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54    | 2054-10-01      | 5.9000%  | 0.0000% | $18723000.00       | $17076239.34       | Corporate Debt Securities                         |
| PAYPAL HLDGS INC               SR GLBL NT5.1%35    | 2035-04-01      | 5.1000%  | 0.0000% | $793000.00         | $806354.12         | Corporate Debt Securities                         |
| PEDERNALES ELEC COOP INC       1M GLBL 144A 32     | 2032-11-15      | 6.2020%  | 0.0000% | $1090000.00        | $1147042.43        | Corporate Debt Securities                         |
| PENNYMAC FINL SVCS INC NEW     SR GLBL 144A 30     | 2030-11-15      | 7.1250%  | 0.0000% | $42000.00          | $43704.20          | Corporate Debt Securities                         |
| PETROBRAS GLOBAL FINANCE BV    SR GLBL NT 40       | 2040-01-20      | 6.8750%  | 0.0000% | $139000.00         | $142047.65         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.5%27      | 2027-03-13      | 6.5000%  | 0.0000% | $251000.00         | $254077.12         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            SR GLBL -C NT 28    | 2028-02-12      | 5.3500%  | 0.0000% | $10778000.00       | $10555200.77       | Corporate Debt Securities                         |
| PIONEER NAT RES CO             SR GLBL NT5.1%26    | 2026-03-29      | 5.1000%  | 0.0000% | $1493000.00        | $1519010.55        | Corporate Debt Securities                         |
| PLAINS ALL AMERN PIPELINE L P  PERP SUB GLBL -B    | 2500-12-31      | 8.6979%  | 0.0000% | $64000.00          | $64624.90          | Corporate Debt Securities                         |
| PLANET FINANCIAL GROUP         SR 144A NT 29       | 2029-12-15      | 10.5000% | 0.0000% | $14800000.00       | $14696237.20       | Corporate Debt Securities                         |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $2407000.00        | $2598067.66        | Corporate Debt Securities                         |
| PRIME HEALTHCARE SVCS INC      SR SEC 144A NT29    | 2029-09-01      | 9.3750%  | 0.0000% | $2028000.00        | $2098289.63        | Corporate Debt Securities                         |
| PROGRESSIVE CORP               SR NT 4.35%44       | 2044-04-25      | 4.3500%  | 0.0000% | $1463000.00        | $1254704.16        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING      EXTND-A 144A 30     | 2030-04-08      | 9.8432%  | 0.0000% | $5060000.00        | $5164500.24        | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL A-1 144A 28      | 2028-04-07      | 8.2932%  | 0.0000% | $3300000.00        | $3292080.00        | Corporate Debt Securities                         |
| SA RE II LTD SEGR ACCT 25-1    CL B-2 144A 30      | 2030-04-08      | 9.0432%  | 0.0000% | $13385000.00       | $13453263.50       | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 26       | 2026-12-15      | 5.2500%  | 0.0000% | $75000.00          | $75158.81          | Corporate Debt Securities                         |
| SEMPRA                         JR SB GLBL 55       | 2055-04-01      | 6.6250%  | 0.0000% | $55000.00          | $53838.32          | Corporate Debt Securities                         |
| SEMPRA INFRASTRUCTURE PARTNERS SR 144A NT 32       | 2032-01-15      | 3.2500%  | 0.0000% | $1509000.00        | $1310892.19        | Corporate Debt Securities                         |
| 7-ELEVEN INC                   GLBL 144A NT 51     | 2051-02-10      | 2.8000%  | 0.0000% | $110000.00         | $65672.08          | Corporate Debt Securities                         |
| SIERRA PAC PWR CO              SR GLBL NT5.9%54    | 2054-03-15      | 5.9000%  | 0.0000% | $4059000.00        | $4096904.29        | Corporate Debt Securities                         |
| SKANDINAVISKA ENSKILDA BANKEN  FR 5.125%030527     | 2027-03-05      | 5.1250%  | 0.0000% | $500000.00         | $515745.76         | Corporate Debt Securities                         |
| SMITHFIELD FOODS INC           SR GLBL 144A 27     | 2027-02-01      | 4.2500%  | 0.0000% | $80000.00          | $80603.22          | Corporate Debt Securities                         |
| SOCIETE GENERALE               FR 6.691%011034     | 2034-01-10      | 6.6910%  | 0.0000% | $2100000.00        | $2296741.42        | Corporate Debt Securities                         |
| SOLOMON RE LTD                 EXTND-A 144A 30     | 2030-06-07      | 9.8132%  | 0.0000% | $2825000.00        | $2875002.50        | Corporate Debt Securities                         |
| STERIGENICS-NORDION HLDGS LLC  SR SEC 144A NT31    | 2031-06-01      | 7.3750%  | 0.0000% | $2496000.00        | $2615985.15        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2023B 53    | 2053-03-01      | 5.7000%  | 0.0000% | $25000.00          | $22530.79          | Corporate Debt Securities                         |
| DELTA AIRLINES PT 2015-1       AA     20290130 3.6 | 2029-01-30      | 3.6250%  | 0.0000% | $48000.00          | $27993.60          | Asset-Backed Securities                           |
| STAR TR 2025-SFR5              A      20420117 FLT | 2042-01-17      | 5.7620%  | 0.0000% | $8000000.00        | $8026805.78        | Asset-Backed Securities                           |
| WESTLAKE AUTO REC TR 2023-1    D      20281115 6.7 | 2028-11-15      | 6.7900%  | 0.0000% | $1381000.00        | $1415217.27        | Asset-Backed Securities                           |
| SOUTHERN CALIF GAS CO          1M GLBL WW BD 50    | 2050-02-15      | 3.9500%  | 0.0000% | $12618000.00       | $9561573.41        | Corporate Debt Securities                         |
| STARBUCKS CORP                 SR NT 4.5%48        | 2048-11-15      | 4.5000%  | 0.0000% | $10000.00          | $8269.35           | Corporate Debt Securities                         |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $111000.00         | $115920.95         | Corporate Debt Securities                         |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34    | 2034-12-15      | 5.3000%  | 0.0000% | $10140000.00       | $10000456.70       | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 54       | 2054-01-15      | 5.7500%  | 0.0000% | $412000.00         | $410090.04         | Corporate Debt Securities                         |
| TEAM HEALTH HOLDING INC        SR SEC GLBL 28      | 2028-06-30      | 13.5000% | 0.0000% | $97000.00          | $106142.25         | Corporate Debt Securities                         |
| TELEFONICA EMISONES SA         SR GLBL NT 27       | 2027-03-08      | 4.1030%  | 0.0000% | $450000.00         | $453197.20         | Corporate Debt Securities                         |
| TEVA PHARMACEUTICAL FIN NETH   SR GLBL NT 6%32     | 2032-12-01      | 6.0000%  | 0.0000% | $7300000.00        | $7480845.33        | Corporate Debt Securities                         |
| TEXAS HEALTH RES               SR SEC 2020 BD50    | 2050-11-15      | 2.3280%  | 0.0000% | $19000.00          | $10617.39          | Corporate Debt Securities                         |
| 3M CO                          SR GLBL NT 30       | 2030-04-15      | 3.0500%  | 0.0000% | $1265000.00        | $1194089.37        | Corporate Debt Securities                         |
| TOLEDO HOSPITAL                TAX BD 2018B 28     | 2028-11-15      | 5.3250%  | 0.0000% | $25000.00          | $25062.41          | Corporate Debt Securities                         |
| TORREY PINES RE LTD            EXTND-B 144A 32     | 2032-06-07      | 11.5432% | 0.0000% | $7400000.00        | $7762848.00        | Corporate Debt Securities                         |
| TORREY PINES RE LTD            -C-20251 144A 28    | 2028-06-07      | 10.7932% | 0.0000% | $1270000.00        | $1271524.00        | Corporate Debt Securities                         |
| GLOBAL PMTS INC                SR GLBL NT 28       | 2028-06-01      | 4.4500%  | 0.0000% | $1535000.00        | $1535559.85        | Corporate Debt Securities                         |
| TRIDENT TPI HLDGS INC          SR 144A NT 28       | 2028-12-31      | 12.7500% | 0.0000% | $75000.00          | $78615.00          | Corporate Debt Securities                         |
| TRUIST FINL CORP               FR 6.047%060827     | 2027-06-08      | 6.0470%  | 0.0000% | $29041000.00       | $29525850.79       | Corporate Debt Securities                         |
| TRUST 1401                     SR 144A NT 37       | 2037-01-23      | 8.2500%  | 0.0000% | $5188000.00        | $5647963.76        | Corporate Debt Securities                         |
| UBS GROUP AG                   ALT TIER I PERP     | 2079-12-31      | 4.3750%  | 0.0000% | $2735000.00        | $2453852.64        | Corporate Debt Securities                         |
| UDR INC                        FR 3.5%070127       | 2027-07-01      | 3.5000%  | 0.0000% | $527000.00         | $528466.52         | Corporate Debt Securities                         |
| UDR INC                        FR 3%081531         | 2031-08-15      | 3.0000%  | 0.0000% | $443000.00         | $407063.84         | Corporate Debt Securities                         |
| UNIFRAX ESCROW ISSUER CORPORA  144A NT 5.25%28     | 2028-09-30      | 5.2500%  | 0.0000% | $15000.00          | $5840.62           | Corporate Debt Securities                         |
| UNITED STATES STL CORP         SR NT 6.65%37       | 2037-06-01      | 6.6500%  | 0.0000% | $31000.00          | $32885.02          | Corporate Debt Securities                         |
| UNITI GROUP LP / UNITI FIBER/  SR SEC GLBL 28      | 2028-02-15      | 10.5000% | 0.0000% | $10000.00          | $10890.35          | Corporate Debt Securities                         |
| VALLOUREC SA                   SR GLBL 144A 32     | 2032-04-15      | 7.5000%  | 0.0000% | $4001000.00        | $4265686.16        | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         SR SEC 144A NT29    | 2029-02-01      | 9.5000%  | 0.0000% | $150000.00         | $169504.42         | Corporate Debt Securities                         |
| VENTURE GLOBAL LNG INC         PERP A 144A NT9%    | 2500-12-31      | 9.0000%  | 0.0000% | $9172000.00        | $9149803.76        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR DEB 5.85%43      | 2043-09-01      | 5.8500%  | 0.0000% | $5208000.00        | $4588755.78        | Corporate Debt Securities                         |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 27     | 2027-07-31      | 5.0000%  | 0.0000% | $1819000.00        | $1852730.32        | Corporate Debt Securities                         |
| VMED O2 UK FING I PLC          SR SEC 144A NT32    | 2032-04-15      | 7.7500%  | 0.0000% | $590000.00         | $621131.84         | Corporate Debt Securities                         |
| VORNADO RLTY L P               GLBL NT 3.4%31      | 2031-06-01      | 3.4000%  | 0.0000% | $122000.00         | $108717.72         | Corporate Debt Securities                         |
| WRKCO INC                      SR GLBL NT4.9%29    | 2029-03-15      | 4.9000%  | 0.0000% | $300000.00         | $307380.50         | Corporate Debt Securities                         |
| WELLS FARGO & CO               JR SB -B DEB 29     | 2029-11-15      | 7.9500%  | 0.0000% | $9506000.00        | $10718846.78       | Corporate Debt Securities                         |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL50    | 2050-02-01      | 5.2500%  | 0.0000% | $6613000.00        | $5655233.70        | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT6.5%33    | 2033-06-15      | 6.5000%  | 0.0000% | $2766000.00        | $2776042.12        | Corporate Debt Securities                         |
| WILLIAMS SCOTSMAN INC          SR SEC GLBL 29      | 2029-06-15      | 6.6250%  | 0.0000% | $516000.00         | $532145.86         | Corporate Debt Securities                         |
| WOM MOBILE SPA                 SR 144A NT 31       | 2031-04-01      | 11.0000% | 0.0000% | $1686000.00        | $1720267.95        | Corporate Debt Securities                         |
| XEROX CORP                     SR GLBL NT4.8%35    | 2035-03-01      | 4.8000%  | 0.0000% | $372000.00         | $203992.40         | Corporate Debt Securities                         |
| AEP TRANSMISSION CO LLC        SR GLBL -J NT 48    | 2048-09-15      | 4.2500%  | 0.0000% | $65000.00          | $52691.98          | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXT GLBL 144A 28    | 2028-05-05      | 7.3932%  | 0.0000% | $31152000.00       | $31245456.00       | Corporate Debt Securities                         |
| ACORN RE LIMITED               EXTND-B 144A 26     | 2026-05-07      | 7.3932%  | 0.0000% | $29365000.00       | $29394365.00       | Corporate Debt Securities                         |
| ADAPTHEALTH LLC                SR GLBL 144A 28     | 2028-08-01      | 6.1250%  | 0.0000% | $599000.00         | $611681.25         | Corporate Debt Securities                         |
| AIRCASTLE LTD                  PERP JR -A 144A     | 2500-12-31      | 5.2500%  | 0.0000% | $33000.00          | $33107.66          | Corporate Debt Securities                         |
| ALBERTSONS INC                 SR DEB 7.45%29      | 2029-08-01      | 7.4500%  | 0.0000% | $111000.00         | $121379.02         | Corporate Debt Securities                         |
| ALPHABET INC                   SR GLBL NT1.1%30    | 2030-08-15      | 1.1000%  | 0.0000% | $838000.00         | $725427.27         | Corporate Debt Securities                         |
| ALTERYX INC                    SR GLBL 144A 28     | 2028-03-15      | 8.7500%  | 0.0000% | $591000.00         | $612731.56         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 27      | 2027-02-01      | 8.1250%  | 0.0000% | $549000.00         | $516679.53         | Corporate Debt Securities                         |
| ALTICE FRANCE S A              SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $393000.00         | $334363.74         | Corporate Debt Securities                         |
| AMENTUM ESCROW CORP            SR GLBL 144A 32     | 2032-08-01      | 7.2500%  | 0.0000% | $5219000.00        | $5520433.49        | Corporate Debt Securities                         |
| HESS CORP                      SR GLBL NT7.3%31    | 2031-08-15      | 7.3000%  | 0.0000% | $10000.00          | $11591.75          | Corporate Debt Securities                         |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 34       | 2034-10-01      | 6.1500%  | 0.0000% | $3688000.00        | $3733746.57        | Corporate Debt Securities                         |
| AMERICAN HONDA FIN CORP MTN    FR 5.05%071031      | 2031-07-10      | 5.0500%  | 0.0000% | $235000.00         | $243193.80         | Corporate Debt Securities                         |
| AMERITEX HOLDCO INTER LLC      SR SEC 144A NT28    | 2028-10-15      | 10.2500% | 0.0000% | $376000.00         | $405777.01         | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR GLBL 144A 33     | 2033-05-02      | 5.5000%  | 0.0000% | $1642000.00        | $1681360.56        | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 46       | 2046-08-04      | 3.8500%  | 0.0000% | $363000.00         | $296314.68         | Corporate Debt Securities                         |
| APPLE INC                      SR GLBL NT 50       | 2050-05-11      | 2.6500%  | 0.0000% | $38000.00          | $23678.82          | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 31     | 2031-06-07      | 13.2932% | 0.0000% | $5000000.00        | $5347000.00        | Corporate Debt Securities                         |
| AQUILA RE I LTD 2023-1         EXT-B-1 144A 30     | 2030-06-08      | 12.5632% | 0.0000% | $250000.00         | $265651.98         | Corporate Debt Securities                         |
| ARAGONITE RE LTD               EXTND-A 144A 31     | 2031-04-07      | 9.5432%  | 0.0000% | $450000.00         | $464670.00         | Corporate Debt Securities                         |
| ARBOR REALTY TRUST INC         SR GLBL 144A 27     | 2027-03-15      | 4.5000%  | 0.0000% | $19000000.00       | $17825515.00       | Corporate Debt Securities                         |
| ARCOSA INC                     SR GLBL 144A 29     | 2029-04-15      | 4.3750%  | 0.0000% | $90000.00          | $87818.81          | Corporate Debt Securities                         |
| ARES CAPITAL CORP              SR GLBL NT 26       | 2026-01-15      | 3.8750%  | 0.0000% | $82678000.00       | $83719777.28       | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 32       | 2032-10-15      | 6.6250%  | 0.0000% | $166000.00         | $170618.47         | Corporate Debt Securities                         |
| AXIS SPECIALTY FINANCE PLC     SR GLBL NT 45       | 2045-04-01      | 5.1500%  | 0.0000% | $2119000.00        | $1911575.21        | Corporate Debt Securities                         |
| BBVA MEXICO SA INSTITUCION DE  LW TIER II 33       | 2033-01-18      | 5.1250%  | 0.0000% | $875000.00         | $861538.00         | Corporate Debt Securities                         |
| BPCE                           FR 6.915%011446     | 2046-01-14      | 6.9150%  | 0.0000% | $18680000.00       | $19934470.97       | Corporate Debt Securities                         |
| BPCE                           FR 5.125%011828     | 2028-01-18      | 5.1250%  | 0.0000% | $624000.00         | $649735.32         | Corporate Debt Securities                         |
| BPCE                           FR 3.375%120226     | 2026-12-02      | 3.3750%  | 0.0000% | $2502000.00        | $2477367.81        | Corporate Debt Securities                         |
| BNP PARIBAS                    ALT TIER I PERP     | 2500-12-31      | 7.3750%  | 0.0000% | $580000.00         | $600169.34         | Corporate Debt Securities                         |
| BACARDI MARTINI B V DISC COML  SR 144A NT 30       | 2030-02-01      | 5.5500%  | 0.0000% | $645000.00         | $675443.46         | Corporate Debt Securities                         |
| BACARDI MARTINI B V DISC COML  SR 144A NT 6%35     | 2035-02-01      | 6.0000%  | 0.0000% | $315000.00         | $331571.10         | Corporate Debt Securities                         |
| BALL CORP                      SR GLBL NT 28       | 2028-03-15      | 6.8750%  | 0.0000% | $2000000.00        | $2115688.06        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      FR 5.8%031035       | 2035-03-10      | 5.8000%  | 0.0000% | $5165000.00        | $5221671.53        | Corporate Debt Securities                         |
| BANCO DE CREDITO DEL PERU      LW TIER II 35       | 2035-07-30      | 6.4500%  | 0.0000% | $148000.00         | $153091.20         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.202%042529     | 2029-04-25      | 5.2020%  | 0.0000% | $63000.00          | $64830.31          | Corporate Debt Securities                         |
| BEAZER HOMES USA INC           SR GLBL NT 27       | 2027-10-15      | 5.8750%  | 0.0000% | $84000.00          | $84727.40          | Corporate Debt Securities                         |
| BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 7%29     | 2029-07-15      | 7.0000%  | 0.0000% | $95000.00          | $102185.17         | Corporate Debt Securities                         |
| BONANZA RE LTD                 -C-20241 144A 27    | 2027-12-19      | 9.7932%  | 0.0000% | $16900000.00       | $16852680.00       | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO     SR GLBL 144A 41     | 2041-07-22      | 7.1250%  | 0.0000% | $1780000.00        | $1346126.48        | Corporate Debt Securities                         |
| BRINKS CO                      SR GLBL 144A 32     | 2032-06-15      | 6.7500%  | 0.0000% | $100000.00         | $104207.25         | Corporate Debt Securities                         |
| BROOKFIELD RESIDENTIAL PPTYS   SR GLBL 144A 29     | 2029-06-15      | 5.0000%  | 0.0000% | $10338000.00       | $9430358.06        | Corporate Debt Securities                         |
| BROWN UNIV                     SR -2020A BD 50     | 2050-09-01      | 2.9240%  | 0.0000% | $13000000.00       | $8557320.78        | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $95000.00          | $92365.02          | Corporate Debt Securities                         |
| COMMUNITY HEALTH SYS INC NEW   JR GLBL 144A 30     | 2030-04-01      | 6.1250%  | 0.0000% | $9244000.00        | $7108103.19        | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR 144A NT 31       | 2031-06-10      | 4.6250%  | 0.0000% | $2759000.00        | $2175332.02        | Corporate Debt Securities                         |
| CQP HOLDCO LP & BIP-V CHINOOK  SR SEC 144A NT31    | 2031-06-15      | 5.5000%  | 0.0000% | $548000.00         | $542170.19         | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR SEC GLBL 28      | 2028-02-15      | 4.5000%  | 0.0000% | $19060000.00       | $19204379.50       | Corporate Debt Securities                         |
| CALPINE CORPORATION            SR SEC 144A NT31    | 2031-03-01      | 3.7500%  | 0.0000% | $125000.00         | $119893.23         | Corporate Debt Securities                         |
| CAPE LOOKOUT RE LTD            EXTND-A 144A 30     | 2030-04-28      | 12.7132% | 0.0000% | $27023000.00       | $27468879.50       | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 29     | 2029-11-30      | 8.8750%  | 0.0000% | $85000.00          | $64654.05          | Corporate Debt Securities                         |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $834000.00         | $745720.75         | Corporate Debt Securities                         |
| CSN RESOURCES SA               SR REGS NT 31       | 2031-06-10      | 4.6250%  | 0.0000% | $31557000.00       | $24881099.10       | Corporate Debt Securities                         |
| MC BRAZIL DOWNSTREAM TRADING S SR SEC GLBL 31      | 2031-06-30      | 7.2500%  | 0.0000% | $5398000.00        | $3914662.14        | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         5.875%28            | 2028-01-19      | 5.8750%  | 0.0000% | $7466000.00        | $7653055.45        | Corporate Debt Securities                         |
| BRASKEM NETH FIN B V           SUB GLBL REGS 81    | 2081-01-23      | 8.5000%  | 0.0000% | $1895000.00        | $1679594.30        | Corporate Debt Securities                         |
| SIEMENS FUNDING B.V.           SR GLBL REGS 35     | 2035-05-28      | 5.2000%  | 0.0000% | $1300000.00        | $1327081.89        | Corporate Debt Securities                         |
| AEROPUERTOS DOMINICANOS SIGLO  SR SEC REGS NT34    | 2034-06-30      | 7.0000%  | 0.0000% | $500000.00         | $518300.00         | Corporate Debt Securities                         |
| PROLOGIS L P                   SR GLBL NT 50       | 2050-10-15      | 2.1250%  | 0.0000% | $21000.00          | $11155.98          | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 33 BD 49    | 2049-09-15      | 4.0500%  | 0.0000% | $4095000.00        | $3128098.84        | Corporate Debt Securities                         |
| PUBLIC SERVICE CO COLO         1M GLBL 40 BD 53    | 2053-04-01      | 5.2500%  | 0.0000% | $8651000.00        | $7975868.75        | Corporate Debt Securities                         |
| PUERTO RICO PARAMETRIC RE LTD  EXTND-A 144A 27     | 2027-10-07      | 13.2932% | 0.0000% | $4175000.00        | $4324210.86        | Corporate Debt Securities                         |
| PURPLE RE LTD                  VAR 144A NT 27      | 2027-06-07      | 13.2932% | 0.0000% | $19960000.00       | $20574625.41       | Corporate Debt Securities                         |
| REGENCY CTRS L P               SR GLBL NT4.4%47    | 2047-02-01      | 4.4000%  | 0.0000% | $525000.00         | $444575.83         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXTND-5 144A 30     | 2030-12-06      | 10.2132% | 0.0000% | $1250000.00        | $1290500.00        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2025 LTD     EXT GLBL 144A 33    | 2033-06-06      | 12.0432% | 0.0000% | $14025000.00       | $14065672.50       | Corporate Debt Securities                         |
| RIO TINTO FIN USA PLC          SR GLBL NT 65       | 2065-03-14      | 5.8750%  | 0.0000% | $351000.00         | $354488.45         | Corporate Debt Securities                         |
| RIVERFRONT RE LTD              -B-20251 144A 29    | 2029-01-08      | 12.0432% | 0.0000% | $5150000.00        | $5127340.00        | Corporate Debt Securities                         |
| ROYAL BK CDA                   FR 5.153%020431     | 2031-02-04      | 5.1530%  | 0.0000% | $159000.00         | $165545.98         | Corporate Debt Securities                         |
| RYAN SPECIALTY LLC             SR SEC GLBL 32      | 2032-08-01      | 5.8750%  | 0.0000% | $75000.00          | $77296.20          | Corporate Debt Securities                         |
| SPCM SA                        SR GLBL 144A 30     | 2030-03-15      | 3.3750%  | 0.0000% | $1500000.00        | $1394870.62        | Corporate Debt Securities                         |
| SABINE RE LTD                  EXTND-A 144A 31     | 2027-04-07      | 12.5432% | 0.0000% | $5500000.00        | $5689750.00        | Corporate Debt Securities                         |
| SAFEWAY INC                    SR GLBL DEB 31      | 2031-02-01      | 7.2500%  | 0.0000% | $57000.00          | $62211.91          | Corporate Debt Securities                         |
| SANDERS RE III LTD S AC 24-1   EXTND-A 144A 31     | 2031-04-07      | 10.0432% | 0.0000% | $28735000.00       | $29651646.50       | Corporate Debt Securities                         |
| MORGAN STANLEY RES MTG 2023-4  A-1    20531125 FLT | 2053-11-25      | 6.5000%  | 0.0000% | $35000000.00       | $25450876.92       | Private Label Collateralized Mortgage Obligations |
| NYT MTG TR 2019-NYT            B      20351217 FLT | 2035-12-17      | 6.0090%  | 0.0000% | $1786000.00        | $1717629.69        | Private Label Collateralized Mortgage Obligations |
| NY COML MTG TR 2025-299P       A      20470212 FLT | 2047-02-12      | 5.8525%  | 0.0000% | $10895000.00       | $11328136.33       | Private Label Collateralized Mortgage Obligations |
| NEW RSIDNTAL MTG LN 2022-NQM3  A-1    20620425 FLT | 2062-04-25      | 3.9000%  | 0.0000% | $13844000.00       | $10031679.83       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM4            A-1    20611025 1.9 | 2061-10-25      | 1.9570%  | 0.0000% | $10961800.00       | $6169212.30        | Private Label Collateralized Mortgage Obligations |
| NYC COMMERCIAL MTG TR 2025-3BP A      20421215 FLT | 2042-12-15      | 5.5247%  | 0.0000% | $5392000.00        | $5360602.23        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM10           A-1    20650525 FLT | 2065-05-25      | 5.4530%  | 0.0000% | $13000000.00       | $13019184.59       | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-HOME1         A-1    20590525 FLT | 2059-05-25      | 6.4310%  | 0.0000% | $2550000.00        | $1934971.79        | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FUNDG MTG TR 2024-1  B-3    20541225 FLT | 2054-12-25      | 5.8369%  | 0.0000% | $3750000.00        | $3202364.60        | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2024-J1    A-10   20540725 FLT | 2054-07-25      | 6.0000%  | 0.0000% | $15000000.00       | $15321319.99       | Private Label Collateralized Mortgage Obligations |
| STARWOOD MTG RES TR 2020-INV1  B-2    20551125 FLT | 2055-11-25      | 4.2610%  | 0.0000% | $1534000.00        | $1254266.62        | Private Label Collateralized Mortgage Obligations |
| WMRK COML MTG TR 2022-WMRK     A      20351115 FLT | 2035-11-15      | 7.1008%  | 0.0000% | $95000000.00       | $95399821.75       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO MTG 2021-C59 TR E      20540417 2.5 | 2054-04-17      | 2.5000%  | 0.0000% | $2500000.00        | $1625967.22        | Private Label Collateralized Mortgage Obligations |
| WELLS FARG CML MTG TR 2024-GRP D      20411015 FLT | 2041-10-15      | 8.2500%  | 0.0000% | $18250000.00       | $18562449.12       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML 2025-C64      A-5    20580215 5.6 | 2058-02-15      | 5.6450%  | 0.0000% | $14491000.00       | $15147273.65       | Private Label Collateralized Mortgage Obligations |
| BINOM SEC TR 2021-INV1         A-2    20560625 FLT | 2056-06-25      | 2.3700%  | 0.0000% | $825000.00         | $386043.65         | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-MC         A      20340417 FLT | 2034-04-17      | 5.1265%  | 0.0000% | $13984000.00       | $13804107.49       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-ACNT             B      20381115 FLT | 2038-11-15      | 5.6765%  | 0.0000% | $5000000.00        | $4291293.26        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-FOX2 2022-FOX2      C      20390415 FLT | 2039-04-15      | 5.6211%  | 0.0000% | $12426000.00       | $8675081.34        | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-CNYN             A      20410415 FLT | 2041-04-15      | 5.7536%  | 0.0000% | $70000000.00       | $59015266.86       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE             D      20410415 FLT | 2041-04-15      | 8.1998%  | 0.0000% | $36854480.00       | $36726763.27       | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-BIO2       C      20410815 FLT | 2041-08-15      | 6.8470%  | 0.0000% | $286000.00         | $293429.90         | Private Label Collateralized Mortgage Obligations |
| BMO MTG TR 2025-C12            A-5    20580617 FLT | 2058-06-17      | 5.8706%  | 0.0000% | $12000000.00       | $12712176.94       | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2019-C7  E      20721216 2.7 | 2072-12-16      | 2.7500%  | 0.0000% | $1500000.00        | $1051057.92        | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2024-WCL1  D      20410617 FLT | 2041-06-17      | 7.6008%  | 0.0000% | $12900000.00       | $12843537.78       | Private Label Collateralized Mortgage Obligations |
| DWIGHT 2025-FL1                B      20421219 FLT | 2042-12-19      | 6.9920%  | 0.0000% | $30000000.00       | $30014304.99       | Private Label Collateralized Mortgage Obligations |
| EQUS MTG TRUST 2021-EQAZ       A      20381015 FLT | 2038-10-15      | 5.3313%  | 0.0000% | $509996.00         | $510912.14         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FIN MOR TR 20-1      B-1    20650525 FLT | 2065-05-25      | 5.0884%  | 0.0000% | $650000.00         | $662903.82         | Private Label Collateralized Mortgage Obligations |
| GCAT 2022-INV2 TR              A-26   20520425 FLT | 2052-04-25      | 3.0000%  | 0.0000% | $15000000.00       | $11170330.01       | Private Label Collateralized Mortgage Obligations |
| GWT COMMERCIAL MTG 2024-WLF2   A      20410515 FLT | 2041-05-15      | 6.0030%  | 0.0000% | $540000.00         | $542532.19         | Private Label Collateralized Mortgage Obligations |
| GWT COMMERCIAL MTG 2024-WLF2   D      20410515 FLT | 2041-05-15      | 7.2512%  | 0.0000% | $1625000.00        | $1634987.80        | Private Label Collateralized Mortgage Obligations |
| GS MTG BK SEC TR 2021-GR3      A-6    20520425 FLT | 2052-04-25      | 2.5000%  | 0.0000% | $1500000.00        | $890507.05         | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE BACKED 2023-PJ5    A-16   20540225 FLT | 2054-02-25      | 6.5000%  | 0.0000% | $25500000.00       | $16493239.90       | Private Label Collateralized Mortgage Obligations |
| GREYSTONE CRE NT LLC 2025-FL4  C      20430115 FLT | 2043-01-15      | 7.2000%  | 0.0000% | $7000000.00        | $6999860.08        | Private Label Collateralized Mortgage Obligations |
| HLTN COML MTG TR 2024-DPLO     A      20410615 FLT | 2041-06-15      | 5.9533%  | 0.0000% | $350000.00         | $351086.93         | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST 2025-AFC2          A-1A   20600625 FLT | 2060-06-25      | 0.0100%  | 0.0000% | $30000000.00       | $30036090.00       | Private Label Collateralized Mortgage Obligations |
| HUDSON YARDS MTG 25-SPRL       C      20400113 FLT | 2040-01-13      | 6.1505%  | 0.0000% | $3156000.00        | $3260506.30        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE 2025-CCM1  A-9    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $3057000.00        | $2907839.93        | Private Label Collateralized Mortgage Obligations |
| J.P.MORGAN MTG TR 2023-10      A-6    20540525 FLT | 2054-05-25      | 6.0000%  | 0.0000% | $1800000.00        | $842945.31         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.8050%  | 0.0000% | $244000.00         | $212043.58         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRT TR 2021-INV5     A-3    20511225 FLT | 2051-12-25      | 3.0000%  | 0.0000% | $9299936.00        | $5596790.64        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-VIS1     A-3    20550825 FLT | 2055-08-25      | 5.9470%  | 0.0000% | $2218000.00        | $2194458.56        | Private Label Collateralized Mortgage Obligations |
| MELLO MORT CAP ACC 2022-INV1   A-2    20520325 FLT | 2052-03-25      | 3.0000%  | 0.0000% | $19454800.00       | $13323304.65       | Private Label Collateralized Mortgage Obligations |

### Security 650: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BAC2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18BAC2
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-097 FT       | 2054-06-20      | 5.4519%  | 0.0000% | $1000.00           | $966.83            | Agency Collateralized Mortgage Obligation |
| GNII SF MA6571 M       | 2035-04-20      | 2.5000%  | 0.0000% | $1000000.00        | $217737.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA6714 M       | 2050-06-20      | 5.0000%  | 0.0000% | $2212820.00        | $368536.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA6716 M       | 2050-05-20      | 6.0000%  | 0.0000% | $1888947.00        | $320856.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA6870 M       | 2050-09-20      | 5.0000%  | 0.0000% | $1108209.00        | $273305.07         | Agency Mortgage-Backed Securities         |
| GNII SF MA6871 M       | 2050-09-20      | 5.5000%  | 0.0000% | $733117.00         | $268868.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA6872 M       | 2050-09-20      | 6.0000%  | 0.0000% | $823809.00         | $137990.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA6873 M       | 2037-10-20      | 6.5000%  | 0.0000% | $417185.00         | $135534.87         | Agency Mortgage-Backed Securities         |
| GNII FS MA8030 M       | 2051-08-20      | 3.0000%  | 0.0000% | $264449.00         | $216549.84         | Agency Mortgage-Backed Securities         |
| GNII FS MA7299 M       | 2051-03-20      | 2.5000%  | 0.0000% | $221346.00         | $165135.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA7339 M       | 2036-05-20      | 2.0000%  | 0.0000% | $300000.00         | $144332.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA7481 M       | 2038-08-20      | 7.0000%  | 0.0000% | $84789.00          | $76630.02          | Agency Mortgage-Backed Securities         |
| GNII FS MA7461 M       | 2045-04-20      | 3.5000%  | 0.0000% | $88868.00          | $70892.60          | Agency Mortgage-Backed Securities         |
| GNII FS MA7556 M       | 2051-08-20      | 3.0000%  | 0.0000% | $213780.00         | $123294.47         | Agency Mortgage-Backed Securities         |
| GNII FS MA7612 M       | 2041-07-20      | 7.0000%  | 0.0000% | $62513.00          | $56446.81          | Agency Mortgage-Backed Securities         |
| GNII FS MA7690 M       | 2051-10-20      | 2.5000%  | 0.0000% | $445304.00         | $232106.99         | Agency Mortgage-Backed Securities         |
| GNII FS MA7691 M       | 2051-10-20      | 3.0000%  | 0.0000% | $130158.00         | $105674.92         | Agency Mortgage-Backed Securities         |
| GNII FS MA7811 M       | 2051-12-20      | 2.5000%  | 0.0000% | $551547.00         | $94096.38          | Agency Mortgage-Backed Securities         |
| GNII FS MA7866 M       | 2052-01-20      | 2.5000%  | 0.0000% | $632123.00         | $480487.61         | Agency Mortgage-Backed Securities         |
| GNII FS MA7867 M       | 2051-08-20      | 3.0000%  | 0.0000% | $118034.00         | $96256.62          | Agency Mortgage-Backed Securities         |
| GNII FS MA8997 M       | 2053-07-20      | 6.0000%  | 0.0000% | $87330.00          | $86096.07          | Agency Mortgage-Backed Securities         |
| GNII SF 736305 C       | 2027-05-20      | 7.0000%  | 0.0000% | $1284206.00        | $45923.73          | Agency Mortgage-Backed Securities         |
| GNII SF 736306 C       | 2031-02-20      | 7.0000%  | 0.0000% | $1628331.00        | $151941.44         | Agency Mortgage-Backed Securities         |
| GNMI SF 736641 X       | 2032-05-15      | 6.5000%  | 0.0000% | $1422657.00        | $192309.46         | Agency Mortgage-Backed Securities         |
| GNMI SF 736643 X       | 2030-11-15      | 6.5000%  | 0.0000% | $1033784.00        | $28443.47          | Agency Mortgage-Backed Securities         |
| GNMI SF 736644 X       | 2031-05-15      | 6.5000%  | 0.0000% | $1231390.00        | $160922.39         | Agency Mortgage-Backed Securities         |
| GNII SF 737769 C       | 2033-05-20      | 6.5000%  | 0.0000% | $412866.00         | $16708.49          | Agency Mortgage-Backed Securities         |
| GNII SF 737750 C       | 2038-02-20      | 6.5000%  | 0.0000% | $4394097.00        | $101919.04         | Agency Mortgage-Backed Securities         |
| GNMI SF 739138 X       | 2033-07-15      | 6.0000%  | 0.0000% | $1112844.00        | $93230.97          | Agency Mortgage-Backed Securities         |
| GNII SF 742291 C       | 2031-08-20      | 7.5000%  | 0.0000% | $1082579.00        | $71166.78          | Agency Mortgage-Backed Securities         |
| GNMI SP 784794 X       | 2042-06-15      | 4.0000%  | 0.0000% | $2000000.00        | $593114.05         | Agency Mortgage-Backed Securities         |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $13199269.00       | $4094961.15        | Agency Mortgage-Backed Securities         |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $204740371.00      | $68081720.24       | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1256000.00        | $1070155.79        | Agency Mortgage-Backed Securities         |
| GNMI SP 783274 X       | 2036-05-15      | 6.0000%  | 0.0000% | $18900000.00       | $814809.53         | Agency Mortgage-Backed Securities         |
| GNMI SF 705648 X       | 2038-12-15      | 6.5000%  | 0.0000% | $2337478.00        | $114519.06         | Agency Mortgage-Backed Securities         |
| GNII SF 705308 C       | 2039-01-20      | 7.2500%  | 0.0000% | $1310308.00        | $189367.68         | Agency Mortgage-Backed Securities         |
| GNII SF CS5067 C       | 2053-01-20      | 7.5000%  | 0.0000% | $818436.00         | $855451.09         | Agency Mortgage-Backed Securities         |
| GNII ET CT5358 C       | 2063-03-20      | 5.5000%  | 0.0000% | $654623.00         | $391958.28         | Agency Mortgage-Backed Securities         |
| GNII SF CU0485 C       | 2053-04-20      | 7.5000%  | 0.0000% | $1051771.00        | $876048.23         | Agency Mortgage-Backed Securities         |
| GNII SF CU1534 C       | 2053-09-20      | 7.5000%  | 0.0000% | $7259145.00        | $7460376.84        | Agency Mortgage-Backed Securities         |
| GNII SF CU1539 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1502353.00        | $1561508.71        | Agency Mortgage-Backed Securities         |
| GNII SF CU1540 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1314152.00        | $1366651.95        | Agency Mortgage-Backed Securities         |
| GNII SF CU3426 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1427328.00        | $924160.62         | Agency Mortgage-Backed Securities         |
| GNII SF CU3444 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1049867.00        | $1052065.26        | Agency Mortgage-Backed Securities         |
| GNII ET CU4374 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1223137.00        | $603001.35         | Agency Mortgage-Backed Securities         |
| GNII SF CU7790 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1136741.00        | $1179630.29        | Agency Mortgage-Backed Securities         |
| GNII SF CU7813 C       | 2053-11-20      | 7.5000%  | 0.0000% | $27841108.00       | $24742857.47       | Agency Mortgage-Backed Securities         |
| GNII SF CU7815 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2931230.00        | $2703256.06        | Agency Mortgage-Backed Securities         |
| GNII SF CU7816 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2077250.00        | $2164779.23        | Agency Mortgage-Backed Securities         |
| GNII ET CU9033 C       | 2063-05-20      | 6.5000%  | 0.0000% | $520874.00         | $197087.27         | Agency Mortgage-Backed Securities         |
| GNII SF CU9140 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1411464.00        | $951619.72         | Agency Mortgage-Backed Securities         |
| GNII ET CV4691 C       | 2063-07-20      | 6.0000%  | 0.0000% | $743234.00         | $344900.93         | Agency Mortgage-Backed Securities         |
| GNII ET CV6825 C       | 2063-05-20      | 6.5000%  | 0.0000% | $419058.00         | $288610.84         | Agency Mortgage-Backed Securities         |
| GNII ET CV7254 C       | 2063-06-20      | 6.5000%  | 0.0000% | $652454.00         | $93607.79          | Agency Mortgage-Backed Securities         |
| GNII ET CW3476 C       | 2063-07-20      | 6.5000%  | 0.0000% | $1064615.00        | $886222.95         | Agency Mortgage-Backed Securities         |
| GNII ET CW3509 C       | 2063-06-20      | 6.5000%  | 0.0000% | $1160557.00        | $683686.03         | Agency Mortgage-Backed Securities         |
| GNII SF CW6047 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2159119.00        | $1020429.69        | Agency Mortgage-Backed Securities         |
| GNII ET CW6332 C       | 2063-08-20      | 6.5000%  | 0.0000% | $907712.00         | $313906.22         | Agency Mortgage-Backed Securities         |
| GNII ET CW6906 C       | 2063-08-20      | 6.5000%  | 0.0000% | $1623279.00        | $689642.52         | Agency Mortgage-Backed Securities         |
| GNII ET CW7531 C       | 2063-06-20      | 2.0000%  | 0.0000% | $104592.00         | $78568.52          | Agency Mortgage-Backed Securities         |
| GNII SF CW7620 C       | 2054-01-20      | 7.5000%  | 0.0000% | $3194499.00        | $3331645.44        | Agency Mortgage-Backed Securities         |
| GNII SF CW7621 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2246326.00        | $2339071.03        | Agency Mortgage-Backed Securities         |
| GNII SF CW7624 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2151226.00        | $2224632.77        | Agency Mortgage-Backed Securities         |
| GNII SF CW7625 C       | 2054-01-20      | 8.0000%  | 0.0000% | $2900041.00        | $2996908.22        | Agency Mortgage-Backed Securities         |
| GNII SF CW7626 C       | 2054-01-20      | 8.0000%  | 0.0000% | $3177055.00        | $3134430.57        | Agency Mortgage-Backed Securities         |
| GNII SF CW7627 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1741287.00        | $1818574.68        | Agency Mortgage-Backed Securities         |
| GNII ET CX3996 C       | 2063-08-20      | 2.0000%  | 0.0000% | $371491.00         | $220874.49         | Agency Mortgage-Backed Securities         |
| GNII ET CX3997 C       | 2063-05-20      | 1.5000%  | 0.0000% | $144797.00         | $96439.44          | Agency Mortgage-Backed Securities         |
| GNII ET CX4001 C       | 2063-07-20      | 2.0000%  | 0.0000% | $300785.00         | $225733.14         | Agency Mortgage-Backed Securities         |
| GNII SF CX7264 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2442392.00        | $2318212.99        | Agency Mortgage-Backed Securities         |
| GNII SF CY2423 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1438120.00        | $1115328.34        | Agency Mortgage-Backed Securities         |
| GNII SF CY2424 C       | 2053-11-20      | 7.5000%  | 0.0000% | $3248957.00        | $2647255.63        | Agency Mortgage-Backed Securities         |
| GNII SF CY2937 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1430184.00        | $1505158.92        | Agency Mortgage-Backed Securities         |
| GNII SF CY2938 C       | 2053-10-20      | 7.5000%  | 0.0000% | $5891268.00        | $5950252.84        | Agency Mortgage-Backed Securities         |
| GNII SF CY2978 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2712629.00        | $2856726.09        | Agency Mortgage-Backed Securities         |
| GNII SF CY6018 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1266090.00        | $1335320.06        | Agency Mortgage-Backed Securities         |
| GNII SF CY6019 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2603526.00        | $2446560.62        | Agency Mortgage-Backed Securities         |
| GNII SF CZ0778 C       | 2054-01-20      | 6.5000%  | 0.0000% | $2184622.00        | $1696471.19        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3121 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1489746.00        | $1383098.96        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3122 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1343470.00        | $1386452.96        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3123 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1692827.00        | $1528161.65        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3124 C       | 2053-12-20      | 8.0000%  | 0.0000% | $10571327.00       | $9971682.61        | Agency Mortgage-Backed Securities         |
| GNII SF CZ4872 C       | 2054-01-20      | 6.0000%  | 0.0000% | $1577139.00        | $1610720.94        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7380 C       | 2054-01-20      | 7.5000%  | 0.0000% | $7644325.00        | $7013485.93        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7381 C       | 2054-01-20      | 8.0000%  | 0.0000% | $1117412.00        | $1152599.13        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7383 C       | 2054-01-20      | 8.0000%  | 0.0000% | $7192814.00        | $7099670.60        | Agency Mortgage-Backed Securities         |
| GNII ET DA9234 C       | 2063-06-20      | 2.0000%  | 0.0000% | $153612.00         | $116309.05         | Agency Mortgage-Backed Securities         |
| GNII SF DB0433 C       | 2054-03-20      | 6.0000%  | 0.0000% | $1701643.00        | $1620756.55        | Agency Mortgage-Backed Securities         |
| GNII ET DB6276 C       | 2064-06-20      | 3.5000%  | 0.0000% | $919015.00         | $609482.42         | Agency Mortgage-Backed Securities         |
| GNII SF DC1404 C       | 2054-05-20      | 6.5000%  | 0.0000% | $1845331.00        | $1927001.80        | Agency Mortgage-Backed Securities         |
| GNII ET DC2577 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1117177.00        | $977342.37         | Agency Mortgage-Backed Securities         |
| GNII ET DC2608 C       | 2064-06-20      | 2.5000%  | 0.0000% | $815327.00         | $650404.68         | Agency Mortgage-Backed Securities         |
| GNII ET DC2613 C       | 2064-06-20      | 3.5000%  | 0.0000% | $858467.00         | $536561.42         | Agency Mortgage-Backed Securities         |
| GNII ET DC2650 C       | 2064-05-20      | 3.5000%  | 0.0000% | $1367409.00        | $1184815.77        | Agency Mortgage-Backed Securities         |
| GNII ET DD5359 C       | 2064-08-20      | 3.5000%  | 0.0000% | $871119.00         | $645005.66         | Agency Mortgage-Backed Securities         |
| GNII ET DD5420 C       | 2064-08-20      | 4.0000%  | 0.0000% | $840904.00         | $759872.04         | Agency Mortgage-Backed Securities         |
| GNII ET DE0802 C       | 2064-08-20      | 3.0000%  | 0.0000% | $169215.00         | $144854.55         | Agency Mortgage-Backed Securities         |
| GNII ET DE0808 C       | 2064-01-20      | 3.0000%  | 0.0000% | $205028.00         | $175492.17         | Agency Mortgage-Backed Securities         |
| GNII ET DE0829 C       | 2064-07-20      | 3.5000%  | 0.0000% | $621621.00         | $544415.89         | Agency Mortgage-Backed Securities         |
| GNII ET DE0844 C       | 2064-08-20      | 4.0000%  | 0.0000% | $546534.00         | $496885.32         | Agency Mortgage-Backed Securities         |
| GNII ET DE0871 C       | 2064-02-20      | 3.5000%  | 0.0000% | $119952.00         | $105263.93         | Agency Mortgage-Backed Securities         |
| GNII ET DE0875 C       | 2064-08-20      | 2.5000%  | 0.0000% | $657797.00         | $526537.74         | Agency Mortgage-Backed Securities         |
| GNII ET DE0878 C       | 2063-08-20      | 4.0000%  | 0.0000% | $300788.00         | $273825.45         | Agency Mortgage-Backed Securities         |
| GNII ET DE0896 C       | 2064-08-20      | 4.0000%  | 0.0000% | $384684.00         | $326251.47         | Agency Mortgage-Backed Securities         |
| GNII ET DE0900 C       | 2064-08-20      | 3.0000%  | 0.0000% | $877777.00         | $751404.94         | Agency Mortgage-Backed Securities         |
| GNII ET DE0915 C       | 2064-08-20      | 2.5000%  | 0.0000% | $624596.00         | $498447.31         | Agency Mortgage-Backed Securities         |
| GNII ET DE7706 C       | 2063-10-20      | 4.5000%  | 0.0000% | $40486.00          | $37440.43          | Agency Mortgage-Backed Securities         |
| GNII ET DE7709 C       | 2064-10-20      | 4.0000%  | 0.0000% | $147103.00         | $134235.41         | Agency Mortgage-Backed Securities         |
| GNII ET DE7724 C       | 2063-12-20      | 7.5000%  | 0.0000% | $413245.00         | $427678.81         | Agency Mortgage-Backed Securities         |
| GNII ET DE7736 C       | 2062-04-20      | 4.0000%  | 0.0000% | $66574.00          | $60200.73          | Agency Mortgage-Backed Securities         |
| GNII ET DE7746 C       | 2056-03-20      | 3.0000%  | 0.0000% | $108616.00         | $92566.11          | Agency Mortgage-Backed Securities         |
| GNII SF DE7806 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2075856.00        | $2089085.02        | Agency Mortgage-Backed Securities         |
| GNII SF DE7807 C       | 2054-12-20      | 5.5000%  | 0.0000% | $2351415.00        | $2362726.39        | Agency Mortgage-Backed Securities         |
| GNII ET DF4407 C       | 2064-11-20      | 4.0000%  | 0.0000% | $900835.00         | $821152.56         | Agency Mortgage-Backed Securities         |
| GNII ET DF5602 C       | 2064-10-20      | 6.5000%  | 0.0000% | $9169559.00        | $6783725.96        | Agency Mortgage-Backed Securities         |
| GNII ET DF5606 C       | 2064-10-20      | 6.5000%  | 0.0000% | $43658228.00       | $34881266.77       | Agency Mortgage-Backed Securities         |
| GNII SF DG6307 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1037298.00        | $1040794.59        | Agency Mortgage-Backed Securities         |
| GNII SF DG7345 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1328118.00        | $1376632.48        | Agency Mortgage-Backed Securities         |
| GNII SF DG7347 C       | 2055-04-20      | 6.0000%  | 0.0000% | $9722385.00        | $10029117.13       | Agency Mortgage-Backed Securities         |
| GNII SF DG7348 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9024903.00        | $9469772.74        | Agency Mortgage-Backed Securities         |
| GNII SF DH3157 C       | 2055-03-20      | 6.5000%  | 0.0000% | $3634330.00        | $3787578.39        | Agency Mortgage-Backed Securities         |
| GNII SF DH6287 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1237103.00        | $1315301.78        | Agency Mortgage-Backed Securities         |
| GNII SF DH5694 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1857037.00        | $1903777.02        | Agency Mortgage-Backed Securities         |
| GNII SF DH5696 C       | 2055-03-20      | 6.0000%  | 0.0000% | $15742741.00       | $16143137.92       | Agency Mortgage-Backed Securities         |
| GNII SF DH7090 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2062218.00        | $2211971.43        | Agency Mortgage-Backed Securities         |
| GNII SF DH7157 C       | 2055-01-20      | 6.0000%  | 0.0000% | $1074747.00        | $1113478.40        | Agency Mortgage-Backed Securities         |
| GNII SF DH6340 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1002040.00        | $1068299.66        | Agency Mortgage-Backed Securities         |
| GNII SF DH6345 C       | 2055-03-20      | 6.5000%  | 0.0000% | $10646113.00       | $11359124.70       | Agency Mortgage-Backed Securities         |
| GNII SF DH6528 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1342632.00        | $1352922.73        | Agency Mortgage-Backed Securities         |
| GNII SF DH8875 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1067980.00        | $1130113.79        | Agency Mortgage-Backed Securities         |
| GNII SF DI0493 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3841356.00        | $3918529.71        | Agency Mortgage-Backed Securities         |
| GNII SF DI3138 C       | 2055-03-20      | 6.0000%  | 0.0000% | $11917283.00       | $12225170.28       | Agency Mortgage-Backed Securities         |
| GNII SF DI3269 C       | 2055-03-20      | 6.0000%  | 0.0000% | $2944733.00        | $3019859.87        | Agency Mortgage-Backed Securities         |
| GNII SF DI3274 C       | 2055-03-20      | 6.0000%  | 0.0000% | $7681996.00        | $7875198.22        | Agency Mortgage-Backed Securities         |
| GNII SF DI7867 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2085291.00        | $2175244.00        | Agency Mortgage-Backed Securities         |
| GNII SF AR8429 C       | 2037-05-20      | 5.5000%  | 0.0000% | $6180363.00        | $701304.20         | Agency Mortgage-Backed Securities         |
| GNII SF 004777 M       | 2039-02-20      | 7.5000%  | 0.0000% | $1630738.00        | $14236.16          | Agency Mortgage-Backed Securities         |
| GNII BD 421392 C       | 2033-11-20      | 6.0000%  | 0.0000% | $6188631.00        | $75032.67          | Agency Mortgage-Backed Securities         |
| GNMI SF 733533 X       | 2041-01-15      | 3.5000%  | 0.0000% | $799920.00         | $91470.32          | Agency Mortgage-Backed Securities         |
| GNII BD 736304 C       | 2027-09-20      | 7.0000%  | 0.0000% | $1139328.00        | $56830.48          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $13730200.00       | $13746988.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $4870000.00        | $4883419.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $70700.00          | $70391.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1620900.00        | $1662676.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $4265000.00        | $4338814.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.83            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $3853300.00        | $3907248.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $205555700.00      | $211569232.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $188900.00         | $190061.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $4466200.00        | $4570512.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $1755000.00        | $1742548.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $12952100.00       | $13216498.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $270100.00         | $275927.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $7380000.00        | $7513488.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $10881000.00       | $11165565.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $219037600.00      | $216810639.90      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $14204800.00       | $14440900.08       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $31680500.00       | $31936774.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $6532000.00        | $6568252.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $3497500.00        | $3608437.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 4.3380%  | 0.0000% | $1046300.00        | $1053285.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $317400.00         | $323787.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $3597300.00        | $3652435.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $87533600.00       | $88961811.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $6298600.00        | $6409741.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $10496200.00       | $10555671.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1285000.00        | $1296170.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $9364000.00        | $9414448.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $15006400.00       | $15141624.89       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1500.00           | $1503.04           | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZA6729   | 2049-05-01      | 4.5000%  | 0.0000% | $505898.00         | $115485.45         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0468   | 2029-10-01      | 7.5000%  | 0.0000% | $66278994.00       | $30593.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1533769.00        | $161589.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240   | 2048-01-01      | 3.5000%  | 0.0000% | $2093852.00        | $374070.35         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3TZT0906   | 2034-06-01      | 4.5000%  | 0.0000% | $1000000.00        | $120891.80         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1100   | 2042-12-01      | 3.5000%  | 0.0000% | $219653.00         | $29333.53          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751   | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $133657.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1305   | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $76946.59          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1340   | 2052-03-01      | 3.0000%  | 0.0000% | $700008.00         | $489157.96         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1561   | 2052-09-01      | 5.0000%  | 0.0000% | $1342366.00        | $1016036.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $118412.00         | $102756.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $359887.00         | $290156.09         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2334   | 2053-02-01      | 5.0000%  | 0.0000% | $1150000.00        | $980593.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3518   | 2053-07-01      | 5.5000%  | 0.0000% | $19000.00          | $16481.06          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2871   | 2053-04-01      | 5.5000%  | 0.0000% | $1399000.00        | $1151571.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $8000.00           | $6485.36           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3124   | 2053-04-01      | 2.5000%  | 0.0000% | $5176840.00        | $3786759.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4826   | 2053-10-01      | 5.0000%  | 0.0000% | $150000.00         | $128150.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $166377930.00      | $149644456.86      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5578   | 2052-09-01      | 3.5000%  | 0.0000% | $1210000.00        | $1029192.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5759   | 2054-06-01      | 6.5000%  | 0.0000% | $220000.00         | $188638.57         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6753   | 2054-08-01      | 6.0000%  | 0.0000% | $156111.00         | $144391.81         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2595095.00        | $1626015.00        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $900000.00         | $453644.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $196262585.00      | $156370001.14      | Agency Mortgage-Backed Securities         |
| GNII FS MA8299 M       | 2052-05-20      | 4.0000%  | 0.0000% | $60241.00          | $52622.00          | Agency Mortgage-Backed Securities         |
| GNII FS MA8304 M       | 2045-10-20      | 3.5000%  | 0.0000% | $110557.00         | $82155.64          | Agency Mortgage-Backed Securities         |
| GNII FS MA8381 M       | 2052-09-20      | 5.0000%  | 0.0000% | $70343.00          | $66750.93          | Agency Mortgage-Backed Securities         |
| GNII FS MA8379 M       | 2052-06-20      | 5.0000%  | 0.0000% | $76997.00          | $73587.89          | Agency Mortgage-Backed Securities         |
| GNII FS MA8411 M       | 2052-10-20      | 5.0000%  | 0.0000% | $65414.00          | $62385.87          | Agency Mortgage-Backed Securities         |
| GNII FS MA9058 M       | 2050-08-20      | 3.0000%  | 0.0000% | $370372.00         | $307082.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA9264 M       | 2036-02-20      | 2.0000%  | 0.0000% | $574165.00         | $462219.11         | Agency Mortgage-Backed Securities         |
| GNMI SF BD7084 X       | 2047-10-15      | 4.0000%  | 0.0000% | $8159150.00        | $1286985.62        | Agency Mortgage-Backed Securities         |
| GNII SF CN3251 C       | 2052-04-20      | 5.0000%  | 0.0000% | $1296625.00        | $1170047.84        | Agency Mortgage-Backed Securities         |
| GNII SF CO9534 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1118654.00        | $764843.34         | Agency Mortgage-Backed Securities         |
| GNII SF CO9570 C       | 2052-07-20      | 4.5000%  | 0.0000% | $1811398.00        | $906594.70         | Agency Mortgage-Backed Securities         |
| GNII SF CP5275 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1532931.00        | $694161.87         | Agency Mortgage-Backed Securities         |
| GNII SF CP5373 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1182272.00        | $960531.07         | Agency Mortgage-Backed Securities         |
| GNII SF BM9834 C       | 2049-06-20      | 6.0000%  | 0.0000% | $1094008.00        | $403101.51         | Agency Mortgage-Backed Securities         |
| GNII SF BT1002 C       | 2050-06-20      | 4.5000%  | 0.0000% | $600000.00         | $439425.97         | Agency Mortgage-Backed Securities         |
| GNII SF BT3785 C       | 2050-04-20      | 4.0000%  | 0.0000% | $4620313.00        | $1064473.95        | Agency Mortgage-Backed Securities         |
| GNII SF BT3786 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1107108.00        | $288018.95         | Agency Mortgage-Backed Securities         |
| GNII SF BT3787 C       | 2050-04-20      | 4.0000%  | 0.0000% | $10927060.00       | $636578.03         | Agency Mortgage-Backed Securities         |
| GNII SF BT3788 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1112549.00        | $192139.80         | Agency Mortgage-Backed Securities         |
| GNII SF BT3780 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1044528.00        | $435866.01         | Agency Mortgage-Backed Securities         |
| GNII SF BT3781 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1299716.00        | $245024.05         | Agency Mortgage-Backed Securities         |
| GNII SF BT3782 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2664319.00        | $514839.09         | Agency Mortgage-Backed Securities         |
| GNII SF BT3783 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1109550.00        | $459026.69         | Agency Mortgage-Backed Securities         |
| GNII SF BT3784 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2231288.00        | $476982.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $36000.00          | $29829.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $139658031.00      | $112944911.44      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1840960.00        | $1553476.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3650   | 2053-08-01      | 6.0000%  | 0.0000% | $182408032.00      | $154678377.83      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1752.87           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U50822 G   | 2033-09-01      | 4.0000%  | 0.0000% | $2146020.00        | $190484.55         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17952 G   | 2043-05-01      | 4.0000%  | 0.0000% | $4033.00           | $622.09            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18603 G   | 2043-06-01      | 3.5000%  | 0.0000% | $11541104.00       | $1518663.58        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q24207 G   | 2044-01-01      | 4.5000%  | 0.0000% | $3033.00           | $168.53            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q28932 G   | 2044-10-01      | 4.0000%  | 0.0000% | $15129157.00       | $2163807.49        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29019 G   | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $334.41            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q63567 G   | 2049-05-01      | 4.0000%  | 0.0000% | $2052.00           | $377.06            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q52446 G   | 2047-11-01      | 3.5000%  | 0.0000% | $4089443.00        | $1445055.99        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60081 G   | 2045-06-01      | 4.0000%  | 0.0000% | $2000.00           | $306.61            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G60687 G   | 2031-05-01      | 8.5000%  | 0.0000% | $100000.00         | $4117.70           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8603   | 2050-04-01      | 3.5000%  | 0.0000% | $2108934.00        | $859366.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8719   | 2050-04-01      | 3.5000%  | 0.0000% | $2112048.00        | $597779.62         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5092   | 2050-11-01      | 2.5000%  | 0.0000% | $866910.00         | $456742.41         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7594   | 2052-02-01      | 2.5000%  | 0.0000% | $54000.00          | $32551.36          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0362   | 2052-04-01      | 3.5000%  | 0.0000% | $180000.00         | $122869.87         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE2763   | 2052-05-01      | 4.5000%  | 0.0000% | $1759255.00        | $1384984.99        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4420   | 2052-06-01      | 4.5000%  | 0.0000% | $1224408.00        | $1010163.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4746   | 2052-06-01      | 5.0000%  | 0.0000% | $2562392.00        | $2416676.28        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4957   | 2052-06-01      | 4.5000%  | 0.0000% | $25759.00          | $19291.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5777   | 2052-07-01      | 5.0000%  | 0.0000% | $3104532.00        | $2115412.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE5829   | 2052-07-01      | 5.0000%  | 0.0000% | $185245.00         | $146031.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $26400.00          | $20621.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8833   | 2052-09-01      | 4.5000%  | 0.0000% | $882506.00         | $545367.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8861   | 2052-09-01      | 5.0000%  | 0.0000% | $3717547.00        | $3241920.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297   | 2052-09-01      | 5.0000%  | 0.0000% | $942577.00         | $845435.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0250   | 2052-09-01      | 4.5000%  | 0.0000% | $40000.00          | $30660.62          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1989   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $567.26            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2151   | 2052-10-01      | 5.5000%  | 0.0000% | $4070690.00        | $3680993.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF2389   | 2052-10-01      | 5.5000%  | 0.0000% | $90000.00          | $74888.32          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $1024609.00        | $784627.51         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF2777   | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $1734.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6198   | 2053-01-01      | 6.0000%  | 0.0000% | $2898852.00        | $2016860.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6330   | 2053-01-01      | 5.5000%  | 0.0000% | $1162435.00        | $925512.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6431   | 2053-01-01      | 6.0000%  | 0.0000% | $1036579.00        | $831994.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6976   | 2053-02-01      | 5.5000%  | 0.0000% | $1380875.00        | $1014512.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF7057   | 2053-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2103.55           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8195   | 2053-02-01      | 6.0000%  | 0.0000% | $810510.00         | $567964.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG3700   | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1202.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG3914   | 2053-06-01      | 6.0000%  | 0.0000% | $321576.00         | $252028.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6251   | 2053-07-01      | 6.0000%  | 0.0000% | $240088.00         | $214947.04         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6156   | 2053-07-01      | 6.0000%  | 0.0000% | $1861289.00        | $1486477.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7496   | 2053-07-01      | 6.0000%  | 0.0000% | $3946552.00        | $3825453.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG7693   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1757.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7696   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1661.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7777   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1439.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9455   | 2053-08-01      | 6.5000%  | 0.0000% | $79575.00          | $63376.56          | Agency Mortgage-Backed Securities         |
| GNII SF BT9270 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1576419.00        | $712697.01         | Agency Mortgage-Backed Securities         |
| GNII SF BT9271 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2118072.00        | $998075.34         | Agency Mortgage-Backed Securities         |
| GNII SF BT9272 C       | 2050-05-20      | 4.0000%  | 0.0000% | $1304938.00        | $498003.80         | Agency Mortgage-Backed Securities         |
| GNII SF BT9273 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2245289.00        | $973612.36         | Agency Mortgage-Backed Securities         |
| GNII SF BT9274 C       | 2050-05-20      | 4.0000%  | 0.0000% | $2116218.00        | $809571.55         | Agency Mortgage-Backed Securities         |
| GNII SF BT9465 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2104531.00        | $1072381.09        | Agency Mortgage-Backed Securities         |
| GNII SF BT9466 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2131633.00        | $724893.11         | Agency Mortgage-Backed Securities         |
| GNII SF BU0673 C       | 2050-04-20      | 4.0000%  | 0.0000% | $1283345.00        | $686878.68         | Agency Mortgage-Backed Securities         |
| GNII SF BU3283 C       | 2050-04-20      | 4.0000%  | 0.0000% | $5617731.00        | $3515296.04        | Agency Mortgage-Backed Securities         |
| GNII SF BU3284 C       | 2050-04-20      | 4.0000%  | 0.0000% | $7429479.00        | $5210611.21        | Agency Mortgage-Backed Securities         |
| GNII SF BU3285 C       | 2050-04-20      | 4.0000%  | 0.0000% | $11569747.00       | $6462234.17        | Agency Mortgage-Backed Securities         |
| GNII SF BU3325 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1108844.00        | $871619.57         | Agency Mortgage-Backed Securities         |
| GNII SF BU3326 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1669077.00        | $1329875.64        | Agency Mortgage-Backed Securities         |
| GNII SF BU3391 C       | 2050-05-20      | 5.0000%  | 0.0000% | $813982.00         | $464117.28         | Agency Mortgage-Backed Securities         |
| GNII SF BU5005 C       | 2050-05-20      | 3.5000%  | 0.0000% | $2641770.00        | $1299992.98        | Agency Mortgage-Backed Securities         |
| GNII SF BW9306 C       | 2050-08-20      | 2.0000%  | 0.0000% | $1033106.00        | $417947.15         | Agency Mortgage-Backed Securities         |
| GNII SF BY1855 C       | 2050-12-20      | 4.0000%  | 0.0000% | $1396540.00        | $769505.67         | Agency Mortgage-Backed Securities         |
| GNII SF CC0198 C       | 2051-04-20      | 3.0000%  | 0.0000% | $9468212.00        | $5121313.02        | Agency Mortgage-Backed Securities         |
| GNII SF CD0710 C       | 2051-05-20      | 2.5000%  | 0.0000% | $1670725.00        | $768619.83         | Agency Mortgage-Backed Securities         |
| GNII SF CF7063 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1097365.00        | $679966.65         | Agency Mortgage-Backed Securities         |
| GNII SF CF7447 C       | 2051-08-20      | 4.0000%  | 0.0000% | $1028306.00        | $423721.33         | Agency Mortgage-Backed Securities         |
| GNII RG CG2269 C       | 2040-08-20      | 5.0000%  | 0.0000% | $1646711.00        | $1071364.27        | Agency Mortgage-Backed Securities         |
| GNII SF CJ2186 C       | 2052-06-20      | 6.0000%  | 0.0000% | $1716347.00        | $1203652.04        | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2187 X       | 2052-06-15      | 5.5000%  | 0.0000% | $1519206.00        | $1513197.86        | Agency Mortgage-Backed Securities         |
| GNII SF CL3171 C       | 2052-01-20      | 4.0000%  | 0.0000% | $1482893.00        | $807775.23         | Agency Mortgage-Backed Securities         |
| GNII RG CL8529 C       | 2039-07-20      | 5.5000%  | 0.0000% | $1138430.00        | $693158.72         | Agency Mortgage-Backed Securities         |
| GNII SF AE2211 C       | 2036-04-20      | 5.5000%  | 0.0000% | $1412965.00        | $115162.86         | Agency Mortgage-Backed Securities         |
| GNII SF AF3174 C       | 2035-08-20      | 5.5000%  | 0.0000% | $2760925.00        | $192395.02         | Agency Mortgage-Backed Securities         |
| GNMI SF AP7290 X       | 2045-10-15      | 4.5000%  | 0.0000% | $1444208.00        | $381397.60         | Agency Mortgage-Backed Securities         |
| GNII ET CQ3338 C       | 2062-09-20      | 4.5000%  | 0.0000% | $695780.00         | $536101.77         | Agency Mortgage-Backed Securities         |
| GNII SF CR0057 C       | 2052-12-20      | 7.5000%  | 0.0000% | $1813857.00        | $1173246.87        | Agency Mortgage-Backed Securities         |
| GNII SF CR2393 C       | 2053-05-20      | 6.0000%  | 0.0000% | $8481684.00        | $8755114.44        | Agency Mortgage-Backed Securities         |
| GNMI SF CR2394 X       | 2053-05-15      | 6.0000%  | 0.0000% | $3692183.00        | $3817183.84        | Agency Mortgage-Backed Securities         |
| GNII SF CR9823 C       | 2053-01-20      | 7.5000%  | 0.0000% | $1988324.00        | $1530139.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1710   | 2053-10-01      | 6.0000%  | 0.0000% | $2067636.00        | $2025513.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH1855   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1814.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2022   | 2053-10-01      | 6.0000%  | 0.0000% | $2348884.00        | $2079339.16        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5590   | 2053-12-01      | 7.0000%  | 0.0000% | $1579942.00        | $1166621.38        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5577   | 2053-12-01      | 7.0000%  | 0.0000% | $1307106.00        | $945020.01         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5578   | 2053-12-01      | 7.5000%  | 0.0000% | $1489030.00        | $1015288.38        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH5672   | 2053-11-01      | 7.0000%  | 0.0000% | $704633.00         | $540976.01         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $47232675.00       | $36957.76          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4PZL0907   | 2035-01-01      | 5.0000%  | 0.0000% | $725000.00         | $27916.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $2415.00           | $262.07            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9003   | 2045-02-01      | 3.5000%  | 0.0000% | $3948.00           | $389.07            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $267.58            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3482   | 2047-06-01      | 3.5000%  | 0.0000% | $23767950.00       | $4235526.84        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3524   | 2047-06-01      | 4.5000%  | 0.0000% | $577294.00         | $159282.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3UZM9884   | 2026-09-01      | 3.5000%  | 0.0000% | $3033894.00        | $35173.27          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0457   | 2042-09-01      | 3.5000%  | 0.0000% | $24969800.00       | $3723871.62        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC N35004 G   | 2045-05-01      | 3.0000%  | 0.0000% | $685000.00         | $44621.99          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6243   | 2049-01-01      | 4.5000%  | 0.0000% | $2669073.00        | $612486.57         | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $11336.00          | $269.55            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $24068.00          | $1114.47           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $12910.00          | $497.72            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $42621.00          | $631.00            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $127078.00         | $1744.00           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $2827.00           | $49.49             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC P51237 G   | 2036-11-01      | 6.5000%  | 0.0000% | $7947.00           | $347.41            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A48052 G   | 2035-12-01      | 5.5000%  | 0.0000% | $5000000.00        | $331959.11         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1693657.00        | $17946.25          | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01903 G   | 2034-01-01      | 8.0000%  | 0.0000% | $21309545.00       | $188988.10         | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05899 G   | 2040-05-01      | 5.5000%  | 0.0000% | $11710.00          | $538.18            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05398 G   | 2033-11-01      | 5.0000%  | 0.0000% | $121763.00         | $7556.37           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05566 G   | 2038-12-01      | 5.5000%  | 0.0000% | $15598682.00       | $382187.44         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06843 G   | 2041-12-01      | 4.0000%  | 0.0000% | $17497311.00       | $1656850.33        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07692 G   | 2044-03-01      | 4.5000%  | 0.0000% | $470656.00         | $61337.76          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07074 G   | 2040-01-01      | 5.5000%  | 0.0000% | $1605000.00        | $77673.70          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G07137 G   | 2039-10-01      | 6.0000%  | 0.0000% | $5961431.00        | $379582.70         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07351 G   | 2042-08-01      | 3.5000%  | 0.0000% | $10926.00          | $1796.68           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91925 G   | 2037-04-01      | 3.5000%  | 0.0000% | $10530000.00       | $1710085.48        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC T62264 G   | 2048-07-01      | 4.0000%  | 0.0000% | $900000.00         | $50552.20          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04052 G   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $140.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9526   | 2039-12-01      | 5.0000%  | 0.0000% | $20212908.00       | $1194099.75        | Agency Mortgage-Backed Securities         |
| FEPC 08.000 CLZJ4912   | 2031-02-01      | 8.0000%  | 0.0000% | $3660189.00        | $37454.30          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4914   | 2031-02-01      | 7.5000%  | 0.0000% | $8574057.00        | $36568.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3LZL0755   | 2037-02-01      | 4.5000%  | 0.0000% | $1430095.00        | $37478.43          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-07-03      | 0.0000%  | 0.0000% | $250084900.00      | $249999871.13      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-17      | 0.0000%  | 0.0000% | $250488400.00      | $249999947.62      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $250686800.00      | $249999918.17      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-15      | 0.0000%  | 0.0000% | $7515200.00        | $7502349.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $259394800.00      | $249877604.79      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $1232000.00        | $1272946.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $42000.00          | $45001.59          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $56300.00          | $60655.60          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $940300.00         | $998040.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $2072900.00        | $2182829.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $2885900.00        | $3095112.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $88000.00          | $97767.46          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $905800.00         | $990191.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $545600.00         | $550355.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $891000.00         | $809862.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $363300.00         | $353039.86         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $531000.00         | $533974.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $4400000.00        | $4289528.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $411900.00         | $381767.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $100000.00         | $81673.82          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1308000.00        | $1040053.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20211725.15       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $56900.00          | $49282.26          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $134000.00         | $115550.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $500000.00         | $396421.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $296800.00         | $225107.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $786100.00         | $540209.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $300900.00         | $227199.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $68000.00          | $50700.60          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $17302200.00       | $12241557.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $3902700.00        | $3781991.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-31      | 2.7500%  | 0.0000% | $5980000.00        | $6015604.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $321900.00         | $322056.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $6427100.00        | $6325328.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $173300.00         | $171936.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $4300400.00        | $4288131.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $6693200.00        | $6378149.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $393000.00         | $386822.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $7193800.00        | $7033225.39        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $194800.00         | $190144.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $151100.00         | $146647.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $738000.00         | $715349.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $5351700.00        | $5033214.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $100.00            | $93.78             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $22600.00          | $22541.69          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-31      | 0.2500%  | 0.0000% | $212000.00         | $210644.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $14982900.00       | $12831516.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $14093000.00       | $13219524.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $5722800.00        | $5591637.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $10754000.00       | $10441776.47       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $8493500.00        | $7857155.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $1034000.00        | $997888.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $99100.00          | $95711.75          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $272000.00         | $252826.59         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $900.00            | $865.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $1744000.00        | $1642910.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $13945000.00       | $13568284.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | 0.0000% | $766700.00         | $776613.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $6392900.00        | $6184095.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $300.00            | $278.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $25600.00          | $25213.19          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $1837100.00        | $1852758.76        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $2860800.00        | $2914257.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $12978000.00       | $13175364.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $5917100.00        | $6013947.17        | U.S. Treasuries (including strips)        |
| FEPC 07.500 CLQH5809   | 2053-12-01      | 7.5000%  | 0.0000% | $3710764.00        | $2473271.16        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH5830   | 2053-12-01      | 7.5000%  | 0.0000% | $502007.00         | $316838.89         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7753   | 2054-01-01      | 7.5000%  | 0.0000% | $1103527.00        | $664948.42         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8115   | 2054-01-01      | 7.5000%  | 0.0000% | $1157558.00        | $774844.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH8856   | 2054-02-01      | 6.0000%  | 0.0000% | $636642.00         | $572410.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2244   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1937.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5120   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1799.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5457   | 2054-10-01      | 5.5000%  | 0.0000% | $1050116.00        | $1007936.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5685   | 2054-10-01      | 6.5000%  | 0.0000% | $2016.00           | $1550.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA3586   | 2050-09-01      | 4.0000%  | 0.0000% | $193000.00         | $49636.96          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4349   | 2051-01-01      | 2.5000%  | 0.0000% | $375000.00         | $181124.03         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1400000.00        | $897109.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $151619496.00      | $119509370.13      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8209   | 2053-01-01      | 5.5000%  | 0.0000% | $3829124.00        | $3391160.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8431   | 2053-01-01      | 6.5000%  | 0.0000% | $150360.00         | $111543.73         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8694   | 2053-04-01      | 5.0000%  | 0.0000% | $300000.00         | $250085.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056   | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $84986.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9433   | 2053-07-01      | 5.5000%  | 0.0000% | $691047.00         | $638692.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $2104876.00        | $1958228.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9611   | 2053-08-01      | 5.0000%  | 0.0000% | $606000.00         | $531464.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5139   | 2033-01-01      | 5.5000%  | 0.0000% | $253852.00         | $89630.19          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PRE6016   | 2049-10-01      | 4.0000%  | 0.0000% | $458809.00         | $29867.88          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6024   | 2050-01-01      | 3.5000%  | 0.0000% | $759860.00         | $99872.72          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9057   | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $6604.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI2213   | 2054-03-01      | 5.0000%  | 0.0000% | $1993493.00        | $1923811.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI4763   | 2054-04-01      | 6.0000%  | 0.0000% | $761913.00         | $715098.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $969340.00         | $935442.59         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7511   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1895.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0055   | 2054-04-01      | 5.5000%  | 0.0000% | $157409.00         | $132623.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0064   | 2054-04-01      | 6.0000%  | 0.0000% | $290109.00         | $257898.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244   | 2054-08-01      | 6.5000%  | 0.0000% | $162935.00         | $151940.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1817   | 2054-11-01      | 5.5000%  | 0.0000% | $155000.00         | $154834.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1103   | 2051-07-01      | 2.0000%  | 0.0000% | $103168.00         | $61884.12          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $195923.00         | $141865.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2054   | 2051-11-01      | 2.0000%  | 0.0000% | $311000.00         | $192906.91         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2857   | 2054-12-01      | 5.0000%  | 0.0000% | $2661304.00        | $2543808.01        | Agency Mortgage-Backed Securities         |
| GNMI SF 798441 X       | 2042-05-15      | 4.5000%  | 0.0000% | $1033579.00        | $276627.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA4782 M       | 2047-10-20      | 5.5000%  | 0.0000% | $3540861.00        | $402101.13         | Agency Mortgage-Backed Securities         |
| GNII FS MA5177 M       | 2048-05-20      | 3.5000%  | 0.0000% | $822182.00         | $175502.96         | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M       | 2048-06-20      | 5.0000%  | 0.0000% | $15000000.00       | $1171854.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA5819 M       | 2049-03-20      | 5.0000%  | 0.0000% | $1621998.00        | $113999.84         | Agency Mortgage-Backed Securities         |
| GNII SF MA6157 M       | 2049-09-20      | 5.0000%  | 0.0000% | $1042529.00        | $135234.64         | Agency Mortgage-Backed Securities         |
| GNII FS MA7180 M       | 2051-01-20      | 2.5000%  | 0.0000% | $216328.00         | $160804.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA6481 M       | 2038-03-20      | 6.5000%  | 0.0000% | $3087557.00        | $758573.98         | Agency Mortgage-Backed Securities         |
| GNII FS MA6504 M       | 2050-01-20      | 3.5000%  | 0.0000% | $500740.00         | $251314.19         | Agency Mortgage-Backed Securities         |
| GNII FS MA6584 M       | 2050-04-20      | 3.5000%  | 0.0000% | $185260.00         | $94839.84          | Agency Mortgage-Backed Securities         |

### Security 651: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTX7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTX7
- **C.18 - Value (incl. sponsor support):** $899693442.00
- **C.18.a - Value (excl. sponsor support):** $899693442.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| PARAMOUNT GLOBAL               SR GLBL DEB 30      | 2030-07-30      | 7.8750%  | 0.0000% | $13062000.00       | $14877520.04       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $20333000.00       | $19698915.39       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $21734000.00       | $21056225.21       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL DEB 43      | 2043-03-15      | 4.3750%  | 0.0000% | $17977000.00       | $13298133.71       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $10768000.00       | $10675799.00       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $12327000.00       | $9410154.44        | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT 50       | 2050-05-19      | 4.9500%  | 0.0000% | $17039000.00       | $13007189.22       | Corporate Debt Securities |
| WELLS FARGO & CO               PERP JR SB GLBL     | 2500-12-31      | 7.6250%  | 0.0000% | $15447000.00       | $16613048.97       | Corporate Debt Securities |
| WELLS FARGO & CO               PERP SUB GLBL FF    | 2500-12-31      | 6.8500%  | 0.0000% | $14826000.00       | $15557724.88       | Corporate Debt Securities |
| WHIRLPOOL CORP                 SR GLBL NT 30       | 2030-06-15      | 6.1250%  | 0.0000% | $8504000.00        | $8591443.56        | Corporate Debt Securities |
| GRUPO NUTRESA SA               SR REGS NT 8%30     | 2030-05-12      | 8.0000%  | 0.0000% | $18292000.00       | $19392568.67       | Corporate Debt Securities |
| EMPRESAS PUBLICAS DE MEDELLIN  SR GLBL REGS 29     | 2029-07-18      | 4.2500%  | 0.0000% | $18500000.00       | $17304992.50       | Corporate Debt Securities |
| SOUND POINT CLO LTD 2020-26R   E-R    20340720 FLT | 2034-07-20      | 11.3911% | 0.0000% | $1143820.00        | $1090322.76        | Asset-Backed Securities   |
| ENBRIDGE INC                   SUB GLBL COCO 83    | 2083-01-15      | 7.3750%  | 0.0000% | $16799000.00       | $17845444.70       | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 83    | 2083-01-15      | 7.6250%  | 0.0000% | $14755000.00       | $16050753.37       | Corporate Debt Securities |
| ENERGY TRANSFER L P            JR SB GLBL NT 54    | 2054-05-15      | 8.0000%  | 0.0000% | $10284000.00       | $11030001.36       | Corporate Debt Securities |
| EUSHI FINANCE INC.             JR SB GLBL NT 54    | 2054-12-15      | 7.6250%  | 0.0000% | $20713000.00       | $21391911.73       | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43       | 2043-01-15      | 4.7500%  | 0.0000% | $11826000.00       | $9217075.99        | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT6.1%32    | 2032-08-19      | 6.1000%  | 0.0000% | $17928000.00       | $18218383.80       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 26       | 2026-06-10      | 6.9500%  | 0.0000% | $17837000.00       | $18141140.67       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 5.8%27        | 2027-03-05      | 5.8000%  | 0.0000% | $1021000.00        | $1045981.60        | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR NT 6.05%31       | 2031-03-05      | 6.0500%  | 0.0000% | $12028000.00       | $12203204.53       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 34       | 2034-03-08      | 6.1250%  | 0.0000% | $13160000.00       | $12992941.12       | Corporate Debt Securities |
| FORD MOTOR CREDIT COMPANY      SR GLBL NT 28       | 2028-03-20      | 5.9180%  | 0.0000% | $11174000.00       | $11457695.45       | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SB 144A NT4.7%51    | 2051-10-15      | 4.7000%  | 0.0000% | $13280000.00       | $13127700.53       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP -W NT 7.5%     | 2500-12-31      | 7.5000%  | 0.0000% | $12215000.00       | $13306613.84       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP JR SB GLBL     | 2500-12-31      | 7.5000%  | 0.0000% | $16912000.00       | $17994988.11       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        PERP SUB GLBL NT    | 2500-12-31      | 7.1860%  | 0.0000% | $11662000.00       | $12021915.23       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        ALT TIER I PERP     | 2500-12-31      | 7.3790%  | 0.0000% | $23398000.00       | $24176880.42       | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 5.7500%  | 0.0000% | $8896000.00        | $8907100.23        | Corporate Debt Securities |
| ING GROEP N.V.                 ALT TIER I PERP     | 2500-12-31      | 5.7500%  | 0.0000% | $14698000.00       | $14716339.84       | Corporate Debt Securities |
| JH NORTH AMER HLDGS INC        SR SEC GLBL 31      | 2031-01-31      | 5.8750%  | 0.0000% | $8881000.00        | $8955791.59        | Corporate Debt Securities |
| M & T BK CORP                  PERP JR SB GLBL     | 2079-12-31      | 3.5000%  | 0.0000% | $12572000.00       | $12309615.38       | Corporate Debt Securities |
| OHIO NATL FINL SVCS INC        CR SEN SR GLBL30    | 2030-01-24      | 6.8000%  | 0.0000% | $15382000.00       | $15647595.87       | Corporate Debt Securities |
| BANC OF CALIF LOS ANGE         LW TIER II NT 31    | 2031-05-01      | 3.2500%  | 0.0000% | $23675000.00       | $21078477.26       | Corporate Debt Securities |
| PROVIDENT FING TR I            JR SB GLBL NT 38    | 2038-03-15      | 7.4050%  | 0.0000% | $7401000.00        | $8061153.78        | Corporate Debt Securities |
| ROBLOX CORP                    SR GLBL 144A 30     | 2030-05-01      | 3.8750%  | 0.0000% | $9205000.00        | $8743375.64        | Corporate Debt Securities |
| SEMPRA                         PERP SUB GLBL -C    | 2079-12-31      | 4.8750%  | 0.0000% | $18248000.00       | $18323660.77       | Corporate Debt Securities |
| TIME WARNER CABLE INC          SR GLBL DB5.5%41    | 2041-09-01      | 5.5000%  | 0.0000% | $19940000.00       | $18308919.09       | Corporate Debt Securities |
| TRANSCANADA TRUST              JR SB COCO 76       | 2076-08-15      | 5.8750%  | 0.0000% | $16864000.00       | $17263191.96       | Corporate Debt Securities |
| TRANSCANADA TRUST              SUB COCO 79         | 2079-09-15      | 5.5000%  | 0.0000% | $14456000.00       | $14509800.42       | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33    | 2033-11-01      | 3.8750%  | 0.0000% | $9888000.00        | $8666443.35        | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT33    | 2033-11-01      | 3.8750%  | 0.0000% | $17664000.00       | $15481801.71       | Corporate Debt Securities |
| AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26      | 2026-04-20      | 5.5000%  | 0.0000% | $26168000.00       | $8804611.27        | Corporate Debt Securities |
| ALGONQUIN POWER & UTILITIES CO JR SB GLBL          | 2082-01-18      | 4.7500%  | 0.0000% | $19317000.00       | $19195592.66       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL DB 62    | 2062-02-15      | 3.8750%  | 0.0000% | $11259000.00       | $10947815.31       | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       JR SB GLBL -B 54    | 2054-12-15      | 6.9500%  | 0.0000% | $9510000.00        | $9946944.87        | Corporate Debt Securities |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $14025000.00       | $14280533.55       | Corporate Debt Securities |
| ASSURANT INC                   SUB GLBL NT 7%48    | 2048-03-27      | 7.0000%  | 0.0000% | $16343000.00       | $17052013.81       | Corporate Debt Securities |
| BANCO SANTANDER S.A.           ALT TIER I PERP     | 2500-12-31      | 9.6250%  | 0.0000% | $17000000.00       | $19964070.41       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR NT 4.85%42       | 2042-07-01      | 4.8500%  | 0.0000% | $21117000.00       | $17059268.73       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.6%45    | 2045-01-15      | 4.6000%  | 0.0000% | $26871000.00       | $20290650.37       | Corporate Debt Securities |
| PARAMOUNT GLOBAL               SR GLBL NT4.2%29    | 2029-06-01      | 4.2000%  | 0.0000% | $14651000.00       | $14244630.09       | Corporate Debt Securities |
| CENTERPOINT ENERGY INC         JR SB GLBL -B 55    | 2055-02-15      | 6.8500%  | 0.0000% | $14623000.00       | $15471097.44       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 35        | 2035-10-23      | 6.3840%  | 0.0000% | $12318000.00       | $13006592.62       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 35        | 2035-10-23      | 6.3840%  | 0.0000% | $15088000.00       | $15931439.31       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT 55        | 2055-10-23      | 6.8340%  | 0.0000% | $10000000.00       | $10254288.33       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT28    | 2028-02-15      | 3.7500%  | 0.0000% | $11244000.00       | $11177013.87       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT28    | 2028-02-15      | 3.7500%  | 0.0000% | $17372000.00       | $17268506.31       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    5.375%38            | 2038-04-01      | 5.3750%  | 0.0000% | $13620000.00       | $12925491.60       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT31    | 2031-04-01      | 2.8000%  | 0.0000% | $12315000.00       | $11042395.26       | Corporate Debt Securities |
| CHARTER COMMUNICATIONS OPER    SR SEC NT6.65%34    | 2034-02-01      | 6.6500%  | 0.0000% | $10398000.00       | $11356213.25       | Corporate Debt Securities |
| CITIGROUP INC                  PERP SUB GLBL -W    | 2079-12-31      | 4.0000%  | 0.0000% | $9428000.00        | $9363156.31        | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR GLBL -X     | 2079-12-31      | 3.8750%  | 0.0000% | $10918000.00       | $10821166.43       | Corporate Debt Securities |
| CITIGROUP INC                  PERP -Z NT7.375%    | 2500-12-31      | 7.3750%  | 0.0000% | $21048000.00       | $22105425.21       | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB AA NT    | 2500-12-31      | 7.6250%  | 0.0000% | $12680000.00       | $13463259.45       | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $18915000.00       | $19598517.17       | Corporate Debt Securities |
| CITIGROUP INC                  PERP SR GLBL -CC    | 2500-12-31      | 7.1250%  | 0.0000% | $20616000.00       | $21360984.93       | Corporate Debt Securities |
| DOMINION ENERGY INC            PERP SUB GLBL -C    | 2079-12-31      | 4.3500%  | 0.0000% | $19544000.00       | $19343136.54       | Corporate Debt Securities |
| ECOPETROL S A                  SR GLBL NT 32       | 2032-02-01      | 7.7500%  | 0.0000% | $12370000.00       | $12551299.53       | Corporate Debt Securities |
| EDISON INTL                    PERP SR GLBL -B     | 2500-12-31      | 5.0000%  | 0.0000% | $17818000.00       | $15618249.11       | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 77    | 2077-01-15      | 6.0000%  | 0.0000% | $22553000.00       | $23129229.15       | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL COCO 78    | 2078-03-01      | 6.2500%  | 0.0000% | $10409000.00       | $10633206.97       | Corporate Debt Securities |

### Security 652: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.610000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18FTY5, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP18FTY5
- **C.18 - Value (incl. sponsor support):** $609796565.00
- **C.18.a - Value (excl. sponsor support):** $609796565.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.8300%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD                 SR SEC GLBL 32      | 2032-04-15      | 10.0000% | 0.0000% | $47242000.00       | $48679469.08       | Corporate Debt Securities |
| ONTARIO GAMING GTA LTD PARTNER SR SEC 144A NT30    | 2030-08-01      | 8.0000%  | 0.0000% | $300000.00         | $310899.33         | Corporate Debt Securities |
| PENN ENTERTAINMENT INC         SR GLBL 144A 29     | 2029-07-01      | 4.1250%  | 0.0000% | $867000.00         | $819289.35         | Corporate Debt Securities |
| PIKE CORP                      SR 144A NT5.5%28    | 2028-09-01      | 5.5000%  | 0.0000% | $81000.00          | $82294.43          | Corporate Debt Securities |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $95000.00          | $102541.10         | Corporate Debt Securities |
| PRAIRIE ACQUIROR LP            SR SEC GLBL 29      | 2029-08-01      | 9.0000%  | 0.0000% | $100000.00         | $107938.00         | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $680000.00         | $735295.90         | Corporate Debt Securities |
| PROVIDENT FDG ASSOCIATES LP    SR 144A NT 29       | 2029-09-15      | 9.7500%  | 0.0000% | $935000.00         | $1011031.86        | Corporate Debt Securities |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $12000.00          | $13288.48          | Corporate Debt Securities |
| RAIN CARBON INC                SR SEC 144A NT29    | 2029-09-01      | 12.2500% | 0.0000% | $2233000.00        | $2472764.03        | Corporate Debt Securities |
| RAISING CANES RESTAURANTS LLC  SR 144A NT 29       | 2029-05-01      | 9.3750%  | 0.0000% | $200000.00         | $214610.92         | Corporate Debt Securities |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $45000.00          | $45208.97          | Corporate Debt Securities |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $75000.00          | $75348.28          | Corporate Debt Securities |
| ANYWHERE REAL ESTATE GROUP LLC 2LIEN GLBL 30       | 2030-04-15      | 7.0000%  | 0.0000% | $108022.00         | $102006.61         | Corporate Debt Securities |
| ROCKET SOFTWARE INC            SR SEC 144A NT28    | 2028-11-28      | 9.0000%  | 0.0000% | $1500000.00        | $1567995.00        | Corporate Debt Securities |
| RRD INTER HLDGS INC            SR PIK 144A NT30    | 2030-12-01      | 11.0000% | 0.0000% | $56352000.00       | $55160781.33       | Corporate Debt Securities |
| S & S HLDGS LLC                SR SEC 144A NT31    | 2031-10-01      | 8.3750%  | 0.0000% | $770000.00         | $757937.84         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-06-01      | 8.6250%  | 0.0000% | $1673000.00        | $1762522.93        | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $613000.00         | $637316.18         | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $1196000.00        | $1243442.33        | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $1675000.00        | $1741443.06        | Corporate Debt Securities |
| SABRE GLBL INC                 SR SEC 144A NT29    | 2029-11-15      | 10.7500% | 0.0000% | $2009000.00        | $2088692.01        | Corporate Debt Securities |
| SAKS GLOBAL ENTERPRISES LLC    SR SEC 144A NT29    | 2029-12-15      | 11.0000% | 0.0000% | $2000000.00        | $660000.00         | Corporate Debt Securities |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT 32       | 2032-02-01      | 4.3750%  | 0.0000% | $250000.00         | $233874.41         | Corporate Debt Securities |
| SCRIPPS E W CO OHIO            SR GLBL 144A 27     | 2027-07-15      | 5.8750%  | 0.0000% | $17973000.00       | $16452611.51       | Corporate Debt Securities |
| SCRIPPS ESCROW II INC          SR SEC GLBL 29      | 2029-01-15      | 3.8750%  | 0.0000% | $366000.00         | $326043.93         | Corporate Debt Securities |
| SCRIPPS ESCROW II INC          SR SEC GLBL 29      | 2029-01-15      | 3.8750%  | 0.0000% | $494000.00         | $440070.23         | Corporate Debt Securities |
| SCRIPPS ESCROW II INC          SR GLBL 144A 31     | 2031-01-15      | 5.3750%  | 0.0000% | $12051000.00       | $8609661.21        | Corporate Debt Securities |
| SIMMONS FOODS INC / SIMMONS P  SR SEC GLBL 29      | 2029-03-01      | 4.6250%  | 0.0000% | $100000.00         | $95928.82          | Corporate Debt Securities |
| SIMMONS FOODS INC / SIMMONS P  SR SEC GLBL 29      | 2029-03-01      | 4.6250%  | 0.0000% | $195000.00         | $187061.20         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $186000.00         | $130855.52         | Corporate Debt Securities |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 32     | 2032-12-31      | 4.3750%  | 0.0000% | $3055000.00        | $2149266.75        | Corporate Debt Securities |
| SOTHEBYS                       SR SEC GLBL 27      | 2027-10-15      | 7.3750%  | 0.0000% | $1156000.00        | $1148903.28        | Corporate Debt Securities |
| SOTHEBYS / BIDFAIR HLDGS INC   SR 144A NT 29       | 2029-06-01      | 5.8750%  | 0.0000% | $943000.00         | $855501.52         | Corporate Debt Securities |
| SPECIALTY BLDG PRODS HLDG LLC  SR SEC 144A NT29    | 2029-10-15      | 7.7500%  | 0.0000% | $5000.00           | $4994.63           | Corporate Debt Securities |
| SPECIALTY BLDG PRODS HLDG LLC  SR SEC 144A NT29    | 2029-10-15      | 7.7500%  | 0.0000% | $748000.00         | $747196.52         | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 30      | 2030-11-15      | 9.7500%  | 0.0000% | $100000.00         | $111450.75         | Corporate Debt Securities |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 30      | 2030-11-15      | 9.7500%  | 0.0000% | $1579000.00        | $1759807.34        | Corporate Debt Securities |
| STAPLES INC                    SR SEC 144A NT29    | 2029-09-01      | 10.7500% | 0.0000% | $1078000.00        | $1057415.29        | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 31     | 2031-12-01      | 4.6250%  | 0.0000% | $1692000.00        | $1584161.55        | Corporate Debt Securities |
| STATION CASINOS LLC            SR GLBL 144A 32     | 2032-03-15      | 6.6250%  | 0.0000% | $122000.00         | $127408.62         | Corporate Debt Securities |
| TELESAT CDA / TELESAT LLC      SR SEC GLBL 27      | 2027-06-01      | 4.8750%  | 0.0000% | $3925000.00        | $2273152.30        | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $600000.00         | $570000.00         | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $1200001.00        | $1140000.95        | Corporate Debt Securities |
| MCF CLO IX LTD 2019-1RR        E-R    20360417 FLT | 2036-04-17      | 12.3398% | 0.0000% | $2719190.00        | $2768693.19        | Asset-Backed Securities   |
| SOUND POINT CLO LTD 2020-26R   E-R    20340720 FLT | 2034-07-20      | 11.3911% | 0.0000% | $1097150.00        | $1045835.55        | Asset-Backed Securities   |
| AHP HEALTH PARTNERS INC        SR 144A NT 29       | 2029-07-15      | 5.7500%  | 0.0000% | $570000.00         | $567500.08         | Corporate Debt Securities |
| ARD FIN S A                    SR SEC GLBL 27      | 2027-06-30      | 6.5000%  | 0.0000% | $373.00            | $15.85             | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $327000.00         | $256899.38         | Corporate Debt Securities |
| ADVANTAGE SALES & MRKTNG INC   SR SEC GLBL 28      | 2028-11-15      | 6.5000%  | 0.0000% | $1800000.00        | $1414125.00        | Corporate Debt Securities |
| ALGOMA STL INC                 SR SEC GLBL 29      | 2029-04-15      | 9.1250%  | 0.0000% | $2200000.00        | $2052798.92        | Corporate Debt Securities |
| AMENTUM ESCROW CORP            SR GLBL 144A 32     | 2032-08-01      | 7.2500%  | 0.0000% | $57000.00          | $60292.15          | Corporate Debt Securities |
| AMERICAN NEWS CO LLC           SR SEC GLBL 26      | 2026-09-01      | 8.5000%  | 0.0000% | $14561270.00       | $16754156.81       | Corporate Debt Securities |
| ARTERA SVCS LLC                SR SEC 144A NT31    | 2031-02-15      | 8.5000%  | 0.0000% | $2233000.00        | $1925013.48        | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $679000.00         | $659542.97         | Corporate Debt Securities |
| BLOCK COMMUNICATIONS INC       SR GLBL 144A 28     | 2028-03-01      | 4.8750%  | 0.0000% | $1404000.00        | $1363767.79        | Corporate Debt Securities |
| CEC ENTERTAINMENT INC          SR SEC 144A NT26    | 2026-05-01      | 6.7500%  | 0.0000% | $335000.00         | $336518.39         | Corporate Debt Securities |
| CEC ENTERTAINMENT INC          SR SEC 144A NT26    | 2026-05-01      | 6.7500%  | 0.0000% | $1265000.00        | $1270733.61        | Corporate Debt Securities |
| CSC HLDGS LLC                  SR GLBL 144A 27     | 2027-04-15      | 5.5000%  | 0.0000% | $28284000.00       | $27288356.06       | Corporate Debt Securities |
| CSC HLDGS LLC                  SR 144A NT 31       | 2031-02-15      | 3.3750%  | 0.0000% | $49430000.00       | $34272599.44       | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 32     | 2032-10-15      | 6.0000%  | 0.0000% | $1000000.00        | $991540.00         | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $50000.00          | $48005.21          | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 28      | 2028-08-01      | 8.7500%  | 0.0000% | $1716000.00        | $1647538.75        | Corporate Debt Securities |
| CARRIAGE SVCS INC              SR GLBL 144A 29     | 2029-05-15      | 4.2500%  | 0.0000% | $300000.00         | $284430.75         | Corporate Debt Securities |
| CARRIAGE SVCS INC              SR GLBL 144A 29     | 2029-05-15      | 4.2500%  | 0.0000% | $400000.00         | $379241.00         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 31      | 2031-06-01      | 9.0000%  | 0.0000% | $754000.00         | $928920.46         | Corporate Debt Securities |
| CARVANA CO                     SR SEC GLBL 30      | 2030-06-01      | 9.0000%  | 0.0000% | $3000.00           | $3298.86           | Corporate Debt Securities |
| CENTRAL PARENT INC / CENT MERG SR SEC GLBL 29      | 2029-06-15      | 7.2500%  | 0.0000% | $2296000.00        | $1920514.07        | Corporate Debt Securities |
| RRD PARENT INC                 SR GLBL PIK 31      | 2031-10-15      | 10.0000% | 0.0000% | $26904823.00       | $48114791.80       | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR SEC GLBL 27      | 2027-10-01      | 7.1250%  | 0.0000% | $496000.00         | $513139.07         | Corporate Debt Securities |
| OLYMPUS WTR US HLDG CORP       SR SEC GLBL 27      | 2027-10-01      | 7.1250%  | 0.0000% | $707000.00         | $731430.09         | Corporate Debt Securities |
| CHEPLAPHARM ARZNEIMITTEL GMBH  SR SEC GLBL 28      | 2028-01-15      | 5.5000%  | 0.0000% | $2377000.00        | $2353891.60        | Corporate Debt Securities |
| COMMSCOPE LLC                  SR SEC GLBL 29      | 2029-09-01      | 4.7500%  | 0.0000% | $860000.00         | $848769.59         | Corporate Debt Securities |
| COMMSCOPE LLC                  144A NT 9.5%31      | 2031-12-15      | 9.5000%  | 0.0000% | $435000.00         | $456814.52         | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $2342000.00        | $2394513.50        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $1013000.00        | $1011204.04        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SB GLBL NT 29    | 2029-05-01      | 4.8750%  | 0.0000% | $41000.00          | $40521.51          | Corporate Debt Securities |
| TRANSOCEAN INC                 SR GLBL 144A 27     | 2027-02-01      | 8.0000%  | 0.0000% | $29415000.00       | $29956562.83       | Corporate Debt Securities |
| TRIUMPH GROUP INC NEW          SR SEC GLBL 28      | 2028-03-15      | 9.0000%  | 0.0000% | $485000.00         | $519556.25         | Corporate Debt Securities |
| UKG INC                        SR SEC 144A NT31    | 2031-02-01      | 6.8750%  | 0.0000% | $1258000.00        | $1340606.40        | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $92000.00          | $95884.01          | Corporate Debt Securities |
| U S ACUTE CARE SOLUTIONS LLC   SR SEC 144A NT29    | 2029-05-15      | 9.7500%  | 0.0000% | $686000.00         | $714961.20         | Corporate Debt Securities |
| VIRGIN MEDIA FINANCE PLC       SR GLBL 144A 30     | 2030-07-15      | 5.0000%  | 0.0000% | $689000.00         | $643923.32         | Corporate Debt Securities |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $696000.00         | $708274.83         | Corporate Debt Securities |
| VISTAJET MALTA FIN P L C / X   SR 144A NT 27       | 2027-05-01      | 7.8750%  | 0.0000% | $1168000.00        | $1188599.14        | Corporate Debt Securities |
| VORTEX OPCO LLC                SR SEC FL 144A30    | 2030-04-30      | 10.5406% | 0.0000% | $64000.00          | $63840.00          | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31    | 2031-03-01      | 7.3750%  | 0.0000% | $319000.00         | $332601.67         | Corporate Debt Securities |
| WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27     | 2027-10-31      | 13.0000% | 0.0000% | $49422414.00       | $62213209.31       | Corporate Debt Securities |
| ZAYO GROUP HLDGS INC           SR SEC 144A NT27    | 2027-03-01      | 4.0000%  | 0.0000% | $1036000.00        | $983580.70         | Corporate Debt Securities |
| ZIGGO BD CO BV                 SR GLBL 144A 30     | 2030-02-28      | 5.1250%  | 0.0000% | $985000.00         | $880737.34         | Corporate Debt Securities |
| EG GLOBAL FIN PLC              SR SEC REGS NT28    | 2028-11-30      | 12.0000% | 0.0000% | $336000.00         | $374297.28         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $200000.00         | $208434.33         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $276000.00         | $287639.38         | Corporate Debt Securities |
| PAMPA ENERGIA SA               SR GLBL REGS 31     | 2031-09-10      | 7.9500%  | 0.0000% | $404000.00         | $421037.35         | Corporate Debt Securities |
| SAMARCO MINERACAO SA           GLBL STEP PIK 31    | 2031-06-30      | 9.5000%  | 0.0000% | $1094161.00        | $1082081.46        | Corporate Debt Securities |
| TECPETROL S A                  SR GLBL REGS 33     | 2033-01-22      | 7.6250%  | 0.0000% | $62000.00          | $64916.19          | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 28      | 2028-12-31      | 10.5000% | 0.0000% | $200000.00         | $190330.00         | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 28      | 2028-12-31      | 10.5000% | 0.0000% | $400000.00         | $380660.00         | Corporate Debt Securities |
| TOTAL PLAY TELECOMUNICACIONES  SR SEC GLBL 32      | 2032-12-31      | 11.1250% | 0.0000% | $600000.00         | $570000.00         | Corporate Debt Securities |
| CEC ENTERTAINMENT INC          SR SEC REGS NT26    | 2026-05-01      | 6.7500%  | 0.0000% | $500000.00         | $502266.25         | Corporate Debt Securities |
| CEC ENTERTAINMENT INC          SR SEC REGS NT26    | 2026-05-01      | 6.7500%  | 0.0000% | $913000.00         | $917138.17         | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 30     | 2030-01-15      | 5.8750%  | 0.0000% | $1128000.00        | $1126000.15        | Corporate Debt Securities |
| COMSTOCK RES INC               SR GLBL 144A 29     | 2029-03-01      | 6.7500%  | 0.0000% | $1314000.00        | $1338509.39        | Corporate Debt Securities |
| CONSOLIDATED ENERGY FIN S A    SR GLBL 144A 26     | 2026-05-15      | 6.5000%  | 0.0000% | $491000.00         | $481864.95         | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $18000.00          | $17021.43          | Corporate Debt Securities |
| CORNERSTONE BLDG BRANDS INC    SR SEC GLBL 29      | 2029-08-15      | 9.5000%  | 0.0000% | $2361000.00        | $2232644.23        | Corporate Debt Securities |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $14806000.00       | $15515466.50       | Corporate Debt Securities |
| DISH NETWORK CORPORATION       SR SEC GLBL 27      | 2027-11-15      | 11.7500% | 0.0000% | $27595000.00       | $28917283.41       | Corporate Debt Securities |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $31459000.00       | $30543857.69       | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL 30      | 2030-11-30      | 6.7500%  | 0.0000% | $67274900.00       | $62019048.44       | Corporate Debt Securities |
| ECHOSTAR CORP                  SR SEC GLBL NT29    | 2029-11-30      | 10.7500% | 0.0000% | $35453900.00       | $36850724.57       | Corporate Debt Securities |
| EG GLOBAL FIN PLC              SR SEC 144A NT28    | 2028-11-30      | 12.0000% | 0.0000% | $300000.00         | $334194.00         | Corporate Debt Securities |
| EG GLOBAL FIN PLC              SR SEC 144A NT28    | 2028-11-30      | 12.0000% | 0.0000% | $550000.00         | $612689.00         | Corporate Debt Securities |
| CAESARS ENTERTAINMENT INC NEW  SR GLBL 144A 27     | 2027-07-01      | 8.1250%  | 0.0000% | $785000.00         | $817113.80         | Corporate Debt Securities |
| ELLUCIAN HLDGS INC             SR SEC GLBL 29      | 2029-12-01      | 6.5000%  | 0.0000% | $800000.00         | $823380.89         | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $191000.00         | $198372.44         | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $784000.00         | $814261.75         | Corporate Debt Securities |
| EMPIRE COMMUNITIES CORPORATION SR 144A NT 29       | 2029-05-01      | 9.7500%  | 0.0000% | $930000.00         | $965897.23         | Corporate Debt Securities |
| ENCINO ACQUISITION PARTNERS HO SR GLBL 144A 28     | 2028-05-01      | 8.5000%  | 0.0000% | $1600000.00        | $1666720.89        | Corporate Debt Securities |
| ENCINO ACQUISITION PARTNERS HO SR GLBL 144A 28     | 2028-05-01      | 8.5000%  | 0.0000% | $1976000.00        | $2058400.30        | Corporate Debt Securities |
| ENCINO ACQUISITION PARTNERS HO SR 144A NT 31       | 2031-05-01      | 8.7500%  | 0.0000% | $1587000.00        | $1778932.22        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $100000.00         | $107731.75         | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 28     | 2028-12-15      | 11.2500% | 0.0000% | $1357000.00        | $1461919.85        | Corporate Debt Securities |
| ENOVA INTL INC                 SR GLBL 144A 29     | 2029-08-01      | 9.1250%  | 0.0000% | $1416000.00        | $1547004.58        | Corporate Debt Securities |
| EQUIPMENTSHARE COM INC         SR SEC 144A NT28    | 2028-05-15      | 9.0000%  | 0.0000% | $1806000.00        | $1925882.28        | Corporate Debt Securities |
| FTAI INFRA ESCROW HLDGS LLC    SR SEC GLBL 27      | 2027-06-01      | 10.5000% | 0.0000% | $800000.00         | $838822.67         | Corporate Debt Securities |
| FTAI INFRA ESCROW HLDGS LLC    SR SEC GLBL 27      | 2027-06-01      | 10.5000% | 0.0000% | $1501000.00        | $1573841.03        | Corporate Debt Securities |
| FORTREA HLDGS INC              SR SEC 144A NT30    | 2030-07-01      | 7.5000%  | 0.0000% | $172000.00         | $162010.53         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $5000.00           | $5229.68           | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $40000.00          | $41837.46          | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 28       | 2028-02-01      | 7.7500%  | 0.0000% | $242000.00         | $253116.61         | Corporate Debt Securities |
| GENESIS ENERGY LP & GEN E      SR GLBL NT 30       | 2030-04-15      | 8.8750%  | 0.0000% | $28000.00          | $30215.91          | Corporate Debt Securities |
| ENVIRI CORP                    SR GLBL 144A 27     | 2027-07-31      | 5.7500%  | 0.0000% | $488000.00         | $492625.43         | Corporate Debt Securities |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $455000.00         | $443489.76         | Corporate Debt Securities |
| ITT HOLDINGS LLC               SR 144A NT6.5%29    | 2029-08-01      | 6.5000%  | 0.0000% | $919000.00         | $895751.85         | Corporate Debt Securities |
| JW ALUM CONTINUOUS CAST COMPAN SR SEC 144A NT30    | 2030-04-01      | 10.2500% | 0.0000% | $750000.00         | $780218.75         | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $93000.00          | $92099.06          | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $200000.00         | $198062.50         | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $295000.00         | $292142.19         | Corporate Debt Securities |
| JACOBS ENTMT INC               SR 144A NT 29       | 2029-02-15      | 6.7500%  | 0.0000% | $400000.00         | $394309.00         | Corporate Debt Securities |
| KEHE DISTRS LLC/ KEHE FIN CORP SR SEC 144A NT29    | 2029-02-15      | 9.0000%  | 0.0000% | $218000.00         | $232470.84         | Corporate Debt Securities |
| LABL ESCROW ISSUER LLC         SR GLBL 144A 27     | 2027-07-15      | 10.5000% | 0.0000% | $32018000.00       | $32131183.63       | Corporate Debt Securities |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 5.8750%  | 0.0000% | $195000.00         | $173276.70         | Corporate Debt Securities |
| LABL INC                       SR SEC 144A NT28    | 2028-11-01      | 9.5000%  | 0.0000% | $217000.00         | $203480.78         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30     | 2030-10-15      | 3.8750%  | 0.0000% | $2.00              | $1.73              | Corporate Debt Securities |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $18000.00          | $17432.71          | Corporate Debt Securities |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $1339000.00        | $1296799.93        | Corporate Debt Securities |
| MERCER INTL INC                SR GLBL NT 29       | 2029-02-01      | 5.1250%  | 0.0000% | $59000.00          | $48885.15          | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $400000.00         | $428043.56         | Corporate Debt Securities |
| MOHEGAN ESCROW ISSUER LLC      SR SEC GLBL 31      | 2031-04-15      | 11.8750% | 0.0000% | $500000.00         | $535054.44         | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29       | 2029-10-01      | 5.2500%  | 0.0000% | $240000.00         | $240979.00         | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29       | 2029-10-01      | 5.2500%  | 0.0000% | $384000.00         | $385566.40         | Corporate Debt Securities |
| MOZART DEBT MERGER SUB INC     SR 144A NT 29       | 2029-10-01      | 5.2500%  | 0.0000% | $730000.00         | $732977.79         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $28000.00          | $28792.06          | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $272000.00         | $279694.28         | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 29     | 2029-04-01      | 8.0000%  | 0.0000% | $1000000.00        | $1028287.78        | Corporate Debt Securities |
| RITHM CAPITAL CORP             SR GLBL 144A 30     | 2030-07-15      | 8.0000%  | 0.0000% | $1925000.00        | $1934090.28        | Corporate Debt Securities |
| OI S A - EM RECUPERACAO J      SR SEC GLBL 27      | 2027-06-30      | 10.0000% | 0.0000% | $77711384.00       | $50573014.48       | Corporate Debt Securities |

### Security 653: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.920000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18HV36, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18HV36
- **C.18 - Value (incl. sponsor support):** $499856980.00
- **C.18.a - Value (excl. sponsor support):** $499856980.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 5.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| DRYDEN CLO LTD 2023-107        SUB    20350815 FLT | 2035-08-15      | 0.0000%  | 0.0000% | $4397000.00        | $2964690.44        | Asset-Backed Securities                           |
| ELEVATION CLO LTD 2018-9       SUB    20310715 FLT | 2031-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $535155.00         | Asset-Backed Securities                           |
| ELEVATION CLO 2021-12R LTD     E-R    20370420 FLT | 2037-04-20      | 11.7495% | 0.0000% | $4356000.00        | $4356854.61        | Asset-Backed Securities                           |
| ELMWOOD CLO LTD 2021-8         SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $1764706.00        | $617647.10         | Asset-Backed Securities                           |
| ELMWOOD CLO 2021-9R LTD        E-R    20380420 FLT | 2038-04-20      | 8.9717%  | 0.0000% | $5000000.00        | $5056245.05        | Asset-Backed Securities                           |
| EQUIFIRST MTG LN TR 2004-3     M-9    20341225 FLT | 2034-12-25      | 8.3337%  | 0.0000% | $212000.00         | $67654.69          | Asset-Backed Securities                           |
| EXETER AUTO REC TR 2024-4      E      20320217 7.6 | 2032-02-17      | 7.6500%  | 0.0000% | $7348000.00        | $7623098.10        | Asset-Backed Securities                           |
| EXETER AUTOMOBLE REC TR 2025-2 E      20321015 7.8 | 2032-10-15      | 7.8100%  | 0.0000% | $3501000.00        | $3630863.18        | Asset-Backed Securities                           |
| EXETER SEL AUTO REC TR 2025-1  E      20321215 8.4 | 2032-12-15      | 8.4400%  | 0.0000% | $3200000.00        | $3234024.53        | Asset-Backed Securities                           |
| FLAGSHIP CR AT TR 2022-2       E      20290615 8.2 | 2029-06-15      | 8.2000%  | 0.0000% | $9500000.00        | $2230872.33        | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2020-1       A      20400715 3.5 | 2040-07-15      | 3.5400%  | 0.0000% | $4200000.00        | $206578.89         | Asset-Backed Securities                           |
| FOUNDATION FIN TR 2021-2       D      20420115 5.7 | 2042-01-15      | 5.7300%  | 0.0000% | $2340000.00        | $1990477.48        | Asset-Backed Securities                           |
| GLS AUTO REC TR 2021-4         E      20281016 4.4 | 2028-10-16      | 4.4300%  | 0.0000% | $7240000.00        | $7108288.71        | Asset-Backed Securities                           |
| GENERATE CLO 0.01 22APR37 144A FRN                 | 2037-04-22      | 11.0293% | 0.0000% | $1300000.00        | $1329925.44        | Asset-Backed Securities                           |
| GREENSKY HME IMP ISSUER 2024-1 D      20590625 7.3 | 2059-06-25      | 7.3300%  | 0.0000% | $6000000.00        | $6234936.33        | Asset-Backed Securities                           |
| GREYWOLF CLO IVR-R LTD         D-R    20340417 FLT | 2034-04-17      | 11.3998% | 0.0000% | $2520000.00        | $2567215.25        | Asset-Backed Securities                           |
| BXMT LTD 2020-FL3              D      20371118 FLT | 2037-11-18      | 7.7282%  | 0.0000% | $3800000.00        | $3672208.78        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2024-NQM6     B-2    20640825 FLT | 2064-08-25      | 8.0434%  | 0.0000% | $770000.00         | $768299.40         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                H      20520216 FLT | 2052-02-16      | 3.8348%  | 0.0000% | $1158000.00        | $608427.23         | Private Label Collateralized Mortgage Obligations |
| BANK 2022-BNK40                H      20640317 FLT | 2064-03-17      | 2.0039%  | 0.0000% | $2500000.00        | $1054555.54        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2025-NQM1     B-2    20641225 FLT | 2064-12-25      | 7.2912%  | 0.0000% | $5096000.00        | $5002134.24        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              E      20380218 FLT | 2038-02-18      | 6.7282%  | 0.0000% | $3000000.00        | $2606878.86        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD2             C      20491115 FLT | 2049-11-15      | 4.1070%  | 0.0000% | $1625000.00        | $966986.17         | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2016-C3      D      20480110 3.0 | 2048-01-10      | 3.0520%  | 0.0000% | $6464000.00        | $6037334.35        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          D      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $4086750.00        | $1676059.03        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS2          E      20470312 FLT | 2047-03-12      | 4.9113%  | 0.0000% | $3617822.00        | $377180.74         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           E      20301216 FLT | 2030-12-16      | 7.8510%  | 0.0000% | $8469000.00        | $7838459.66        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           G      20301216 FLT | 2030-12-16      | 10.5090% | 0.0000% | $7305000.00        | $6091674.20        | Private Label Collateralized Mortgage Obligations |
| CSWF 2021-SOP2                 D      20340615 FLT | 2034-06-15      | 6.8431%  | 0.0000% | $7530000.00        | $4972958.53        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-4     B-2    20690725 FLT | 2069-07-25      | 7.8487%  | 0.0000% | $3850000.00        | $3678234.24        | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-1    20700525 FLT | 2070-05-25      | 7.1463%  | 0.0000% | $7002000.00        | $6951562.98        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GPTX       B      20340512 3.1 | 2034-05-12      | 3.1039%  | 0.0000% | $3000000.00        | $1611265.13        | Private Label Collateralized Mortgage Obligations |
| GPMT LTD 2021-FL4              D      20361222 FLT | 2036-12-22      | 7.2841%  | 0.0000% | $3875000.00        | $3599309.32        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     F      20390315 FLT | 2039-03-15      | 8.7498%  | 0.0000% | $18000000.00       | $18121873.19       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  D      20350615 FLT | 2035-06-15      | 6.3690%  | 0.0000% | $10000000.00       | $4625337.50        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  F      20350615 FLT | 2035-06-15      | 7.6690%  | 0.0000% | $1890000.00        | $17776.24          | Private Label Collateralized Mortgage Obligations |
| MF1 LTD  2021-FL7              C      20361021 FLT | 2036-10-21      | 6.4791%  | 0.0000% | $4100000.00        | $4029642.74        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $2988000.00        | $2040077.25        | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            B      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1000000.00        | $679718.61         | Private Label Collateralized Mortgage Obligations |
| MSWF COML MTG TR 2023-2        F      20561215 FLT | 2056-12-15      | 4.0000%  | 0.0000% | $5000000.00        | $2840381.11        | Private Label Collateralized Mortgage Obligations |
| MFA 2024-RTL2 TRUST            A-1    20290525 7.2 | 2029-05-25      | 7.2450%  | 0.0000% | $15000000.00       | $15178953.75       | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4265%  | 0.0000% | $3482000.00        | $2149302.92        | Private Label Collateralized Mortgage Obligations |
| MS BOFAML TRUST 2014-C16       D      20470617 FLT | 2047-06-17      | 4.7357%  | 0.0000% | $11045000.00       | $8436334.99        | Private Label Collateralized Mortgage Obligations |
| NYMT LN TR SERIES 2024-BPL1    A1     20290225 7.1 | 2029-02-25      | 7.1540%  | 0.0000% | $230000.00         | $231004.32         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-1    20640125 FLT | 2064-01-25      | 7.8630%  | 0.0000% | $18123000.00       | $17779226.32       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1A   20640625 FLT | 2064-06-25      | 6.6350%  | 0.0000% | $11936000.00       | $11318238.72       | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP D      20360115 FLT | 2036-01-15      | 7.1765%  | 0.0000% | $1168000.00        | $1093047.59        | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.7865%  | 0.0000% | $12591000.00       | $9486999.44        | Private Label Collateralized Mortgage Obligations |
| VNDO TRUST 2016-350P           E      20350112 FLT | 2035-01-12      | 4.0327%  | 0.0000% | $2000000.00        | $1904107.16        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2025-INV1         B-2    20700225 FLT | 2070-02-25      | 7.3138%  | 0.0000% | $9839874.00        | $9657302.08        | Private Label Collateralized Mortgage Obligations |
| VISIO TR 2023-1                B-2    20580325 FLT | 2058-03-25      | 7.8381%  | 0.0000% | $1110000.00        | $834499.34         | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC B      20400717 FLT | 2040-07-17      | 5.5441%  | 0.0000% | $2000000.00        | $2039698.19        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC D      20400717 FLT | 2040-07-17      | 6.6121%  | 0.0000% | $7090000.00        | $7294074.41        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 E      20481217 FLT | 2048-12-17      | 4.8131%  | 0.0000% | $1500000.00        | $1377370.78        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-NYCH C      20420616 FLT | 2042-06-16      | 7.2606%  | 0.0000% | $22490000.00       | $22452196.60       | Private Label Collateralized Mortgage Obligations |
| REPUBLIC FIN ISSUANC TR 2021-A A      20311222 2.3 | 2031-12-22      | 2.3000%  | 0.0000% | $2925000.00        | $901591.37         | Asset-Backed Securities                           |
| RISERVA CLO 2016               SUB    20281018 FLT | 2028-10-18      | 0.0000%  | 0.0000% | $3200000.00        | $1184624.00        | Asset-Backed Securities                           |
| STAR TR 2021-SFR2              E      20390120 FLT | 2039-01-20      | 6.4262%  | 0.0000% | $1210000.00        | $1207609.86        | Asset-Backed Securities                           |
| SIERRA TIMSHR REC FDG 2022-2   D      20400620 9.2 | 2040-06-20      | 9.2200%  | 0.0000% | $1000000.00        | $222759.33         | Asset-Backed Securities                           |
| TCI-SYMPHONY CLO 2017-1        INC NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $5000000.00        | $1581670.00        | Asset-Backed Securities                           |
| TABERNA PREF FDG I 2005-1      C-1    20350705 FLT | 2035-07-05      | 6.3463%  | 0.0000% | $2000000.00        | $325562.06         | Asset-Backed Securities                           |
| TABERNA PREF FDG V 2006-5      A-2L   20360805 FLT | 2036-08-05      | 5.3221%  | 0.0000% | $12000000.00       | $852460.44         | Asset-Backed Securities                           |
| TIKEHAU US CLO I LTD           E      20350118 FLT | 2035-01-18      | 11.4411% | 0.0000% | $1300000.00        | $1188485.96        | Asset-Backed Securities                           |
| TREMAN PARK CLO LTD 2015       SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $11243568.00       | $1124.36           | Asset-Backed Securities                           |
| TRICOLOR AUTO SCRTZN TR 2022-1 E      20270816 7.7 | 2027-08-16      | 7.7900%  | 0.0000% | $5667000.00        | $2482390.55        | Asset-Backed Securities                           |
| VENTURE XVIII CLO 2014-18R     SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $7500000.00        | $750.00            | Asset-Backed Securities                           |
| VENTURE XIX CLO LTD 2015-19    SUBFEE 20270115 FLT | 2027-01-15      | 0.1000%  | 0.0000% | $364227.00         | $15716.51          | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2024-6 B-2    20690725 FLT | 2069-07-25      | 7.9143%  | 0.0000% | $400000.00         | $400127.76         | Asset-Backed Securities                           |
| VERUS SECURITIZAT TR 2024-8    B-2    20691025 FLT | 2069-10-25      | 7.6151%  | 0.0000% | $5000000.00        | $5006203.30        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-1 B-1    20700125 FLT | 2070-01-25      | 7.0090%  | 0.0000% | $1000000.00        | $1006418.14        | Asset-Backed Securities                           |
| VERUS SECURITIZATION TR 2025-5 B-2    20700625 FLT | 2070-06-25      | 7.3455%  | 0.0000% | $3750000.00        | $3666776.91        | Asset-Backed Securities                           |
| VOYA CLO LTD 2015-3R           D-R    20311020 FLT | 2031-10-20      | 10.7311% | 0.0000% | $1000000.00        | $935895.99         | Asset-Backed Securities                           |
| WESTLAKE AT REC TR 2024-1      E      20310515 7.4 | 2031-05-15      | 7.4200%  | 0.0000% | $59790000.00       | $60139273.27       | Asset-Backed Securities                           |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $2500000.00        | $2567850.69        | Asset-Backed Securities                           |
| AMSR TR 2023-SFR2              F-1    20400817 3.9 | 2040-08-17      | 3.9500%  | 0.0000% | $10680000.00       | $9886122.96        | Asset-Backed Securities                           |
| AMSR TRUST 2022-SFR1           E-1    20390317 4.3 | 2039-03-17      | 4.3870%  | 0.0000% | $1931744.00        | $1894096.19        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-B     E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $6595000.00        | $6686160.49        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2024-A     D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $2750000.00        | $2783717.29        | Asset-Backed Securities                           |
| AFFIRM ASSET SEC TR 2023-X1    D      20281115 9.5 | 2028-11-15      | 9.5500%  | 0.0000% | $2000000.00        | $2040634.33        | Asset-Backed Securities                           |
| AFFIRM AST SECTZN TR 2024-B    E      20290917 7.3 | 2029-09-17      | 7.3500%  | 0.0000% | $1650000.00        | $1649718.68        | Asset-Backed Securities                           |
| AMERICAN CR ACCEPT RECV 2025-1 E      20321213 7.3 | 2032-12-13      | 7.3900%  | 0.0000% | $52880000.00       | $51887178.00       | Asset-Backed Securities                           |
| AMERICAN CR ACCEP RECV TR 24-1 E      20311112 7.9 | 2031-11-12      | 7.9800%  | 0.0000% | $21400000.00       | $22273783.40       | Asset-Backed Securities                           |
| APEX CREDIT CLO LTD  2019-RR   E-RR   20370720 FLT | 2037-07-20      | 12.3995% | 0.0000% | $5000000.00        | $5114466.85        | Asset-Backed Securities                           |
| ARES CLO LTD 2019-51           SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $2760000.00        | $1238351.28        | Asset-Backed Securities                           |
| ATALAYA EQPMNT LSNG TR 2021-1  C      20280615 2.6 | 2028-06-15      | 2.6900%  | 0.0000% | $8691000.00        | $7405307.13        | Asset-Backed Securities                           |
| ATLAS SENIOR LN FD LTD 2018-10 E      20310115 FLT | 2031-01-15      | 10.2177% | 0.0000% | $3910000.00        | $3744609.82        | Asset-Backed Securities                           |
| AVIS BUDGET RENTAL 2020-1 LLC  D      20260820 3.3 | 2026-08-20      | 3.3400%  | 0.0000% | $5000000.00        | $1663429.63        | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           E      20481118 FLT | 2048-11-18      | 5.8846%  | 0.0000% | $100000.00         | $99663.73          | Asset-Backed Securities                           |
| B2R MTG TRUST 2015-2           H      20481118 FLT | 2048-11-18      | 5.8846%  | 0.0000% | $1956000.00        | $936091.51         | Asset-Backed Securities                           |
| BAIN CAPITAL CREDIT CLO 2022-5 SUB    20370126 FLT | 2037-01-26      | 0.0000%  | 0.0000% | $1000000.00        | $610000.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO 2015-4        SUB NT 20270120 FLT | 2027-01-20      | 0.0000%  | 0.0000% | $2500000.00        | $308555.00         | Asset-Backed Securities                           |
| BLUEMOUNTAIN CLO LTD 2021-28   SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $5000000.00        | $1750000.00        | Asset-Backed Securities                           |
| BLUEMNT CLO LTD 2021-33        SUB    20341120 FLT | 2034-11-20      | 0.0000%  | 0.0000% | $5400569.00        | $2160227.60        | Asset-Backed Securities                           |
| BRIDGECREST LD AUTO SEC 2023-1 E      20300715 10. | 2030-07-15      | 10.3700% | 0.0000% | $5000000.00        | $5585654.17        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2013-2R       B-3L-R 20301018 FLT | 2030-10-18      | 12.4111% | 0.0000% | $750000.00         | $679318.43         | Asset-Backed Securities                           |
| CSMC TRUST 2017-RPL3           B-2    20570825 FLT | 2057-08-25      | 4.4668%  | 0.0000% | $5000000.00        | $3052120.88        | Asset-Backed Securities                           |
| CSMC TRUST 2017-RPL3           B-3    20570825 FLT | 2057-08-25      | 4.4668%  | 0.0000% | $11909100.00       | $7184675.34        | Asset-Backed Securities                           |
| CWABS INC 2006-2               M-2    20360525 FLT | 2036-05-25      | 5.0637%  | 0.0000% | $2275000.00        | $2071001.07        | Asset-Backed Securities                           |
| CANYON CAPITAL CLO LTD 2021-1  E      20340417 FLT | 2034-04-17      | 10.9277% | 0.0000% | $280000.00         | $281976.69         | Asset-Backed Securities                           |
| CARLYLE GL MKT STS CLO 2013-3  SUB    20250715 FLT | 2025-07-15      | 0.0000%  | 0.0000% | $1371000.00        | $112690.72         | Asset-Backed Securities                           |
| CARVANA AUTO RECV TR 2024-N1   E      20300510 0.0 | 2031-03-10      | 8.2800%  | 0.0000% | $3779000.00        | $3903941.30        | Asset-Backed Securities                           |
| CEDAR  VIII CLO 2017-8R2       E-RR   20380119 FLT | 2038-01-19      | 10.6998% | 0.0000% | $8000000.00        | $8025312.10        | Asset-Backed Securities                           |
| CEDAR FUNDING XII CLO 2020-12  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $3706425.00        | $2705690.25        | Asset-Backed Securities                           |
| DRYDEN 115 C 12.40142 18APR37 144A                 | 2037-04-18      | 11.3695% | 0.0000% | $150000.00         | $153160.10         | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2022-97         E      20350420 FLT | 2035-04-20      | 11.0224% | 0.0000% | $1500000.00        | $1490695.12        | Asset-Backed Securities                           |
| DRYDEN CLO LTD 2023-107        E      20350815 FLT | 2035-08-15      | 12.0563% | 0.0000% | $610000.00         | $618738.44         | Asset-Backed Securities                           |
| HSI ASSET SEC TR 2006-OPT1     M-4    20351225 FLT | 2035-12-25      | 5.2437%  | 0.0000% | $3000000.00        | $2254694.03        | Asset-Backed Securities                           |
| ICG US CLO LTD 2018-1          SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $3500000.00        | $652410.50         | Asset-Backed Securities                           |
| IMPERIAL FUND MTG TR 2022-NQM1 B-2    20670225 FLT | 2067-02-25      | 4.0750%  | 0.0000% | $7740000.00        | $5502618.62        | Asset-Backed Securities                           |
| JER CRE CDO 2006-2             H-FL   20450325 FLT | 2045-03-25      | 6.9337%  | 0.0000% | $3000000.00        | $553777.19         | Asset-Backed Securities                           |
| KKR CLO LTD 2021-34            E      20340717 FLT | 2034-07-17      | 11.3677% | 0.0000% | $1400000.00        | $1400711.90        | Asset-Backed Securities                           |
| LAKE SHORE MM CLO LLC 2022-5R  C-R    20370115 FLT | 2037-01-15      | 12.5661% | 0.0000% | $1200000.00        | $1197348.52        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2019-32   SUB    20310122 FLT | 2031-01-22      | 0.0000%  | 0.0000% | $5361301.00        | $2358972.44        | Asset-Backed Securities                           |
| MARINER FIN ISSUANCE TR 2024-A E      20360922 9.0 | 2036-09-22      | 9.0200%  | 0.0000% | $1110000.00        | $1151131.67        | Asset-Backed Securities                           |
| MIDOCEAN CR CLO VI 2016-6RR    E-RR   20330420 FLT | 2033-04-20      | 12.5811% | 0.0000% | $2000000.00        | $2044226.42        | Asset-Backed Securities                           |
| MILL CITY MTG LN TR 2018-1     B4     20620525 FLT | 2062-05-25      | 3.9393%  | 0.0000% | $7639000.00        | $5193918.27        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  D      20300115 0.0 | 2030-01-15      | 9.1600%  | 0.0000% | $4000000.00        | $4035062.67        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2024-B  E      20300115 0.0 | 2030-01-15      | 12.1900% | 0.0000% | $3000000.00        | $3034392.50        | Asset-Backed Securities                           |
| MISSION LN CR CD MT TR 2025-A  E      20300515 0.0 | 2030-05-15      | 12.2500% | 0.0000% | $2500000.00        | $2526060.42        | Asset-Backed Securities                           |
| NEUBERGER BER LN ADV CLO       SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $4550000.00        | $2299315.20        | Asset-Backed Securities                           |
| OHA CREDIT PARTNRS LTD 2021-16 SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $375000.00         | $277500.00         | Asset-Backed Securities                           |
| OAKTREE CLO LTD 2019-4         SUB    20321020 FLT | 2032-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $3455470.00        | Asset-Backed Securities                           |
| OCTAGON INVST LTD 2019-44R     D-R    20341020 FLT | 2034-10-20      | 7.7677%  | 0.0000% | $5000000.00        | $5050742.50        | Asset-Backed Securities                           |
| OCTAGON LTD 2021-56            E      20341016 FLT | 2034-10-16      | 11.0477% | 0.0000% | $2000000.00        | $1910625.89        | Asset-Backed Securities                           |
| OCTAGON INVEST PARTS 2020-46R  D-R    20360715 FLT | 2036-07-15      | 7.8177%  | 0.0000% | $15500000.00       | $15697997.85       | Asset-Backed Securities                           |
| PRKCM TR 2023-AFC1             B-2    20580225 FLT | 2058-02-25      | 7.4372%  | 0.0000% | $7900000.00        | $7876537.67        | Asset-Backed Securities                           |
| PAGAYA AI DEBT TR 2022-3       B      20300315 8.0 | 2030-03-15      | 8.0500%  | 0.0000% | $2700000.00        | $6212.39           | Asset-Backed Securities                           |
| POST ROAD EQUIP FIN LLC 2025-1 E      20320517 7.0 | 2032-05-17      | 7.0800%  | 0.0000% | $2000000.00        | $2032070.00        | Asset-Backed Securities                           |
| PROGRESS RES 2021-SFR4 TR      E-2    20380519 2.5 | 2038-05-19      | 2.5590%  | 0.0000% | $3455000.00        | $3391546.91        | Asset-Backed Securities                           |
| PROGRESS RES TR 2021-SFR10     F      20401219 4.6 | 2040-12-19      | 4.6080%  | 0.0000% | $12620000.00       | $10471975.92       | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E1     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $6250000.00        | $5717973.96        | Asset-Backed Securities                           |
| PROGRESS RESIDENTIAL 2025-SFR1 E2     20420220 3.7 | 2042-02-20      | 3.7500%  | 0.0000% | $4768000.00        | $4317227.72        | Asset-Backed Securities                           |
| REPUBLIC FINAN ISSUANCE 2024-B C      20371120 6.6 | 2037-11-20      | 6.6000%  | 0.0000% | $115000.00         | $116845.33         | Asset-Backed Securities                           |

### Security 654: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18LKY1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18LKY1
- **C.18 - Value (incl. sponsor support):** $2442000000.00
- **C.18.a - Value (excl. sponsor support):** $2442000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-097 FT       | 2054-06-20      | 5.4519%  | 0.0000% | $1000.00           | $966.83            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $5552900.00        | $5273505.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1860000.00        | $1817854.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2100000.00        | $2061082.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $235600.00         | $236754.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $16640000.00       | $16486537.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $5400800.00        | $5539179.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $149844700.00      | $145948061.40      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $14425000.00       | $14535466.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $6021000.00        | $6279908.07        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $2300.00           | $2346.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $242255000.00      | $249999929.90      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $140943900.00      | $141264290.71      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $23132200.00       | $23325668.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $4093100.00        | $4126210.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $71846300.00       | $72245046.97       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $158452800.00      | $161038139.34      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $20000000.00       | $20734255.36       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $3227300.00        | $3397979.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $14130400.00       | $15021816.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $2829700.00        | $2854362.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $12380100.00       | $12508444.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $9200.00           | $8362.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $349200.00         | $339338.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $161300.00         | $162203.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $2533100.00        | $2478518.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $14240600.00       | $14462325.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $249900.00         | $243625.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $6600.00           | $6117.18           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1123900.00        | $1149346.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $405100.00         | $365572.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $2933100.00        | $2407286.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $475000.00         | $364947.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100256400.00      | $76019365.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $7406800.00        | $5988168.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $14033500.00       | $12223297.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $912400.00         | $786779.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $600.00            | $491.69            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $16200.00          | $12844.06          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $421000.00         | $322875.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $1053700.00        | $744821.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $34137200.00       | $25648735.51       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $17951200.00       | $12491346.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.72             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $3300.00           | $2168.57           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $64300.00          | $48550.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $26755000.00       | $18929550.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $2381200.00        | $1779051.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $32193700.00       | $24321704.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $9068300.00        | $6742007.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $16090200.00       | $12673554.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.06             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $384000.00         | $241484.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $1274000.00        | $749474.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $37403200.00       | $22003725.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $2115100.00        | $1007029.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $323000.00         | $158986.34         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $116521000.00      | $71458885.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $101000.00         | $62387.32          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $51787000.00       | $27067731.38       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $206321500.00      | $130585571.16      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $86900.00          | $48868.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $18220000.00       | $12544240.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $108295700.00      | $68278787.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $11378300.00       | $8222477.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $13735900.00       | $7931336.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $86661300.00       | $57572415.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $38847600.00       | $26571564.16       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $6566300.00        | $4022035.28        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $11826500.00       | $8279978.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $26208700.00       | $21613777.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $7193100.00        | $5218866.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1832800.00        | $1549121.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $6564400.00        | $5717231.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $79000.00          | $71901.85          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $70447200.00       | $57888975.40       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $25902000.00       | $23381061.09       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $10979800.00       | $8915940.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $11900.00          | $10710.82          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $20500.00          | $19729.50          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $58139100.00       | $55953919.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $20472000.00       | $20209170.23       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $116000.00         | $115672.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $2795900.00        | $2570291.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $229000.00         | $224207.77         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $168000.00         | $154643.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $32516700.00       | $30070803.16       | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZA6339   | 2049-03-01      | 4.5000%  | 0.0000% | $141600162.00      | $29127394.13       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1679   | 2049-01-01      | 4.5000%  | 0.0000% | $142553600.00      | $29410721.81       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1873   | 2052-11-01      | 5.5000%  | 0.0000% | $56611745.00       | $45756661.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $53071100.00       | $42453108.94       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7560   | 2053-02-01      | 4.0000%  | 0.0000% | $31822942.00       | $24230659.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3967   | 2053-09-01      | 6.0000%  | 0.0000% | $65741037.00       | $60258706.73       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4264   | 2053-11-01      | 6.0000%  | 0.0000% | $60730612.00       | $54370824.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9860   | 2053-09-01      | 6.0000%  | 0.0000% | $37776233.00       | $28935820.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9621   | 2053-08-01      | 5.5000%  | 0.0000% | $38330698.00       | $34292278.39       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496   | 2054-10-01      | 5.0000%  | 0.0000% | $54895.00          | $51634.31          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3732   | 2055-03-01      | 6.0000%  | 0.0000% | $5155624.00        | $5139528.51        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-07-10      | 0.0000%  | 0.0000% | $33733000.00       | $33694207.05       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $21154400.00       | $21058993.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $372000.00         | $369086.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $349000.00         | $345174.96         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $98.58             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $1671500.00        | $1642562.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $4732000.00        | $4650079.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $800.00            | $783.68            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-03      | 0.0000%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-31      | 0.0000%  | 0.0000% | $7150000.00        | $7124739.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $295700.00         | $288147.82         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $16710000.00       | $16620100.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $18106000.00       | $18008589.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-28      | 0.0000%  | 0.0000% | $11779300.00       | $11696138.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $5913000.00        | $5745011.67        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $4174900.00        | $4139037.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $7232900.00        | $7165351.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $440000.00         | $435529.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-08      | 0.0000%  | 0.0000% | $27735500.00       | $27710260.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-15      | 0.0000%  | 0.0000% | $47628300.00       | $47546855.61       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-22      | 0.0000%  | 0.0000% | $6019000.00        | $6003832.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-29      | 0.0000%  | 0.0000% | $484300.00         | $482711.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $14809000.00       | $14348884.37       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $1000000.00        | $988280.00         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $5002100.00        | $4939023.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $11398600.00       | $11246884.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $956400.00         | $952320.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $6277200.00        | $6244922.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-19      | 0.0000%  | 0.0000% | $9212200.00        | $9157018.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $19571000.00       | $18906955.97       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $4617000.00        | $4548668.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $2200.00           | $2165.70           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $326200.00         | $320851.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $9913200.00        | $9750673.09        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $47100.00          | $46709.07          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $127000.00         | $122340.37         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $3912900.00        | $3836559.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-07      | 0.0000%  | 0.0000% | $2014100.00        | $1990857.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-14      | 0.0000%  | 0.0000% | $800.00            | $790.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $46265000.00       | $45655689.95       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $6400.00           | $6612.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $2212500.00        | $2337870.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $2000.00           | $2147.20           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $900.00            | $947.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $1176100.00        | $1261361.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $563400.00         | $615890.79         | U.S. Treasuries (including strips)        |

### Security 655: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.690000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL24, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18OL24
- **C.18 - Value (incl. sponsor support):** $225047385.00
- **C.18.a - Value (excl. sponsor support):** $225047385.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX CENT CO                SR -G 144A NT 25 | 2025-10-01      | 3.8500%  | 0.0000% | $730000.00         | $734539.18         | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT6.7%36 | 2036-05-15      | 6.7000%  | 0.0000% | $60000.00          | $68442.30          | Corporate Debt Securities |
| AMEREN ILL CO                  1M GLBL BD 54    | 2054-07-01      | 5.5500%  | 0.0000% | $380000.00         | $379918.62         | Corporate Debt Securities |
| AMERICAN EXPRESS CO            PERP JR SB -D NT | 2079-12-31      | 3.5500%  | 0.0000% | $943000.00         | $921602.54         | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR NT 4.75%48    | 2048-04-01      | 4.7500%  | 0.0000% | $105000.00         | $93245.57          | Corporate Debt Securities |
| ELEVANCE HEALTH INC            GLBL NT 5.5%32   | 2032-10-15      | 5.5000%  | 0.0000% | $1059000.00        | $1109692.56        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2500-12-31      | 6.4500%  | 0.0000% | $9000000.00        | $9406537.50        | Corporate Debt Securities |
| BNP PARIBAS                    FR 5.335%061229  | 2029-06-12      | 5.3350%  | 0.0000% | $250000.00         | $256144.38         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $29681000.00       | $29939389.61       | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      FR 5.834%102533  | 2033-10-25      | 5.8340%  | 0.0000% | $212000.00         | $225891.01         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL NT 49    | 2049-01-15      | 4.4500%  | 0.0000% | $140000.00         | $117588.22         | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT2.5%51 | 2051-01-15      | 2.5000%  | 0.0000% | $178000.00         | $107497.46         | Corporate Debt Securities |
| BNP PARIBAS                    FR 2.871%041932  | 2032-04-19      | 2.8710%  | 0.0000% | $1999000.00        | $1798424.84        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL34 | 2034-05-01      | 6.5280%  | 0.0000% | $3940000.00        | $4306257.15        | Corporate Debt Securities |
| BRIGHTHOUSE FINANCIAL GLOBAL   FR 5.65%061029   | 2029-06-10      | 5.6500%  | 0.0000% | $2000000.00        | $2054597.78        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  GLBL DEB 3.3%51  | 2051-09-15      | 3.3000%  | 0.0000% | $1653000.00        | $1150446.68        | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT 34    | 2034-08-15      | 5.9500%  | 0.0000% | $380000.00         | $406961.95         | Corporate Debt Securities |
| CELULOSA ARAUCO Y CONSTITUCION GLBL NT 5.5%47   | 2047-11-02      | 5.5000%  | 0.0000% | $660000.00         | $579592.93         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 28 | 2028-05-07      | 5.5096%  | 0.0000% | $120000.00         | $121559.18         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-11-05      | 2.9760%  | 0.0000% | $352000.00         | $330227.63         | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54    | 2054-09-01      | 5.9500%  | 0.0000% | $1203000.00        | $1130360.52        | Corporate Debt Securities |
| DTE ELEC CO                    SR SEC GLBL 47   | 2047-08-15      | 3.7500%  | 0.0000% | $256000.00         | $196478.08         | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.5%011629    | 2029-01-16      | 4.5000%  | 0.0000% | $2305000.00        | $2374173.05        | Corporate Debt Securities |
| JOHN DEERE CAPITAL CORPORATION FR 4.85%061129   | 2029-06-11      | 4.8500%  | 0.0000% | $1000.00           | $1025.58           | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR NPF GLBL D26 | 2026-11-24      | 2.1290%  | 0.0000% | $4006000.00        | $3973547.39        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 55    | 2055-03-15      | 5.9500%  | 0.0000% | $108000.00         | $103505.61         | Corporate Debt Securities |
| FS KKR CAP CORP                SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $6061000.00        | $5900600.68        | Corporate Debt Securities |
| GCC SAB DE CV                  SR GLBL 144A 32  | 2032-04-20      | 3.6140%  | 0.0000% | $11000000.00       | $9740359.44        | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 27    | 2027-04-04      | 5.3380%  | 0.0000% | $2000.00           | $2051.92           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $1366000.00        | $1106527.73        | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR NT 6.625%40   | 2040-03-30      | 6.6250%  | 0.0000% | $183000.00         | $200352.52         | Corporate Debt Securities |
| HIGH STR FDG TR II             SR-20182 144A 48 | 2048-02-15      | 4.6820%  | 0.0000% | $3276000.00        | $2824296.93        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      GLBL NT 5.709%35 | 2035-02-02      | 5.7090%  | 0.0000% | $1095000.00        | $1139742.06        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%46 | 2046-05-19      | 4.1000%  | 0.0000% | $5200000.00        | $3886009.11        | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT4.7%46 | 2046-02-19      | 4.7000%  | 0.0000% | $650000.00         | $578274.31         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 34    | 2034-03-15      | 6.7500%  | 0.0000% | $14756000.00       | $16337511.19       | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 6%101744      | 2044-10-17      | 6.0000%  | 0.0000% | $557000.00         | $527181.93         | Corporate Debt Securities |
| JOHNS HOPKINS UNIV             SR GLBL A SNK 60 | 2060-01-01      | 2.8130%  | 0.0000% | $315000.00         | $185285.16         | Corporate Debt Securities |
| MARS INC                       SR GLBL 144A 30  | 2030-03-01      | 4.8000%  | 0.0000% | $30000.00          | $30763.50          | Corporate Debt Securities |
| METROPOLITAN LIFE GLOBAL FDG I FR 4.05%082525   | 2025-08-25      | 4.0500%  | 0.0000% | $250000.00         | $253250.62         | Corporate Debt Securities |
| MORGAN STANLEY                 FR 4.889%072033  | 2033-07-20      | 4.8890%  | 0.0000% | $29998000.00       | $30536430.77       | Corporate Debt Securities |
| MORGAN STANLEY                 FR 6.407%110129  | 2029-11-01      | 6.4070%  | 0.0000% | $1275000.00        | $1361687.71        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 5.23%011531   | 2031-01-15      | 5.2300%  | 0.0000% | $29421000.00       | $30769045.70       | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL-2009B 39 | 2039-11-01      | 5.9500%  | 0.0000% | $5000.00           | $5160.96           | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2025A 55 | 2055-02-01      | 5.9000%  | 0.0000% | $5973000.00        | $5960426.83        | Corporate Debt Securities |
| ONEAMERICA FINL PARTNERS INC   SR GLBL 144A 50  | 2050-10-15      | 4.2500%  | 0.0000% | $1730000.00        | $1326934.51        | Corporate Debt Securities |
| PACIFIC LIFE INS CO            SB GLBL-2 144A39 | 2039-06-15      | 9.2500%  | 0.0000% | $15000.00          | $20345.61          | Corporate Debt Securities |
| PACIFICORP                     4.125%49         | 2049-01-15      | 4.1250%  | 0.0000% | $25000.00          | $19477.41          | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.8%55 | 2055-01-15      | 5.8000%  | 0.0000% | $2154000.00        | $2097098.50        | Corporate Debt Securities |
| PENTAIR FINANCE SA             SR GLBL NT4.5%29 | 2029-07-01      | 4.5000%  | 0.0000% | $2000.00           | $2035.83           | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $1654000.00        | $1524362.24        | Corporate Debt Securities |
| KONINKLIJKE PHILIPS N V        SR NT 7.2%26     | 2026-06-01      | 7.2000%  | 0.0000% | $190000.00         | $193942.50         | Corporate Debt Securities |
| PRINCIPAL FINANCIAL GROUP INC  SR GLBL NT3.1%26 | 2026-11-15      | 3.1000%  | 0.0000% | $706000.00         | $696190.13         | Corporate Debt Securities |
| PRINCIPAL LIFE GLOBAL FDG II   FR 1.5%111726    | 2026-11-17      | 1.5000%  | 0.0000% | $40000.00          | $38543.67          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $500000.00         | $534396.25         | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 35 BD 51 | 2051-01-15      | 2.7000%  | 0.0000% | $1234000.00        | $736321.63         | Corporate Debt Securities |
| COOPERATIEVE RABOBANK U.A.     SNR NPF 144A 27  | 2027-12-15      | 1.9800%  | 0.0000% | $7414000.00        | $7154028.09        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-06-12      | 6.5650%  | 0.0000% | $593000.00         | $622942.05         | Corporate Debt Securities |
| SELECTIVE INS GROUP INC        5.375%49         | 2049-03-01      | 5.3750%  | 0.0000% | $90000.00          | $81364.26          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 49    | 2049-09-13      | 3.2500%  | 0.0000% | $6541000.00        | $4395681.00        | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 34    | 2034-04-03      | 5.4380%  | 0.0000% | $10000000.00       | $10267418.33       | Corporate Debt Securities |
| SOCIETE GENERALE               FR 1.792%060927  | 2027-06-09      | 1.7920%  | 0.0000% | $741000.00         | $721708.31         | Corporate Debt Securities |
| SOCIETE GENERALE               FR 4.677%061527  | 2027-06-15      | 4.6770%  | 0.0000% | $15000000.00       | $15126581.25       | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        FR 5.298%013032  | 2032-01-30      | 5.2980%  | 0.0000% | $601000.00         | $628420.62         | Corporate Debt Securities |
| TOTALENERGIES CAP SA           GLBL NT 5.638%64 | 2064-04-05      | 5.6380%  | 0.0000% | $1383000.00        | $1337446.67        | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 49    | 2049-10-01      | 3.2500%  | 0.0000% | $2068000.00        | $1408421.17        | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 52 | 2052-05-15      | 4.6250%  | 0.0000% | $342000.00         | $286117.63         | Corporate Debt Securities |
| WELLS FARGO & CO               FR 2.879%103030  | 2030-10-30      | 2.8790%  | 0.0000% | $6834000.00        | $6405565.15        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.707%042228  | 2028-04-22      | 5.7070%  | 0.0000% | $3204000.00        | $3304989.72        | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 3.25%011430   | 2030-01-14      | 3.2500%  | 0.0000% | $1697000.00        | $1602555.35        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 53  | 2053-09-08      | 6.3000%  | 0.0000% | $2150000.00        | $2134434.00        | Corporate Debt Securities |
| EMPRESA DE TRANSPORTE DE PASAJ GLBL REGS NT 50  | 2050-05-07      | 4.7000%  | 0.0000% | $300000.00         | $242825.83         | Corporate Debt Securities |
| GNL QUINTERO S A               SR GLBL REGS 29  | 2029-07-31      | 4.6340%  | 0.0000% | $200000.00         | $107252.30         | Corporate Debt Securities |

### Security 656: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.680000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL32, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18OL32
- **C.18 - Value (incl. sponsor support):** $249919017.50
- **C.18.a - Value (excl. sponsor support):** $249919017.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.8600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| NOMURA HLDGS INC               GLBL NT 2.608%31    | 2031-07-14      | 2.6080%  | 0.0000% | $1170000.00        | $1044044.56        | Corporate Debt Securities                         |
| THERMO FISHER SCIENTIFIC INC   SR GLBL NT2.8%41    | 2041-10-15      | 2.8000%  | 0.0000% | $817000.00         | $584484.52         | Corporate Debt Securities                         |
| UNICREDIT S.P.A                FR 2.569%092226     | 2026-09-22      | 2.5690%  | 0.0000% | $1852000.00        | $1855358.40        | Corporate Debt Securities                         |
| GALAXY CLO LTD 2023-31R        C-R    20380715 FLT | 2038-07-15      | 6.3110%  | 0.0000% | $500000.00         | $502038.05         | Asset-Backed Securities                           |
| HILTON GRAND VACATIONS 2024-3  A      20400825 4.9 | 2040-08-25      | 4.9800%  | 0.0000% | $5143000.00        | $4053237.87        | Asset-Backed Securities                           |
| MADISON PARK FUNDING 2025-63R  A-1-R  20380723 FLT | 2038-07-23      | 5.7163%  | 0.0000% | $45148200.00       | $45514334.97       | Asset-Backed Securities                           |
| NAVIENT STUDENT LN TR 2014-4   A      20430325 FLT | 2043-03-25      | 5.0397%  | 0.0000% | $40000.00          | $10793.13          | Asset-Backed Securities                           |
| NEUBERGER BERMN LN ADV 2022-47 B      20350416 FLT | 2035-04-16      | 6.0417%  | 0.0000% | $380000.00         | $385237.37         | Asset-Backed Securities                           |
| PREFERRED TERM SEC 2005-19     A-2    20351222 FLT | 2035-12-22      | 5.0101%  | 0.0000% | $5100000.00        | $3968930.76        | Asset-Backed Securities                           |
| CIFC FUNDING LTD 2014-3R       A-1R   20380331 FLT | 2038-03-31      | 5.4549%  | 0.0000% | $79000000.00       | $79955617.65       | Asset-Backed Securities                           |
| CIFC FUNDING 2023-I LTD        A      20371015 FLT | 2037-10-15      | 5.9561%  | 0.0000% | $65000000.00       | $65895959.22       | Asset-Backed Securities                           |
| BX COML MTG TR 2021-MC         A      20340417 FLT | 2034-04-17      | 5.1265%  | 0.0000% | $802000.00         | $791682.94         | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2025-5C10   A-3    20580517 5.5 | 2058-05-17      | 5.5784%  | 0.0000% | $15000000.00       | $15581860.66       | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPP FUND 2021-INV2 A-5    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $327000.00         | $183546.11         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2021-J2    A-7A   20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $10000000.00       | $5816230.62        | Private Label Collateralized Mortgage Obligations |
| DROP MORTGAGE TRUST 2021-FILE  A      20431015 FLT | 2043-10-15      | 5.5765%  | 0.0000% | $10095000.00       | $9817199.07        | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MORTGAGE TRUST 2021-2 A-6    20510425 FLT | 2051-04-25      | 2.5000%  | 0.0000% | $1200000.00        | $715436.26         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2021-4         A-5    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $575000.00         | $362824.64         | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MORTGAGE TR 2022-3  A-2    20520825 FLT | 2052-08-25      | 3.0000%  | 0.0000% | $27500000.00       | $18815915.10       | Private Label Collateralized Mortgage Obligations |
| MFA TRUST 2024-NQM2            A-1    20690825 FLT | 2069-08-25      | 5.2720%  | 0.0000% | $2999920.00        | $2516709.46        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCEP 2021-MTG3  A-9    20510725 FLT | 2051-07-25      | 2.5000%  | 0.0000% | $16000000.00       | $7926673.14        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP TR 2021-L7  A-5    20541019 FLT | 2054-10-19      | 2.5740%  | 0.0000% | $2000000.00        | $1751539.00        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2025-NQM2    A-1    20650425 0.0 | 2065-04-25      | 5.5660%  | 0.0000% | $10738784.00       | $10366024.94       | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FDG MTG LN 2021-INV2 B-1    20511125 FLT | 2051-11-25      | 2.6796%  | 0.0000% | $100000.00         | $70903.39          | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FUNDG MTG TR 2024-1  A-3    20541225 FLT | 2054-12-25      | 5.5000%  | 0.0000% | $999996.00         | $890749.45         | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          A-5    20550625 FLT | 2055-06-25      | 5.5000%  | 0.0000% | $8000000.00        | $7790871.52        | Private Label Collateralized Mortgage Obligations |

### Security 657: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18OL65, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18OL65
- **C.18 - Value (incl. sponsor support):** $800039368.00
- **C.18.a - Value (excl. sponsor support):** $800039368.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.7300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $25255.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P500 EQL TEC   | 2500-12-31      | N/A      | 0.0000% | $2818.00           | $113734.48         | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P EMRNG MMTM   | 2500-12-31      | N/A      | 0.0000% | $6143.00           | $103497.26         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR INVSCO 30 CORP   | 2500-12-31      | N/A      | 0.0000% | $18428.00          | $308669.00         | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB   | 2500-12-31      | N/A      | 0.0000% | $25381.00          | $495183.31         | Equities   |
| AB ACTIVE ETFS INC             TAX AWARE LONG M | 2500-12-31      | N/A      | 0.0000% | $4157.00           | $100994.32         | Equities   |
| ALPS ETF TR                    RIVERFRONT DYM   | 2500-12-31      | N/A      | 0.0000% | $594.00            | $13370.17          | Equities   |
| ADAPTIMMUNE THERAPEUTICS PLC   SPONDS ADS       | 2500-12-31      | N/A      | 0.0000% | $1585006.00        | $388326.47         | Equities   |
| AIM ETF PRODUCTS TRUST         ALLIANZIM US LRG | 2500-12-31      | N/A      | 0.0000% | $2627.00           | $84273.90          | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $366808.00         | $4860206.00        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS INTL SML | 2500-12-31      | N/A      | 0.0000% | $15712.00          | $971498.10         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $540234.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12016.00          | $702528.66         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $21046.00          | $1436389.50        | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $509328.00         | $40165606.08       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $5667.00           | $121273.80         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $233222.00         | $40165492.84       | Equities   |
| BANCO BRADESCO S A             SP ADR PFD NEW   | 2500-12-31      | N/A      | 0.0000% | $7798576.00        | $23629685.28       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334900.00         | $2424676.00        | Equities   |
| BITWISE FUNDS TRUST            TRENDWISE BTC    | 2500-12-31      | N/A      | 0.0000% | $1739.00           | $52578.67          | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $7207.00           | $359268.95         | Equities   |
| BLACKROCK ETF TRUST            ISHARES GOVT MON | 2500-12-31      | N/A      | 0.0000% | $2854.00           | $286661.18         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $5198.00           | $144968.06         | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $825790.00         | $22585356.50       | Equities   |
| CELLECTIS S A                  SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $244511.00         | $354540.95         | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $981920.00         | $12892609.60       | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $33521.00          | $915793.72         | Equities   |
| DILLARDS INC                   CL A             | 2500-12-31      | N/A      | 0.0000% | $39735.00          | $16507111.05       | Equities   |
| DIMENSIONAL ETF TRUST          INTERNATNAL VAL  | 2500-12-31      | N/A      | 0.0000% | $10234.00          | $437912.86         | Equities   |
| ETF OPPORTUNITIES TRUST        KINGSBARN TACTIC | 2500-12-31      | N/A      | 0.0000% | $83.00             | $1925.60           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $82014.83          | Equities   |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $358.00            | $102176.78         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $213071.80         | Equities   |
| FIDELITY MERRIMACK STR TR      TOTAL BD ETF     | 2500-12-31      | N/A      | 0.0000% | $235.00            | $10711.30          | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1110.00           | $29403.90          | Equities   |
| FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV | 2500-12-31      | N/A      | 0.0000% | $372521.00         | $23252760.82       | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $25566.00          | $485754.00         | Equities   |
| FLEXSHARES TR                  HIG YLD VL ETF   | 2500-12-31      | N/A      | 0.0000% | $463.00            | $18945.96          | Equities   |
| FLEXSHARES TR                  FLEXSHARES ULTRA | 2500-12-31      | N/A      | 0.0000% | $137.00            | $10341.44          | Equities   |
| FORD MTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $62632.00          | $676425.60         | Equities   |
| FRANKLIN TEMPLETON ETF TR      FTSE JAPAN ETF   | 2500-12-31      | N/A      | 0.0000% | $376.00            | $12137.28          | Equities   |
| GLOBAL X FDS                   GLOBX SUPDV US   | 2500-12-31      | N/A      | 0.0000% | $28112.00          | $493927.84         | Equities   |
| GLOBAL X FDS                   NASDAQ 100 COVER | 2500-12-31      | N/A      | 0.0000% | $310950.00         | $5192865.00        | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $638470.00         | $20763044.40       | Equities   |
| GRANITE CONSTR INC             COM              | 2500-12-31      | N/A      | 0.0000% | $599.00            | $55635.12          | Equities   |
| GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B   | 2500-12-31      | N/A      | 0.0000% | $20394.00          | $6373125.00        | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $41928.00          | $1024301.04        | Equities   |
| NEW YORK LIFE INVTS ACTIVE ETF NYLI MACKAY MUN  | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $52382.00          | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JULY  | 2500-12-31      | N/A      | 0.0000% | $2507.00           | $79713.32          | Equities   |
| INTERCONTINENTAL HOTELS GROUP  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $273377.00         | $31700796.92       | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $154.00            | $84405.86          | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULSHS 2025 CB   | 2500-12-31      | N/A      | 0.0000% | $131153.00         | $2713555.57        | Equities   |
| INVESCO EXCH TRD SLF IDX FD TR BULLETSHARES 203 | 2500-12-31      | N/A      | 0.0000% | $66639.00          | $1375095.76        | Equities   |
| ISHARES INC                    MSCI SWITZERLAND | 2500-12-31      | N/A      | 0.0000% | $170336.00         | $9305455.68        | Equities   |
| ISHARES INC                    MSCI SWEDEN ETF  | 2500-12-31      | N/A      | 0.0000% | $17369.00          | $799321.38         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $567792.00         | $40165606.08       | Equities   |
| ISHARES INC                    MSCI NETHERL ETF | 2500-12-31      | N/A      | 0.0000% | $978.00            | $53164.08          | Equities   |
| ISHARES TR                     TIPS BD ETF      | 2500-12-31      | N/A      | 0.0000% | $71752.00          | $7875499.52        | Equities   |
| ISHARES TR                     CORE S&P500 ETF  | 2500-12-31      | N/A      | 0.0000% | $65048.00          | $40164538.08       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $835216.00         | $40165537.44       | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $368450.00         | $40164734.50       | Equities   |
| ISHARES TR                     GLOBAL TECH ETF  | 2500-12-31      | N/A      | 0.0000% | $6504.00           | $595831.44         | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $167881.00         | $16014168.59       | Equities   |
| ISHARES TR                     GLOBAL 100 ETF   | 2500-12-31      | N/A      | 0.0000% | $36064.00          | $3878322.56        | Equities   |
| ISHARES TR                     U.S. ENERGY ETF  | 2500-12-31      | N/A      | 0.0000% | $31469.00          | $1429007.29        | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $27120.00          | $2497752.00        | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $111054.00         | $5777984.14        | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $620566.00         | $34528292.24       | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $9204.00           | $739449.36         | Equities   |
| ISHARES TR                     MBS ETF          | 2500-12-31      | N/A      | 0.0000% | $46966.00          | $4392729.98        | Equities   |
| ISHARES TR                     SHORT TREAS BD   | 2500-12-31      | N/A      | 0.0000% | $22050.00          | $2434650.75        | Equities   |
| ISHARES TR                     U.S. PHARMA ETF  | 2500-12-31      | N/A      | 0.0000% | $9003.00           | $589876.56         | Equities   |
| ISHARES INC                    MSCI SINGPOR ETF | 2500-12-31      | N/A      | 0.0000% | $31902.00          | $826580.82         | Equities   |
| ISHARES TR                     MSCI INTL MOMENT | 2500-12-31      | N/A      | 0.0000% | $51140.00          | $2318687.60        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $1175670.00        | $28897968.60       | Equities   |
| ISHARES TR                     IBONDS DEC25 ETF | 2500-12-31      | N/A      | 0.0000% | $54081.00          | $1360677.96        | Equities   |
| ISHARES TR                     0-3 MNTH TREASRY | 2500-12-31      | N/A      | 0.0000% | $260281.00         | $26207693.89       | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $661488.00         | $40165551.36       | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12595.00          | $413745.75         | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $65871.00          | $196954.29         | Equities   |
| PGIM ETF TR                    PGIM ULTRA SH BD | 2500-12-31      | N/A      | 0.0000% | $101592.00         | $5055217.92        | Equities   |
| PLDT INC                       SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $73438.00          | $1569370.06        | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $3750.00           | $192300.00         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| PROSHARES TR                   ULTRA CYBRSCURTY | 2500-12-31      | N/A      | 0.0000% | $348.00            | $20707.74          | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $65319.00          | $40165306.29       | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $42129.00          | $2506254.21        | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $675622.00         | $40165727.90       | Equities   |
| SEA LTD                        SPONSORD ADS     | 2500-12-31      | N/A      | 0.0000% | $252122.00         | $40165555.82       | Equities   |
| SOHU COM LTD                   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $112205.00         | $1466519.35        | Equities   |
| STEEL DYNAMICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $94964.00          | $12460226.44       | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $175724.00         | $40165234.68       | Equities   |
| USCF ETF TR                    SUSTAINABLE BAT  | 2500-12-31      | N/A      | 0.0000% | $919.00            | $13090.24          | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $4222.00           | $214182.06         | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $4407.00           | $1226996.94        | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $5960.00           | $1420327.60        | Equities   |
| VANGUARD BD INDEX FDS          SHORT TRM BOND   | 2500-12-31      | N/A      | 0.0000% | $55160.00          | $4335576.00        | Equities   |
| VANGUARD WHITEHALL FDS         INTL DVD ETF     | 2500-12-31      | N/A      | 0.0000% | $16935.00          | $1526520.90        | Equities   |
| VANGUARD MUN BD FDS            TAX EXEMPT BD    | 2500-12-31      | N/A      | 0.0000% | $84769.00          | $4151137.93        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $70845.00          | $40165572.75       | Equities   |
| VISA INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2288.00           | $797619.68         | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $967.00            | $24271.70          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $108036.00         | $1167869.16        | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $74638.00          | $782206.24         | Equities   |
| COCA-COLA EUROPACIFIC PARTNERS SHS              | 2500-12-31      | N/A      | 0.0000% | $10886.00          | $991714.60         | Equities   |
| GH RESEARCH PLC                ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $209558.00         | $2606901.52        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $206363.00         | Equities   |
| HELIX ACQUISITION CORP II      CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53706.00          | $574654.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $207132.00         | $2295022.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $139492.00         | $1436767.60        | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $77556.00          | $805806.84         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $45108.00          | $187198.20         | Equities   |
| ON HLDG AG                     NAMEN AKT A      | 2500-12-31      | N/A      | 0.0000% | $5762.00           | $302447.38         | Equities   |

### Security 658: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18TZG7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18TZG7
- **C.18 - Value (incl. sponsor support):** $200492974.00
- **C.18.a - Value (excl. sponsor support):** $200492974.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| ABBOTT LABORATORIES            GLBL NT 1.15%28  | 2028-01-30      | 1.1500%  | 0.0000% | $31000.00          | $29119.90          | Corporate Debt Securities |
| AIR LEASE CORP                 SR GLBL NT 27    | 2027-04-01      | 3.6250%  | 0.0000% | $98000.00          | $97264.20          | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR NT 5.9%27     | 2027-02-01      | 5.9000%  | 0.0000% | $45000.00          | $47114.52          | Corporate Debt Securities |
| ALLEGHANY CORP MD              SR GLBL NT 30    | 2030-05-15      | 3.6250%  | 0.0000% | $25000.00          | $24311.28          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 28    | 2028-02-04      | 4.8750%  | 0.0000% | $70000.00          | $72228.10          | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT2.8%61 | 2061-02-08      | 2.8000%  | 0.0000% | $398000.00         | $236891.37         | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 2.25%31  | 2031-05-28      | 2.2500%  | 0.0000% | $40000.00          | $35750.40          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 26    | 2026-09-08      | 5.2500%  | 0.0000% | $52000.00          | $53431.21          | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -OO NT | 2149-12-31      | 6.6250%  | 0.0000% | $1000.00           | $1039.94           | Corporate Debt Securities |
| BARCLAYS PLC                   LW TIER II GLBL  | 2035-09-23      | 3.5640%  | 0.0000% | $14743000.00       | $13687740.29       | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         SR GLBL NT 27    | 2027-07-15      | 4.4500%  | 0.0000% | $77000.00          | $78449.59          | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 35    | 2035-01-15      | 5.7500%  | 0.0000% | $957000.00         | $983311.92         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-04-14      | 3.5880%  | 0.0000% | $94000.00          | $93697.76          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.868%29 | 2029-11-25      | 4.8680%  | 0.0000% | $23000.00          | $23538.49          | Corporate Debt Securities |
| BRUNSWICK CORP                 SR GLBL NT2.4%31 | 2031-08-18      | 2.4000%  | 0.0000% | $271000.00         | $232301.20         | Corporate Debt Securities |
| CNA FINL CORP                  SR GLBL NT3.9%29 | 2029-05-01      | 3.9000%  | 0.0000% | $3439000.00        | $3388589.99        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 31    | 2031-02-28      | 1.8750%  | 0.0000% | $97000.00          | $83385.48          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 6%44  | 2044-06-01      | 6.0000%  | 0.0000% | $42000.00          | $41342.00          | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT 50    | 2050-04-09      | 3.2500%  | 0.0000% | $31000.00          | $21620.41          | Corporate Debt Securities |
| CITIGROUP INC                  LW TIER II 36    | 2036-08-25      | 6.1250%  | 0.0000% | $377000.00         | $395909.33         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 48    | 2048-04-24      | 4.2810%  | 0.0000% | $95000.00          | $78333.06          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 32    | 2032-11-03      | 2.5200%  | 0.0000% | $469000.00         | $410604.81         | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-04-30      | 5.4380%  | 0.0000% | $650000.00         | $660805.17         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 56    | 2056-03-04      | 5.6120%  | 0.0000% | $691000.00         | $683532.44         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SR GLBL NT 30    | 2030-04-30      | 3.2500%  | 0.0000% | $29719000.00       | $27887021.79       | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT3.8%52 | 2052-03-15      | 3.8000%  | 0.0000% | $5000.00           | $3638.97           | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD 33    | 2033-05-15      | 4.6250%  | 0.0000% | $3000.00           | $2972.31           | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT 5%34  | 2034-10-15      | 5.0000%  | 0.0000% | $6000.00           | $5972.26           | Corporate Debt Securities |
| DAI-ICHI LIFE INSURANCE CO LTD PERP SUB GLBL    | 2500-12-31      | 6.2000%  | 0.0000% | $9989000.00        | $10358537.50       | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 52 | 2052-08-15      | 4.8500%  | 0.0000% | $10000.00          | $8543.17           | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT 46    | 2046-12-15      | 4.4200%  | 0.0000% | $5000.00           | $4055.91           | Corporate Debt Securities |
| ELECTRONIC ARTS INC            SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $214000.00         | $186849.29         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 67 | 2067-06-01      | 7.3689%  | 0.0000% | $477000.00         | $474801.70         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60    | 2060-01-31      | 3.9500%  | 0.0000% | $143000.00         | $105051.85         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 5.55%55  | 2055-02-16      | 5.5500%  | 0.0000% | $55000.00          | $53573.76          | Corporate Debt Securities |
| LAUDER ESTEE COS INC           SR GLBL NT 28    | 2028-05-15      | 4.3750%  | 0.0000% | $10000.00          | $10071.89          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 4.25%32  | 2032-08-16      | 4.2500%  | 0.0000% | $57020000.00       | $57618155.65       | Corporate Debt Securities |
| EVEREST REINS HLDGS INC        GLBL NT 3.125%52 | 2052-10-15      | 3.1250%  | 0.0000% | $13000.00          | $8027.64           | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35 | 2035-06-15      | 5.4000%  | 0.0000% | $7419000.00        | $7443705.27        | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 49    | 2049-01-25      | 5.5760%  | 0.0000% | $219000.00         | $208785.35         | Corporate Debt Securities |
| GEORGIA PWR CO                 SR GLBL 2016A 26 | 2026-04-01      | 3.2500%  | 0.0000% | $94000.00          | $93957.20          | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT2.6%40 | 2040-10-01      | 2.6000%  | 0.0000% | $245000.00         | $176066.26         | Corporate Debt Securities |
| GILEAD SCIENCES INC            SR GLBL NT1.2%27 | 2027-10-01      | 1.2000%  | 0.0000% | $3000.00           | $2822.48           | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 27    | 2027-10-27      | 3.8750%  | 0.0000% | $20000.00          | $19846.03          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 54    | 2054-04-04      | 5.8930%  | 0.0000% | $140000.00         | $137959.88         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29   | 2029-10-24      | 6.4840%  | 0.0000% | $2113000.00        | $2263841.43        | Corporate Debt Securities |
| HCA INC.                       5.375%26         | 2026-09-01      | 5.3750%  | 0.0000% | $14519000.00       | $14842154.62       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 25 | 2025-08-18      | 4.2500%  | 0.0000% | $433000.00         | $439340.56         | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT3.3%40 | 2040-04-15      | 3.3000%  | 0.0000% | $74000.00          | $59082.71          | Corporate Debt Securities |
| HORMEL FOODS CORP              SR GLBL NT 51    | 2051-06-03      | 3.0500%  | 0.0000% | $6784000.00        | $4426068.16        | Corporate Debt Securities |
| INTERSTATE PWR & LT CO         4.1%28           | 2028-09-26      | 4.1000%  | 0.0000% | $8000.00           | $8012.44           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 32    | 2032-02-04      | 1.9530%  | 0.0000% | $1900000.00        | $1658700.95        | Corporate Debt Securities |
| JOHNS HOPKINS UNIV             SR GLBL A SNK 60 | 2060-01-01      | 2.8130%  | 0.0000% | $2000000.00        | $1176413.72        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $1311000.00        | $1332687.28        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT 38    | 2038-01-15      | 6.9500%  | 0.0000% | $12000.00          | $13628.09          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 45    | 2045-06-01      | 5.5500%  | 0.0000% | $618000.00         | $580055.31         | Corporate Debt Securities |
| KITE RLTY GROUP L P            SR GLBL NT5.2%32 | 2032-08-15      | 5.2000%  | 0.0000% | $2000000.00        | $2012466.67        | Corporate Debt Securities |
| KROGER CO                      SR NT     7.5%31 | 2031-04-01      | 7.5000%  | 0.0000% | $14000.00          | $16291.82          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 62    | 2062-04-01      | 4.4500%  | 0.0000% | $18000.00          | $14015.19          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT 53    | 2053-07-01      | 5.7500%  | 0.0000% | $302000.00         | $301217.90         | Corporate Debt Securities |
| MASTERCARD INCORPORATED        3.5%28           | 2028-02-26      | 3.5000%  | 0.0000% | $69000.00          | $68914.13          | Corporate Debt Securities |
| MEDTRONIC INC                  SR NT 5.55%40    | 2040-03-15      | 5.5500%  | 0.0000% | $800000.00         | $829814.00         | Corporate Debt Securities |
| MEITUAN                        SR GLBL 144A 28  | 2028-04-02      | 4.5000%  | 0.0000% | $2158000.00        | $2179666.32        | Corporate Debt Securities |
| METLIFE INC                    SR NT 4.125%42   | 2042-08-13      | 4.1250%  | 0.0000% | $163000.00         | $138248.11         | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.1%26 | 2026-09-15      | 1.1000%  | 0.0000% | $2000.00           | $1932.14           | Corporate Debt Securities |
| NATIONAL GRID PLC              SR GLBL NT 34    | 2034-01-11      | 5.4180%  | 0.0000% | $155000.00         | $162470.15         | Corporate Debt Securities |
| NEWMONT CORP                   GLBL NT 5.875%35 | 2035-04-01      | 5.8750%  | 0.0000% | $5000.00           | $5389.52           | Corporate Debt Securities |
| ONTARIO PROV CDA               SR GLBL BD 35    | 2035-06-11      | 4.8500%  | 0.0000% | $2761000.00        | $2807770.57        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $65000.00          | $44773.82          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 32    | 2032-04-23      | 2.3070%  | 0.0000% | $16000.00          | $14079.10          | Corporate Debt Securities |
| PAYPAL HLDGS INC               SR GLBL NT 29    | 2029-10-01      | 2.8500%  | 0.0000% | $86000.00          | $81567.20          | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT 30    | 2030-12-15      | 2.1500%  | 0.0000% | $9000.00           | $7916.72           | Corporate Debt Securities |
| PROCTER & GAMBLE CO            SR GLBL NT3.6%50 | 2050-03-25      | 3.6000%  | 0.0000% | $10000.00          | $7620.70           | Corporate Debt Securities |
| PROVIDENCE ST JOSEPH HEALTH    2025A BD5.369%32 | 2032-10-01      | 5.3690%  | 0.0000% | $2500000.00        | $2544772.01        | Corporate Debt Securities |
| REPUBLIC SVCS INC              SR GLBL NT 28    | 2028-05-15      | 3.9500%  | 0.0000% | $19000.00          | $18990.64          | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL VVV BD30 | 2030-10-01      | 1.7000%  | 0.0000% | $73000.00          | $63770.08          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     4.4%27           | 2027-07-13      | 4.4000%  | 0.0000% | $10000.00          | $10176.41          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            SR GLBL NT 26    | 2026-02-13      | 3.4500%  | 0.0000% | $40000.00          | $40273.57          | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 54 | 2054-10-01      | 6.4000%  | 0.0000% | $1567000.00        | $1511312.30        | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT2.5%26 | 2026-09-12      | 2.5000%  | 0.0000% | $428000.00         | $423600.16         | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR NT 3.875%28   | 2028-11-13      | 3.8750%  | 0.0000% | $13511000.00       | $13512473.08       | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 50    | 2050-04-06      | 3.2500%  | 0.0000% | $290000.00         | $198717.59         | Corporate Debt Securities |
| SMITH & NEPHEW PLC             SR GLBL NT 30    | 2030-10-14      | 2.0320%  | 0.0000% | $17000.00          | $14935.52          | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2024B 35 | 2035-03-15      | 4.8500%  | 0.0000% | $56000.00          | $55212.41          | Corporate Debt Securities |
| STATE STR CORP                 4.141%29         | 2029-12-03      | 4.1410%  | 0.0000% | $107000.00         | $106905.39         | Corporate Debt Securities |
| STATE STR CORP                 SR SB GLBL NT 31 | 2031-03-03      | 2.2000%  | 0.0000% | $12083000.00       | $10732120.60       | Corporate Debt Securities |
| UNITED PARCEL SVCS INC         SR NT 3.05%27    | 2027-11-15      | 3.0500%  | 0.0000% | $9000.00           | $8823.98           | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT3.4%26 | 2026-09-15      | 3.4000%  | 0.0000% | $2000.00           | $1995.81           | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     4.812%39         | 2039-03-15      | 4.8120%  | 0.0000% | $94000.00          | $88998.73          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -C NT 34 | 2034-08-15      | 5.0500%  | 0.0000% | $52000.00          | $52869.31          | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR FL 144A NT 26 | 2026-08-14      | 5.4328%  | 0.0000% | $4200000.00        | $4242894.05        | Corporate Debt Securities |
| WELLTOWER INC                  SR GLBL NT 32    | 2032-01-15      | 2.7500%  | 0.0000% | $8000.00           | $7217.31           | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $1104000.00        | $1149454.62        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 29  | 2029-08-08      | 2.9500%  | 0.0000% | $500000.00         | $485198.06         | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 26  | 2026-01-08      | 1.4500%  | 0.0000% | $400000.00         | $397023.11         | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 26  | 2026-06-02      | 3.1500%  | 0.0000% | $1300000.00        | $1290757.00        | Corporate Debt Securities |
| SUMITOMO LIFE INS CO           PERP SUB REGS NT | 2500-12-31      | 5.8750%  | 0.0000% | $514000.00         | $517427.09         | Corporate Debt Securities |
| PERTAMINA GEOTHERMAL ENERGY TB GLBL REGS NT 28  | 2028-04-27      | 5.1500%  | 0.0000% | $2400000.00        | $2439030.00        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 50  | 2050-05-15      | 5.8000%  | 0.0000% | $3497000.00        | $3276479.18        | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 55    | 2055-04-01      | 5.8500%  | 0.0000% | $10142000.00       | $10099834.63       | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50 | 2050-03-01      | 2.9000%  | 0.0000% | $5000.00           | $3264.33           | Corporate Debt Securities |
| NORTHERN STS PWR CO MINN       1M GLBL -2035 35 | 2035-05-15      | 5.0500%  | 0.0000% | $684000.00         | $693217.09         | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.7%33 | 2033-03-15      | 4.7000%  | 0.0000% | $26000.00          | $26116.44          | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT4.9%28 | 2028-03-27      | 4.9000%  | 0.0000% | $69000.00          | $70760.07          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 49    | 2049-09-01      | 4.4500%  | 0.0000% | $62000.00          | $47971.86          | Corporate Debt Securities |

### Security 659: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18TZJ1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18TZJ1
- **C.18 - Value (incl. sponsor support):** $781933175.40
- **C.18.a - Value (excl. sponsor support):** $781933175.40
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| EUROPEAN INVT BK               SR GLBL FL NT 29 | 2029-08-14      | 4.6865%  | 0.0000% | $5400000.00        | $5436709.76        | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 29    | 2029-11-15      | 3.7500%  | 0.0000% | $188000.00         | $188178.13         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 28    | 2028-06-15      | 3.8750%  | 0.0000% | $20319000.00       | $20422110.45       | Corporate Debt Securities |
| EVERGY KANS CENT INC           SR GLBL NT4.7%28 | 2028-03-13      | 4.7000%  | 0.0000% | $18278000.00       | $18689975.97       | Corporate Debt Securities |
| F&G ANNUITIES & LIFE INC       CR SEN SR GLBL34 | 2034-10-04      | 6.2500%  | 0.0000% | $170000.00         | $170052.79         | Corporate Debt Securities |
| EXPERIAN FINANCE PLC           SR GLBL 144A 35  | 2035-08-17      | 5.2500%  | 0.0000% | $500000.00         | $503077.92         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.7%28 | 2028-04-01      | 5.7000%  | 0.0000% | $8414000.00        | $8799291.09        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT3.5%26 | 2026-07-01      | 3.5000%  | 0.0000% | $147000.00         | $147964.73         | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT 35    | 2035-01-15      | 5.3500%  | 0.0000% | $350000.00         | $359317.29         | Corporate Debt Securities |
| FEDERAL REALTY OP LP           SR GLBL NT 27    | 2027-07-15      | 3.2500%  | 0.0000% | $9000.00           | $8895.83           | Corporate Debt Securities |
| FIFTH THIRD BK CINCINNATI STN  SR FLT NT 28     | 2028-01-28      | 5.1681%  | 0.0000% | $311000.00         | $313682.81         | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31    | 2031-03-12      | 5.2310%  | 0.0000% | $5663000.00        | $5768801.83        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $33000.00          | $27425.90          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1ST MTG 5.95%38  | 2038-02-01      | 5.9500%  | 0.0000% | $5000.00           | $5459.93           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 51    | 2051-12-04      | 2.8750%  | 0.0000% | $140000.00         | $87460.29          | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD 32    | 2032-02-03      | 2.4500%  | 0.0000% | $4000.00           | $3559.10           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.4%28 | 2028-05-15      | 4.4000%  | 0.0000% | $3000.00           | $3036.72           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD4.8%33 | 2033-05-15      | 4.8000%  | 0.0000% | $100000.00         | $100481.00         | Corporate Debt Securities |
| GEORGIA PAC CORP               SR DEB 7.75%29   | 2029-11-15      | 7.7500%  | 0.0000% | $43000.00          | $49250.80          | Corporate Debt Securities |
| GEORGIA PAC CORP               SR GLBL 144A 27  | 2027-04-30      | 2.1000%  | 0.0000% | $3609000.00        | $3492718.02        | Corporate Debt Securities |
| GEORGIA PWR CO                 SR NT -2012A 42  | 2042-03-15      | 4.3000%  | 0.0000% | $19000.00          | $16496.21          | Corporate Debt Securities |
| GEORGIA PWR CO                 GLBL 2022B NT 52 | 2052-05-15      | 5.1250%  | 0.0000% | $88000.00          | $81883.67          | Corporate Debt Securities |
| GEORGIA TECH FNDTN INC         -2021 SINK BD 51 | 2051-11-01      | 2.8860%  | 0.0000% | $1000000.00        | $629859.83         | Corporate Debt Securities |
| GLAXOSMITHKLINE CAP INC        SR GLBL NT4.5%30 | 2030-04-15      | 4.5000%  | 0.0000% | $32000.00          | $32626.72          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT5.4%28 | 2028-05-08      | 5.4000%  | 0.0000% | $15000.00          | $15430.50          | Corporate Debt Securities |
| GLENCORE FDG LLC               GLBL 144A NT 30  | 2030-10-06      | 6.3750%  | 0.0000% | $15000.00          | $16292.48          | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 29    | 2029-04-04      | 5.3710%  | 0.0000% | $97000.00          | $100464.91         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 34    | 2034-04-04      | 5.6340%  | 0.0000% | $366000.00         | $376873.49         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR GLBL 144A 28  | 2028-04-01      | 4.9070%  | 0.0000% | $110000.00         | $112356.33         | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $15000.00          | $13313.28          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-07-23      | 5.3300%  | 0.0000% | $60000.00          | $61718.68          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 33    | 2033-02-15      | 6.1250%  | 0.0000% | $5000.00           | $5556.79           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB GLBL NT 25   | 2025-10-21      | 4.2500%  | 0.0000% | $204000.00         | $205406.75         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT3.5%26 | 2026-11-16      | 3.5000%  | 0.0000% | $48000.00          | $47631.25          | Corporate Debt Securities |
| GOLDMAN SACHS BK USA           SR NT 5.283%27   | 2027-03-18      | 5.2830%  | 0.0000% | $7689000.00        | $7843614.26        | Corporate Debt Securities |
| GUARDIAN LIFE GLOBAL FDG MTN   SR SEC 144A NT30 | 2030-04-28      | 4.7980%  | 0.0000% | $3412000.00        | $3493796.63        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.5%33 | 2033-06-01      | 5.5000%  | 0.0000% | $20000.00          | $20482.61          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.9%53 | 2053-06-01      | 5.9000%  | 0.0000% | $138000.00         | $132477.62         | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 31    | 2031-04-01      | 5.4500%  | 0.0000% | $94000.00          | $97849.64          | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 30    | 2030-03-01      | 5.2500%  | 0.0000% | $10517000.00       | $10957793.76       | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT5.5%32 | 2032-03-01      | 5.5000%  | 0.0000% | $6000.00           | $6290.27           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT6.2%55 | 2055-03-01      | 6.2000%  | 0.0000% | $55000.00          | $55894.67          | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 26 | 2026-11-23      | 4.3750%  | 0.0000% | $317000.00         | $317528.29         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 36 | 2036-05-02      | 6.5000%  | 0.0000% | $100000.00         | $106754.22         | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.9%51 | 2051-09-15      | 2.9000%  | 0.0000% | $45000.00          | $28279.72          | Corporate Debt Securities |
| HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 26  | 2026-06-15      | 3.3750%  | 0.0000% | $598000.00         | $585684.94         | Corporate Debt Securities |
| HEALTH CARE SVC CORP           SR GLBL 144A 54  | 2054-06-15      | 5.8750%  | 0.0000% | $275000.00         | $264835.43         | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 3%30  | 2030-01-15      | 3.0000%  | 0.0000% | $104000.00         | $98657.52          | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 31    | 2031-01-15      | 2.8750%  | 0.0000% | $1564000.00        | $1443723.84        | Corporate Debt Securities |
| HEALTHPEAK PROPERTIES INC      SR GLBL NT 28    | 2028-12-01      | 2.1250%  | 0.0000% | $6000.00           | $5573.83           | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 27  | 2027-04-07      | 4.6000%  | 0.0000% | $26386000.00       | $26747107.07       | Corporate Debt Securities |
| HOLCIM FINANCE US LLC          SR GLBL 144A 36  | 2036-07-15      | 7.1250%  | 0.0000% | $322000.00         | $362203.31         | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR -H NT3.375%29 | 2029-12-15      | 3.3750%  | 0.0000% | $114000.00         | $107527.79         | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      GLBL NT 6.208%29 | 2029-08-21      | 6.2080%  | 0.0000% | $60000.00          | $64219.52          | Corporate Debt Securities |
| HUNTINGTON NATIONAL BANK MARYL SR FLT NT 28     | 2028-04-12      | 5.0664%  | 0.0000% | $3300000.00        | $3346454.34        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT2.1%28 | 2028-09-15      | 2.1000%  | 0.0000% | $75000.00          | $69572.87          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT6.5%29 | 2029-01-16      | 6.5000%  | 0.0000% | $4000.00           | $4325.68           | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR 144A NT5.3%29 | 2029-06-24      | 5.3000%  | 0.0000% | $24000.00          | $24407.36          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT1.8%28 | 2028-01-10      | 1.8000%  | 0.0000% | $93000.00          | $87341.88          | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT6.5%29 | 2029-01-16      | 6.5000%  | 0.0000% | $1508000.00        | $1630783.04        | Corporate Debt Securities |
| HYUNDAI CAP AMER               SR REGS NT5.4%31 | 2031-06-24      | 5.4000%  | 0.0000% | $5000000.00        | $5106400.00        | Corporate Debt Securities |
| IBM INTL CAP PTE LTD           GLBL NT 5.3%54   | 2054-02-05      | 5.3000%  | 0.0000% | $1828000.00        | $1732061.48        | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  GLBL NT 4.35%29  | 2029-06-15      | 4.3500%  | 0.0000% | $815000.00         | $785577.28         | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   144A NT 6.17%55  | 2055-05-29      | 6.1700%  | 0.0000% | $1060000.00        | $1102890.84        | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.4%44 | 2044-05-06      | 4.4000%  | 0.0000% | $45000.00          | $40062.15          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT2.2%30 | 2030-08-14      | 2.2000%  | 0.0000% | $8000.00           | $7327.61           | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT3.8%29 | 2029-09-18      | 3.8000%  | 0.0000% | $18000.00          | $18011.28          | Corporate Debt Securities |
| NOVARTIS CAPITAL CORP          SR GLBL NT4.2%34 | 2034-09-18      | 4.2000%  | 0.0000% | $8000.00           | $7754.00           | Corporate Debt Securities |
| OHIO PWR CO                    SR GLBL -R NT 51 | 2051-10-01      | 2.9000%  | 0.0000% | $350000.00         | $213800.81         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC GLBL NT30 | 2030-05-15      | 2.7500%  | 0.0000% | $33000.00          | $30658.90          | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT55 | 2055-04-01      | 5.8000%  | 0.0000% | $113000.00         | $114153.86         | Corporate Debt Securities |
| ORLANDO HEALTH OBLIGATED GROUP SR -2025B BD 35  | 2035-10-01      | 5.4750%  | 0.0000% | $3100000.00        | $3215057.79        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD 54    | 2054-09-15      | 5.2500%  | 0.0000% | $63000.00          | $59936.47          | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 7.2222%  | 0.0000% | $11263000.00       | $11204882.92       | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  SR NT 4.775%27   | 2027-01-15      | 4.7750%  | 0.0000% | $4033000.00        | $4127192.40        | Corporate Debt Securities |
| PNC BK N A PITTSBURGH PA DISC  SR NT 4.543%27   | 2027-05-13      | 4.5430%  | 0.0000% | $2500000.00        | $2516302.85        | Corporate Debt Securities |
| PACIFIC BEACON LLC             -I A SNK 144A 36 | 2036-07-15      | 5.5080%  | 0.0000% | $200000.00         | $189418.60         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 4.75%44    | 2044-02-15      | 4.7500%  | 0.0000% | $10000.00          | $8233.83           | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40 | 2040-08-01      | 3.3000%  | 0.0000% | $1080000.00        | $780589.80         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 26 BD 28 | 2028-07-01      | 3.7500%  | 0.0000% | $2500000.00        | $2469289.58        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 29 BD 30 | 2030-07-01      | 4.5500%  | 0.0000% | $3500000.00        | $3486992.64        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $1710000.00        | $1624009.80        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.1%29 | 2029-02-15      | 5.1000%  | 0.0000% | $1064000.00        | $1105565.16        | Corporate Debt Securities |
| PACIFICORP                     1M GLBL BD5.8%55 | 2055-01-15      | 5.8000%  | 0.0000% | $3838000.00        | $3736612.83        | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $2895000.00        | $3048713.24        | Corporate Debt Securities |
| PEPSICO SINGAPORE FING I PTE L SR NT 4.65%27    | 2027-02-16      | 4.6500%  | 0.0000% | $96000.00          | $98491.04          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.11%43  | 2043-05-19      | 5.1100%  | 0.0000% | $54000.00          | $51453.34          | Corporate Debt Securities |
| PFIZER INVT ENTERPRISES        GLBL NT 5.34%63  | 2063-05-19      | 5.3400%  | 0.0000% | $4875000.00        | $4492905.63        | Corporate Debt Securities |
| PHILLIPS EDISON GROCERY CTR OP GLBL NT 5.75%34  | 2034-07-15      | 5.7500%  | 0.0000% | $12000.00          | $12598.61          | Corporate Debt Securities |
| PHILLIPS 66 CO                 GLBL NT 3.55%26  | 2026-10-01      | 3.5500%  | 0.0000% | $748000.00         | $746411.54         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33 | 2033-06-30      | 5.3000%  | 0.0000% | $64000.00          | $64359.68          | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $507000.00         | $521002.07         | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.5%55 | 2055-03-15      | 5.5000%  | 0.0000% | $100000.00         | $91846.17          | Corporate Debt Securities |
| PHYSICIANS RLTY LP             SR GLBL NT 28    | 2028-01-15      | 3.9500%  | 0.0000% | $5000.00           | $5041.47           | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT3.8%30 | 2030-09-15      | 3.8000%  | 0.0000% | $172000.00         | $165879.09         | Corporate Debt Securities |
| PLAINS ALL AMERN PIPELINE L P  SR GLBL NT5.7%34 | 2034-09-15      | 5.7000%  | 0.0000% | $168000.00         | $173089.56         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 48    | 2048-09-15      | 4.3750%  | 0.0000% | $125000.00         | $104572.55         | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 31    | 2031-03-15      | 1.6250%  | 0.0000% | $252000.00         | $215774.89         | Corporate Debt Securities |
| PROLOGIS L P                   GLBL NT 3.25%26  | 2026-06-30      | 3.2500%  | 0.0000% | $2000.00           | $1979.06           | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 4%28  | 2028-09-15      | 4.0000%  | 0.0000% | $390000.00         | $391843.40         | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            SR GLBL NT 26    | 2026-06-15      | 3.2500%  | 0.0000% | $2316000.00        | $2293289.69        | Corporate Debt Securities |
| AON PLC                        GLBL NT 4.75%45  | 2045-05-15      | 4.7500%  | 0.0000% | $100000.00         | $87439.75          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 26    | 2026-01-15      | 3.8750%  | 0.0000% | $4000.00           | $4053.00           | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 45    | 2045-11-03      | 4.3500%  | 0.0000% | $82000.00          | $70919.96          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 29    | 2029-09-10      | 4.6250%  | 0.0000% | $14825000.00       | $15011230.82       | Corporate Debt Securities |
| AGREE LTD PARTNERSHIP          SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $12644000.00       | $12908456.29       | Corporate Debt Securities |
| ALABAMA PWR CO                 SR GLBL 2019A 49 | 2049-10-01      | 3.4500%  | 0.0000% | $23000.00          | $16341.25          | Corporate Debt Securities |
| ALCAN INC                      SR GLBL NT 33    | 2033-12-15      | 6.1250%  | 0.0000% | $32000.00          | $34663.11          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $109000.00         | $89488.55          | Corporate Debt Securities |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29  | 2029-05-23      | 5.4500%  | 0.0000% | $14000.00          | $14454.32          | Corporate Debt Securities |
| AMERICAN ASSETS TRUST L P      SR GLBL NT 31    | 2031-02-01      | 3.3750%  | 0.0000% | $196000.00         | $177875.64         | Corporate Debt Securities |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35  | 2035-07-15      | 6.0000%  | 0.0000% | $5900000.00        | $5902950.00        | Corporate Debt Securities |
| AMERICAN EXPRESS CO            SUB GLBL NT 33   | 2033-05-26      | 4.9890%  | 0.0000% | $94000.00          | $94310.37          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      GLBL NT 5.5%34   | 2034-07-15      | 5.5000%  | 0.0000% | $15000.00          | $15516.12          | Corporate Debt Securities |
| AMERICAN INTL GROUP INC        SR NT 4.75%48    | 2048-04-01      | 4.7500%  | 0.0000% | $2642000.00        | $2346236.17        | Corporate Debt Securities |
| AMERICAN TRANSMISSION SYS INC  SR 144A NT 32    | 2032-01-15      | 2.6500%  | 0.0000% | $160000.00         | $142080.93         | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $5300000.00        | $5382379.66        | Corporate Debt Securities |
| ANHEUSER-BUSCH COS LLC / ANHEU 4.7%36           | 2036-02-01      | 4.7000%  | 0.0000% | $172000.00         | $170290.80         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  CR SEN SR NT8%39 | 2039-11-15      | 8.0000%  | 0.0000% | $302000.00         | $382558.50         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR NT 3.75%42    | 2042-07-15      | 3.7500%  | 0.0000% | $25000.00          | $20477.94          | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT 33    | 2033-08-15      | 6.6250%  | 0.0000% | $154000.00         | $175771.56         | Corporate Debt Securities |
| ANHEUSER-BUSCH INBEV WLDW INC  SR GLBL NT3.5%30 | 2030-06-01      | 3.5000%  | 0.0000% | $137000.00         | $132426.86         | Corporate Debt Securities |
| ANHEUSER BUSCH INBEV FIN INC   SR GLBL NT4.7%36 | 2036-02-01      | 4.7000%  | 0.0000% | $298000.00         | $295038.71         | Corporate Debt Securities |
| AON CORP                       SR NT 6.25%40    | 2040-09-30      | 6.2500%  | 0.0000% | $4493000.00        | $4851474.00        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 2.6%31   | 2031-12-02      | 2.6000%  | 0.0000% | $18402000.00       | $16301820.63       | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    SR GLBL NT 33    | 2033-02-28      | 5.3500%  | 0.0000% | $480000.00         | $500942.67         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 27    | 2027-03-01      | 5.1250%  | 0.0000% | $6000.00           | $6168.55           | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 29    | 2029-03-01      | 5.1500%  | 0.0000% | $2968000.00        | $3084564.08        | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT5.3%31 | 2031-03-01      | 5.3000%  | 0.0000% | $285000.00         | $299167.19         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 34    | 2034-03-01      | 5.4500%  | 0.0000% | $282000.00         | $293391.47         | Corporate Debt Securities |
| ARES STRATEGIC INCOME FD       SR GLBL NT6.2%32 | 2032-03-21      | 6.2000%  | 0.0000% | $47000.00          | $47835.66          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $8519000.00        | $9558765.25        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $15000.00          | $14683.74          | Corporate Debt Securities |
| ASCOT GROUP LIMITED            SR 144A NT 35    | 2035-06-15      | 6.3490%  | 0.0000% | $1724000.00        | $1782219.29        | Corporate Debt Securities |
| ASSURANT INC                   CR SEN SR GLBL28 | 2028-03-27      | 4.9000%  | 0.0000% | $10000.00          | $10178.08          | Corporate Debt Securities |
| ASTRAZENECA FINANCE LLC        GLBL NT 4.875%33 | 2033-03-03      | 4.8750%  | 0.0000% | $36000.00          | $36999.86          | Corporate Debt Securities |
| ATHENE GLOBAL FDG              SR SEC FL 144A26 | 2026-08-27      | 5.4169%  | 0.0000% | $2329000.00        | $2350006.28        | Corporate Debt Securities |
| ATLANTIC CITY ELEC CO          4%28             | 2028-10-15      | 4.0000%  | 0.0000% | $6748000.00        | $6764285.17        | Corporate Debt Securities |
| AVOLON HLDGS FDG LTD           SR 144A NT 27    | 2027-11-18      | 2.5280%  | 0.0000% | $247000.00         | $235161.13         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 30    | 2030-08-02      | 6.3430%  | 0.0000% | $95000.00          | $104637.44         | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $128000.00         | $115807.04         | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 4.742%32 | 2032-03-16      | 4.7420%  | 0.0000% | $63000.00          | $63156.18          | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-08-15      | 5.3500%  | 0.0000% | $555000.00         | $574742.12         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $224000.00         | $228947.35         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 4.125%42   | 2042-02-24      | 4.1250%  | 0.0000% | $134000.00         | $115969.96         | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR NT 5%43       | 2043-09-30      | 5.0000%  | 0.0000% | $51000.00          | $48506.61          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT 26    | 2026-02-27      | 4.8750%  | 0.0000% | $10000.00          | $10197.96          | Corporate Debt Securities |
| BHP BILLITON FIN USA LTD       SR GLBL NT4.9%33 | 2033-02-28      | 4.9000%  | 0.0000% | $27000.00          | $27437.82          | Corporate Debt Securities |
| BGC GROUP INC                  CR SEN SR GLBL29 | 2029-06-10      | 6.6000%  | 0.0000% | $3000.00           | $3110.96           | Corporate Debt Securities |
| BMW US CAP LLC                 GLBL 144A NT 27  | 2027-04-01      | 3.4500%  | 0.0000% | $1282000.00        | $1273204.41        | Corporate Debt Securities |
| BMW US CAP LLC                 SR FL 144A NT 27 | 2027-08-13      | 5.2905%  | 0.0000% | $2679000.00        | $2700940.27        | Corporate Debt Securities |
| BMW US CAP LLC                 FLT 144A NT 27   | 2027-03-19      | 5.1943%  | 0.0000% | $5003000.00        | $5014490.96        | Corporate Debt Securities |
| BP CAP MKTS P L C              SR GLBL NT 28    | 2028-11-28      | 3.7230%  | 0.0000% | $51000.00          | $50266.08          | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $10000.00          | $9918.33           | Corporate Debt Securities |
| BACARDI LTD / BACARDI MARTINI  144A NT 5.9%43   | 2043-06-15      | 5.9000%  | 0.0000% | $5980000.00        | $5735587.43        | Corporate Debt Securities |
| BALTIMORE GAS & ELEC CO        GLBL NT 2.25%31  | 2031-06-15      | 2.2500%  | 0.0000% | $34000.00          | $30150.44          | Corporate Debt Securities |
| BANCO SANTANDER S.A.           LW TIER II GLBL  | 2033-08-08      | 6.9210%  | 0.0000% | $400000.00         | $442679.80         | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           SUB COCO 32      | 2032-12-15      | 3.8030%  | 0.0000% | $243000.00         | $236782.74         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J  | 2500-12-31      | 6.3000%  | 0.0000% | $6512000.00        | $6809989.12        | Corporate Debt Securities |
| BAYCARE HEALTH SYS INC         SR -2020A BD 50  | 2050-11-15      | 3.8310%  | 0.0000% | $1340000.00        | $1018719.93        | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 25  | 2025-12-15      | 4.2500%  | 0.0000% | $29135000.00       | $29101810.37       | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $2000000.00        | $1625734.17        | Corporate Debt Securities |
| TRUIST BK                      SUB GLBL NT 29   | 2029-09-17      | 4.6320%  | 0.0000% | $3056000.00        | $3059827.64        | Corporate Debt Securities |
| BEACON FDG TR                  SR 144A NT 54    | 2054-08-15      | 6.2660%  | 0.0000% | $9286000.00        | $9328599.53        | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US8 NT33 | 2033-05-11      | 5.1000%  | 0.0000% | $261000.00         | $261441.53         | Corporate Debt Securities |
| BELL CDA                       SR US-9 NT5.2%34 | 2034-02-15      | 5.2000%  | 0.0000% | $8000.00           | $8123.44           | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 5.75%40    | 2040-01-15      | 5.7500%  | 0.0000% | $1086000.00        | $1198590.15        | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR NT 4.4%42     | 2042-05-15      | 4.4000%  | 0.0000% | $30000.00          | $27670.20          | Corporate Debt Securities |
| BERKSHIRE HATHAWAY FIN CORP    SR GLBL NT 50    | 2050-10-15      | 2.8500%  | 0.0000% | $310000.00         | $199992.62         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 30  | 2030-01-10      | 2.5000%  | 0.0000% | $1000000.00        | $927935.56         | Corporate Debt Securities |
| BLACKSTONE HLDGS FIN L L C     SR GLBL 144A 32  | 2032-01-30      | 2.0000%  | 0.0000% | $8000.00           | $6774.75           | Corporate Debt Securities |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT 6%32  | 2032-01-29      | 6.0000%  | 0.0000% | $6000.00           | $6158.44           | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 4.7%29   | 2029-03-14      | 4.7000%  | 0.0000% | $6000.00           | $6201.95           | Corporate Debt Securities |
| BLACKROCK INC                  GLBL NT 5.25%54  | 2054-03-14      | 5.2500%  | 0.0000% | $97000.00          | $93633.94          | Corporate Debt Securities |
| BLOCK FINL LLC                 CR SEN SR GLBL30 | 2030-08-15      | 3.8750%  | 0.0000% | $447000.00         | $430305.11         | Corporate Debt Securities |
| BOARDWALK PIPELINES LP         4.8%29           | 2029-05-03      | 4.8000%  | 0.0000% | $22000.00          | $22403.70          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $19000.00          | $20783.33          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $15000.00          | $16438.43          | Corporate Debt Securities |
| BON SECOURS MERCY HEALTH INC   GLBL 2020 SNK 30 | 2030-06-01      | 3.4640%  | 0.0000% | $1100000.00        | $1056814.49        | Corporate Debt Securities |
| BOSTON PPTYS LTD PARTNERSHIP   SR GLBL NT 27    | 2027-12-01      | 6.7500%  | 0.0000% | $818000.00         | $862652.57         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 26    | 2026-05-04      | 3.1190%  | 0.0000% | $1290000.00        | $1283139.49        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           SR GLBL NT 27    | 2027-01-16      | 3.0170%  | 0.0000% | $23000.00          | $22920.28          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 1.749%30 | 2030-08-10      | 1.7490%  | 0.0000% | $112000.00         | $98943.23          | Corporate Debt Securities |
| EIDP INC                       SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $25000.00          | $25587.97          | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 45    | 2045-06-01      | 3.7500%  | 0.0000% | $7000.00           | $5405.27           | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD3.2%49 | 2049-08-15      | 3.2000%  | 0.0000% | $304000.00         | $207100.00         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 30    | 2030-02-01      | 2.4500%  | 0.0000% | $168000.00         | $156596.21         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL BD 53    | 2053-01-15      | 5.3500%  | 0.0000% | $42000.00          | $40840.41          | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 25    | 2025-08-15      | 3.2500%  | 0.0000% | $460000.00         | $464718.45         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 33    | 2033-03-15      | 5.2500%  | 0.0000% | $126000.00         | $131437.21         | Corporate Debt Securities |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD 27    | 2027-03-06      | 4.3500%  | 0.0000% | $4000.00           | $4072.74           | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD3.2%27 | 2027-01-15      | 3.2000%  | 0.0000% | $9000.00           | $9008.52           | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD2.5%29 | 2029-12-01      | 2.5000%  | 0.0000% | $92000.00          | $85430.64          | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD 33    | 2033-11-15      | 5.8750%  | 0.0000% | $21000.00          | $22441.52          | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR 144A NT4.6%28 | 2028-05-01      | 4.6000%  | 0.0000% | $7000.00           | $7125.92           | Corporate Debt Securities |
| DOMINION ENERGY GAS HLDGS LLC  SR GLBL -A NT 35 | 2035-01-15      | 5.8000%  | 0.0000% | $34000.00          | $36130.21          | Corporate Debt Securities |
| EATON CORP OHIO                GLBL NT 4.7%52   | 2052-08-23      | 4.7000%  | 0.0000% | $75000.00          | $67245.79          | Corporate Debt Securities |
| EMERA US FINANCE LP            SR GLBL NT 46    | 2046-06-15      | 4.7500%  | 0.0000% | $5000.00           | $4125.00           | Corporate Debt Securities |
| EMORY UNIVERSITY               SR -2020A BD 25  | 2025-09-01      | 1.5660%  | 0.0000% | $250000.00         | $249831.62         | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 5.875%25   | 2025-10-15      | 5.8750%  | 0.0000% | $260000.00         | $263403.29         | Corporate Debt Securities |
| ENSTAR GROUP LTD               JR SB GLBL 45    | 2045-04-01      | 7.5000%  | 0.0000% | $700000.00         | $730086.00         | Corporate Debt Securities |
| ENTERGY LA LLC                 1M GLBL BD5.8%55 | 2055-03-15      | 5.8000%  | 0.0000% | $42000.00          | $42761.97          | Corporate Debt Securities |
| ENTERGY TEXAS INC              1M GLBL BD 31    | 2031-03-15      | 1.7500%  | 0.0000% | $10000.00          | $8653.64           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 6.875%33   | 2033-03-01      | 6.8750%  | 0.0000% | $209000.00         | $238992.69         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GTD SRNT 7.55%38 | 2038-04-15      | 7.5500%  | 0.0000% | $20000.00          | $23981.38          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%42    | 2042-08-15      | 4.8500%  | 0.0000% | $27000.00          | $24904.73          | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR NT 4.85%44    | 2044-03-15      | 4.8500%  | 0.0000% | $330000.00         | $299968.62         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 7.5728%  | 0.0000% | $470000.00         | $471539.73         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.7%51 | 2051-01-31      | 3.7000%  | 0.0000% | $11000.00          | $8016.98           | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT3.2%52 | 2052-02-15      | 3.2000%  | 0.0000% | $198000.00         | $129909.78         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      GLBL NT 4.85%34  | 2034-01-31      | 4.8500%  | 0.0000% | $7000.00           | $7084.48           | Corporate Debt Securities |
| EQUINIX EUROPE 2 FI COR LLC    SR GLBL NT5.5%34 | 2034-06-15      | 5.5000%  | 0.0000% | $48000.00          | $49012.40          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 26    | 2026-04-15      | 3.3750%  | 0.0000% | $801000.00         | $798461.83         | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT4.5%48 | 2048-03-15      | 4.5000%  | 0.0000% | $2000000.00        | $1695890.00        | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT 4%29  | 2029-03-01      | 4.0000%  | 0.0000% | $50000.00          | $49834.11          | Corporate Debt Securities |
| ESSEX PORTFOLIO L P            SR GLBL NT5.5%34 | 2034-04-01      | 5.5000%  | 0.0000% | $157000.00         | $161813.18         | Corporate Debt Securities |
| EUROPEAN INVT BK               SR NT 2.375%27   | 2027-05-24      | 2.3750%  | 0.0000% | $65000.00          | $63437.07          | Corporate Debt Securities |
| EUROPEAN INVT BK               SR GLBL NT 30    | 2030-09-23      | 0.7500%  | 0.0000% | $750000.00         | $640635.62         | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.25%27  | 2027-11-15      | 3.2500%  | 0.0000% | $21000.00          | $20843.18          | Corporate Debt Securities |
| EUROPEAN INVT BK               GLBL NT 3.625%30 | 2030-07-15      | 3.6250%  | 0.0000% | $8000.00           | $8033.64           | Corporate Debt Securities |
| INTERCONTINENTAL EXCHANGE INC  SR GLBL NT 31    | 2031-06-15      | 5.2500%  | 0.0000% | $30000.00          | $31185.52          | Corporate Debt Securities |
| IQVIA INC                      SR SEC GLBL NT28 | 2028-05-15      | 5.7000%  | 0.0000% | $518000.00         | $534003.61         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%29  | 2029-02-02      | 3.0000%  | 0.0000% | $235000.00         | $225920.38         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $300000.00         | $263049.00         | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 53    | 2053-11-15      | 7.2500%  | 0.0000% | $121000.00         | $136124.09         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB OO NT | 2500-12-31      | 6.5000%  | 0.0000% | $4356000.00        | $4549403.98        | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT2.8%26 | 2026-10-01      | 2.8000%  | 0.0000% | $783000.00         | $772376.43         | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT3.8%27 | 2027-04-01      | 3.8000%  | 0.0000% | $1079000.00        | $1079188.23        | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT6.4%34 | 2034-03-01      | 6.4000%  | 0.0000% | $122000.00         | $134881.44         | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT 35    | 2035-03-01      | 4.8500%  | 0.0000% | $196000.00         | $193858.10         | Corporate Debt Securities |
| KOMMUNINVEST I SVERIGE AB      SR -2337 144A 26 | 2026-05-12      | 5.1250%  | 0.0000% | $2910000.00        | $2953601.50        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 30    | 2030-04-01      | 3.7500%  | 0.0000% | $53000.00          | $51652.25          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.5%50 | 2050-06-01      | 5.5000%  | 0.0000% | $74000.00          | $69004.30          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT5.4%35 | 2035-03-15      | 5.4000%  | 0.0000% | $151000.00         | $154904.86         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 28    | 2028-11-17      | 6.7500%  | 0.0000% | $173000.00         | $185793.78         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-03-15      | 5.6500%  | 0.0000% | $308000.00         | $314302.02         | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 35    | 2035-06-15      | 5.7500%  | 0.0000% | $40000.00          | $40373.03          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $155000.00         | $114641.62         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40    | 2040-10-01      | 3.3750%  | 0.0000% | $500000.00         | $370531.88         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 33    | 2033-05-15      | 5.6250%  | 0.0000% | $59000.00          | $60505.16          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT5.5%34 | 2034-03-01      | 5.5000%  | 0.0000% | $4000.00           | $4042.48           | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 30    | 2030-04-01      | 4.3500%  | 0.0000% | $60000.00          | $60093.85          | Corporate Debt Securities |
| LEIDOS INC                     CR SEN SR GLBL30 | 2030-05-15      | 4.3750%  | 0.0000% | $131000.00         | $129536.57         | Corporate Debt Securities |
| PROVINCE OF MAN D N PROV NT    SR GLBL GP DB 26 | 2026-06-22      | 2.1250%  | 0.0000% | $1434000.00        | $1407173.05        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $28000.00          | $24511.08          | Corporate Debt Securities |
| MASSACHUSETTS MUT LIFE         SUB GLBL 144A 50 | 2050-04-15      | 3.3750%  | 0.0000% | $928000.00         | $629992.52         | Corporate Debt Securities |
| MEDTRONIC GLOBAL HLDGS S C A   SR GLBL NT 28    | 2028-03-30      | 4.2500%  | 0.0000% | $52000.00          | $52736.06          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $55000.00          | $56979.20          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2500-12-31      | 3.8500%  | 0.0000% | $4000.00           | $4021.04           | Corporate Debt Securities |
| METLIFE INC                    JR SB GLBL DB 55 | 2055-03-15      | 6.3500%  | 0.0000% | $68000.00          | $70799.81          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 4%25  | 2025-11-15      | 4.0000%  | 0.0000% | $42000.00          | $42091.14          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT3.6%27 | 2027-06-01      | 3.6000%  | 0.0000% | $15000.00          | $14866.20          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT1.7%31 | 2031-02-15      | 1.7000%  | 0.0000% | $26000.00          | $22429.81          | Corporate Debt Securities |
| MID-AMERICA APTS LP            SR GLBL NT 5%34  | 2034-03-15      | 5.0000%  | 0.0000% | $2000.00           | $2035.53           | Corporate Debt Securities |
| MIDAMERICAN ENERGY COMPANY     1M GLBL BD 54    | 2054-09-15      | 5.8500%  | 0.0000% | $7000.00           | $7269.80           | Corporate Debt Securities |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27   | 2027-06-20      | 6.5000%  | 0.0000% | $50037.00          | $20078.56          | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     LW TIER II 31    | 2031-09-13      | 2.5640%  | 0.0000% | $16165000.00       | $14202096.63       | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    TAX BD AGM-CR 48 | 2048-11-01      | 5.2460%  | 0.0000% | $3200000.00        | $2836312.36        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    BD18C BAM-TCRS48 | 2048-11-01      | 5.2460%  | 0.0000% | $4167000.00        | $3745081.30        | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A NT4.754%26 | 2026-04-21      | 4.7540%  | 0.0000% | $315000.00         | $318755.38         | Corporate Debt Securities |
| MORGAN STANLEY BK N A          SR -A ACRD NT 28 | 2028-07-14      | 4.9680%  | 0.0000% | $312000.00         | $322573.06         | Corporate Debt Securities |
| NBN CO LTD                     REGS NT 2.625%31 | 2031-05-05      | 2.6250%  | 0.0000% | $7955000.00        | $7185834.36        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $49000.00          | $48509.18          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC BD3.25%25 | 2025-11-01      | 3.2500%  | 0.0000% | $75000.00          | $75034.98          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SR SEC GLBL BD30 | 2030-03-15      | 2.4000%  | 0.0000% | $36000.00          | $33298.92          | Corporate Debt Securities |
| NATIONAL SECS CLEARING CORP    SR 144A NT 26    | 2026-06-26      | 5.1500%  | 0.0000% | $1050000.00        | $1059683.33        | Corporate Debt Securities |
| NEW YORK LIFE INS              SUB GLBL 144A 50 | 2050-05-15      | 3.7500%  | 0.0000% | $435000.00         | $320267.66         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   GLBL DEB 5%30    | 2030-02-28      | 5.0000%  | 0.0000% | $55000.00          | $57190.34          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -S 55 | 2055-08-15      | 6.3750%  | 0.0000% | $394000.00         | $410859.26         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL DEB 28   | 2028-02-04      | 4.8500%  | 0.0000% | $148000.00         | $152786.24         | Corporate Debt Securities |
| NOMURA HLDGS INC               SR GLBL NT 30    | 2030-01-16      | 3.1030%  | 0.0000% | $5202000.00        | $4924139.79        | Corporate Debt Securities |
| NORTHWEST PIPELINE CORP        4%27             | 2027-04-01      | 4.0000%  | 0.0000% | $44000.00          | $44093.23          | Corporate Debt Securities |
| NORTHWESTERN MUT LIFE INS CO   SUB 144A NT 40   | 2040-03-30      | 6.0630%  | 0.0000% | $23500000.00       | $24949186.25       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $2870000.00        | $3029450.82        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT39 | 2039-01-25      | 6.3000%  | 0.0000% | $3306000.00        | $3524510.07        | Corporate Debt Securities |
| GSK CONSU HEAL CAP US LLC      GLBL NT 3.375%27 | 2027-03-24      | 3.3750%  | 0.0000% | $278000.00         | $276290.30         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%25 | 2025-07-13      | 4.3000%  | 0.0000% | $209000.00         | $213104.18         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 26    | 2026-01-08      | 1.2500%  | 0.0000% | $6000.00           | $5924.77           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT2.7%31 | 2031-06-10      | 2.7000%  | 0.0000% | $4000.00           | $3496.24           | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 27    | 2027-02-26      | 2.3500%  | 0.0000% | $38000.00          | $36876.51          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.3%29 | 2029-04-06      | 4.3000%  | 0.0000% | $50000.00          | $49315.67          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26 | 2026-04-06      | 5.4000%  | 0.0000% | $1204000.00        | $1225467.32        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31    | 2031-02-08      | 5.7500%  | 0.0000% | $14000.00          | $14660.81          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $1395000.00        | $1444633.71        | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 2.772%50 | 2050-11-10      | 2.7720%  | 0.0000% | $148000.00         | $89776.80          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41  | 2041-06-17      | 3.0600%  | 0.0000% | $44000.00          | $32221.86          | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 4.989%34 | 2034-04-10      | 4.9890%  | 0.0000% | $819000.00         | $829889.97         | Corporate Debt Securities |
| BP CAP MKTS AMER INC           GLBL NT 5.017%27 | 2027-11-17      | 5.0170%  | 0.0000% | $4000.00           | $4093.77           | Corporate Debt Securities |
| BRITISH COLUMBIA PROV CDA      GLBL BCUSG-18 35 | 2035-06-11      | 4.8000%  | 0.0000% | $29000000.00       | $29346646.66       | Corporate Debt Securities |
| BROADCOM CORP/BROADCOM CAYMAN  SR GLBL NT3.5%28 | 2028-01-15      | 3.5000%  | 0.0000% | $418000.00         | $416658.92         | Corporate Debt Securities |
| BROWN & BROWN INC              SR GLBL NT4.2%32 | 2032-03-17      | 4.2000%  | 0.0000% | $2000.00           | $1927.99           | Corporate Debt Securities |
| BUNGE LTD FIN CORP             SR GLBL NT 26    | 2026-08-15      | 3.2500%  | 0.0000% | $292000.00         | $291891.23         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             GLBL NT 4.65%34  | 2034-09-17      | 4.6500%  | 0.0000% | $58000.00          | $56786.30          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 41   | 2041-03-01      | 5.0500%  | 0.0000% | $18000.00          | $17410.38          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42  | 2042-09-01      | 4.3750%  | 0.0000% | $37000.00          | $32695.49          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 43   | 2043-09-01      | 5.1500%  | 0.0000% | $16000.00          | $15507.10          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 45   | 2045-04-01      | 4.1500%  | 0.0000% | $20000.00          | $16835.79          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 25   | 2025-09-01      | 3.6500%  | 0.0000% | $5000.00           | $5049.83           | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 48   | 2048-12-15      | 4.1500%  | 0.0000% | $21000.00          | $17192.47          | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 51   | 2051-02-15      | 3.0500%  | 0.0000% | $5000000.00        | $3335537.50        | Corporate Debt Securities |
| BURLINGTON NORTHN SANTA FE CP  SR GLBL DEB 52   | 2052-06-15      | 2.8750%  | 0.0000% | $53000.00          | $33175.77          | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 31    | 2031-12-01      | 3.5690%  | 0.0000% | $287000.00         | $264113.19         | Corporate Debt Securities |
| CDW LLC / CDW FIN CORP         SR GLBL NT 34    | 2034-08-22      | 5.5500%  | 0.0000% | $65000.00          | $66193.62          | Corporate Debt Securities |
| CNOOC NEXEN FINANCE ULC        SR NT 4.875%44   | 2044-04-30      | 4.8750%  | 0.0000% | $7368000.00        | $7173816.36        | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT5.1%29 | 2029-04-20      | 5.1000%  | 0.0000% | $75000.00          | $77165.75          | Corporate Debt Securities |
| BESTFOODS                      SR -E NT 7.25%26 | 2026-12-15      | 7.2500%  | 0.0000% | $11000.00          | $11436.27          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         GLBL NT 1.75%26  | 2026-12-02      | 1.7500%  | 0.0000% | $82000.00          | $79230.95          | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT3.1%51 | 2051-12-02      | 3.1000%  | 0.0000% | $74000.00          | $48156.32          | Corporate Debt Securities |
| CANTOR FITZGERALD L P          CR SEN SR 144A27 | 2027-04-14      | 4.5000%  | 0.0000% | $125000.00         | $124642.50         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 26   | 2026-07-28      | 3.7500%  | 0.0000% | $7805000.00        | $7848265.71        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-06-08      | 6.3770%  | 0.0000% | $219000.00         | $232818.26         | Corporate Debt Securities |
| CENTERPOINT ENERGY HOUSTON ELE 1M GLBL AE BD 31 | 2031-04-01      | 2.3500%  | 0.0000% | $1286000.00        | $1147921.82        | Corporate Debt Securities |
| CENTERPOINT ENERGY RES CORP    SR GLBL NT 28    | 2028-03-01      | 5.2500%  | 0.0000% | $382000.00         | $397900.43         | Corporate Debt Securities |
| CHEVRON USA INC                SR GLBL NT 28    | 2028-02-26      | 4.4750%  | 0.0000% | $3600000.00        | $3698726.00        | Corporate Debt Securities |
| CHEVRON USA INC                GLBL NT 4.819%32 | 2032-04-15      | 4.8190%  | 0.0000% | $5000.00           | $5162.74           | Corporate Debt Securities |
| CHUBB INA HLDGS INC            SR GLBL NT 61    | 2061-12-15      | 3.0500%  | 0.0000% | $5040000.00        | $3077680.20        | Corporate Debt Securities |
| CINTAS CORP NO 2               SR GLBL NT4.2%28 | 2028-05-01      | 4.2000%  | 0.0000% | $130000.00         | $131087.67         | Corporate Debt Securities |
| CITIGROUP INC                  SR NT 5.875%42   | 2042-01-30      | 5.8750%  | 0.0000% | $15000.00          | $15632.54          | Corporate Debt Securities |
| CITIGROUP INC                  SUB NT 5.5%25    | 2025-09-13      | 5.5000%  | 0.0000% | $142000.00         | $144486.03         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 44 | 2044-05-06      | 5.3000%  | 0.0000% | $27000.00          | $25195.86          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL -D 26 | 2026-11-20      | 4.3000%  | 0.0000% | $5712000.00        | $5726838.51        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 45    | 2045-07-30      | 4.6500%  | 0.0000% | $628000.00         | $558389.34         | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT3.7%26 | 2026-01-12      | 3.7000%  | 0.0000% | $60000.00          | $60784.60          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 46   | 2046-05-18      | 4.7500%  | 0.0000% | $21000.00          | $17959.24          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-03-31      | 4.4120%  | 0.0000% | $88000.00          | $87846.88          | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 30    | 2030-02-13      | 5.1740%  | 0.0000% | $1000.00           | $1038.30           | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL NT 26    | 2026-08-06      | 4.9290%  | 0.0000% | $4667000.00        | $4789536.75        | Corporate Debt Securities |
| CITIBANK N A                   SR GLBL FL NT 27 | 2027-05-29      | 5.1748%  | 0.0000% | $10462000.00       | $10538835.25       | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $143000.00         | $140340.32         | Corporate Debt Securities |
| COLUMBIA PIPELINES HLDG CO LLC SR 144A NT 34    | 2034-01-15      | 5.6810%  | 0.0000% | $95000.00          | $98208.90          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $17000.00          | $17570.01          | Corporate Debt Securities |
| COMMONSPIRIT HEALTH            SR GLBL -2020 25 | 2025-10-01      | 1.5470%  | 0.0000% | $4450000.00        | $4429950.65        | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 33    | 2033-09-15      | 5.0500%  | 0.0000% | $145000.00         | $148926.48         | Corporate Debt Securities |
| CONOCOPHILLIPS COMPANY         SR GLBL NT 5%35  | 2035-01-15      | 5.0000%  | 0.0000% | $15000.00          | $15326.43          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD3.5%51 | 2051-08-01      | 3.5000%  | 0.0000% | $70000.00          | $51989.43          | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $22000.00          | $22753.98          | Corporate Debt Securities |
| COREBRIDGE FINL INC            JR SB GLBL NT 54 | 2054-09-15      | 6.3750%  | 0.0000% | $101000.00         | $101859.89         | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 27    | 2027-06-11      | 4.6250%  | 0.0000% | $10000.00          | $10165.91          | Corporate Debt Securities |
| COUNCIL EUROPE DEV BK          SR GLBL NT 28    | 2028-05-08      | 3.6250%  | 0.0000% | $26944000.00       | $26975958.57       | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $112000.00         | $116006.91         | Corporate Debt Securities |
| DH EUROPE FIN II S A R L       SR GLBL NT2.6%29 | 2029-11-15      | 2.6000%  | 0.0000% | $55000.00          | $51461.30          | Corporate Debt Securities |
| PHILLIPS 66                    SR GLBL NT 29    | 2029-05-15      | 5.1250%  | 0.0000% | $50000.00          | $51039.81          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 28 | 2028-04-01      | 1.9000%  | 0.0000% | $54000.00          | $51136.23          | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -A BD 33 | 2033-04-01      | 5.2000%  | 0.0000% | $119000.00         | $123396.52         | Corporate Debt Securities |
| DTE ELEC CO                    1M GLBL -B BD 26 | 2026-12-01      | 4.8500%  | 0.0000% | $4000.00           | $4059.51           | Corporate Debt Securities |
| DELL INC                       SR DEB    7.1%28 | 2028-04-15      | 7.1000%  | 0.0000% | $5000.00           | $5422.76           | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $1292000.00        | $1378885.21        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.4%34 | 2034-04-15      | 5.4000%  | 0.0000% | $258000.00         | $264019.14         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 35    | 2035-02-01      | 4.8500%  | 0.0000% | $326000.00         | $319259.50         | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 26 | 2026-06-15      | 6.0200%  | 0.0000% | $35000.00          | $35428.34          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 46 | 2046-07-15      | 8.3500%  | 0.0000% | $80000.00          | $104059.27         | Corporate Debt Securities |
| DEUTSCHE BK AG N Y             SNR PREF GLBL 26 | 2026-03-19      | 1.6860%  | 0.0000% | $325000.00         | $320492.30         | Corporate Debt Securities |
| DIAGEO CAP PLC                 SR NT 3.875%43   | 2043-04-29      | 3.8750%  | 0.0000% | $80000.00          | $64374.08          | Corporate Debt Securities |
| DIAGEO INVT CORP               SR NT 4.25%42    | 2042-05-11      | 4.2500%  | 0.0000% | $31000.00          | $26452.45          | Corporate Debt Securities |
| DIAGEO INVT CORP               GLBL NT 5.625%35 | 2035-04-15      | 5.6250%  | 0.0000% | $390000.00         | $410279.51         | Corporate Debt Securities |
| DIGITAL RLTY TR LP             SR GLBL NT 28    | 2028-01-15      | 5.5500%  | 0.0000% | $491000.00         | $515421.11         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $99000.00          | $80545.29          | Corporate Debt Securities |
| DRAWBRIDGE SPL OPPORTUNITIES   SR GLBL 144A 26  | 2026-02-15      | 3.8750%  | 0.0000% | $3784000.00        | $3784458.81        | Corporate Debt Securities |
| YALE UNIV                      GLBL 2025A BD 32 | 2032-04-15      | 4.7010%  | 0.0000% | $2485000.00        | $2533680.53        | Corporate Debt Securities |
| CK HUTCHISON INTL 19 II LTD    SR GLBL REGS 29  | 2029-09-06      | 2.7500%  | 0.0000% | $2000000.00        | $1884816.67        | Corporate Debt Securities |
| CK HUTCHISON INTL 21 LTD       GLBL REGS NT 31  | 2031-04-15      | 2.5000%  | 0.0000% | $31698000.00       | $28484403.92       | Corporate Debt Securities |
| CNOOC FINANCE (2012)  LIMITED  GLBL REGS NT5%42 | 2042-05-02      | 5.0000%  | 0.0000% | $2438000.00        | $2407636.07        | Corporate Debt Securities |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33  | 2033-11-24      | 7.4500%  | 0.0000% | $17671000.00       | $20551549.71       | Corporate Debt Securities |
| MEGA ADVANCE INVESTMENTS LTD   SR GLBL REGS 41  | 2041-05-12      | 6.3750%  | 0.0000% | $10935000.00       | $11801598.75       | Corporate Debt Securities |
| SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26  | 2026-05-03      | 3.5000%  | 0.0000% | $5345000.00        | $5341801.91        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  SR GLBL REGS 49  | 2049-11-12      | 3.4400%  | 0.0000% | $4900000.00        | $3766417.67        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2018  GLBL REGS NT 51  | 2051-01-08      | 3.1000%  | 0.0000% | $2502000.00        | $1831366.70        | Corporate Debt Securities |
| SINOPEC GRP OVERSEAS DEV 2017  SR GLBL REGS 47  | 2047-04-12      | 4.2500%  | 0.0000% | $900000.00         | $803581.50         | Corporate Debt Securities |
| STATE GRID OVERSEAS INVT 2016  SR GLBL REGS 26  | 2026-05-18      | 2.8750%  | 0.0000% | $1094000.00        | $1084596.16        | Corporate Debt Securities |
| THREE GORGES FINANCE I         GLBL REGS NT 30  | 2030-09-22      | 2.1500%  | 0.0000% | $1483000.00        | $1359336.75        | Corporate Debt Securities |
| MEIJI YASUDA LIFE INS CO       SUB GLBL REGS 54 | 2054-09-11      | 5.8000%  | 0.0000% | $5000000.00        | $5002405.55        | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 50    | 2050-01-23      | 3.4000%  | 0.0000% | $300000.00         | $281045.33         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  SUB GLBL REGS 53 | 2053-09-13      | 6.2500%  | 0.0000% | $795000.00         | $829834.03         | Corporate Debt Securities |
| NIPPON LIFE INSURANCE COMPANY  LW TIER II 55    | 2055-04-30      | 6.5000%  | 0.0000% | $1134000.00        | $1178513.28        | Corporate Debt Securities |
| NTT FINANCE CORP               GLBL REGS NT 28  | 2028-04-03      | 1.5910%  | 0.0000% | $2036000.00        | $1897053.01        | Corporate Debt Securities |
| MAJAPAHIT HLDG B V             GLBL REGS NT 37  | 2037-06-29      | 7.8750%  | 0.0000% | $4000000.00        | $4751630.00        | Corporate Debt Securities |
| SMRC AUTOMOTIVE HLDGS NETH B V SR SEC GLBL 29   | 2029-07-11      | 5.6250%  | 0.0000% | $7954000.00        | $8274357.29        | Corporate Debt Securities |
| SCENTRE GR TR 1 / SCENTRE GR T SR GLBL REGS 30  | 2030-05-28      | 4.3750%  | 0.0000% | $144000.00         | $143278.40         | Corporate Debt Securities |
| PT  PELABUHAN INDONESIA II     SR GLBL REGS 45  | 2045-05-05      | 5.3750%  | 0.0000% | $5000000.00        | $4639759.03        | Corporate Debt Securities |
| PT INDONESIA ASAHAN ALUMINIUM  SR GLBL REGS 30  | 2030-05-15      | 5.4500%  | 0.0000% | $2792000.00        | $2858400.74        | Corporate Debt Securities |
| PT FREEPORT INDONESIA          SR GLBL REGS 32  | 2032-04-14      | 5.3150%  | 0.0000% | $1942000.00        | $1967305.34        | Corporate Debt Securities |
| PTTEP TREAS CTR CO LTD         SR GLBL REGS 30  | 2030-01-15      | 2.9930%  | 0.0000% | $12037000.00       | $11435726.78       | Corporate Debt Securities |
| ROP SUKUK TR                   GLBL REGS 29     | 2029-06-06      | 5.0450%  | 0.0000% | $800000.00         | $819090.67         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 30  | 2030-04-29      | 3.3750%  | 0.0000% | $2117000.00        | $2019276.63        | Corporate Debt Securities |
| SINGAPORE TELECOMMUNICATNS LTD CR SEN GLBL 31   | 2031-12-01      | 7.3750%  | 0.0000% | $907000.00         | $1064274.68        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 34    | 2034-01-15      | 5.1250%  | 0.0000% | $4547000.00        | $4691001.59        | Corporate Debt Securities |
| PROLOGIS L P                   SR GLBL NT 5%35  | 2035-01-31      | 5.0000%  | 0.0000% | $1987000.00        | $2018142.91        | Corporate Debt Securities |
| PROLOGIS TA US LOG FD L P      SR 144A NT 29    | 2029-04-01      | 5.2500%  | 0.0000% | $10000.00          | $10391.69          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $1059000.00        | $1085277.32        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $7000.00           | $7481.55           | Corporate Debt Securities |
| PRUDENTIAL FDG ASIA PLC        SR GLBL NT 30    | 2030-04-14      | 3.1250%  | 0.0000% | $2253000.00        | $2142281.32        | Corporate Debt Securities |
| PUBLIC SERVICE CO COLO         1M GLBL 40 BD 53 | 2053-04-01      | 5.2500%  | 0.0000% | $6000.00           | $5531.76           | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       SR SEC NT 5.3%54 | 2054-08-01      | 5.3000%  | 0.0000% | $2000.00           | $1939.21           | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT1.5%26 | 2026-11-09      | 1.5000%  | 0.0000% | $51000.00          | $49316.75          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 31    | 2031-11-09      | 2.2500%  | 0.0000% | $230000.00         | $201208.03         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 26    | 2026-02-15      | 0.8750%  | 0.0000% | $80000.00          | $78568.10          | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT2.3%31 | 2031-05-01      | 2.3000%  | 0.0000% | $127000.00         | $112999.45         | Corporate Debt Securities |
| PUBLIC STORAGE OPER CO         SR GLBL NT 30    | 2030-07-01      | 4.3750%  | 0.0000% | $750000.00         | $747135.00         | Corporate Debt Securities |
| QUALCOMM INC                   SR GLBL NT 32    | 2032-05-20      | 4.2500%  | 0.0000% | $25000.00          | $24731.56          | Corporate Debt Securities |
| PROVINCE OF QUEBEC             GLBL -RC NT 28   | 2028-04-13      | 3.6250%  | 0.0000% | $500000.00         | $500461.74         | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 4%29  | 2029-03-18      | 4.0000%  | 0.0000% | $1000.00           | $1002.36           | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 32    | 2032-05-20      | 4.7500%  | 0.0000% | $2000.00           | $2014.40           | Corporate Debt Securities |
| RELX CAPITAL INC               SR GLBL NT 30    | 2030-03-27      | 4.7500%  | 0.0000% | $73000.00          | $74722.13          | Corporate Debt Securities |
| REGENCY CTRS L P               SR GLBL NT 29    | 2029-09-15      | 2.9500%  | 0.0000% | $5000.00           | $4765.32           | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT 45    | 2045-08-15      | 5.8500%  | 0.0000% | $36000.00          | $35246.79          | Corporate Debt Securities |
| RIO TINTO FIN USA LTD          SR GLBL NT 51    | 2051-11-02      | 2.7500%  | 0.0000% | $10000.00          | $6041.71           | Corporate Debt Securities |
| FLORIDA PWR & LT CO            1M GLBL BD5.6%54 | 2054-06-15      | 5.6000%  | 0.0000% | $1545000.00        | $1525939.85        | Corporate Debt Securities |
| DUKE ENERGY FLA LLC            1M GLBL BD6.4%38 | 2038-06-15      | 6.4000%  | 0.0000% | $5000.00           | $5461.83           | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT36 | 2036-01-25      | 6.1000%  | 0.0000% | $1200000.00        | $1264152.67        | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          GLBL NT 4.875%30 | 2030-03-14      | 4.8750%  | 0.0000% | $84000.00          | $86648.03          | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 55    | 2055-03-14      | 5.7500%  | 0.0000% | $183000.00         | $183966.34         | Corporate Debt Securities |
| SMBC AVIATION CAP FIN          SR 144A NT2.3%28 | 2028-06-15      | 2.3000%  | 0.0000% | $398000.00         | $372813.90         | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT27 | 2027-03-15      | 5.0000%  | 0.0000% | $660000.00         | $673492.60         | Corporate Debt Securities |
| SABINE PASS LIQUEFACTION LLC   SR SEC GLBL NT28 | 2028-03-15      | 4.2000%  | 0.0000% | $1690000.00        | $1700190.70        | Corporate Debt Securities |
| SAN DIEGO GAS & ELEC CO        1M GLBL HHH BD40 | 2040-05-15      | 5.3500%  | 0.0000% | $3831000.00        | $3765825.11        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 30    | 2030-01-09      | 6.1740%  | 0.0000% | $2000.00           | $2137.91           | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 5.353%30 | 2030-09-06      | 5.3530%  | 0.0000% | $66000.00          | $68189.30          | Corporate Debt Securities |
| SASKATCHEWAN PROV STRIP PACKAG GLBL BD 4.65%30  | 2030-01-28      | 4.6500%  | 0.0000% | $732000.00         | $765410.92         | Corporate Debt Securities |
| SCHLUMBERGER FINANCE           SR GLBL NT1.4%25 | 2025-09-17      | 1.4000%  | 0.0000% | $280000.00         | $279055.16         | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     SR GLBL NT 26    | 2026-05-10      | 2.8750%  | 0.0000% | $37000.00          | $36722.61          | Corporate Debt Securities |
| SHELL INTERNATIONAL FIN BV     GLBL NT 3%51     | 2051-11-26      | 3.0000%  | 0.0000% | $137000.00         | $87533.87          | Corporate Debt Securities |
| SHELL FIN US INC               SR GLBL NT 29    | 2029-11-07      | 2.3750%  | 0.0000% | $8000.00           | $7449.65           | Corporate Debt Securities |
| SIERRA PAC PWR CO              SR GLBL NT5.9%54 | 2054-03-15      | 5.9000%  | 0.0000% | $2629000.00        | $2653550.48        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 26    | 2026-11-30      | 3.2500%  | 0.0000% | $3422000.00        | $3380451.22        | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 30    | 2030-07-15      | 2.6500%  | 0.0000% | $11000.00          | $10255.58          | Corporate Debt Securities |
| SIMON PPTY GROUP LP            SR GLBL NT 54    | 2054-01-15      | 6.6500%  | 0.0000% | $59000.00          | $65989.09          | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 5.35%35  | 2035-07-15      | 5.3500%  | 0.0000% | $3475000.00        | $3448905.64        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1MTG BD 36       | 2036-02-01      | 5.6250%  | 0.0000% | $3167000.00        | $3156584.53        | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2022D 27 | 2027-06-01      | 4.7000%  | 0.0000% | $4000.00           | $4022.18           | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024A 27 | 2027-02-01      | 4.8750%  | 0.0000% | $200000.00         | $204911.42         | Corporate Debt Securities |
| SOUTHERN CALIF EDISON CO       1M GLBL 2024D 29 | 2029-06-01      | 5.1500%  | 0.0000% | $200000.00         | $202535.72         | Corporate Debt Securities |
| SOUTHERN CO GAS CAP            GLBL 2022A NT 32 | 2032-09-15      | 5.1500%  | 0.0000% | $52000.00          | $53224.64          | Corporate Debt Securities |
| SOUTHWESTERN ELEC PWR CO       SR GLBL -P NT 33 | 2033-04-01      | 5.3000%  | 0.0000% | $3499000.00        | $3554748.79        | Corporate Debt Securities |
| SPRINT CAP CORP MTN BE         SR GLBL NT 32    | 2032-03-15      | 8.7500%  | 0.0000% | $145000.00         | $178783.67         | Corporate Debt Securities |
| STANFORD UNIV CALIF            GLBL -2017 BD 48 | 2048-05-01      | 3.6470%  | 0.0000% | $500000.00         | $381163.51         | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -K NT  | 2500-12-31      | 6.4500%  | 0.0000% | $8000000.00        | $8113260.00        | Corporate Debt Securities |
| TRUIST FINL CORP               SUB NT      6%26 | 2026-02-15      | 6.0000%  | 0.0000% | $239000.00         | $245935.78         | Corporate Debt Securities |
| SUTTER HEALTH                  2025A BD5.213%32 | 2032-08-15      | 5.2130%  | 0.0000% | $4531000.00        | $4661578.76        | Corporate Debt Securities |
| SWISS RE SUB FIN PLC           SUB GLBL 144A 46 | 2046-04-01      | 6.1910%  | 0.0000% | $600000.00         | $605055.32         | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $19184000.00       | $18919996.18       | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 5.3750%  | 0.0000% | $4000.00           | $4051.27           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 40    | 2040-04-15      | 4.3750%  | 0.0000% | $100000.00         | $88733.46          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 30    | 2030-04-15      | 3.8750%  | 0.0000% | $217000.00         | $212170.21         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 3%41  | 2041-02-15      | 3.0000%  | 0.0000% | $490000.00         | $361590.60         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 26    | 2026-02-15      | 2.2500%  | 0.0000% | $57000.00          | $56593.45          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.4%52 | 2052-10-15      | 3.4000%  | 0.0000% | $110000.00         | $73572.77          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.2%33   | 2033-01-15      | 5.2000%  | 0.0000% | $3581000.00        | $3721279.71        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.8%28 | 2028-07-15      | 4.8000%  | 0.0000% | $49000.00          | $50676.78          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.5%55 | 2055-01-15      | 5.5000%  | 0.0000% | $2759000.00        | $2649711.41        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.7%35 | 2035-01-15      | 4.7000%  | 0.0000% | $5922000.00        | $5826073.47        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 32    | 2032-05-15      | 5.1250%  | 0.0000% | $4397000.00        | $4501368.29        | Corporate Debt Securities |
| TAMPA ELEC CO                  SR GLBL NT 35    | 2035-03-01      | 5.1500%  | 0.0000% | $9575000.00        | $9731918.29        | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT6.5%27 | 2027-07-15      | 6.5000%  | 0.0000% | $59000.00          | $60799.60          | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30 | 2030-03-01      | 5.5000%  | 0.0000% | $7000.00           | $7218.75           | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $6000.00           | $6053.20           | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SB 144A NT4.9%44 | 2044-09-15      | 4.9000%  | 0.0000% | $3875000.00        | $3514631.46        | Corporate Debt Securities |
| TEACHERS INS & ANNUITY ASSN AM SUB GLBL 144A 47 | 2047-05-15      | 4.2700%  | 0.0000% | $7130000.00        | $5779132.38        | Corporate Debt Securities |
| TOLEDO HOSPITAL                BD-15B AGM-CR 45 | 2045-11-15      | 4.9820%  | 0.0000% | $3727000.00        | $3275501.90        | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 28    | 2028-10-11      | 3.8830%  | 0.0000% | $105000.00         | $105298.31         | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 29    | 2029-02-19      | 3.4550%  | 0.0000% | $32000.00          | $31628.56          | Corporate Debt Securities |
| TOTAL CAP INTL                 SR GLBL NT 30    | 2030-01-10      | 2.8290%  | 0.0000% | $1352000.00        | $1297107.67        | Corporate Debt Securities |
| TOTALENERGIES CAP SA           SR GLBL NT 64    | 2064-09-10      | 5.4250%  | 0.0000% | $171000.00         | $160674.40         | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT 39    | 2039-01-15      | 7.6250%  | 0.0000% | $8000.00           | $9535.02           | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR NT 5.85%36    | 2036-03-15      | 5.8500%  | 0.0000% | $2000.00           | $2089.70           | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR NT 5%43       | 2043-10-16      | 5.0000%  | 0.0000% | $55000.00          | $50124.13          | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT5.1%49 | 2049-03-15      | 5.1000%  | 0.0000% | $1000.00           | $913.86            | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 30    | 2030-05-15      | 3.2500%  | 0.0000% | $37000.00          | $34971.38          | Corporate Debt Securities |
| TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 50    | 2050-05-15      | 3.9500%  | 0.0000% | $120000.00         | $90338.10          | Corporate Debt Securities |
| TRUIST FINL CORP               ALT TIER I PERP  | 2099-12-31      | 4.9500%  | 0.0000% | $182000.00         | $181797.52         | Corporate Debt Securities |
| TRUSTEES OF PRINCETON UNIV     -A SNK BD3.84%48 | 2048-07-01      | 3.8400%  | 0.0000% | $3257000.00        | $2625641.41        | Corporate Debt Securities |
| UNILEVER CAP CORP              SR GLBL NT5.9%32 | 2032-11-15      | 5.9000%  | 0.0000% | $11000.00          | $12027.34          | Corporate Debt Securities |
| UNION ELEC CO                  1M GLBL BD 32    | 2032-03-15      | 2.1500%  | 0.0000% | $285000.00         | $246377.04         | Corporate Debt Securities |
| UNITEDHEALTH GROUP INC         SR GLBL NT 51    | 2051-05-15      | 3.2500%  | 0.0000% | $33000.00          | $21683.39          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $13000.00          | $12745.85          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 26    | 2026-01-15      | 4.1250%  | 0.0000% | $65000.00          | $65946.16          | Corporate Debt Securities |
| VENTAS RLTY LTD PARTNERSHIP    SR GLBL NT 30    | 2030-11-15      | 4.7500%  | 0.0000% | $145000.00         | $146111.79         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 4.75%28  | 2028-02-15      | 4.7500%  | 0.0000% | $198000.00         | $202473.32         | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 6.125%54 | 2054-04-01      | 6.1250%  | 0.0000% | $29696000.00       | $29471271.39       | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 27 | 2027-03-15      | 3.5000%  | 0.0000% | $375000.00         | $374590.62         | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -A NT 28 | 2028-04-01      | 3.8000%  | 0.0000% | $17000.00          | $17029.83          | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 53 | 2053-04-01      | 5.4500%  | 0.0000% | $4000.00           | $3812.17           | Corporate Debt Securities |
| VIRGINIA ELEC & PWR CO         SR GLBL -B NT 54 | 2054-01-15      | 5.3500%  | 0.0000% | $10000.00          | $9523.11           | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT5.3%48 | 2048-03-01      | 5.3000%  | 0.0000% | $52000.00          | $43997.17          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      CR SEN SR GLBL30 | 2030-02-01      | 4.0500%  | 0.0000% | $39000.00          | $38132.35          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 33    | 2033-04-01      | 6.1500%  | 0.0000% | $23000.00          | $24172.18          | Corporate Debt Securities |
| WESTERN MIDSTREAM OPER LP      SR GLBL NT 29    | 2029-01-15      | 6.3500%  | 0.0000% | $85000.00          | $91302.25          | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 49    | 2049-09-15      | 3.8750%  | 0.0000% | $9347000.00        | $6931567.73        | Corporate Debt Securities |
| WILLIS NORTH AMER INC          SR GLBL NT 33    | 2033-05-15      | 5.3500%  | 0.0000% | $83000.00          | $85269.01          | Corporate Debt Securities |
| WISCONSIN ALUMNI RESH FNDTN    SR NT 3.564%49   | 2049-10-01      | 3.5640%  | 0.0000% | $25000.00          | $18195.28          | Corporate Debt Securities |
| WISCONSIN PUB SVC CORP         SR GLBL NT3.3%49 | 2049-09-01      | 3.3000%  | 0.0000% | $300000.00         | $205397.50         | Corporate Debt Securities |
| WISCONSIN PUB SVC CORP         GLBL NT 5.35%25  | 2025-11-10      | 5.3500%  | 0.0000% | $675000.00         | $681851.63         | Corporate Debt Securities |

### Security 660: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.960000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18TZO0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP18TZO0
- **C.18 - Value (incl. sponsor support):** $349941711.00
- **C.18.a - Value (excl. sponsor support):** $349941711.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BXMT 2021-FL4 LTD              C      20380517 FLT | 2038-05-17      | 6.1782%  | 0.0000% | $1000000.00        | $957061.01         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                F      20520216 FLT | 2052-02-16      | 3.8348%  | 0.0000% | $5522000.00        | $2508545.87        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                G      20520216 FLT | 2052-02-16      | 3.8348%  | 0.0000% | $2315000.00        | $1295978.95        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK12                E      20610517 FLT | 2061-05-17      | 3.0347%  | 0.0000% | $3000000.00        | $1807861.85        | Private Label Collateralized Mortgage Obligations |
| BANK 2017-BNK8                 D      20501117 2.6 | 2050-11-17      | 2.6000%  | 0.0000% | $819000.00         | $428816.48         | Private Label Collateralized Mortgage Obligations |
| BBCMS TR 2017-C1               D      20500217 FLT | 2050-02-17      | 3.7101%  | 0.0000% | $2300000.00        | $1573831.82        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      225B-D 20621215 FLT | 2062-12-15      | 3.4041%  | 0.0000% | $1500000.00        | $29532.30          | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2024-NQM1    B-2    20631225 FLT | 2063-12-25      | 8.1370%  | 0.0000% | $670000.00         | $672371.67         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2017-CQHP             B      20341115 FLT | 2034-11-15      | 5.4590%  | 0.0000% | $5000000.00        | $4637702.92        | Private Label Collateralized Mortgage Obligations |
| BX COML  MTG TR 2020-VIVA      E      20440311 3.6 | 2044-03-11      | 3.6670%  | 0.0000% | $1389000.00        | $1243400.86        | Private Label Collateralized Mortgage Obligations |
| BXMT 2020-FL2 LTD              D      20380218 FLT | 2038-02-18      | 6.6282%  | 0.0000% | $8000000.00        | $7688428.07        | Private Label Collateralized Mortgage Obligations |
| CF MTG  2019-CF1 TR            65A    20520517 4.4 | 2052-05-17      | 4.4114%  | 0.0000% | $3600000.00        | $1807054.66        | Private Label Collateralized Mortgage Obligations |
| CLNY TRUST 2019-IKPR           D      20381115 FLT | 2038-11-15      | 6.7010%  | 0.0000% | $2720000.00        | $2605194.47        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-PFHP           F      20301216 FLT | 2030-12-16      | 8.8490%  | 0.0000% | $9900000.00        | $8995705.12        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-LC13          E      20460810 FLT | 2046-08-10      | 3.7191%  | 0.0000% | $2000000.00        | $745484.74         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-DC1           D      20480212 FLT | 2048-02-12      | 4.4324%  | 0.0000% | $10000000.00       | $6760705.17        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CALI           A      20321112 3.4 | 2032-11-12      | 3.4313%  | 0.0000% | $9060000.00        | $7364096.06        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC27   D      20480212 FLT | 2048-02-12      | 4.5429%  | 0.0000% | $1200000.00        | $686142.98         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   B      20481113 FLT | 2048-11-13      | 4.3460%  | 0.0000% | $5000000.00        | $4524584.72        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P8  D      20500916 3.0 | 2050-09-16      | 3.0000%  | 0.0000% | $500000.00         | $307830.33         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2020-GC46  E      20530218 2.6 | 2053-02-18      | 2.6000%  | 0.0000% | $1000000.00        | $506281.45         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-3    E      20521018 FLT | 2052-10-18      | 4.8655%  | 0.0000% | $3290000.00        | $3031696.90        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    C      20521217 2.2 | 2052-12-17      | 2.2500%  | 0.0000% | $700000.00         | $640605.35         | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-4    E      20521217 3.3 | 2052-12-17      | 3.3790%  | 0.0000% | $3432000.00        | $2953929.17        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    B      20530815 2.2 | 2053-08-15      | 2.2030%  | 0.0000% | $100000.00         | $89640.86          | Private Label Collateralized Mortgage Obligations |
| COREVEST AMCR FIN TR 2020-3    D      20530815 2.9 | 2053-08-15      | 2.9500%  | 0.0000% | $605000.00         | $524345.27         | Private Label Collateralized Mortgage Obligations |
| DC OFFICE TRUST 2019-MTC       E      20450915 FLT | 2045-09-15      | 3.1744%  | 0.0000% | $871000.00         | $685633.92         | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-C3           D      20490812 FLT | 2049-08-12      | 3.6166%  | 0.0000% | $9890000.00        | $5766219.99        | Private Label Collateralized Mortgage Obligations |
| FONTA MIA BE MRTG TR 2024-FBLU G      20391215 FLT | 2039-12-15      | 9.9618%  | 0.0000% | $2080000.00        | $2086378.80        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC MSCR TR 2025-MN10  M-2    20450227 FLT | 2045-02-27      | 7.1552%  | 0.0000% | $3000000.00        | $2972981.32        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2013-PEMB       A      20330307 FLT | 2033-03-07      | 3.6678%  | 0.0000% | $10445000.00       | $9013561.11        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC22       C      20470612 FLT | 2047-06-12      | 4.7255%  | 0.0000% | $4792000.00        | $3208678.54        | Private Label Collateralized Mortgage Obligations |
| ARBOR RLTY COM NT 2021-FL4     C      20361117 FLT | 2036-11-17      | 6.7262%  | 0.0000% | $7500000.00        | $7479943.20        | Private Label Collateralized Mortgage Obligations |
| BAMLL COMMERCIAL MTG 2025-ASHF F      20420218 FLT | 2042-02-18      | 13.3120% | 0.0000% | $6000000.00        | $5951776.00        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      G      20380816 FLT | 2038-08-16      | 8.2765%  | 0.0000% | $2500000.00        | $869948.09         | Private Label Collateralized Mortgage Obligations |
| BXMT LTD 2020-FL3              C      20371118 FLT | 2037-11-18      | 7.4782%  | 0.0000% | $4600000.00        | $4513614.09        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND H      20360515 FLT | 2036-05-15      | 9.0765%  | 0.0000% | $5000000.00        | $351909.34         | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  A      20361215 FLT | 2036-12-15      | 5.3765%  | 0.0000% | $4000000.00        | $3210005.67        | Private Label Collateralized Mortgage Obligations |
| MORGAN STN CAP I TR 2019-NUGS  C      20361215 FLT | 2036-12-15      | 5.9265%  | 0.0000% | $3000000.00        | $555691.75         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      B      20460817 FLT | 2046-08-17      | 4.2122%  | 0.0000% | $1985000.00        | $1321718.45        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C11      C      20460817 FLT | 2046-08-17      | 4.2122%  | 0.0000% | $215000.00         | $12990.47          | Private Label Collateralized Mortgage Obligations |
| MORGAN STNLY BAML TR 2025-5C1  F      20580315 FLT | 2058-03-15      | 4.0000%  | 0.0000% | $5000000.00        | $3496846.11        | Private Label Collateralized Mortgage Obligations |
| MULTIF CONT AVE SEC TR 2025-01 M-2    20550525 FLT | 2055-05-25      | 7.4142%  | 0.0000% | $5000000.00        | $5012297.47        | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- B-2    20631025 FLT | 2063-10-25      | 7.5228%  | 0.0000% | $6665000.00        | $5961162.96        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM4            B-2    20640125 FLT | 2064-01-25      | 7.9071%  | 0.0000% | $3134000.00        | $2762477.04        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-1B   20640625 FLT | 2064-06-25      | 7.4790%  | 0.0000% | $21251000.00       | $20511268.63       | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM13              B-3    20640625 FLT | 2064-06-25      | 7.7170%  | 0.0000% | $286000.00         | $197556.05         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-1    20650525 FLT | 2065-05-25      | 0.0100%  | 0.0000% | $40743000.00       | $40803340.38       | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM11           A-2    20650525 FLT | 2065-05-25      | 5.6200%  | 0.0000% | $1609000.00        | $1611328.22        | Private Label Collateralized Mortgage Obligations |
| RADIAN MORTGAGE CAP TR 2025-J2 A-15   20551125 FLT | 2055-11-25      | 5.5000%  | 0.0000% | $10000000.00       | $10039915.56       | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2016-C5    D      20481013 FLT | 2048-10-13      | 4.9716%  | 0.0000% | $4000000.00        | $3020523.49        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.7618%  | 0.0000% | $26700000.00       | $26549645.17       | Private Label Collateralized Mortgage Obligations |
| STWD LTD 2022-FL3              E      20381118 FLT | 2038-11-18      | 7.5539%  | 0.0000% | $1210000.00        | $1153284.20        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-5    20550625 FLT | 2055-06-25      | 6.1973%  | 0.0000% | $1291000.00        | $743049.59         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2738%  | 0.0000% | $10505000.00       | $10543354.01       | Private Label Collateralized Mortgage Obligations |
| WBHT CML MTG TR 2025-WBM       B      20420616 FLT | 2042-06-16      | 6.5059%  | 0.0000% | $5700000.00        | $5693083.63        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC C      20400717 FLT | 2040-07-17      | 6.0301%  | 0.0000% | $2800000.00        | $2868198.40        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  D      20580717 FLT | 2058-07-17      | 4.1858%  | 0.0000% | $4090000.00        | $2795629.12        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  E      20580717 FLT | 2058-07-17      | 3.4190%  | 0.0000% | $3000000.00        | $749391.58         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C31   E      20481118 FLT | 2048-11-18      | 4.7901%  | 0.0000% | $5864000.00        | $4083377.06        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-BNK1  C      20490817 FLT | 2049-08-17      | 3.0710%  | 0.0000% | $663000.00         | $461888.14         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    D      20341215 FLT | 2034-12-15      | 6.1330%  | 0.0000% | $390000.00         | $157211.11         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-DWHP G      20380415 FLT | 2038-04-15      | 12.9939% | 0.0000% | $7340000.00        | $7068905.26        | Private Label Collateralized Mortgage Obligations |
| GS MORTGAGE SECS TR 2019-GC40  C      20520712 FLT | 2052-07-12      | 3.9460%  | 0.0000% | $3205000.00        | $2665780.29        | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           B      20340912 FLT | 2034-09-12      | 3.1584%  | 0.0000% | $4000000.00        | $622577.07         | Private Label Collateralized Mortgage Obligations |
| GSCG TRUST 2019-600C           C      20340912 FLT | 2034-09-12      | 3.4616%  | 0.0000% | $1000000.00        | $83388.51          | Private Label Collateralized Mortgage Obligations |
| GS MTG-BACK SEC TR 2023-CCM1   B-2    20530825 FLT | 2053-08-25      | 7.3968%  | 0.0000% | $1880000.00        | $1869832.20        | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.7478%  | 0.0000% | $14599000.00       | $14672470.43       | Private Label Collateralized Mortgage Obligations |
| HONO MORTGAGE TRUST 2021-LULU  F      20361215 FLT | 2036-12-15      | 8.8265%  | 0.0000% | $12000000.00       | $11600852.40       | Private Label Collateralized Mortgage Obligations |
| HUDSONS BAY JV TR 2015-HBS     D-7    20340807 FLT | 2034-08-07      | 5.3310%  | 0.0000% | $3374500.00        | $3123040.33        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 F      20490817 FLT | 2049-08-17      | 4.3057%  | 0.0000% | $2000000.00        | $1825810.96        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2012-WLD  A      20300507 3.9 | 2030-05-07      | 3.9054%  | 0.0000% | $51132000.00       | $36359167.85       | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C27 E      20480218 FLT | 2048-02-18      | 2.8050%  | 0.0000% | $4000000.00        | $434638.33         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2018-AON C      20310708 4.5 | 2031-07-08      | 4.5798%  | 0.0000% | $1000000.00        | $678689.28         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5690%  | 0.0000% | $8246000.00        | $6890712.01        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2019-HYB1     B-6    20491025 FLT | 2049-10-25      | 4.7404%  | 0.0000% | $3345030.00        | $2274192.21        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    F      20361215 FLT | 2036-12-15      | 7.7765%  | 0.0000% | $8181000.00        | $48119.55          | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2021-NYAH H      20380615 FLT | 2038-06-15      | 8.0665%  | 0.0000% | $3880000.00        | $2892971.65        | Private Label Collateralized Mortgage Obligations |
| LBA TR 2024-BOLT               E      20390615 FLT | 2039-06-15      | 7.9999%  | 0.0000% | $500000.00         | $500416.64         | Private Label Collateralized Mortgage Obligations |
| LCCM MORTGAGE TR 2017-LC26     D      20500712 3.3 | 2050-07-12      | 3.3270%  | 0.0000% | $5000000.00        | $3822450.42        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       C      20500311 FLT | 2050-03-11      | 4.8220%  | 0.0000% | $4169000.00        | $3888031.90        | Private Label Collateralized Mortgage Obligations |
| LSTAR COML MTG TR 2017-5       D      20500311 FLT | 2050-03-11      | 4.8220%  | 0.0000% | $2386000.00        | $1999180.24        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.5018%  | 0.0000% | $13400000.00       | $13392353.96       | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                F      20411216 FLT | 2041-12-16      | 9.7498%  | 0.0000% | $6600000.00        | $6604701.84        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   D      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $3525000.00        | $2748991.61        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $2000000.00        | $1480687.55        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   F      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $1312000.00        | $895776.89         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            A      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1500000.00        | $1090763.42        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            B      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $3812000.00        | $2668102.78        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            C      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $5315000.00        | $3348333.23        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            D      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $12204000.00       | $7383395.97        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            E      20420212 FLT | 2042-02-12      | 3.5926%  | 0.0000% | $4902000.00        | $2488123.00        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF F      20341115 FLT | 2034-11-15      | 8.9590%  | 0.0000% | $2500000.00        | $2369232.29        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF G      20341115 FLT | 2034-11-15      | 11.5090% | 0.0000% | $4000000.00        | $3775013.66        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND B      20360515 FLT | 2036-05-15      | 5.7265%  | 0.0000% | $4385000.00        | $865537.75         | Private Label Collateralized Mortgage Obligations |

### Security 661: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18WT10, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18WT10
- **C.18 - Value (incl. sponsor support):** $824463156.00
- **C.18.a - Value (excl. sponsor support):** $824463156.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 5.0500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| WELLFLEET CLO 2018-3 LTD       SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $3125000.00        | $659087.50         | Asset-Backed Securities |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $5000000.00        | $67215.00          | Asset-Backed Securities |
| WIND RIV 2021- 0.0 20APR34 144A FRN                | 2037-07-20      | 0.0000%  | 0.0000% | $12300000.00       | $4797000.00        | Asset-Backed Securities |
| WIND RIVER CLO LTD 2024-1      F      20370420 FLT | 2037-04-20      | 10.7695% | 0.0000% | $1733000.00        | $1477730.20        | Asset-Backed Securities |
| ZAYO ISSUER LLC 2025-1         C      20550320 8.6 | 2055-03-20      | 8.6590%  | 0.0000% | $2500000.00        | $2567850.69        | Asset-Backed Securities |
| ACACIA CDO 7 2005-7            A      20450112 FLT | 2045-01-12      | 4.7933%  | 0.0000% | $25000000.00       | $870470.42         | Asset-Backed Securities |
| ALESCO PREF  FDG VI, 2004-6    D1     20350323 FLT | 2035-03-23      | 7.5825%  | 0.0000% | $3000000.00        | $2349533.85        | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2012-4 SUB NT 20320420 FLT | 2032-04-20      | 0.0000%  | 0.0000% | $6280152.00        | $2149940.96        | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.8400%  | 0.0000% | $35000000.00       | $243116.71         | Asset-Backed Securities |
| C-BASS CBO XVIII 2007-18       C      20470313 FLT | 2047-03-13      | 6.8537%  | 0.0000% | $4870000.00        | $14891.70          | Asset-Backed Securities |
| DRYDEN XXVI SR LN FD 2013-26   SUB NT 20250715 FLT | 2025-07-15      | 0.0000%  | 0.0000% | $3000000.00        | $7500.00           | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $8500000.00        | $38462.50          | Asset-Backed Securities |
| ARES L CLO LTD 2018-50         SUB    20320115 FLT | 2032-01-15      | 0.0000%  | 0.0000% | $1500000.00        | $342118.50         | Asset-Backed Securities |
| GREYWOLF CLO 2018-7            SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $3523684.00        | $1776112.92        | Asset-Backed Securities |
| MAGNETITE XVIII LTD 2016-18    SUB NT 20281115 FLT | 2028-11-15      | 0.0000%  | 0.0000% | $3750000.00        | $1375278.75        | Asset-Backed Securities |
| OZLM LTD 2014-9                SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $6000000.00        | $871692.00         | Asset-Backed Securities |
| TABERNA PREF FDG IX 2007-9     A-2LB  20380505 FLT | 2038-05-05      | 5.7721%  | 0.0000% | $20000000.00       | $2434991.13        | Asset-Backed Securities |
| THL CREDIT WND RVR LTD 2015-1  SUB    20270720 FLT | 2027-07-20      | 0.0000%  | 0.0000% | $4350000.00        | $442408.05         | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.7218%  | 0.0000% | $15600000.00       | $1989091.38        | Asset-Backed Securities |
| VOYA CLO LTD 2016-3            SUB    20271018 FLT | 2027-10-18      | 0.0000%  | 0.0000% | $4612500.00        | $1150523.55        | Asset-Backed Securities |
| VENTURE 38 CLO LTD 2019-38     SUB    20320730 FLT | 2032-07-30      | 0.0000%  | 0.0000% | $750000.00         | $249288.75         | Asset-Backed Securities |
| WELLFLEET CLO LTD 2017-2       SUB NT 20291020 FLT | 2029-10-20      | 0.0000%  | 0.0000% | $2000000.00        | $261868.00         | Asset-Backed Securities |
| BELLEMEADE RE LTD 2022-2       M-2    20320927 FLT | 2032-09-27      | 13.5552% | 0.0000% | $1000000.00        | $1140918.66        | Asset-Backed Securities |
| BERNOULLI CDO I 2006-1         B      20420707 FLT | 2042-07-07      | 5.4437%  | 0.0000% | $35000000.00       | $2972679.15        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI US CLO 2018  SUB    20300115 FLT | 2030-01-15      | 0.0000%  | 0.0000% | $13867136.00       | $3644075.33        | Asset-Backed Securities |
| BLUEMOUNTAIN FUJI CLO II 2017  SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1870000.00        | $477261.40         | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM1     B-1    20630125 FLT | 2063-01-25      | 6.1845%  | 0.0000% | $10963000.00       | $10481580.85       | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM1     AIOS   20630125 FLT | 2063-01-25      | 0.1750%  | 0.0000% | $365486080.00      | $256470.33         | Asset-Backed Securities |
| BRAVO RESI FDG TR 2024-RPL1    AIOS   20631025 FLT | 2063-10-25      | 0.1000%  | 0.0000% | $338130944.00      | $1777475.02        | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM6     B-2    20630925 FLT | 2063-09-25      | 7.9977%  | 0.0000% | $7374000.00        | $6804487.97        | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    B      20630525 FLT | 2063-05-25      | 5.1027%  | 0.0000% | $47365952.00       | $29964940.58       | Asset-Backed Securities |
| BRAVO RESIDENTIAL 2023-RPL1    AIOS   20630525 FLT | 2063-05-25      | 0.1000%  | 0.0000% | $460918272.00      | $1066359.60        | Asset-Backed Securities |
| BRAVO RES FDG TR 2022-NQM3     B-2    20620725 FLT | 2062-07-25      | 5.6368%  | 0.0000% | $8701000.00        | $6527218.35        | Asset-Backed Securities |
| BRAVO RES FDG TR 2022-NQM3     A-IO-S 20620725 FLT | 2062-07-25      | 0.4000%  | 0.0000% | $386712320.00      | $1758643.51        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-1    20550225 FLT | 2055-02-25      | 7.1160%  | 0.0000% | $8323000.00        | $8414364.34        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-2    20550225 FLT | 2055-02-25      | 8.1080%  | 0.0000% | $4673000.00        | $4727433.18        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     B-3    20550225 FLT | 2055-02-25      | 8.8683%  | 0.0000% | $6132930.00        | $6079027.37        | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     AIOS   20550225 FLT | 2055-02-25      | 0.0500%  | 0.0000% | $292042880.00      | $356523.80         | Asset-Backed Securities |
| BRAVO RES FDG TR 2025-CES1     XS     20550225 FLT | 2055-02-25      | 2.1514%  | 0.0000% | $292042880.00      | $19935586.01       | Asset-Backed Securities |
| BRAVO RESI FDING TR 2023-NQM5  B-2    20630625 FLT | 2063-06-25      | 7.3607%  | 0.0000% | $6643000.00        | $6152227.77        | Asset-Backed Securities |
| BRAVO RESI FDING TR 2023-NQM5  A-IO-S 20630625 FLT | 2063-06-25      | 0.1500%  | 0.0000% | $324038656.00      | $304302.46         | Asset-Backed Securities |
| BRAVO RESI FDING TR 2023-NQM5  XS     20630625 FLT | 2063-06-25      | 0.6402%  | 0.0000% | $324040192.00      | $3108491.99        | Asset-Backed Securities |
| BRAVO RES FDG TR 2023-NQM4     B-2    20630525 FLT | 2063-05-25      | 7.0760%  | 0.0000% | $6191000.00        | $5161734.75        | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- B-1    20620525 FLT | 2062-05-25      | 4.6469%  | 0.0000% | $4293000.00        | $3263694.73        | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- B-2    20620525 FLT | 2062-05-25      | 4.6469%  | 0.0000% | $3802000.00        | $1069070.57        | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- AIOS   20620525 FLT | 2062-05-25      | 0.1750%  | 0.0000% | $245308672.00      | $1136627.26        | Asset-Backed Securities |
| BRAVO RESIDENTIAL FDG TR 2023- XS     20620525 FLT | 2062-05-25      | 0.0000%  | 0.0000% | $245308672.00      | $1636571.34        | Asset-Backed Securities |
| BUCKINGHAM CDO III LTD 2007-3  D 144A 20510905 FLT | 2051-09-05      | 8.7500%  | 0.0000% | $5000000.00        | $52034.81          | Asset-Backed Securities |
| C-BASS ABS 2005-RP2            B-2    20350901 FLT | 2035-09-01      | 6.5000%  | 0.0000% | $3505000.00        | $3777093.54        | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      A      20341215 FLT | 2034-12-15      | 7.8400%  | 0.0000% | $35918000.00       | $253003.27         | Asset-Backed Securities |
| CBASS CBO XII LTD 2004-12      C      20400315 FLT | 2040-03-15      | 8.7500%  | 0.0000% | $7000000.00        | $775157.83         | Asset-Backed Securities |
| C-BASS CBO XIII 2005-13        C      20400317 FLT | 2040-03-17      | 8.5800%  | 0.0000% | $5500000.00        | $563201.83         | Asset-Backed Securities |
| CMO HLDG II BSABS HE11 2005-11 A-1    20351125 5.5 | 2035-11-25      | 5.5000%  | 0.0000% | $704000.00         | $86736.39          | Asset-Backed Securities |
| COOF SECURITIZATION TR 2015-1  PTC    20401025 FLT | 2040-10-25      | 2.2092%  | 0.0000% | $365958144.00      | $1245145.73        | Asset-Backed Securities |
| CPS AUTO RECV TR 2023-D        E      20310515 10. | 2031-05-15      | 10.1300% | 0.0000% | $9900000.00        | $10996591.65       | Asset-Backed Securities |
| COOF SECURITIZATION TR 2014-1  PTC    20400615 FLT | 2040-06-15      | 3.2910%  | 0.0000% | $100000000.00      | $341250.16         | Asset-Backed Securities |
| CSMC TRUST 2006-CF2            B-1    20360525 FLT | 2036-05-25      | 6.2837%  | 0.0000% | $6466000.00        | $4655536.68        | Asset-Backed Securities |
| CSMC SERIES 2014-2R            16-A-3 20370827 FLT | 2037-08-27      | 2.7500%  | 0.0000% | $2196040.00        | $763480.72         | Asset-Backed Securities |
| CSMC SERIES 2014-9R            5-A-2  20361029 FLT | 2036-10-29      | 6.0000%  | 0.0000% | $3992148.00        | $1370929.27        | Asset-Backed Securities |
| COLT MTG LOAN TR 2022-7        B-2    20670725 FLT | 2067-07-25      | 6.2622%  | 0.0000% | $960000.00         | $941677.94         | Asset-Backed Securities |
| CWABS INC NIM 2006-17N         N 144A 20370525 7.0 | 2037-05-25      | 7.0000%  | 0.0000% | $2498560.00        | $866.01            | Asset-Backed Securities |
| CWABS INC NIM 2005-9N          N      20361025 5.5 | 2036-10-25      | 5.5000%  | 0.0000% | $20685000.00       | $1811.10           | Asset-Backed Securities |
| CWABS INC 2004-5               A      20341025 FLT | 2034-10-25      | 5.3337%  | 0.0000% | $40375000.00       | $534784.58         | Asset-Backed Securities |
| CWABS INC 2004-9               MV-5   20341125 FLT | 2034-11-25      | 6.0837%  | 0.0000% | $3000000.00        | $1069372.87        | Asset-Backed Securities |
| CWABS INC 2004-14              M-5    20341225 FLT | 2034-12-25      | 6.0837%  | 0.0000% | $7000000.00        | $2596211.13        | Asset-Backed Securities |
| COOPR RES MTG TR 2025-CES2     A-1A   20600625 FLT | 2060-06-25      | 5.5020%  | 0.0000% | $6378000.00        | $6430453.73        | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2013-4 INC NT 20251015 FLT | 2025-10-15      | 0.0000%  | 0.0000% | $524000.00         | $24995.32          | Asset-Backed Securities |
| CARLYLE GLBL MKT STRTGS 2014-4 NONCAR 20261015 FLT | 2026-10-15      | 0.0000%  | 0.0000% | $3300000.00        | $798270.00         | Asset-Backed Securities |
| CARLYLE GLOABL MARKET STRATEGI E      20300715 FLT | 2030-07-15      | 12.4377% | 0.0000% | $2500000.00        | $2293690.97        | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-FRE1    A-3    20360425 FLT | 2036-04-25      | 4.5837%  | 0.0000% | $650000.00         | $87158.65          | Asset-Backed Securities |
| CARRINGTON MTG LN 2006-NC2     M-1    20360625 FLT | 2036-06-25      | 4.8387%  | 0.0000% | $7172100.00        | $5765073.32        | Asset-Backed Securities |
| CARVANA AUTO RECS TR 2021-N3   E      20280612 3.1 | 2028-06-12      | 3.1600%  | 0.0000% | $16000000.00       | $10912092.88       | Asset-Backed Securities |
| CARVANA AUTO REC TR 2023-N1    E      20300410 10. | 2030-04-10      | 10.4600% | 0.0000% | $11691000.00       | $12688559.25       | Asset-Backed Securities |
| FCCCATSKILL PARK CLO 17-1      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $3250000.00        | $130000.00         | Asset-Backed Securities |
| CEDAR FUNDING XI CLO 2019-11   SUB    20320601 FLT | 2032-06-01      | 0.0000%  | 0.0000% | $5000000.00        | $1100000.00        | Asset-Backed Securities |
| CENTERSQUARE ISSUER LLC 2024-1 B      20541026 5.6 | 2054-10-26      | 5.6000%  | 0.0000% | $8500000.00        | $7631060.11        | Asset-Backed Securities |
| CENTRE SQUARE CDO LT           A-3    20511119 FLT | 2051-11-19      | 1.6523%  | 0.0000% | $15000000.00       | $1208716.70        | Asset-Backed Securities |
| CHEC LOAN TRUST 2004-2         M-6    20340125 FLT | 2034-01-25      | 8.9337%  | 0.0000% | $1250000.00        | $150845.76         | Asset-Backed Securities |
| CITIGROUP MTG LN TR 2006-NC1   M-1    20360825 FLT | 2036-08-25      | 4.8687%  | 0.0000% | $15570000.00       | $8687894.97        | Asset-Backed Securities |
| CITIUS I FDG LTD 2006-1        C      20460505 FLT | 2046-05-05      | 8.8700%  | 0.0000% | $5000000.00        | $48897.18          | Asset-Backed Securities |
| COLLEGE AVE ST LN 2017-A       B      20461126 4.5 | 2046-11-26      | 4.5000%  | 0.0000% | $150000.00         | $32994.69          | Asset-Backed Securities |
| COLLEGE AVE ST LN 2017-A       C      20461126 5.0 | 2046-11-26      | 5.0000%  | 0.0000% | $500000.00         | $107784.58         | Asset-Backed Securities |
| COLUMBIA CENT CLO 30 LTD 2020  SUB    20340120 FLT | 2034-01-20      | 0.0000%  | 0.0000% | $11120000.00       | $1890400.00        | Asset-Backed Securities |
| COMMODORE CDO III 2005         B 144A 20400306 FLT | 2040-03-06      | 9.2300%  | 0.0000% | $20500000.00       | $1318970.00        | Asset-Backed Securities |
| COMPASS DATACENTERS 2024-2     B-1    20490825 5.9 | 2049-08-25      | 5.9990%  | 0.0000% | $2250000.00        | $2294330.25        | Asset-Backed Securities |
| CORONADO CDO 2003              B-1    20380907 FLT | 2038-09-07      | 6.0811%  | 0.0000% | $5000000.00        | $856120.14         | Asset-Backed Securities |
| CWABS INC NIM 2006-BC2N        N 144A 20470225 6.5 | 2047-02-25      | 6.5000%  | 0.0000% | $1000000.00        | $306.71            | Asset-Backed Securities |
| CWABS INC NIM 2006-12N         NT 144 20370725 7.2 | 2037-07-25      | 7.2500%  | 0.0000% | $1490944.00        | $384.60            | Asset-Backed Securities |
| CPS AUTO RECV TR 2023-C        E      20310218 9.6 | 2031-02-18      | 9.6600%  | 0.0000% | $1883000.00        | $2052498.24        | Asset-Backed Securities |
| REGIONAL DIVER FDG LTD 2000-1  NT     20300315 9.2 | 2030-03-15      | 9.2500%  | 0.0000% | $7000000.00        | $13336.99          | Asset-Backed Securities |
| RENAISSANCE HEQ 2006-4         N      20370125 7.1 | 2037-01-25      | 7.1420%  | 0.0000% | $4997120.00        | $1242.53           | Asset-Backed Securities |
| RENAISSANCE HEQ 2007-2         N 144A 20370625 0.0 | 2037-06-25      | 8.3530%  | 0.0000% | $2475000.00        | $7151.38           | Asset-Backed Securities |
| RESIDENTIAL ASSET SEC 2005-KS5 M-8    20350625 FLT | 2035-06-25      | 5.6837%  | 0.0000% | $3448000.00        | $2811721.92        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-2      SUB NT 20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5833328.00        | $816665.92         | Asset-Backed Securities |
| ROCKFORD TOWER CLO LTD 2020-1  SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $7000000.00        | $4200000.00        | Asset-Backed Securities |
| ROCKFORD TWR CLO LTD 2021-3R   E-R    20380115 FLT | 2038-01-15      | 11.6761% | 0.0000% | $5000000.00        | $5057947.72        | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2017-3      SUB NT 20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4083328.00        | $530832.64         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2018-1      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $1100000.00        | $110000.00         | Asset-Backed Securities |
| ROCKFORD TOWER CLO 2018-2      SUB    20311020 FLT | 2031-10-20      | 0.0000%  | 0.0000% | $4083328.00        | $489999.36         | Asset-Backed Securities |
| RR 2 LTD 2017-2                SUB NT 21171015 FLT | 2117-10-15      | 0.0000%  | 0.0000% | $7142000.00        | $2214020.00        | Asset-Backed Securities |
| SBA IO 2018- 2.66919 25MAR44 144A F                | 2044-03-25      | 2.7828%  | 0.0000% | $72737664.00       | $701415.53         | Asset-Backed Securities |
| SBA IO 2018- 2.84027 25JUL44 144A F                | 2044-07-25      | 1.3762%  | 0.0000% | $35395456.00       | $323594.70         | Asset-Backed Securities |
| SBA IO 2018- 2.80842 24MAY44 144A F                | 2044-05-24      | 2.6765%  | 0.0000% | $43684672.00       | $452761.63         | Asset-Backed Securities |
| SALT TR 2021-1                 C      20330228 5.9 | 2033-02-28      | 5.9260%  | 0.0000% | $1250000.00        | $371092.01         | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    B      20330315 FLT | 2033-03-15      | 5.2797%  | 0.0000% | $5737000.00        | $233265.87         | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-B    C      20330315 FLT | 2033-03-15      | 6.1797%  | 0.0000% | $11313900.00       | $2965576.52        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2003-C    C      20320915 FLT | 2032-09-15      | 6.1797%  | 0.0000% | $8020000.00        | $2024814.97        | Asset-Backed Securities |
| STAR TRUST 2022-SFR3           E2     20390519 FLT | 2039-05-19      | 8.0118%  | 0.0000% | $2000000.00        | $2008402.44        | Asset-Backed Securities |
| SALUDA GRADE MTG TR 23-FIG4    A      20531125 FLT | 2053-11-25      | 6.7180%  | 0.0000% | $2800000.00        | $2128886.58        | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      E      20320615 7.7 | 2032-06-15      | 7.7620%  | 0.0000% | $1600000.00        | $1368540.83        | Asset-Backed Securities |
| SANTANDER BANK N.A 2024-A      F      20320615 10. | 2032-06-15      | 10.1710% | 0.0000% | $3700000.00        | $3198066.60        | Asset-Backed Securities |
| SAXON ASSET SEC TR 2007-4      M-1    20371228 FLT | 2037-12-28      | 7.4337%  | 0.0000% | $6935000.00        | $4557944.45        | Asset-Backed Securities |
| SAYBROOK PT CBO II 2002-2      B2     20350208 FLT | 2035-02-08      | 6.4537%  | 0.0000% | $13000000.00       | $175463.89         | Asset-Backed Securities |
| SECURITIZED ASSET REC 2004-DO1 M-2    20340725 FLT | 2034-07-25      | 6.3837%  | 0.0000% | $4000000.00        | $671416.08         | Asset-Backed Securities |
| SECURITY NATL MTG 2007-1       M-1    20370425 FLT | 2037-04-25      | 6.7500%  | 0.0000% | $9619120.00        | $2997123.05        | Asset-Backed Securities |
| SHARPS SP I NIM 2005-HE4N      N      20350725 5.2 | 2035-07-25      | 5.2500%  | 0.0000% | $7995390.00        | $951.29            | Asset-Backed Securities |
| SIXTH STREET CLO LTD 2023-22R  E-R    20380421 FLT | 2038-04-21      | 9.0195%  | 0.0000% | $2000000.00        | $2022115.72        | Asset-Backed Securities |
| SMB PRIVATE EDU LN TR  2024-D  D      20530715 7.5 | 2053-07-15      | 7.5100%  | 0.0000% | $29229000.00       | $30124201.44       | Asset-Backed Securities |
| SMB PRIVATE EDU LN TR  2024-D  ER     20530715 FLT | 2053-07-15      | 0.0000%  | 0.0000% | $29833280.00       | $22457299.85       | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3L   20371007 FLT | 2037-10-07      | 5.4163%  | 0.0000% | $5975000.00        | $2316137.25        | Asset-Backed Securities |
| SOLOSO CDO 2007-1              A-3F   20371007 FLT | 2037-10-07      | 5.4163%  | 0.0000% | $1100000.00        | $426401.84         | Asset-Backed Securities |
| SOLRR AIRCRAFT LTD 2021-1      C      20461015 5.6 | 2046-10-15      | 5.6820%  | 0.0000% | $5250000.00        | $2587717.89        | Asset-Backed Securities |
| SOUND PNT CLO VI LTD 2014-6    SUB    20261020 FLT | 2026-10-20      | 0.0000%  | 0.0000% | $10521200.00       | $503197.43         | Asset-Backed Securities |
| SOUND PT CLO XX 0.0625 20JAN32 144A                | 2032-01-20      | 0.0625%  | 0.0000% | $656250.00         | $154576.75         | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-22    SUB    20320120 FLT | 2032-01-20      | 0.0000%  | 0.0000% | $17080000.00       | $4567174.92        | Asset-Backed Securities |
| SOUND POINT CLO 2017-17        SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $4250000.00        | $255000.00         | Asset-Backed Securities |
| SOUNDVIEW HM LN 2004-WMC1      M-5    20350125 FLT | 2035-01-25      | 5.7837%  | 0.0000% | $6800000.00        | $1213400.34        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT1      M-2    20350625 FLT | 2035-06-25      | 5.1087%  | 0.0000% | $384998.00         | $11726.65          | Asset-Backed Securities |
| SOUNDVIEW HM LN 2005-OPT3      M-4    20351125 FLT | 2035-11-25      | 5.4537%  | 0.0000% | $6548000.00        | $5230711.63        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2001-2         M-2    20300325 FLT | 2030-03-25      | 6.2337%  | 0.0000% | $1700000.00        | $35852.80          | Asset-Backed Securities |
| SOUNDVIEW HM LN 2006-3         M-1    20361125 FLT | 2036-11-25      | 4.8687%  | 0.0000% | $37407872.00       | $2897858.20        | Asset-Backed Securities |
| SOUNDVIEW HM LN 2007-1         M-1    20370325 FLT | 2037-03-25      | 4.9137%  | 0.0000% | $7176000.00        | $5964137.54        | Asset-Backed Securities |
| SOUND POINT CLO XXIV LTD 2019  SUB    20321025 FLT | 2032-10-25      | 0.0000%  | 0.0000% | $4920000.00        | $1716130.44        | Asset-Backed Securities |
| SOUTH COAST FDG VII 2005-7     A-2    20410107 FLT | 2041-01-07      | 0.6443%  | 0.0000% | $26083000.00       | $259984.73         | Asset-Backed Securities |
| SPIRIT AIRLINES INC 2015-1     A      20291001 4.1 | 2029-10-01      | 4.1000%  | 0.0000% | $23386000.00       | $10637015.38       | Asset-Backed Securities |
| SPIRIT AIRLINES 2017-1         A      20310815 3.6 | 2031-08-15      | 3.6500%  | 0.0000% | $2326000.00        | $1275935.33        | Asset-Backed Securities |
| SPRINGCASTLE AMER FDG 2020-A   A      20370925 1.9 | 2037-09-25      | 1.9700%  | 0.0000% | $574000.00         | $111084.67         | Asset-Backed Securities |
| STACK LTD 2004-1               D      20390510 FLT | 2039-05-10      | 8.0537%  | 0.0000% | $5000000.00        | $1496095.46        | Asset-Backed Securities |
| STAR 2021-SFR1                 H      20380419 FLT | 2038-04-19      | 8.8765%  | 0.0000% | $1210000.00        | $1197939.20        | Asset-Backed Securities |
| STARWOOD MTG RES TRUST 2021-6  B-2    20661125 FLT | 2066-11-25      | 3.9350%  | 0.0000% | $3921000.00        | $2872441.72        | Asset-Backed Securities |
| STATIC RESI CDO 2005-B         A-1F   20401114 FLT | 2040-11-14      | 5.1337%  | 0.0000% | $210538752.00      | $1324126.64        | Asset-Backed Securities |
| STATIC RESI CDO 2006-A         B      20381012 FLT | 2038-10-12      | 1.1326%  | 0.0000% | $12000000.00       | $150309.86         | Asset-Backed Securities |
| STATIC RESI CDO 2006-A         E      20381012 FLT | 2038-10-12      | 4.7076%  | 0.0000% | $13000000.00       | $251415.22         | Asset-Backed Securities |
| STEELE CREEK CLO 2016-1R LTD   F-R    20310616 FLT | 2031-06-16      | 11.4801% | 0.0000% | $3000000.00        | $369373.42         | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      A-3L   20401117 FLT | 2040-11-17      | 3.5541%  | 0.0000% | $14000000.00       | $76031.66          | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2005-WF4 M8     20351125 FLT | 2035-11-25      | 7.0587%  | 0.0000% | $3200000.00        | $3144808.32        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2003-BC9  M2     20330825 FLT | 2033-08-25      | 7.0587%  | 0.0000% | $46347000.00       | $565367.88         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-8    B2     20340925 FLT | 2034-09-25      | 5.5000%  | 0.0000% | $5765616.00        | $2883461.68        | Asset-Backed Securities |
| STRUCTURED ASSET INV 2004-11   M-2    20350125 FLT | 2035-01-25      | 5.4087%  | 0.0000% | $2862000.00        | $745873.69         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-HE1  M2     20350725 FLT | 2035-07-25      | 5.1537%  | 0.0000% | $360000.00         | $165819.28         | Asset-Backed Securities |
| STRUCTURED ASSET INV 2005-7    M4     20350825 FLT | 2035-08-25      | 5.4087%  | 0.0000% | $475136.00         | $165.54            | Asset-Backed Securities |
| STRUCTURED ASSET SECS 2007-BC4 A2     20371125 FLT | 2037-11-25      | 4.9337%  | 0.0000% | $1515000.00        | $1380216.83        | Asset-Backed Securities |
| SUMMER STR LTD 2005-1          C      20451206 FLT | 2045-12-06      | 7.1774%  | 0.0000% | $3000000.00        | $29646.27          | Asset-Backed Securities |
| SYMPHONY CLO XVI 2015-16       SUB NT 20280717 FLT | 2028-07-17      | 0.0000%  | 0.0000% | $3826000.00        | $8799.80           | Asset-Backed Securities |
| SYMPHONY CLO 2021-25 LTD       SUB    20340419 FLT | 2034-04-19      | 0.0000%  | 0.0000% | $1500000.00        | $403200.00         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      B-1    20350705 FLT | 2035-07-05      | 5.6463%  | 0.0000% | $1840000.00        | $853299.45         | Asset-Backed Securities |
| TABERNA PREF FDG II 2005-2     C2 144 20351105 FLT | 2035-11-05      | 6.2221%  | 0.0000% | $25000000.00       | $616888.32         | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     C-1    20360505 FLT | 2036-05-05      | 5.9721%  | 0.0000% | $2000000.00        | $34985.61          | Asset-Backed Securities |
| TABERNA PREF FDG IV 2005-4     C-2    20360505 6.2 | 2036-05-05      | 5.9713%  | 0.0000% | $5000000.00        | $88474.18          | Asset-Backed Securities |
| TABERNA PREF FDG VIII 2007-8   B      20371107 FLT | 2037-11-07      | 5.2603%  | 0.0000% | $1500000.00        | $814335.63         | Asset-Backed Securities |
| TABERNA PREF FDG IX 2007-9     B-1L   20380505 FLT | 2038-05-05      | 7.7721%  | 0.0000% | $44000000.00       | $1152497.63        | Asset-Backed Securities |
| TAILWIND 2019-1 LTD            B      20441215 5.1 | 2044-12-15      | 5.1930%  | 0.0000% | $3000000.00        | $1573973.00        | Asset-Backed Securities |
| TERWIN MTG TRUST 2006-5        I-A-2C 20370725 FLT | 2037-07-25      | 5.0337%  | 0.0000% | $1000000.00        | $955951.32         | Asset-Backed Securities |
| TERWIN MTG TR 2004-10SL        B-3    20340925 FLT | 2034-09-25      | 8.0000%  | 0.0000% | $5490000.00        | $52188.05          | Asset-Backed Securities |
| THUNDERBOLT III AIR LEASE 2019 B      20391115 4.7 | 2039-11-15      | 4.7500%  | 0.0000% | $10684000.00       | $6982903.30        | Asset-Backed Securities |
| TRAPEZA CDO XIII 2007-13       F      20421109 FLT | 2042-11-09      | 7.0599%  | 0.0000% | $3000000.00        | $60711.07          | Asset-Backed Securities |
| TRINITAS CLO LTD 2019-10R      E-R    20350116 FLT | 2035-01-16      | 11.5461% | 0.0000% | $6245000.00        | $5993976.60        | Asset-Backed Securities |
| TRINITAS CLO IV 2016-4R        F-R    20311020 FLT | 2031-10-20      | 12.7811% | 0.0000% | $2250000.00        | $2052108.43        | Asset-Backed Securities |
| TRINITAS CLO LTD 2018-8        SUB    21170720 FLT | 2117-07-20      | 0.0000%  | 0.0000% | $4500000.00        | $1793565.00        | Asset-Backed Securities |
| TROPIC CDO V 2006-5            A2L 14 20360715 FLT | 2036-07-15      | 5.1177%  | 0.0000% | $15663312.00       | $11211862.24       | Asset-Backed Securities |
| US CAP FDG IV LTD 2005-4       A-1    20391201 FLT | 2039-12-01      | 4.9114%  | 0.0000% | $9500000.00        | $4188187.46        | Asset-Backed Securities |
| US CAP FDG VI LTD 2007-6       C-1    20430710 FLT | 2043-07-10      | 6.4718%  | 0.0000% | $3000000.00        | $4804007.17        | Asset-Backed Securities |
| VENTURE XXIX CLO 2017-29       E      20300907 FLT | 2030-09-07      | 10.8379% | 0.0000% | $2881000.00        | $2840952.60        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-5 B-2    20690625 FLT | 2069-06-25      | 7.7890%  | 0.0000% | $890000.00         | $888174.12         | Asset-Backed Securities |
| CROWN CITY CLO 2021-3          SUB    20340720 FLT | 2034-07-20      | 0.0000%  | 0.0000% | $6249208.00        | $2187222.80        | Asset-Backed Securities |
| CWABS INC 2006-16              M-1    20460825 FLT | 2046-08-25      | 4.8687%  | 0.0000% | $7819560.00        | $3145338.48        | Asset-Backed Securities |
| CWCAPITAL COBALT VR 2007-5     A-2    20321126 FLT | 2032-11-26      | 5.9200%  | 0.0000% | $100000000.00      | $590777.80         | Asset-Backed Securities |
| CWABS INC 2007-BC3             2-A-4  20371125 FLT | 2037-11-25      | 4.9337%  | 0.0000% | $350000.00         | $284612.86         | Asset-Backed Securities |
| DATABANK ISSUER LLC 2023-1     A-2    20530225 5.1 | 2053-02-25      | 5.1160%  | 0.0000% | $3083000.00        | $3066372.01        | Asset-Backed Securities |
| DRYDEN SENIOR LN FUND 2015-41R F-R    20310415 FLT | 2031-04-15      | 11.7177% | 0.0000% | $716750.00         | $335149.46         | Asset-Backed Securities |
| DRYDEN 49  SR LN FD 2017-49    F      20300718 FLT | 2030-07-18      | 12.0811% | 0.0000% | $2600000.00        | $2349499.74        | Asset-Backed Securities |
| DRYDEN 43 SR LN FD 2016-43     SUB NT 20290720 FLT | 2029-07-20      | 0.0000%  | 0.0000% | $3620000.00        | $1347631.88        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-98         SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $3000000.00        | $1290000.00        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-109        SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $14000000.00       | $7000000.00        | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2033-08-07      | 8.1400%  | 0.0000% | $8000000.00        | $215367.16         | Asset-Backed Securities |
| DUKE FUNDING V LTD                                 | 2038-08-07      | 11.0000% | 0.0000% | $7000000.00        | $258941.39         | Asset-Backed Securities |
| DUKE FDG VI 2004-6             A3     20390408 FLT | 2039-04-08      | 9.7000%  | 0.0000% | $11000000.00       | $389384.60         | Asset-Backed Securities |
| DUKE FDG VI 2004-6             A1J    20390408 FLT | 2039-04-08      | 8.3500%  | 0.0000% | $38000000.00       | $3319178.30        | Asset-Backed Securities |
| DUKE FDG HIGH GR III 2005-3    C-1    20490802 FLT | 2049-08-02      | 6.1037%  | 0.0000% | $12500000.00       | $190746.65         | Asset-Backed Securities |
| DUNHILL ABS CDO 2004           A-2    20410104 FLT | 2041-01-04      | 5.4037%  | 0.0000% | $2750000.00        | $86977.46          | Asset-Backed Securities |
| DUTCH HILL FUNDING 2007-2      B      20470326 FLT | 2047-03-26      | 6.0037%  | 0.0000% | $64400000.00       | $5318019.18        | Asset-Backed Securities |
| ECAF I LTD 2015-1              B-1    20400615 5.8 | 2040-06-15      | 5.8020%  | 0.0000% | $15750000.00       | $3189514.34        | Asset-Backed Securities |
| E TRADE ABS CDO V 2006-5       A-2    20461006 FLT | 2046-10-06      | 1.6498%  | 0.0000% | $5000000.00        | $954460.00         | Asset-Backed Securities |
| ELEVATION CLO LTD 2017-8       SUB    20301025 FLT | 2030-10-25      | 0.0000%  | 0.0000% | $11599872.00       | $1159.99           | Asset-Backed Securities |
| ELLINGTON CLO LTD 2017-1R      E-R    20291015 FLT | 2029-10-15      | 11.5177% | 0.0000% | $3000000.00        | $1550625.50        | Asset-Backed Securities |
| FBR SEC TRUST 2005-3           M-4    20351025 FLT | 2035-10-25      | 5.3487%  | 0.0000% | $3997696.00        | $3011.31           | Asset-Backed Securities |
| FBR SEC TRUST 2005-3           M-5    20351025 FLT | 2035-10-25      | 5.3937%  | 0.0000% | $1998848.00        | $1518.15           | Asset-Backed Securities |
| FALCON 2019-1 AEROSPACE LTD    C      20390915 6.6 | 2039-09-15      | 6.6560%  | 0.0000% | $4675000.00        | $3600012.55        | Asset-Backed Securities |
| FIELDSTONE MTG INV 2005-3      M6     20360225 FLT | 2036-02-25      | 0.0000%  | 0.0000% | $5996544.00        | $4616.91           | Asset-Backed Securities |
| FIELDSTONE MTG INV 2006-S1     M2     20370125 FLT | 2037-01-25      | 5.2587%  | 0.0000% | $10678272.00       | $7910.05           | Asset-Backed Securities |
| FIGRE TRUST 2024-HE1           C      20540325 FLT | 2054-03-25      | 6.7490%  | 0.0000% | $1500000.00        | $1129062.47        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2002-FF1    M-1    20320425 FLT | 2032-04-25      | 5.4837%  | 0.0000% | $12000000.00       | $312147.25         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2004-FF10   M-2    20340525 FLT | 2034-05-25      | 6.7587%  | 0.0000% | $5059600.00        | $2972986.87        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2005-FF12   M-3    20361125 FLT | 2036-11-25      | 5.1837%  | 0.0000% | $15841480.00       | $5952937.66        | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-FF15   A5     20361125 FLT | 2036-11-25      | 4.5937%  | 0.0000% | $11586000.00       | $187968.90         | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2006-B      A4     20261225 FLT | 2026-12-25      | 4.8537%  | 0.0000% | $4901968.00        | $15203.51          | Asset-Backed Securities |
| FIRST FRANKLIN MTG 2007-FF1    A-2D   20380125 FLT | 2038-01-25      | 4.8737%  | 0.0000% | $25000000.00       | $4783849.77        | Asset-Backed Securities |
| FIRST NLC TRUST 2005-4         M-1    20360225 FLT | 2036-02-25      | 5.1687%  | 0.0000% | $2500000.00        | $2232510.65        | Asset-Backed Securities |
| FIRSTKEY HOMES TR 2021-SFR1    F1     20380819 3.2 | 2038-08-19      | 3.2380%  | 0.0000% | $5000000.00        | $4866716.95        | Asset-Backed Securities |
| FLEXENTIAL ISSUER LLC 2021-1   A-2    20511127 3.2 | 2051-11-27      | 3.2500%  | 0.0000% | $26875000.00       | $26009124.83       | Asset-Backed Securities |
| FOUNDATION FIN TRUST 2024-1    D      20491215 8.1 | 2049-12-15      | 8.1300%  | 0.0000% | $4000000.00        | $3714402.96        | Asset-Backed Securities |
| FRONTIER ISSUER LLC 2023-1     C      20530820 11. | 2053-08-20      | 11.5000% | 0.0000% | $1500000.00        | $1582835.17        | Asset-Backed Securities |
| GMACM HEQ LN TR 2005-HE1       A3     20350825 FLT | 2035-08-25      | 4.9337%  | 0.0000% | $34632000.00       | $272473.24         | Asset-Backed Securities |
| GSAMP TRUST 2007-NC1           A-1    20370225 FLT | 2037-02-25      | 4.6937%  | 0.0000% | $16500000.00       | $1712313.60        | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2C   20360425 FLT | 2036-04-25      | 4.7537%  | 0.0000% | $1765000.00        | $202643.80         | Asset-Backed Securities |
| GSAMP TRUST 2006-FM1           A-2D   20360425 FLT | 2036-04-25      | 4.9737%  | 0.0000% | $1000000.00        | $362952.72         | Asset-Backed Securities |
| GSAA HEQ TR 2006-12            A-1    20360825 FLT | 2036-08-25      | 4.5337%  | 0.0000% | $11500000.00       | $162926.36         | Asset-Backed Securities |
| GSAMP TRUST 2007-HSBC1         M-8    20370225 FLT | 2037-02-25      | 7.8087%  | 0.0000% | $6631856.00        | $4697750.81        | Asset-Backed Securities |
| GSAMP NIM 2006-HE4-N           N1 144 20360625 5.7 | 2036-06-25      | 5.7500%  | 0.0000% | $6500000.00        | $2170.00           | Asset-Backed Securities |
| GALAXY CLO XVI 2013-16         A SUB  20251117 FLT | 2025-11-17      | 0.0000%  | 0.0000% | $2250000.00        | $443054.25         | Asset-Backed Securities |
| GLACIER FDG CDO I 2004-1       C      20390310 FLT | 2039-03-10      | 4.1960%  | 0.0000% | $9000000.00        | $107206.04         | Asset-Backed Securities |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $5500000.00        | $4767021.39        | Asset-Backed Securities |
| GOODLEAP HOME IMPROV SL 2025-1 C      20490220 7.8 | 2049-02-20      | 7.8300%  | 0.0000% | $1400000.00        | $1336374.58        | Asset-Backed Securities |
| GOODLEAP SUS TR 2023-4         R      20570320 0.0 | 2057-03-20      | 0.0000%  | 0.0000% | $6139160.00        | $3493888.04        | Asset-Backed Securities |
| GREENWOOD PARK CLO 2018-1      SUB    20310415 FLT | 2031-04-15      | 0.0000%  | 0.0000% | $24720320.00       | $3980218.72        | Asset-Backed Securities |
| HPS LOAN MANAGEMET 10-2016 LTD SUB    20280120 FLT | 2028-01-20      | 0.0000%  | 0.0000% | $3370104.00        | $1313417.15        | Asset-Backed Securities |
| HILLCREST CDO I LTD 2004-1     B-1    20391210 FLT | 2039-12-10      | 4.9053%  | 0.0000% | $6500000.00        | $439606.91         | Asset-Backed Securities |
| HOME EQUITY ASSET TR 2006-5    2-A-4  20361025 FLT | 2036-10-25      | 4.9137%  | 0.0000% | $2500000.00        | $1572942.11        | Asset-Backed Securities |
| HOME EQUITY ASSET TR 2007-2    2-A-3  20370725 FLT | 2037-07-25      | 4.9137%  | 0.0000% | $1388690.00        | $585888.76         | Asset-Backed Securities |
| HOMES TR 2023-NQM1             B-1    20680125 FLT | 2068-01-25      | 6.9958%  | 0.0000% | $4965000.00        | $4972247.48        | Asset-Backed Securities |
| HORIZON AIR FIN 2018-A-B-C     B      20381215 5.2 | 2038-12-15      | 5.2700%  | 0.0000% | $6000000.00        | $4508616.89        | Asset-Backed Securities |
| HORIZON AIRCRAFT FINANCE II LT C      20390715 6.9 | 2039-07-15      | 6.9000%  | 0.0000% | $9275000.00        | $8068720.83        | Asset-Backed Securities |
| HUNTINGT BK AT CR LK NT 2024-1 C      20320520 FLT | 2032-05-20      | 7.4519%  | 0.0000% | $2493650.00        | $1481202.85        | Asset-Backed Securities |
| HUNTINGT BK AT CR LK NT 2024-1 E      20320520 FLT | 2032-05-20      | 12.5519% | 0.0000% | $2500000.00        | $1444573.73        | Asset-Backed Securities |
| ICG US CLO 2021-1 LTD          SUB    20340417 FLT | 2034-04-17      | 0.0000%  | 0.0000% | $15000000.00       | $3225000.00        | Asset-Backed Securities |
| ISCHUS CDO LTD 2004-1          C-1    20400105 FLT | 2040-01-05      | 10.6000% | 0.0000% | $12000000.00       | $165522.63         | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2006-WMC2    A-1    20360625 FLT | 2036-06-25      | 4.7037%  | 0.0000% | $1600000.00        | $131149.45         | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH1     MV10 1 20361125 FLT | 2036-11-25      | 4.5593%  | 0.0000% | $5412000.00        | $5714939.47        | Asset-Backed Securities |
| JP MORGAN MTG ACQ 2007-CH3     M-1    20370325 FLT | 2037-03-25      | 4.7337%  | 0.0000% | $100000.00         | $97122.58          | Asset-Backed Securities |
| KDAC AVIA FIN CAY LTD 2017-1   C      20421215 7.3 | 2042-12-15      | 7.3850%  | 0.0000% | $2000000.00        | $1565062.82        | Asset-Backed Securities |
| KKR CLO LTD 2021-34            SUB    20340717 FLT | 2034-07-17      | 0.0000%  | 0.0000% | $650000.00         | $253500.00         | Asset-Backed Securities |
| KNOLLWOOD CDO LTD 2004-1       A-2    20390108 FLT | 2039-01-08      | 8.3000%  | 0.0000% | $18000000.00       | $344468.00         | Asset-Backed Securities |
| KODIAK CDO I LTD 2006-1        D-3    20370807 FLT | 2037-08-07      | 6.5940%  | 0.0000% | $8500000.00        | $1913650.86        | Asset-Backed Securities |
| KODIAK CDO II LTD 2007-2       C-1    20421107 FLT | 2042-11-07      | 5.9603%  | 0.0000% | $2218000.00        | $1161972.76        | Asset-Backed Securities |
| LCM 34 INCOME 0.0 20OCT34 144A FRN                 | 2034-10-20      | 0.0000%  | 0.0000% | $250000.00         | $136654.75         | Asset-Backed Securities |
| LNR CDO 2007-5                 E      20490426 FLT | 2049-04-26      | 5.4156%  | 0.0000% | $13517000.00       | $2327380.53        | Asset-Backed Securities |
| LAUREL RD PRIME STD LN 2020-A  R      20501125 0.0 | 2050-11-25      | 0.0000%  | 0.0000% | $135379000.00      | $2434733.09        | Asset-Backed Securities |
| LEHMAN ABS MFD HSG 1998-1      II-IO  20280715 FLT | 2028-07-15      | 1.2984%  | 0.0000% | $74555000.00       | $3262.91           | Asset-Backed Securities |
| LENOX CDO 2006-1               A-1J   20431116 FLT | 2043-11-16      | 5.9602%  | 0.0000% | $18225000.00       | $58428.22          | Asset-Backed Securities |
| LEXINGTON CAPITAL FUNDING V LTD                    | 2051-04-10      | 2.4378%  | 0.0000% | $245999000.00      | $3698288.70        | Asset-Backed Securities |
| LNR CDO IV LTD 2006-1          E 144A 20430528 FLT | 2043-05-28      | 7.2102%  | 0.0000% | $7500000.00        | $566812.50         | Asset-Backed Securities |
| LONG BEACH ASSET HOLDING CORP MIN TRUST 2000       | 2045-08-25      | 4.5000%  | 0.0000% | $13100000.00       | $510823.30         | Asset-Backed Securities |
| LONG BEACH MTG LN TR 2006-1    II-A3  20360225 FLT | 2036-02-25      | 4.8137%  | 0.0000% | $54975000.00       | $9273260.75        | Asset-Backed Securities |
| LONG POINT PARK CLO 2017 LTD   SUB    20300117 FLT | 2030-01-17      | 0.0000%  | 0.0000% | $6000000.00        | $780000.00         | Asset-Backed Securities |
| MKP CBO I 2001-1               A-1L   20360208 FLT | 2036-02-08      | 5.1191%  | 0.0000% | $25000000.00       | $189917.61         | Asset-Backed Securities |
| MLMI CAYMAN NIM 2004-WMC3      N1     20350125 4.5 | 2035-01-25      | 4.5000%  | 0.0000% | $63995904.00       | $4771.28           | Asset-Backed Securities |
| MMCAPS FDG XVII 2005-17        C-1    20351201 FLT | 2035-12-01      | 5.7914%  | 0.0000% | $7665000.00        | $5515001.63        | Asset-Backed Securities |
| MP CLO VII LTD 2015-7RR        F-RR   20281018 FLT | 2028-10-18      | 12.4411% | 0.0000% | $5000000.00        | $521643.23         | Asset-Backed Securities |
| MADISON PARK FDG XII 2014-12   SUB    20260720 FLT | 2026-07-20      | 0.0000%  | 0.0000% | $15122432.00       | $6048.97           | Asset-Backed Securities |
| MADISON PRK FUND LTD 2021-52   SUB    20350122 FLT | 2035-01-22      | 0.0000%  | 0.0000% | $6000000.00        | $2940000.00        | Asset-Backed Securities |
| MAGNETITE 2021-30 LTD          SUB    20341025 FLT | 2034-10-25      | 0.0000%  | 0.0000% | $13846000.00       | $8307600.00        | Asset-Backed Securities |
| MARBLE POINT CLO X LTD         SUB    20301015 FLT | 2030-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $643835.50         | Asset-Backed Securities |
| MARBLE POINT CLO XI LTD        INC NT 20301218 FLT | 2030-12-18      | 0.0000%  | 0.0000% | $5000000.00        | $125000.00         | Asset-Backed Securities |
| MARINER CLO LTD 2017-4         SUB    20291026 FLT | 2029-10-26      | 0.0000%  | 0.0000% | $1300000.00        | $169000.00         | Asset-Backed Securities |
| MASTR SPEC LN TR 2006-03       A      20460725 FLT | 2046-07-25      | 4.9537%  | 0.0000% | $75000000.00       | $4069466.97        | Asset-Backed Securities |
| MASTR ASSET BKD SECS 2004-WMC3 M-6    20341025 FLT | 2034-10-25      | 6.2337%  | 0.0000% | $2000000.00        | $392344.64         | Asset-Backed Securities |
| MASTR ASSET TR 2005-HE2        M-4    20351025 FLT | 2035-10-25      | 5.3337%  | 0.0000% | $2500000.00        | $2288795.44        | Asset-Backed Securities |
| MERCER FIELD II CLO LTD 2017-2 SUB    20290416 FLT | 2029-04-16      | 0.0000%  | 0.0000% | $3637248.00        | $363.72            | Asset-Backed Securities |
| ML MTG INV NIM 2005-OWN3       N1     20360625 4.5 | 2036-06-25      | 4.5000%  | 0.0000% | $4198383.00        | $2388.38           | Asset-Backed Securities |
| CRESTLINE DENALI XV 2017-15    E-2    20300422 FLT | 2030-04-22      | 11.8811% | 0.0000% | $2125000.00        | $1789318.21        | Asset-Backed Securities |
| ACA ABS 2007-3                 B-2L   20470507 FLT | 2047-05-07      | 4.8935%  | 0.0000% | $5000000.00        | $139382.06         | Asset-Backed Securities |
| ACHV ABS TR 2025-1PL           E      20320426 6.5 | 2032-04-26      | 6.5000%  | 0.0000% | $524000.00         | $508641.97         | Asset-Backed Securities |
| AGL CLO LTD 2024-33            E      20370721 FLT | 2037-07-21      | 9.7695%  | 0.0000% | $1000000.00        | $926841.19         | Asset-Backed Securities |
| AGL CLO 2025-39 LTD            E      20380420 FLT | 2038-04-20      | 8.7129%  | 0.0000% | $3750000.00        | $3776220.07        | Asset-Backed Securities |
| ALM I LTD 2020-1               SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $5000000.00        | $23955.00          | Asset-Backed Securities |
| AMMC CLO XIII 2013-13R         B3L-R  20290724 FLT | 2029-07-24      | 12.8368% | 0.0000% | $5261000.00        | $103163.32         | Asset-Backed Securities |
| AMMC CLO 23 LTD 2020           SUB    20311017 FLT | 2031-10-17      | 0.0000%  | 0.0000% | $8750000.00        | $7331286.13        | Asset-Backed Securities |
| AMSR TRUST 2021-SFR3           I      20261009 5.8 | 2026-10-09      | 5.8840%  | 0.0000% | $1237000.00        | $1214323.18        | Asset-Backed Securities |
| ARES XXXVR CLO LTD 2018-35R    SUB NT 20300715 FLT | 2030-07-15      | 0.0000%  | 0.0000% | $1500000.00        | $430741.50         | Asset-Backed Securities |
| AAMES MTG TR 2004-1            M8     20350125 FLT | 2035-01-25      | 7.4337%  | 0.0000% | $1000000.00        | $113813.10         | Asset-Backed Securities |
| AASET TRUST 2020-1             C      20400116 6.4 | 2040-01-16      | 6.4130%  | 0.0000% | $13825000.00       | $14095779.90       | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-5    20360425 FLT | 2036-04-25      | 1.7267%  | 0.0000% | $9000000.00        | $6235.60           | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-8    20360425 FLT | 2036-04-25      | 1.7267%  | 0.0000% | $3500000.00        | $2750.65           | Asset-Backed Securities |
| ACCREDITED MTG LN TR 2006-1    M-9    20360425 FLT | 2036-04-25      | 1.7267%  | 0.0000% | $3538000.00        | $3247.33           | Asset-Backed Securities |
| ACE SECS HEQ 2006-HE3          A-2D   20360625 FLT | 2036-06-25      | 4.9137%  | 0.0000% | $300000.00         | $78615.22          | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE1          M-3    20340325 FLT | 2034-03-25      | 6.4587%  | 0.0000% | $5335000.00        | $5066801.16        | Asset-Backed Securities |
| ACE SECS HEQ 2004-RM1          M-4    20340725 FLT | 2034-07-25      | 7.3587%  | 0.0000% | $1500000.00        | $119259.31         | Asset-Backed Securities |
| ACE SECS HEQ 2004-FM2          M-3    20340625 FLT | 2034-06-25      | 6.4587%  | 0.0000% | $4000000.00        | $11878.13          | Asset-Backed Securities |
| ACE SECS HEQ 2004-HE2          M-6    20341025 FLT | 2034-10-25      | 9.5337%  | 0.0000% | $2680000.00        | $288348.36         | Asset-Backed Securities |
| ACE SECS HEQ 2004-RM2          M-5    20350125 FLT | 2035-01-25      | 5.8287%  | 0.0000% | $3000000.00        | $453267.52         | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE2          M-7    20350425 FLT | 2035-04-25      | 6.2787%  | 0.0000% | $2000000.00        | $1028985.73        | Asset-Backed Securities |
| ACE SECS HEQ 2005-WF1          M-9    20350525 FLT | 2035-05-25      | 6.7837%  | 0.0000% | $2487000.00        | $719250.01         | Asset-Backed Securities |
| ACE SECS HEQ 2005-HE7          M-1    20351125 FLT | 2035-11-25      | 5.0937%  | 0.0000% | $1500000.00        | $100982.98         | Asset-Backed Securities |
| ACREC LLC 2023-FL2             B      20380219 FLT | 2038-02-19      | 7.7928%  | 0.0000% | $3500000.00        | $3517656.29        | Asset-Backed Securities |
| ADIRONDACK LTD 2005-1          D      20400709 FLT | 2040-07-09      | 8.2925%  | 0.0000% | $5000000.00        | $120861.02         | Asset-Backed Securities |
| AEGIS ABS 2004-3               B2     20340925 FLT | 2034-09-25      | 7.5837%  | 0.0000% | $1000000.00        | $176493.29         | Asset-Backed Securities |
| AEGIS ABS 2004-3               B3     20340925 FLT | 2034-09-25      | 10.9587% | 0.0000% | $1360000.00        | $238410.10         | Asset-Backed Securities |
| AEGIS ABS 2004-4               B3     20341025 FLT | 2034-10-25      | 9.6837%  | 0.0000% | $2000000.00        | $366144.88         | Asset-Backed Securities |
| AEGIS ABS 2005-2               M3     20350625 FLT | 2035-06-25      | 5.1537%  | 0.0000% | $2000000.00        | $634442.91         | Asset-Backed Securities |
| AEGIS ABS 2006-1               M1     20370125 FLT | 2037-01-25      | 4.8837%  | 0.0000% | $4472832.00        | $3080.34           | Asset-Backed Securities |
| ALESCO PREF FDG XIV 2006-14    D1 144 20370923 FLT | 2037-09-23      | 7.2853%  | 0.0000% | $2437000.00        | $7289.94           | Asset-Backed Securities |
| ALESCO PREF FDG IX 2006-9      C-1    20360623 FLT | 2036-06-23      | 5.8553%  | 0.0000% | $1125000.00        | $772939.98         | Asset-Backed Securities |
| ALESCO PREFERRED FDG X 2006-10 C-2    20360923 FLT | 2036-09-23      | 5.8353%  | 0.0000% | $17520000.00       | $9420562.54        | Asset-Backed Securities |
| ALESCO PREF FDG XV 2007-15     D 144A 20371223 FLT | 2037-12-23      | 7.1145%  | 0.0000% | $2000000.00        | $5880.36           | Asset-Backed Securities |
| ALESCO PREF FDG XII 2006-12    C1 144 20370715 FLT | 2037-07-15      | 5.8177%  | 0.0000% | $1000000.00        | $382537.83         | Asset-Backed Securities |
| ALLIANCE BANCORP TR 2007-S1    A-3    20370525 FLT | 2037-05-25      | 8.0600%  | 0.0000% | $4504000.00        | $69754.94          | Asset-Backed Securities |
| ALLY BANK CR LKD NT 2024-B     E      20320915 6.6 | 2032-09-15      | 6.6780%  | 0.0000% | $3750000.00        | $2812737.82        | Asset-Backed Securities |
| ALLY BANK AUTO CREDIT LKD 24-A F      20320517 9.8 | 2032-05-17      | 9.8920%  | 0.0000% | $3600000.00        | $2292151.10        | Asset-Backed Securities |
| CWALT INC ALT LN TR 2006-OC3   1-A-1  20360425 FLT | 2036-04-25      | 4.7937%  | 0.0000% | $33290000.00       | $1321719.44        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2003-AR3   M-5    20330725 FLT | 2033-07-25      | 3.0305%  | 0.0000% | $2000000.00        | $226791.62         | Asset-Backed Securities |
| ANCHORAGE CAP CLO LTD 2015-7R3 F-R3   20370428 FLT | 2037-04-28      | 12.1626% | 0.0000% | $535000.00         | $502390.99         | Asset-Backed Securities |
| ANSONIA CDO 2006-1             B 144A 20460728 5.8 | 2046-07-28      | 5.8120%  | 0.0000% | $14000000.00       | $135546.45         | Asset-Backed Securities |
| ANSONIA CDO 2006-1             C 144A 20460728 5.9 | 2046-07-28      | 5.9610%  | 0.0000% | $10000000.00       | $48029.17          | Asset-Backed Securities |
| APIDOS CLO LTD 2016-14         SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $1250000.00        | $369201.25         | Asset-Backed Securities |
| APIDOS CLO XXVII 2017-27       SUB    20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $3500000.00        | $1055733.00        | Asset-Backed Securities |
| AQUA FIN TR 2020-A             D      20460717 7.1 | 2046-07-17      | 7.1500%  | 0.0000% | $3270000.00        | $2610051.60        | Asset-Backed Securities |
| ARES CLO LTD 2017-45           SUB    20301004 FLT | 2030-10-04      | 0.0000%  | 0.0000% | $4500000.00        | $1680574.50        | Asset-Backed Securities |
| ARES XLII CLO LTD 2017-42      SUB    20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $25000.00          | Asset-Backed Securities |
| ARROWPOINT CLO LTD 2014-2      SUB NT 20260312 FLT | 2026-03-12      | 0.0000%  | 0.0000% | $8775000.00        | $413012.92         | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE2          M4     20350225 FLT | 2035-02-25      | 5.6637%  | 0.0000% | $2500000.00        | $463511.87         | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE4          M9     20350525 FLT | 2035-05-25      | 7.0587%  | 0.0000% | $4044000.00        | $1744589.94        | Asset-Backed Securities |
| ABS CORP HEQ 2005-HE5          M5     20350625 FLT | 2035-06-25      | 5.4087%  | 0.0000% | $41000.00          | $35868.30          | Asset-Backed Securities |
| ASSET BACKED FDG 2004-FF1      M-2    20340125 FLT | 2034-01-25      | 6.6087%  | 0.0000% | $2250000.00        | $77015.06          | Asset-Backed Securities |
| ASSET BACKED FDG 2004-HE1      M-5    20330825 FLT | 2033-08-25      | 7.2087%  | 0.0000% | $2000000.00        | $249194.56         | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-8    20340425 FLT | 2034-04-25      | 6.3087%  | 0.0000% | $1200000.00        | $310445.62         | Asset-Backed Securities |
| ASSET BACKED FDG 2005-WF1      M-9    20340225 FLT | 2034-02-25      | 6.9837%  | 0.0000% | $2923000.00        | $784094.67         | Asset-Backed Securities |
| ASSURANT CLO 2018-2            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $741724.00         | Asset-Backed Securities |
| ATTENUS CDO I 2006-1           C-2B   20360510 FLT | 2036-05-10      | 6.0119%  | 0.0000% | $11000000.00       | $2418993.85        | Asset-Backed Securities |
| AVIS BUDGET RENT 8.03 20FEB30 144A                 | 2030-02-20      | 7.5200%  | 0.0000% | $4450000.00        | $4532631.56        | Asset-Backed Securities |
| BCAP LLC TR 2013-RR9           4A7    20371027 FLT | 2037-10-27      | 4.4432%  | 0.0000% | $1500000.00        | $22092.70          | Asset-Backed Securities |
| BNPP IP CLO LTD 2014-2         E      20251030 FLT | 2025-10-30      | 9.7913%  | 0.0000% | $4000000.00        | $1391975.76        | Asset-Backed Securities |
| BABSON CLO LTD 2015-I          SUB    20270420 FLT | 2027-04-20      | 0.0000%  | 0.0000% | $6130000.00        | $735391.58         | Asset-Backed Securities |
| BARINGS CLO LTD 2016-II        SUB NT 20280720 FLT | 2028-07-20      | 0.0000%  | 0.0000% | $3000000.00        | $1159812.00        | Asset-Backed Securities |
| BALLYROCK CLO LTD 2022-19      SUB    20350420 FLT | 2035-04-20      | 0.0000%  | 0.0000% | $1000000.00        | $413300.00         | Asset-Backed Securities |
| GALLERIA CDO CDO 2002-3        C-1    20370919 FLT | 2037-09-19      | 10.8537% | 0.0000% | $9000000.00        | $264870.00         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-HE1 M-6    20340225 FLT | 2034-02-25      | 6.0840%  | 0.0000% | $1500000.00        | $127597.00         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-AC5 A-1    20341025 FLT | 2034-10-25      | 5.7500%  | 0.0000% | $30000000.00       | $752486.79         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2004-FR3 M-2    20340925 FLT | 2034-09-25      | 5.7455%  | 0.0000% | $7822800.00        | $1252265.33        | Asset-Backed Securities |
| BEAR STEARNS ASSET 2004-HE10   M-6    20341225 FLT | 2034-12-25      | 6.0183%  | 0.0000% | $1485000.00        | $287104.48         | Asset-Backed Securities |
| BEAR STEARNS ASSET BK 2005-TC1 M-6    20350525 FLT | 2035-05-25      | 5.2380%  | 0.0000% | $471388.00         | $180954.02         | Asset-Backed Securities |
| BELLE HAVEN ABS CDO 2004-1     A1ST   20441103 FLT | 2044-11-03      | 7.8600%  | 0.0000% | $1000000.00        | $61905.99          | Asset-Backed Securities |
| BELLE HAVEN ABS CDO            A-2    20460705 FLT | 2046-07-05      | 7.9500%  | 0.0000% | $61760000.00       | $1145709.76        | Asset-Backed Securities |
| VOYA CLO LTD 2017-2            SUB NT 20300607 FLT | 2030-06-07      | 0.0000%  | 0.0000% | $8500000.00        | $85000.00          | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8077% | 0.0000% | $1207500.00        | $949925.02         | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- E      20301216 9.9 | 2030-12-16      | 9.9900%  | 0.0000% | $4020000.00        | $4305450.15        | Asset-Backed Securities |
| VOYA CLO LTD 2022-4R           E-R    20370420 FLT | 2037-04-20      | 10.9695% | 0.0000% | $2000000.00        | $2001355.05        | Asset-Backed Securities |
| VOYA CLO 2025-1 LTD            SUB    20380420 FLT | 2038-04-20      | 0.0100%  | 0.0000% | $5000000.00        | $3118760.00        | Asset-Backed Securities |
| WASH MUTUAL WMABS                                  | 2036-09-25      | 12.0000% | 0.0000% | $1920000.00        | $3201.92           | Asset-Backed Securities |
| WAVE 2017-1 LLC                B      20421115 5.6 | 2042-11-15      | 5.6820%  | 0.0000% | $21627000.00       | $15517835.04       | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-5    20350925 FLT | 2035-09-25      | 5.4537%  | 0.0000% | $12171000.00       | $11677135.43       | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-4      M-6    20350925 FLT | 2035-09-25      | 5.5587%  | 0.0000% | $8862160.00        | $4159608.57        | Asset-Backed Securities |
| NEW CENTURY HEQ TR 2005-B      M-3    20351025 FLT | 2035-10-25      | 5.1987%  | 0.0000% | $15885136.00       | $3837770.70        | Asset-Backed Securities |
| NEW RESIDENTIAL MORTGAGE S 202 A      20320325 6.5 | 2032-03-25      | 6.5450%  | 0.0000% | $5000000.00        | $4711828.01        | Asset-Backed Securities |
| NOMURA CRE CDO 2007-2          J 144A 20420521 FLT | 2042-05-21      | 5.7831%  | 0.0000% | $16175000.00       | $3306263.07        | Asset-Backed Securities |
| NOVASTAR HM EQ LN TR 2004-3    M-6    20341225 FLT | 2034-12-25      | 6.5337%  | 0.0000% | $1700000.00        | $15423.32          | Asset-Backed Securities |
| ONDECK ASSET SEC IV LLC 2024-2 D      20311017 9.4 | 2031-10-17      | 9.4900%  | 0.0000% | $2450000.00        | $2468014.71        | Asset-Backed Securities |
| OZLM XVIII LTD 2018-18         F      20310415 FLT | 2031-04-15      | 11.7677% | 0.0000% | $1000000.00        | $398722.94         | Asset-Backed Securities |
| OBX TR 2022-NQM9               B-1    20620925 FLT | 2062-09-25      | 6.4151%  | 0.0000% | $9164000.00        | $8752399.00        | Asset-Backed Securities |
| OBX TR 2022-NQM9               B-2    20620925 FLT | 2062-09-25      | 6.4151%  | 0.0000% | $8266000.00        | $6644806.01        | Asset-Backed Securities |
| OBX TR 2022-NQM9               A-IO-S 20620925 FLT | 2062-09-25      | 0.2100%  | 0.0000% | $359379456.00      | $1755203.98        | Asset-Backed Securities |
| OCTAGON INV PTNS 32 2017-32    SUB NT 20290716 FLT | 2029-07-16      | 0.0000%  | 0.0000% | $13881056.00       | $2980734.68        | Asset-Backed Securities |
| OCTAGON INV PTNS XXII 2014-22  SUB    20251125 FLT | 2025-11-25      | 0.0000%  | 0.0000% | $21770000.00       | $2493296.33        | Asset-Backed Securities |
| OCTAGON 2021-52 LTD            VAR DI 20340420 FLT | 2034-04-20      | 0.0000%  | 0.0000% | $9000000.00        | $5919201.00        | Asset-Backed Securities |
| OCTAGON LTD 2021-51            F      20340720 FLT | 2034-07-20      | 11.0591% | 0.0000% | $1262750.00        | $1098054.27        | Asset-Backed Securities |
| OCTAGON INV PTNS 29 2016-29    SUB NT 20280124 FLT | 2028-01-24      | 0.0000%  | 0.0000% | $5000000.00        | $1650000.00        | Asset-Backed Securities |
| OPORTUN ISSUANCE TRUST 2025-A  D      20330208 7.2 | 2033-02-08      | 7.2500%  | 0.0000% | $3620000.00        | $3623303.45        | Asset-Backed Securities |
| OPTION ONE MTG LN TR 2004-1    M-5    20340125 FLT | 2034-01-25      | 7.2837%  | 0.0000% | $499996.00         | $60013.73          | Asset-Backed Securities |
| OPTION ONE MTG LN TR 2005-4    M-4    20351125 FLT | 2035-11-25      | 5.3337%  | 0.0000% | $5730656.00        | $3355168.15        | Asset-Backed Securities |
| ORION CLO LTD 2023-1           SUB    20361027 FLT | 2036-10-27      | 0.0000%  | 0.0000% | $8800670.00        | $3792349.51        | Asset-Backed Securities |
| OWNIT MTG LN TR 2005-3         M-1    20360625 FLT | 2036-06-25      | 5.1087%  | 0.0000% | $27010000.00       | $4540328.58        | Asset-Backed Securities |
| OWNIT MTG LN TR 2006-6         A-1    20370925 FLT | 2037-09-25      | 4.7137%  | 0.0000% | $25493000.00       | $2085778.01        | Asset-Backed Securities |
| PPM CLO 5 LTD                  SUB    20341018 FLT | 2034-10-18      | 0.0000%  | 0.0000% | $4500000.00        | $2937505.50        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2022-2       C      20300115 7.5 | 2030-01-15      | 7.5000%  | 0.0000% | $8900000.00        | $8728425.31        | Asset-Backed Securities |
| PAGAYA AI DEBT TR 2025-3       E      20321215 12. | 2032-12-15      | 12.6260% | 0.0000% | $6000000.00        | $6267632.33        | Asset-Backed Securities |
| PAGAYA AI DEBT TRUST 2024-3    C1     20311015 7.2 | 2031-10-15      | 7.2970%  | 0.0000% | $9000000.00        | $5942556.87        | Asset-Backed Securities |
| PALISADES CDO LTD 2004-1       C-1    20390722 FLT | 2039-07-22      | 10.7500% | 0.0000% | $10250000.00       | $1259832.27        | Asset-Backed Securities |
| PALMER SQUARE CLO LTD 2018-1   D-R    20370420 FLT | 2037-04-18      | 11.2095% | 0.0000% | $4000000.00        | $4095721.26        | Asset-Backed Securities |
| PARALLEL LTD 2018-1            SUB    20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2000000.00        | $344704.00         | Asset-Backed Securities |
| PARK PLACE SECS 2005-WHQ4      M-4    20350925 FLT | 2035-09-25      | 5.3487%  | 0.0000% | $6500000.00        | $3384832.22        | Asset-Backed Securities |
| PARK PLACE NIM 2005 WHQN1                          | 2035-02-25      | 4.0000%  | 0.0000% | $69600000.00       | $1995663.42        | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M3     20351225 FLT | 2035-12-25      | 5.1387%  | 0.0000% | $21127168.00       | $15298.06          | Asset-Backed Securities |
| PEOPLES CHOICE HM LN 2005-4    M10    20351225 FLT | 2035-12-25      | 8.9337%  | 0.0000% | $3267990.00        | $4088.84           | Asset-Backed Securities |
| PEOPLES FIN MTG SEC TR 2006-1  2A2    20360925 FLT | 2036-09-25      | 4.5737%  | 0.0000% | $4000000.00        | $300851.63         | Asset-Backed Securities |
| PIONEER AIR FIN 2019           C      20440615 6.9 | 2044-06-15      | 6.9000%  | 0.0000% | $335000.00         | $386081.21         | Asset-Backed Securities |
| POPULAR ABS 2006-C             M-1    20360725 FLT | 2036-07-25      | 4.9287%  | 0.0000% | $175000.00         | $82490.13          | Asset-Backed Securities |
| PREFER TERM SEC XXVI 2007-26   D      20370922 FLT | 2037-09-22      | 6.2801%  | 0.0000% | $250000.00         | $152387.95         | Asset-Backed Securities |
| PREFER TERM SEC XXVII 2007-27  C-1    20371222 FLT | 2037-12-22      | 5.4801%  | 0.0000% | $11080000.00       | $6659536.60        | Asset-Backed Securities |
| PREFER TERM SEC XXIII 2006-23  D-1    20361222 FLT | 2036-12-22      | 6.6801%  | 0.0000% | $5962000.00        | $3598216.36        | Asset-Backed Securities |
| PRET 2024-NPL5 LLC             A-2    20540925 FLT | 2054-09-25      | 8.8350%  | 0.0000% | $1500000.00        | $1500796.62        | Asset-Backed Securities |
| PROGRESS RES TR 2024-SFR2      E-2    20410418 3.6 | 2041-04-18      | 3.6500%  | 0.0000% | $122000.00         | $112261.99         | Asset-Backed Securities |
| PROGRESS RES 2021-SFR4 TR      F      20380519 3.4 | 2038-05-19      | 3.4070%  | 0.0000% | $4230000.00        | $4156594.81        | Asset-Backed Securities |
| PRPM LLC 2024-4                A-2    20290825 FLT | 2029-08-25      | 9.6540%  | 0.0000% | $5000000.00        | $5051694.17        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-1    20440625 FLT | 2044-06-25      | 8.0090%  | 0.0000% | $534000.00         | $523355.08         | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-2    20440625 FLT | 2044-06-25      | 9.3733%  | 0.0000% | $4466020.00        | $4520776.46        | Asset-Backed Securities |
| RCKT MORTGAGE TRUST 2024-CES4  B-3    20440625 FLT | 2044-06-25      | 9.3733%  | 0.0000% | $4809992.00        | $4626861.92        | Asset-Backed Securities |
| RCKT MRTG TR 2024-CES6         B-3    20440925 FLT | 2044-09-25      | 9.5993%  | 0.0000% | $2972124.00        | $2631911.14        | Asset-Backed Securities |
| RCKT MTG TR 2024-CES7          B-3    20441025 FLT | 2044-10-25      | 9.7853%  | 0.0000% | $6854784.00        | $6188131.28        | Asset-Backed Securities |
| RR 2018-4 LTD                  SUB    20300415 FLT | 2030-04-15      | 0.0000%  | 0.0000% | $3000000.00        | $60000.00          | Asset-Backed Securities |
| RR 7 LTD 2019-7                SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $1000000.00        | $330000.00         | Asset-Backed Securities |
| RADNOR RE 2024-1 LTD           M-2    20340925 FLT | 2034-09-25      | 8.3052%  | 0.0000% | $10075000.00       | $10406794.90       | Asset-Backed Securities |
| RAMP SERIES TRUST 2006-RS5     A-4    20360925 FLT | 2036-09-25      | 4.9937%  | 0.0000% | $700000.00         | $134188.77         | Asset-Backed Securities |
| RASC SERIES TRUST 2006-KS9     A-I-4  20361125 FLT | 2036-11-25      | 4.6837%  | 0.0000% | $800000.00         | $460209.55         | Asset-Backed Securities |
| REGATTA FUNDING LTD 27         SUB NT 20370427 FLT | 2037-04-27      | 0.0000%  | 0.0000% | $2000000.00        | $1530976.00        | Asset-Backed Securities |
| MONTAUK POT CDO II LTD 2006-02 A-3    20460406 FLT | 2046-04-06      | 8.0900%  | 0.0000% | $10000000.00       | $1733406.67        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC4    M-1    20340425 FLT | 2034-04-25      | 5.2437%  | 0.0000% | $740000.00         | $151063.18         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE6    B-2    20340825 FLT | 2034-08-25      | 7.3587%  | 0.0000% | $250000.00         | $34363.37          | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE7    B-3    20340825 FLT | 2034-08-25      | 9.6837%  | 0.0000% | $2900000.00        | $555491.89         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-HE9    M-6    20341125 FLT | 2034-11-25      | 6.3087%  | 0.0000% | $8611000.00        | $1509312.27        | Asset-Backed Securities |
| MORGAN STANLEY CAP 2005-NC1    B-2    20350125 FLT | 2035-01-25      | 6.3837%  | 0.0000% | $2277000.00        | $281009.27         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-NC5    B-1    20340525 FLT | 2034-05-25      | 7.4337%  | 0.0000% | $5000000.00        | $760065.56         | Asset-Backed Securities |
| MORGAN STANLEY CAP 2004-WMC2   B-2    20340725 FLT | 2034-07-25      | 7.5087%  | 0.0000% | $4365000.00        | $121559.74         | Asset-Backed Securities |
| MS RESEC TR 2014-R8            4-B    20470626 FLT | 2047-06-26      | 3.9246%  | 0.0000% | $2800000.00        | $1284479.17        | Asset-Backed Securities |
| MYERS PARK CLO 2018-1          SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $8792000.00        | $1934240.00        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-4  A3-AR4 20380325 0.0 | 2038-03-25      | 0.0100%  | 0.0000% | $8000000.00        | $1590048.00        | Asset-Backed Securities |
| NATIONAL COLL ST LN TR 2007-2  C      20330125 FLT | 2033-01-25      | 5.0837%  | 0.0000% | $1484000.00        | $1049.86           | Asset-Backed Securities |
| NATIONAL COLL 2007 3 CL A 3AR3                     | 2038-03-29      | 0.0000%  | 0.0000% | $4491000.00        | $491919.53         | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007-4 200 A3L    20380331 FLT | 2038-03-31      | 5.8002%  | 0.0000% | $10319472.00       | $672206.05         | Asset-Backed Securities |
| NATIONAL COLLEGIATE VIII 2007 4 CL A 3L COMU       | 2038-03-29      | 2.5716%  | 0.0000% | $7291088.00        | $593064.48         | Asset-Backed Securities |
| NATIONAL COLLEGIATE V NCMT CL 2003 AR 14 COMMUTATI | 2043-06-01      | 0.0000%  | 0.0000% | $1319500.00        | $57490.61          | Asset-Backed Securities |
| NATIONAL COLLEGIATE 2007 4 CL A 3L 2016 COMMUTATIO | 2038-03-31      | 5.8102%  | 0.0000% | $9343120.00        | $639699.91         | Asset-Backed Securities |
| NATIONAL COLLEGIATE VII 2007 3CL A 3L COMMUTATION  | 2038-03-29      | 5.8102%  | 0.0000% | $7023744.00        | $460321.65         | Asset-Backed Securities |
| NELNET STUDENT LN TR 2025-A    B      20570315 5.2 | 2057-03-15      | 5.2700%  | 0.0000% | $3620000.00        | $3644532.14        | Asset-Backed Securities |
| NEW CENTURY HE TR 2004-4       M-1    20350225 FLT | 2035-02-25      | 5.1987%  | 0.0000% | $9000000.00        | $1813185.44        | Asset-Backed Securities |

### Security 662: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18XRW2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18XRW2
- **C.18 - Value (incl. sponsor support):** $272778701.22
- **C.18.a - Value (excl. sponsor support):** $272778701.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.7900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ONECONNECT FINL TECHNOLOGY CO  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1876.00           | $13507.20          | Equities   |
| ONEMEDNET CORP                 CL A             | 2500-12-31      | N/A      | 0.0000% | $105800.00         | $54487.00          | Equities   |
| ONTRAK INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $52800.00          | $29219.52          | Equities   |
| OSISKO DEVELOPMENT CORP        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5757.00           | $12089.70          | Equities   |
| PMV PHARMACEUTICALS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1563.00           | $1672.41           | Equities   |
| PSQ HOLDINGS INC               CL A             | 2500-12-31      | N/A      | 0.0000% | $12583.00          | $25920.98          | Equities   |
| PACER FDS TR                   DATA & DIGI REVO | 2500-12-31      | N/A      | 0.0000% | $200.00            | $11666.66          | Equities   |
| PACER FDS TR                   EMRG MKT CASH    | 2500-12-31      | N/A      | 0.0000% | $6300.00           | $137088.00         | Equities   |
| PALMER SQUARE FUNDS TRUST      CLO SR DEBT ETF  | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1457.64           | Equities   |
| PDS BIOTECHNOLOGY CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $42900.00          | $60489.00          | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $18023.00          | $76417.52          | Equities   |
| SUNATION ENERGY INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $9700.00           | $15811.00          | Equities   |
| PIONEER PWR SOLUTIONS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5173.00           | $13656.72          | Equities   |
| PMGC HLDGS INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $3638.00           | Equities   |
| POLESTAR AUTOMOTIVE HLDG UK    ADS A            | 2500-12-31      | N/A      | 0.0000% | $121452.00         | $134811.72         | Equities   |
| PREDICTIVE ONCOLOGY INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $1161.86           | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1322.00           | $87089.26          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| PROSHARES TR                   ULTRASHORT ENERG | 2500-12-31      | N/A      | 0.0000% | $90.00             | $3338.10           | Equities   |
| PROSHARES TR                   PSHS ULDOW30 NEW | 2500-12-31      | N/A      | 0.0000% | $63.00             | $1545.39           | Equities   |
| PROSHARES TR                   ULTPRO SHT 2017  | 2500-12-31      | N/A      | 0.0000% | $13189.00          | $226455.13         | Equities   |
| PROSHARES TR                   PSHS ULTRA QQQ   | 2500-12-31      | N/A      | 0.0000% | $3249.00           | $377631.27         | Equities   |
| PROSHARES TR                   PSHS ULT HLTHCRE | 2500-12-31      | N/A      | 0.0000% | $99.00             | $3973.86           | Equities   |
| PROSHARES TR II                ULTRA YEN NEW    | 2500-12-31      | N/A      | 0.0000% | $110.00            | $2538.80           | Equities   |
| PROSHARES TR                   ULT R/EST NEW    | 2500-12-31      | N/A      | 0.0000% | $166.00            | $10306.56          | Equities   |
| PROSHARES TR                   ULTRASHORT SEMIC | 2500-12-31      | N/A      | 0.0000% | $10800.00          | $142344.00         | Equities   |
| QUALIGEN THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1406.00           | $5012.39           | Equities   |
| QUANTASING GROUP LTD           ADS              | 2500-12-31      | N/A      | 0.0000% | $116005.00         | $928040.00         | Equities   |
| RANI THERAPEUTICS HLDGS INC    COM CL A         | 2500-12-31      | N/A      | 0.0000% | $67000.00          | $36984.00          | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $35215.00          | $58104.75          | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1536.00           | $1216.67           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $105119.00         | $13634985.49       | Equities   |
| SPDR INDEX SHS FDS             PORTFLO EURP ETF | 2500-12-31      | N/A      | 0.0000% | $6766.00           | $327136.10         | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $41804.00          | $2486919.96        | Equities   |
| SPDR INDEX SHS FDS             MSCI WRLD STRGIC | 2500-12-31      | N/A      | 0.0000% | $16.00             | $2145.92           | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $75178.00          | $3310839.12        | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $328076.00         | $13634838.56       | Equities   |
| SPDR SERIES TRUST              BLOOMBERG HIGH Y | 2500-12-31      | N/A      | 0.0000% | $7855.00           | $761463.70         | Equities   |
| SANGAMO THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $122347.00         | $66177.49          | Equities   |
| SELLAS LIFE SCIENCES GROUP INC COM NEW          | 2500-12-31      | N/A      | 0.0000% | $28253.00          | $55093.35          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $126418.00         | $379254.00         | Equities   |
| SIEBERT FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $12900.00          | $62436.00          | Equities   |
| SIGMA LITHIUM CORPORATION      COM              | 2500-12-31      | N/A      | 0.0000% | $669570.00         | $3093413.40        | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS CHINA A SHS PLUS | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1356.00           | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $509910.00         | $13634993.40       | Equities   |
| ALGORHYTHM HLDGS INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $18300.00          | $45018.00          | Equities   |
| SNAIL INC                      CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $2893.00           | $4108.06           | Equities   |
| SOLIGENIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $920.00            | $1251.20           | Equities   |
| SOUTH BOW CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $139900.00         | $3627607.00        | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $2981.00           | $8764.14           | Equities   |
| SPERO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $13500.00          | $39690.00          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP DIV   | 2500-12-31      | N/A      | 0.0000% | $461.00            | $4909.14           | Equities   |
| SPROTT INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5200.00           | $348868.00         | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $206810.00         | $13634983.30       | Equities   |
| SURGEPAYS INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $70629.00          | $224600.22         | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $30162.00          | $69372.60          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $20500.00          | $40385.00          | Equities   |
| T ROWE PRICE ETF INC           INTERMEDIATE MUN | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1489.35           | Equities   |
| T ROWE PRICE ETF INC           CAP APPRECIATION | 2500-12-31      | N/A      | 0.0000% | $13143.00          | $462502.17         | Equities   |
| T STAMP INC                    CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $4573.00           | Equities   |
| THERAPEUTICSMD INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $44797.00          | $50172.64          | Equities   |
| TIDAL TR II                    YIELDMAX NVDA    | 2500-12-31      | N/A      | 0.0000% | $34500.00          | $576495.00         | Equities   |
| TIDAL TR II                    YIELDMAX NFLX    | 2500-12-31      | N/A      | 0.0000% | $325.00            | $6191.25           | Equities   |
| TIDAL TR II                    YIELDMAX COIN OP | 2500-12-31      | N/A      | 0.0000% | $15200.00          | $139536.00         | Equities   |
| TIDAL TRUST I                  SOFI SELECT 500  | 2500-12-31      | N/A      | 0.0000% | $157.00            | $18434.94          | Equities   |
| TIDAL TRUST I                  SP DWJNS SUKUK   | 2500-12-31      | N/A      | 0.0000% | $15400.00          | $279664.00         | Equities   |
| TIDAL TRUST I                  SP FUNDS S&P GBL | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $43999.00          | Equities   |
| TIDAL TR II                    DEF DLY TGT AVGO | 2500-12-31      | N/A      | 0.0000% | $3700.00           | $126540.00         | Equities   |
| TIDAL TR II                    DEFIANCE DLY TRG | 2500-12-31      | N/A      | 0.0000% | $4800.00           | $30192.00          | Equities   |
| TIDAL TR II                    YIELDMAX SHORT   | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $9889.00           | Equities   |
| TIDAL TR II                    DEFIANCE DT 2X L | 2500-12-31      | N/A      | 0.0000% | $7500.00           | $349950.00         | Equities   |
| TILRAY BRANDS INC              COM              | 2500-12-31      | N/A      | 0.0000% | $6854376.00        | $2746548.46        | Equities   |
| TIVIC HEALTH SYSTEMS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $3200.00           | $12256.00          | Equities   |
| TRIPLE FLAG PRECIOUS METAL     COM              | 2500-12-31      | N/A      | 0.0000% | $69.00             | $1592.52           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER JENSEN QUALITY   | 2500-12-31      | N/A      | 0.0000% | $996.00            | $26172.79          | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $8170.00           | $175164.80         | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $190889.00         | $157884.29         | Equities   |
| TURNSTONE BIOLOGICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $208834.00         | $73655.75          | Equities   |
| 2023 ETF SERIES TRUST II       GMO INTL QUALITY | 2500-12-31      | N/A      | 0.0000% | $600.00            | $15331.44          | Equities   |
| TWIN HOSPITALITY GROUP INC     SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $8726.00           | $39267.00          | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $1834.00           | $35176.85          | Equities   |
| USCF ETF TR                    GOLD STRATEGY    | 2500-12-31      | N/A      | 0.0000% | $96.00             | $3309.12           | Equities   |
| UNITED STS BRENT OIL FD LP     UNIT             | 2500-12-31      | N/A      | 0.0000% | $110.00            | $3202.10           | Equities   |
| UPLAND SOFTWARE INC            COM              | 2500-12-31      | N/A      | 0.0000% | $19065.00          | $33554.40          | Equities   |
| VANECK ETF TRUST               INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $85.00             | $1871.35           | Equities   |
| VANECK ETF TRUST               CHINEXT ETF      | 2500-12-31      | N/A      | 0.0000% | $612.00            | $17256.44          | Equities   |
| VANECK ETF TRUST               RARE EARTH AND S | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $57722.00          | Equities   |
| VANGUARD SPECIALIZED FUNDS     DIV APP ETF      | 2500-12-31      | N/A      | 0.0000% | $4560.00           | $929784.00         | Equities   |
| VANGUARD WORLD FD              MEGA CAP VAL ETF | 2500-12-31      | N/A      | 0.0000% | $1851.00           | $242943.75         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS1000VAL   | 2500-12-31      | N/A      | 0.0000% | $99457.00          | $8439921.02        | Equities   |
| VANGUARD INDEX FDS             SML CP GRW ETF   | 2500-12-31      | N/A      | 0.0000% | $30506.00          | $8423621.78        | Equities   |
| VANGUARD INDEX FDS             GROWTH ETF       | 2500-12-31      | N/A      | 0.0000% | $11.00             | $4800.40           | Equities   |
| VANGUARD INDEX FDS             VALUE ETF        | 2500-12-31      | N/A      | 0.0000% | $36741.00          | $6491032.47        | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $57441.00          | $13634770.17       | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $35732.00          | $10837872.92       | Equities   |
| VICTORY PORTFOLIOS II          VICTORYSHARES SM | 2500-12-31      | N/A      | 0.0000% | $1382.00           | $36305.14          | Equities   |
| VINCE HLDG CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $19003.00          | $26794.23          | Equities   |
| VIRTUS ETF TR II               ALPHASIMPLEX MNG | 2500-12-31      | N/A      | 0.0000% | $80.00             | $1802.38           | Equities   |
| VUZIX CORP                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $39291.00          | $110407.71         | Equities   |
| WASTE CONNECTIONS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $73345.00          | $13634835.50       | Equities   |
| WINDTREE THERAPEUTICS INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5792.00           | $2603.50           | Equities   |
| WISDOMTREE TR                  INTL SMCAP DIV   | 2500-12-31      | N/A      | 0.0000% | $301.00            | $22496.74          | Equities   |
| WISDOMTREE TR                  ITL HDG QTLY DIV | 2500-12-31      | N/A      | 0.0000% | $9874.00           | $446107.32         | Equities   |
| WORLD GOLD TR                  SPDR GLD MINIS   | 2500-12-31      | N/A      | 0.0000% | $3550.00           | $229933.50         | Equities   |
| WRAP TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $5214.00           | Equities   |
| XTI AEROSPACE INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11509.00          | $19220.03          | Equities   |
| CMB.TECH NV                    SHS              | 2500-12-31      | N/A      | 0.0000% | $40158.00          | $369855.18         | Equities   |
| BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $8700.00           | $24708.00          | Equities   |
| BIOCERES CROP SOLUTIONS CORP   SHS              | 2500-12-31      | N/A      | 0.0000% | $3300.00           | $14817.00          | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERNATINL ETF  | 2500-12-31      | N/A      | 0.0000% | $4333.00           | $123187.19         | Equities   |
| MAGNACHIP SEMICONDUCTOR CORP N COM              | 2500-12-31      | N/A      | 0.0000% | $911.00            | $3689.55           | Equities   |
| MARCHEX INC                    CL B             | 2500-12-31      | N/A      | 0.0000% | $1438.00           | $3091.70           | Equities   |
| MARKER THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $7154.00           | Equities   |
| MARKER THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5642.00           | $8237.32           | Equities   |
| SOLUNA HOLDINGS INC            COM NEW          | 2500-12-31      | N/A      | 0.0000% | $26710.00          | $14767.96          | Equities   |
| MEDICUS PHARMA LTD             COM              | 2500-12-31      | N/A      | 0.0000% | $21400.00          | $62060.00          | Equities   |
| MERCER INTL INC                COM              | 2500-12-31      | N/A      | 0.0000% | $24777.00          | $86967.27          | Equities   |
| MESA RTY TR                    UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $9504.00           | Equities   |
| MICROBOT MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25800.00          | $64500.00          | Equities   |
| MICROVAST HOLDINGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $14000.00          | $56560.00          | Equities   |
| MIRA PHARMACEUTICALS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $29346.00          | $36535.77          | Equities   |
| MONOGRAM TECHNOLOGIES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $24013.00          | $69637.70          | Equities   |
| GAXOS.AI INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $2729.00           | $3875.18           | Equities   |
| SOLESENCE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $26160.00          | Equities   |
| NATURAL HEALTH TRENDS CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $500.00            | $2165.00           | Equities   |
| NEPHROS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $972.00            | $3751.92           | Equities   |
| NEUROONE MED TECHNOLOGIES CORP COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1729.00           | $1175.72           | Equities   |
| NEW ERA HELIUM INC             COM              | 2500-12-31      | N/A      | 0.0000% | $37900.00          | $19480.60          | Equities   |
| NORTH AMERN CONSTR GROUP LTD   COM              | 2500-12-31      | N/A      | 0.0000% | $87.00             | $1404.18           | Equities   |
| AMERICAN WELL CORP             COM CL A NEW     | 2500-12-31      | N/A      | 0.0000% | $37449.00          | $297345.06         | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2643.00           | $7849.71           | Equities   |
| AMERISERV FINL INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11900.00          | $35343.00          | Equities   |
| AMPLIFY ETF TR                 CWP ENHANCED DIV | 2500-12-31      | N/A      | 0.0000% | $63.00             | $2660.49           | Equities   |
| AMPLIFY ETF TR                 COWS COVERED CAL | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1094.88           | Equities   |
| AQUABOUNTY TECHNOLOGIES INC    COM              | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $1701.08           | Equities   |
| ASSET ENTITIES INC             CL B NEW         | 2500-12-31      | N/A      | 0.0000% | $160000.00         | $625600.00         | Equities   |
| AUTONOMIX MED INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $11256.00          | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $80120.00          | $382973.60         | Equities   |
| BALLARD PWR SYS INC NEW        COM              | 2500-12-31      | N/A      | 0.0000% | $1272128.00        | $1857306.88        | Equities   |
| BANK MONTREAL QUE              CALL BNKU 45     | 2500-12-31      | N/A      | 0.0000% | $900.00            | $19224.00          | Equities   |
| BANK MONTREAL MEDIUM           MICROSECTORS FA  | 2500-12-31      | N/A      | 0.0000% | $49100.00          | $323078.00         | Equities   |
| BANK MONTREAL MEDIUM           CALL LKD 41      | 2500-12-31      | N/A      | 0.0000% | $91.00             | $1195.74           | Equities   |
| BARRICK MNG CORP               COM SHS          | 2500-12-31      | N/A      | 0.0000% | $50000.00          | $1023000.00        | Equities   |
| BINGEX LTD                     SPONSORED ADS A  | 2500-12-31      | N/A      | 0.0000% | $1498.00           | $4703.72           | Equities   |
| BIOCARDIA INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25900.00          | $55685.00          | Equities   |
| BIORESTORATIVE THERAPIES INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10501.00          | $16906.61          | Equities   |
| BIOAFFINITY TECHNOLOGIES INC   COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $54800.00          | $16220.80          | Equities   |
| BIOFRONTERA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8900.00           | $5354.24           | Equities   |
| BITFARMS LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $4292056.00        | $3202732.19        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $262564.00         | $13634948.52       | Equities   |
| BLAIZE HLDGS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $48922.00          | $114966.70         | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $16685.00          | $853704.71         | Equities   |
| BONDBLOXX ETF TRUST            BBB RATED 5 10 Y | 2500-12-31      | N/A      | 0.0000% | $63.00             | $3237.89           | Equities   |
| BROOKFIELD ASSET MANAGMT LTD   CL A LMT VTG SHS | 2500-12-31      | N/A      | 0.0000% | $5000.00           | $275600.00         | Equities   |
| LISATA THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $1960.00           | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  US MULTI-SECTOR  | 2500-12-31      | N/A      | 0.0000% | $672.00            | $18480.00          | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  ULTRA SHORT INCO | 2500-12-31      | N/A      | 0.0000% | $65.00             | $1639.30           | Equities   |
| CAPSTONE HLDG CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1868.00           | $3175.60           | Equities   |
| CARDIO DIAGNOSTICS HOLDGS INC  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1293.00           | $4667.73           | Equities   |
| IMUNON INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $173001.00         | $128020.74         | Equities   |
| CELULARITY INC                 CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $6350.00           | $11747.50          | Equities   |
| CHINA AUTOMOTIVE SYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $323.00            | $1327.53           | Equities   |
| CLEARSIDE BIOMEDICAL INC       COM              | 2500-12-31      | N/A      | 0.0000% | $5976.00           | $4601.52           | Equities   |
| CLOVER HEALTH INVESTMENTS CORP COM CL A         | 2500-12-31      | N/A      | 0.0000% | $667365.00         | $1841927.40        | Equities   |
| CNS PHARMACEUTICALS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2800.00           | $2461.20           | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $94.00             | $1767.67           | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $2232080.00        | $4263272.80        | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10454.00          | $25716.84          | Equities   |
| COMTECH TELECOMMUNICATIONS CP  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $11700.00          | $28782.00          | Equities   |
| CONNECT BIOPHARMA HLDGS LTD    ADS              | 2500-12-31      | N/A      | 0.0000% | $1326.00           | $1326.00           | Equities   |
| QUINCE THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $188591.00         | $292316.05         | Equities   |
| CRONOS GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $2718.00           | $5164.20           | Equities   |
| CUMBERLAND PHARMACEUTICALS INC COM              | 2500-12-31      | N/A      | 0.0000% | $26934.00          | $70028.40          | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $126072.79         | Equities   |
| DBX ETF TR                     XTRACK CSI 500 A | 2500-12-31      | N/A      | 0.0000% | $2565.00           | $75051.90          | Equities   |
| DERMATA THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1716.00           | $1043.33           | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $543008.00         | $13634930.88       | Equities   |
| DIREXION SHS ETF TR            DLY MIDCAP ETF3X | 2500-12-31      | N/A      | 0.0000% | $558.00            | $25115.58          | Equities   |
| DIREXION SHS ETF TR            DRX S&P500BULL   | 2500-12-31      | N/A      | 0.0000% | $6411.00           | $1095832.23        | Equities   |
| DIREXION SHS ETF TR            DLY FTS BUL 3X   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3430.00           | Equities   |
| DIREXION SHS ETF TR            HEALTHCARE BUL   | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $108374.00         | Equities   |
| DIREXION SHS ETF TR            DLY S&P500 BR 3X | 2500-12-31      | N/A      | 0.0000% | $40300.00          | $191828.00         | Equities   |
| DIREXION SHS ETF TR            DAILY SEMICONDUC | 2500-12-31      | N/A      | 0.0000% | $139167.00         | $1096635.96        | Equities   |
| DIREXION SHS ETF TR            DAILY ENERGY BEA | 2500-12-31      | N/A      | 0.0000% | $66.00             | $1484.34           | Equities   |
| DIREXION SHS ETF TR            DL FTSE BULL 3X  | 2500-12-31      | N/A      | 0.0000% | $77.00             | $3170.86           | Equities   |
| DIREXION SHS ETF TR            DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $67.00             | $1733.29           | Equities   |
| DIREXION SHS ETF TR            BRZ BL 2X SHS    | 2500-12-31      | N/A      | 0.0000% | $300.00            | $18696.00          | Equities   |
| DIREXION SHS ETF TR            DAILY S&P BIOTEC | 2500-12-31      | N/A      | 0.0000% | $123779.00         | $920915.76         | Equities   |
| DIREXION SHS ETF TR            DLY GOLD INDX 2X | 2500-12-31      | N/A      | 0.0000% | $1270.00           | $89750.90          | Equities   |
| DIREXION SHS ETF TR            DLY AAPL BEAR 1X | 2500-12-31      | N/A      | 0.0000% | $861.00            | $15411.90          | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BULL  | 2500-12-31      | N/A      | 0.0000% | $1200.00           | $67968.00          | Equities   |
| SILEXION THERAPEUTICS CORP     SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $11400.00          | $9108.60           | Equities   |
| BLUE HAT INTERACTIVE ENTMT TEC SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $30751.00          | $55351.80          | Equities   |
| CASI PHARMACEUTICALS INC       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $8052.00           | $9662.40           | Equities   |
| COLOR STAR TECHNOLOGY CO LTD   CL A SHS NEW     | 2500-12-31      | N/A      | 0.0000% | $5600.00           | $5094.88           | Equities   |
| E-HOME HOUSEHOLD SVC HLDGS LTD SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1213.00           | $3238.71           | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $4585.00           | $15726.55          | Equities   |
| FITELL CORP                    SHS              | 2500-12-31      | N/A      | 0.0000% | $44004.00          | $22530.05          | Equities   |
| GAMEHAUS HOLDINGS INC          ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $3373.00           | $5430.53           | Equities   |
| INTELLIGENT GROUP LIMITED      SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $1938.00           | Equities   |
| REZOLVE AI PLC                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $99800.00          | $273452.00         | Equities   |
| SCIENJOY HOLDING CORP          CLASS A ORD      | 2500-12-31      | N/A      | 0.0000% | $20100.00          | $15155.40          | Equities   |
| SEALSQ CORP                    ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $399232.00         | $1616889.60        | Equities   |
| TIAN RUIXIANG HLDGS LTD        CL A ORD SHS NEW | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $2562.00           | Equities   |
| TUNGRAY TECHNOLOGIES INC       USD CL A ORD SHS | 2500-12-31      | N/A      | 0.0000% | $1728.00           | $2764.80           | Equities   |
| VERTICAL AEROSPACE LTD         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $42300.00          | $284679.00         | Equities   |
| VS MEDIA HOLDINGS LTD.         COM CLASS A NEW  | 2500-12-31      | N/A      | 0.0000% | $14600.00          | $15330.00          | Equities   |
| LAKESHORE BIOPHARMA CO LTD     ORD SHS NEW      | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1248.00           | Equities   |
| ZENVIA INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $2295.00           | $3442.50           | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $21865.00          | $53569.25          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $44122.00          | $84273.02          | Equities   |
| INTERCURE LTD                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $10500.00          | $15645.00          | Equities   |
| PAINREFORM LTD                 SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $9870.00           | Equities   |
| TABOOLA.COM LTD                ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $155400.00         | $564102.00         | Equities   |
| FERRARI N V                    COM              | 2500-12-31      | N/A      | 0.0000% | $6568.00           | $3225544.80        | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $76770.00          | $136650.60         | Equities   |
| AGF INVTS TR                   US MARKET NETRL  | 2500-12-31      | N/A      | 0.0000% | $48313.00          | $850791.93         | Equities   |
| ABACUS GLOBAL MGMT INC         CL A             | 2500-12-31      | N/A      | 0.0000% | $199222.00         | $924390.08         | Equities   |
| GRACE THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $662.00            | $1966.14           | Equities   |
| ADVISORSHARES TR               RANGER EQUITY BE | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $39100.00          | Equities   |
| AETHLON MED INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $1625.00           | Equities   |
| AGAPE ATP CORP                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3400.00           | $4488.00           | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUN | 2500-12-31      | N/A      | 0.0000% | $6700.00           | $213060.00         | Equities   |
| ALLARITY THERAPEUTICS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $69300.00          | $69293.07          | Equities   |
| ALLIANCE ENTERTAINMENT HOLDING COM CLASS A      | 2500-12-31      | N/A      | 0.0000% | $263.00            | $1028.33           | Equities   |
| ALLURION TECHNOLOGIES INC      COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $2686.00           | $6526.98           | Equities   |
| ALPHABET INC                   CAP STK CL C     | 2500-12-31      | N/A      | 0.0000% | $54.00             | $9626.58           | Equities   |
| ALTICE USA INC                 CL A             | 2500-12-31      | N/A      | 0.0000% | $80100.00          | $170613.00         | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11037.00          | $313802.88         | Equities   |
| AMERICAN CENTY ETF TR          SHORT DURTN STRG | 2500-12-31      | N/A      | 0.0000% | $34.00             | $1749.98           | Equities   |
| AMERICAN CENTY ETF TR          INTL EQT ETF     | 2500-12-31      | N/A      | 0.0000% | $65.00             | $4794.40           | Equities   |
| KRANESHARES TRUST              MOUNT LUCAS ETF  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $26190.00          | Equities   |
| KRANESHARES TRUST              QUADRTC INT RT   | 2500-12-31      | N/A      | 0.0000% | $58.00             | $1140.86           | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $17700.00          | $53277.00          | Equities   |
| LITHIUM AMERS CORP NEW         COM SHS          | 2500-12-31      | N/A      | 0.0000% | $1267844.00        | $3511927.88        | Equities   |
| LITMAN GREGORY FDS TR          IMGP DBI MANAGED | 2500-12-31      | N/A      | 0.0000% | $13902.00          | $357281.40         | Equities   |
| LOANDEPOT INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $38100.00          | $49911.00          | Equities   |
| LONGEVERON INC                 CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2300.00           | $3036.00           | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $34855.00          | $7319.55           | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $123700.00         | $226371.00         | Equities   |
| DIREXION SHS ETF TR            DAILY DOW JONES  | 2500-12-31      | N/A      | 0.0000% | $92.00             | $1943.96           | Equities   |
| DIREXION SHS ETF TR            DAILY TECHNOLOGY | 2500-12-31      | N/A      | 0.0000% | $62.00             | $1707.48           | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $108220.00         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $101280.00         | Equities   |
| DBX ETF TR                     DALY HOM B&S BUL | 2500-12-31      | N/A      | 0.0000% | $20892.00          | $1105813.56        | Equities   |
| EARLYWORKS CO LTD              SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $902.00            | $1722.82           | Equities   |
| ELEDON PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $32900.00          | $88501.00          | Equities   |
| ELLINGTON CREDIT COMPANY       COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $124600.00         | $720188.00         | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $304480.00         | $13634614.40       | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| ENSYSCE BIOSCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $4480.00           | Equities   |
| EQUILLIUM INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $15000.00          | $4650.00           | Equities   |
| FATHOM HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $21453.00          | $25100.01          | Equities   |
| FEDERATED HERMES ETF TRUST     US STRATEGIC DIV | 2500-12-31      | N/A      | 0.0000% | $4329.00           | $118831.05         | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED INTL    | 2500-12-31      | N/A      | 0.0000% | $19917.00          | $661045.23         | Equities   |
| FIREFLY NEUROSCIENCE INC       COM              | 2500-12-31      | N/A      | 0.0000% | $6800.00           | $19924.00          | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $48800.00          | $391376.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD    INDXX AEROSPACE  | 2500-12-31      | N/A      | 0.0000% | $533.00            | $19838.26          | Equities   |
| FIRST TR EXCHANGE-TRADED FD II GBL WND ENRG ETF | 2500-12-31      | N/A      | 0.0000% | $1540.00           | $28151.20          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II ASIA EX JAPAN    | 2500-12-31      | N/A      | 0.0000% | $385.00            | $13440.35          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $14252.00          | $781864.72         | Equities   |
| FIRST TR EXCH TRADED FD III    PFD SECS INC ETF | 2500-12-31      | N/A      | 0.0000% | $2900.00           | $51475.00          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SKYBRIDGE CRYPTO | 2500-12-31      | N/A      | 0.0000% | $325.00            | $7244.25           | Equities   |
| FIRST TR EXCHNG TRADED FD VIII ACTV FCTR MDCP   | 2500-12-31      | N/A      | 0.0000% | $43.00             | $1379.44           | Equities   |
| FLEXSHARES TR                  STOXX GLOBR INF  | 2500-12-31      | N/A      | 0.0000% | $602.00            | $36884.54          | Equities   |
| FORTRESS BIOTECH INC           COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8600.00           | $15652.00          | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7940.00           | $113684.92         | Equities   |
| GFL ENVIRONMENTAL INC          SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $154651.00         | $7689247.72        | Equities   |
| GENASYS INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $1350.00           | $2335.50           | Equities   |
| GENPREX INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $414856.00         | $92512.89          | Equities   |
| GLOBAL X FDS                   GB MSCI AR ETF   | 2500-12-31      | N/A      | 0.0000% | $152.00            | $12973.20          | Equities   |
| GLOBAL X FDS                   GLOBAL X COPPER  | 2500-12-31      | N/A      | 0.0000% | $52114.00          | $2340439.74        | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $323947.00         | $12818582.79       | Equities   |
| GRANITESHARES ETF TR           2X SHORT TSLA DA | 2500-12-31      | N/A      | 0.0000% | $302.00            | $6659.10           | Equities   |
| CALCIMEDICA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2504.00           | $3580.72           | Equities   |
| GUILD HLDGS CO                 CL A             | 2500-12-31      | N/A      | 0.0000% | $900.00            | $17784.00          | Equities   |
| HEALTHCARE TRIANGLE INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $87700.00          | $2025.87           | Equities   |
| HOTH THERAPEUTICS INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1800.00           | $2034.00           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $171814.00         | $247412.16         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $15147.00          | $502425.99         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI FTSE INTERN | 2500-12-31      | N/A      | 0.0000% | $64540.00          | $1905220.80        | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $36738.00          | $1293177.60        | Equities   |
| INNVENTURE INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $9100.00           | Equities   |
| INNOVATIVE EYEWEAR INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12700.00          | $26416.00          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $25255.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SML600 VAL   | 2500-12-31      | N/A      | 0.0000% | $1870.00           | $196318.96         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P SMLCP MOMENT | 2500-12-31      | N/A      | 0.0000% | $13818.00          | $941143.98         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  INTL DIVI ACHI   | 2500-12-31      | N/A      | 0.0000% | $9754.00           | $198298.82         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  OIL & GAS SERVIC | 2500-12-31      | N/A      | 0.0000% | $77.00             | $1848.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $800.00            | $45848.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   DORSEY WRGT EMRG | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $45606.00          | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $652392.00         | $13634992.80       | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $8976.00           | $245727.87         | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $781.00            | $19025.16          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $636.00            | $11081.28          | Equities   |
| INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD   | 2500-12-31      | N/A      | 0.0000% | $55936.00          | $1472794.88        | Equities   |
| INVESCO DB US DLR INDEX TR     BULLISH FD       | 2500-12-31      | N/A      | 0.0000% | $18625.00          | $503247.50         | Equities   |
| INVESTMENT MANAGERS SER TR II  TRADR 1X SHORT   | 2500-12-31      | N/A      | 0.0000% | $217.00            | $7803.32           | Equities   |
| IQIYI INC                      SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $351958.00         | $622965.66         | Equities   |
| ISHARES TR                     EUROPE ETF       | 2500-12-31      | N/A      | 0.0000% | $1636.00           | $103313.40         | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $130703.00         | $13634936.96       | Equities   |
| ISHARES TR                     ASIA 50 ETF      | 2500-12-31      | N/A      | 0.0000% | $213.00            | $17321.16          | Equities   |
| ISHARES TR                     CORE 30/70 CONSE | 2500-12-31      | N/A      | 0.0000% | $2454.00           | $95558.76          | Equities   |
| ISHARES INC                    ESG AWR MSCI EM  | 2500-12-31      | N/A      | 0.0000% | $187105.00         | $7310192.35        | Equities   |
| ISHARES TR                     CUR HD EURZN ETF | 2500-12-31      | N/A      | 0.0000% | $26.00             | $1066.78           | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $99.00             | $1838.43           | Equities   |
| ISHARES TR                     MSCI QATAR ETF   | 2500-12-31      | N/A      | 0.0000% | $9066.00           | $168355.62         | Equities   |
| ISHARES TR                     CLIMATE CONSCI   | 2500-12-31      | N/A      | 0.0000% | $4504.00           | $330818.80         | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $28110.00          | $1706839.20        | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $800.00            | $77864.00          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  GLOBAL SEL EQUIT | 2500-12-31      | N/A      | 0.0000% | $81263.00          | $5221147.75        | Equities   |
| JAGUAR HEALTH INC              COM              | 2500-12-31      | N/A      | 0.0000% | $7404.00           | $18510.00          | Equities   |
| JERASH HLDGS US INC            COM              | 2500-12-31      | N/A      | 0.0000% | $504.00            | $1653.12           | Equities   |
| JET AI INC                     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2200.00           | $8096.00           | Equities   |
| JUPITER NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $7100.00           | $7455.00           | Equities   |
| SAFETY SHOT INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $127108.00         | $38208.66          | Equities   |
| KLAVIYO INC                    COM SER A        | 2500-12-31      | N/A      | 0.0000% | $96.00             | $3172.80           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $1162.00           | $28113.20          | Equities   |

### Security 663: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.740000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18XRY8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP18XRY8
- **C.18 - Value (incl. sponsor support):** $437974201.80
- **C.18.a - Value (excl. sponsor support):** $437974201.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| AB ACTIVE ETFS INC             TAX AWARE INTERM | 2500-12-31      | N/A      | 0.0000% | $66868.00          | $1663007.16        | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B20 JUL | 2500-12-31      | N/A      | 0.0000% | $2600.00           | $96426.98          | Equities   |
| ALLIED GOLD CORP               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $366808.00         | $4860206.00        | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $8030.00           | $540234.31         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS RESPONSI | 2500-12-31      | N/A      | 0.0000% | $12016.00          | $702528.66         | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $233506.00         | $18414283.16       | Equities   |
| AMPLIFY ETF TR                 AMPLIFY TRAVEL T | 2500-12-31      | N/A      | 0.0000% | $10732.00          | $229664.80         | Equities   |
| ASCENDIS PHARMA A/S            SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $127474.00         | $21953572.28       | Equities   |
| BICYCLE THERAPEUTICS PLC       SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $334900.00         | $2424676.00        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES BBB B CL | 2500-12-31      | N/A      | 0.0000% | $7207.00           | $359268.95         | Equities   |
| BLACKROCK ETF TRUST            ISHARES TECHNOLO | 2500-12-31      | N/A      | 0.0000% | $5198.00           | $144968.06         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD FINAN | 2500-12-31      | N/A      | 0.0000% | $1149.00           | $43621.79          | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD TELEC | 2500-12-31      | N/A      | 0.0000% | $5071.00           | $176394.73         | Equities   |
| BONDBLOXX ETF TRUST            USD HI YLD INDUS | 2500-12-31      | N/A      | 0.0000% | $1600.00           | $61140.00          | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $104376.00         | $8642332.80        | Equities   |
| ISHARES TR                     RUSSELL 2000 ETF | 2500-12-31      | N/A      | 0.0000% | $13944.00          | $3004653.12        | Equities   |
| ISHARES TR                     JPMORGAN USD EMG | 2500-12-31      | N/A      | 0.0000% | $10483.00          | $965484.30         | Equities   |
| ISHARES TR                     NEW YORK MUN ETF | 2500-12-31      | N/A      | 0.0000% | $25517.00          | $1327613.79        | Equities   |
| ISHARES TR                     CALIF MUN BD ETF | 2500-12-31      | N/A      | 0.0000% | $394568.00         | $21953763.52       | Equities   |
| ISHARES TR                     IBOXX HI YD ETF  | 2500-12-31      | N/A      | 0.0000% | $27465.00          | $2206538.10        | Equities   |
| ISHARES TR                     GLOBAL REIT ETF  | 2500-12-31      | N/A      | 0.0000% | $893150.00         | $21953627.00       | Equities   |
| ISHARES TR                     CORE MSCI EURO   | 2500-12-31      | N/A      | 0.0000% | $11682.00          | $772180.20         | Equities   |
| ISHARES TR                     CORE MSCI INTL   | 2500-12-31      | N/A      | 0.0000% | $123125.00         | $9335337.50        | Equities   |
| ISHARES BITCOIN TRUST ETF      SHS BEN INT      | 2500-12-31      | N/A      | 0.0000% | $361552.00         | $21953437.44       | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   INTERNATIONAL HI | 2500-12-31      | N/A      | 0.0000% | $407.00            | $13666.16          | Equities   |
| KEURIG DR PEPPER INC           COM              | 2500-12-31      | N/A      | 0.0000% | $12595.00          | $413745.75         | Equities   |
| KRANESHARES TRUST              QUADRATIC DEFLA  | 2500-12-31      | N/A      | 0.0000% | $2722.00           | $33739.19          | Equities   |
| MARTIN MIDSTREAM PRTNRS L P    UNIT L P INT     | 2500-12-31      | N/A      | 0.0000% | $77581.00          | $231967.19         | Equities   |
| MORGAN STANLEY ETF TRUST       PARAMETRIC EQU   | 2500-12-31      | N/A      | 0.0000% | $1181.00           | $30457.99          | Equities   |
| NEXTNRG INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $86000.00          | $238220.00         | Equities   |
| PIMCO ETF TR                   0-5 HIGH YIELD   | 2500-12-31      | N/A      | 0.0000% | $156039.00         | $14767530.96       | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $35702.00          | $21953516.82       | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $47618.00          | $2830890.10        | Equities   |
| SPDR SERIES TRUST              S&P INS ETF      | 2500-12-31      | N/A      | 0.0000% | $5250.00           | $310642.50         | Equities   |
| SPDR SERIES TRUST              S&P HOMEBUILD    | 2500-12-31      | N/A      | 0.0000% | $30152.00          | $2968765.92        | Equities   |
| SCHWAB STRATEGIC TR            MORTGAGE BACKED  | 2500-12-31      | N/A      | 0.0000% | $43991.00          | $1116931.49        | Equities   |
| STEEL DYNAMICS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $4875.00           | $639648.75         | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $96048.00          | $21953691.36       | Equities   |
| USCF ETF TR                    SUMMERHAVEN K1   | 2500-12-31      | N/A      | 0.0000% | $2570.00           | $55486.30          | Equities   |
| VANECK ETF TRUST               GOLD MINERS ETF  | 2500-12-31      | N/A      | 0.0000% | $4222.00           | $214182.06         | Equities   |
| VANECK ETF TRUST               SEMICONDUCTR ETF | 2500-12-31      | N/A      | 0.0000% | $34599.00          | $9633053.58        | Equities   |
| VANECK ETF TRUST               RETAIL ETF       | 2500-12-31      | N/A      | 0.0000% | $3472.00           | $827412.32         | Equities   |
| VANGUARD STAR FDS              VG TL INTL STK F | 2500-12-31      | N/A      | 0.0000% | $318587.00         | $21953830.17       | Equities   |
| VANGUARD WHITEHALL FDS         INTL HIGH ETF    | 2500-12-31      | N/A      | 0.0000% | $65.00             | $5188.95           | Equities   |
| VANGUARD INTL EQUITY INDEX FDS FTSE PACIFIC ETF | 2500-12-31      | N/A      | 0.0000% | $30024.00          | $2464369.92        | Equities   |
| VANGUARD INDEX FDS             S&P 500 ETF SHS  | 2500-12-31      | N/A      | 0.0000% | $38722.00          | $21953437.90       | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $1081.00           | $52158.25          | Equities   |
| AGRICULTURE & NAT SOL ACQ CORP SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $38608.00          | $417352.48         | Equities   |
| ALDEL FINL II INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $74638.00          | $782206.24         | Equities   |
| COCA-COLA EUROPACIFIC PARTNERS SHS              | 2500-12-31      | N/A      | 0.0000% | $31111.00          | $2834212.10        | Equities   |
| GH RESEARCH PLC                ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $206748.00         | $2571945.12        | Equities   |
| GIGCAPITAL7 CORP               ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $19900.00          | $206363.00         | Equities   |
| HELIX ACQUISITION CORP II      CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $53706.00          | $574654.20         | Equities   |
| NABORS ENERGY TRANSITION CORP  CL A             | 2500-12-31      | N/A      | 0.0000% | $207132.00         | $2295022.56        | Equities   |
| ROMAN DBDR ACQUISITION CORP II ORD SHS CL A     | 2500-12-31      | N/A      | 0.0000% | $139492.00         | $1436767.60        | Equities   |
| VOYAGER ACQUISITION CORP       CL A             | 2500-12-31      | N/A      | 0.0000% | $77556.00          | $805806.84         | Equities   |
| VASTA PLATFORM LTD             CL A             | 2500-12-31      | N/A      | 0.0000% | $45108.00          | $187198.20         | Equities   |
| ON HLDG AG                     NAMEN AKT A      | 2500-12-31      | N/A      | 0.0000% | $5762.00           | $302447.38         | Equities   |
| ISHARES INC                    MSCI BELGIUM ETF | 2500-12-31      | N/A      | 0.0000% | $37584.00          | $829854.72         | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $310344.00         | $21953734.56       | Equities   |
| ISHARES INC                    MSCI MEXICO ETF  | 2500-12-31      | N/A      | 0.0000% | $343202.00         | $20701944.64       | Equities   |
| ISHARES TR                     MSCI EMG MKT ETF | 2500-12-31      | N/A      | 0.0000% | $456512.00         | $21953662.08       | Equities   |
| ISHARES TR                     IBOXX INV CP ETF | 2500-12-31      | N/A      | 0.0000% | $185186.00         | $20187125.86       | Equities   |
| ISHARES TR                     JPX NIKKEI 400   | 2500-12-31      | N/A      | 0.0000% | $18677.00          | $1500809.01        | Equities   |
| ISHARES TR                     20 YR TR BD ETF  | 2500-12-31      | N/A      | 0.0000% | $20213.00          | $1766414.07        | Equities   |
| ISHARES TR                     7-10 YR TRSY BD  | 2500-12-31      | N/A      | 0.0000% | $230148.00         | $21953817.72       | Equities   |
| CAPITAL GROUP INTL FOCUS EQTY  SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $802700.00         | $21953845.00       | Equities   |
| CENTESSA PHARMACEUTICALS PLC   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $981920.00         | $12892609.60       | Equities   |
| DBX ETF TR                     XTRACK HRVST CSI | 2500-12-31      | N/A      | 0.0000% | $33521.00          | $915793.72         | Equities   |
| EDAP TMS S A                   SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $98193.00          | $163982.31         | Equities   |
| ETF SER SOLUTIONS              VIDENT INTERNATI | 2500-12-31      | N/A      | 0.0000% | $317.00            | $9314.19           | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| TCW ETF TRUST                  MULTISECTOR CRDT | 2500-12-31      | N/A      | 0.0000% | $1631.00           | $82014.83          | Equities   |
| ESSEX PPTY TR INC              COM              | 2500-12-31      | N/A      | 0.0000% | $358.00            | $102176.78         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $6281.00           | $237421.80         | Equities   |
| FIDELITY COVINGTON TRUST       METAVERSE ETF    | 2500-12-31      | N/A      | 0.0000% | $6332.00           | $213071.80         | Equities   |
| FIRST TR EXCHANGE TRADED FD II INDXX GLOBAL AGR | 2500-12-31      | N/A      | 0.0000% | $1110.00           | $29403.90          | Equities   |
| FORD MTR CO                    COM              | 2500-12-31      | N/A      | 0.0000% | $12105.00          | $130734.00         | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $3547.00           | $82042.11          | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $83267.00          | $2707842.84        | Equities   |
| GOLDMAN SACHS ETF TR           FUTURE           | 2500-12-31      | N/A      | 0.0000% | $469.00            | $15832.46          | Equities   |
| HARBOR ETF TRUST               SCIENTIFIC HIGH  | 2500-12-31      | N/A      | 0.0000% | $9402.00           | $431081.70         | Equities   |
| TIDAL TRUST III                ROCKEFELLER OPP  | 2500-12-31      | N/A      | 0.0000% | $41928.00          | $1024301.04        | Equities   |
| INNOVATOR ETFS TRUST           INTERNATIONAL DV | 2500-12-31      | N/A      | 0.0000% | $1634.00           | $53644.22          | Equities   |
| INVESCO QQQ TR                 UNIT SER 1       | 2500-12-31      | N/A      | 0.0000% | $34724.00          | $19031877.16       | Equities   |
| ISHARES GOLD TR                ISHARES NEW      | 2500-12-31      | N/A      | 0.0000% | $356104.00         | $21953811.60       | Equities   |

### Security 664: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.820000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP18XRZ5, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP18XRZ5
- **C.18 - Value (incl. sponsor support):** $249831502.50
- **C.18.a - Value (excl. sponsor support):** $249831502.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 5.0600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| NEW FLYER HLDGS INC            2LIEN GLBL 30    | 2030-07-01      | 9.2500%  | 0.0000% | $9681000.00        | $10220212.88       | Corporate Debt Securities |
| NEW FORTRESS ENERGY INC        SR SEC GLBL 26   | 2026-09-30      | 6.5000%  | 0.0000% | $1084000.00        | $478315.00         | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL 144A 27  | 2027-09-17      | 4.3450%  | 0.0000% | $2048000.00        | $1999137.85        | Corporate Debt Securities |
| NISSAN MOTOR CO LTD            SR GLBL 144A 30  | 2030-09-17      | 4.8100%  | 0.0000% | $3077000.00        | $2887093.54        | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT4.3%39 | 2039-08-15      | 4.3000%  | 0.0000% | $122000.00         | $100540.81         | Corporate Debt Securities |
| OCCIDENTAL PETE CORP           SR GLBL NT7.5%31 | 2031-05-01      | 7.5000%  | 0.0000% | $800000.00         | $889305.33         | Corporate Debt Securities |
| PG&E CORP                      JR SB GLBL NT 55 | 2055-03-15      | 7.3750%  | 0.0000% | $924000.00         | $892131.63         | Corporate Debt Securities |
| PRA GROUP INC                  SR GLBL 144A 29  | 2029-10-01      | 5.0000%  | 0.0000% | $613000.00         | $571286.03         | Corporate Debt Securities |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50  | 2050-01-23      | 7.6900%  | 0.0000% | $69561000.00       | $56874947.85       | Corporate Debt Securities |
| PETSMART INC / PETSMART FINAN  SR SEC GLBL 28   | 2028-02-15      | 4.7500%  | 0.0000% | $331000.00         | $328465.37         | Corporate Debt Securities |
| PRIMO WTR HLDGS INC / TRIT     SR GLBL 144A 29  | 2029-04-01      | 6.2500%  | 0.0000% | $421000.00         | $428578.58         | Corporate Debt Securities |
| QUICKEN LNS LLC/QUICKEN LNS CO SR GLBL 144A 31  | 2031-03-01      | 3.8750%  | 0.0000% | $91000.00          | $85516.25          | Corporate Debt Securities |
| RADIOLOGY PARTNERS INC         SR SEC GLBL 30   | 2030-02-15      | 9.7810%  | 0.0000% | $2596608.00        | $2662775.99        | Corporate Debt Securities |
| RAKUTEN GROUP INC              PERP SUB GLBL    | 2500-12-31      | 5.1250%  | 0.0000% | $330000.00         | $326987.28         | Corporate Debt Securities |
| SAAVI ENERGIA S A R L          SR 144A NT 35    | 2035-02-10      | 8.8750%  | 0.0000% | $7044000.00        | $7586485.83        | Corporate Debt Securities |
| SERVICE PPTYS TR               SR GLBL NT 29    | 2029-06-15      | 8.3750%  | 0.0000% | $6095000.00        | $6389672.09        | Corporate Debt Securities |
| STARWOOD PPTY TR INC           SR GLBL 144A 26  | 2026-07-15      | 3.6250%  | 0.0000% | $402000.00         | $402934.48         | Corporate Debt Securities |
| TASEKO MINES LTD               SR SEC GLBL 30   | 2030-05-01      | 8.2500%  | 0.0000% | $2900000.00        | $3078497.42        | Corporate Debt Securities |
| TEGNA INC                      SR GLBL NT 5%29  | 2029-09-15      | 5.0000%  | 0.0000% | $624000.00         | $605051.20         | Corporate Debt Securities |
| TENET HEALTHCARE CORP          SR SEC GLBL NT27 | 2027-11-01      | 5.1250%  | 0.0000% | $3632000.00        | $3649939.56        | Corporate Debt Securities |
| TENNECO INC                    SR SEC GLBL 28   | 2028-11-17      | 8.0000%  | 0.0000% | $2893000.00        | $2949268.85        | Corporate Debt Securities |
| TRANSDIGM INC                  SR SEC GLBL 28   | 2028-08-15      | 6.7500%  | 0.0000% | $420000.00         | $439048.05         | Corporate Debt Securities |
| USI INC                        SR 144A NT7.5%32 | 2032-01-15      | 7.5000%  | 0.0000% | $1944000.00        | $2107597.32        | Corporate Debt Securities |
| UNITED AIR LINES INC           SR SEC GLBL 26   | 2026-04-15      | 4.3750%  | 0.0000% | $13610000.00       | $13643406.88       | Corporate Debt Securities |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT30 | 2030-01-15      | 6.2500%  | 0.0000% | $736000.00         | $778699.65         | Corporate Debt Securities |
| VIPER ENERGY INC               SR GLBL 144A 31  | 2031-11-01      | 7.3750%  | 0.0000% | $1000000.00        | $1071086.81        | Corporate Debt Securities |
| VISTRA OPERATIONS CO LLC       SR GLBL 144A 31  | 2031-10-15      | 7.7500%  | 0.0000% | $2115000.00        | $2281526.29        | Corporate Debt Securities |
| W. R. GRACE HOLDINGS LLC       SR SEC 144A NT31 | 2031-03-01      | 7.3750%  | 0.0000% | $6859000.00        | $7151457.28        | Corporate Debt Securities |
| WAND NEWCO 3 INC               SR SEC 144A NT32 | 2032-01-30      | 7.6250%  | 0.0000% | $2104000.00        | $2274320.55        | Corporate Debt Securities |
| LIMA METRO LINE 2 FIN LTD      SR SEC GLBL 36   | 2036-04-05      | 4.3500%  | 0.0000% | $563000.00         | $418902.80         | Corporate Debt Securities |
| UBS GROUP AG                   ALT TIER I PERP  | 2500-12-31      | 9.2500%  | 0.0000% | $200000.00         | $233585.28         | Corporate Debt Securities |
| MILLICOM INTL CELLULAR S A     SR GLBL REGS 29  | 2029-03-25      | 6.2500%  | 0.0000% | $369000.00         | $337783.25         | Corporate Debt Securities |
| BANCO INTERNATIONAL DEL PERU   SUB GLBL REGS 30 | 2030-07-08      | 4.0000%  | 0.0000% | $10340000.00       | $10538436.09       | Corporate Debt Securities |
| BBVA MEXICO S A INS            FR 7.625%021135  | 2035-02-11      | 7.6250%  | 0.0000% | $4089000.00        | $4317742.63        | Corporate Debt Securities |
| BCO CREDITO INVERS             FR 7.5%          | 2500-12-31      | 7.5000%  | 0.0000% | $3472000.00        | $3580500.00        | Corporate Debt Securities |
| FALABELLA SA                   SR REGS NT 32    | 2032-01-15      | 3.3750%  | 0.0000% | $4300000.00        | $3817104.62        | Corporate Debt Securities |
| ITAU UNIBANCO HLDG SA CY       FR 6.5%          | 2500-12-31      | 7.8590%  | 0.0000% | $407000.00         | $416222.54         | Corporate Debt Securities |
| LA RIOJA PROV                  GLBL AMZ STEP 28 | 2028-02-24      | 8.5000%  | 0.0000% | $163.00            | $111.61            | Corporate Debt Securities |
| VTR COMUNICACIONES SPA         SR SEC GLBL 28   | 2028-01-15      | 5.1250%  | 0.0000% | $275000.00         | $266004.64         | Corporate Debt Securities |
| WOM MOBILE SPA                 SR REGS NT 31    | 2031-04-01      | 11.0000% | 0.0000% | $2818000.00        | $2875275.85        | Corporate Debt Securities |
| YPF SOCIEDAD ANONIMA           SR SEC GLBL 31   | 2031-01-17      | 9.5000%  | 0.0000% | $2808000.00        | $3093107.16        | Corporate Debt Securities |
| AMC ENTMT HLDGS INC            SR SEC GLBL 29   | 2029-02-15      | 7.5000%  | 0.0000% | $2000000.00        | $1621650.00        | Corporate Debt Securities |
| ALTICE FRANCE HLDG S A         SR 144A NT 6%28  | 2028-02-15      | 6.0000%  | 0.0000% | $21162000.00       | $7988655.00        | Corporate Debt Securities |
| ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29  | 2029-09-01      | 4.0000%  | 0.0000% | $2219000.00        | $2031472.31        | Corporate Debt Securities |
| ARETEC ESCROW ISSUER 2 INC     SR SEC 144A NT30 | 2030-08-15      | 10.0000% | 0.0000% | $560000.00         | $637011.20         | Corporate Debt Securities |
| AVIANCA MIDCO 2 LTD            SR SEC GLBL 28   | 2028-12-01      | 9.0000%  | 0.0000% | $846483.00         | $804709.06         | Corporate Debt Securities |
| AZORRA FIN LTD                 SR GLBL 144A 30  | 2030-04-15      | 7.7500%  | 0.0000% | $7633000.00        | $8045073.87        | Corporate Debt Securities |
| B & G FOODS INC                SR SEC GLBL 28   | 2028-09-15      | 8.0000%  | 0.0000% | $186000.00         | $182966.96         | Corporate Debt Securities |
| BAUSCH HEALTH COS INC          SR GLBL 144A 28  | 2028-01-15      | 7.0000%  | 0.0000% | $10709000.00       | $9339140.42        | Corporate Debt Securities |
| BBVA MEXICO S A INS            FR 7.625%021135  | 2035-02-11      | 7.6250%  | 0.0000% | $400000.00         | $422376.39         | Corporate Debt Securities |
| CP ATLAS BUYER INC.            SR GLBL 144A 28  | 2028-12-01      | 7.0000%  | 0.0000% | $2000000.00        | $1866817.78        | Corporate Debt Securities |
| CALDERYS FING II               SR GLBL PIK 28   | 2028-06-01      | 11.7500% | 0.0000% | $300000.00         | $314071.58         | Corporate Debt Securities |
| CITIGROUP INC                  PERP JR SB GLBL  | 2500-12-31      | 6.7500%  | 0.0000% | $4227000.00        | $4273655.51        | Corporate Debt Securities |
| CLEAR CHANNEL OUTDOOR HLDGS IN SR GLBL 144A 28  | 2028-04-15      | 7.7500%  | 0.0000% | $1078000.00        | $1037322.57        | Corporate Debt Securities |
| CLYDESDALE ACQUISITION HLDGS   SR SEC 144A NT32 | 2032-04-15      | 6.7500%  | 0.0000% | $425000.00         | $441799.19         | Corporate Debt Securities |
| COBRA ACQUISITIONCO LLC        SR 144A NT 29    | 2029-11-01      | 12.2500% | 0.0000% | $14600000.00       | $15331115.28       | Corporate Debt Securities |
| COMMSCOPE HLDG CO INC          SR GLBL 144A 27  | 2027-03-01      | 8.2500%  | 0.0000% | $6523000.00        | $6672773.52        | Corporate Debt Securities |
| CREDIT ACCEP CORP MICH         SR GLBL 144A 28  | 2028-12-15      | 9.2500%  | 0.0000% | $1403000.00        | $1489711.25        | Corporate Debt Securities |
| CROCS INC                      SR GLBL 144A 31  | 2031-08-15      | 4.1250%  | 0.0000% | $1596000.00        | $1459428.28        | Corporate Debt Securities |
| FORD MTR CO                    SR NT 4.75%43    | 2043-01-15      | 4.7500%  | 0.0000% | $20208000.00       | $15749929.95       | Corporate Debt Securities |
| FORD MTR CO                    SR GLBL NT 46    | 2046-12-08      | 5.2910%  | 0.0000% | $906000.00         | $726270.79         | Corporate Debt Securities |
| FRONTIER COMMUNICATIONS HLDGS  SR SEC GLBL 27   | 2027-10-15      | 5.8750%  | 0.0000% | $3001000.00        | $3037340.86        | Corporate Debt Securities |
| GARDA WORLD SECURITY CORP      SR GLBL 144A 32  | 2032-11-15      | 8.3750%  | 0.0000% | $8639000.00        | $8945241.75        | Corporate Debt Securities |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%26  | 2026-05-31      | 5.0000%  | 0.0000% | $3207000.00        | $3220362.50        | Corporate Debt Securities |
| HUDSON PAC PPTYS L P           SR GLBL NT 27    | 2027-11-01      | 3.9500%  | 0.0000% | $10475000.00       | $10096785.58       | Corporate Debt Securities |
| JONES DESLAURIERS INS MGMT INC SR SEC GLBL 30   | 2030-03-15      | 8.5000%  | 0.0000% | $686000.00         | $744002.44         | Corporate Debt Securities |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28  | 2028-04-01      | 6.1250%  | 0.0000% | $5650000.00        | $4713864.84        | Corporate Debt Securities |
| LEHMAN BRTH HLD RICI                            | 2056-11-30      | 5.8570%  | 0.0000% | $59835000.00       | $315978.66         | Corporate Debt Securities |
| LEVEL 3 FING INC               GLBL 144A NT 30  | 2030-12-15      | 10.7500% | 0.0000% | $3834064.00        | $4388805.13        | Corporate Debt Securities |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30   | 2030-02-01      | 8.2500%  | 0.0000% | $1248000.00        | $184212.08         | Corporate Debt Securities |
| LLOYDS BANKING GROUP PLC       ALT TIER I PERP  | 2500-12-31      | 7.5000%  | 0.0000% | $2587000.00        | $2594256.54        | Corporate Debt Securities |
| MATCH GROUP HOLDINGS II LLC    SR GLBL 144A 27  | 2027-12-15      | 5.0000%  | 0.0000% | $134000.00         | $133304.99         | Corporate Debt Securities |
| MINERVA MERGER SUB INC         SR 144A NT6.5%30 | 2030-02-15      | 6.5000%  | 0.0000% | $1826000.00        | $1838681.57        | Corporate Debt Securities |
| MOSS CREEK RES HLDGS INC       SR 144A NT 31    | 2031-09-01      | 8.2500%  | 0.0000% | $246000.00         | $246561.08         | Corporate Debt Securities |
| NCR VOYIX CORPORATION          SR GLBL 144A 30  | 2030-10-01      | 5.2500%  | 0.0000% | $254000.00         | $248970.59         | Corporate Debt Securities |
| NFE FING LLC                   SR SEC GLBL 29   | 2029-11-15      | 12.0000% | 0.0000% | $5622176.00        | $2328199.30        | Corporate Debt Securities |
| NGL ENERGY OPERATING LLC/ NGL  SR SEC GLBL 32   | 2032-02-15      | 8.3750%  | 0.0000% | $766000.00         | $774218.22         | Corporate Debt Securities |
| NEW ENTERPRISE STONE & LIME CO SR GLBL 144A 28  | 2028-07-15      | 9.7500%  | 0.0000% | $195000.00         | $204201.56         | Corporate Debt Securities |

### Security 665: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.960000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP191AE9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP191AE9
- **C.18 - Value (incl. sponsor support):** $147577343.40
- **C.18.a - Value (excl. sponsor support):** $147577343.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| MORGAN STAN CAP I TR 2019-PLND G      20360515 FLT | 2036-05-15      | 8.0765%  | 0.0000% | $5000000.00        | $391826.00         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP 2021-230P   C      20381215 FLT | 2038-12-15      | 6.2246%  | 0.0000% | $6000000.00        | $5520563.50        | Private Label Collateralized Mortgage Obligations |
| ONE NEW YORK PLAZATR 2020-1NYP C      20360115 FLT | 2036-01-15      | 6.6265%  | 0.0000% | $4160000.00        | $3954492.88        | Private Label Collateralized Mortgage Obligations |
| SALUDA GRD ALT MTG TR 24-RTL4  A-1    20300225 FLT | 2030-02-25      | 7.5000%  | 0.0000% | $2430000.00        | $2458165.32        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2025-5          B-6    20550625 FLT | 2055-06-25      | 6.1973%  | 0.0000% | $1937781.00        | $1024927.76        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-1    20690125 FLT | 2069-01-25      | 7.9090%  | 0.0000% | $4684461.00        | $4760752.78        | Private Label Collateralized Mortgage Obligations |
| VISIO TRUST 2023-2             B-2    20581025 FLT | 2058-10-25      | 7.7159%  | 0.0000% | $1960000.00        | $1461293.20        | Private Label Collateralized Mortgage Obligations |
| WHARF COMMERCIAL MT TR 2025-DC E      20400717 FLT | 2040-07-17      | 7.7241%  | 0.0000% | $16250000.00       | $16720521.87       | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C28   D      20480515 FLT | 2048-05-15      | 4.2533%  | 0.0000% | $65000.00          | $57292.06          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS2  C      20580717 FLT | 2058-07-17      | 4.1858%  | 0.0000% | $3750000.00        | $3472604.64        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MTG TR 2017-SMP    C      20341215 FLT | 2034-12-15      | 5.6830%  | 0.0000% | $750000.00         | $452188.44         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML MTG 2025-5C3  F      20580117 FLT | 2058-01-17      | 4.2500%  | 0.0000% | $1999999.00        | $1466860.49        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                F      20630615 FLT | 2063-06-15      | 2.2500%  | 0.0000% | $9700000.00        | $4590558.95        | Private Label Collateralized Mortgage Obligations |
| CFK TR 2020-MF2                E      20390317 FLT | 2039-03-17      | 3.5728%  | 0.0000% | $5000000.00        | $3573305.25        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2020-R5              B3     20591225 FLT | 2059-12-25      | 4.5262%  | 0.0000% | $57193357.00       | $34170406.32       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8025%  | 0.0000% | $15385000.00       | $11290569.84       | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8769%  | 0.0000% | $525000.00         | $485073.01         | Private Label Collateralized Mortgage Obligations |
| CSWF TR 2018-TOP               HRR    20350815 FLT | 2035-08-15      | 10.7081% | 0.0000% | $26550000.00       | $19871436.88       | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2004-20              3-A-1  20340925 FLT | 2034-09-25      | 4.9250%  | 0.0000% | $113492000.00      | $1127481.89        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  D      20490412 2.7 | 2049-04-12      | 2.7880%  | 0.0000% | $3365000.00        | $2702686.87        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC37  E      20490412 FLT | 2049-04-12      | 5.0744%  | 0.0000% | $6963239.00        | $4071939.83        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2016-P6  D      20491210 3.2 | 2049-12-10      | 3.2500%  | 0.0000% | $2820000.00        | $2092787.02        | Private Label Collateralized Mortgage Obligations |
| COREVEST AMER FIN TR 2019-1    D      20520315 4.8 | 2052-03-15      | 4.8180%  | 0.0000% | $2500000.00        | $1281883.89        | Private Label Collateralized Mortgage Obligations |
| FRESB MRTG TR 2025-SB118       A-7F   20311125 FLT | 2031-11-25      | 4.6400%  | 0.0000% | $2500000.00        | $2523154.92        | Private Label Collateralized Mortgage Obligations |
| GCAT 2025-NQM3 TRUST           B-2    20700525 FLT | 2070-05-25      | 7.1463%  | 0.0000% | $2800000.00        | $2555735.75        | Private Label Collateralized Mortgage Obligations |
| GS MBS TR 2022-PJ3             B-5    20520825 FLT | 2052-08-25      | 2.9398%  | 0.0000% | $1650000.00        | $722065.09         | Private Label Collateralized Mortgage Obligations |
| GREAT WOLF TRUST 2024-WOLF     G      20390315 FLT | 2039-03-15      | 9.7478%  | 0.0000% | $5901000.00        | $5930697.17        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4724%  | 0.0000% | $4500000.00        | $2119613.55        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  C      20350615 FLT | 2035-06-15      | 6.0190%  | 0.0000% | $5300000.00        | $3298655.96        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    D      20361215 FLT | 2036-12-15      | 6.4265%  | 0.0000% | $3750000.00        | $169760.13         | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      D      20390107 FLT | 2039-01-07      | 3.5646%  | 0.0000% | $5976000.00        | $4932509.41        | Private Label Collateralized Mortgage Obligations |
| MOFT TRUST 2020-ABC            A      20420212 3.3 | 2042-02-12      | 3.3580%  | 0.0000% | $5205000.00        | $3993146.16        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND F      20360515 FLT | 2036-05-15      | 7.2265%  | 0.0000% | $6512000.00        | $573127.85         | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C15         E      20550416 FLT | 2055-04-16      | 2.5000%  | 0.0000% | $1808000.00        | $951589.98         | Private Label Collateralized Mortgage Obligations |
| BXMT 2021-FL4 LTD              D      20380517 FLT | 2038-05-17      | 6.6782%  | 0.0000% | $2500000.00        | $2355528.91        | Private Label Collateralized Mortgage Obligations |
| BX CM MTG 2021-VOLT            E      20360915 FLT | 2036-09-15      | 6.4262%  | 0.0000% | $6838000.00        | $6611534.09        | Private Label Collateralized Mortgage Obligations |
| BX TR 2022-AHP                 C      20390118 FLT | 2039-01-18      | 6.4018%  | 0.0000% | $10856000.00       | $10844247.29       | Private Label Collateralized Mortgage Obligations |

### Security 666: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.860000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP191AF6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP191AF6
- **C.18 - Value (incl. sponsor support):** $499670650.00
- **C.18.a - Value (excl. sponsor support):** $499670650.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| CSMC TR 2022-ATH3              A-1    20670825 0.0 | 2067-08-25      | 4.9910%  | 0.0000% | $21200000.00       | $11995609.86       | Asset-Backed Securities |
| CAL FDG IV LTD 2020-1          B      20450925 3.5 | 2045-09-25      | 3.5000%  | 0.0000% | $1100000.00        | $620638.78         | Asset-Backed Securities |
| CAPITAL ONE PRIME TR 2021-1    A-4    20270415 1.0 | 2027-04-15      | 1.0400%  | 0.0000% | $5245000.00        | $5223817.19        | Asset-Backed Securities |
| CARLYLE US CLO LTD 2021-2R     D-2R   20380420 FLT | 2038-04-20      | 8.2716%  | 0.0000% | $4250000.00        | $4361519.41        | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-3      A-4    20270115 0.7 | 2027-01-15      | 0.7400%  | 0.0000% | $5750000.00        | $4869299.11        | Asset-Backed Securities |
| CARMAX SELECT RECIEV TR 2025-A B      20300916 5.0 | 2030-09-16      | 5.0100%  | 0.0000% | $2000000.00        | $2028517.00        | Asset-Backed Securities |
| CARMAX AUTO OWNER TR 2025-2    A-4    20301115 4.6 | 2030-11-15      | 4.6500%  | 0.0000% | $15330000.00       | $15597577.48       | Asset-Backed Securities |
| CARVANA AUTO REC TR 2020-P1    C      20261108 1.3 | 2026-11-08      | 1.3200%  | 0.0000% | $1400000.00        | $1384885.13        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P1    A-4    20270110 0.8 | 2027-01-10      | 0.8600%  | 0.0000% | $1500000.00        | $95097.52          | Asset-Backed Securities |
| CARVANA AUTO REC TR 2021-P4    A-3    20270110 1.3 | 2027-01-10      | 1.3100%  | 0.0000% | $155000.00         | $1655.16           | Asset-Backed Securities |
| CARVANA AUTO RECV TR 2024-N1   D      20300510 6.3 | 2030-05-10      | 6.3000%  | 0.0000% | $5000000.00        | $5126975.00        | Asset-Backed Securities |
| CARVANA AUTO RECIEVABLES 2023- A-2    20270410 5.7 | 2027-04-10      | 5.7700%  | 0.0000% | $3020000.00        | $105666.30         | Asset-Backed Securities |
| CARVANA AR REC TR 2025-N1      A-3    20290810 4.9 | 2029-08-10      | 4.9100%  | 0.0000% | $3406000.00        | $3439187.31        | Asset-Backed Securities |
| CARVANA AUTO RECEIV TR 2024-P3 A-2    20271110 4.6 | 2027-11-10      | 4.6100%  | 0.0000% | $1000000.00        | $449966.64         | Asset-Backed Securities |
| CIFC FUNDING LTD 2018-2R       A-1-R  20371020 FLT | 2037-10-20      | 5.6395%  | 0.0000% | $1960000.00        | $1987862.65        | Asset-Backed Securities |
| CQS US CLO LTD 2023-3          B      20370126 FLT | 2037-01-26      | 6.9318%  | 0.0000% | $5250000.00        | $5339083.29        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $10781000.00       | $10837537.36       | Asset-Backed Securities |
| CREDIT ACC AUTO LN TR 2022-1   B      20320816 4.9 | 2032-08-16      | 4.9500%  | 0.0000% | $3000000.00        | $1459706.85        | Asset-Backed Securities |
| DLLAA LLC 2023-1               A-2    20260720 5.9 | 2026-07-20      | 5.9300%  | 0.0000% | $699000.00         | $56396.11          | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9700%  | 0.0000% | $2000000.00        | $1992569.00        | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     D      20271215 3.4 | 2027-12-15      | 3.4000%  | 0.0000% | $1000000.00        | $721453.25         | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-2        B      20290215 5.4 | 2029-02-15      | 5.4100%  | 0.0000% | $13102000.00       | $5520864.36        | Asset-Backed Securities |
| TCW CLO LTD 2021-1R            D-1-R  20380120 FLT | 2038-01-20      | 7.3220%  | 0.0000% | $4000000.00        | $4030069.08        | Asset-Backed Securities |
| TESLA ELECTRC VEHICLE 2023-1   A-2A   20261221 5.5 | 2026-12-21      | 5.5400%  | 0.0000% | $630000.00         | $171000.46         | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2014-2R  A-R    20310115 FLT | 2031-01-15      | 5.6577%  | 0.0000% | $2500000.00        | $33959.50          | Asset-Backed Securities |
| THL CR WIND RIVER CLO 2018-1   D      20300715 FLT | 2030-07-15      | 7.4177%  | 0.0000% | $850000.00         | $862766.67         | Asset-Backed Securities |
| TOWD POINT MORT TR 2024-4      A1A    20641025 FLT | 2064-10-25      | 4.4350%  | 0.0000% | $13710000.00       | $12293984.03       | Asset-Backed Securities |
| TOYOTA AUTO REV OWNR TR 2023-C A-3    20280417 5.1 | 2028-04-17      | 5.1600%  | 0.0000% | $1970000.00        | $1933530.15        | Asset-Backed Securities |
| TOYOTA AT REC OWN TR 2022-B    A-3    20260915 2.9 | 2026-09-15      | 2.9300%  | 0.0000% | $2906000.00        | $425834.09         | Asset-Backed Securities |
| TOYOTA AUTO REC TR 2023-D      A-2A   20261116 5.8 | 2026-11-16      | 5.8000%  | 0.0000% | $132000.00         | $21045.90          | Asset-Backed Securities |
| TRICOLOR AUTO SEC TR 2023-1    D      20270715 8.5 | 2027-07-15      | 8.5600%  | 0.0000% | $5750000.00        | $4751394.99        | Asset-Backed Securities |
| TRINITY RAIL LEASE 2018        A      20501017 1.9 | 2050-10-17      | 1.9600%  | 0.0000% | $350000.00         | $145787.64         | Asset-Backed Securities |
| TRITON CONTAINER FIN  2021-1   A      20460320 1.8 | 2046-03-20      | 1.8600%  | 0.0000% | $406000.00         | $236601.92         | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-1        D      20281115 6.4 | 2028-11-15      | 6.4400%  | 0.0000% | $2500000.00        | $2548675.84        | Asset-Backed Securities |
| DLLAD LLC 2024-1               A-4    20310922 5.3 | 2031-09-22      | 5.3800%  | 0.0000% | $6700000.00        | $6926315.57        | Asset-Backed Securities |
| DRYDEN CLO LTD 2018-53         D      20310115 FLT | 2031-01-15      | 6.9177%  | 0.0000% | $2059264.00        | $2048873.07        | Asset-Backed Securities |
| EFMT 2025-CES2                 A-1A   20600225 FLT | 2060-02-25      | 5.6550%  | 0.0000% | $2925000.00        | $2864466.78        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2023-4R        C-R    20380117 FLT | 2038-01-17      | 6.0298%  | 0.0000% | $2525000.00        | $2546145.78        | Asset-Backed Securities |
| ELMWOOD CLO XII LTD            D-1-R  20371015 FLT | 2037-10-15      | 7.3561%  | 0.0000% | $1000000.00        | $1014139.54        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2024-31        A-1    20370717 FLT | 2037-07-17      | 5.6298%  | 0.0000% | $270000.00         | $273702.33         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2021-3    A-3    20270820 1.2 | 2027-08-20      | 1.2200%  | 0.0000% | $16750000.00       | $6679930.83        | Asset-Backed Securities |
| ENTERPRISE FLET FINCNG 2022-3  A-2    20290720 4.3 | 2029-07-20      | 4.3800%  | 0.0000% | $869000.00         | $164055.74         | Asset-Backed Securities |
| ENTERPRISE FLEET FIN 2022-1    A-3    20280120 3.2 | 2028-01-20      | 3.2700%  | 0.0000% | $2074000.00        | $1840145.09        | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-2     E      20280717 2.9 | 2028-07-17      | 2.9000%  | 0.0000% | $1000000.00        | $983283.33         | Asset-Backed Securities |
| EXETER AUTO RECV TR 2021-3     D      20270615 1.5 | 2027-06-15      | 1.5500%  | 0.0000% | $16865000.00       | $10614397.68       | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      C      20290515 5.7 | 2029-05-15      | 5.7400%  | 0.0000% | $60000.00          | $60817.66          | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-2   C      20280717 3.8 | 2028-07-17      | 3.8500%  | 0.0000% | $3075000.00        | $450328.57         | Asset-Backed Securities |
| EXETER AUTO REC 2021-1         D      20261116 1.0 | 2026-11-16      | 1.0800%  | 0.0000% | $16420000.00       | $340118.50         | Asset-Backed Securities |
| FIRST NATL MASTER NT TR 2025-1 A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $8150000.00        | $8298214.54        | Asset-Backed Securities |
| FLAGSHIP CR AUTO TRUST 2021-3  D      20270915 1.6 | 2027-09-15      | 1.6500%  | 0.0000% | $1000000.00        | $960419.50         | Asset-Backed Securities |
| FORD CREDIT AUTO 2023-B        B      20270215 6.2 | 2027-02-15      | 6.2000%  | 0.0000% | $750000.00         | $758038.75         | Asset-Backed Securities |
| FORD CR AUTO OWNER TR 2024-B   A-3    20290415 5.1 | 2029-04-15      | 5.1000%  | 0.0000% | $20000.00          | $20318.88          | Asset-Backed Securities |
| FORTRESS CR OPPORT CLO 2025-31 A-1    20330720 FLT | 2033-07-20      | 5.8167%  | 0.0000% | $50000000.00       | $50511672.30       | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-4 C      20280316 1.3 | 2028-03-16      | 1.3700%  | 0.0000% | $40000.00          | $39403.23          | Asset-Backed Securities |
| GS MTG BCKD SEC TR 2018-RPL1   A1A    20571025 3.7 | 2057-10-25      | 3.7500%  | 0.0000% | $9300000.00        | $2080274.21        | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2022-4 A-3    20270816 4.8 | 2027-08-16      | 4.8200%  | 0.0000% | $750000.00         | $311005.39         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2023-1 C      20281215 6.3 | 2028-12-15      | 6.3800%  | 0.0000% | $5365000.00        | $4647534.95        | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  A-4    20290420 4.6 | 2029-04-20      | 4.6400%  | 0.0000% | $7500000.00        | $7567859.17        | Asset-Backed Securities |
| GLS AUTO RECEIVABLES 2024-2    A-2    20270615 5.7 | 2027-06-15      | 5.7700%  | 0.0000% | $1000000.00        | $209226.60         | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2025-2 D      20310115 5.5 | 2031-01-15      | 5.5900%  | 0.0000% | $3279000.00        | $3338963.62        | Asset-Backed Securities |
| GM FINL CON AUTO REC TR 2024-2 A-2--A 20270316 5.3 | 2027-03-16      | 5.3300%  | 0.0000% | $100000.00         | $30504.31          | Asset-Backed Securities |
| GLS AUTO RECV ISSUER TR 2022-3 D      20280615 6.4 | 2028-06-15      | 6.4200%  | 0.0000% | $200000.00         | $203344.20         | Asset-Backed Securities |
| GOLDENTREE LN OPP XII 2016-12R D-R    20300722 FLT | 2030-07-22      | 7.4311%  | 0.0000% | $2500000.00        | $2546523.31        | Asset-Backed Securities |
| GOLUB CAPITAL PARTNERS 2025-80 A-1    20390509 FLT | 2039-05-09      | 5.6809%  | 0.0000% | $22800000.00       | $23089320.53       | Asset-Backed Securities |
| GOLUB CAPITAL PARTNERS 2023-66 A-R    20380726 FLT | 2038-07-26      | 5.7728%  | 0.0000% | $600000.00         | $604733.75         | Asset-Backed Securities |
| GOLUB CAP PART CLO LT 2024-74B D-2    20370727 FLT | 2037-07-27      | 8.7818%  | 0.0000% | $1650000.00        | $1668531.00        | Asset-Backed Securities |
| GREAT LAKES CLO LTD  2024-8    A      20370715 FLT | 2037-07-15      | 6.0561%  | 0.0000% | $10000000.00       | $10126351.00       | Asset-Backed Securities |
| HILTON GRAND VAC TR 2023-1     C      20380125 6.9 | 2038-01-25      | 6.9400%  | 0.0000% | $220000.00         | $103354.44         | Asset-Backed Securities |
| HONDA AUTO REC OWNR TR 2022-1  A-4    20281215 2.0 | 2028-12-15      | 2.0400%  | 0.0000% | $1271000.00        | $1266317.64        | Asset-Backed Securities |
| INVESCO CLO LTD 2022-1         D      20350420 FLT | 2035-04-20      | 7.3224%  | 0.0000% | $1750000.00        | $1762586.53        | Asset-Backed Securities |
| KUBOTA CR OWNER TR  2023-2     A-2    20260715 5.6 | 2026-07-15      | 5.6100%  | 0.0000% | $4004000.00        | $489203.29         | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2023-3 A-3    20270915 6.1 | 2027-09-15      | 6.1200%  | 0.0000% | $16475000.00       | $6240142.89        | Asset-Backed Securities |
| LENDBUZZ SECRTZN TRUST 2024-3  A-2    20301015 4.9 | 2030-10-15      | 4.9700%  | 0.0000% | $2650000.00        | $2260974.43        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2022-A      A-3    20280113 3.2 | 2028-01-13      | 3.2000%  | 0.0000% | $105000.00         | $37741.91          | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2025-LEAF1   A-4    20320316 4.9 | 2032-03-16      | 4.9100%  | 0.0000% | $2250000.00        | $2283845.50        | Asset-Backed Securities |
| MAGNETITE LTD 2023-39R         C-R    20370125 FLT | 2037-01-25      | 5.9818%  | 0.0000% | $500000.00         | $504558.29         | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A A      20380520 4.9 | 2038-05-20      | 4.9800%  | 0.0000% | $3500000.00        | $3545770.67        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A B      20380520 5.3 | 2038-05-20      | 5.3300%  | 0.0000% | $1000000.00        | $1017389.56        | Asset-Backed Securities |
| MERCEDES-BENZ AT LS TR  2025-A A-4    20310218 4.6 | 2031-02-18      | 4.6900%  | 0.0000% | $4260000.00        | $4330030.85        | Asset-Backed Securities |
| MERCEDES-BENZ AUTO RECE 2023-2 A-2    20261116 5.9 | 2026-11-16      | 5.9200%  | 0.0000% | $2408000.00        | $8665.97           | Asset-Backed Securities |
| MERCEDES-BENZ  AUTO 2024-1     A-2B   20270517 FLT | 2027-05-17      | 4.6739%  | 0.0000% | $6170000.00        | $1193550.16        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R A-1-R  20370715 FLT | 2037-07-15      | 5.9261%  | 0.0000% | $1275000.00        | $1294827.09        | Asset-Backed Securities |
| NP SPE II LLC 2016-1           A-2    20460420 5.4 | 2046-04-20      | 5.4380%  | 0.0000% | $1500000.00        | $1458902.33        | Asset-Backed Securities |
| NEUBERGER BERMAN CLO 2018-16R2 C-R2   20390415 FLT | 2039-04-15      | 6.1104%  | 0.0000% | $400000.00         | $406915.70         | Asset-Backed Securities |
| NEUBERGER BERMAN LN 2021-46R   D-R    20370121 FLT | 2037-01-21      | 6.9195%  | 0.0000% | $1250000.00        | $1265205.66        | Asset-Backed Securities |
| NEW RES MTG LN TR 2021-NQM3    A-1    20561125 FLT | 2056-11-25      | 1.1561%  | 0.0000% | $21470000.00       | $8145655.21        | Asset-Backed Securities |
| NEW RES MTG LN TR 2021-NQM3    M-1    20561125 FLT | 2056-11-25      | 2.4418%  | 0.0000% | $3760000.00        | $2885239.72        | Asset-Backed Securities |
| NISSAN AUTO REC OWN 2021-A TR  A-4    20270915 0.5 | 2027-09-15      | 0.5700%  | 0.0000% | $400000.00         | $135594.00         | Asset-Backed Securities |
| OAKTREE CLO  LTD 2019-2RR      B-RR   20371015 FLT | 2037-10-15      | 6.4561%  | 0.0000% | $2390000.00        | $2422789.71        | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-2    20270415 6.2 | 2027-04-15      | 6.2300%  | 0.0000% | $116000.00         | $6234.76           | Asset-Backed Securities |
| OCCU AUTO RECEIVABLES 2023-1   A-4    20290917 6.2 | 2029-09-17      | 6.2900%  | 0.0000% | $12600000.00       | $12906492.91       | Asset-Backed Securities |
| OCTAGON LTD 2021-52R           C-R    20370723 FLT | 2037-07-23      | 6.5293%  | 0.0000% | $2000000.00        | $2029946.39        | Asset-Backed Securities |
| OCTAGON LTD 2025-75            D-1    20380122 FLT | 2038-01-22      | 6.8853%  | 0.0000% | $1250000.00        | $1269243.79        | Asset-Backed Securities |
| ONEMAIN DIR AUTO REC TR 2021-1 A      20280714 0.8 | 2028-07-14      | 0.8700%  | 0.0000% | $17000000.00       | $1911402.60        | Asset-Backed Securities |
| ONEMAIN FINL TR 2022-2         A      20341014 4.8 | 2034-10-14      | 4.8900%  | 0.0000% | $79325000.00       | $34686234.37       | Asset-Backed Securities |
| ONEMAIN FINL ISSUA TR 2023-1   A      20380614 5.5 | 2038-06-14      | 5.5000%  | 0.0000% | $13015000.00       | $13422986.98       | Asset-Backed Securities |
| OWL ROCK CLO III, LLC 2020-3   A-R    20360421 FLT | 2036-04-21      | 6.1195%  | 0.0000% | $890000.00         | $906045.78         | Asset-Backed Securities |
| PFS FIN CORP 2022-D            A      20270816 4.2 | 2027-08-16      | 4.2700%  | 0.0000% | $1592000.00        | $1594041.21        | Asset-Backed Securities |
| PRET TR 2025-RPL1              M-1    20690725 FLT | 2069-07-25      | 4.0000%  | 0.0000% | $5000000.00        | $4568056.12        | Asset-Backed Securities |
| PRPM LLC 2025-RPL2             A-2    20550425 FLT | 2055-04-25      | 3.7500%  | 0.0000% | $2500000.00        | $2353669.58        | Asset-Backed Securities |
| PALMER SQUAR 6.8059 15JUL37 144A FR                | 2037-07-15      | 6.4061%  | 0.0000% | $5795000.00        | $5904722.47        | Asset-Backed Securities |
| PARK BLUE CLO LTD 2025-7       A-2    20380426 FLT | 2038-04-26      | 5.6961%  | 0.0000% | $250000.00         | $252361.73         | Asset-Backed Securities |
| PORSCHE INNOV LEASE 2025-1     A-4    20301120 4.6 | 2030-11-20      | 4.6900%  | 0.0000% | $2000000.00        | $2021847.56        | Asset-Backed Securities |
| PRESTIGE AUTO REC TR 2025-1    C      20300215 5.5 | 2030-02-15      | 5.5200%  | 0.0000% | $10000000.00       | $10059800.00       | Asset-Backed Securities |
| REGATTA FUNDING LTD 2021-20R   A-R    20380115 FLT | 2038-01-15      | 5.4361%  | 0.0000% | $5000000.00        | $5066431.05        | Asset-Backed Securities |
| REGATTA FDG LTD 2019-16R       D-R    20330118 FLT | 2033-01-18      | 7.4561%  | 0.0000% | $2000000.00        | $2040201.31        | Asset-Backed Securities |
| RR 2025-37 LTD                 B      20380415 FLT | 2038-04-15      | 6.0122%  | 0.0000% | $4000000.00        | $4085616.89        | Asset-Backed Securities |
| SCF EQUIP LEASING LLC 2025-1   C      20340920 5.3 | 2034-09-20      | 5.3700%  | 0.0000% | $3095000.00        | $3162445.21        | Asset-Backed Securities |
| SLM PRIVATE ST LN TR 2006-A    A-5    20390615 FLT | 2039-06-15      | 4.8701%  | 0.0000% | $184000.00         | $45299.07          | Asset-Backed Securities |
| SANDSTONE PEAK II LTD 2023-2   A      20360721 FLT | 2036-07-21      | 6.4724%  | 0.0000% | $5543503.00        | $5614235.47        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO TR 2022-3 B      20270816 4.1 | 2027-08-16      | 4.1300%  | 0.0000% | $20395000.00       | $1040078.20        | Asset-Backed Securities |
| SANTANDER DR AT REC TR 2022-2  B      20270915 3.4 | 2027-09-15      | 3.4400%  | 0.0000% | $195000.00         | $14495.17          | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2022-5  C      20281016 4.7 | 2028-10-16      | 4.7400%  | 0.0000% | $21077000.00       | $15533538.19       | Asset-Backed Securities |
| SANTR DRIVE AUTO REC TR 2023-2 B      20280515 5.2 | 2028-05-15      | 5.2400%  | 0.0000% | $135000.00         | $127702.98         | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2024-1    A-3    20280417 5.2 | 2028-04-17      | 5.2500%  | 0.0000% | $4350000.00        | $3635789.41        | Asset-Backed Securities |
| STELLANTIS FIN UW TR 2025-A    B      20290420 4.7 | 2029-04-20      | 4.7400%  | 0.0000% | $5000000.00        | $5021968.33        | Asset-Backed Securities |
| STEWART PARK CLO 2015-1R       D-R    20300115 FLT | 2030-01-15      | 7.1177%  | 0.0000% | $250000.00         | $254294.07         | Asset-Backed Securities |
| SYNCHRONY CR ISSUANC TR 2025-2 A      20310515 4.4 | 2031-05-15      | 4.4900%  | 0.0000% | $6260000.00        | $6329618.50        | Asset-Backed Securities |
| UNIT AUTO CR SEC TR 2022-2     D      20280110 6.8 | 2028-01-10      | 6.8400%  | 0.0000% | $2200000.00        | $1493733.92        | Asset-Backed Securities |
| VALLEY STREAM PARK CLO 2022-1R D-RR   20370121 FLT | 2037-01-21      | 6.9695%  | 0.0000% | $640000.00         | $645748.32         | Asset-Backed Securities |
| VENTURE XXIX CLO 2017-29       D      20300907 FLT | 2030-09-07      | 8.4879%  | 0.0000% | $4840000.00        | $4812052.40        | Asset-Backed Securities |
| VOYA CLO LTD 2015-3R           C-R    20311020 FLT | 2031-10-20      | 7.6811%  | 0.0000% | $2000000.00        | $2025030.87        | Asset-Backed Securities |
| WF CARD ISSUANCE TR 2024-2     A      20291015 4.2 | 2029-10-15      | 4.2900%  | 0.0000% | $100000.00         | $100596.15         | Asset-Backed Securities |
| WELLFLEET CLO X LTD            B-R2   20320720 FLT | 2032-07-20      | 6.3695%  | 0.0000% | $3250000.00        | $3289829.01        | Asset-Backed Securities |
| WESTLAKE AUTOMB RECV TR 2021-2 D      20261215 1.2 | 2026-12-15      | 1.2300%  | 0.0000% | $1620000.00        | $230825.30         | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  D      20290815 7.0 | 2029-08-15      | 7.0500%  | 0.0000% | $5491000.00        | $5499695.00        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2025-1    D      20301115 5.5 | 2030-11-15      | 5.5400%  | 0.0000% | $2750000.00        | $2796838.92        | Asset-Backed Securities |
| WIND RIVER CLO LTD 2017-1R LTD D-R    20360418 FLT | 2036-04-18      | 8.2511%  | 0.0000% | $400000.00         | $405604.54         | Asset-Backed Securities |
| WIND RIVER CLO LTD 2017-3R     D-R    20350416 FLT | 2035-04-16      | 8.3677%  | 0.0000% | $6750000.00        | $6808287.37        | Asset-Backed Securities |
| WISE CLO 202 8.32456 20OCT36 144A F                | 2036-10-20      | 7.2695%  | 0.0000% | $2799399.00        | $2846107.20        | Asset-Backed Securities |
| BEECHWOOD PK CLO LTD 2019-1R   D-R    20350117 FLT | 2035-01-17      | 7.3798%  | 0.0000% | $5500000.00        | $5587447.63        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2025-39 D-2    20380415 FLT | 2038-04-15      | 7.9065%  | 0.0000% | $1046000.00        | $1055767.62        | Asset-Backed Securities |
| BLACKROCK ELBERT CLO 2020-5R   A-1-R  20340615 FLT | 2034-06-15      | 6.1685%  | 0.0000% | $5000000.00        | $5002845.32        | Asset-Backed Securities |
| BRAVO RES FDG TR 2021-NQM3     A-1    20600425 FLT | 2060-04-25      | 1.6990%  | 0.0000% | $260000.00         | $77672.72          | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 A-3    20271115 6.5 | 2027-11-15      | 6.5100%  | 0.0000% | $2474000.00        | $750514.92         | Asset-Backed Securities |
| BRIDGECREST AUTO SEC TR 2025-1 A-2    20270915 4.7 | 2027-09-15      | 4.7100%  | 0.0000% | $10800000.00       | $9484132.79        | Asset-Backed Securities |
| BUTTERMILK PK CLO LTD 2018-1R  A-2-R  20311015 FLT | 2031-10-15      | 5.6261%  | 0.0000% | $975000.00         | $985420.14         | Asset-Backed Securities |
| CCG RECEIVABLES TR 2025-1      C      20321014 4.8 | 2032-10-14      | 4.8900%  | 0.0000% | $1000000.00        | $1012578.33        | Asset-Backed Securities |
| CIFC FUNDING LTD 2021-5R       C-R    20380115 FLT | 2038-01-15      | 6.0561%  | 0.0000% | $3000000.00        | $3046755.30        | Asset-Backed Securities |
| CPS AUTO RCVBLS TR 2021-C      D      20270615 1.6 | 2027-06-15      | 1.6900%  | 0.0000% | $210000.00         | $57096.23          | Asset-Backed Securities |
| CSMC TRUST 2021-RPL6           A-1    20601025 FLT | 2060-10-25      | 2.0000%  | 0.0000% | $2528848.00        | $1186328.63        | Asset-Backed Securities |
| CPS AUTO REC TR 2022-B         D      20280815 5.1 | 2028-08-15      | 5.1900%  | 0.0000% | $12050000.00       | $12087252.57       | Asset-Backed Securities |
| AMSR TR 2025-SFR1              B      20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1000000.00        | $937421.42         | Asset-Backed Securities |
| AGL CORE CLO LTD 2025-38       A-1    20380122 FLT | 2038-01-22      | 5.5574%  | 0.0000% | $17000000.00       | $17358479.41       | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-3        A-3    20270415 5.0 | 2027-04-15      | 5.0700%  | 0.0000% | $1500000.00        | $455802.31         | Asset-Backed Securities |
| ALLY AUTO REC TR 2022-2        A-3    20270517 4.7 | 2027-05-17      | 4.7600%  | 0.0000% | $1515000.00        | $486546.93         | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-2-B  20280218 FLT | 2028-02-18      | 4.9019%  | 0.0000% | $10750000.00       | $3868923.51        | Asset-Backed Securities |
| AMERICAN CR ACCE REC TR 2024-4 A      20280313 4.8 | 2028-03-13      | 4.8100%  | 0.0000% | $11000000.00       | $4751046.36        | Asset-Backed Securities |
| AMERN CR ACCEP REC TR 2023-2   C      20290813 5.9 | 2029-08-13      | 5.9600%  | 0.0000% | $1976000.00        | $1120520.18        | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    E      20280613 6.5 | 2028-06-13      | 6.5700%  | 0.0000% | $7000000.00        | $7024573.50        | Asset-Backed Securities |
| AMERICAN CR ACC RECV TR 2023-1 C      20290412 5.5 | 2029-04-12      | 5.5900%  | 0.0000% | $3330000.00        | $1370820.69        | Asset-Backed Securities |
| AMERICAN CR AC REC TR 2022-1   E      20280313 3.6 | 2028-03-13      | 3.6400%  | 0.0000% | $17660000.00       | $17645569.82       | Asset-Backed Securities |
| AMERICR ATMBL REC TR 2022-2    A-3    20280418 4.3 | 2028-04-18      | 4.3800%  | 0.0000% | $690000.00         | $75149.28          | Asset-Backed Securities |
| AMERICREDIT AUTO REC TR 2021-3 C      20270818 1.4 | 2027-08-18      | 1.4100%  | 0.0000% | $510000.00         | $500826.63         | Asset-Backed Securities |
| AMERICREDIT AUTO  2021-2 TR    C      20270119 1.0 | 2027-01-19      | 1.0100%  | 0.0000% | $2175000.00        | $1128856.89        | Asset-Backed Securities |
| AMMC CLO 30 9.1559 15JAN37 144A FRN                | 2037-01-15      | 8.7561%  | 0.0000% | $500000.00         | $512367.55         | Asset-Backed Securities |
| ANGEL OAK MTG LN 2020-6 TR     B-2    20650525 FLT | 2065-05-25      | 5.4097%  | 0.0000% | $3158000.00        | $2558961.60        | Asset-Backed Securities |
| APIDOS CLO LTD 2025-52         A-1    20380420 FLT | 2038-04-20      | 5.3938%  | 0.0000% | $250000.00         | $253708.07         | Asset-Backed Securities |
| AVIS BUDGET RENTAL  FD 2020-01 A      20260820 2.3 | 2026-08-20      | 2.3300%  | 0.0000% | $832000.00         | $276792.60         | Asset-Backed Securities |
| BAIN CAP CR CLO 2020-2R LTD    D-R    20340719 FLT | 2034-07-19      | 7.8311%  | 0.0000% | $250000.00         | $251894.27         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT CLO 2022-1 D      20350418 FLT | 2035-04-18      | 7.4695%  | 0.0000% | $3500000.00        | $3492182.49        | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2023-4     B      20361021 FLT | 2036-10-21      | 6.7695%  | 0.0000% | $525000.00         | $533002.50         | Asset-Backed Securities |
| BATTALION CLO LTD 2021-17      D      20340309 FLT | 2034-03-09      | 7.7811%  | 0.0000% | $1750000.00        | $1763212.28        | Asset-Backed Securities |

### Security 667: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.890000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP1967L6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1967L6
- **C.18 - Value (incl. sponsor support):** $450165739.50
- **C.18.a - Value (excl. sponsor support):** $450165739.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.7700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| IMMUNIC INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $36700.00          | $25690.00          | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI CANDRIAM IN | 2500-12-31      | N/A      | 0.0000% | $15147.00          | $502425.99         | Equities   |
| NEW YORK LIFE INVESTMENTS ETF  NYLI MERGER ARBI | 2500-12-31      | N/A      | 0.0000% | $9478.00           | $333625.60         | Equities   |
| INNOVATOR ETFS TRUST           EMRGNG MKT JAN   | 2500-12-31      | N/A      | 0.0000% | $100.00            | $3195.00           | Equities   |
| INNOVATOR ETFS TRUST           INTRNL DEV JAN   | 2500-12-31      | N/A      | 0.0000% | $59.00             | $2016.43           | Equities   |
| INNOVATOR ETFS TRUST           QUITY MANAGD FLR | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $100823.40         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA QQQ INCOME ADVAN | 2500-12-31      | N/A      | 0.0000% | $7809.00           | $389903.37         | Equities   |
| INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUAL WE | 2500-12-31      | N/A      | 0.0000% | $242.00            | $11991.10          | Equities   |
| INVESCO ACTVELY MNGD ETC FD TR ELC VEH MTLS CDT | 2500-12-31      | N/A      | 0.0000% | $1620.00           | $25255.80          | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MIDCAP 400   | 2500-12-31      | N/A      | 0.0000% | $11200.00          | $1222226.88        | Equities   |
| INVESCO EXCHANGE TRADED FD TR  S&P MDCP QUALITY | 2500-12-31      | N/A      | 0.0000% | $1530.00           | $150613.20         | Equities   |
| INVESCO EXCHANGE TRADED FD TR  GLOBAL DRGN CN   | 2500-12-31      | N/A      | 0.0000% | $607.00            | $17329.85          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P INTL MOMNT   | 2500-12-31      | N/A      | 0.0000% | $64522.00          | $3286750.68        | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI EMRGNG MRKT | 2500-12-31      | N/A      | 0.0000% | $2574.00           | $60231.60          | Equities   |
| INVESCO EXCH TRADED FD TR II   RAFI DVLPD MRKTS | 2500-12-31      | N/A      | 0.0000% | $2349.00           | $90741.87          | Equities   |
| INVESCO EXCH TRADED FD TR II   SR LN ETF        | 2500-12-31      | N/A      | 0.0000% | $1076552.00        | $22499936.80       | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG S&P 500 EQL  | 2500-12-31      | N/A      | 0.0000% | $8976.00           | $245727.87         | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2436.00           | Equities   |
| INVESCO EXCH TRADED FD TR II   ESG NASDAQ NEXT  | 2500-12-31      | N/A      | 0.0000% | $681.00            | $16589.16          | Equities   |
| INVESCO EXCH TRADED FD TR II   MSCI GREEN BUIL  | 2500-12-31      | N/A      | 0.0000% | $1224.00           | $21326.24          | Equities   |
| INVESCO EXCH TRADED FD TR II   S&P SMALLCAP 600 | 2500-12-31      | N/A      | 0.0000% | $5956.00           | $258609.52         | Equities   |
| INVESCO EXCH TRADED FD TR II   GBL CLEAN ENRG   | 2500-12-31      | N/A      | 0.0000% | $9542.00           | $120038.36         | Equities   |
| ISHARES INC                    MSCI WORLD ETF   | 2500-12-31      | N/A      | 0.0000% | $14945.00          | $2519577.55        | Equities   |
| ISHARES TR                     SHRT NAT MUN ETF | 2500-12-31      | N/A      | 0.0000% | $17056.00          | $1813052.80        | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $129579.00         | $9381519.60        | Equities   |
| ISHARES TR                     NATIONAL MUN ETF | 2500-12-31      | N/A      | 0.0000% | $215682.00         | $22499946.24       | Equities   |
| ISHARES TR                     CORE 60/40 BALAN | 2500-12-31      | N/A      | 0.0000% | $8837.00           | $541973.21         | Equities   |
| ISHARES S&P GSCI COMMODITY- IN UNIT BEN INT     | 2500-12-31      | N/A      | 0.0000% | $22565.00          | $498686.50         | Equities   |
| ISHARES TR                     0-5 YR TIPS ETF  | 2500-12-31      | N/A      | 0.0000% | $53683.00          | $5519149.23        | Equities   |
| ISHARES TR                     GLOBAL EQUITY    | 2500-12-31      | N/A      | 0.0000% | $289.00            | $13840.44          | Equities   |
| ISHARES TR                     MSCI INTL QUALTY | 2500-12-31      | N/A      | 0.0000% | $3377.00           | $145514.93         | Equities   |
| ISHARES TR                     CORE MSCI PAC    | 2500-12-31      | N/A      | 0.0000% | $37108.00          | $2550061.76        | Equities   |
| ISHARES TR                     ESG AW MSCI EAFE | 2500-12-31      | N/A      | 0.0000% | $147234.00         | $13109715.36       | Equities   |
| ISHARES TR                     GENOMICS IMMUN   | 2500-12-31      | N/A      | 0.0000% | $430.00            | $8793.50           | Equities   |
| ISHARES TR                     MSCI JP VALUE    | 2500-12-31      | N/A      | 0.0000% | $24351.00          | $848875.86         | Equities   |
| ISHARES TR                     BLOCKCHAIN & TEC | 2500-12-31      | N/A      | 0.0000% | $7300.00           | $278276.00         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  REALTY INCOME ET | 2500-12-31      | N/A      | 0.0000% | $902.00            | $42709.70          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE VALUE ETF | 2500-12-31      | N/A      | 0.0000% | $1552.00           | $101454.24         | Equities   |
| J P MORGAN EXCHANGE TRADED FD  BETABUILDERS US  | 2500-12-31      | N/A      | 0.0000% | $1157.00           | $76196.78          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  DIV RTN EM EQT   | 2500-12-31      | N/A      | 0.0000% | $1707.00           | $95460.22          | Equities   |
| J P MORGAN EXCHANGE TRADED FD  ACTIVE DEVELOPIN | 2500-12-31      | N/A      | 0.0000% | $84.00             | $4565.40           | Equities   |
| JANUS DETROIT STR TR           HENDERSN SML ETF | 2500-12-31      | N/A      | 0.0000% | $3577.00           | $276752.49         | Equities   |
| JANUS DETROIT STR TR           HENDERSON MID    | 2500-12-31      | N/A      | 0.0000% | $3113.00           | $89343.10          | Equities   |
| JOHN HANCOCK EXCHANGE TRADED   MULTIFACTR SML   | 2500-12-31      | N/A      | 0.0000% | $4091.00           | $159917.19         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7119.00           | $18651.78          | Equities   |
| KRANESHARES TRUST              CSI CHI INTERNET | 2500-12-31      | N/A      | 0.0000% | $97.00             | $3344.56           | Equities   |
| KRANESHARES TRUST              GLOBAL LUXURY ID | 2500-12-31      | N/A      | 0.0000% | $1162.00           | $28113.20          | Equities   |
| LIGHTSPEED COMMERCE INC        SUB VTG SHS      | 2500-12-31      | N/A      | 0.0000% | $963661.00         | $11072464.89       | Equities   |
| LISTED FDS TR                  YIELDS FOR YOU I | 2500-12-31      | N/A      | 0.0000% | $307.00            | $3033.16           | Equities   |
| LOCAL BOUNTI CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2251.00           | $5087.26           | Equities   |
| MFS ACTIVE EXCHANGE TRADED FUN INTERMEDITE MUNI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $4887.24           | Equities   |
| MEREO BIOPHARMA GROUP PLC      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $400926.00         | $1066463.16        | Equities   |
| MILESTONE PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $108100.00         | $201066.00         | Equities   |
| NANO DIMENSION LTD             SPONSORD ADS NEW | 2500-12-31      | N/A      | 0.0000% | $492101.00         | $807045.64         | Equities   |
| LESAKA TECHNOLOGIES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12928.00          | $57400.32          | Equities   |
| NEURONETICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $19400.00          | $68482.00          | Equities   |
| NEUBERGER BERMAN ETF TRUST     CORE EQUITY ETF  | 2500-12-31      | N/A      | 0.0000% | $751.00            | $21516.15          | Equities   |
| NOVONIX LIMITED                SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1462.00           | $1520.48           | Equities   |
| NUTRIEN LTD                    COM              | 2500-12-31      | N/A      | 0.0000% | $190113.00         | $11049367.56       | Equities   |
| INSIGHT MOLECULAR DIA INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1270.00           | $4064.00           | Equities   |
| ONDAS HLDGS INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $470265.00         | $860584.95         | Equities   |
| ONKURE THERAPEUTICS INC        COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $4560.00           | Equities   |
| PALMER SQUARE FUNDS TRUST      CR OPPORTUNITIES | 2500-12-31      | N/A      | 0.0000% | $1400.00           | $28672.00          | Equities   |
| PARNASSUS INCOME FDS           CORE SELECT ETF  | 2500-12-31      | N/A      | 0.0000% | $169.00            | $4289.22           | Equities   |
| PERMROCK ROYALTY TRUST         TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $2700.00           | $11448.00          | Equities   |
| PHIO PHARMACEUTICALS CORP      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $10633.00          | Equities   |
| PIMCO ETF TR                   INTER MUN BD ACT | 2500-12-31      | N/A      | 0.0000% | $35214.00          | $1805773.92        | Equities   |
| PROSHARES TR                   PSHS ULTSH 20YRS | 2500-12-31      | N/A      | 0.0000% | $367.00            | $13138.60          | Equities   |
| PROSHARES TR                   PSHS SHORT DOW30 | 2500-12-31      | N/A      | 0.0000% | $2829.00           | $72507.27          | Equities   |
| PROSHARES TR                   DJ BRKFLD GLB    | 2500-12-31      | N/A      | 0.0000% | $8163.00           | $436393.98         | Equities   |
| PROSHARES TR                   SP500 EX TECH    | 2500-12-31      | N/A      | 0.0000% | $3583.00           | $341989.47         | Equities   |
| PROSHARES TR                   SP500 EX HLTH    | 2500-12-31      | N/A      | 0.0000% | $1077.00           | $72587.32          | Equities   |
| PROSHARES TR                   SP500 EX FINLS   | 2500-12-31      | N/A      | 0.0000% | $1322.00           | $87089.26          | Equities   |
| PROSHARES TR                   SP500 EX ENRGY   | 2500-12-31      | N/A      | 0.0000% | $2215.00           | $147257.19         | Equities   |
| PROSHARES TR                   ULTRASHORT RUSSE | 2500-12-31      | N/A      | 0.0000% | $69.00             | $2985.63           | Equities   |
| PROSHARES TR                   BITCOIN ETF      | 2500-12-31      | N/A      | 0.0000% | $1401.00           | $29939.37          | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $698.00            | $26530.98          | Equities   |
| DIREXION SHS ETF TR            DAILY META BEAR  | 2500-12-31      | N/A      | 0.0000% | $337.00            | $4964.01           | Equities   |
| DIREXION SHS ETF TR            DAILY PLTR BEAR  | 2500-12-31      | N/A      | 0.0000% | $5456.00           | $53359.68          | Equities   |
| DIREXION SHS ETF TR            DAILY FTSE CHINA | 2500-12-31      | N/A      | 0.0000% | $96.00             | $2928.96           | Equities   |
| DIREXION SHS ETF TR            DAILY GOLD MINER | 2500-12-31      | N/A      | 0.0000% | $89.00             | $2316.67           | Equities   |
| DIREXION SHS ETF TR            DAILY MU BEAR    | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $108220.00         | Equities   |
| DIREXION SHS ETF TR            DAILY TSM BEAR   | 2500-12-31      | N/A      | 0.0000% | $6000.00           | $101280.00         | Equities   |
| DIREXION SHS ETF TR            DAILY AVGO BEAR  | 2500-12-31      | N/A      | 0.0000% | $25000.00          | $332500.00         | Equities   |
| DIREXION SHS ETF TR            DAILY JR GOLD MI | 2500-12-31      | N/A      | 0.0000% | $200.00            | $2090.00           | Equities   |
| DIREXION SHS ETF TR            DAILY META BULL  | 2500-12-31      | N/A      | 0.0000% | $3100.00           | $138942.00         | Equities   |
| DIREXION SHS ETF TR            DIREXION 2X SHAR | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $185857.00         | Equities   |
| DIREXION SHS ETF TR            DAILY MSCI INDIA | 2500-12-31      | N/A      | 0.0000% | $264.00            | $16777.20          | Equities   |
| DOUBLELINE ETF TRUST           COMMODITY STRATE | 2500-12-31      | N/A      | 0.0000% | $80.00             | $2068.69           | Equities   |
| DOUYU INTL HLDGS LTD           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $287.00            | $1876.98           | Equities   |
| EDESA BIOTECH INC              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $911.00            | $1867.55           | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $502450.00         | $22499711.00       | Equities   |
| ENGENE HOLDINGS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $67008.00          | $245249.28         | Equities   |
| ENVERIC BIOSCIENCES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $33946.00          | $42093.04          | Equities   |
| ERO COPPER CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $14029.00          | $235266.33         | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST ROBO GLB ETF     | 2500-12-31      | N/A      | 0.0000% | $160.00            | $9548.80           | Equities   |
| EXCHANGE TRADED CONCEPTS TRUST EMQQ THE EMERGIN | 2500-12-31      | N/A      | 0.0000% | $2434.00           | $100986.66         | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $2587.00           | $6596.85           | Equities   |
| FIDELITY COVINGTON TRUST       ENHANCED LARGE   | 2500-12-31      | N/A      | 0.0000% | $26532.00          | $910047.60         | Equities   |
| FIDELITY COVINGTON TRUST       DISRUPTIVE FIN E | 2500-12-31      | N/A      | 0.0000% | $5632.00           | $212889.60         | Equities   |
| FIDELITY COVINGTON TRUST       HIGH DIVID ETF   | 2500-12-31      | N/A      | 0.0000% | $13985.00          | $724982.40         | Equities   |
| FIDELITY MERRIMACK STR TR      INVESTMENT GR SE | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4335.00           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    GROWTH STRENGTH  | 2500-12-31      | N/A      | 0.0000% | $127.00            | $4307.84           | Equities   |
| FIRST TR EXCHANGE-TRADED FD II ALERIAN US NXTGN | 2500-12-31      | N/A      | 0.0000% | $93.00             | $6626.14           | Equities   |
| FIRST TR EXCHANGE-TRADED FD    UT COM SHS ETF   | 2500-12-31      | N/A      | 0.0000% | $1597.00           | $86924.71          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II DEV MRK EX US    | 2500-12-31      | N/A      | 0.0000% | $184.00            | $12563.52          | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EM SML CP ALPH   | 2500-12-31      | N/A      | 0.0000% | $23892.00          | $957591.36         | Equities   |
| FIRST TR EXCH TRD ALPHDX FD II EURO ALPHADEX    | 2500-12-31      | N/A      | 0.0000% | $8174.00           | $448425.64         | Equities   |
| FIRST TR EXCHANGE TRADED FD VI S&P INTL DIVID   | 2500-12-31      | N/A      | 0.0000% | $6564.00           | $124716.00         | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT | 2500-12-31      | N/A      | 0.0000% | $119.00            | $5851.23           | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV FIRST TR ENH NEW | 2500-12-31      | N/A      | 0.0000% | $200.00            | $12014.00          | Equities   |
| FIRST TR EXCHANGE-TRADED FD IV ENERGY INM PARTN | 2500-12-31      | N/A      | 0.0000% | $29027.00          | $745413.36         | Equities   |
| FIRST TR EXCHNG TRADED FD VIII VEST U S EQUITY  | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $68520.48          | Equities   |
| FIRST TR EXCHNG TRADED FD VIII SMITH UNCONSTRAI | 2500-12-31      | N/A      | 0.0000% | $280.00            | $6955.20           | Equities   |
| FRANKLIN TEMPLETON ETF TR      MARTIN CURRIE    | 2500-12-31      | N/A      | 0.0000% | $7940.00           | $113684.92         | Equities   |
| IDENTIV INC                    COM NEW          | 2500-12-31      | N/A      | 0.0000% | $12800.00          | $40320.00          | Equities   |
| ALPS ETF TR                    CLEAN ENERGY     | 2500-12-31      | N/A      | 0.0000% | $160.00            | $4115.20           | Equities   |
| ADVISORS INNER CIRCLE FD III   STRATEGAS MACRO  | 2500-12-31      | N/A      | 0.0000% | $1175.00           | $39999.23          | Equities   |
| ADVISORS INNER CIRCLE FD III   RAYLIANT QUANTMN | 2500-12-31      | N/A      | 0.0000% | $6179.00           | $163063.81         | Equities   |
| ADVISORS INNER CIRCLE FD II    CULLEN ENHANCED  | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1212.48           | Equities   |
| AIM ETF PRODUCTS TRUST         US LRGCP B10 JUN | 2500-12-31      | N/A      | 0.0000% | $48.00             | $1629.91           | Equities   |
| ALAMOS GOLD INC NEW            COM CL A         | 2500-12-31      | N/A      | 0.0000% | $76.00             | $1944.84           | Equities   |
| EA SERIES TRUST                INTL QUAN MOMNTM | 2500-12-31      | N/A      | 0.0000% | $62.00             | $2089.40           | Equities   |
| ALTSHARES TRUST                MERGER ARBITRAGE | 2500-12-31      | N/A      | 0.0000% | $11037.00          | $313802.88         | Equities   |
| AMERICAN CENTY ETF TR          AVANTIS EMGMKT   | 2500-12-31      | N/A      | 0.0000% | $25048.00          | $1709526.00        | Equities   |
| AMPLIFY ETF TR                 BLOCKCHAIN LDR   | 2500-12-31      | N/A      | 0.0000% | $3004.00           | $166061.12         | Equities   |
| AMPLIFY ETF TR                 AMPLIFY JUNIOR S | 2500-12-31      | N/A      | 0.0000% | $7999.00           | $115185.60         | Equities   |
| AMPLIFY ETF TR                 HIGH INCOME      | 2500-12-31      | N/A      | 0.0000% | $2000.00           | $23260.00          | Equities   |
| ARTS WAY MFG INC               COM              | 2500-12-31      | N/A      | 0.0000% | $1542.00           | $3114.84           | Equities   |
| AURORA CANNABIS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $59299.00          | $246090.85         | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1900.00           | $9082.00           | Equities   |
| AVALO THERAPEUTICS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $78220.00          | $373891.60         | Equities   |
| AWARE INC MASS                 COM              | 2500-12-31      | N/A      | 0.0000% | $1510.00           | $2763.30           | Equities   |
| BANK NOVA SCOTIA HALIFAX       COM              | 2500-12-31      | N/A      | 0.0000% | $408451.00         | $22399452.84       | Equities   |
| BANZAI INTERNATIONAL INC       COM NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $7911.00           | $4509.27           | Equities   |
| BAYTEX ENERGY CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $1875028.00        | $3431301.24        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES AAA CLO  | 2500-12-31      | N/A      | 0.0000% | $64679.00          | $3358780.47        | Equities   |
| BLACKROCK ETF TRUST II         ISHARES FLEXIBLE | 2500-12-31      | N/A      | 0.0000% | $25190.00          | $1329024.40        | Equities   |
| BLACKROCK ETF TRUST            ISHARES U S INDU | 2500-12-31      | N/A      | 0.0000% | $39.00             | $1123.59           | Equities   |
| BNY MELLON ETF TRUST           CONCENTRATED INT | 2500-12-31      | N/A      | 0.0000% | $16685.00          | $853704.71         | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTU  | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $24758.10          | Equities   |
| CALAMOS ETF TR                 S&P 500 STRUCTUR | 2500-12-31      | N/A      | 0.0000% | $2702.00           | $70468.16          | Equities   |
| CANADIAN IMPERIAL BK COMM      COM              | 2500-12-31      | N/A      | 0.0000% | $8100.00           | $564408.00         | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $208600.00         | $6560470.00        | Equities   |
| CANADIAN PACIFIC KANSAS CITY   COM              | 2500-12-31      | N/A      | 0.0000% | $25.00             | $1957.75           | Equities   |
| CANOPY GROWTH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $238735.00         | $291256.70         | Equities   |
| CAPITAL GRP FIXED INCM ETF TR  CORE PLUS INCM   | 2500-12-31      | N/A      | 0.0000% | $2360.00           | $52958.40          | Equities   |
| CELESTICA INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $1000.00           | $152670.00         | Equities   |
| COLUMBIA ETF TR I              SHORT DURATION   | 2500-12-31      | N/A      | 0.0000% | $1700.00           | $31968.50          | Equities   |
| COLUMBIA ETF TR II             EM CORE EX ETF   | 2500-12-31      | N/A      | 0.0000% | $11902.00          | $405382.12         | Equities   |
| COLUMBIA ETF TR II             INDIA CONSMR ETF | 2500-12-31      | N/A      | 0.0000% | $1663.00           | $108277.93         | Equities   |
| CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD   | 2500-12-31      | N/A      | 0.0000% | $3595128.00        | $6866694.48        | Equities   |
| CYCLACEL PHARMACEUTICALS INC   COM NEW 2025     | 2500-12-31      | N/A      | 0.0000% | $7012.00           | $2320.97           | Equities   |
| CYTOSORBENTS CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4500.00           | $5535.00           | Equities   |
| DBX ETF TR                     XTRACKERS S&P MD | 2500-12-31      | N/A      | 0.0000% | $324.00            | $9903.45           | Equities   |
| DBX ETF TR                     XTRACKERS MSCI   | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $126072.79         | Equities   |
| DIMENSIONAL ETF TRUST          US LARGE CAP VAL | 2500-12-31      | N/A      | 0.0000% | $786.00            | $24310.98          | Equities   |
| DIREXION SHS ETF TR            DLY SCOND 3XBU   | 2500-12-31      | N/A      | 0.0000% | $896056.00         | $22499966.16       | Equities   |
| DIREXION SHS ETF TR            7 10YR TRES BULL | 2500-12-31      | N/A      | 0.0000% | $140.00            | $3511.20           | Equities   |
| DIREXION SHS ETF TR            DAILY REAL EST B | 2500-12-31      | N/A      | 0.0000% | $1060.00           | $9900.40           | Equities   |
| DIREXION SHS ETF TR            DAILY 20+ YEAR T | 2500-12-31      | N/A      | 0.0000% | $94.00             | $3583.28           | Equities   |
| DIREXION SHS ETF TR            DAILY TSLA 2X SH | 2500-12-31      | N/A      | 0.0000% | $12000.00          | $147240.00         | Equities   |
| DIREXION SHS ETF TR            DAILY REAL ESTAT | 2500-12-31      | N/A      | 0.0000% | $331.00            | $8562.97           | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $79.00             | $4108.00           | Equities   |
| DIREXION SHS ETF TR            DLY ENRGY BULL2X | 2500-12-31      | N/A      | 0.0000% | $357.00            | $18564.00          | Equities   |
| DIREXION SHS ETF TR            DAILY JR GLD MIN | 2500-12-31      | N/A      | 0.0000% | $623.00            | $46407.27          | Equities   |
| DIREXION SHS ETF TR            20YR TRES BEAR   | 2500-12-31      | N/A      | 0.0000% | $98.00             | $3724.98           | Equities   |
| PROSHARES TR                   ULTRA 20YR TRE   | 2500-12-31      | N/A      | 0.0000% | $140.00            | $2325.40           | Equities   |
| PROSHARES TR                   PSHS ULTRA INDL  | 2500-12-31      | N/A      | 0.0000% | $47.00             | $2005.02           | Equities   |
| PROSHARES TR                   SHRT RUSSELL2000 | 2500-12-31      | N/A      | 0.0000% | $100.00            | $1884.00           | Equities   |
| PROSHARES TR                   SHORT S&P 500 NE | 2500-12-31      | N/A      | 0.0000% | $4945.00           | $197157.15         | Equities   |
| PROTAGENIC THERAPEUTICS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $501.00            | $1853.70           | Equities   |
| PSYENCE BIOMEDICAL LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $4000.00           | $19600.00          | Equities   |
| PUTNAM ETF TRUST               FOCUSED LAR CAP  | 2500-12-31      | N/A      | 0.0000% | $25585.00          | $1026726.05        | Equities   |
| QUDIAN INC                     ADR              | 2500-12-31      | N/A      | 0.0000% | $91459.00          | $282608.31         | Equities   |
| QUHUO LTD                      SPON ADS         | 2500-12-31      | N/A      | 0.0000% | $1897.00           | $2466.10           | Equities   |
| RAVE RESTAURANT GROUP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $967.00            | $2543.21           | Equities   |
| RENOVORX INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5473.00           | $7005.44           | Equities   |
| RESEARCH FRONTIERS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $35215.00          | $58104.75          | Equities   |
| REZOLUTE INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $396000.00         | $1722600.00        | Equities   |
| ROCKWELL MED INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $55083.00          | $43631.24          | Equities   |
| ROCKY MTN CHOCOLATE FACTORY IN COM              | 2500-12-31      | N/A      | 0.0000% | $2463.00           | $3497.46           | Equities   |
| ROYAL BK CDA                   COM              | 2500-12-31      | N/A      | 0.0000% | $173463.00         | $22499885.73       | Equities   |
| SAFE & GREEN HOLDINGS CORP     COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3000.00           | $1946.40           | Equities   |
| SPDR INDEX SHS FDS             ASIA PACIF ETF   | 2500-12-31      | N/A      | 0.0000% | $387.00            | $48970.98          | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $13589.00          | $1187542.71        | Equities   |
| SPDR INDEX SHS FDS             PORTFLI MSCI GBL | 2500-12-31      | N/A      | 0.0000% | $8511.00           | $585131.25         | Equities   |
| SPDR INDEX SHS FDS             PORTFOLIO EMG MK | 2500-12-31      | N/A      | 0.0000% | $100.00            | $4264.00           | Equities   |
| SPDR INDEX SHS FDS             DJ GLB RL ES ETF | 2500-12-31      | N/A      | 0.0000% | $75178.00          | $3310839.12        | Equities   |
| SPDR SERIES TRUST              S&P 600 SMCP GRW | 2500-12-31      | N/A      | 0.0000% | $30953.00          | $2743364.39        | Equities   |
| SPDR SERIES TRUST              BBG CONV SEC ETF | 2500-12-31      | N/A      | 0.0000% | $58104.00          | $4779054.00        | Equities   |
| SPDR SERIES TRUST              S&P PHARMAC      | 2500-12-31      | N/A      | 0.0000% | $32526.00          | $1321531.38        | Equities   |
| SSGA ACTIVE ETF TR             INCOM ALLO ETF   | 2500-12-31      | N/A      | 0.0000% | $1788.00           | $57509.05          | Equities   |
| SSGA ACTIVE ETF TR             BLACKSTONE SENR  | 2500-12-31      | N/A      | 0.0000% | $541384.00         | $22499919.04       | Equities   |
| SPDR SERIES TRUST              NUVEEN ICE MUNIC | 2500-12-31      | N/A      | 0.0000% | $1672.00           | $74521.04          | Equities   |
| SSGA ACTIVE TR                 SPDR SSGA MY2026 | 2500-12-31      | N/A      | 0.0000% | $81.00             | $2014.06           | Equities   |
| SATELLOGIC INC                 COM CL A         | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $13160.00          | Equities   |
| SCHWAB STRATEGIC TR            US MID-CAP ETF   | 2500-12-31      | N/A      | 0.0000% | $5186.00           | $144948.70         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL EMER | 2500-12-31      | N/A      | 0.0000% | $10479.00          | $345283.05         | Equities   |
| SCHWAB STRATEGIC TR            FUNDAMENTAL INTL | 2500-12-31      | N/A      | 0.0000% | $33640.00          | $1345263.60        | Equities   |
| SENSTAR TECHNOLOGIES CORP      COM              | 2500-12-31      | N/A      | 0.0000% | $13951.00          | $61384.40          | Equities   |
| SERITAGE GROWTH PPTYS          CL A             | 2500-12-31      | N/A      | 0.0000% | $117304.00         | $351912.00         | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS MANAGED FUTURES  | 2500-12-31      | N/A      | 0.0000% | $563272.00         | $15061893.28       | Equities   |
| SIMPLIFY EXCHANGE TRADED FUNDS HEDGED EQUITY    | 2500-12-31      | N/A      | 0.0000% | $16793.00          | $503790.00         | Equities   |
| SONOMA PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1733.00           | $4973.71           | Equities   |
| SP FUNDS TRUST                 S&P GLOBAL TECHN | 2500-12-31      | N/A      | 0.0000% | $1915.00           | $59077.75          | Equities   |
| SPINNAKER ETF SERIES           GENTER CAP DIV   | 2500-12-31      | N/A      | 0.0000% | $461.00            | $4909.14           | Equities   |
| SPINNAKER ETF SERIES           INDEXPERTS GORIL | 2500-12-31      | N/A      | 0.0000% | $293.00            | $3258.16           | Equities   |
| SPROTT ETF TRUST               JR GOLD MINERS E | 2500-12-31      | N/A      | 0.0000% | $30.00             | $1449.60           | Equities   |
| SUN LIFE FINANCIAL INC.        COM              | 2500-12-31      | N/A      | 0.0000% | $46290.00          | $3051899.70        | Equities   |
| SUNCOR ENERGY INC NEW          COM              | 2500-12-31      | N/A      | 0.0000% | $598563.00         | $22499983.17       | Equities   |
| SYPRIS SOLUTIONS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $24465.00          | $56269.50          | Equities   |
| TC ENERGY CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $343530.00         | $16791746.40       | Equities   |
| TECK RESOURCES LTD             CL B             | 2500-12-31      | N/A      | 0.0000% | $5400.00           | $218862.00         | Equities   |
| TELUS CORPORATION              COM              | 2500-12-31      | N/A      | 0.0000% | $898776.00         | $14227624.08       | Equities   |
| 2023 ETF SERIES TRUST          EAGLE CAPITAL SE | 2500-12-31      | N/A      | 0.0000% | $5850.00           | $176260.50         | Equities   |
| TIDAL TR II                    COREVALUES ALPHA | 2500-12-31      | N/A      | 0.0000% | $72.00             | $1889.28           | Equities   |
| TIDAL TR II                    YIELDMAX MSTR OP | 2500-12-31      | N/A      | 0.0000% | $195951.00         | $4195310.91        | Equities   |
| TIDAL TR II                    ROUNDHILL GENER  | 2500-12-31      | N/A      | 0.0000% | $64.00             | $3088.64           | Equities   |
| TIDAL TR II                    YIELDMAX BABA OP | 2500-12-31      | N/A      | 0.0000% | $178.00            | $2726.96           | Equities   |
| TIDAL TR II                    YIELDMAX AI & T  | 2500-12-31      | N/A      | 0.0000% | $96.00             | $4513.92           | Equities   |
| TIDAL TR II                    YIELDMAX SMCI    | 2500-12-31      | N/A      | 0.0000% | $95.00             | $1963.65           | Equities   |
| TITAN PHARMACEUTICALS INC DEL  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $683.00            | $2998.37           | Equities   |
| TRUST FOR PROFESSIONAL MANAGER CROSSINGBRDG PRE | 2500-12-31      | N/A      | 0.0000% | $8170.00           | $175164.80         | Equities   |
| TUNIU CORP                     SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $190889.00         | $157884.29         | Equities   |
| TWIN VEE POWERCATS CO          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2500.00           | $5525.00           | Equities   |
| UBS AG LONDON BRANCH           ETRACS ALERIAN M | 2500-12-31      | N/A      | 0.0000% | $1834.00           | $35176.85          | Equities   |
| U S GLOBAL INVS INC            CL A             | 2500-12-31      | N/A      | 0.0000% | $400.00            | $1016.00           | Equities   |
| UCLOUDLINK GROUP INC           SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1980.00           | $3682.80           | Equities   |
| BARINTHUS BIOTHERAPEUTICS PLC  ADS              | 2500-12-31      | N/A      | 0.0000% | $4552.00           | $4105.90           | Equities   |
| VANECK ETF TRUST               FALLEN ANGEL HG  | 2500-12-31      | N/A      | 0.0000% | $16811.00          | $490040.65         | Equities   |
| VANECK ETF TRUST               ENERGY INCME ET  | 2500-12-31      | N/A      | 0.0000% | $4286.00           | $419553.11         | Equities   |
| VANGUARD SCOTTSDALE FDS        VNG RUS2000IDX   | 2500-12-31      | N/A      | 0.0000% | $64776.00          | $5640694.08        | Equities   |
| VANGUARD SCOTTSDALE FDS        MTG-BKD SECS ETF | 2500-12-31      | N/A      | 0.0000% | $55085.00          | $2544376.15        | Equities   |
| VANGUARD INDEX FDS             MCAP VL IDXVIP   | 2500-12-31      | N/A      | 0.0000% | $27572.00          | $4535318.28        | Equities   |
| VANGUARD INDEX FDS             SMALL CP ETF     | 2500-12-31      | N/A      | 0.0000% | $94788.00          | $22499827.56       | Equities   |
| VANGUARD INDEX FDS             TOTAL STK MKT    | 2500-12-31      | N/A      | 0.0000% | $74181.00          | $22499839.11       | Equities   |
| VENTURE GLOBAL INC             COM CL A         | 2500-12-31      | N/A      | 0.0000% | $11408.00          | $178991.52         | Equities   |
| VICTORY PORTFOLIOS II          SHARES FREE CASH | 2500-12-31      | N/A      | 0.0000% | $576.00            | $20350.08          | Equities   |
| VILLAGE FARMS INTL INC         COM              | 2500-12-31      | N/A      | 0.0000% | $451190.00         | $482773.30         | Equities   |
| VISIONARY HOLDINGS INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3840.00           | $6835.20           | Equities   |
| VIVANI MEDICAL INC             COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $18668.00          | $24641.76          | Equities   |
| VYNE THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $2494.00           | $3541.48           | Equities   |
| WISDOMTREE TR                  INDIA ERNGS FD   | 2500-12-31      | N/A      | 0.0000% | $12826.00          | $609491.52         | Equities   |
| WISDOMTREE TR                  US SMALLCAP DIVD | 2500-12-31      | N/A      | 0.0000% | $305.00            | $9708.15           | Equities   |
| WISDOMTREE TR                  EUROPEAN OPPORTU | 2500-12-31      | N/A      | 0.0000% | $125.00            | $5811.31           | Equities   |
| WISDOMTREE TR                  EUROPE HEDGED EQ | 2500-12-31      | N/A      | 0.0000% | $733.00            | $35367.25          | Equities   |
| WISDOMTREE TR                  TARGET RANGE FD  | 2500-12-31      | N/A      | 0.0000% | $1378.00           | $33774.78          | Equities   |
| XSQUARE SER TR                 MUNICIPAL INCOME | 2500-12-31      | N/A      | 0.0000% | $41.00             | $1029.10           | Equities   |
| YXT COM GROUP HLDG LTD         SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $1724.00           | $1680.90           | Equities   |
| MDXHEALTH SA                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $1227.00           | $2822.10           | Equities   |
| DEUTSCHE BANK A G              NAMEN AKT        | 2500-12-31      | N/A      | 0.0000% | $250272.00         | $7608268.80        | Equities   |
| ANGLOGOLD ASHANTI PLC          COM SHS          | 2500-12-31      | N/A      | 0.0000% | $430190.00         | $18876737.20       | Equities   |
| BAIRD MED INVT HLDGS LTD       SHS              | 2500-12-31      | N/A      | 0.0000% | $13700.00          | $53430.00          | Equities   |
| EUDA HEALTH HOLDINGS LTD       ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $7000.00           | $24010.00          | Equities   |
| FST CORP.                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $40000.00          | $69600.00          | Equities   |
| GLOBAVEND HOLDINGS LIMITED     SHS              | 2500-12-31      | N/A      | 0.0000% | $114579.00         | $15239.01          | Equities   |
| MAASE INC.                     SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $2100.00           | $7455.00           | Equities   |
| INLIF LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $16900.00          | $19097.00          | Equities   |
| HELPORT AI LTD                 ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1282.50           | Equities   |
| FRANKLIN TEMPLETON ETF TR      BRANDYWINEGLOBAL | 2500-12-31      | N/A      | 0.0000% | $2294.00           | $32324.52          | Equities   |
| FUEL TECH INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $7277.00           | $19284.05          | Equities   |
| GABELLI ETFS TRUST             FINL SVCS OPPTYS | 2500-12-31      | N/A      | 0.0000% | $144.00            | $6795.36           | Equities   |
| GAIN THERAPEUTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1169.00           | $2302.93           | Equities   |
| GERDAU SA                      SPON ADR REP PFD | 2500-12-31      | N/A      | 0.0000% | $1416516.00        | $4065400.92        | Equities   |
| GLOBAL X FDS                   MSCI CHINA CNSMR | 2500-12-31      | N/A      | 0.0000% | $11776.00          | $248944.64         | Equities   |
| GLOBAL X FDS                   CLOUD COMPUTNG   | 2500-12-31      | N/A      | 0.0000% | $1568.00           | $36267.84          | Equities   |
| GLOBAL X FDS                   RUSSELL 2000     | 2500-12-31      | N/A      | 0.0000% | $17826.00          | $265250.88         | Equities   |
| GLOBAL X FDS                   RBTCS ARTFL INTE | 2500-12-31      | N/A      | 0.0000% | $27884.00          | $906787.68         | Equities   |
| GLOBAL X FDS                   GLOBAL X GOLD EX | 2500-12-31      | N/A      | 0.0000% | $112.00            | $4937.71           | Equities   |
| GLOBAL X FDS                   X RUSSELL 2000 E | 2500-12-31      | N/A      | 0.0000% | $290.00            | $24603.60          | Equities   |
| GLOBAL X FDS                   SUPERDIVIDEND    | 2500-12-31      | N/A      | 0.0000% | $100.00            | $2238.00           | Equities   |
| GOLDMAN SACHS ETF TR           ACTIVEBETA INT   | 2500-12-31      | N/A      | 0.0000% | $491646.00         | $19454432.22       | Equities   |
| GOLDMAN SACHS ETF TR           S&P 500 PREMIUM  | 2500-12-31      | N/A      | 0.0000% | $19722.00          | $979591.74         | Equities   |
| GRANITESHARES ETF TR           2X SHORT COIN    | 2500-12-31      | N/A      | 0.0000% | $1300.00           | $3081.00           | Equities   |
| GRANITESHARES ETF TR           GRANITE 2X LONG  | 2500-12-31      | N/A      | 0.0000% | $96200.00          | $843674.00         | Equities   |
| GRANITESHARES ETF TR           2X LONG TSLA DAI | 2500-12-31      | N/A      | 0.0000% | $1909.00           | $37511.85          | Equities   |
| GROVE COLLABORATIVE HOLD INC   COM CL A         | 2500-12-31      | N/A      | 0.0000% | $33803.00          | $37183.30          | Equities   |
| GRUPO AVAL ACCIONES Y VALORES  SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $456.00            | $1281.36           | Equities   |
| HEARTSCIENCES INC              COM              | 2500-12-31      | N/A      | 0.0000% | $2317.00           | $8480.22           | Equities   |
| HERITAGE GLOBAL INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2343.00           | $5318.61           | Equities   |
| IO BIOTECH INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $171814.00         | $247412.16         | Equities   |
| LICHEN INTL LTD                SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $300.00            | $1275.00           | Equities   |
| NOMAD FOODS LTD                USD ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $19800.00          | $337590.00         | Equities   |
| OHMYHOME LTD                   SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $800.00            | $1176.00           | Equities   |
| PERFECT CORP                   CL A ORD SHS     | 2500-12-31      | N/A      | 0.0000% | $500.00            | $1090.00           | Equities   |
| PRIMEGA GROUP HLDGS LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $12700.00          | $9916.16           | Equities   |
| INNEOVA HOLDINGS LTD.          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $14475.00          | $17949.00          | Equities   |
| SMX SEC MATTERS PLC            SHS NEW CL A     | 2500-12-31      | N/A      | 0.0000% | $600.00            | $2472.00           | Equities   |
| ZHIBAO TECHNOLOGY INC          USD ORD CL A SHS | 2500-12-31      | N/A      | 0.0000% | $4900.00           | $4949.00           | Equities   |
| WANG  LEE GROUP INC            SHS              | 2500-12-31      | N/A      | 0.0000% | $201298.00         | $9179.19           | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $1752.00           | $3521.52           | Equities   |
| AC IMMUNE SA                   SHS              | 2500-12-31      | N/A      | 0.0000% | $6574.00           | $13213.74          | Equities   |
| COLLPLANT BIOTECHNOLOGIES LTD  SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $17563.00          | $24061.31          | Equities   |
| ENTERA BIO LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $44122.00          | $84273.02          | Equities   |
| FRONTLINE PLC                  COM              | 2500-12-31      | N/A      | 0.0000% | $114535.00         | $1944804.30        | Equities   |
| SIMILARWEB LTD                 SHS              | 2500-12-31      | N/A      | 0.0000% | $103700.00         | $788120.00         | Equities   |
| ZIM INTEGRATED SHIPPING SERV   SHS              | 2500-12-31      | N/A      | 0.0000% | $419963.00         | $6941988.39        | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $700.00            | $82068.00          | Equities   |
| ERMENEGILDO ZEGNA N V          ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $20300.00          | $173565.00         | Equities   |
| PERFORMANCE SHIPPING INC       COMMON SHARES    | 2500-12-31      | N/A      | 0.0000% | $46329.00          | $82465.62          | Equities   |

### Security 668: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP197163, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP197163
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| BARCLAYS PLC                   GLBL NT 7.325%26    | 2026-11-02      | 7.3250%  | 0.0000% | $1328000.00        | $1354668.08        | Corporate Debt Securities                         |
| BERKSHIRE HATHAWAY ENERGY CO   SR GLBL 144A 30     | 2030-07-15      | 3.7000%  | 0.0000% | $122000.00         | $120190.54         | Corporate Debt Securities                         |
| BLACKSTONE PRIVATE CREDIT FUND SR GLBL NT7.3%28    | 2028-11-27      | 7.3000%  | 0.0000% | $6853000.00        | $7345810.65        | Corporate Debt Securities                         |
| BURLINGTON NORTHN SANTA FE CP  SR DEB 4.375%42     | 2042-09-01      | 4.3750%  | 0.0000% | $1367000.00        | $1207965.69        | Corporate Debt Securities                         |
| CAIXABANK S A                  FR 6.684%091327     | 2027-09-13      | 6.6840%  | 0.0000% | $600000.00         | $626067.80         | Corporate Debt Securities                         |
| THE CAMPBELLS COMPANY          SR GLBL NT 30       | 2030-04-24      | 2.3750%  | 0.0000% | $29000.00          | $26354.45          | Corporate Debt Securities                         |
| CARGILL INC                    SR GLBL 144A 49     | 2049-05-23      | 3.8750%  | 0.0000% | $3229000.00        | $2460054.46        | Corporate Debt Securities                         |
| DUKE ENERGY PROGRESS LLC       1M GLBL BD5.7%35    | 2035-04-01      | 5.7000%  | 0.0000% | $199000.00         | $208026.97         | Corporate Debt Securities                         |
| CITIBANK N A                   SR NT 4.876%27      | 2027-11-19      | 4.8760%  | 0.0000% | $10678000.00       | $10796026.31       | Corporate Debt Securities                         |
| COMCAST CORP NEW               GLBL NT 3.45%50     | 2050-02-01      | 3.4500%  | 0.0000% | $284000.00         | $197521.76         | Corporate Debt Securities                         |
| UBS AG N Y BRH                 FR 5%070927         | 2027-07-09      | 5.0000%  | 0.0000% | $3104000.00        | $3223845.44        | Corporate Debt Securities                         |
| DUPONT DE NEMOURS INC          5.419%48            | 2048-11-15      | 5.4190%  | 0.0000% | $1256000.00        | $1260501.19        | Corporate Debt Securities                         |
| EVERGY KANS CENT INC           1M GLBL BD 50       | 2050-04-15      | 3.4500%  | 0.0000% | $3900000.00        | $2707526.25        | Corporate Debt Securities                         |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT4.5%25    | 2025-07-15      | 4.5000%  | 0.0000% | $840000.00         | $857291.40         | Corporate Debt Securities                         |
| GEORGIA PAC CORP               SR NT 8.875%31      | 2031-05-15      | 8.8750%  | 0.0000% | $11000.00          | $13504.74          | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 ALT TIER I COCO     | 2079-12-31      | 6.0000%  | 0.0000% | $200000.00         | $201036.67         | Corporate Debt Securities                         |
| INTESA SANPAOLO S P A          SNR PREF 144A 28    | 2028-01-12      | 3.8750%  | 0.0000% | $200000.00         | $199410.67         | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 29       | 2029-04-23      | 4.0050%  | 0.0000% | $6123000.00        | $6109123.75        | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 28       | 2028-01-23      | 5.0400%  | 0.0000% | $2334000.00        | $2405607.12        | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL 144A 29     | 2029-03-15      | 4.0000%  | 0.0000% | $331000.00         | $325070.69         | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 4.5%29      | 2029-02-09      | 4.5000%  | 0.0000% | $5428000.00        | $5593201.18        | Corporate Debt Securities                         |
| LOCKHEED MARTIN CORP           GLBL B NT6.15%36    | 2036-09-01      | 6.1500%  | 0.0000% | $1024000.00        | $1145926.83        | Corporate Debt Securities                         |
| MACQUARIE BK LTD               SR 144A NT 26       | 2026-06-15      | 5.2080%  | 0.0000% | $1023000.00        | $1034191.62        | Corporate Debt Securities                         |
| MANUFACTURERS & TRADERS TR CO  SR NT 4.762%28      | 2028-07-06      | 4.7620%  | 0.0000% | $1665000.00        | $1677020.65        | Corporate Debt Securities                         |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27      | 2027-06-20      | 6.5000%  | 0.0000% | $1032024.00        | $414124.63         | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 1.794%021332     | 2032-02-13      | 1.7940%  | 0.0000% | $2879000.00        | $2474952.98        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 4.679%071726     | 2026-07-17      | 4.6790%  | 0.0000% | $1000.00           | $1021.11           | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.192%041731     | 2031-04-17      | 5.1920%  | 0.0000% | $503000.00         | $520176.56         | Corporate Debt Securities                         |
| NEVADA POWER CO                1M -Y NT 5.45%41    | 2041-05-15      | 5.4500%  | 0.0000% | $6984000.00        | $6887917.62        | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 43     | 2043-06-01      | 5.0810%  | 0.0000% | $163000.00         | $159111.31         | Corporate Debt Securities                         |
| PG&E WILDFIRE RECOVERY FDG LLC EXTND SR SEC 49     | 2049-12-01      | 5.2120%  | 0.0000% | $125000.00         | $118136.07         | Corporate Debt Securities                         |
| PHILIP MORRIS INTL INC         SR GLBL NT 29       | 2029-08-15      | 3.3750%  | 0.0000% | $30000.00          | $29270.89          | Corporate Debt Securities                         |
| QUEST DIAGNOSTICS INC          SR GLBL NT 5%34     | 2034-12-15      | 5.0000%  | 0.0000% | $69000.00          | $68471.00          | Corporate Debt Securities                         |
| SOCIETE GENERALE               VR 052225-052229    | 2029-05-22      | 5.8019%  | 0.0000% | $3838000.00        | $3863913.05        | Corporate Debt Securities                         |
| TYSON FOODS INC                SR GLBL NT 47       | 2047-06-02      | 4.5500%  | 0.0000% | $450000.00         | $372109.00         | Corporate Debt Securities                         |
| UNION PAC CORP                 SR GLBL NT 51       | 2051-10-01      | 3.7990%  | 0.0000% | $1077000.00        | $810229.22         | Corporate Debt Securities                         |
| WILLIS-KNIGHTON MED CTR        SR GLBL SINK 48     | 2048-09-01      | 4.8130%  | 0.0000% | $7109000.00        | $6171391.42        | Corporate Debt Securities                         |
| ROYAL BK CDA                   CVR BD CVR BD 30    | 2030-04-28      | 5.2581%  | 0.0000% | $16429000.00       | $16687835.53       | Corporate Debt Securities                         |
| FWD GROUP HLDGS LTD            FR 8.4%040529       | 2029-04-05      | 8.4000%  | 0.0000% | $612000.00         | $636396.36         | Corporate Debt Securities                         |
| HUTCHISON WHAMPOA INTL         SR GLBL REGS 33     | 2033-11-24      | 7.4500%  | 0.0000% | $798000.00         | $928081.98         | Corporate Debt Securities                         |
| BANCO ACTINVER SA              SR SEC GLBL 41      | 2041-01-31      | 7.2500%  | 0.0000% | $200000.00         | $207404.27         | Corporate Debt Securities                         |
| SHINHAN FINANCIAL GROUP CO LTD FR 2.875%           | 2500-12-31      | 2.8750%  | 0.0000% | $295000.00         | $288764.68         | Corporate Debt Securities                         |
| ATRIUM HOTEL PORT TR 2017-ATRM E      20361215 FLT | 2036-12-15      | 7.6590%  | 0.0000% | $100000.00         | $92319.12          | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK20                F      20620915 FLT | 2062-09-15      | 3.8315%  | 0.0000% | $2133002.00        | $1814889.19        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2025-V15 A-3    20580617 FLT | 2058-06-17      | 5.8047%  | 0.0000% | $294594.00         | $309859.85         | Private Label Collateralized Mortgage Obligations |
| J.P. MOG CHSE CML TR 2021-1440 A      20360317 FLT | 2036-03-17      | 5.7265%  | 0.0000% | $9758000.00        | $8957424.74        | Private Label Collateralized Mortgage Obligations |
| AIB GROUP PLC                  FR 5.32%051531      | 2031-05-15      | 5.3200%  | 0.0000% | $1939000.00        | $1981987.63        | Corporate Debt Securities                         |
| ALTRIA GROUP INC               SR GLBL NT5.8%39    | 2039-02-14      | 5.8000%  | 0.0000% | $46000.00          | $47316.57          | Corporate Debt Securities                         |
| ASTRAZENECA PLC                SR NT 4%42          | 2042-09-18      | 4.0000%  | 0.0000% | $5000.00           | $4242.52           | Corporate Debt Securities                         |
| ATHENE GLOBAL FDG              SR SEC GLBL 30      | 2030-11-19      | 2.5500%  | 0.0000% | $11000.00          | $9808.20           | Corporate Debt Securities                         |
| AUSTRALIA & NEW ZEALAND BKG GR VR 100323-100325    | 2025-10-03      | 4.9814%  | 0.0000% | $1162000.00        | $1163562.66        | Corporate Debt Securities                         |

### Security 669: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP197Y75, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP197Y75
- **C.18 - Value (incl. sponsor support):** $965000000.00
- **C.18.a - Value (excl. sponsor support):** $965000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| GALLAGHER ARTHUR J & CO        SR GLBL NT 29    | 2029-12-15      | 4.8500%  | 0.0000% | $96000.00          | $97439.12          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 55    | 2055-02-15      | 5.5500%  | 0.0000% | $633000.00         | $619653.72         | Corporate Debt Securities |
| ASSURANT INC                   CR SEN SR GLBL30 | 2030-02-22      | 3.7000%  | 0.0000% | $50000.00          | $48090.28          | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 26    | 2026-04-21      | 3.1250%  | 0.0000% | $56000.00          | $55686.38          | Corporate Debt Securities |
| INTERPUBLIC GROUP COS INC      SR GLBL NT5.4%48 | 2048-10-01      | 5.4000%  | 0.0000% | $48000.00          | $44883.84          | Corporate Debt Securities |
| JEFFERIES GROUP INC            SR DEB 6.25%36   | 2036-01-15      | 6.2500%  | 0.0000% | $50000.00          | $52865.79          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 31    | 2031-10-15      | 2.6250%  | 0.0000% | $14000.00          | $12220.02          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 28    | 2028-07-21      | 5.8750%  | 0.0000% | $38000.00          | $40285.62          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $48000.00          | $48794.04          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $278000.00         | $274269.32         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2079-12-31      | 3.6500%  | 0.0000% | $1009000.00        | $995459.50         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $72000.00          | $76192.43          | Corporate Debt Securities |
| JPMORGAN CHASE & CO            PERP JR SB GLBL  | 2500-12-31      | 6.8750%  | 0.0000% | $357000.00         | $377787.47         | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 3.8%50   | 2050-05-01      | 3.8000%  | 0.0000% | $15000.00          | $11059.02          | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31   | 2031-03-15      | 5.2000%  | 0.0000% | $10000.00          | $10450.77          | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.2%31   | 2031-03-15      | 5.2000%  | 0.0000% | $80000.00          | $83606.13          | Corporate Debt Securities |
| KEURIG DR PEPPER INC           GLBL NT 5.3%34   | 2034-03-15      | 5.3000%  | 0.0000% | $26000.00          | $26895.66          | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 3.9%29    | 2029-04-13      | 3.9000%  | 0.0000% | $453000.00         | $440710.87         | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32    | 2032-08-08      | 4.9000%  | 0.0000% | $401000.00         | $393360.06         | Corporate Debt Securities |
| KEYBANK NATIONAL ASSOCIATION   SUB NT 4.9%32    | 2032-08-08      | 4.9000%  | 0.0000% | $3100000.00        | $3040938.11        | Corporate Debt Securities |
| KINDER MORGAN ENERGY PARTNERS  SR GLBL NT5.8%35 | 2035-03-15      | 5.8000%  | 0.0000% | $8000.00           | $8337.41           | Corporate Debt Securities |
| KINDER MORGAN INC DEL          GLBL NT 5.4%34   | 2034-02-01      | 5.4000%  | 0.0000% | $2000.00           | $2057.40           | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 45    | 2045-06-01      | 5.5500%  | 0.0000% | $7000.00           | $6570.21           | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 46    | 2046-02-15      | 5.0500%  | 0.0000% | $40000.00          | $35635.10          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $633000.00         | $621226.75         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32   | 2032-09-30      | 2.6380%  | 0.0000% | $23000.00          | $19453.51          | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 32   | 2032-09-30      | 2.6380%  | 0.0000% | $1200000.00        | $1014966.00        | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $160000.00         | $158126.57         | Corporate Debt Securities |
| CITIZENS FINL GROUP INC        SUB GLBL NT 37   | 2037-05-21      | 5.6410%  | 0.0000% | $188000.00         | $185798.72         | Corporate Debt Securities |
| COBANK ACB                     PERP JR GLBL NT  | 2079-12-31      | 4.2500%  | 0.0000% | $270000.00         | $263532.67         | Corporate Debt Securities |
| COBANK ACB                     PERP GLBL -L NT  | 2079-12-31      | 7.2500%  | 0.0000% | $790000.00         | $831809.65         | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $260000.00         | $256043.81         | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $750000.00         | $738587.92         | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $1250000.00        | $1230979.86        | Corporate Debt Securities |
| COMERICA INC                   SR GLBL NT 4%29  | 2029-02-01      | 4.0000%  | 0.0000% | $25000.00          | $24760.39          | Corporate Debt Securities |
| COMED FING III                 GTD PFD 6.35%33  | 2033-03-15      | 6.3500%  | 0.0000% | $3000.00           | $3128.49           | Corporate Debt Securities |
| COMED FING III                 GTD PFD 6.35%33  | 2033-03-15      | 6.3500%  | 0.0000% | $2026000.00        | $2112775.27        | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 29    | 2029-08-01      | 3.1500%  | 0.0000% | $30000.00          | $28836.22          | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT4.8%29 | 2029-01-15      | 4.8000%  | 0.0000% | $3000.00           | $3092.82           | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR NT 4.8%30     | 2030-05-01      | 4.8000%  | 0.0000% | $25000.00          | $25351.67          | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR NT 4.8%30     | 2030-05-01      | 4.8000%  | 0.0000% | $71000.00          | $71998.73          | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 29    | 2029-04-05      | 3.8500%  | 0.0000% | $50000.00          | $49366.01          | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT4.4%52 | 2052-04-05      | 4.4000%  | 0.0000% | $139000.00         | $111570.98         | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 33    | 2033-09-15      | 6.0500%  | 0.0000% | $3433000.00        | $3657675.55        | Corporate Debt Securities |
| COREBRIDGE FINL INC            SR GLBL NT 34    | 2034-01-15      | 5.7500%  | 0.0000% | $41000.00          | $43410.56          | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 34    | 2034-10-01      | 5.8750%  | 0.0000% | $2000.00           | $2079.79           | Corporate Debt Securities |
| COUSINS PPTYS LP               SR GLBL NT 32    | 2032-02-15      | 5.3750%  | 0.0000% | $80000.00          | $82862.08          | Corporate Debt Securities |
| COX COMMUNICATIONS INC NEW     SR 144A NT 54    | 2054-09-01      | 5.9500%  | 0.0000% | $524000.00         | $492359.86         | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -C NT 29 | 2029-06-15      | 3.4000%  | 0.0000% | $5000.00           | $4796.13           | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -D NT 34 | 2034-06-01      | 5.8500%  | 0.0000% | $2000.00           | $2091.23           | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -A NT 30 | 2030-04-01      | 5.2000%  | 0.0000% | $38000.00          | $39503.41          | Corporate Debt Securities |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33 | 2033-10-10      | 6.3000%  | 0.0000% | $30000.00          | $32388.30          | Corporate Debt Securities |
| DARDEN RESTAURANTS INC         SR GLBL NT6.3%33 | 2033-10-10      | 6.3000%  | 0.0000% | $70000.00          | $75572.70          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 33    | 2033-02-01      | 5.7500%  | 0.0000% | $10000.00          | $10672.49          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT 30    | 2030-02-01      | 4.3500%  | 0.0000% | $37000.00          | $37261.00          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN 1LIEN 29  | 2029-10-01      | 5.3000%  | 0.0000% | $3295000.00        | $3429906.45        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.3%32 | 2032-04-01      | 5.3000%  | 0.0000% | $77000.00          | $79348.71          | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         SR GLBL NT5.5%35 | 2035-04-01      | 5.5000%  | 0.0000% | $30000.00          | $30553.42          | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 28    | 2028-07-10      | 4.9500%  | 0.0000% | $13042000.00       | $13134076.52       | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 28    | 2028-07-10      | 4.9500%  | 0.0000% | $23127000.00       | $23290276.62       | Corporate Debt Securities |
| DELTA AIR LINES INC            SR GLBL NT 30    | 2030-07-10      | 5.2500%  | 0.0000% | $24654000.00       | $24885665.43       | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 31    | 2031-03-24      | 3.1250%  | 0.0000% | $11000.00          | $10136.65          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 30    | 2030-01-30      | 5.1500%  | 0.0000% | $81000.00          | $84430.21          | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.4%34 | 2034-04-18      | 5.4000%  | 0.0000% | $2000.00           | $2014.04           | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54    | 2054-04-18      | 5.7500%  | 0.0000% | $168000.00         | $155851.92         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64 | 2064-04-18      | 5.9000%  | 0.0000% | $122000.00         | $113297.74         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64 | 2064-04-18      | 5.9000%  | 0.0000% | $239000.00         | $221952.13         | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT5.9%64 | 2064-04-18      | 5.9000%  | 0.0000% | $1640000.00        | $1523018.80        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 35    | 2035-04-01      | 5.5500%  | 0.0000% | $12000.00          | $12238.52          | Corporate Debt Securities |
| DICKS SPORTING GOODS INC       GLBL NT 4.1%52   | 2052-01-15      | 4.1000%  | 0.0000% | $957000.00         | $693711.76         | Corporate Debt Securities |
| CAPITAL ONE NATL ASSN VA       LW TIER II 28    | 2028-08-09      | 5.9740%  | 0.0000% | $486000.00         | $509302.81         | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT6.7%32 | 2032-11-29      | 6.7000%  | 0.0000% | $60000.00          | $65485.77          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $22000.00          | $25745.74          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR -B NT 7%38    | 2038-06-15      | 7.0000%  | 0.0000% | $49000.00          | $55518.80          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -C NT 30 | 2030-04-01      | 3.3750%  | 0.0000% | $28000.00          | $26792.19          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -A NT 32 | 2032-08-15      | 4.3500%  | 0.0000% | $100000.00         | $97266.25          | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 52 | 2052-08-15      | 4.8500%  | 0.0000% | $300000.00         | $256295.25         | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -C NT 32 | 2032-11-15      | 5.3750%  | 0.0000% | $50000.00          | $51383.44          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $12000.00          | $10980.27          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $30000.00          | $27450.67          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 5.25%41    | 2041-11-15      | 5.2500%  | 0.0000% | $100000.00         | $91502.25          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $93000.00          | $75663.75          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $100000.00         | $81358.88          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR NT 4.375%42   | 2042-11-15      | 4.3750%  | 0.0000% | $121000.00         | $98444.24          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 34    | 2034-10-01      | 4.2500%  | 0.0000% | $14000.00          | $12899.42          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $63000.00          | $57480.25          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $137000.00         | $124996.74         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $200000.00         | $182477.00         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 48    | 2048-11-30      | 5.5500%  | 0.0000% | $804000.00         | $733557.54         | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT6.3%33 | 2033-03-15      | 6.3000%  | 0.0000% | $4000.00           | $4352.78           | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT5.6%54 | 2054-02-15      | 5.6000%  | 0.0000% | $41000.00          | $37817.99          | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 55    | 2055-03-15      | 5.9500%  | 0.0000% | $100000.00         | $95838.53          | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT4.5%45 | 2045-11-15      | 4.5000%  | 0.0000% | $120000.00         | $100077.00         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $1700000.00        | $1266594.92        | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 46    | 2046-09-01      | 3.7500%  | 0.0000% | $2649000.00        | $1973652.90        | Corporate Debt Securities |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27   | 2027-06-20      | 6.5000%  | 0.0000% | $39861728.00       | $15995483.90       | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT 30    | 2030-04-13      | 2.7500%  | 0.0000% | $5000.00           | $4666.81           | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT 30    | 2030-04-13      | 2.7500%  | 0.0000% | $31000.00          | $28934.22          | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT 28    | 2028-05-06      | 4.2500%  | 0.0000% | $3480000.00        | $3503437.80        | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT4.5%30 | 2030-05-06      | 4.5000%  | 0.0000% | $50000.00          | $50180.50          | Corporate Debt Securities |
| MOSAIC CO                      SR NT 5.625%43   | 2043-11-15      | 5.6250%  | 0.0000% | $95000.00          | $90938.87          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 31    | 2031-05-24      | 2.7500%  | 0.0000% | $4223000.00        | $3787144.17        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $85000.00          | $88536.94          | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         GLBL NT 5.4%34   | 2034-04-15      | 5.4000%  | 0.0000% | $60000.00          | $61411.80          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $120000.00         | $90253.03          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $180000.00         | $135379.55         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL52 | 2052-03-07      | 3.9500%  | 0.0000% | $727000.00         | $546782.96         | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR NT 50  | 2050-04-28      | 3.2500%  | 0.0000% | $3959000.00        | $2654181.78        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL40 | 2040-12-21      | 2.5000%  | 0.0000% | $24000.00          | $16453.32          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL28 | 2028-06-28      | 5.3500%  | 0.0000% | $4000.00           | $4113.99           | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL28 | 2028-06-28      | 5.3500%  | 0.0000% | $28000.00          | $28797.92          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL53 | 2053-08-15      | 5.9500%  | 0.0000% | $65000.00          | $67073.66          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | 0.0000% | $10000.00          | $10104.39          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | 0.0000% | $73000.00          | $73762.04          | Corporate Debt Securities |
| NASDAQ INC                     CR SEN GLBL NT63 | 2063-06-28      | 6.1000%  | 0.0000% | $140000.00         | $141461.44         | Corporate Debt Securities |
| NATIONAL GRID PLC              SR GLBL NT 28    | 2028-06-12      | 5.6020%  | 0.0000% | $50000.00          | $51776.05          | Corporate Debt Securities |
| NOV INC                        SR NT 3.95%42    | 2042-12-01      | 3.9500%  | 0.0000% | $90000.00          | $66825.17          | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SUB GLBL NT 53   | 2053-09-15      | 7.1250%  | 0.0000% | $2239000.00        | $2385478.18        | Corporate Debt Securities |
| NETAPP INC                     SR GLBL NT5.7%35 | 2035-03-17      | 5.7000%  | 0.0000% | $70000.00          | $72633.98          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -M 77 | 2077-12-01      | 4.8000%  | 0.0000% | $399000.00         | $382292.54         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL64 | 2064-05-01      | 7.0080%  | 0.0000% | $17551000.00       | $19234058.99       | Corporate Debt Securities |
| BORGWARNER INC                 GLBL NT 4.95%29  | 2029-08-15      | 4.9500%  | 0.0000% | $15000.00          | $15478.84          | Corporate Debt Securities |
| BRIXMOR OPERATING PRTSHP LP    SR GLBL NT 29    | 2029-05-15      | 4.1250%  | 0.0000% | $20000.00          | $19722.53          | Corporate Debt Securities |
| BROADRIDGE FINL SOLUTIONS INC  SR GLBL NT2.9%29 | 2029-12-01      | 2.9000%  | 0.0000% | $92000.00          | $86205.48          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 28    | 2028-09-15      | 4.1100%  | 0.0000% | $27000.00          | $27193.25          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 28    | 2028-09-15      | 4.1100%  | 0.0000% | $29000.00          | $29207.57          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 5%30  | 2030-04-15      | 5.0000%  | 0.0000% | $48000.00          | $49475.84          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 5%30  | 2030-04-15      | 5.0000%  | 0.0000% | $50000.00          | $51537.33          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 5%30  | 2030-04-15      | 5.0000%  | 0.0000% | $52000.00          | $53598.83          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-02-15      | 2.6000%  | 0.0000% | $49000.00          | $42238.98          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-02-15      | 2.6000%  | 0.0000% | $51000.00          | $43963.02          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 31  | 2031-02-15      | 2.4500%  | 0.0000% | $3000.00           | $2702.36           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 31  | 2031-02-15      | 2.4500%  | 0.0000% | $31000.00          | $27924.41          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 41  | 2041-02-15      | 3.5000%  | 0.0000% | $40000.00          | $31893.80          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 35  | 2035-11-15      | 3.1370%  | 0.0000% | $60000.00          | $50533.28          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 37  | 2037-05-15      | 4.9260%  | 0.0000% | $34000.00          | $33002.02          | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 5.05%29  | 2029-07-12      | 5.0500%  | 0.0000% | $8000.00           | $8375.81           | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 4.35%30  | 2030-02-15      | 4.3500%  | 0.0000% | $6000.00           | $6062.72           | Corporate Debt Securities |
| BROADCOM INC                   GLBL NT 4.35%30  | 2030-02-15      | 4.3500%  | 0.0000% | $75000.00          | $75783.94          | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL NT 30    | 2030-04-15      | 5.0500%  | 0.0000% | $55000.00          | $56800.20          | Corporate Debt Securities |
| BROOKLYN UNION GAS CO          SR 144A NT 33    | 2033-09-15      | 6.3880%  | 0.0000% | $49000.00          | $52829.43          | Corporate Debt Securities |
| BROOKLYN UNION GAS CO          SR 144A NT 54    | 2054-07-18      | 6.4150%  | 0.0000% | $48000.00          | $50596.68          | Corporate Debt Securities |
| CF INDS INC                    SR NT 4.95%43    | 2043-06-01      | 4.9500%  | 0.0000% | $50000.00          | $44222.38          | Corporate Debt Securities |
| CNH INDUSTRIAL CAPITAL LLC     SR GLBL NT 28    | 2028-03-21      | 4.7500%  | 0.0000% | $46000.00          | $46903.10          | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 30    | 2030-04-01      | 3.7500%  | 0.0000% | $14769000.00       | $14265832.47       | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.6%34 | 2034-03-15      | 5.6000%  | 0.0000% | $8000.00           | $8161.15           | Corporate Debt Securities |
| COTERRA ENERGY INC             SR GLBL NT5.9%55 | 2055-02-15      | 5.9000%  | 0.0000% | $1326000.00        | $1266092.06        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          GLBL NT 2.618%32 | 2032-11-02      | 2.6180%  | 0.0000% | $16000.00          | $13995.65          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 28    | 2028-05-10      | 4.9270%  | 0.0000% | $24000.00          | $24322.39          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 33    | 2033-05-10      | 5.2680%  | 0.0000% | $31000.00          | $31351.13          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 29    | 2029-02-01      | 5.4680%  | 0.0000% | $52000.00          | $54354.12          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 29    | 2029-06-08      | 6.3120%  | 0.0000% | $5000.00           | $5258.04           | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 31    | 2031-10-30      | 7.6240%  | 0.0000% | $50000.00          | $56972.33          | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 30    | 2030-07-26      | 5.4630%  | 0.0000% | $43000.00          | $45148.26          | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR NT 4.6%43     | 2043-03-15      | 4.6000%  | 0.0000% | $68000.00          | $58779.65          | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT 54    | 2054-11-15      | 5.7500%  | 0.0000% | $100000.00         | $98410.75          | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT 54    | 2054-11-15      | 5.7500%  | 0.0000% | $515000.00         | $506815.36         | Corporate Debt Securities |
| CARDINAL HEALTH INC            SR GLBL NT 54    | 2054-11-15      | 5.7500%  | 0.0000% | $2283000.00        | $2246717.42        | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT4.5%29 | 2029-10-01      | 4.5000%  | 0.0000% | $28000.00          | $27974.66          | Corporate Debt Securities |
| CHENIERE ENERGY PARTNERS L P   SR GLBL NT 4%31  | 2031-03-01      | 4.0000%  | 0.0000% | $75000.00          | $72174.92          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $6000.00           | $6535.38           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $116000.00         | $122298.67         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 33 | 2033-02-22      | 5.8750%  | 0.0000% | $750000.00         | $790724.17         | Corporate Debt Securities |
| CITIGROUP INC                  LW TIER II 36    | 2036-08-25      | 6.1250%  | 0.0000% | $100000.00         | $105015.74         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 44 | 2044-05-06      | 5.3000%  | 0.0000% | $115000.00         | $107315.70         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $3000.00           | $3032.67           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB NT 4.6%26  | 2026-03-09      | 4.6000%  | 0.0000% | $7000.00           | $7097.04           | Corporate Debt Securities |
| CITIGROUP INC                  JR SB NT 4.6%26  | 2026-03-09      | 4.6000%  | 0.0000% | $1625000.00        | $1647527.92        | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 46   | 2046-05-18      | 4.7500%  | 0.0000% | $162000.00         | $138542.67         | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $97000.00          | $97893.41          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 36 | 2036-01-24      | 6.0200%  | 0.0000% | $67000.00          | $70088.48          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 39   | 2039-09-19      | 5.4110%  | 0.0000% | $65000.00          | $63791.06          | Corporate Debt Securities |
| STIFEL FINL CORP               SR GLBL NT 4%30  | 2030-05-15      | 4.0000%  | 0.0000% | $80000.00          | $77012.00          | Corporate Debt Securities |
| STIFEL FINL CORP               SR GLBL NT 4%30  | 2030-05-15      | 4.0000%  | 0.0000% | $100000.00         | $96265.00          | Corporate Debt Securities |
| SUN CMNTYS OPER LTD PARTNERSHP SR GLBL NT4.2%32 | 2032-04-15      | 4.2000%  | 0.0000% | $100000.00         | $95154.00          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 5.3%44     | 2044-04-01      | 5.3000%  | 0.0000% | $95000.00          | $85584.81          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 5.3%44     | 2044-04-01      | 5.3000%  | 0.0000% | $105000.00         | $94593.74          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 5.35%45    | 2045-05-15      | 5.3500%  | 0.0000% | $100000.00         | $89925.75          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.4%47 | 2047-10-01      | 5.4000%  | 0.0000% | $65000.00          | $58193.20          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.4%47 | 2047-10-01      | 5.4000%  | 0.0000% | $276000.00         | $247097.28         | Corporate Debt Securities |
| SYNOPSYS INC                   SR GLBL NT 30    | 2030-04-01      | 4.8500%  | 0.0000% | $5000.00           | $5128.98           | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT2.4%30 | 2030-02-15      | 2.4000%  | 0.0000% | $100000.00         | $92196.00          | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 51    | 2051-12-14      | 3.1500%  | 0.0000% | $54000.00          | $34174.44          | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 51    | 2051-12-14      | 3.1500%  | 0.0000% | $100000.00         | $63286.00          | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT 51    | 2051-12-14      | 3.1500%  | 0.0000% | $975000.00         | $617038.50         | Corporate Debt Securities |
| SYSCO CORP                     SR GLBL NT5.4%35 | 2035-03-23      | 5.4000%  | 0.0000% | $50000.00          | $51535.50          | Corporate Debt Securities |
| SYSTEM ENERGY RESOURCES INC    1M GLBL BD5.3%34 | 2034-12-15      | 5.3000%  | 0.0000% | $6000.00           | $5917.43           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 27    | 2027-04-15      | 3.7500%  | 0.0000% | $72000.00          | $71733.78          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 3%41  | 2041-02-15      | 3.0000%  | 0.0000% | $50000.00          | $36897.00          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 2.875%31 | 2031-02-15      | 2.8750%  | 0.0000% | $100000.00         | $91849.12          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.6%60 | 2060-11-15      | 3.6000%  | 0.0000% | $44000.00          | $29058.04          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 31    | 2031-02-15      | 2.5500%  | 0.0000% | $44000.00          | $39723.75          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT2.7%32 | 2032-03-15      | 2.7000%  | 0.0000% | $3998000.00        | $3539689.27        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT3.4%52 | 2052-10-15      | 3.4000%  | 0.0000% | $100000.00         | $66884.33          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.2%33   | 2033-01-15      | 5.2000%  | 0.0000% | $3829000.00        | $3978994.69        | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.65%53  | 2053-01-15      | 5.6500%  | 0.0000% | $194000.00         | $190272.45         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $110000.00         | $108303.43         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $690000.00         | $679357.90         | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.8%62   | 2062-09-15      | 5.8000%  | 0.0000% | $1184000.00        | $1165738.77        | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 33    | 2033-07-15      | 5.0500%  | 0.0000% | $40000.00          | $40991.03          | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 5.75%34  | 2034-01-15      | 5.7500%  | 0.0000% | $2000.00           | $2134.57           | Corporate Debt Securities |
| T MOBILE USA INC               GLBL NT 6%54     | 2054-06-15      | 6.0000%  | 0.0000% | $214000.00         | $215609.28         | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.7%35 | 2035-01-15      | 4.7000%  | 0.0000% | $37000.00          | $36400.66          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT5.3%35 | 2035-05-15      | 5.3000%  | 0.0000% | $8000.00           | $8112.28           | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT 55    | 2055-11-15      | 5.8750%  | 0.0000% | $150000.00         | $149180.06         | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT5.5%30 | 2030-03-01      | 5.5000%  | 0.0000% | $54000.00          | $55687.53          | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT 29    | 2029-03-01      | 6.1500%  | 0.0000% | $19000.00          | $20330.93          | Corporate Debt Securities |
| TARGA RES CORP                 GLBL NT 6.5%34   | 2034-03-30      | 6.5000%  | 0.0000% | $10000.00          | $10856.70          | Corporate Debt Securities |
| TARGA RES CORP                 SR GLBL NT5.2%27 | 2027-07-01      | 5.2000%  | 0.0000% | $3286000.00        | $3410754.82        | Corporate Debt Securities |
| TELEDYNE TECHNOLOGIES INC      SR GLBL NT 28    | 2028-04-01      | 2.2500%  | 0.0000% | $3000.00           | $2863.96           | Corporate Debt Securities |
| TEXTRON INC                    SR GLBL NT3.9%29 | 2029-09-17      | 3.9000%  | 0.0000% | $100000.00         | $98338.83          | Corporate Debt Securities |
| TEXTRON INC                    SR GLBL NT 3%30  | 2030-06-01      | 3.0000%  | 0.0000% | $100000.00         | $92844.67          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%51 | 2051-10-15      | 3.5000%  | 0.0000% | $30000.00          | $20537.15          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 34    | 2034-03-15      | 5.1500%  | 0.0000% | $95000.00          | $95598.58          | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82 | 2082-10-31      | 8.1250%  | 0.0000% | $28700000.00       | $30343122.84       | Corporate Debt Securities |
| TRANSCANADA PIPELINE STRIP     SR GLBL NT5.1%49 | 2049-03-15      | 5.1000%  | 0.0000% | $298000.00         | $272328.79         | Corporate Debt Securities |
| TYSON FOODS INC                SR GLBL NT 47    | 2047-06-02      | 4.5500%  | 0.0000% | $237000.00         | $195977.41         | Corporate Debt Securities |
| TYSON FOODS INC                SR GLBL NT 47    | 2047-06-02      | 4.5500%  | 0.0000% | $1500000.00        | $1240363.33        | Corporate Debt Securities |
| US BANCORP                     ALT TIER I PERP  | 2079-12-31      | 5.3000%  | 0.0000% | $67000.00          | $67679.49          | Corporate Debt Securities |
| US BANCORP                     PERP JR SB GLBL  | 2079-12-31      | 3.7000%  | 0.0000% | $7000.00           | $6770.74           | Corporate Debt Securities |
| UBER TECHNOLOGIES INC          SR GLBL 144A 28  | 2028-01-15      | 6.2500%  | 0.0000% | $3419000.00        | $3533795.77        | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT4.5%49 | 2049-12-15      | 4.5000%  | 0.0000% | $69000.00          | $54189.50          | Corporate Debt Securities |
| UNUM GROUP                     SR GLBL NT 6%54  | 2054-06-15      | 6.0000%  | 0.0000% | $26000.00          | $25491.70          | Corporate Debt Securities |
| VALERO ENERGY CORP             4%29             | 2029-04-01      | 4.0000%  | 0.0000% | $10000.00          | $9895.59           | Corporate Debt Securities |
| VALERO ENERGY CORP             SR GLBL NT 30    | 2030-02-15      | 5.1500%  | 0.0000% | $50000.00          | $51957.35          | Corporate Debt Securities |
| VERISK ANALYTICS INC           SR NT 5.5%45     | 2045-06-15      | 5.5000%  | 0.0000% | $11000.00          | $10470.48          | Corporate Debt Securities |
| VERISK ANALYTICS INC           GLBL NT 5.25%35  | 2035-03-15      | 5.2500%  | 0.0000% | $25000.00          | $25404.65          | Corporate Debt Securities |
| VMWARE LLC                     CR SEN SR GLBL30 | 2030-05-15      | 4.7000%  | 0.0000% | $44000.00          | $44330.22          | Corporate Debt Securities |
| VMWARE LLC                     SR GLBL NT1.8%28 | 2028-08-15      | 1.8000%  | 0.0000% | $6000.00           | $5589.72           | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 43    | 2043-02-19      | 4.3750%  | 0.0000% | $36000.00          | $31102.93          | Corporate Debt Securities |
| VODAFONE GROUP PLC             SR GLBL NT 50    | 2050-09-17      | 4.2500%  | 0.0000% | $201000.00         | $155859.36         | Corporate Debt Securities |
| VODAFONE GROUP PLC             GLBL NT 5.75%63  | 2063-02-10      | 5.7500%  | 0.0000% | $2000.00           | $1892.66           | Corporate Debt Securities |
| VODAFONE GROUP PLC             GLBL NT 5.75%63  | 2063-02-10      | 5.7500%  | 0.0000% | $125000.00         | $118291.39         | Corporate Debt Securities |
| VULCAN MATLS CO                SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $108000.00         | $90495.90          | Corporate Debt Securities |
| VULCAN MATLS CO                SR GLBL NT 29    | 2029-12-01      | 4.9500%  | 0.0000% | $75000.00          | $76610.81          | Corporate Debt Securities |
| WEA FIN LLC                    GLBL 144A NT 48  | 2048-09-20      | 4.6250%  | 0.0000% | $912000.00         | $715826.27         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT4.5%35 | 2035-05-15      | 4.5000%  | 0.0000% | $87000.00          | $82916.65          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 46    | 2046-05-15      | 4.7500%  | 0.0000% | $20000.00          | $17409.75          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 46    | 2046-05-15      | 4.7500%  | 0.0000% | $610000.00         | $530997.38         | Corporate Debt Securities |
| AT&T INC                       4.35%29          | 2029-03-01      | 4.3500%  | 0.0000% | $23000.00          | $23338.31          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 26    | 2026-01-15      | 3.8750%  | 0.0000% | $53000.00          | $53702.27          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%41   | 2041-06-01      | 3.5000%  | 0.0000% | $90000.00          | $70228.75          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.85%60  | 2060-06-01      | 3.8500%  | 0.0000% | $77000.00          | $53306.44          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.1%43   | 2043-02-01      | 3.1000%  | 0.0000% | $100000.00         | $72549.06          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $10000.00          | $6665.88           | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.3%52   | 2052-02-01      | 3.3000%  | 0.0000% | $20000.00          | $13331.77          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%61   | 2061-02-01      | 3.5000%  | 0.0000% | $40000.00          | $25951.44          | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.5%61   | 2061-02-01      | 3.5000%  | 0.0000% | $329000.00         | $213450.63         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.8%57 | 2057-12-01      | 3.8000%  | 0.0000% | $50000.00          | $34680.06          | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 56    | 2056-08-15      | 6.0500%  | 0.0000% | $30000.00          | $30387.83          | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $55000.00          | $49592.57          | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 32    | 2032-03-01      | 3.2500%  | 0.0000% | $300000.00         | $270504.92         | Corporate Debt Securities |
| APTIV PLC / APTIV CORP         SR GLBL NT 52    | 2052-05-01      | 4.1500%  | 0.0000% | $974000.00         | $695749.03         | Corporate Debt Securities |
| ACUITY BRANDS LIGHTING INC     SR GLBL NT 30    | 2030-12-15      | 2.1500%  | 0.0000% | $35000.00          | $30469.45          | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  JR SB GLBL NT 55 | 2055-03-10      | 6.9500%  | 0.0000% | $18984000.00       | $20102463.45       | Corporate Debt Securities |
| AEGON LTD                      SB GLBL NT5.5%48 | 2048-04-11      | 5.5000%  | 0.0000% | $20000000.00       | $20205788.88       | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 49    | 2049-08-10      | 3.8500%  | 0.0000% | $23000.00          | $17777.67          | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 33    | 2033-03-30      | 5.2500%  | 0.0000% | $3000.00           | $3104.99           | Corporate Debt Securities |
| ALLSTATE CORP                  SR GLBL NT 29    | 2029-06-24      | 5.0500%  | 0.0000% | $92000.00          | $94360.87          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 4.25%42    | 2042-08-09      | 4.2500%  | 0.0000% | $110000.00         | $90309.54          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $28000.00          | $20824.84          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $90000.00          | $66937.00          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 46    | 2046-09-16      | 3.8750%  | 0.0000% | $172000.00         | $127924.04         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $63000.00          | $63556.15          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $167000.00         | $168474.24         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $517000.00         | $521563.96         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $606000.00         | $611349.63         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 49    | 2049-02-14      | 5.9500%  | 0.0000% | $987000.00         | $995713.02         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%30 | 2030-05-06      | 3.4000%  | 0.0000% | $21000.00          | $20009.64          | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 32    | 2032-02-04      | 2.4500%  | 0.0000% | $9000.00           | $7814.30           | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $2000.00           | $2076.76           | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR NT 6.75%28    | 2028-01-15      | 6.7500%  | 0.0000% | $2000.00           | $2163.97           | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL 144A 35  | 2035-03-17      | 5.5000%  | 0.0000% | $76000.00          | $78046.38          | Corporate Debt Securities |
| AMCOR GROUP FIN PLC            GLBL NT 5.45%29  | 2029-05-23      | 5.4500%  | 0.0000% | $50000.00          | $51622.57          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       SR GLBL -K NT 30 | 2030-03-01      | 2.3000%  | 0.0000% | $45000.00          | $40879.93          | Corporate Debt Securities |
| AMERICAN ELEC PWR CO INC       GLBL -Q NT 33    | 2033-03-01      | 5.6250%  | 0.0000% | $22000.00          | $23198.86          | Corporate Debt Securities |
| AMERICAN HOMES 4 RENT L P      GLBL NT 3.625%32 | 2032-04-15      | 3.6250%  | 0.0000% | $8000.00           | $7421.14           | Corporate Debt Securities |
| CENCORA INC                    GLBL NT 2.7%31   | 2031-03-15      | 2.7000%  | 0.0000% | $23000.00          | $20904.35          | Corporate Debt Securities |
| CENCORA INC                    GLBL NT 2.7%31   | 2031-03-15      | 2.7000%  | 0.0000% | $83000.00          | $75437.46          | Corporate Debt Securities |
| CENCORA INC                    SR GLBL NT 35    | 2035-02-15      | 5.1500%  | 0.0000% | $16000.00          | $16352.04          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT4.4%45 | 2045-05-01      | 4.4000%  | 0.0000% | $23000.00          | $19521.28          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT2.3%31 | 2031-02-25      | 2.3000%  | 0.0000% | $50000.00          | $44681.81          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-09-01      | 2.7700%  | 0.0000% | $520000.00         | $309699.72         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 2%32  | 2032-01-15      | 2.0000%  | 0.0000% | $29000.00          | $24887.12          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 3%52  | 2052-01-15      | 3.0000%  | 0.0000% | $75000.00          | $48642.75          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 3%29  | 2029-02-22      | 3.0000%  | 0.0000% | $50000.00          | $48225.83          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 30    | 2030-03-02      | 5.2500%  | 0.0000% | $50000.00          | $52312.92          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 30    | 2030-03-02      | 5.2500%  | 0.0000% | $77000.00          | $80561.89          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $404000.00         | $397802.42         | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 63    | 2063-03-02      | 5.7500%  | 0.0000% | $16000.00          | $15670.04          | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 63    | 2063-03-02      | 5.7500%  | 0.0000% | $653000.00         | $639533.33         | Corporate Debt Securities |
| AON CORP                       SR GLBL NT4.5%28 | 2028-12-15      | 4.5000%  | 0.0000% | $48000.00          | $48320.40          | Corporate Debt Securities |
| AON CORP                       SR GLBL NT2.8%30 | 2030-05-15      | 2.8000%  | 0.0000% | $21000.00          | $19491.36          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 3.9%52   | 2052-02-28      | 3.9000%  | 0.0000% | $100000.00         | $74572.67          | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 3.9%52   | 2052-02-28      | 3.9000%  | 0.0000% | $870000.00         | $648782.20         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 29    | 2029-03-01      | 5.1500%  | 0.0000% | $50000.00          | $51963.68          | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 34    | 2034-03-01      | 5.4500%  | 0.0000% | $20000.00          | $20807.91          | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $20000.00          | $19902.54          | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $169000.00         | $168176.45         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $692000.00         | $688627.85         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 54    | 2054-03-01      | 5.7500%  | 0.0000% | $1639000.00        | $1631013.06        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL 144A 40  | 2040-09-01      | 5.1000%  | 0.0000% | $19055000.00       | $16232351.09       | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT 29    | 2029-03-15      | 4.3500%  | 0.0000% | $2000.00           | $1991.12           | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT 29    | 2029-03-15      | 4.3500%  | 0.0000% | $263000.00         | $261831.62         | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT5.4%49 | 2049-03-15      | 5.4000%  | 0.0000% | $38000.00          | $32895.08          | Corporate Debt Securities |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54    | 2054-09-13      | 5.7500%  | 0.0000% | $200000.00         | $180566.06         | Corporate Debt Securities |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54    | 2054-09-13      | 5.7500%  | 0.0000% | $300000.00         | $270849.08         | Corporate Debt Securities |
| APTIV PLC / APTIV GLOBAL FING  SR GLBL NT 54    | 2054-09-13      | 5.7500%  | 0.0000% | $742000.00         | $669900.07         | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 28    | 2028-06-15      | 2.8750%  | 0.0000% | $102000.00         | $95954.25          | Corporate Debt Securities |
| ARES CAPITAL CORP              SR GLBL NT 29    | 2029-03-01      | 5.8750%  | 0.0000% | $58000.00          | $60162.25          | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 53    | 2053-03-02      | 5.7500%  | 0.0000% | $950000.00         | $934578.86         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   -O 5.65%79       | 2079-05-01      | 5.6500%  | 0.0000% | $80000.00          | $80119.98          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -P 82 | 2082-03-15      | 3.8000%  | 0.0000% | $25000.00          | $24130.83          | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $1839000.00        | $1926126.71        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -R 54 | 2054-06-15      | 6.7500%  | 0.0000% | $691000.00         | $715711.89         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -T 55 | 2055-08-15      | 6.5000%  | 0.0000% | $3000.00           | $3143.13           | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 28    | 2028-03-30      | 5.2500%  | 0.0000% | $74000.00          | $76588.15          | Corporate Debt Securities |
| NISOURCE INC                   SR GLBL NT 55    | 2055-04-01      | 5.8500%  | 0.0000% | $6000.00           | $5975.06           | Corporate Debt Securities |
| NUTRIEN LTD                    4.2%29           | 2029-04-01      | 4.2000%  | 0.0000% | $3000.00           | $2996.86           | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 50    | 2050-05-13      | 3.9500%  | 0.0000% | $278000.00         | $204687.77         | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT 50    | 2050-05-13      | 3.9500%  | 0.0000% | $332000.00         | $244447.27         | Corporate Debt Securities |
| NUTRIEN LTD                    SR GLBL NT4.9%28 | 2028-03-27      | 4.9000%  | 0.0000% | $11000.00          | $11280.59          | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT3.6%27 | 2027-09-01      | 3.6000%  | 0.0000% | $3913000.00        | $3902708.81        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.7%32 | 2032-06-15      | 4.7000%  | 0.0000% | $60000.00          | $59453.30          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $128000.00         | $112898.99         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT3.1%30 | 2030-03-15      | 3.1000%  | 0.0000% | $10000.00          | $9412.62           | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.5%50 | 2050-03-15      | 4.5000%  | 0.0000% | $102000.00         | $79259.61          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.5%50 | 2050-03-15      | 4.5000%  | 0.0000% | $500000.00         | $388527.50         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.5%50 | 2050-03-15      | 4.5000%  | 0.0000% | $583000.00         | $453023.07         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 31    | 2031-01-15      | 6.3500%  | 0.0000% | $31000.00          | $33927.77          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 31    | 2031-01-15      | 6.3500%  | 0.0000% | $35000.00          | $38305.55          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $324000.00         | $339535.58         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $402000.00         | $421275.62         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT4.2%47 | 2047-10-03      | 4.2000%  | 0.0000% | $125000.00         | $93668.75          | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 50    | 2050-03-01      | 3.9500%  | 0.0000% | $2000.00           | $1430.41           | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 50    | 2050-03-01      | 3.9500%  | 0.0000% | $6000.00           | $4291.24           | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 64    | 2064-11-01      | 5.8500%  | 0.0000% | $45000.00          | $41908.39          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.9%35 | 2035-05-15      | 3.9000%  | 0.0000% | $68000.00          | $61222.78          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-05-15      | 4.1250%  | 0.0000% | $50000.00          | $39428.81          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 55    | 2055-05-15      | 4.3750%  | 0.0000% | $100000.00         | $77697.88          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%46  | 2046-07-15      | 4.0000%  | 0.0000% | $50000.00          | $39002.67          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%46  | 2046-07-15      | 4.0000%  | 0.0000% | $100000.00         | $78005.33          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 26    | 2026-07-15      | 2.6500%  | 0.0000% | $4000000.00        | $3975623.33        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $209000.00         | $159193.21         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 30    | 2030-04-01      | 2.9500%  | 0.0000% | $69000.00          | $64802.94          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $40000.00          | $27986.40          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $31000.00          | $21353.67          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $112000.00         | $77148.74          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $764000.00         | $526264.63         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 60    | 2060-04-01      | 3.8500%  | 0.0000% | $1216000.00        | $837614.92         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 41    | 2041-03-25      | 3.6500%  | 0.0000% | $60000.00          | $47500.32          | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 44  | 2044-07-15      | 4.4000%  | 0.0000% | $44000.00          | $34736.09          | Corporate Debt Securities |
| BEACON FDG TR                  SR 144A NT 54    | 2054-08-15      | 6.2660%  | 0.0000% | $150000.00         | $150688.12         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $190000.00         | $161899.51         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 47    | 2047-06-06      | 4.6690%  | 0.0000% | $1222000.00        | $1041269.46        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 50    | 2050-05-20      | 3.7940%  | 0.0000% | $410000.00         | $303709.78         | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $65000.00          | $56796.75          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $92000.00          | $80389.25          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 32    | 2032-08-22      | 4.2980%  | 0.0000% | $50000.00          | $49026.09          | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 32    | 2032-08-22      | 4.2980%  | 0.0000% | $70000.00          | $68636.52          | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US2 NT49 | 2049-07-29      | 4.3000%  | 0.0000% | $12000.00          | $9472.39           | Corporate Debt Securities |
| BELL CDA                       SR GLBL-US8 NT33 | 2033-05-11      | 5.1000%  | 0.0000% | $28000.00          | $28047.37          | Corporate Debt Securities |
| BELL CDA                       SR US-10 NT 54   | 2054-02-15      | 5.5500%  | 0.0000% | $242000.00         | $230142.61         | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $200000.00         | $204285.33         | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL NT 30    | 2030-06-19      | 2.6300%  | 0.0000% | $50000.00          | $45301.68          | Corporate Debt Securities |
| BERRY GLOBAL INC               SR SEC GLBL NT34 | 2034-01-15      | 5.6500%  | 0.0000% | $60000.00          | $63156.95          | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $3239000.00        | $3321432.55        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL60 | 2060-05-01      | 5.9300%  | 0.0000% | $40712000.00       | $38609168.65       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $10080000.00       | $10012927.68       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $13827000.00       | $15124795.31       | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $22931000.00       | $25083292.19       | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SUB GLBL NT 38   | 2038-03-01      | 8.2500%  | 0.0000% | $2354000.00        | $2866255.90        | Corporate Debt Securities |
| ASSURED GTY MUN HLDGS INC      EXT JR SB GLBL86 | 2086-12-15      | 6.4000%  | 0.0000% | $100000.00         | $92346.67          | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR 144A NT 44    | 2044-07-15      | 5.4500%  | 0.0000% | $9000.00           | $8738.81           | Corporate Debt Securities |
| FIRSTENERGY TRANSMISSION  LLC  SR GLBL NT 30    | 2030-01-15      | 4.5500%  | 0.0000% | $10000.00          | $10190.74          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 31    | 2031-03-15      | 5.3500%  | 0.0000% | $48000.00          | $50443.40          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 34    | 2034-03-15      | 5.4500%  | 0.0000% | $50000.00          | $51710.79          | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR GLBL REGS 36  | 2036-10-24      | 6.1500%  | 0.0000% | $378000.00         | $387406.53         | Corporate Debt Securities |
| YARA INTL ASA                  SR GLBL REGS 28  | 2028-06-01      | 4.7500%  | 0.0000% | $8000.00           | $8041.57           | Corporate Debt Securities |
| AT&T INC                       GLBL REGS NT 53  | 2053-09-15      | 3.5000%  | 0.0000% | $35000.00          | $23759.69          | Corporate Debt Securities |
| BAYER US FIN II LLC            SR REGS NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $500000.00         | $406433.54         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL REGS 36  | 2036-11-15      | 3.1870%  | 0.0000% | $5000.00           | $4136.37           | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL REGS 32  | 2032-04-15      | 4.1500%  | 0.0000% | $57000.00          | $55190.58          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 29  | 2029-08-05      | 3.1000%  | 0.0000% | $80000.00          | $76318.09          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 31  | 2031-05-15      | 2.4000%  | 0.0000% | $86000.00          | $76228.68          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 46  | 2046-04-01      | 4.5500%  | 0.0000% | $274000.00         | $216311.66         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 46  | 2046-04-01      | 4.5500%  | 0.0000% | $486000.00         | $383676.88         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 46  | 2046-04-01      | 4.5500%  | 0.0000% | $2780000.00        | $2194694.94        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL REGS 50  | 2050-05-15      | 5.2500%  | 0.0000% | $2050000.00        | $1803595.12        | Corporate Debt Securities |
| RWE FINANCE US LLC             SR REGS NT 54    | 2054-04-16      | 6.2500%  | 0.0000% | $1200000.00        | $1198820.67        | Corporate Debt Securities |
| RELIANCE INDS LTD              GLBL REGS NT 32  | 2032-01-12      | 2.8750%  | 0.0000% | $531000.00         | $476884.02         | Corporate Debt Securities |
| RELIANCE INDS LTD              GLBL REGS NT 32  | 2032-01-12      | 2.8750%  | 0.0000% | $769000.00         | $690628.65         | Corporate Debt Securities |
| RELIANCE INDS LTD              SR GLBL REGS 62  | 2062-01-12      | 3.7500%  | 0.0000% | $610000.00         | $414330.30         | Corporate Debt Securities |
| XIAOMI BEST TIME INTERNATIONAL SR GLBL REGS 31  | 2031-07-14      | 2.8750%  | 0.0000% | $419000.00         | $385834.87         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT3.4%29 | 2029-06-15      | 3.4000%  | 0.0000% | $12000.00          | $11546.60          | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 2.55%31  | 2031-06-15      | 2.5500%  | 0.0000% | $2000.00           | $1778.77           | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           GLBL NT 4.5%32   | 2032-08-15      | 4.5000%  | 0.0000% | $100000.00         | $99150.50          | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR 144A NT 6%14  | 2114-01-22      | 6.0000%  | 0.0000% | $2100000.00        | $2037742.00        | Corporate Debt Securities |
| ELECTRICITE DE FRANCE SA       SR 144A NT 55    | 2055-01-13      | 6.3750%  | 0.0000% | $619000.00         | $635040.10         | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 3.4%51   | 2051-08-01      | 3.4000%  | 0.0000% | $500000.00         | $334491.11         | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 3.4%51   | 2051-08-01      | 3.4000%  | 0.0000% | $516000.00         | $345194.83         | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 5.7%33   | 2033-03-08      | 5.7000%  | 0.0000% | $14000.00          | $14713.35          | Corporate Debt Securities |
| ENBRIDGE INC                   SR GLBL NT 6%28  | 2028-11-15      | 6.0000%  | 0.0000% | $88000.00          | $92899.84          | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 6.7%53   | 2053-11-15      | 6.7000%  | 0.0000% | $130000.00         | $140375.95         | Corporate Debt Securities |
| ENBRIDGE INC                   GLBL NT 5.625%34 | 2034-04-05      | 5.6250%  | 0.0000% | $38000.00          | $39349.43          | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $15117000.00       | $15948441.30       | Corporate Debt Securities |
| ENBRIDGE ENERGY PARTNERS L P   SR NT 5.5%40     | 2040-09-15      | 5.5000%  | 0.0000% | $9000.00           | $8754.77           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT7.5%38 | 2038-07-01      | 7.5000%  | 0.0000% | $50000.00          | $58681.08          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 6.05%41    | 2041-06-01      | 6.0500%  | 0.0000% | $100000.00         | $99676.36          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 6.5%42     | 2042-02-01      | 6.5000%  | 0.0000% | $50000.00          | $52738.64          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR NT 4.9%35     | 2035-03-15      | 4.9000%  | 0.0000% | $22000.00          | $21256.00          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $40000.00          | $39034.08          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $60000.00          | $58551.12          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47 | 2047-04-15      | 5.3000%  | 0.0000% | $98000.00          | $86693.90          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47 | 2047-04-15      | 5.3000%  | 0.0000% | $100000.00         | $88463.17          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.3%47 | 2047-04-15      | 5.3000%  | 0.0000% | $200000.00         | $176926.33         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-02-15      | 5.7500%  | 0.0000% | $19000.00          | $20023.77          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.6%34 | 2034-09-01      | 5.6000%  | 0.0000% | $8000.00           | $8243.29           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 54    | 2054-09-01      | 6.0500%  | 0.0000% | $239000.00         | $231631.30         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT5.7%35 | 2035-04-01      | 5.7000%  | 0.0000% | $3000.00           | $3096.98           | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT6.2%55 | 2055-04-01      | 6.2000%  | 0.0000% | $29000.00          | $28777.80          | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52 | 2052-06-15      | 5.5000%  | 0.0000% | $219000.00         | $200028.40         | Corporate Debt Securities |
| ENEL FIN INTL N.V.             SR 144A NT5.5%52 | 2052-06-15      | 5.5000%  | 0.0000% | $700000.00         | $639360.17         | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 6%48  | 2048-06-15      | 6.0000%  | 0.0000% | $100000.00         | $95397.00          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 49    | 2049-04-15      | 6.2500%  | 0.0000% | $50000.00          | $49530.54          | Corporate Debt Securities |
| ENTERGY CORP NEW               SR GLBL 30       | 2030-06-15      | 2.8000%  | 0.0000% | $6000.00           | $5528.20           | Corporate Debt Securities |
| ENTERGY CORP NEW               JR SB GLBL DB 54 | 2054-12-01      | 7.1250%  | 0.0000% | $19676000.00       | $20395543.12       | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 5.2500%  | 0.0000% | $657000.00         | $661632.95         | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL NT 77 | 2077-08-16      | 5.2500%  | 0.0000% | $1043000.00        | $1050354.89        | Corporate Debt Securities |
| ENTERPRISE PRODS OPER LLC      JR SB GLBL -F 78 | 2078-02-15      | 5.3750%  | 0.0000% | $97000.00          | $97417.71          | Corporate Debt Securities |
| EQUIFAX INC                    GLBL NT 2.35%31  | 2031-09-15      | 2.3500%  | 0.0000% | $27000.00          | $23658.86          | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT3.2%29 | 2029-11-18      | 3.2000%  | 0.0000% | $2000.00           | $1899.93           | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 3%50  | 2050-07-15      | 3.0000%  | 0.0000% | $30000.00          | $18998.70          | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 3%50  | 2050-07-15      | 3.0000%  | 0.0000% | $35000.00          | $22165.15          | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT 28    | 2028-03-15      | 1.5500%  | 0.0000% | $76000.00          | $71117.06          | Corporate Debt Securities |
| EQUINIX INC                    SR GLBL NT2.5%31 | 2031-05-15      | 2.5000%  | 0.0000% | $100000.00         | $88752.50          | Corporate Debt Securities |
| ESSENTIAL UTILS INC            SR GLBL NT5.3%52 | 2052-05-01      | 5.3000%  | 0.0000% | $90000.00          | $81500.05          | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL EE NT 34 | 2034-01-01      | 5.5000%  | 0.0000% | $4000.00           | $4162.07           | Corporate Debt Securities |
| EVERSOURCE ENERGY              SR GLBL EE NT 34 | 2034-01-01      | 5.5000%  | 0.0000% | $17000.00          | $17688.79          | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $50000.00          | $41576.54          | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $58000.00          | $48228.79          | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $350000.00         | $291035.79         | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 46    | 2046-04-15      | 4.4500%  | 0.0000% | $369000.00         | $306834.88         | Corporate Debt Securities |
| EXELON CORP                    GLBL NT 5.875%55 | 2055-03-15      | 5.8750%  | 0.0000% | $1195000.00        | $1203678.19        | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT2.4%31 | 2031-10-15      | 2.4000%  | 0.0000% | $89000.00          | $77574.18          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR NT 5.4%34     | 2034-02-01      | 5.4000%  | 0.0000% | $10000.00          | $10337.40          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35 | 2035-06-15      | 5.4000%  | 0.0000% | $94000.00          | $94313.02          | Corporate Debt Securities |
| EXTRA SPACE STORAGE LP         SR GLBL NT5.4%35 | 2035-06-15      | 5.4000%  | 0.0000% | $3575000.00        | $3586904.75        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67 | 2067-06-15      | 6.7051%  | 0.0000% | $999000.00         | $931185.41         | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 54    | 2054-03-22      | 6.3500%  | 0.0000% | $1100000.00        | $1122039.72        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 35  | 2035-05-20      | 5.7500%  | 0.0000% | $3829000.00        | $3887924.06        | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 55  | 2055-05-20      | 6.5000%  | 0.0000% | $700000.00         | $714743.56         | Corporate Debt Securities |
| FAIRFAX FINL HLDGS LTD         SR GLBL 144A 55  | 2055-05-20      | 6.5000%  | 0.0000% | $1350000.00        | $1378434.00        | Corporate Debt Securities |
| FARM CR BK TEX                 CL B -3 6.2%     | 2500-12-31      | 6.2000%  | 0.0000% | $232000.00         | $231439.33         | Corporate Debt Securities |
| FEDEX CORP                     SR NT 3.9%35     | 2035-02-01      | 3.9000%  | 0.0000% | $3844000.00        | $3482939.49        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 45    | 2045-11-15      | 4.7500%  | 0.0000% | $380000.00         | $316637.85         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 46    | 2046-04-01      | 4.5500%  | 0.0000% | $95000.00          | $74998.57          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 46    | 2046-04-01      | 4.5500%  | 0.0000% | $4125000.00        | $3256516.77        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT4.4%47 | 2047-01-15      | 4.4000%  | 0.0000% | $1870000.00        | $1496966.17        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-02-15      | 4.0500%  | 0.0000% | $122000.00         | $91364.27          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-02-15      | 4.0500%  | 0.0000% | $2049000.00        | $1534470.49        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT4.2%28 | 2028-10-17      | 4.2000%  | 0.0000% | $18000.00          | $18011.64          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-10-17      | 4.9500%  | 0.0000% | $11000.00          | $9301.68           | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 48    | 2048-10-17      | 4.9500%  | 0.0000% | $2095000.00        | $1771547.71        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $1989000.00        | $1749927.17        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $2843000.00        | $2501278.51        | Corporate Debt Securities |
| FEDEX CORP                     GLBL NT 3.25%41  | 2041-05-15      | 3.2500%  | 0.0000% | $15000.00          | $10709.74          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 46  | 2046-04-01      | 4.5500%  | 0.0000% | $100000.00         | $78945.86          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 46  | 2046-04-01      | 4.5500%  | 0.0000% | $410000.00         | $323678.03         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 47  | 2047-01-15      | 4.4000%  | 0.0000% | $23000.00          | $18411.88          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 47  | 2047-01-15      | 4.4000%  | 0.0000% | $965000.00         | $772498.58         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 48  | 2048-02-15      | 4.0500%  | 0.0000% | $1625000.00        | $1216942.19        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 48  | 2048-10-17      | 4.9500%  | 0.0000% | $560000.00         | $473540.20         | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 50  | 2050-05-15      | 5.2500%  | 0.0000% | $3961000.00        | $3484897.70        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 50  | 2050-05-15      | 5.2500%  | 0.0000% | $4535000.00        | $3989904.34        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 65  | 2065-02-01      | 4.5000%  | 0.0000% | $514000.00         | $356446.15         | Corporate Debt Securities |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT 29    | 2029-05-21      | 3.7500%  | 0.0000% | $13000.00          | $12666.58          | Corporate Debt Securities |
| FIDELITY NATL INFORMATION SVCS SR GLBL NT3.1%41 | 2041-03-01      | 3.1000%  | 0.0000% | $3000.00           | $2217.68           | Corporate Debt Securities |
| FIDELITY NATL FINL INC         SR GLBL NT4.5%28 | 2028-08-15      | 4.5000%  | 0.0000% | $42000.00          | $42590.31          | Corporate Debt Securities |
| FIDELITY NATL FINL INC         SR GLBL NT 31    | 2031-03-15      | 2.4500%  | 0.0000% | $10000.00          | $8725.76           | Corporate Debt Securities |
| FIFTH THIRD BANCORP            SUB GLBL NT 38   | 2038-03-01      | 8.2500%  | 0.0000% | $307000.00         | $373806.53         | Corporate Debt Securities |
| AUTOZONE INC                   3.75%29          | 2029-04-18      | 3.7500%  | 0.0000% | $3000.00           | $2946.57           | Corporate Debt Securities |
| AUTOZONE INC                   3.75%29          | 2029-04-18      | 3.7500%  | 0.0000% | $10000.00          | $9821.90           | Corporate Debt Securities |
| AUTOZONE INC                   3.75%29          | 2029-04-18      | 3.7500%  | 0.0000% | $90000.00          | $88397.10          | Corporate Debt Securities |
| AUTOZONE INC                   SR GLBL NT 28    | 2028-11-01      | 6.2500%  | 0.0000% | $49000.00          | $52294.91          | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40 | 2040-01-15      | 4.9000%  | 0.0000% | $145000.00         | $142704.41         | Corporate Debt Securities |
| AXIS SPECIALTY FINANCE LLC     JR SB GLBL NT 40 | 2040-01-15      | 4.9000%  | 0.0000% | $2984000.00        | $2936758.31        | Corporate Debt Securities |
| BANCO SANTANDER S.A.           LW TIER II GLBL  | 2034-03-14      | 6.3500%  | 0.0000% | $1400000.00        | $1484248.11        | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25 | 2025-11-19      | 5.1790%  | 0.0000% | $200000.00         | $201409.66         | Corporate Debt Securities |
| BANCO SANTANDER S.A.           SUB GLBL COCO 25 | 2025-11-19      | 5.1790%  | 0.0000% | $800000.00         | $805638.64         | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $9987000.00        | $10235464.08       | Corporate Debt Securities |
| BANK AMERICA CORP              ALT TIER I PERP  | 2079-12-31      | 6.1250%  | 0.0000% | $53373000.00       | $54700853.52       | Corporate Debt Securities |
| BANK IRELAND GROUP PLC         SR GLBL 144A 30  | 2030-03-20      | 5.6010%  | 0.0000% | $329000.00         | $344113.71         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $3499000.00        | $3515050.69        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      ALT TIER I PERP  | 2079-12-31      | 4.7000%  | 0.0000% | $110000.00         | $110957.61         | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $3876000.00        | $3779377.78        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SR GLBL -J  | 2500-12-31      | 6.3000%  | 0.0000% | $79000.00          | $82615.04          | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I GLBL  | 2082-10-27      | 8.6250%  | 0.0000% | $13127000.00       | $14153580.63       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            8.75%30          | 2030-09-01      | 8.7500%  | 0.0000% | $442000.00         | $534065.78         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            8.75%30          | 2030-09-01      | 8.7500%  | 0.0000% | $625000.00         | $755183.51         | Corporate Debt Securities |
| JPMORGAN CHASE & CO            8.75%30          | 2030-09-01      | 8.7500%  | 0.0000% | $1491000.00        | $1801565.77        | Corporate Debt Securities |
| BAXTER INTL INC                SR GLBL NT 31    | 2031-04-01      | 1.7300%  | 0.0000% | $5000.00           | $4275.58           | Corporate Debt Securities |
| BAYER US FIN LLC               SR 144A NT 53    | 2053-11-21      | 6.8750%  | 0.0000% | $1188000.00        | $1257448.01        | Corporate Debt Securities |
| BAYER US FIN II LLC            SR 144A NT 48    | 2048-06-25      | 4.8750%  | 0.0000% | $400000.00         | $325146.83         | Corporate Debt Securities |
| BAYER US FIN II LLC            SR GLBL 144A 44  | 2044-07-15      | 4.4000%  | 0.0000% | $5000.00           | $3947.28           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $250000.00         | $184723.40         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.8%25 | 2025-11-10      | 5.8000%  | 0.0000% | $13000.00          | $13156.98          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 29    | 2029-11-09      | 6.1500%  | 0.0000% | $2000.00           | $2147.75           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.9%52 | 2052-11-09      | 6.9000%  | 0.0000% | $50000.00          | $55369.75          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.5%28 | 2028-05-06      | 4.5000%  | 0.0000% | $3000.00           | $3038.70           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.9%33 | 2033-02-06      | 4.9000%  | 0.0000% | $32000.00          | $32482.24          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.9%33 | 2033-02-06      | 4.9000%  | 0.0000% | $60000.00          | $60904.20          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $280000.00         | $256685.92         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.5%64 | 2064-09-27      | 5.5000%  | 0.0000% | $95000.00          | $86817.49          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT5.5%64 | 2064-09-27      | 5.5000%  | 0.0000% | $333000.00         | $304318.15         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 65    | 2065-08-03      | 6.1250%  | 0.0000% | $50000.00          | $50673.02          | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 65    | 2065-08-03      | 6.1250%  | 0.0000% | $741000.00         | $750974.17         | Corporate Debt Securities |
| OWENS CORNING NEW              SR NT 7%36       | 2036-12-01      | 7.0000%  | 0.0000% | $55000.00          | $61715.99          | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT3.4%26 | 2026-08-15      | 3.4000%  | 0.0000% | $9000.00           | $9013.59           | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT 54    | 2054-06-15      | 5.9500%  | 0.0000% | $56000.00          | $56101.31          | Corporate Debt Securities |
| PECO ENERGY CAP TR III         JR SB PFD TR 28  | 2028-04-06      | 7.3800%  | 0.0000% | $400000.00         | $429396.00         | Corporate Debt Securities |
| PECO ENERGY CAP TR III         JR SB PFD TR 28  | 2028-04-06      | 7.3800%  | 0.0000% | $1400000.00        | $1502886.00        | Corporate Debt Securities |
| PECO ENERGY CAP TR III         JR SB PFD TR 28  | 2028-04-06      | 7.3800%  | 0.0000% | $1735000.00        | $1862505.15        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $19818000.00       | $20092082.94       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $22870000.00       | $23186292.10       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $20190000.00       | $20632228.29       | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $47486000.00       | $48694241.71       | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 3.75%42    | 2042-08-15      | 3.7500%  | 0.0000% | $20000.00          | $14426.25          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40 | 2040-08-01      | 3.3000%  | 0.0000% | $39000.00          | $28187.96          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40 | 2040-08-01      | 3.3000%  | 0.0000% | $67000.00          | $48425.48          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.5%50 | 2050-08-01      | 3.5000%  | 0.0000% | $42000.00          | $27236.84          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40 | 2040-07-01      | 4.5000%  | 0.0000% | $60153.00          | $50928.84          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL 31 NT 40 | 2040-07-01      | 4.5000%  | 0.0000% | $99795.00          | $84491.94          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 3%28  | 2028-06-15      | 3.0000%  | 0.0000% | $38000.00          | $36030.08          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 52    | 2052-03-01      | 5.2500%  | 0.0000% | $2179000.00        | $1828909.15        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53 | 2053-04-01      | 6.7000%  | 0.0000% | $87000.00          | $87879.91          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.7%53 | 2053-04-01      | 6.7000%  | 0.0000% | $606000.00         | $612129.02         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD6.1%29 | 2029-01-15      | 6.1000%  | 0.0000% | $3286000.00        | $3489759.38        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $85000.00          | $77523.92          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $300000.00         | $273613.83         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $304000.00         | $277262.02         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.9%54 | 2054-10-01      | 5.9000%  | 0.0000% | $405000.00         | $369378.67         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 55    | 2055-03-01      | 6.1500%  | 0.0000% | $1997000.00        | $1896577.53        | Corporate Debt Securities |
| PENSKE TRUCK LEASING CO LP / P SR 144A NT 30    | 2030-02-01      | 5.2500%  | 0.0000% | $10000.00          | $10438.42          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 47 | 2047-09-15      | 4.5000%  | 0.0000% | $24000.00          | $23910.12          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            5.7%48           | 2048-09-15      | 5.7000%  | 0.0000% | $363000.00         | $373158.55         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-03-01      | 5.1250%  | 0.0000% | $274000.00         | $269779.87         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-03-01      | 5.1250%  | 0.0000% | $1325000.00        | $1304592.42        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $73000.00          | $74811.37          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $1238000.00        | $1268718.91        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 52 | 2052-09-01      | 6.0000%  | 0.0000% | $1822000.00        | $1867209.89        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $96000.00          | $102604.08         | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $646000.00         | $690439.95         | Corporate Debt Securities |
| SEMPRA                         JR SB GLBL NT 52 | 2052-04-01      | 4.1250%  | 0.0000% | $1197000.00        | $1158501.99        | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47 | 2047-06-01      | 4.5000%  | 0.0000% | $175000.00         | $145536.12         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.5%47 | 2047-06-01      | 4.5000%  | 0.0000% | $300000.00         | $249490.50         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT 29    | 2029-08-15      | 2.9500%  | 0.0000% | $30000.00          | $28594.58          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT3.8%49 | 2049-08-15      | 3.8000%  | 0.0000% | $14000.00          | $10335.92          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT3.8%49 | 2049-08-15      | 3.8000%  | 0.0000% | $284000.00         | $209671.52         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.3%30 | 2030-05-15      | 2.3000%  | 0.0000% | $60000.00          | $54295.50          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT3.3%50 | 2050-05-15      | 3.3000%  | 0.0000% | $136000.00         | $90911.24          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.9%52 | 2052-03-15      | 2.9000%  | 0.0000% | $98000.00          | $59812.18          | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT2.9%52 | 2052-03-15      | 2.9000%  | 0.0000% | $358000.00         | $218497.54         | Corporate Debt Securities |
| SHERWIN WILLIAMS CO            SR GLBL NT4.8%31 | 2031-09-01      | 4.8000%  | 0.0000% | $20000.00          | $20509.53          | Corporate Debt Securities |
| SMITH & NEPHEW PLC             SR GLBL NT 30    | 2030-10-14      | 2.0320%  | 0.0000% | $29000.00          | $25478.23          | Corporate Debt Securities |
| SMUCKER J M CO                 SR GLBL NT 35    | 2035-03-15      | 4.2500%  | 0.0000% | $100000.00         | $93448.58          | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 6.2%33   | 2033-11-15      | 6.2000%  | 0.0000% | $7000.00           | $7527.87           | Corporate Debt Securities |
| SMUCKER J M CO                 GLBL NT 6.2%33   | 2033-11-15      | 6.2000%  | 0.0000% | $14000.00          | $15055.74          | Corporate Debt Securities |
| SMURFIT KAPPA TREAS UNLIMITED  SR GLBL NT 54    | 2054-04-03      | 5.7770%  | 0.0000% | $970000.00         | $955557.75         | Corporate Debt Securities |
| SNAM S.P.A.                    SR 144A NT6.5%55 | 2055-05-28      | 6.5000%  | 0.0000% | $200000.00         | $205869.56         | Corporate Debt Securities |
| SOCIEDAD DE TRANSMISION AUSTRA SR GLBL 144A 32  | 2032-01-27      | 4.0000%  | 0.0000% | $348000.00         | $329726.52         | Corporate Debt Securities |
| SOLAR STAR FDG LLC             SR SEC GLBL 35   | 2035-06-30      | 5.3750%  | 0.0000% | $5171000.00        | $3642116.23        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 27    | 2027-08-01      | 5.1130%  | 0.0000% | $378000.00         | $386538.88         | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 27    | 2027-08-01      | 5.1130%  | 0.0000% | $396000.00         | $404945.50         | Corporate Debt Securities |
| SOUTHWEST GAS CORP             SR GLBL NT 32    | 2032-03-15      | 4.0500%  | 0.0000% | $100000.00         | $95633.25          | Corporate Debt Securities |
| STATE STR CORP                 ALT TIER I EXT77 | 2077-06-01      | 5.5801%  | 0.0000% | $21000.00          | $18484.73          | Corporate Debt Securities |
| STATE STR CORP                 PERP GLBL -J NT  | 2500-12-31      | 6.7000%  | 0.0000% | $2000.00           | $2088.10           | Corporate Debt Securities |
| STEEL DYNAMICS INC             SR GLBL NT 30    | 2030-04-15      | 3.4500%  | 0.0000% | $100000.00         | $95675.75          | Corporate Debt Securities |
| STIFEL FINL CORP               SR GLBL NT 4%30  | 2030-05-15      | 4.0000%  | 0.0000% | $20000.00          | $19253.00          | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 30    | 2030-03-15      | 4.7500%  | 0.0000% | $31000.00          | $31608.04          | Corporate Debt Securities |
| FLOWERS FOODS INC              SR GLBL NT6.2%55 | 2055-03-15      | 6.2000%  | 0.0000% | $19118000.00       | $19143851.78       | Corporate Debt Securities |
| FOX CORP                       SR GLBL NT 29    | 2029-01-25      | 4.7090%  | 0.0000% | $55000.00          | $56495.17          | Corporate Debt Securities |
| FOX CORP                       GLBL NT 3.5%30   | 2030-04-08      | 3.5000%  | 0.0000% | $51000.00          | $49048.34          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT 4%30  | 2030-06-30      | 4.0000%  | 0.0000% | $35000.00          | $33955.95          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT1.9%31 | 2031-06-01      | 1.9000%  | 0.0000% | $100000.00         | $84753.06          | Corporate Debt Securities |
| GATX CORP                      SR GLBL NT 34    | 2034-03-15      | 6.0500%  | 0.0000% | $50000.00          | $53537.79          | Corporate Debt Securities |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT 52    | 2052-11-22      | 6.3770%  | 0.0000% | $245000.00         | $262770.16         | Corporate Debt Securities |
| GENERAL MILLS INC              GLBL NT 4.95%33  | 2033-03-29      | 4.9500%  | 0.0000% | $11000.00          | $11095.40          | Corporate Debt Securities |
| GENERAL MILLS INC              SR GLBL NT 30    | 2030-01-30      | 4.8750%  | 0.0000% | $50000.00          | $52206.31          | Corporate Debt Securities |
| GENERAL MILLS INC              SR GLBL NT 35    | 2035-01-30      | 5.2500%  | 0.0000% | $24000.00          | $24777.78          | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 46    | 2046-04-01      | 6.7500%  | 0.0000% | $257000.00         | $264208.21         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 46    | 2046-04-01      | 6.7500%  | 0.0000% | $356000.00         | $365984.91         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.4%48 | 2048-04-01      | 5.4000%  | 0.0000% | $214000.00         | $186657.22         | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT5.4%48 | 2048-04-01      | 5.4000%  | 0.0000% | $3001000.00        | $2617562.23        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 49    | 2049-04-01      | 5.9500%  | 0.0000% | $1064000.00        | $1000978.98        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 49    | 2049-04-01      | 5.9500%  | 0.0000% | $1146000.00        | $1078122.10        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 49    | 2049-04-01      | 5.9500%  | 0.0000% | $1171000.00        | $1101641.34        | Corporate Debt Securities |
| GENERAL MTRS CO                SR GLBL NT 25    | 2025-10-01      | 6.1250%  | 0.0000% | $20000.00          | $20339.65          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT3.1%32 | 2032-01-12      | 3.1000%  | 0.0000% | $63000.00          | $55992.93          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33 | 2033-01-09      | 6.4000%  | 0.0000% | $22000.00          | $23691.36          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT6.4%33 | 2033-01-09      | 6.4000%  | 0.0000% | $25000.00          | $26922.00          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 31    | 2031-02-08      | 5.7500%  | 0.0000% | $63000.00          | $65973.64          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.6%31 | 2031-06-18      | 5.6000%  | 0.0000% | $58000.00          | $59024.09          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT4.9%29 | 2029-10-06      | 4.9000%  | 0.0000% | $51000.00          | $51345.44          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 34    | 2034-09-06      | 5.4500%  | 0.0000% | $57000.00          | $56431.61          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.9%35 | 2035-01-07      | 5.9000%  | 0.0000% | $61000.00          | $62747.82          | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-07-15      | 5.4500%  | 0.0000% | $3936000.00        | $4000478.24        | Corporate Debt Securities |
| GERDAU TRADE INC               SR GLBL NT 35    | 2035-06-09      | 5.7500%  | 0.0000% | $1520000.00        | $1527499.93        | Corporate Debt Securities |
| GLOBAL ATLANTIC FINANCE CO     SR 144A NT 31    | 2031-06-15      | 3.1250%  | 0.0000% | $100000.00         | $88755.21          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45   | 2045-05-22      | 5.1500%  | 0.0000% | $64000.00          | $57298.31          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45   | 2045-05-22      | 5.1500%  | 0.0000% | $1560000.00        | $1396646.33        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SUB NT 5.15%45   | 2045-05-22      | 5.1500%  | 0.0000% | $4221000.00        | $3779002.67        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT3.5%30 | 2030-09-01      | 3.5000%  | 0.0000% | $15349000.00       | $14657672.51       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 26 | 2026-11-23      | 4.3750%  | 0.0000% | $310000.00         | $310516.62         | Corporate Debt Securities |
| HSBC HLDGS PLC                 ALT TIER I PERP  | 2079-12-31      | 6.5000%  | 0.0000% | $29174000.00       | $29834029.34       | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 37 | 2037-09-15      | 6.5000%  | 0.0000% | $210000.00         | $225302.35         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL COCO 37 | 2037-09-15      | 6.5000%  | 0.0000% | $1425000.00        | $1528837.37        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 4%29  | 2029-04-15      | 4.0000%  | 0.0000% | $9000.00           | $8872.41           | Corporate Debt Securities |
| HANOVER INS GROUP INC          SR GLBL NT2.5%30 | 2030-09-01      | 2.5000%  | 0.0000% | $50000.00          | $44803.69          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 35    | 2035-04-27      | 4.8540%  | 0.0000% | $100000.00         | $98366.45          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 32    | 2032-03-15      | 6.7500%  | 0.0000% | $4000.00           | $4471.39           | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45    | 2045-10-15      | 6.3500%  | 0.0000% | $130000.00         | $133879.09         | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 45    | 2045-10-15      | 6.3500%  | 0.0000% | $1362000.00        | $1402640.95        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 3%29  | 2029-01-15      | 3.0000%  | 0.0000% | $35000.00          | $33899.95          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 44    | 2044-10-01      | 4.9500%  | 0.0000% | $66000.00          | $56920.22          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 27    | 2027-02-03      | 1.3500%  | 0.0000% | $74000.00          | $71122.32          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 32    | 2032-02-03      | 2.1500%  | 0.0000% | $85000.00          | $71659.18          | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 6%55  | 2055-05-01      | 6.0000%  | 0.0000% | $600000.00         | $584080.00         | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 6%55  | 2055-05-01      | 6.0000%  | 0.0000% | $1240000.00        | $1207098.67        | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      LW TIER II 36    | 2036-08-15      | 2.4870%  | 0.0000% | $60000.00          | $50861.77          | Corporate Debt Securities |
| HUNTINGTON BANCSHARES INC      SUB GLBL NT 39   | 2039-11-18      | 6.1410%  | 0.0000% | $1108000.00        | $1133245.23        | Corporate Debt Securities |
| INDUSTRIAS PENOLES S.A.B.      SR GLBL 144A 49  | 2049-09-12      | 5.6500%  | 0.0000% | $3000000.00        | $2648850.00        | Corporate Debt Securities |
| VOYA FINANCIAL INC             CR SEN SR NT 43  | 2043-07-15      | 5.7000%  | 0.0000% | $50000.00          | $49595.75          | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL NT5.4%28 | 2028-08-14      | 5.4000%  | 0.0000% | $1657000.00        | $1740794.49        | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL NT5.7%33 | 2033-08-14      | 5.7000%  | 0.0000% | $42000.00          | $44702.00          | Corporate Debt Securities |
| INGERSOLL RAND INC             SR GLBL NT 29    | 2029-06-15      | 5.1760%  | 0.0000% | $30000.00          | $30806.90          | Corporate Debt Securities |
| INGREDION INC                  SR GLBL NT3.9%50 | 2050-06-01      | 3.9000%  | 0.0000% | $1018000.00        | $743498.00         | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.25%42    | 2042-12-15      | 4.2500%  | 0.0000% | $121000.00         | $96682.73          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.9%45 | 2045-07-29      | 4.9000%  | 0.0000% | $200000.00         | $172276.56         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%46 | 2046-05-19      | 4.1000%  | 0.0000% | $161000.00         | $120316.82         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.1%46 | 2046-05-19      | 4.1000%  | 0.0000% | $239000.00         | $178606.96         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $580000.00         | $364676.45         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $3358000.00        | $2111350.90        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $239000.00         | $143493.61         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $1182000.00        | $709662.95         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $6269000.00        | $3763855.36        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT3.2%61 | 2061-08-12      | 3.2000%  | 0.0000% | $6482000.00        | $3724665.24        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 62    | 2062-08-05      | 5.0500%  | 0.0000% | $100000.00         | $82639.03          | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.7%53 | 2053-02-10      | 5.7000%  | 0.0000% | $1508000.00        | $1418540.41        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT5.9%63 | 2063-02-10      | 5.9000%  | 0.0000% | $83000.00          | $78981.51          | Corporate Debt Securities |
| INTERNATIONAL PAPER CO         SR GLBL NT 6%41  | 2041-11-15      | 6.0000%  | 0.0000% | $49000.00          | $49714.42          | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 54 | 2054-03-15      | 6.5000%  | 0.0000% | $234000.00         | $244527.27         | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT1.6%30 | 2030-08-15      | 1.6000%  | 0.0000% | $100000.00         | $86899.00          | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 31    | 2031-11-15      | 2.4500%  | 0.0000% | $81000.00          | $71264.81          | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54  | 2054-03-05      | 6.9500%  | 0.0000% | $300000.00         | $285702.42         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        GLBL 144A NT 54  | 2054-03-05      | 6.9500%  | 0.0000% | $500000.00         | $476170.69         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37  | 2037-02-25      | 6.7000%  | 0.0000% | $200000.00         | $200852.78         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        SR GLBL 144A 37  | 2037-02-25      | 6.7000%  | 0.0000% | $500000.00         | $502131.94         | Corporate Debt Securities |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37  | 2037-12-10      | 7.3750%  | 0.0000% | $50000.00          | $55591.86          | Corporate Debt Securities |
| REGIONS FINANCIAL CORP NEW     SUB NT 7.375%37  | 2037-12-10      | 7.3750%  | 0.0000% | $85000.00          | $94506.16          | Corporate Debt Securities |
| REXFORD INDUSTRIAL REALTY L P  SR GLBL NT 30    | 2030-12-01      | 2.1250%  | 0.0000% | $50000.00          | $43461.09          | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $2000.00           | $1983.72           | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $100000.00         | $99185.83          | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT1.4%27 | 2027-09-15      | 1.4000%  | 0.0000% | $40000.00          | $37763.33          | Corporate Debt Securities |
| ROYAL BK CDA                   ALT TIER I GLBL  | 2084-05-02      | 7.5000%  | 0.0000% | $1638000.00        | $1718201.94        | Corporate Debt Securities |
| ROYAL BK CDA                   SUB GLBL COCO 84 | 2084-11-24      | 6.3500%  | 0.0000% | $2970000.00        | $2810926.80        | Corporate Debt Securities |
| SK HYNIX INC                   GLBL 144A NT 33  | 2033-01-17      | 6.5000%  | 0.0000% | $390000.00         | $431777.02         | Corporate Debt Securities |
| SK HYNIX INC                   GLBL 144A NT 33  | 2033-01-17      | 6.5000%  | 0.0000% | $1330000.00        | $1472470.34        | Corporate Debt Securities |
| SURA ASSET MANAGEMENT SA       SR GLBL 144A 32  | 2032-05-13      | 6.3500%  | 0.0000% | $295000.00         | $314260.63         | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 6.499%29 | 2029-03-09      | 6.4990%  | 0.0000% | $30000.00          | $31847.36          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 29    | 2029-06-12      | 6.5650%  | 0.0000% | $40000.00          | $42019.70          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-11-09      | 7.6600%  | 0.0000% | $60000.00          | $67303.90          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 35    | 2035-05-31      | 6.3420%  | 0.0000% | $10000.00          | $10454.25          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $29000.00          | $30153.54          | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     SR GLBL NT 31    | 2031-03-20      | 5.7410%  | 0.0000% | $74000.00          | $76943.51          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $20885000.00       | $20621895.41       | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $35758000.00       | $35307528.65       | Corporate Debt Securities |
| SEMPRA                         SR GLBL NT 4%48  | 2048-02-01      | 4.0000%  | 0.0000% | $11000.00          | $8238.29           | Corporate Debt Securities |
| SEMPRA                         SR GLBL NT 4%48  | 2048-02-01      | 4.0000%  | 0.0000% | $589000.00         | $441123.04         | Corporate Debt Securities |
| WELLS FARGO & CO               SUB GLBL NT 44   | 2044-01-15      | 5.6060%  | 0.0000% | $2254000.00        | $2222656.25        | Corporate Debt Securities |
| WESTERN ALLIANCE BANCORP       LW TIER II 31    | 2031-06-15      | 3.0000%  | 0.0000% | $23509000.00       | $21743944.28       | Corporate Debt Securities |
| WESTERN UN CO                  SR GLBL NT6.2%36 | 2036-11-17      | 6.2000%  | 0.0000% | $34000.00          | $34686.31          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT3.5%30 | 2030-11-15      | 3.5000%  | 0.0000% | $26000.00          | $24607.05          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 32    | 2032-08-15      | 4.6500%  | 0.0000% | $21000.00          | $20888.23          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 33    | 2033-03-15      | 5.6500%  | 0.0000% | $2000.00           | $2103.30           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT4.8%29 | 2029-11-15      | 4.8000%  | 0.0000% | $6000.00           | $6090.36           | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT4.8%29 | 2029-11-15      | 4.8000%  | 0.0000% | $76000.00          | $77144.56          | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.8%54 | 2054-11-15      | 5.8000%  | 0.0000% | $1698000.00        | $1654293.48        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.8%54 | 2054-11-15      | 5.8000%  | 0.0000% | $2422000.00        | $2359657.72        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT5.6%35 | 2035-03-15      | 5.6000%  | 0.0000% | $3283000.00        | $3446066.61        | Corporate Debt Securities |
| WILLIAMS COS INC               SR GLBL NT 6%55  | 2055-03-15      | 6.0000%  | 0.0000% | $1100000.00        | $1119723.00        | Corporate Debt Securities |
| XCEL ENERGY INC                GLBL NT 4.6%32   | 2032-06-01      | 4.6000%  | 0.0000% | $2000.00           | $1951.15           | Corporate Debt Securities |
| XCEL ENERGY INC                GLBL NT 4.6%32   | 2032-06-01      | 4.6000%  | 0.0000% | $89000.00          | $86826.22          | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT 4%28  | 2028-06-15      | 4.0000%  | 0.0000% | $48000.00          | $47605.28          | Corporate Debt Securities |
| XCEL ENERGY INC                SR GLBL NT2.6%29 | 2029-12-01      | 2.6000%  | 0.0000% | $39000.00          | $36088.04          | Corporate Debt Securities |
| ZIMMER BIOMET HOLDINGS INC     GLBL NT 5.35%28  | 2028-12-01      | 5.3500%  | 0.0000% | $78000.00          | $80612.98          | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 3.25%29   | 2029-10-29      | 3.2500%  | 0.0000% | $1200000.00        | $1103600.33        | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $500000.00         | $520586.33         | Corporate Debt Securities |
| ZIONS BANCORPORATION NATL ASSN SUB NT 6.816%35  | 2035-11-19      | 6.8160%  | 0.0000% | $740000.00         | $770467.77         | Corporate Debt Securities |
| MIZUHO FINANCIAL GROUP INC     LW TIER II 25    | 2025-10-20      | 4.3530%  | 0.0000% | $407000.00         | $409659.41         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 34  | 2034-03-05      | 6.4500%  | 0.0000% | $712000.00         | $723266.81         | Corporate Debt Securities |
| RAIZEN FUELS FINANCE SA        GLBL REGS NT 54  | 2054-03-05      | 6.9500%  | 0.0000% | $2964000.00        | $2822739.88        | Corporate Debt Securities |
| CORPORACION NACIONAL DEL COBRE SR REGS NT 35    | 2035-09-21      | 5.6250%  | 0.0000% | $588000.00         | $590239.55         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 46    | 2046-02-15      | 5.0500%  | 0.0000% | $56000.00          | $49889.14          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 46    | 2046-02-15      | 5.0500%  | 0.0000% | $100000.00         | $89087.75          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT5.2%48 | 2048-03-01      | 5.2000%  | 0.0000% | $900000.00         | $817271.00         | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT 2%31  | 2031-02-15      | 2.0000%  | 0.0000% | $72000.00          | $63163.44          | Corporate Debt Securities |
| KINDER MORGAN INC DEL          SR GLBL NT4.8%33 | 2033-02-01      | 4.8000%  | 0.0000% | $11000.00          | $10968.72          | Corporate Debt Securities |
| KITE RLTY GROUP L P            GLBL NT 5.5%34   | 2034-03-01      | 5.5000%  | 0.0000% | $15000.00          | $15481.51          | Corporate Debt Securities |
| KITE RLTY GROUP L P            GLBL NT 5.5%34   | 2034-03-01      | 5.5000%  | 0.0000% | $85000.00          | $87728.55          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39    | 2039-01-26      | 6.8750%  | 0.0000% | $3000.00           | $3372.00           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 39    | 2039-01-26      | 6.8750%  | 0.0000% | $75000.00          | $84299.98          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $447000.00         | $358853.52         | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 46    | 2046-06-01      | 4.3750%  | 0.0000% | $2797000.00        | $2245443.64        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $100000.00         | $92306.33          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR NT 5.2%45     | 2045-07-15      | 5.2000%  | 0.0000% | $2218000.00        | $2047354.47        | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 29    | 2029-01-30      | 4.6250%  | 0.0000% | $2000.00           | $2055.52           | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 30    | 2030-04-01      | 3.7500%  | 0.0000% | $55000.00          | $53601.40          | Corporate Debt Securities |
| KRAFT HEINZ FOODS CO           SR GLBL NT 49    | 2049-10-01      | 4.8750%  | 0.0000% | $50000.00          | $43134.10          | Corporate Debt Securities |
| KROGER CO                      SR NT 4.45%47    | 2047-02-01      | 4.4500%  | 0.0000% | $100000.00         | $83947.81          | Corporate Debt Securities |
| KROGER CO                      SR NT 4.45%47    | 2047-02-01      | 4.4500%  | 0.0000% | $585000.00         | $491094.66         | Corporate Debt Securities |
| KROGER CO                      SR NT 4.45%47    | 2047-02-01      | 4.4500%  | 0.0000% | $730000.00         | $612818.98         | Corporate Debt Securities |
| KROGER CO                      SR NT 4.45%47    | 2047-02-01      | 4.4500%  | 0.0000% | $1156000.00        | $970436.63         | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT 50    | 2050-01-15      | 3.9500%  | 0.0000% | $208000.00         | $158580.07         | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT5.5%54 | 2054-09-15      | 5.5000%  | 0.0000% | $4141000.00        | $3952135.89        | Corporate Debt Securities |
| KROGER CO                      SR GLBL NT 64    | 2064-09-15      | 5.6500%  | 0.0000% | $30000.00          | $28604.08          | Corporate Debt Securities |
| LG CHEM LTD                    GLBL 144A NT 26  | 2026-07-07      | 1.3750%  | 0.0000% | $400000.00         | $387294.94         | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      GLBL NT 5.4%33   | 2033-07-31      | 5.4000%  | 0.0000% | $36000.00          | $37652.04          | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT5.6%53 | 2053-07-31      | 5.6000%  | 0.0000% | $6000.00           | $5959.76           | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 31    | 2031-06-01      | 5.2500%  | 0.0000% | $3000.00           | $3099.30           | Corporate Debt Securities |
| L3HARRIS TECHNOLOGIES INC      SR GLBL NT 34    | 2034-06-01      | 5.3500%  | 0.0000% | $20000.00          | $20422.99          | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT4.2%50 | 2050-05-01      | 4.2000%  | 0.0000% | $54000.00          | $39939.66          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR NT 4.7%45     | 2045-02-01      | 4.7000%  | 0.0000% | $100000.00         | $88729.28          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32    | 2032-04-01      | 4.5500%  | 0.0000% | $50000.00          | $49648.93          | Corporate Debt Securities |
| LABORATORY CORP AMER HLDGS     SR GLBL NT4.8%34 | 2034-10-01      | 4.8000%  | 0.0000% | $30000.00          | $29580.80          | Corporate Debt Securities |
| LEAR CORP                      SR GLBL NT 49    | 2049-05-15      | 5.2500%  | 0.0000% | $102000.00         | $87150.07          | Corporate Debt Securities |
| LEIDOS INC                     CR SEN SR GLBL30 | 2030-05-15      | 4.3750%  | 0.0000% | $7000.00           | $6921.80           | Corporate Debt Securities |
| LEIDOS INC                     CR SEN SR GLBL30 | 2030-05-15      | 4.3750%  | 0.0000% | $73000.00          | $72184.50          | Corporate Debt Securities |
| LEIDOS INC                     CR SEN SR GLBL30 | 2030-05-15      | 4.3750%  | 0.0000% | $75000.00          | $74162.16          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.625%43   | 2043-10-23      | 6.6250%  | 0.0000% | $50000.00          | $51244.49          | Corporate Debt Securities |
| LIBERTY MUT GROUP INC          SR GLBL 144A 50  | 2050-10-15      | 3.9510%  | 0.0000% | $5341000.00        | $3909618.68        | Corporate Debt Securities |
| LIBERTY MUT INS CO             SUB 144A NT 97   | 2097-10-15      | 7.6970%  | 0.0000% | $22000.00          | $24607.34          | Corporate Debt Securities |
| LIBERTY MUT INS CO             SUB 144A NT 97   | 2097-10-15      | 7.6970%  | 0.0000% | $2811000.00        | $3144146.84        | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR GLBL NT 34    | 2034-03-15      | 5.8520%  | 0.0000% | $3000.00           | $3128.84           | Corporate Debt Securities |
| LYONDELLBASELL INDUSTRIES NV   SR GLBL NT 55    | 2055-02-26      | 4.6250%  | 0.0000% | $200000.00         | $158658.11         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.2%47 | 2047-03-01      | 5.2000%  | 0.0000% | $23000.00          | $20246.41          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT5.2%47 | 2047-03-01      | 5.2000%  | 0.0000% | $577000.00         | $507920.92         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT4.7%48 | 2048-04-15      | 4.7000%  | 0.0000% | $4831000.00        | $3918383.84        | Corporate Debt Securities |
| MPLX LP                        4.8%29           | 2029-02-15      | 4.8000%  | 0.0000% | $2000.00           | $2050.40           | Corporate Debt Securities |
| MPLX LP                        4.8%29           | 2029-02-15      | 4.8000%  | 0.0000% | $7000.00           | $7176.40           | Corporate Debt Securities |
| MPLX LP                        5.5%49           | 2049-02-15      | 5.5000%  | 0.0000% | $400000.00         | $365126.00         | Corporate Debt Securities |
| MPLX LP                        GLBL NT 2.65%30  | 2030-08-15      | 2.6500%  | 0.0000% | $15000.00          | $13692.41          | Corporate Debt Securities |
| MPLX LP                        GLBL NT 2.65%30  | 2030-08-15      | 2.6500%  | 0.0000% | $65000.00          | $59333.79          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 52    | 2052-03-14      | 4.9500%  | 0.0000% | $130000.00         | $108363.45         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 32    | 2032-09-01      | 4.9500%  | 0.0000% | $6000.00           | $6013.34           | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 32    | 2032-09-01      | 4.9500%  | 0.0000% | $25000.00          | $25055.56          | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 53    | 2053-03-01      | 5.6500%  | 0.0000% | $300000.00         | $278107.92         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 55    | 2055-04-01      | 5.9500%  | 0.0000% | $640000.00         | $615085.16         | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT 44    | 2044-09-15      | 4.7500%  | 0.0000% | $28000.00          | $23346.52          | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT 44    | 2044-09-15      | 4.7500%  | 0.0000% | $44000.00          | $36687.38          | Corporate Debt Securities |
| MARATHON PETE CORP             SR GLBL NT5.7%35 | 2035-03-01      | 5.7000%  | 0.0000% | $21000.00          | $21632.87          | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 5%49  | 2049-05-20      | 5.0000%  | 0.0000% | $2573000.00        | $2252392.77        | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 50    | 2050-09-17      | 4.1500%  | 0.0000% | $8000.00           | $6164.67           | Corporate Debt Securities |
| MARKEL GROUP INC               SR GLBL NT 50    | 2050-09-17      | 4.1500%  | 0.0000% | $1098000.00        | $846100.80         | Corporate Debt Securities |
| MARKEL GROUP INC               GLBL NT 6%54     | 2054-05-16      | 6.0000%  | 0.0000% | $1930000.00        | $1928906.33        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32 | 2032-10-15      | 3.5000%  | 0.0000% | $50000.00          | $45641.58          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL32 | 2032-10-15      | 3.5000%  | 0.0000% | $102000.00         | $93108.83          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          CR SEN SR GLBL31 | 2031-04-15      | 2.8500%  | 0.0000% | $7000.00           | $6375.58           | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL LL NT 26 | 2026-09-15      | 5.4500%  | 0.0000% | $25000.00          | $25684.15          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL MM NT 28 | 2028-10-15      | 5.5500%  | 0.0000% | $33000.00          | $34573.85          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL MM NT 28 | 2028-10-15      | 5.5500%  | 0.0000% | $60000.00          | $62861.55          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $27000.00          | $27576.72          | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL PP NT 30 | 2030-03-15      | 4.8000%  | 0.0000% | $3663000.00        | $3741241.68        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL RR NT 32 | 2032-04-15      | 5.1000%  | 0.0000% | $80000.00          | $82111.73          | Corporate Debt Securities |
| MARTIN MARIETTA MATLS INC      SR GLBL NT2.4%31 | 2031-07-15      | 2.4000%  | 0.0000% | $26000.00          | $23153.78          | Corporate Debt Securities |
| MCCORMICK & CO INC             SR GLBL NT 31    | 2031-02-15      | 1.8500%  | 0.0000% | $71000.00          | $61829.46          | Corporate Debt Securities |
| MELLON CAP IV                  PERP JR SB GLBL  | 2079-12-31      | 5.1455%  | 0.0000% | $75000.00          | $64034.30          | Corporate Debt Securities |
| METLIFE INC                    EXT JR SB GLBL66 | 2066-12-15      | 6.4000%  | 0.0000% | $40000.00          | $41796.27          | Corporate Debt Securities |
| METLIFE INC                    EXT JR SB GLBL68 | 2068-04-08      | 9.2500%  | 0.0000% | $10059000.00       | $12127627.76       | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2079-12-31      | 5.8750%  | 0.0000% | $75000.00          | $77698.91          | Corporate Debt Securities |
| METLIFE INC                    PERP JR SB GLBL  | 2500-12-31      | 3.8500%  | 0.0000% | $3000.00           | $3015.78           | Corporate Debt Securities |
| METLIFE INC                    JR SB GLBL DB 55 | 2055-03-15      | 6.3500%  | 0.0000% | $20000.00          | $20823.47          | Corporate Debt Securities |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 29    | 2029-03-15      | 5.0500%  | 0.0000% | $23000.00          | $23670.20          | Corporate Debt Securities |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT 30    | 2030-02-15      | 5.0500%  | 0.0000% | $18000.00          | $18559.22          | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 33    | 2033-02-09      | 5.8750%  | 0.0000% | $14239000.00       | $15095908.96       | Corporate Debt Securities |

### Security 670: RBC CAPITAL MARKETS LLC

- **C.1 - Title:** RBC CAPITAL MARKETS LLC 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP197ZT6, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: ARP197ZT6
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                  |
|:---|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC                  SR GLBL NT3.2%26 | 2026-10-21      | 3.2000%  | 0.0000% | $10092000.00       | $10005545.20       | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 31    | 2031-01-29      | 2.6660%  | 0.0000% | $1269000.00        | $1175262.00        | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 27 | 2027-06-09      | 5.1695%  | 0.0000% | $9000.00           | $9032.87           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 28    | 2028-05-24      | 4.6580%  | 0.0000% | $7000.00           | $7050.74           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL NT 26    | 2026-09-29      | 5.6100%  | 0.0000% | $2000.00           | $2032.28           | Corporate Debt Securities |
| CITIGROUP INC                  SR GLBL FL NT 29 | 2029-03-04      | 5.2681%  | 0.0000% | $2643000.00        | $2645302.74        | Corporate Debt Securities |
| COCA COLA CONS INC             SR GLBL NT 29    | 2029-06-01      | 5.2500%  | 0.0000% | $20000.00          | $20657.78          | Corporate Debt Securities |
| COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53    | 2053-11-15      | 6.5440%  | 0.0000% | $6154000.00        | $6360343.62        | Corporate Debt Securities |
| COMCAST CORP NEW               SR NT 5.35%53    | 2053-05-15      | 5.3500%  | 0.0000% | $3900000.00        | $3602225.25        | Corporate Debt Securities |
| COMERICA BK DALLAS TEX         SUB NT 5.332%33  | 2033-08-25      | 5.3320%  | 0.0000% | $20389000.00       | $20078758.71       | Corporate Debt Securities |
| CONAGRA BRANDS INC             SR GLBL NT5.4%48 | 2048-11-01      | 5.4000%  | 0.0000% | $762000.00         | $686859.18         | Corporate Debt Securities |
| CONSTELLATION BRANDS INC       SR GLBL NT 29    | 2029-08-01      | 3.1500%  | 0.0000% | $474000.00         | $455612.35         | Corporate Debt Securities |
| CONSTELLATION ENERGY GENERATI  SR GLBL NT 54    | 2054-03-15      | 5.7500%  | 0.0000% | $3799000.00        | $3738409.12        | Corporate Debt Securities |
| CONSUMERS ENERGY CO            1M GLBL BD4.7%30 | 2030-01-15      | 4.7000%  | 0.0000% | $1057000.00        | $1093225.15        | Corporate Debt Securities |
| CREDIT AGRICOLE S A            FR 2.811%011141  | 2041-01-11      | 2.8110%  | 0.0000% | $4547000.00        | $3144641.92        | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT 30    | 2030-10-15      | 4.8500%  | 0.0000% | $3637000.00        | $3688462.54        | Corporate Debt Securities |
| D R HORTON INC                 SR GLBL NT5.5%35 | 2035-10-15      | 5.5000%  | 0.0000% | $2500000.00        | $2577711.11        | Corporate Debt Securities |
| DTE ENERGY CO                  SR GLBL -A NT 30 | 2030-04-01      | 5.2000%  | 0.0000% | $6282000.00        | $6530536.86        | Corporate Debt Securities |
| DELL INTL LLC/EMC CORP         CR SEN SR SEC 36 | 2036-07-15      | 8.1000%  | 0.0000% | $2765000.00        | $3412162.08        | Corporate Debt Securities |
| DEVON FING CORP U L C          SR GLBL NT 31    | 2031-09-30      | 7.8750%  | 0.0000% | $1130000.00        | $1321012.38        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 52    | 2052-03-15      | 4.2500%  | 0.0000% | $1000000.00        | $755635.83         | Corporate Debt Securities |
| GLENCORE FDG LLC               SR 144A NT 55    | 2055-04-01      | 6.1410%  | 0.0000% | $764000.00         | $775392.70         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR NT 6.484%29   | 2029-10-24      | 6.4840%  | 0.0000% | $34000.00          | $36427.17          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-07-23      | 5.3300%  | 0.0000% | $490000.00         | $504035.91         | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30    | 2030-10-23      | 4.6920%  | 0.0000% | $1231000.00        | $1244297.67        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35    | 2035-10-23      | 5.0160%  | 0.0000% | $4643000.00        | $4600866.32        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 36    | 2036-01-28      | 5.5360%  | 0.0000% | $2725000.00        | $2842758.75        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%030628   | 2028-03-06      | 0.8973%  | 0.0000% | $40000.00          | $35716.61          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 9.25%032728   | 2028-03-27      | 0.9577%  | 0.0000% | $52000.00          | $45088.41          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR SEC GLBL FL27 | 2027-10-28      | 6.2942%  | 0.0000% | $76000.00          | $78073.65          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32    | 2032-04-22      | 2.6150%  | 0.0000% | $20459000.00       | $18283378.56       | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 27 | 2027-10-21      | 5.2713%  | 0.0000% | $20000.00          | $20242.54          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 43    | 2043-02-24      | 3.4360%  | 0.0000% | $2236000.00        | $1719452.70        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL FL NT 26 | 2026-08-10      | 5.4317%  | 0.0000% | $3665000.00        | $3695932.52        | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        SR GLBL N STP 25 | 2025-11-24      | 1.5000%  | 0.0000% | $60000.00          | $59320.80          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        GLBL -N STEP 26  | 2026-03-18      | 1.5000%  | 0.0000% | $43000.00          | $42275.02          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 2%052828      | 2028-05-28      | 2.0000%  | 0.0000% | $9000.00           | $8405.17           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 1.8%111326    | 2026-11-13      | 1.8000%  | 0.0000% | $2000.00           | $1933.36           | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 4%042926      | 2026-04-29      | 4.0000%  | 0.0000% | $20000.00          | $19988.16          | Corporate Debt Securities |
| GOLDMAN SACHS GROUP INC        FR 5.25%051633   | 2033-05-16      | 5.2500%  | 0.0000% | $6000.00           | $5998.36           | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 52    | 2052-03-15      | 4.6250%  | 0.0000% | $3747000.00        | $3035255.79        | Corporate Debt Securities |
| HCA INC.                       SR GLBL NT 6%54  | 2054-04-01      | 6.0000%  | 0.0000% | $2378000.00        | $2337629.49        | Corporate Debt Securities |
| HEALTHPEAK OP LLC              SR GLBL NT 41    | 2041-02-01      | 6.7500%  | 0.0000% | $941000.00         | $1053945.88        | Corporate Debt Securities |
| HSBC HLDGS PLC                 SB GLBL NT6.5%37 | 2037-09-15      | 6.5000%  | 0.0000% | $2467000.00        | $2671016.79        | Corporate Debt Securities |
| HSBC HLDGS PLC                 LW TIER II GLBL  | 2038-06-01      | 6.8000%  | 0.0000% | $500000.00         | $539233.89         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SUB GLBL NT 34   | 2034-11-13      | 7.3990%  | 0.0000% | $835000.00         | $936494.09         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 28  | 2028-11-19      | 5.4128%  | 0.0000% | $503000.00         | $505980.42         | Corporate Debt Securities |
| HSBC HLDGS PLC                 SR GLBL COCO 36  | 2036-03-03      | 5.4500%  | 0.0000% | $3925000.00        | $3994560.81        | Corporate Debt Securities |
| HP INC                         SR GLBL NT6.1%35 | 2035-04-25      | 6.1000%  | 0.0000% | $13000000.00       | $13539680.56       | Corporate Debt Securities |
| HARTFORD INSURANCE GROUP INC   SR GLBL NT2.9%51 | 2051-09-15      | 2.9000%  | 0.0000% | $905000.00         | $568736.69         | Corporate Debt Securities |
| HASBRO INC                     CR SEN SR GLBL29 | 2029-11-19      | 3.9000%  | 0.0000% | $250000.00         | $241730.42         | Corporate Debt Securities |
| HASBRO INC                     SR GLBL NT 34    | 2034-05-14      | 6.0500%  | 0.0000% | $2500000.00        | $2585751.39        | Corporate Debt Securities |
| HEICO CORP NEW                 SR GLBL NT 33    | 2033-08-01      | 5.3500%  | 0.0000% | $1841000.00        | $1914259.02        | Corporate Debt Securities |
| HP INC                         SR GLBL NT 6%41  | 2041-09-15      | 6.0000%  | 0.0000% | $2059000.00        | $2096844.42        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT6.2%35 | 2035-10-15      | 6.2000%  | 0.0000% | $950000.00         | $1012905.83        | Corporate Debt Securities |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 29    | 2029-10-15      | 4.5500%  | 0.0000% | $1169000.00        | $1177649.63        | Corporate Debt Securities |
| HIGH STR FDG TR III            SR 144A NT 55    | 2055-02-15      | 5.8070%  | 0.0000% | $1091000.00        | $1068622.32        | Corporate Debt Securities |
| HOME DEPOT INC                 SR GLBL NT3.3%40 | 2040-04-15      | 3.3000%  | 0.0000% | $16042000.00       | $12808173.43       | Corporate Debt Securities |
| HOST HOTELS & RESORTS LP       SR GLBL -K NT 34 | 2034-07-01      | 5.7000%  | 0.0000% | $4126000.00        | $4245660.88        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 31    | 2031-10-15      | 4.8500%  | 0.0000% | $1636000.00        | $1671278.98        | Corporate Debt Securities |
| HUMANA INC                     SR GLBL NT 44    | 2044-10-01      | 4.9500%  | 0.0000% | $1849000.00        | $1594628.45        | Corporate Debt Securities |
| HYATT HOTELS CORP              SR GLBL NT 28    | 2028-09-15      | 4.3750%  | 0.0000% | $641000.00         | $643205.31         | Corporate Debt Securities |
| HYATT HOTELS CORP              GLBL NT 5.5%34   | 2034-06-30      | 5.5000%  | 0.0000% | $451000.00         | $447554.36         | Corporate Debt Securities |
| INDEPENDENT BK CORP MASS       SUB GLBL NT 35   | 2035-04-01      | 7.2500%  | 0.0000% | $128000.00         | $130622.97         | Corporate Debt Securities |
| INDIANA MICH PWR CO            SR GLBL -O NT 51 | 2051-05-01      | 3.2500%  | 0.0000% | $346000.00         | $225158.25         | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 28  | 2028-10-02      | 4.5500%  | 0.0000% | $450000.00         | $456886.00         | Corporate Debt Securities |
| ING GROEP N.V.                 GLBL COCO 35     | 2035-03-19      | 5.5500%  | 0.0000% | $21158000.00       | $21868714.84       | Corporate Debt Securities |
| ING GROEP N.V.                 SR GLBL COCO 36  | 2036-03-25      | 5.5250%  | 0.0000% | $3126000.00        | $3211026.77        | Corporate Debt Securities |
| TRANE TECHNOLOGIES FINANCING L SR GLBL NT4.5%49 | 2049-03-21      | 4.5000%  | 0.0000% | $1000000.00        | $842425.00         | Corporate Debt Securities |
| INTEL CORP                     SR NT 4.25%42    | 2042-12-15      | 4.2500%  | 0.0000% | $375000.00         | $299636.56         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT4.9%45 | 2045-07-29      | 4.9000%  | 0.0000% | $1510000.00        | $1300687.99        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 47    | 2047-12-08      | 3.7340%  | 0.0000% | $1383000.00        | $967743.03         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 49    | 2049-11-15      | 3.2500%  | 0.0000% | $19578000.00       | $12309716.45       | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT2.8%41 | 2041-08-12      | 2.8000%  | 0.0000% | $2460000.00        | $1659376.60        | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 51    | 2051-08-12      | 3.0500%  | 0.0000% | $325000.00         | $195127.29         | Corporate Debt Securities |
| INTEL CORP                     SR GLBL NT 34    | 2034-02-21      | 5.1500%  | 0.0000% | $470000.00         | $475092.06         | Corporate Debt Securities |
| INTERNATIONAL BUSINESS MACHS   SR GLBL NT 50    | 2050-05-15      | 2.9500%  | 0.0000% | $3747000.00        | $2366146.19        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR GLBL NT 3%32  | 2032-05-15      | 3.0000%  | 0.0000% | $2725000.00        | $2389361.75        | Corporate Debt Securities |
| JBS USA LUX S A / JBS USA FOOD SR NT 4.375%52   | 2052-02-02      | 4.3750%  | 0.0000% | $14982000.00       | $11776393.02       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 48    | 2048-07-24      | 4.0320%  | 0.0000% | $11512000.00       | $9393815.02        | Corporate Debt Securities |
| JPMORGAN CHASE & CO            SR GLBL NT 30    | 2030-07-22      | 4.9950%  | 0.0000% | $399000.00         | $414258.76         | Corporate Debt Securities |
| JAB HLDGS B V                  SR 144A NT 51    | 2051-05-28      | 3.7500%  | 0.0000% | $5800000.00        | $3820595.33        | Corporate Debt Securities |
| JBS USA HOLDING LUX            SR GLBL 144A 35  | 2035-04-20      | 5.9500%  | 0.0000% | $5650000.00        | $5983458.29        | Corporate Debt Securities |
| JEFFERIES GROUP INC            SR DEB 6.25%36   | 2036-01-15      | 6.2500%  | 0.0000% | $20000.00          | $21146.32          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 8%37       | 2037-08-31      | 1.4343%  | 0.0000% | $15000.00          | $10900.44          | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  FR 6.5%063045    | 2045-06-30      | 6.5000%  | 0.0000% | $10000.00          | $9916.00           | Corporate Debt Securities |
| JPMORGAN CHASE & CO            VR 110217-011587 | 2087-01-15      | 5.4775%  | 0.0000% | $22156000.00       | $20469198.65       | Corporate Debt Securities |
| JPMORGAN CHASE & CO            ALT TIER I PERP  | 2099-12-31      | 7.1175%  | 0.0000% | $15000.00          | $15248.14          | Corporate Debt Securities |
| KIMCO REALTY CORP              SR GLBL NT6.4%34 | 2034-03-01      | 6.4000%  | 0.0000% | $17228000.00       | $19047027.95       | Corporate Debt Securities |
| KIMCO RLTY OP LLC              SR GLBL NT5.3%36 | 2036-02-01      | 5.3000%  | 0.0000% | $500000.00         | $501214.44         | Corporate Debt Securities |
| KINROSS GOLD CORP              SR GLBL NT 33    | 2033-07-15      | 6.2500%  | 0.0000% | $3620000.00        | $3991614.12        | Corporate Debt Securities |
| KYNDRYL HLDGS INC              SR GLBL NT4.1%41 | 2041-10-15      | 4.1000%  | 0.0000% | $7275000.00        | $5793458.38        | Corporate Debt Securities |
| LPL HLDGS INC                  SR GLBL NT 6%34  | 2034-05-20      | 6.0000%  | 0.0000% | $725000.00         | $751438.33         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 51    | 2051-04-01      | 3.6250%  | 0.0000% | $263000.00         | $176349.86         | Corporate Debt Securities |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 35    | 2035-05-15      | 6.1500%  | 0.0000% | $1105000.00        | $1150445.89        | Corporate Debt Securities |
| LAZARD LLC                     SR GLBL NT 29    | 2029-03-11      | 4.3750%  | 0.0000% | $1125000.00        | $1125446.09        | Corporate Debt Securities |
| JEFFERIES FINANCIAL GROUP INC  SR NT 6.625%43   | 2043-10-23      | 6.6250%  | 0.0000% | $50000.00          | $51244.49          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          SR NT 7%40       | 2040-06-15      | 7.0000%  | 0.0000% | $11000000.00       | $12138353.34       | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 66    | 2066-05-17      | 6.9435%  | 0.0000% | $21000.00          | $18058.67          | Corporate Debt Securities |
| LINCOLN NATL CORP IND          LW TIER II 67    | 2067-04-20      | 6.5711%  | 0.0000% | $25000.00          | $21108.38          | Corporate Debt Securities |
| LOWES COS INC                  SR GLBL NT3.5%51 | 2051-04-01      | 3.5000%  | 0.0000% | $994000.00         | $679640.32         | Corporate Debt Securities |
| MPLX LP                        SR GLBL NT 52    | 2052-03-14      | 4.9500%  | 0.0000% | $300000.00         | $250069.50         | Corporate Debt Securities |
| MAPLE GROVE FDG TR I           SR 144A NT 51    | 2051-08-15      | 4.1610%  | 0.0000% | $2499000.00        | $1720545.88        | Corporate Debt Securities |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37 | 2037-04-15      | 5.5000%  | 0.0000% | $1050000.00        | $1064998.67        | Corporate Debt Securities |
| MATTEL INC                     SR NT 5.45%41    | 2041-11-01      | 5.4500%  | 0.0000% | $961000.00         | $856896.74         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.875%120945  | 2045-12-09      | 4.8750%  | 0.0000% | $1644000.00        | $1472586.29        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 2.125%030130  | 2030-03-01      | 2.1250%  | 0.0000% | $1109000.00        | $1012455.24        | Corporate Debt Securities |
| MCDONALDS CORP                 FR 4.2%040150    | 2050-04-01      | 4.2000%  | 0.0000% | $1200000.00        | $955768.00         | Corporate Debt Securities |
| MCDONALDS CORP                 FR 5.15%090952   | 2052-09-09      | 5.1500%  | 0.0000% | $5005000.00        | $4622914.13        | Corporate Debt Securities |
| MCKESSON CORP                  SR GLBL NT 30    | 2030-05-30      | 4.6500%  | 0.0000% | $4650000.00        | $4698429.75        | Corporate Debt Securities |
| MERCK & CO INC                 SR GLBL NT 50    | 2050-06-24      | 2.4500%  | 0.0000% | $2257000.00        | $1300366.79        | Corporate Debt Securities |
| MICRON TECHNOLOGY INC          SR GLBL NT 29    | 2029-02-06      | 5.3270%  | 0.0000% | $1150000.00        | $1198332.20        | Corporate Debt Securities |
| MILEAGE PLUS HLDGS/ MILEAGE    SR SEC GLBL 27   | 2027-06-20      | 6.5000%  | 0.0000% | $6870869.00        | $2757102.61        | Corporate Debt Securities |
| MONDELEZ INTL INC              SR GLBL NT4.5%30 | 2030-05-06      | 4.5000%  | 0.0000% | $5000000.00        | $5018050.00        | Corporate Debt Securities |
| MONTEFIORE MED CTR NEW YORK    -2018C SNK BD 48 | 2048-11-01      | 5.2460%  | 0.0000% | $1926000.00        | $1568741.66        | Corporate Debt Securities |
| MORGAN STANLEY                 FR 2.484%091636  | 2036-09-16      | 2.4840%  | 0.0000% | $4000000.00        | $3411944.00        | Corporate Debt Securities |
| MORGAN STANLEY                 PERP JR GLBL -M  | 2099-12-31      | 5.8750%  | 0.0000% | $18000.00          | $18385.66          | Corporate Debt Securities |
| MORGAN STANLEY DIRECT LENDING  SR GLBL NT 6%30  | 2030-05-19      | 6.0000%  | 0.0000% | $463000.00         | $467835.26         | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT5.6%32 | 2032-06-01      | 5.6000%  | 0.0000% | $2000000.00        | $2083222.22        | Corporate Debt Securities |
| MOTOROLA SOLUTIONS INC         SR GLBL NT 35    | 2035-08-15      | 5.5500%  | 0.0000% | $133000.00         | $135063.94         | Corporate Debt Securities |
| THE MOUNT SINAI HOSPITAL       -2017 3.981%48   | 2048-07-01      | 3.9810%  | 0.0000% | $77000.00          | $56117.94          | Corporate Debt Securities |
| THE MOUNT SINAI HOSPITAL       SR -2020 BD 50   | 2050-07-01      | 3.3910%  | 0.0000% | $3000000.00        | $1867022.42        | Corporate Debt Securities |
| NXP B V / NXP FDG LLC / NXP US SR GLBL NT4.3%29 | 2029-06-18      | 4.3000%  | 0.0000% | $1059000.00        | $1048392.35        | Corporate Debt Securities |
| NASDAQ INC                     CR SEN SR GLBL53 | 2053-08-15      | 5.9500%  | 0.0000% | $2656000.00        | $2740733.04        | Corporate Debt Securities |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL27 | 2027-09-15      | 3.9500%  | 0.0000% | $8790000.00        | $8740871.22        | Corporate Debt Securities |
| NATIONAL FUEL GAS CO           CR SEN SR GLBL28 | 2028-09-01      | 4.7500%  | 0.0000% | $2740000.00        | $2778199.41        | Corporate Debt Securities |
| DIAMONDBACK ENERGY INC         SR GLBL NT 54    | 2054-04-18      | 5.7500%  | 0.0000% | $7688000.00        | $7132080.72        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SR GLBL NT 34    | 2034-11-02      | 7.9640%  | 0.0000% | $9848000.00        | $11524729.23       | Corporate Debt Securities |
| DOMINION ENERGY INC            SR -C NT 4.05%42 | 2042-09-15      | 4.0500%  | 0.0000% | $824000.00         | $653829.58         | Corporate Debt Securities |
| DOMINION ENERGY INC            SR GLBL -B NT 35 | 2035-03-15      | 5.4500%  | 0.0000% | $8913000.00        | $9093322.37        | Corporate Debt Securities |
| DOW CHEMICAL CO                SR GLBL NT 55    | 2055-03-15      | 5.9500%  | 0.0000% | $1280000.00        | $1226733.16        | Corporate Debt Securities |
| DOW CHEMICAL CO                FR 5.75%111554   | 2054-11-15      | 5.7500%  | 0.0000% | $50000.00          | $46499.88          | Corporate Debt Securities |
| KEURIG DR PEPPER INC           SR GLBL NT 46    | 2046-12-15      | 4.4200%  | 0.0000% | $900000.00         | $730063.50         | Corporate Debt Securities |
| DUKE ENERGY CORP NEW           SR GLBL NT 47    | 2047-08-15      | 3.9500%  | 0.0000% | $241000.00         | $182885.86         | Corporate Debt Securities |
| DUKE ENERGY CAROLINAS LLC      1M GLBL -B BD 38 | 2038-04-15      | 6.0500%  | 0.0000% | $8283000.00        | $8902934.24        | Corporate Debt Securities |
| ERAC USA FINANCE COMPANY       SR GLBL 144A 37  | 2037-10-15      | 7.0000%  | 0.0000% | $1500000.00        | $1735751.67        | Corporate Debt Securities |
| EQT CORP                       SR GLBL 144A 29  | 2029-01-15      | 4.5000%  | 0.0000% | $1433000.00        | $1442507.96        | Corporate Debt Securities |
| ENBRIDGE INC                   SUB GLBL NT 55   | 2055-03-15      | 7.3750%  | 0.0000% | $60000.00          | $63300.03          | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 45    | 2045-12-15      | 6.1250%  | 0.0000% | $2075000.00        | $2024893.07        | Corporate Debt Securities |
| ENERGY TRANSFER L P            SR GLBL NT 33    | 2033-12-01      | 6.5500%  | 0.0000% | $3835000.00        | $4159120.35        | Corporate Debt Securities |
| ENEL FIN INTL N.V.             GLBL 144A NT 29  | 2029-06-26      | 5.1250%  | 0.0000% | $22241000.00       | $22641548.05       | Corporate Debt Securities |
| ENSTAR FINANCE LLC             JR SB GLBL NT 40 | 2040-09-01      | 5.7500%  | 0.0000% | $59000.00          | $60054.74          | Corporate Debt Securities |
| EQUITABLE HLDGS INC            PERP SUB GLBL NT | 2500-12-31      | 4.9500%  | 0.0000% | $65000.00          | $64912.41          | Corporate Debt Securities |
| EQUITABLE HLDGS INC            JR SB GLBL NT 55 | 2055-03-28      | 6.7000%  | 0.0000% | $13000.00          | $13489.51          | Corporate Debt Securities |
| EXELON CORP                    SR GLBL NT 35    | 2035-06-15      | 4.9500%  | 0.0000% | $370000.00         | $358519.83         | Corporate Debt Securities |
| FMC CORP                       GLBL NT 5.65%33  | 2033-05-18      | 5.6500%  | 0.0000% | $930000.00         | $920078.45         | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -C 67 | 2067-06-15      | 6.7051%  | 0.0000% | $35000.00          | $32624.11          | Corporate Debt Securities |
| META PLATFORMS INC             GLBL NT 4.45%52  | 2052-08-15      | 4.4500%  | 0.0000% | $2894000.00        | $2464581.04        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL NT 50    | 2050-05-15      | 5.2500%  | 0.0000% | $108000.00         | $95018.67          | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 45  | 2045-11-15      | 4.7500%  | 0.0000% | $2270000.00        | $1891494.52        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 47  | 2047-01-15      | 4.4000%  | 0.0000% | $2058000.00        | $1647463.30        | Corporate Debt Securities |
| FEDEX CORP                     SR GLBL 144A 48  | 2048-02-15      | 4.0500%  | 0.0000% | $3494000.00        | $2616612.92        | Corporate Debt Securities |
| FIRST CTZNS BANCSHARES INC DEL SR GLBL NT 31    | 2031-03-12      | 5.2310%  | 0.0000% | $3000000.00        | $3056049.00        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT4.4%49 | 2049-07-01      | 4.4000%  | 0.0000% | $6536000.00        | $5431989.72        | Corporate Debt Securities |
| FISERV INC                     SR GLBL NT 34    | 2034-03-15      | 5.4500%  | 0.0000% | $1253000.00        | $1295872.44        | Corporate Debt Securities |
| FLEXTRONICS INTL LTD           SR GLBL NT 32    | 2032-01-15      | 5.2500%  | 0.0000% | $3000000.00        | $3095857.50        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT32 | 2032-01-25      | 6.1500%  | 0.0000% | $9447000.00        | $10164964.13       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT38 | 2038-01-25      | 6.4000%  | 0.0000% | $2032000.00        | $2186829.37        | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT33 | 2033-01-25      | 5.9000%  | 0.0000% | $11723000.00       | $12387882.97       | Corporate Debt Securities |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37 | 2037-01-25      | 6.2000%  | 0.0000% | $1100000.00        | $1161113.56        | Corporate Debt Securities |
| FREEPORT MCMORAN INC           SR GLBL NT 43    | 2043-03-15      | 5.4500%  | 0.0000% | $1619000.00        | $1548388.66        | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT3.5%51 | 2051-05-20      | 3.5000%  | 0.0000% | $240000.00         | $165839.73         | Corporate Debt Securities |
| ALLY FINL INC                  SR NT 8%31       | 2031-11-01      | 8.0000%  | 0.0000% | $1190000.00        | $1356613.22        | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL FL NT 27 | 2027-02-26      | 5.4248%  | 0.0000% | $786000.00         | $786587.44         | Corporate Debt Securities |
| GENERAL MTRS FINL CO INC       SR GLBL NT 30    | 2030-01-07      | 5.3500%  | 0.0000% | $2403000.00        | $2488498.07        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   SR GLBL 71 DB 33 | 2033-02-28      | 5.0500%  | 0.0000% | $1800000.00        | $1839625.00        | Corporate Debt Securities |
| NEXTERA ENERGY CAP HLDGS INC   JR SB GLBL -Q 54 | 2054-09-01      | 6.7000%  | 0.0000% | $32000.00          | $33516.07          | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            GLBL NT 4.05%52  | 2052-08-15      | 4.0500%  | 0.0000% | $500000.00         | $389433.75         | Corporate Debt Securities |
| NORFOLK SOUTHN CORP            SR GLBL NT 29    | 2029-11-01      | 2.5500%  | 0.0000% | $88000.00          | $81824.09          | Corporate Debt Securities |
| NORTHROP GRUMMAN CORP          SR GLBL NT4.9%34 | 2034-06-01      | 4.9000%  | 0.0000% | $3080000.00        | $3067794.64        | Corporate Debt Securities |
| OREILLY AUTOMOTIVE INC         SR GLBL NT4.2%30 | 2030-04-01      | 4.2000%  | 0.0000% | $7390000.00        | $7367485.13        | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2020A 50 | 2050-08-01      | 3.7500%  | 0.0000% | $270000.00         | $190439.32         | Corporate Debt Securities |
| OGLETHORPE POWER CORP          1M GLBL 2023A 53 | 2053-12-01      | 6.2000%  | 0.0000% | $563000.00         | $570985.84         | Corporate Debt Securities |
| ONCOR ELEC DELIVERY CO LLC     SR SEC 144A NT35 | 2035-04-01      | 5.3500%  | 0.0000% | $6000000.00        | $6173286.67        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT5.2%48 | 2048-07-15      | 5.2000%  | 0.0000% | $632000.00         | $557438.75         | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 53    | 2053-09-01      | 6.6250%  | 0.0000% | $1485000.00        | $1556204.72        | Corporate Debt Securities |
| ONEOK INC NEW                  SR GLBL NT 50    | 2050-03-01      | 3.9500%  | 0.0000% | $1384000.00        | $989846.41         | Corporate Debt Securities |
| ONEOK PARTNERS LP              SR GLBL NT 36    | 2036-10-01      | 6.6500%  | 0.0000% | $645000.00         | $698606.13         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT6.5%38 | 2038-04-15      | 6.5000%  | 0.0000% | $412000.00         | $450691.61         | Corporate Debt Securities |
| NATIONAL RURAL UTILS COOP FIN  SB NT FXD/FLT 46 | 2046-04-20      | 5.2500%  | 0.0000% | $82000.00          | $82249.14          | Corporate Debt Securities |
| NATIONWIDE BLDG SOC GLOBAL COV SNR NPF 144A 28  | 2028-02-16      | 5.6652%  | 0.0000% | $350000.00         | $354107.50         | Corporate Debt Securities |
| NATWEST GROUP PLC              SR GLBL COCO 28  | 2028-03-01      | 5.6377%  | 0.0000% | $968000.00         | $977035.49         | Corporate Debt Securities |
| NETAPP INC                     SR GLBL NT2.7%30 | 2030-06-22      | 2.7000%  | 0.0000% | $1392000.00        | $1269726.72        | Corporate Debt Securities |
| NEWMONT CORP/NEWCREST FIN P    SR GLBL NT 34    | 2034-03-15      | 5.3500%  | 0.0000% | $1510000.00        | $1566299.09        | Corporate Debt Securities |
| NEWS CORP NEW                  SR GLBL 144A 29  | 2029-05-15      | 3.8750%  | 0.0000% | $1984000.00        | $1909547.92        | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -I NT 47 | 2047-12-01      | 3.7500%  | 0.0000% | $910000.00         | $684075.06         | Corporate Debt Securities |
| AEP TRANSMISSION CO LLC        SR GLBL -N NT 51 | 2051-08-15      | 2.7500%  | 0.0000% | $1727000.00        | $1061418.52        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 37    | 2037-03-01      | 5.2500%  | 0.0000% | $892000.00         | $900156.60         | Corporate Debt Securities |
| AT&T INC                       GLBL NT 3.65%51  | 2051-06-01      | 3.6500%  | 0.0000% | $569000.00         | $400359.94         | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT3.5%53 | 2053-09-15      | 3.5000%  | 0.0000% | $2790000.00        | $1893986.85        | Corporate Debt Securities |
| AT&T INC                       SR GLBL NT 59    | 2059-09-15      | 3.6500%  | 0.0000% | $3317000.00        | $2227351.68        | Corporate Debt Securities |
| AT&T INC                       GLBL NT 1.7%26   | 2026-03-25      | 1.7000%  | 0.0000% | $6980000.00        | $6868572.05        | Corporate Debt Securities |
| ACCIDENT FD INS CO OF AMER     144A NT 8.5%32   | 2032-08-01      | 8.5000%  | 0.0000% | $1750000.00        | $1789585.97        | Corporate Debt Securities |
| AERCAP IRELAND CAP DESIGNATED  SR GLBL NT 3%28  | 2028-10-29      | 3.0000%  | 0.0000% | $6976000.00        | $6668590.93        | Corporate Debt Securities |
| AIRCASTLE LTD                  SR GLBL 144A 28  | 2028-01-26      | 2.8500%  | 0.0000% | $10000000.00       | $9630016.67        | Corporate Debt Securities |
| OVINTIV INC                    SR NT 7.375%31   | 2031-11-01      | 7.3750%  | 0.0000% | $1000000.00        | $1098196.81        | Corporate Debt Securities |
| HOWMET AEROSPACE INC           SR GLBL NT 37    | 2037-02-01      | 5.9500%  | 0.0000% | $10000.00          | $10825.16          | Corporate Debt Securities |
| ALLY FINL INC                  FR 6%061535      | 2035-06-15      | 6.0000%  | 0.0000% | $1532000.00        | $1514622.01        | Corporate Debt Securities |
| ALTRIA GROUP INC               CR SEN SR GLBL39 | 2039-02-06      | 10.2000% | 0.0000% | $2101000.00        | $2957535.68        | Corporate Debt Securities |
| ALTRIA GROUP INC               4.8%29           | 2029-02-14      | 4.8000%  | 0.0000% | $3250000.00        | $3339418.33        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 32    | 2032-02-04      | 2.4500%  | 0.0000% | $7028000.00        | $6102103.95        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT3.4%41 | 2041-02-04      | 3.4000%  | 0.0000% | $500000.00         | $375414.44         | Corporate Debt Securities |
| ALTRIA GROUP INC               SR NT 6.875%33   | 2033-11-01      | 6.8750%  | 0.0000% | $1064000.00        | $1195965.11        | Corporate Debt Securities |
| ALTRIA GROUP INC               SR GLBL NT 35    | 2035-02-06      | 5.6250%  | 0.0000% | $1447000.00        | $1502535.86        | Corporate Debt Securities |
| AMAZON COM INC                 SR GLBL NT3.1%51 | 2051-05-12      | 3.1000%  | 0.0000% | $4151000.00        | $2781349.88        | Corporate Debt Securities |
| AMCOR FLEXIBLES NORTH AMER INC SR GLBL 144A 28  | 2028-03-17      | 4.8000%  | 0.0000% | $1900000.00        | $1936562.33        | Corporate Debt Securities |
| AMERICA MOVIL SAB DE CV        SR NT 6.125%37   | 2037-11-15      | 6.1250%  | 0.0000% | $518000.00         | $548844.96         | Corporate Debt Securities |
| AMERICAN FINANCIAL GROUP INC   SR GLBL NT4.5%47 | 2047-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $1605770.00        | Corporate Debt Securities |
| AMERICAN HONDA FIN CORP MTN    FR 4.9%070927    | 2027-07-09      | 4.9000%  | 0.0000% | $2329000.00        | $2409105.96        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 50    | 2050-05-01      | 3.4500%  | 0.0000% | $1939000.00        | $1362679.11        | Corporate Debt Securities |
| AMERICAN WTR CAP CORP          SR GLBL NT 35    | 2035-03-01      | 5.2500%  | 0.0000% | $1000.00           | $1026.44           | Corporate Debt Securities |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT5.6%32 | 2032-05-15      | 5.6000%  | 0.0000% | $2900000.00        | $2945075.67        | Corporate Debt Securities |
| AMFAM HOLDINGS INC             SR GLBL 144A 51  | 2051-03-11      | 3.8330%  | 0.0000% | $100000.00         | $63830.55          | Corporate Debt Securities |
| AMGEN INC                      SR NT 4.95%41    | 2041-10-01      | 4.9500%  | 0.0000% | $1616000.00        | $1486732.12        | Corporate Debt Securities |
| AMGEN INC                      SR GLBL NT 53    | 2053-03-02      | 5.6500%  | 0.0000% | $8113000.00        | $7988542.07        | Corporate Debt Securities |
| ELEVANCE HEALTH INC            GLBL NT 4.55%48  | 2048-03-01      | 4.5500%  | 0.0000% | $894000.00         | $751836.37         | Corporate Debt Securities |
| ELEVANCE HEALTH INC            SR GLBL NT3.7%49 | 2049-09-15      | 3.7000%  | 0.0000% | $4285000.00        | $3091206.14        | Corporate Debt Securities |
| AON CORP / AON GLOBAL HLDGS    GLBL NT 3.9%52   | 2052-02-28      | 3.9000%  | 0.0000% | $704000.00         | $524991.57         | Corporate Debt Securities |
| AON NORTH AMERICA INC.         SR GLBL NT 34    | 2034-03-01      | 5.4500%  | 0.0000% | $2000000.00        | $2080790.56        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL NT 49    | 2049-07-01      | 5.3500%  | 0.0000% | $1440000.00        | $1167827.60        | Corporate Debt Securities |
| APA CORPORATION                SR GLBL 144A 35  | 2035-02-15      | 6.1000%  | 0.0000% | $1000000.00        | $1003335.56        | Corporate Debt Securities |
| APPALACHIAN PWR CO             SR -U NT 4.4%44  | 2044-05-15      | 4.4000%  | 0.0000% | $358000.00         | $290069.50         | Corporate Debt Securities |
| APPLE INC                      SR NT 4.375%45   | 2045-05-13      | 4.3750%  | 0.0000% | $5779000.00        | $5079751.44        | Corporate Debt Securities |
| APPLE INC                      SR GLBL NT 51    | 2051-02-08      | 2.6500%  | 0.0000% | $884000.00         | $551954.38         | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT 29    | 2029-03-15      | 4.3500%  | 0.0000% | $1000000.00        | $995557.50         | Corporate Debt Securities |
| APTIV PLC                      SR GLBL NT5.4%49 | 2049-03-15      | 5.4000%  | 0.0000% | $280000.00         | $242384.80         | Corporate Debt Securities |
| ARES MANAGEMENT CORPORATION    GLBL NT 5.6%54   | 2054-10-11      | 5.6000%  | 0.0000% | $1000000.00        | $948058.89         | Corporate Debt Securities |
| GALLAGHER ARTHUR J & CO        SR GLBL NT 54    | 2054-02-15      | 6.7500%  | 0.0000% | $4745000.00        | $5324139.11        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 51    | 2051-05-25      | 3.9500%  | 0.0000% | $2668000.00        | $1877445.66        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 52    | 2052-05-15      | 3.4500%  | 0.0000% | $1890000.00        | $1189343.93        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 33    | 2033-02-01      | 6.6500%  | 0.0000% | $2178000.00        | $2405695.98        | Corporate Debt Securities |
| ATHENE HOLDING LTD             SR GLBL NT 55    | 2055-05-19      | 6.6250%  | 0.0000% | $1000000.00        | $1027375.14        | Corporate Debt Securities |
| ATHENE HOLDING LTD             JR SB GLBL DB 55 | 2055-06-28      | 6.8750%  | 0.0000% | $3215000.00        | $3185174.18        | Corporate Debt Securities |
| ATMOS ENERGY CORP              SR GLBL NT5.2%35 | 2035-08-15      | 5.2000%  | 0.0000% | $3912000.00        | $3946925.47        | Corporate Debt Securities |
| AUTONATION INC                 SR GLBL NT 35    | 2035-03-15      | 5.8900%  | 0.0000% | $2510000.00        | $2585387.85        | Corporate Debt Securities |
| EQUITABLE HLDGS INC            SR GLBL NT 5%48  | 2048-04-20      | 5.0000%  | 0.0000% | $1767000.00        | $1562933.10        | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 43    | 2043-08-02      | 7.0790%  | 0.0000% | $490000.00         | $551388.45         | Corporate Debt Securities |
| BAE SYSTEMS PLC                GLBL 144A NT3%50 | 2050-09-15      | 3.0000%  | 0.0000% | $490000.00         | $320455.10         | Corporate Debt Securities |
| BAT CAPITAL CORP               4.39%37          | 2037-08-15      | 4.3900%  | 0.0000% | $1000000.00        | $904742.50         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 47    | 2047-08-15      | 4.5400%  | 0.0000% | $3075000.00        | $2510322.38        | Corporate Debt Securities |
| BAT CAPITAL CORP               FR 4.758%090649  | 2049-09-06      | 4.7580%  | 0.0000% | $370000.00         | $308423.49         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 32    | 2032-10-19      | 7.7500%  | 0.0000% | $1743000.00        | $2034228.67        | Corporate Debt Securities |
| BAT CAPITAL CORP               GLBL NT 5.834%31 | 2031-02-20      | 5.8340%  | 0.0000% | $653000.00         | $699681.16         | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 35    | 2035-08-15      | 5.6250%  | 0.0000% | $14308000.00       | $14721626.39       | Corporate Debt Securities |
| BAT CAPITAL CORP               SR GLBL NT 55    | 2055-08-15      | 6.2500%  | 0.0000% | $2497000.00        | $2552149.71        | Corporate Debt Securities |
| BP CAP MKTS P L C              PERP SUB GLBL NT | 2079-12-31      | 4.8750%  | 0.0000% | $27000.00          | $26779.50          | Corporate Debt Securities |
| BPCE                           FR 6.915%011446  | 2046-01-14      | 6.9150%  | 0.0000% | $1995000.00        | $2128975.89        | Corporate Debt Securities |
| BANCO BILBAO VIZCAYA ARGENTARI SNR PREF GLBL 29 | 2029-03-13      | 5.3810%  | 0.0000% | $4000000.00        | $4177774.11        | Corporate Debt Securities |
| BANK AMERICA CORP              PERP GLBL -RR NT | 2500-12-31      | 4.3750%  | 0.0000% | $85000.00          | $83955.03          | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.482%092136  | 2036-09-21      | 2.4820%  | 0.0000% | $1339000.00        | $1140366.71        | Corporate Debt Securities |
| BANK AMERICA CORP              FR 2.972%020433  | 2033-02-04      | 2.9720%  | 0.0000% | $24277000.00       | $21949639.54       | Corporate Debt Securities |
| BANK MONTREAL MEDIUM           ALT TIER I GLBL  | 2084-05-26      | 7.7000%  | 0.0000% | $2633000.00        | $2739352.72        | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB GLBL -F | 2099-12-31      | 4.6250%  | 0.0000% | $30000.00          | $30137.62          | Corporate Debt Securities |
| BANK NEW YORK MELLON CORP      PERP SUB -I NT   | 2079-12-31      | 3.7500%  | 0.0000% | $200000.00         | $195014.33         | Corporate Debt Securities |
| BANK NEW ZEALAND               VR 012722-012727 | 2027-01-27      | 5.1557%  | 0.0000% | $250000.00         | $252701.22         | Corporate Debt Securities |
| BANK NOVA SCOTIA B C           ALT TIER I PERP  | 2079-12-31      | 7.1513%  | 0.0000% | $14000.00          | $14067.94          | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL COCO 32  | 2032-03-10      | 2.6670%  | 0.0000% | $2350000.00        | $2099746.54        | Corporate Debt Securities |
| BARCLAYS PLC                   SR GLBL COCO 34  | 2034-09-13      | 6.6920%  | 0.0000% | $1050000.00        | $1162192.62        | Corporate Debt Securities |
| BARCLAYS PLC                   GLBL COCO 36     | 2036-02-25      | 5.7850%  | 0.0000% | $3214000.00        | $3326929.69        | Corporate Debt Securities |
| BARCLAYS BANK PLC              FR 10.25%032133  | 2033-03-21      | 0.0000%  | 0.0000% | $3000.00           | $2015.56           | Corporate Debt Securities |
| BAYER US FIN II LLC            GLBL 144A NT 28  | 2028-12-15      | 4.3750%  | 0.0000% | $1748000.00        | $1732884.90        | Corporate Debt Securities |
| BECTON DICKINSON & CO          SR GLBL NT 31    | 2031-02-11      | 1.9570%  | 0.0000% | $953000.00         | $832727.77         | Corporate Debt Securities |
| BELLSOUTH TELECOM              SR STEP DEB 95   | 2095-12-15      | 6.6500%  | 0.0000% | $15000.00          | $12915.76          | Corporate Debt Securities |
| BELROSE FDG TR II              SR 144A NT 55    | 2055-05-15      | 6.7920%  | 0.0000% | $2695000.00        | $2752744.87        | Corporate Debt Securities |
| BEREA COLLEGE                  GLBL 2021 SNK 71 | 2071-06-01      | 3.5920%  | 0.0000% | $1000.00           | $630.31            | Corporate Debt Securities |
| BIOGEN INC                     SR GLBL NT 55    | 2055-05-15      | 6.4500%  | 0.0000% | $490000.00         | $502470.50         | Corporate Debt Securities |
| BNP PARIBAS                    SNR NPF 144A 35  | 2035-02-20      | 5.7380%  | 0.0000% | $50000.00          | $52531.53          | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL50 | 2050-05-01      | 5.8050%  | 0.0000% | $861000.00         | $823704.71         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL30 | 2030-05-01      | 5.1500%  | 0.0000% | $2722000.00        | $2785505.02        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-01      | 2.7500%  | 0.0000% | $858000.00         | $857255.21         | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL26 | 2026-02-04      | 2.1960%  | 0.0000% | $4950000.00        | $4917062.70        | Corporate Debt Securities |
| BOEING CO                      CR SEN SR GLBL54 | 2054-05-01      | 6.8580%  | 0.0000% | $4810000.00        | $5261464.20        | Corporate Debt Securities |
| BOSTON SCIENTIFIC CORP         SR GLBL NT 39    | 2039-03-01      | 4.5500%  | 0.0000% | $2000000.00        | $1910460.56        | Corporate Debt Securities |
| BRIGHTHOUSE HLDGS LLC          PERP -A 144A NT  | 2037-09-27      | 6.5000%  | 0.0000% | $500000.00         | $258229.83         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 33  | 2033-04-15      | 3.4190%  | 0.0000% | $999000.00         | $908373.63         | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 36  | 2036-11-15      | 3.1870%  | 0.0000% | $1512000.00        | $1250837.91        | Corporate Debt Securities |
| BROADCOM INC                   SR GLBL 144A 32  | 2032-04-15      | 4.1500%  | 0.0000% | $56000.00          | $54222.33          | Corporate Debt Securities |
| BROOKFIELD ASSET MANAGMT LTD   SR GLBL NT 35    | 2035-04-24      | 5.7950%  | 0.0000% | $562000.00         | $579789.64         | Corporate Debt Securities |
| BUNGE LTD FIN CORP             GLBL NT 4.2%29   | 2029-09-17      | 4.2000%  | 0.0000% | $3249000.00        | $3246097.56        | Corporate Debt Securities |
| CB RICHARD ELLIS SVCS INC      SR GLBL NT5.5%29 | 2029-04-01      | 5.5000%  | 0.0000% | $1125000.00        | $1175936.87        | Corporate Debt Securities |
| CF INDS INC                    SR NT 5.375%44   | 2044-03-15      | 5.3750%  | 0.0000% | $2935000.00        | $2746945.99        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 28    | 2028-10-15      | 4.3750%  | 0.0000% | $2452000.00        | $2472142.16        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.2%40 | 2040-03-15      | 3.2000%  | 0.0000% | $1578000.00        | $1212950.74        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 31    | 2031-03-15      | 2.3750%  | 0.0000% | $14993000.00       | $13390354.50       | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT3.4%51 | 2051-03-15      | 3.4000%  | 0.0000% | $625000.00         | $419416.67         | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 5%29  | 2029-05-15      | 5.0000%  | 0.0000% | $4421000.00        | $4539571.22        | Corporate Debt Securities |
| THE CIGNA GROUP                SR GLBL NT 34    | 2034-02-15      | 5.2500%  | 0.0000% | $4100000.00        | $4224260.75        | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT 29    | 2029-03-15      | 4.2500%  | 0.0000% | $840000.00         | $848656.90         | Corporate Debt Securities |
| CSX CORP                       SR GLBL NT2.5%51 | 2051-05-15      | 2.5000%  | 0.0000% | $555000.00         | $318361.88         | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 39    | 2039-09-15      | 6.1250%  | 0.0000% | $1365000.00        | $1411839.41        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 29    | 2029-08-15      | 3.2500%  | 0.0000% | $12343000.00       | $11858876.68       | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 40    | 2040-04-01      | 4.1250%  | 0.0000% | $2419000.00        | $2025181.76        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT 50    | 2050-04-01      | 4.2500%  | 0.0000% | $2233000.00        | $1694103.29        | Corporate Debt Securities |
| CVS HEALTH CORP                SR GLBL NT5.3%33 | 2033-06-01      | 5.3000%  | 0.0000% | $1140000.00        | $1148503.77        | Corporate Debt Securities |
| CAIXABANK S A                  SNR NPF 144A 35  | 2035-06-15      | 6.0370%  | 0.0000% | $2880000.00        | $3002761.20        | Corporate Debt Securities |
| CANADIAN IMPERIAL BK COMM      JR SB GLBL       | 2085-01-28      | 6.9500%  | 0.0000% | $1114000.00        | $1127534.48        | Corporate Debt Securities |
| CANADIAN PAC RY CO NEW         SR GLBL NT 3%41  | 2041-12-02      | 3.0000%  | 0.0000% | $2608000.00        | $1885592.69        | Corporate Debt Securities |
| CAPITAL ONE FINL CORP          SUB GLBL NT 36   | 2036-01-30      | 6.1830%  | 0.0000% | $485000.00         | $504061.71         | Corporate Debt Securities |
| CARRIER GLOBAL CORPORATION     GLBL NT 5.9%34   | 2034-03-15      | 5.9000%  | 0.0000% | $11050000.00       | $11888124.08       | Corporate Debt Securities |
| CATERPILLAR INC                SR GLBL NT5.5%55 | 2055-05-15      | 5.5000%  | 0.0000% | $5909000.00        | $5868080.17        | Corporate Debt Securities |
| CATERPILLAR FINL SVCS MTNS BE  FR 4.7%111529    | 2029-11-15      | 4.7000%  | 0.0000% | $2923000.00        | $2989279.02        | Corporate Debt Securities |
| CISCO SYS INC                  SR GLBL NT5.3%54 | 2054-02-26      | 5.3000%  | 0.0000% | $1315000.00        | $1284249.46        | Corporate Debt Securities |
| CITIGROUP INC                  FR 2.9%031527    | 2027-03-15      | 2.9000%  | 0.0000% | $25000.00          | $24488.96          | Corporate Debt Securities |
| CITIGROUP INC                  SUB GLBL NT 32   | 2032-06-15      | 6.6250%  | 0.0000% | $1000000.00        | $1089230.42        | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 27 | 2027-09-29      | 4.4500%  | 0.0000% | $60000.00          | $60653.32          | Corporate Debt Securities |
| CITIGROUP INC                  JR SB GLBL NT 28 | 2028-07-25      | 4.1250%  | 0.0000% | $1000.00           | $1009.21           | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 45    | 2045-05-15      | 4.1250%  | 0.0000% | $1715000.00        | $1352408.27        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 4%47  | 2047-11-15      | 4.0000%  | 0.0000% | $1275000.00        | $971154.75         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT3.6%50 | 2050-04-01      | 3.6000%  | 0.0000% | $7569000.00        | $5295726.54        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 51    | 2051-03-25      | 3.9500%  | 0.0000% | $2897000.00        | $2140574.79        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 32    | 2032-11-09      | 6.2500%  | 0.0000% | $943000.00         | $1024262.24        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 53    | 2053-02-06      | 5.5500%  | 0.0000% | $998000.00         | $948379.44         | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT4.7%34 | 2034-09-27      | 4.7000%  | 0.0000% | $16623000.00       | $16230558.68       | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 54    | 2054-09-27      | 5.3750%  | 0.0000% | $2397000.00        | $2197414.79        | Corporate Debt Securities |
| ORACLE CORP                    SR GLBL NT 32    | 2032-02-03      | 5.2500%  | 0.0000% | $3000000.00        | $3131122.50        | Corporate Debt Securities |
| OVERSEA CHINESE BK             FR 1.832%091030  | 2030-09-10      | 1.8320%  | 0.0000% | $2000000.00        | $2000135.56        | Corporate Debt Securities |
| OWENS CORNING NEW              SR GLBL NT4.3%47 | 2047-07-15      | 4.3000%  | 0.0000% | $1540000.00        | $1261950.43        | Corporate Debt Securities |
| PECO ENERGY CO                 1M GLBL BD3.9%48 | 2048-03-01      | 3.9000%  | 0.0000% | $5310000.00        | $4170217.35        | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 3.4000%  | 0.0000% | $4000.00           | $3854.71           | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP JR SB GLBL  | 2079-12-31      | 6.0000%  | 0.0000% | $50000.00          | $50691.50          | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP SUB GLBL -V | 2500-12-31      | 6.2000%  | 0.0000% | $736000.00         | $752120.85         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 27    | 2027-01-26      | 4.7580%  | 0.0000% | $138000.00         | $140984.07         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        PERP -W NT 6.25% | 2079-12-31      | 6.2500%  | 0.0000% | $951000.00         | $975197.40         | Corporate Debt Securities |
| PNC FINL SVCS GROUP INC        SR GLBL NT 36    | 2036-01-29      | 5.5750%  | 0.0000% | $1316000.00        | $1379554.94        | Corporate Debt Securities |
| PPL CAP FDG INC                JR SB GLBL 67    | 2067-03-30      | 7.2222%  | 0.0000% | $40000.00          | $39793.60          | Corporate Debt Securities |
| PACCAR FINANCIAL CORP          FR 4.45%080627   | 2027-08-06      | 4.4500%  | 0.0000% | $95000.00          | $97697.05          | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 3.75%42    | 2042-08-15      | 3.7500%  | 0.0000% | $325000.00         | $234426.56         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          SR NT 4.6%43     | 2043-06-15      | 4.6000%  | 0.0000% | $365000.00         | $286907.03         | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD3.3%40 | 2040-08-01      | 3.3000%  | 0.0000% | $3332000.00        | $2408264.09        | Corporate Debt Securities |
| PACIFIC GAS & ELEC CO          1M GLBL BD 33    | 2033-01-15      | 6.1500%  | 0.0000% | $19000.00          | $20036.59          | Corporate Debt Securities |
| PACIFICORP                     JR SB GLBL NT 55 | 2055-09-15      | 7.3750%  | 0.0000% | $102000.00         | $107415.80         | Corporate Debt Securities |
| PARTNERRE FINANCE B LLC        JR SB GLBL NT 50 | 2050-10-01      | 4.5000%  | 0.0000% | $40000.00          | $37905.40          | Corporate Debt Securities |
| PEACHTREE CORNERS FDG TR       SR 144A NT 35    | 2035-05-15      | 6.0120%  | 0.0000% | $3000000.00        | $3081099.00        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 29    | 2029-11-01      | 4.6250%  | 0.0000% | $1245000.00        | $1264222.63        | Corporate Debt Securities |
| PHILIP MORRIS INTL INC         SR GLBL NT 35    | 2035-04-30      | 4.8750%  | 0.0000% | $4331000.00        | $4282947.55        | Corporate Debt Securities |
| PHILLIPS EDISON GROCERY CTR OP SR GLBL NT 32    | 2032-08-15      | 5.2500%  | 0.0000% | $3500000.00        | $3528230.42        | Corporate Debt Securities |
| PHILLIPS 66 CO                 SR GLBL NT5.3%33 | 2033-06-30      | 5.3000%  | 0.0000% | $3752000.00        | $3773086.24        | Corporate Debt Securities |
| PRUDENTIAL FINL INC            JR SB GLBL NT 53 | 2053-03-01      | 6.7500%  | 0.0000% | $120000.00         | $128255.10         | Corporate Debt Securities |
| PUBLIC SVC CO OKLA             SR GLBL -N NT 36 | 2036-01-15      | 5.4500%  | 0.0000% | $3000000.00        | $3005480.83        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.8%030146    | 2046-03-01      | 3.8000%  | 0.0000% | $3847000.00        | $3015821.45        | Corporate Debt Securities |
| PUBLIC SVC ELEC & GAS CO       FR 3.6%120147    | 2047-12-01      | 3.6000%  | 0.0000% | $334000.00         | $247884.78         | Corporate Debt Securities |
| PUBLIC SVC ENTERPRISE GROUP    SR GLBL NT 33    | 2033-10-15      | 6.1250%  | 0.0000% | $1786000.00        | $1911413.66        | Corporate Debt Securities |
| PUGET ENERGY INC               SR SEC NT 4.3%45 | 2045-05-20      | 4.3000%  | 0.0000% | $2000.00           | $1631.70           | Corporate Debt Securities |
| PULTE GROUP INC                SR GLBL NT 33    | 2033-05-15      | 6.3750%  | 0.0000% | $1717000.00        | $1849464.40        | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 41    | 2041-10-01      | 3.0500%  | 0.0000% | $23000.00          | $16502.74          | Corporate Debt Securities |
| QUANTA SVCS INC                SR GLBL NT 34    | 2034-08-09      | 5.2500%  | 0.0000% | $2685000.00        | $2764536.41        | Corporate Debt Securities |
| RADIAN GROUP INC               SR GLBL NT6.2%29 | 2029-05-15      | 6.2000%  | 0.0000% | $370000.00         | $386620.40         | Corporate Debt Securities |
| REALTY INCOME CORP             SR GLBL NT 35    | 2035-04-15      | 5.1250%  | 0.0000% | $4036000.00        | $4067314.88        | Corporate Debt Securities |
| REGIONS FINANCIAL CORP NEW     SR GLBL NT 35    | 2035-09-06      | 5.5020%  | 0.0000% | $16475000.00       | $16720197.43       | Corporate Debt Securities |
| RENTOKIL TERMINIX FUNDING LLC  SR 144A NT 5%30  | 2030-04-28      | 5.0000%  | 0.0000% | $200000.00         | $202772.22         | Corporate Debt Securities |
| REYNOLDS AMERICAN INC          SR GLBL NT5.7%35 | 2035-08-15      | 5.7000%  | 0.0000% | $574000.00         | $595522.13         | Corporate Debt Securities |
| RIO TINTO FIN USA PLC          SR GLBL NT 35    | 2035-03-14      | 5.2500%  | 0.0000% | $1348000.00        | $1384636.39        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT4.3%48 | 2048-02-15      | 4.3000%  | 0.0000% | $4055000.00        | $3300709.17        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT 49    | 2049-05-01      | 4.3500%  | 0.0000% | $2500000.00        | $2011622.92        | Corporate Debt Securities |
| ROGERS COMMUNICATIONS INC      SR GLBL NT3.7%49 | 2049-11-15      | 3.7000%  | 0.0000% | $671000.00         | $489772.97         | Corporate Debt Securities |
| ROPER TECHNOLOGIES INC         SR GLBL NT4.9%34 | 2034-10-15      | 4.9000%  | 0.0000% | $6000.00           | $5951.15           | Corporate Debt Securities |
| ROSS STORES INC                SR GLBL NT 31    | 2031-04-15      | 1.8750%  | 0.0000% | $2000000.00        | $1716312.50        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL NT3.7%28 | 2028-03-15      | 3.7000%  | 0.0000% | $5845000.00        | $5748917.94        | Corporate Debt Securities |
| ROYAL CARIBBEAN GROUP          SR GLBL 144A 27  | 2027-07-15      | 5.3750%  | 0.0000% | $2735000.00        | $2815587.91        | Corporate Debt Securities |
| SANTANDER HOLDINGS USA INC     GLBL NT 2.49%28  | 2028-01-06      | 2.4900%  | 0.0000% | $1900000.00        | $1860546.50        | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP JR SB GLBL  | 2079-12-31      | 4.0000%  | 0.0000% | $196000.00         | $181541.52         | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP SUB -I NT4% | 2079-12-31      | 4.0000%  | 0.0000% | $70000.00          | $69118.16          | Corporate Debt Securities |
| SCHWAB CHARLES CORP            PERP GLBL K NT5% | 2500-12-31      | 5.0000%  | 0.0000% | $25000.00          | $25013.19          | Corporate Debt Securities |
| SOUTHERN CO                    SR GLBL 2020A 30 | 2030-04-30      | 3.7000%  | 0.0000% | $1755000.00        | $1703713.05        | Corporate Debt Securities |
| SOUTHERN CO                    JR SB GLBL 51    | 2051-01-15      | 4.0000%  | 0.0000% | $25000.00          | $25290.83          | Corporate Debt Securities |
| T MOBILE USA INC               SR GLBL NT4.7%35 | 2035-01-15      | 4.7000%  | 0.0000% | $2542000.00        | $2500823.84        | Corporate Debt Securities |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31    | 2031-02-01      | 4.8750%  | 0.0000% | $1445000.00        | $1457812.93        | Corporate Debt Securities |
| TOLL BROS FIN CORP             SR GLBL NT5.6%35 | 2035-06-15      | 5.6000%  | 0.0000% | $2024000.00        | $2036652.25        | Corporate Debt Securities |
| TORONTO DOMINION BK ONT        SUB GLBL COCO 82 | 2082-10-31      | 8.1250%  | 0.0000% | $368000.00         | $389068.61         | Corporate Debt Securities |
| TRUIST FINL CORP               PERP JR SB GLBL  | 2500-12-31      | 5.1250%  | 0.0000% | $10000.00          | $9869.65           | Corporate Debt Securities |
| TRUIST FINL CORP               ALT TIER I PERP  | 2099-12-31      | 4.9500%  | 0.0000% | $25000.00          | $24972.19          | Corporate Debt Securities |
| VERIZON COMMUNICATIONS INC     FR 4.8%081548    | 2048-08-15      | 4.8000%  | 0.0000% | $17000.00          | $15131.53          | Corporate Debt Securities |
| VICI PROPERTIES LP             GLBL NT 5.75%34  | 2034-04-01      | 5.7500%  | 0.0000% | $4711000.00        | $4860740.44        | Corporate Debt Securities |
| VOLKSWAGEN GROUP AMER FIN LLC  SR GLBL 144A 29  | 2029-03-22      | 5.2500%  | 0.0000% | $3430000.00        | $3515206.92        | Corporate Debt Securities |
| WASTE CONNECTIONS INC          SR GLBL NT 35    | 2035-09-01      | 5.2500%  | 0.0000% | $535000.00         | $546043.29         | Corporate Debt Securities |
| WELLS FARGO & CO               SR GLBL NT 3%26  | 2026-04-22      | 3.0000%  | 0.0000% | $15000.00          | $14918.50          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5.013%040451  | 2051-04-04      | 5.0130%  | 0.0000% | $5317000.00        | $4848654.71        | Corporate Debt Securities |
| WELLS FARGO & CO               FR 4.25%040235   | 2035-04-02      | 4.2500%  | 0.0000% | $75000.00          | $68800.42          | Corporate Debt Securities |
| WELLS FARGO & CO               FR 5%063031      | 2031-06-30      | 5.0000%  | 0.0000% | $33000.00          | $32760.75          | Corporate Debt Securities |
| WABTEC                         SR GLBL NT5.5%35 | 2035-05-29      | 5.5000%  | 0.0000% | $81000.00          | $82186.33          | Corporate Debt Securities |

### Security 671: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP198153, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP198153
- **C.18 - Value (incl. sponsor support):** $2033000000.00
- **C.18.a - Value (excl. sponsor support):** $2033000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLBW5867   | 2052-08-01      | 5.0000%  | 0.0000% | $159869.00         | $136039.98         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6752   | 2053-03-01      | 5.0000%  | 0.0000% | $1343189.00        | $1131641.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7029   | 2053-04-01      | 5.0000%  | 0.0000% | $1705358.00        | $1169746.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8278   | 2053-03-01      | 5.5000%  | 0.0000% | $6692662.00        | $5721971.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0811   | 2053-04-01      | 6.0000%  | 0.0000% | $2580853.00        | $2319232.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0022   | 2053-04-01      | 6.5000%  | 0.0000% | $298998.00         | $177651.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0750   | 2053-05-01      | 6.5000%  | 0.0000% | $1012720.00        | $611836.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1365   | 2054-02-01      | 6.0000%  | 0.0000% | $31000000.00       | $25902936.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4144   | 2053-07-01      | 5.5000%  | 0.0000% | $1059369.00        | $966996.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782   | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14378080.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6178   | 2053-08-01      | 6.0000%  | 0.0000% | $9033713.00        | $5017121.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8524   | 2053-08-01      | 6.5000%  | 0.0000% | $13194916.00       | $9720777.27        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0120   | 2047-08-01      | 4.0000%  | 0.0000% | $94876928.00       | $26197616.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL8746   | 2046-06-01      | 3.5000%  | 0.0000% | $53997980.00       | $11222194.43       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS8954   | 2047-03-01      | 4.0000%  | 0.0000% | $29500000.00       | $6770081.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8121   | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15858222.70       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9828   | 2047-06-01      | 4.5000%  | 0.0000% | $25758400.00       | $6800374.35        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9958   | 2047-07-01      | 4.0000%  | 0.0000% | $27120384.00       | $6759889.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1518   | 2053-10-01      | 6.0000%  | 0.0000% | $295119.00         | $233498.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3541   | 2053-10-01      | 6.5000%  | 0.0000% | $7373808.00        | $4116395.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4980   | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $28641.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5064   | 2053-11-01      | 6.5000%  | 0.0000% | $3896367.00        | $2705186.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5973   | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $223215.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7849   | 2054-01-01      | 6.5000%  | 0.0000% | $1283294.00        | $1098205.98        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0499   | 2054-07-01      | 6.0000%  | 0.0000% | $2020599.00        | $2056721.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0970   | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $9800310.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB3543   | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $13382769.44       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4440   | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7891419.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4680   | 2054-05-01      | 5.0000%  | 0.0000% | $1182085.00        | $1139500.42        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3465   | 2054-09-01      | 6.0000%  | 0.0000% | $408230.00         | $369035.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3459   | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7444497.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5724   | 2054-11-01      | 5.0000%  | 0.0000% | $19219122.00       | $18755763.30       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7035   | 2054-12-01      | 6.0000%  | 0.0000% | $5372392.00        | $5099114.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8339   | 2054-12-01      | 5.5000%  | 0.0000% | $2017964.00        | $2020789.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC9052   | 2055-05-01      | 6.0000%  | 0.0000% | $4191620.00        | $4316868.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9282   | 2055-01-01      | 5.0000%  | 0.0000% | $18740316.00       | $18116943.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9675   | 2054-12-01      | 5.5000%  | 0.0000% | $12161074.00       | $12164570.10       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1825   | 2055-02-01      | 5.5000%  | 0.0000% | $16237348.00       | $16055458.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4556   | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1043809.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4781   | 2055-03-01      | 6.0000%  | 0.0000% | $1851811.00        | $1911002.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4792   | 2055-03-01      | 6.0000%  | 0.0000% | $1179759.00        | $1210541.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5882   | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1596601.08        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6583   | 2055-05-01      | 6.0000%  | 0.0000% | $5665935.00        | $5822064.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7395   | 2055-04-01      | 5.5000%  | 0.0000% | $10998786.00       | $11037831.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7398   | 2055-04-01      | 5.5000%  | 0.0000% | $9288032.00        | $9088046.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7400   | 2055-04-01      | 5.5000%  | 0.0000% | $12953504.00       | $12873914.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8282   | 2055-04-01      | 6.0000%  | 0.0000% | $10227618.00       | $10445342.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0236   | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6192678.63        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0618   | 2055-06-01      | 6.0000%  | 0.0000% | $2001816.00        | $2042204.40        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0975   | 2055-06-01      | 6.0000%  | 0.0000% | $373138.00         | $384159.29         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1438   | 2046-07-01      | 3.5000%  | 0.0000% | $59709384.00       | $16512705.24       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBE7472   | 2047-02-01      | 3.5000%  | 0.0000% | $25815104.00       | $9498876.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7027   | 2047-12-01      | 4.5000%  | 0.0000% | $7721314.00        | $2476095.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ4625   | 2048-02-01      | 4.5000%  | 0.0000% | $13000000.00       | $1983663.76        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5162   | 2048-04-01      | 4.0000%  | 0.0000% | $6386485.00        | $2164558.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM3674   | 2048-03-01      | 3.5000%  | 0.0000% | $48025536.00       | $13577460.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4774   | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11819953.47       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5137   | 2044-06-01      | 4.5000%  | 0.0000% | $37643986.00       | $9903443.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5226   | 2045-02-01      | 4.5000%  | 0.0000% | $3329990.00        | $1228080.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBM6911   | 2052-03-01      | 2.5000%  | 0.0000% | $14839900.00       | $10141717.84       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0893   | 2048-11-01      | 4.5000%  | 0.0000% | $35834928.00       | $5999035.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN0903   | 2048-11-01      | 4.0000%  | 0.0000% | $9070096.00        | $2122224.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5319   | 2049-03-01      | 4.5000%  | 0.0000% | $16815644.00       | $6327655.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBT4430   | 2052-02-01      | 2.0000%  | 0.0000% | $1300142.00        | $758174.43         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU7189   | 2051-12-01      | 3.0000%  | 0.0000% | $3851488.00        | $2621692.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV2180   | 2052-02-01      | 2.0000%  | 0.0000% | $1381972.00        | $894010.42         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4151   | 2052-03-01      | 3.0000%  | 0.0000% | $20357020.00       | $13861692.39       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1372   | 2052-11-01      | 5.0000%  | 0.0000% | $26940168.00       | $21606137.56       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1485   | 2052-06-01      | 5.0000%  | 0.0000% | $24505631.00       | $18965285.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3929   | 2052-08-01      | 5.0000%  | 0.0000% | $7635464.00        | $4551103.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBW4947   | 2053-02-01      | 6.5000%  | 0.0000% | $1773968.00        | $771361.53         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4951   | 2053-02-01      | 5.0000%  | 0.0000% | $12475580.00       | $9371424.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5631   | 2052-08-01      | 5.0000%  | 0.0000% | $1764541.00        | $1433689.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6313   | 2042-03-01      | 3.5000%  | 0.0000% | $21297780.00       | $2489792.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6726   | 2042-03-01      | 3.5000%  | 0.0000% | $80279822.00       | $12444147.63       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK6757   | 2042-03-01      | 4.0000%  | 0.0000% | $29078991.00       | $1896082.38        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK7464   | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2188103.01        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK9431   | 2042-03-01      | 3.5000%  | 0.0000% | $65130751.00       | $9501476.95        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL1427   | 2041-08-01      | 4.5000%  | 0.0000% | $103139584.00      | $7804911.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL4434   | 2043-02-01      | 3.5000%  | 0.0000% | $59194740.00       | $10597962.38       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $2149300.00        | $2271089.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $56327700.00       | $37390004.47       | U.S. Treasuries (including strips) |
| FNMS 03.500 CLCA0179   | 2047-08-01      | 3.5000%  | 0.0000% | $75141760.00       | $24064601.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1766   | 2047-12-01      | 4.0000%  | 0.0000% | $8553962.00        | $2461574.43        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2633   | 2048-11-01      | 4.5000%  | 0.0000% | $80926976.00       | $21556455.34       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2154   | 2048-08-01      | 4.5000%  | 0.0000% | $37500000.00       | $7913107.11        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2192   | 2048-08-01      | 4.0000%  | 0.0000% | $72385664.00       | $16840050.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2420   | 2048-10-01      | 4.5000%  | 0.0000% | $35000000.00       | $9233772.28        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2776   | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2437542.40        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2806   | 2048-12-01      | 4.5000%  | 0.0000% | $68968700.00       | $17649293.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3391   | 2049-04-01      | 4.5000%  | 0.0000% | $60308520.00       | $12199633.67       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8025   | 2050-12-01      | 2.5000%  | 0.0000% | $18818908.00       | $10566499.87       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA7403   | 2050-10-01      | 4.0000%  | 0.0000% | $18193807.00       | $8016895.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA9517   | 2046-10-01      | 3.5000%  | 0.0000% | $35589184.00       | $7339125.24        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0200   | 2051-04-01      | 3.0000%  | 0.0000% | $3265284.00        | $2014282.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0734   | 2051-06-01      | 3.0000%  | 0.0000% | $1318606.00        | $838664.54         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3661   | 2047-05-01      | 2.5000%  | 0.0000% | $4393473.00        | $2969687.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4138   | 2052-07-01      | 5.0000%  | 0.0000% | $2318770.00        | $1740337.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4217   | 2052-07-01      | 5.0000%  | 0.0000% | $13503776.00       | $10321905.49       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5291   | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $76321994.03       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4800   | 2052-10-01      | 4.5000%  | 0.0000% | $8209979.00        | $6562948.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5641   | 2053-02-01      | 5.5000%  | 0.0000% | $30881216.00       | $24650072.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5700   | 2053-02-01      | 6.0000%  | 0.0000% | $12557821.00       | $9659718.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5894   | 2053-03-01      | 5.0000%  | 0.0000% | $27617600.00       | $23001437.57       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6548   | 2053-06-01      | 6.5000%  | 0.0000% | $43559110.00       | $35729306.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6704   | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $12701696.56       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7056   | 2053-09-01      | 6.0000%  | 0.0000% | $16133498.00       | $14640563.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7968   | 2054-02-01      | 5.0000%  | 0.0000% | $26341344.00       | $24947684.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8017   | 2054-02-01      | 6.5000%  | 0.0000% | $32792912.00       | $25439925.80       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7271   | 2053-10-01      | 6.0000%  | 0.0000% | $97443171.00       | $87012432.23       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7274   | 2053-10-01      | 6.5000%  | 0.0000% | $77136720.00       | $68161837.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7523   | 2053-11-01      | 6.5000%  | 0.0000% | $1651065.00        | $1292945.46        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7746   | 2053-12-01      | 6.5000%  | 0.0000% | $28000.00          | $23980.75          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8989   | 2054-08-01      | 5.5000%  | 0.0000% | $138238.00         | $133978.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8160   | 2054-03-01      | 6.0000%  | 0.0000% | $80454563.00       | $72432157.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8299   | 2054-04-01      | 6.5000%  | 0.0000% | $5443138.00        | $4975975.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8475   | 2054-05-01      | 5.0000%  | 0.0000% | $4691689.00        | $4285232.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8520   | 2054-05-01      | 5.0000%  | 0.0000% | $17527451.00       | $16165839.46       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8521   | 2054-05-01      | 5.0000%  | 0.0000% | $2503872.00        | $2309692.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8530   | 2054-05-01      | 5.5000%  | 0.0000% | $13498060.00       | $12421676.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8531   | 2054-05-01      | 5.5000%  | 0.0000% | $55644183.00       | $52266936.38       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8532   | 2054-05-01      | 5.5000%  | 0.0000% | $101804458.00      | $92443768.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8617   | 2054-03-01      | 6.5000%  | 0.0000% | $801891.00         | $546365.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8670   | 2054-06-01      | 5.0000%  | 0.0000% | $20609079.00       | $18951217.32       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8754   | 2054-06-01      | 5.5000%  | 0.0000% | $14405439.00       | $13940157.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9025   | 2054-08-01      | 6.5000%  | 0.0000% | $14639508.00       | $14081884.69       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9057   | 2054-08-01      | 6.0000%  | 0.0000% | $140272384.00      | $135322047.40      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9203   | 2054-09-01      | 5.0000%  | 0.0000% | $20300013.00       | $19210531.97       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9353   | 2054-10-01      | 6.5000%  | 0.0000% | $35730514.00       | $34985916.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0119   | 2049-08-01      | 3.5000%  | 0.0000% | $1946854.00        | $1738255.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0287   | 2054-12-01      | 6.0000%  | 0.0000% | $10115136.00       | $9657558.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0389   | 2046-03-01      | 4.0000%  | 0.0000% | $140596.00         | $129836.08         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA0504   | 2042-01-01      | 2.0000%  | 0.0000% | $5505900.00        | $4595714.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1573   | 2055-03-01      | 6.0000%  | 0.0000% | $51017701.00       | $52023363.98       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM0076   | 2050-03-01      | 3.0000%  | 0.0000% | $6037856.00        | $1939529.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4097   | 2050-07-01      | 3.0000%  | 0.0000% | $1470560.00        | $525061.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1073   | 2052-03-01      | 3.0000%  | 0.0000% | $2517.00           | $1749.43           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2185   | 2052-06-01      | 4.0000%  | 0.0000% | $685404.00         | $516594.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3587   | 2053-08-01      | 6.0000%  | 0.0000% | $20505091.00       | $15823799.93       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2841   | 2052-09-01      | 4.0000%  | 0.0000% | $5204956.00        | $4152375.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4072   | 2053-03-01      | 5.5000%  | 0.0000% | $38000000.00       | $34688224.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4599   | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13782253.15       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5066   | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $24070343.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5658   | 2053-08-01      | 6.0000%  | 0.0000% | $38038571.00       | $31254364.11       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5813   | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $11850296.17       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8192   | 2053-06-01      | 6.0000%  | 0.0000% | $37316600.00       | $33337477.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8472   | 2030-03-01      | 3.0000%  | 0.0000% | $1181724.00        | $821337.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8507   | 2047-07-01      | 3.5000%  | 0.0000% | $30977156.00       | $26577932.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9801   | 2054-11-01      | 5.5000%  | 0.0000% | $599843.00         | $569266.82         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS9164   | 2052-02-01      | 2.0000%  | 0.0000% | $55251000.00       | $41468588.77       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9341   | 2050-03-01      | 4.0000%  | 0.0000% | $50079192.00       | $44859941.81       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9372   | 2054-10-01      | 6.5000%  | 0.0000% | $493322.00         | $467543.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0236   | 2055-04-01      | 5.0000%  | 0.0000% | $55352158.00       | $53198871.53       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0299   | 2055-04-01      | 7.0000%  | 0.0000% | $36977625.00       | $39016423.91       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB6244   | 2042-09-01      | 4.0000%  | 0.0000% | $12719074.00       | $1838509.53        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4493   | 2051-12-01      | 2.5000%  | 0.0000% | $26332971.00       | $16939011.93       | Agency Mortgage-Backed Securities  |

### Security 672: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.870000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP199KL5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP199KL5
- **C.18 - Value (incl. sponsor support):** $399747420.00
- **C.18.a - Value (excl. sponsor support):** $399747420.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-21
- **C.12 - Maturity Date (WAL):** 2026-01-21
- **C.13 - Final Legal Maturity Date:** 2026-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| VOYA CLO LTD 2021-2R           A-1-R  20380420 FLT | 2038-04-20      | 5.4727%  | 0.0000% | $345000.00         | $350893.47         | Asset-Backed Securities |
| WELLINGTON MANAGEMENT CLO 2025 D-2    20380419 FLT | 2038-04-19      | 8.0287%  | 0.0000% | $3000000.00        | $3000593.53        | Asset-Backed Securities |
| WESTLAKE AUTO REC TR 2023-2    C      20280315 6.2 | 2028-03-15      | 6.2900%  | 0.0000% | $1560000.00        | $1573668.46        | Asset-Backed Securities |
| WESTLAKE AT MBL RECV TR 23-P1  A-2    20270216 5.8 | 2027-02-16      | 5.8900%  | 0.0000% | $59000.00          | $12393.55          | Asset-Backed Securities |
| WESTLKE AUTMBLE RECV TR 2022-1 D      20270315 3.4 | 2027-03-15      | 3.4900%  | 0.0000% | $18195000.00       | $13879393.55       | Asset-Backed Securities |
| WISE CLO LTD 2024-2            A      20370715 FLT | 2037-07-15      | 5.7161%  | 0.0000% | $750000.00         | $760985.49         | Asset-Backed Securities |
| AGL CLO LTD 2022-22R           D-1R   20370121 FLT | 2037-01-21      | 6.9695%  | 0.0000% | $510000.00         | $512300.99         | Asset-Backed Securities |
| ACM AUTO TR 2025-2             B      20320220 7.2 | 2032-02-20      | 7.2500%  | 0.0000% | $4000000.00        | $4070203.56        | Asset-Backed Securities |
| AGL CORE LTD 2024-31           B      20370720 FLT | 2037-07-20      | 5.9495%  | 0.0000% | $1500000.00        | $1521027.62        | Asset-Backed Securities |
| AMERICREDIT AM RECV TR 2024-1  A-2-A  20280218 5.7 | 2028-02-18      | 5.7500%  | 0.0000% | $1495000.00        | $539202.98         | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    D      20280613 4.8 | 2028-06-13      | 4.8500%  | 0.0000% | $34115000.00       | $13294377.30       | Asset-Backed Securities |
| AMERICAN CR ACCEP TR 2022-2    F      20290213 7.7 | 2029-02-13      | 7.7400%  | 0.0000% | $13540000.00       | $13575014.44       | Asset-Backed Securities |
| AMERICAN CREDIT ACCEPTANCE 202 A      20270212 5.9 | 2027-02-12      | 5.9000%  | 0.0000% | $4000000.00        | $465143.70         | Asset-Backed Securities |
| AMERICAN CREDIT ACCEPTANCE 202 B      20271213 6.1 | 2027-12-13      | 6.1000%  | 0.0000% | $3000000.00        | $3017736.00        | Asset-Backed Securities |
| AMERICAN EXP CR MAS TR 2025-2  A      20300415 4.2 | 2030-04-15      | 4.2800%  | 0.0000% | $870000.00         | $875704.88         | Asset-Backed Securities |
| AMUR EQUIP FIN RECEIVABLES XII D      20300722 7.4 | 2030-07-22      | 7.4800%  | 0.0000% | $9170000.00        | $9622830.90        | Asset-Backed Securities |
| APEX CREDIT CLO LTD 2020-RR    D-RR   20350420 FLT | 2035-04-20      | 8.5895%  | 0.0000% | $4100000.00        | $4150560.17        | Asset-Backed Securities |
| BCC MIDDLE MKT CLO LLC 2024-1  C      20360717 FLT | 2036-07-17      | 7.0298%  | 0.0000% | $3750000.00        | $3824212.96        | Asset-Backed Securities |
| BMW VEHICLE LEASE TR 2023-2    A-3    20260925 5.9 | 2026-09-25      | 5.9900%  | 0.0000% | $2956000.00        | $961746.06         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT 2020-5R    D-R    20340420 FLT | 2034-04-20      | 7.8695%  | 0.0000% | $250000.00         | $253397.94         | Asset-Backed Securities |
| BAIN CAPITAL CREDIT LTD 2021-4 D      20341020 FLT | 2034-10-20      | 7.6311%  | 0.0000% | $4000000.00        | $4032272.84        | Asset-Backed Securities |
| BANK OF AMERICA AUTO 2023-2    A-2    20260817 5.8 | 2026-08-17      | 5.8500%  | 0.0000% | $1100000.00        | $14368.88          | Asset-Backed Securities |
| BARINGS CLO LTD 2019-2RR       D-2-RR 20380115 FLT | 2038-01-15      | 8.5061%  | 0.0000% | $2000000.00        | $1999978.64        | Asset-Backed Securities |
| BENEFIT STR PT CLO LTD 2022-2  A-R    20380125 FLT | 2038-01-25      | 5.4618%  | 0.0000% | $10200000.00       | $10283163.10       | Asset-Backed Securities |
| BRIDGECREST LD AUTO SEC 2023-1 D      20290815 7.8 | 2029-08-15      | 7.8400%  | 0.0000% | $18070000.00       | $19083757.12       | Asset-Backed Securities |
| BRIDGE TRUST 2022-SFR1         C      20371119 4.4 | 2037-11-19      | 4.4500%  | 0.0000% | $4000000.00        | $3987026.89        | Asset-Backed Securities |
| BRIDGET LD AUTO SEC TR 2025-2  D      20310315 5.6 | 2031-03-15      | 5.6200%  | 0.0000% | $10750000.00       | $10892197.42       | Asset-Backed Securities |
| CPS AUTO RECEIVABLES TR 2021-D D      20271215 2.3 | 2027-12-15      | 2.3100%  | 0.0000% | $18900000.00       | $7605366.27        | Asset-Backed Securities |
| CARLYLE GLBL MKT 2014-1R2      D-R    20310417 FLT | 2031-04-17      | 7.1414%  | 0.0000% | $2050000.00        | $2077079.57        | Asset-Backed Securities |
| CARMAX AUTO OWN TR 2021-4      B      20270517 1.0 | 2027-05-17      | 1.0400%  | 0.0000% | $98000.00          | $96326.39          | Asset-Backed Securities |
| CARLYLE US CLO LTD 2023-1      B      20350720 FLT | 2035-07-20      | 6.8724%  | 0.0000% | $1000000.00        | $1012857.30        | Asset-Backed Securities |
| CARVANA AUTO RECEIVABLES 2023- A      20270910 6.4 | 2027-09-10      | 6.4100%  | 0.0000% | $6765000.00        | $650462.43         | Asset-Backed Securities |
| CARVANA AUTO RECEIV 2024-N2    D      20300910 6.4 | 2030-09-10      | 6.4400%  | 0.0000% | $6000000.00        | $6195274.67        | Asset-Backed Securities |
| CARVANA AUTO RECIEV TR 2024-N3 A-2    20271210 4.8 | 2027-12-10      | 4.8400%  | 0.0000% | $2640000.00        | $1484033.17        | Asset-Backed Securities |
| CARVANA AUTO REC 2023-N4       D      20300211 7.2 | 2030-02-11      | 7.2200%  | 0.0000% | $2325000.00        | $2441703.63        | Asset-Backed Securities |
| CARVANA AUTO REC TR 2024-P1    A-2    20270810 5.5 | 2027-08-10      | 5.5000%  | 0.0000% | $1300000.00        | $255436.28         | Asset-Backed Securities |
| CEDAR  VIII CLO 2017-8R2       B-RR   20380119 FLT | 2038-01-19      | 5.8798%  | 0.0000% | $15000000.00       | $15173193.53       | Asset-Backed Securities |
| CEDAR FDG CLO LTD 2018-9R      A-R    20370720 FLT | 2037-07-20      | 5.6895%  | 0.0000% | $13685000.00       | $13886208.63       | Asset-Backed Securities |
| CERBERUS LN FDG XL LLC 2023-40 A      20350322 FLT | 2035-03-22      | 6.6561%  | 0.0000% | $250000.00         | $253317.94         | Asset-Backed Securities |
| CERBERUS LOAN FUNDING 2024-47  C      20360715 FLT | 2036-07-15      | 6.8061%  | 0.0000% | $1850000.00        | $1881613.60        | Asset-Backed Securities |
| CLOVER CLO LLC 2021-3R         D-R    20350125 FLT | 2035-01-25      | 6.8318%  | 0.0000% | $250000.00         | $253443.73         | Asset-Backed Securities |
| COLUMBIA CENT CLO LTD 2025-30  A-2-R  20340120 FLT | 2034-01-20      | 5.7995%  | 0.0000% | $4350000.00        | $4397792.35        | Asset-Backed Securities |
| CPS AUTO RECV TR 2024-A        B      20280515 5.6 | 2028-05-15      | 5.6500%  | 0.0000% | $219000.00         | $220148.47         | Asset-Backed Securities |
| CREDIT ACCEPTANCE AUTO 2025-1  C      20350716 0.0 | 2035-07-16      | 5.7100%  | 0.0000% | $4073000.00        | $4166015.78        | Asset-Backed Securities |
| DT AUTO OWNER TR 2023-3        C      20290515 6.4 | 2029-05-15      | 6.4000%  | 0.0000% | $9637000.00        | $9816196.81        | Asset-Backed Securities |
| DISCOVER CARD EXE NT TR 2022-3 A      20270715 3.5 | 2027-07-15      | 3.5600%  | 0.0000% | $2135000.00        | $2137462.37        | Asset-Backed Securities |
| DOMINOS PIZZA MSTR 2021-1 LLC  A-2-II 20510425 3.1 | 2051-04-25      | 3.1510%  | 0.0000% | $325000.00         | $285645.06         | Asset-Backed Securities |
| DRYDEN 54 SR 0.01 19OCT29 144A FRN                 | 2029-10-19      | 5.7695%  | 0.0000% | $7600000.00        | $7689819.95        | Asset-Backed Securities |
| DRYDEN CLO LTD 2019-80R        D-R    20330118 FLT | 2033-01-18      | 7.3798%  | 0.0000% | $1000000.00        | $991809.57         | Asset-Backed Securities |
| EATON VANCE CLO LTD 2020-1RR   D-1RR  20371015 FLT | 2037-10-15      | 8.7561%  | 0.0000% | $4450000.00        | $4504321.59        | Asset-Backed Securities |
| EXETER AUTO REC TR 2023-4      C      20280815 6.5 | 2028-08-15      | 6.5100%  | 0.0000% | $8000000.00        | $8089788.00        | Asset-Backed Securities |
| EXETER AUTOMOBILE REC 2022-3   C      20270915 5.3 | 2027-09-15      | 5.3000%  | 0.0000% | $9527000.00        | $4604827.18        | Asset-Backed Securities |
| EXETER AUTO RECV TR 2022-5     C      20271215 6.5 | 2027-12-15      | 6.5100%  | 0.0000% | $3015000.00        | $1953549.88        | Asset-Backed Securities |
| EXETER ATM REC TR 2022-1       D      20280615 3.0 | 2028-06-15      | 3.0200%  | 0.0000% | $3775000.00        | $2948842.27        | Asset-Backed Securities |
| EXETER AUTOMOBLE REC TR 2025-2 D      20310715 5.8 | 2031-07-15      | 5.8900%  | 0.0000% | $15345000.00       | $15776933.62       | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2020-2     E      20270915 8.2 | 2027-09-15      | 8.2200%  | 0.0000% | $9350000.00        | $6663821.50        | Asset-Backed Securities |
| FLATIRON CLO 6.50841 20MAY36 144A F                | 2036-05-20      | 5.7020%  | 0.0000% | $1670000.00        | $1684886.27        | Asset-Backed Securities |
| FOURSIGHT CAP ATML REC 2022-2  C      20280815 5.7 | 2028-08-15      | 5.7500%  | 0.0000% | $5770000.00        | $5795306.26        | Asset-Backed Securities |
| FOURSI CAP AUTO RECV TR 2023-1 A-3    20271215 5.3 | 2027-12-15      | 5.3900%  | 0.0000% | $630000.00         | $151636.49         | Asset-Backed Securities |
| GLS AUTO REC TR 2021-1         E      20280118 3.1 | 2028-01-18      | 3.1400%  | 0.0000% | $4000000.00        | $3995677.33        | Asset-Backed Securities |
| GM FINANCIAL CONSUMER 2024-1   A-2-B  20270216 FLT | 2027-02-16      | 4.7039%  | 0.0000% | $8994000.00        | $1644951.07        | Asset-Backed Securities |
| GLS AUTO REC ISSUER TR 2024-1  D      20291217 5.9 | 2029-12-17      | 5.9500%  | 0.0000% | $6305000.00        | $6446655.49        | Asset-Backed Securities |
| GLS AT SELECT REC IS TR 2025-1 B      20310218 5.0 | 2031-02-18      | 5.0400%  | 0.0000% | $1586000.00        | $1611185.68        | Asset-Backed Securities |
| GM FINAN AB LEASING TR 2025-2  B      20290420 4.8 | 2029-04-20      | 4.8000%  | 0.0000% | $6150000.00        | $6200296.75        | Asset-Backed Securities |
| GM FIN CONS AUTO REC TR 2021-3 A-4    20270816 0.7 | 2027-08-16      | 0.7300%  | 0.0000% | $2330000.00        | $1425266.06        | Asset-Backed Securities |
| GOLDEN TREE LN MGMT US CLO 15  D-R    20361020 FLT | 2036-10-20      | 8.6695%  | 0.0000% | $500000.00         | $510468.65         | Asset-Backed Securities |
| GOLUB CAP PTNRS CLO 2021-57(M) A-1    20341025 FLT | 2034-10-25      | 6.0334%  | 0.0000% | $170000.00         | $171795.40         | Asset-Backed Securities |
| GREATAMERICA LS REC FDG 2024-2 A-2    20270315 5.2 | 2027-03-15      | 5.2800%  | 0.0000% | $376000.00         | $340452.23         | Asset-Backed Securities |
| GREENSTATE AUTO RECV TR 2024-1 A-2    20270816 5.5 | 2027-08-16      | 5.5300%  | 0.0000% | $6000000.00        | $2107078.05        | Asset-Backed Securities |
| HIN TIMESHARE TR 2020-A        B      20391009 2.2 | 2039-10-09      | 2.2300%  | 0.0000% | $665000.00         | $129606.62         | Asset-Backed Securities |
| HARLEY-DAVIDSON  TR 2025-A     A-4    20330215 4.7 | 2033-02-15      | 4.7900%  | 0.0000% | $8680000.00        | $8849301.95        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    B      20381217 2.3 | 2038-12-17      | 2.3020%  | 0.0000% | $100000.00         | $92551.67          | Asset-Backed Securities |
| HONDA AUTO REC OWN TR 2022-2   A-3    20260720 3.7 | 2026-07-20      | 3.7300%  | 0.0000% | $1525000.00        | $295788.25         | Asset-Backed Securities |
| HPEFS EQUIPMENT TRUST 2023-2   A-2    20310121 6.0 | 2031-01-21      | 6.0400%  | 0.0000% | $1475000.00        | $96730.72          | Asset-Backed Securities |
| HYUNDAI AUTO LEASE SEC TR 24-A A-2-B  20260615 FLT | 2026-06-15      | 4.8039%  | 0.0000% | $500000.00         | $120754.66         | Asset-Backed Securities |
| ICG US CLO 2020-1R LTD         C-RR   20350122 FLT | 2035-01-22      | 6.4695%  | 0.0000% | $5000000.00        | $5063126.97        | Asset-Backed Securities |
| KKR CLO LTD 2022-42            D      20340720 FLT | 2034-07-20      | 7.9224%  | 0.0000% | $7500000.00        | $7601767.28        | Asset-Backed Securities |
| KUBOTA CR OWN TR 2022-1        A-3    20261015 2.6 | 2026-10-15      | 2.6700%  | 0.0000% | $170000.00         | $38213.99          | Asset-Backed Securities |
| KUBOTA CREDIT OWNER TR 2025-1  A-4    20300715 4.8 | 2030-07-15      | 4.8700%  | 0.0000% | $3805000.00        | $3885613.37        | Asset-Backed Securities |
| KUBOTA CR OWNER TR 2025-2      A-3    20290917 4.4 | 2029-09-17      | 4.4200%  | 0.0000% | $2850000.00        | $2858133.58        | Asset-Backed Securities |
| LCM LTD 2022-39R               D-R    20341016 FLT | 2034-10-16      | 7.5061%  | 0.0000% | $490000.00         | $497656.84         | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         A-4    20300415 4.7 | 2030-04-15      | 4.7900%  | 0.0000% | $5400000.00        | $5477931.90        | Asset-Backed Securities |
| LAD AUTO REC TR 2025-1         C      20300715 5.1 | 2030-07-15      | 5.1100%  | 0.0000% | $1000000.00        | $1014985.17        | Asset-Backed Securities |
| LAD AUTO RECEIVABLES TR 2024-2 A-2    20270315 5.7 | 2027-03-15      | 5.7000%  | 0.0000% | $1725000.00        | $284260.98         | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2017-B      A-5    20400615 2.7 | 2040-06-15      | 2.7200%  | 0.0000% | $19528000.00       | $1122410.48        | Asset-Backed Securities |
| MMAF EQUIP FIN LLC 2023-A      A-2    20261113 5.7 | 2026-11-13      | 5.7900%  | 0.0000% | $16856000.00       | $4541031.70        | Asset-Backed Securities |
| M&T EQUIPMENT LLC 2024-LEAF1   A-3    20310818 4.7 | 2031-08-18      | 4.7600%  | 0.0000% | $5015000.00        | $5072913.78        | Asset-Backed Securities |
| MVW LLC 2022-2                 C      20411021 7.6 | 2041-10-21      | 7.6200%  | 0.0000% | $165000.00         | $65430.13          | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          A      20351015 FLT | 2035-10-15      | 6.5724%  | 0.0000% | $10000000.00       | $10139639.69       | Asset-Backed Securities |
| MAN US CLO LTD 2023-1          C      20351015 FLT | 2035-10-15      | 8.2724%  | 0.0000% | $250000.00         | $254472.38         | Asset-Backed Securities |
| MARANON LOAN FDG LTD 2021-3R   C-R    20361015 FLT | 2036-10-15      | 6.7061%  | 0.0000% | $3600000.00        | $3641822.36        | Asset-Backed Securities |
| MARANON LOAN FUNDING 2023-2    A-1    20360115 FLT | 2036-01-15      | 6.7561%  | 0.0000% | $13000000.00       | $13224027.41       | Asset-Backed Securities |
| MARBLE POINT CLO 2020-18RR     C-R2   20380315 FLT | 2038-03-15      | 6.2760%  | 0.0000% | $7500000.00        | $7653408.80        | Asset-Backed Securities |
| MARINER FIN ISSUANCE TR 2025-A C      20380520 5.6 | 2038-05-20      | 5.6900%  | 0.0000% | $2000000.00        | $2030699.11        | Asset-Backed Securities |
| METLIFE SEC TR 2019-1          A1     20580425 FLT | 2058-04-25      | 3.7500%  | 0.0000% | $7750000.00        | $2178815.53        | Asset-Backed Securities |
| METRONET INFRASTRUCTURE 2022-1 A-2    20521020 6.3 | 2052-10-20      | 6.3500%  | 0.0000% | $4820000.00        | $4908268.12        | Asset-Backed Securities |
| MMAF EQUIP FIN 2020-B          A-4    20271115 0.6 | 2027-11-15      | 0.6600%  | 0.0000% | $6670000.00        | $4064996.17        | Asset-Backed Securities |
| NMEF FDG LLC 2022-B            A-2    20290615 6.0 | 2029-06-15      | 6.0700%  | 0.0000% | $24000000.00       | $2986270.67        | Asset-Backed Securities |
| NEUBERGER BERMAN LN ADV 21-42R D-R    20360716 FLT | 2036-07-16      | 6.7605%  | 0.0000% | $1160000.00        | $1180049.97        | Asset-Backed Securities |
| OHA CR FUNDING LTD 2022-13R    A-R    20370720 FLT | 2037-07-20      | 5.6195%  | 0.0000% | $271000.00         | $274541.09         | Asset-Backed Securities |
| OCTAGON INVEST PART 2019-20RR  C-RR   20370812 FLT | 2037-08-12      | 6.4003%  | 0.0000% | $750000.00         | $758963.60         | Asset-Backed Securities |
| OCTAGON INV PTNRS 2013-15RR    D-RR   20300719 FLT | 2030-07-19      | 7.9311%  | 0.0000% | $1750000.00        | $1774380.20        | Asset-Backed Securities |
| OCTAGON INV PART LTD 2014-17R2 D-R2   20310127 FLT | 2031-01-27      | 7.0434%  | 0.0000% | $2000000.00        | $2015625.73        | Asset-Backed Securities |
| OWL ROCK CLO XVI LLC           C      20360421 FLT | 2036-04-21      | 7.5695%  | 0.0000% | $1000000.00        | $1013828.41        | Asset-Backed Securities |
| PFS FINANCING CORP 2025-B      A      20300215 4.8 | 2030-02-15      | 4.8500%  | 0.0000% | $7171000.00        | $7268739.54        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 C      20321015 FLT | 2032-10-15      | 6.8061%  | 0.0000% | $610000.00         | $618758.64         | Asset-Backed Securities |
| PENFED AUTO RECEIVABLES 2024-A A-3    20290615 4.7 | 2029-06-15      | 4.7000%  | 0.0000% | $241000.00         | $242322.45         | Asset-Backed Securities |
| PRESTIGE AUTO RECV TR 2023-1   B      20270415 5.5 | 2027-04-15      | 5.5500%  | 0.0000% | $1665000.00        | $301606.23         | Asset-Backed Securities |
| PRESTIGE AUTO RCVBLS TR 2021-1 C      20280215 1.5 | 2028-02-15      | 1.5300%  | 0.0000% | $9072000.00        | $2416720.66        | Asset-Backed Securities |
| REGATTA FDG TR 2018-11R        X      20370717 FLT | 2037-07-17      | 5.3798%  | 0.0000% | $4500000.00        | $4044746.07        | Asset-Backed Securities |
| SCF EQUIP LEASING LLC 2022-1   A-3    20290720 2.9 | 2029-07-20      | 2.9200%  | 0.0000% | $4540000.00        | $934642.93         | Asset-Backed Securities |
| SANTANDER CONS AUTO 2021-A     D      20270115 1.5 | 2027-01-15      | 1.5700%  | 0.0000% | $2235000.00        | $2218970.95        | Asset-Backed Securities |
| SANTANDER DRIVE AUTO 2021-4    E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $3500000.00        | $3487645.58        | Asset-Backed Securities |
| SANTANDER DRIVE REC TR 2023-3  A-3    20271015 5.6 | 2027-10-15      | 5.6100%  | 0.0000% | $418000.00         | $106965.74         | Asset-Backed Securities |
| SANTANDER AUTO REC TR 2021-3   D      20270915 1.3 | 2027-09-15      | 1.3300%  | 0.0000% | $1250000.00        | $285184.32         | Asset-Backed Securities |
| SANTANDER DRV AUTO TR 2023-1   B      20280215 4.9 | 2028-02-15      | 4.9800%  | 0.0000% | $110000.00         | $35522.48          | Asset-Backed Securities |
| SCCU AUTO RECEIVABLES 2023-1   B      20291115 6.0 | 2029-11-15      | 6.0800%  | 0.0000% | $3200000.00        | $3304436.27        | Asset-Backed Securities |
| SILVER POINT CLO LTD 2025-7    C      20380115 FLT | 2038-01-15      | 6.1347%  | 0.0000% | $10000000.00       | $10240101.56       | Asset-Backed Securities |
| SOUND POINT CLO LTD 2019-24R   D-R    20341025 FLT | 2034-10-25      | 8.0434%  | 0.0000% | $500000.00         | $493013.10         | Asset-Backed Securities |
| SYCAMORE TREE CLO 2023-3R      B-R    20370420 FLT | 2037-04-20      | 6.4195%  | 0.0000% | $1200000.00        | $1217930.76        | Asset-Backed Securities |
| SYMPHONY LTD 2024-41           D-1    20370720 FLT | 2037-07-20      | 7.2195%  | 0.0000% | $1750000.00        | $1778276.25        | Asset-Backed Securities |
| T-MOBILE US TR 2022-1          A      20280522 4.9 | 2028-05-22      | 4.9100%  | 0.0000% | $1110000.00        | $285737.13         | Asset-Backed Securities |
| TOYOTA AUTO RECEIVABLES 2024-A A-3    20281016 4.8 | 2028-10-16      | 4.8300%  | 0.0000% | $2413000.00        | $2431385.85        | Asset-Backed Securities |
| TOYOTA AUTO REC OWN 2021-C TR  A-4    20270115 0.7 | 2027-01-15      | 0.7200%  | 0.0000% | $356000.00         | $195378.87         | Asset-Backed Securities |
| TRESTLES CLO LTD 2021-5        D      20341020 FLT | 2034-10-20      | 7.6311%  | 0.0000% | $4000000.00        | $4034312.84        | Asset-Backed Securities |
| TRICON RESIDENTIAL 2024-SFR4 2 C      20291117 4.8 | 2029-11-17      | 4.8000%  | 0.0000% | $14489000.00       | $14266226.80       | Asset-Backed Securities |
| TRICON RES TR  2024-SFR3       A      20410819 4.5 | 2041-08-19      | 4.5000%  | 0.0000% | $430000.00         | $427076.02         | Asset-Backed Securities |
| TRINITAS CLO XIX LTD / TRINITAS CLO XIX LL         | 2033-10-20      | 7.2195%  | 0.0000% | $410000.00         | $415837.52         | Asset-Backed Securities |
| UNITED AIRLINES PT CERT 2018-1 AA     20310901 3.5 | 2031-09-01      | 3.5000%  | 0.0000% | $215000.00         | $139313.84         | Asset-Backed Securities |
| USQ RAIL III LLC 2024-1        A      20540928 4.9 | 2054-09-28      | 4.9900%  | 0.0000% | $2750000.00        | $2718034.13        | Asset-Backed Securities |
| VENTURE 2015-19RR CLO LTD      D-RR   20320115 FLT | 2032-01-15      | 8.0177%  | 0.0000% | $2000000.00        | $2021152.55        | Asset-Backed Securities |
| VOLKSWAGEN AUTO LN TR 2021-1   A-4    20281020 1.2 | 2028-10-20      | 1.2600%  | 0.0000% | $8521000.00        | $5797027.65        | Asset-Backed Securities |
| VOLKSWAGE AUTO LEASE TR 2025-A A-3    20280620 4.5 | 2028-06-20      | 4.5000%  | 0.0000% | $5000000.00        | $5040845.00        | Asset-Backed Securities |
| VOYA CLO 2020-3RR LTD          D-1-RR 20380120 FLT | 2038-01-20      | 6.9695%  | 0.0000% | $800000.00         | $809937.40         | Asset-Backed Securities |
| VOYA CLO 202 7.0561 15JUL34 144A FR                | 2034-07-15      | 7.0561%  | 0.0000% | $2000000.00        | $2029192.42        | Asset-Backed Securities |
| WISE CLO 202 9.07456 20OCT36 144A F                | 2036-10-20      | 8.0195%  | 0.0000% | $1999076.00        | $2037445.09        | Asset-Backed Securities |

### Security 673: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.790000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19AC64, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19AC64
- **C.18 - Value (incl. sponsor support):** $749684857.50
- **C.18.a - Value (excl. sponsor support):** $749684857.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AEP TEX INC                    SR GLBL -H NT 50    | 2050-01-15      | 3.4500%  | 0.0000% | $90000.00          | $61647.53          | Corporate Debt Securities                         |
| ASGN INC                       SR GLBL 144A 28     | 2028-05-15      | 4.6250%  | 0.0000% | $120000.00         | $117298.95         | Corporate Debt Securities                         |
| APTIV PLC / APTIV CORP         SR GLBL NT 52       | 2052-05-01      | 4.1500%  | 0.0000% | $408000.00         | $291443.13         | Corporate Debt Securities                         |
| ACADIA HEALTHCARE COMPANY INC  SR GLBL 144A 28     | 2028-07-01      | 5.5000%  | 0.0000% | $93000.00          | $94762.09          | Corporate Debt Securities                         |
| ALAMO RE LTD                   EXT GLBL 144A 31    | 2031-06-07      | 12.0432% | 0.0000% | $15000000.00       | $15634500.00       | Corporate Debt Securities                         |
| ALBERTSONS COS INC / SAFEWAY I SR GLBL 144A 30     | 2030-02-15      | 4.8750%  | 0.0000% | $8978000.00        | $8967776.30        | Corporate Debt Securities                         |
| AMBAC ASSURANCE CORP           PERP SUB 144A NT    | 2500-12-31      | 5.1000%  | 0.0000% | $16921152.00       | $16853160.59       | Corporate Debt Securities                         |
| AMGEN INC                      SR GLBL NT 50       | 2050-02-21      | 3.3750%  | 0.0000% | $730000.00         | $516229.54         | Corporate Debt Securities                         |
| ANALOG DEVICES INC             SR GLBL NT 51       | 2051-10-01      | 2.9500%  | 0.0000% | $105000.00         | $68154.77          | Corporate Debt Securities                         |
| ANGLO AMERICAN CAPITAL PLC     SR 144A NT 6%54     | 2054-04-05      | 6.0000%  | 0.0000% | $900000.00         | $891375.00         | Corporate Debt Securities                         |
| ANTERO MIDSTREAM PARTNERS LP/A SR GLBL 144A 29     | 2029-06-15      | 5.3750%  | 0.0000% | $177000.00         | $175920.23         | Corporate Debt Securities                         |
| APPLOVIN CORP                  SR GLBL NT 31       | 2031-12-01      | 5.3750%  | 0.0000% | $4065000.00        | $4139063.74        | Corporate Debt Securities                         |
| ARIZONA PUB SVC CO             SR GLBL NT3.5%49    | 2049-12-01      | 3.5000%  | 0.0000% | $90000.00          | $61278.25          | Corporate Debt Securities                         |
| ASCENT RES UTICA HLDGS LLC / A SR 144A NT 33       | 2033-07-15      | 6.6250%  | 0.0000% | $53000.00          | $53952.23          | Corporate Debt Securities                         |
| ATHILON CAP CORP               FLT 144A NT 45      | 2045-02-03      | 0.0000%  | 0.0000% | $2500000.00        | $951779.53         | Corporate Debt Securities                         |
| ATLAS CAP DAC                  -A-20241 144A 27    | 2027-06-08      | 16.8937% | 0.0000% | $6000000.00        | $6663837.29        | Corporate Debt Securities                         |
| AVIENT CORPORATION             SR GLBL 144A 31     | 2031-11-01      | 6.2500%  | 0.0000% | $4984000.00        | $5063908.75        | Corporate Debt Securities                         |
| BANCO GNB SUDAMERIS S A        LW TIER II 31       | 2031-04-16      | 7.5000%  | 0.0000% | $150000.00         | $150323.50         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 2.087%061429     | 2029-06-14      | 2.0870%  | 0.0000% | $169000.00         | $158200.49         | Corporate Debt Securities                         |
| BANK AMERICA CORP              FR 5.288%042534     | 2034-04-25      | 5.2880%  | 0.0000% | $130000.00         | $133048.21         | Corporate Debt Securities                         |
| BEASLEY MEZZANINE HOLDINGS LLC SR SEC GLBL 28      | 2028-08-01      | 9.2000%  | 0.0000% | $680000.00         | $277492.89         | Corporate Debt Securities                         |
| BLUE RIDGE RE LTD              -A-20231 144A 27    | 2027-01-08      | 9.5432%  | 0.0000% | $1000000.00        | $1020766.85        | Corporate Debt Securities                         |
| BLUEBONNET RE LTD              -A-20251 144A 28    | 2028-06-07      | 10.0432% | 0.0000% | $10265000.00       | $10444637.50       | Corporate Debt Securities                         |
| BOISE CASCADE CO DEL           SR GLBL 144A 30     | 2030-07-01      | 4.8750%  | 0.0000% | $1782000.00        | $1775548.42        | Corporate Debt Securities                         |
| BP CAP MKTS AMER INC           GLBL NT 3.06%41     | 2041-06-17      | 3.0600%  | 0.0000% | $25000.00          | $18307.87          | Corporate Debt Securities                         |
| VODAFONE GROUP PLC             SUB GLBL NT 81      | 2081-06-04      | 3.2500%  | 0.0000% | $200000.00         | $197810.44         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 30      | 2030-07-15      | 3.8750%  | 0.0000% | $366000.00         | $347685.51         | Corporate Debt Securities                         |
| WMG ACQUISITION CORP           SR SEC GLBL 31      | 2031-02-15      | 3.0000%  | 0.0000% | $353000.00         | $323503.32         | Corporate Debt Securities                         |
| WALMART INC                    SR GLBL NT2.5%41    | 2041-09-22      | 2.5000%  | 0.0000% | $85000.00          | $60098.02          | Corporate Debt Securities                         |
| WHIRLPOOL CORP                 SR GLBL NT 29       | 2029-02-26      | 4.7500%  | 0.0000% | $2808000.00        | $2806290.24        | Corporate Debt Securities                         |
| WINSTON RE LTD                 EXTND-A 144A 32     | 2032-02-20      | 10.7932% | 0.0000% | $7350000.00        | $7276500.00        | Corporate Debt Securities                         |
| WRIGLEY RE LIMITED             EXTND-A 144A 30     | 2030-08-07      | 10.7932% | 0.0000% | $850000.00         | $865130.00         | Corporate Debt Securities                         |
| TRAVEL PLUS LEISURE CO         SR SEC GLBL 26      | 2026-07-31      | 6.6250%  | 0.0000% | $99000.00          | $102736.67         | Corporate Debt Securities                         |
| XEROX HOLDINGS CORP            SR GLBL 144A 28     | 2028-08-15      | 5.5000%  | 0.0000% | $4001000.00        | $3135683.73        | Corporate Debt Securities                         |
| BIOCEANICO SOVEREIGN CTF LTD   SR SEC GLBL 34      | 2034-06-05      | 0.0000%  | 0.0000% | $150000.00         | $87792.75          | Corporate Debt Securities                         |
| CSN ISLANDS XI CORP.           SR GLBL REGS 28     | 2028-01-28      | 6.7500%  | 0.0000% | $966000.00         | $940661.82         | Corporate Debt Securities                         |
| AUNA S A                       SR SEC REGS NT29    | 2029-12-18      | 10.0000% | 0.0000% | $450000.00         | $473302.50         | Corporate Debt Securities                         |
| AGROSUPER SA                   SR REGS NT4.6%32    | 2032-01-20      | 4.6000%  | 0.0000% | $522000.00         | $496528.72         | Corporate Debt Securities                         |
| BANCO DE GALICIA Y BUENOS AIRE GLBL REGS NT 28     | 2028-10-10      | 7.7500%  | 0.0000% | $390500.00         | $403082.78         | Corporate Debt Securities                         |
| BANCO INTERNATIONAL DEL PERU   SUB GLBL REGS 30    | 2030-07-08      | 4.0000%  | 0.0000% | $435000.00         | $443348.13         | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 5.8750%  | 0.0000% | $8367000.00        | $8279404.48        | Corporate Debt Securities                         |
| BANCO MERCANTIL DEL NORTE S A  ALT TIER I PERP     | 2500-12-31      | 6.6250%  | 0.0000% | $733000.00         | $686488.10         | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 50     | 2050-09-21      | 5.7500%  | 0.0000% | $2504000.00        | $2072867.54        | Corporate Debt Securities                         |
| BRF SA                         SR GLBL REGS 30     | 2030-01-24      | 4.8750%  | 0.0000% | $700000.00         | $683616.50         | Corporate Debt Securities                         |
| CEMEX SA EURO MTN BE 144A      PERP SUB REGS NT    | 2500-12-31      | 7.2000%  | 0.0000% | $223000.00         | $228262.80         | Corporate Debt Securities                         |
| PROVINCIA DE ENTRE RIOS        GLBL AMZ REGS 28    | 2028-08-08      | 8.2500%  | 0.0000% | $11999.00          | $7351.80           | Corporate Debt Securities                         |
| GLOBO COMUNICACOES E           REGS NT 4.875%30    | 2030-01-22      | 4.8750%  | 0.0000% | $682000.00         | $657390.60         | Corporate Debt Securities                         |
| GRUPO AEROMEXICO SAB DE CV     SR SEC REGS NT29    | 2029-11-15      | 8.2500%  | 0.0000% | $700000.00         | $693134.75         | Corporate Debt Securities                         |
| LATAM AIRLS GROUP S A / PROFES SR SEC REGS NT29    | 2029-10-15      | 13.3750% | 0.0000% | $366000.00         | $420528.36         | Corporate Debt Securities                         |
| VOLCAN COMPANIA MINERA S A A   SR GLBL REGS 26     | 2026-02-11      | 4.3750%  | 0.0000% | $420000.00         | $412730.79         | Corporate Debt Securities                         |
| BRASKEM AMERICA FINANCE CO     SR GLBL REGS 41     | 2041-07-22      | 7.1250%  | 0.0000% | $4694000.00        | $3549841.41        | Corporate Debt Securities                         |
| KLABIN AUSTRIA GMBH            SR GLBL 144A 31     | 2031-01-12      | 3.2000%  | 0.0000% | $645000.00         | $579031.55         | Corporate Debt Securities                         |
| LSB INDS INC                   SR SEC GLBL 28      | 2028-10-15      | 6.2500%  | 0.0000% | $4288000.00        | $4282564.96        | Corporate Debt Securities                         |
| LYB INTERNATIONAL FIN III LLC  SR GLBL NT 40       | 2040-10-01      | 3.3750%  | 0.0000% | $28000.00          | $20749.79          | Corporate Debt Securities                         |
| LAS VEGAS SANDS CORP           SR GLBL NT 6%29     | 2029-08-15      | 6.0000%  | 0.0000% | $3399000.00        | $3563375.64        | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR GLBL 144A 28     | 2028-04-01      | 6.1250%  | 0.0000% | $499000.00         | $416321.87         | Corporate Debt Securities                         |
| LD HOLDINGS GROUP LLC          SR SEC 144A NT27    | 2027-11-01      | 8.7500%  | 0.0000% | $1614000.00        | $1487010.93        | Corporate Debt Securities                         |
| LIBERTY MEDIA CORP DEL         SR DEB 8.25%30      | 2030-02-01      | 8.2500%  | 0.0000% | $42877000.00       | $6328895.32        | Corporate Debt Securities                         |
| LIBERTY MUT GROUP INC          JR SB -F 144A 51    | 2051-12-15      | 4.1250%  | 0.0000% | $923000.00         | $900754.55         | Corporate Debt Securities                         |
| LIGHTNING RE LTD SER 20231     EXTND-A 144A 30     | 2030-03-31      | 15.2932% | 0.0000% | $6740000.00        | $6954697.08        | Corporate Debt Securities                         |
| ELI LILLY & CO                 GLBL NT 5.5%55      | 2055-02-12      | 5.5000%  | 0.0000% | $49664000.00       | $50439917.21       | Corporate Debt Securities                         |
| MIWD HOLDCO II LLC / MIWD FI   SR 144A NT5.5%30    | 2030-02-01      | 5.5000%  | 0.0000% | $745000.00         | $721520.50         | Corporate Debt Securities                         |
| MASCHPARK RE LTD               EXTND AUTOCLL 28    | 2028-07-10      | 7.7932%  | 0.0000% | $7572000.00        | $7670436.00        | Corporate Debt Securities                         |
| MATTERHORN RE LTD              GLBL-A 144A 28      | 2028-02-04      | 11.2932% | 0.0000% | $2300000.00        | $2303450.00        | Corporate Debt Securities                         |
| MCDONALDS CORP                 FR 3.625%090149     | 2049-09-01      | 3.6250%  | 0.0000% | $63000.00          | $45982.61          | Corporate Debt Securities                         |
| MERCADOLIBRE  INC              SR GLBL NT 31       | 2031-01-14      | 3.1250%  | 0.0000% | $436000.00         | $400269.68         | Corporate Debt Securities                         |
| METHANEX US OPERATIONS INC     SR GLBL 144A 32     | 2032-03-15      | 6.2500%  | 0.0000% | $543000.00         | $550330.05         | Corporate Debt Securities                         |
| MIDCONTINENT COMM/FINANCE CORP SR 144A NT 8%32     | 2032-08-15      | 8.0000%  | 0.0000% | $486000.00         | $527616.18         | Corporate Debt Securities                         |
| MINERVA LUXEMBOURG S A         SR 144A NT 33       | 2033-09-13      | 8.8750%  | 0.0000% | $1297000.00        | $1436425.52        | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.664%041736     | 2036-04-17      | 5.6640%  | 0.0000% | $72000.00          | $74962.46          | Corporate Debt Securities                         |
| MOUNTAIN RE LTD                EXTND-A 144A 30     | 2030-06-05      | 11.1132% | 0.0000% | $6115000.00        | $6251976.00        | Corporate Debt Securities                         |
| MYLAN INC                      5.2%48              | 2048-04-15      | 5.2000%  | 0.0000% | $1323000.00        | $1054144.35        | Corporate Debt Securities                         |
| MYLAN N V                      SR GLBL NT 46       | 2046-06-15      | 5.2500%  | 0.0000% | $1312000.00        | $1055159.60        | Corporate Debt Securities                         |
| NCR VOYIX CORPORATION          SR GLBL 144A 30     | 2030-10-01      | 5.2500%  | 0.0000% | $3640000.00        | $3567924.97        | Corporate Debt Securities                         |
| NRG ENERGY INC                 SR GLBL 144A 29     | 2029-06-15      | 5.2500%  | 0.0000% | $7354000.00        | $7329345.71        | Corporate Debt Securities                         |
| FLAGSTAR FINANCIAL INC         SB GLBL NT5.9%28    | 2028-11-06      | 7.3021%  | 0.0000% | $8689000.00        | $8309516.23        | Corporate Debt Securities                         |
| NEXSTAR ESCROW INC             SR GLBL 144A 27     | 2027-07-15      | 5.6250%  | 0.0000% | $2131000.00        | $2184469.45        | Corporate Debt Securities                         |
| NIELSEN FIN LLC/ NIELSEN FIN   SR GLBL 144A 29     | 2029-07-15      | 4.5000%  | 0.0000% | $222000.00         | $128554.43         | Corporate Debt Securities                         |
| NINE ENERGY SERVICE INC        SR SEC GLBL NT28    | 2028-02-01      | 13.0000% | 0.0000% | $445000.00         | $246999.72         | Corporate Debt Securities                         |
| NISSAN MTR ACCEP CO LLC        FR 2%030926         | 2026-03-09      | 2.0000%  | 0.0000% | $3280000.00        | $3207960.27        | Corporate Debt Securities                         |
| NOKIA CORP                     SR GLBL NT 27       | 2027-06-12      | 4.3750%  | 0.0000% | $467000.00         | $464187.49         | Corporate Debt Securities                         |
| NORTHERN STS PWR CO MINN       1M GLBL BD2.9%50    | 2050-03-01      | 2.9000%  | 0.0000% | $227000.00         | $148200.61         | Corporate Debt Securities                         |
| NOVA CHEMICALS CORP MTN BE     SR SEC GLBL 28      | 2028-11-15      | 8.5000%  | 0.0000% | $1107000.00        | $1179956.83        | Corporate Debt Securities                         |
| BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 32      | 2032-02-01      | 7.5000%  | 0.0000% | $659000.00         | $670104.15         | Corporate Debt Securities                         |
| NUFARM AUSTRALIA LTD / NUFA    SR 144A NT 5%30     | 2030-01-27      | 5.0000%  | 0.0000% | $15000.00          | $14223.30          | Corporate Debt Securities                         |
| OCCIDENTAL PETE CORP           SR GLBL NT8.5%27    | 2027-07-15      | 8.5000%  | 0.0000% | $58000.00          | $63623.00          | Corporate Debt Securities                         |
| OCELOT RE LTD                  -B-20251 144A 29    | 2029-02-26      | 10.5432% | 0.0000% | $4500000.00        | $4447350.00        | Corporate Debt Securities                         |
| PERFORMANCE FOOD GROUP CO      SR GLBL 144A 27     | 2027-10-15      | 5.5000%  | 0.0000% | $19000.00          | $19181.80          | Corporate Debt Securities                         |
| PARK INTER HLDGS LLC / PK DOME SR SEC GLBL 29      | 2029-05-15      | 4.8750%  | 0.0000% | $7040000.00        | $6846708.00        | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 7.69%50     | 2050-01-23      | 7.6900%  | 0.0000% | $300000.00         | $245288.08         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 5.95%31     | 2031-01-28      | 5.9500%  | 0.0000% | $993000.00         | $919698.95         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            GLBL NT 6.875%25    | 2025-10-16      | 6.8750%  | 0.0000% | $487000.00         | $493336.82         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            FR 8.75%060229      | 2029-06-02      | 8.7500%  | 0.0000% | $935965.00         | $972192.05         | Corporate Debt Securities                         |
| PETROLEOS MEXICANOS            PERP FR 6.625%      | 2500-12-31      | 6.6250%  | 0.0000% | $254000.00         | $167705.55         | Corporate Debt Securities                         |
| PHH ESCROW ISSUER LLC/PHH CORP SR GLBL 144A 29     | 2029-11-01      | 9.8750%  | 0.0000% | $6019000.00        | $6048818.29        | Corporate Debt Securities                         |
| PITNEY BOWES INC               SR GLBL 144A 27     | 2027-03-15      | 6.8750%  | 0.0000% | $600000.00         | $613723.25         | Corporate Debt Securities                         |
| QUIKRETE HLDGS INC             SR 144A NT 33       | 2033-03-01      | 6.7500%  | 0.0000% | $600000.00         | $634266.00         | Corporate Debt Securities                         |
| RACKSPACE TECHNOLOGY GLOBAL    SR GLBL 144A 28     | 2028-12-01      | 5.3750%  | 0.0000% | $652000.00         | $152783.07         | Corporate Debt Securities                         |
| RAVEN ACQUISITION HLDGS LLC    SR SEC 144A NT31    | 2031-11-15      | 6.8750%  | 0.0000% | $129000.00         | $129599.04         | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2021 LTD     GLBL 144A 25        | 2025-12-06      | 10.3432% | 0.0000% | $3075000.00        | $3017483.49        | Corporate Debt Securities                         |
| RESIDENTIAL REINS 2023 LTD     EXT GLBL 144A 30    | 2030-06-06      | 10.8232% | 0.0000% | $13300000.00       | $13319506.67       | Corporate Debt Securities                         |
| S&P GLOBAL INC                 SR GLBL NT3.9%62    | 2062-03-01      | 3.9000%  | 0.0000% | $31000.00          | $23136.90          | Corporate Debt Securities                         |
| SM ENERGY COMPANY              SR GLBL NT 26       | 2026-09-15      | 6.7500%  | 0.0000% | $20000.00          | $20394.95          | Corporate Debt Securities                         |
| SABRE GLBL INC                 SR SEC GLBL 27      | 2027-12-15      | 11.2500% | 0.0000% | $69000.00          | $69840.94          | Corporate Debt Securities                         |
| SAKURA RE LTD                  VAR 144A NT 29      | 2029-04-05      | 7.0432%  | 0.0000% | $1500000.00        | $1482450.00        | Corporate Debt Securities                         |
| SANDERS RE III LTD ACTING IN R EXTND-A 144A 30     | 2030-04-08      | 10.5632% | 0.0000% | $4585000.00        | $4717965.00        | Corporate Debt Securities                         |
| SCOTTS MIRACLE-GRO CO          SR GLBL NT4.5%29    | 2029-10-15      | 4.5000%  | 0.0000% | $52000.00          | $50650.34          | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      SR GLBL 144A 27     | 2027-02-15      | 5.1250%  | 0.0000% | $1412000.00        | $1382685.11        | Corporate Debt Securities                         |
| SINCLAIR TELEVISION GROUP      GLBL 144A NT 33     | 2033-02-15      | 9.7500%  | 0.0000% | $250000.00         | $274812.50         | Corporate Debt Securities                         |
| SIRIUS XM RADIO INC            SR GLBL 144A 26     | 2026-09-01      | 3.1250%  | 0.0000% | $28099000.00       | $27818849.07       | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2020A 50    | 2050-02-01      | 3.6500%  | 0.0000% | $110000.00         | $73707.36          | Corporate Debt Securities                         |
| SOUTHWESTERN PUB SVC CO        1M GLBL -8 BD 50    | 2050-05-01      | 3.1500%  | 0.0000% | $90000.00          | $58224.82          | Corporate Debt Securities                         |
| SPIRIT AEROSYSTEMS INC         SR SEC GLBL 30      | 2030-11-15      | 9.7500%  | 0.0000% | $707000.00         | $787956.80         | Corporate Debt Securities                         |
| STANLEY BLACK & DECKER INC     JR SB GLBL DB 60    | 2060-03-15      | 6.7070%  | 0.0000% | $1871000.00        | $1858491.58        | Corporate Debt Securities                         |
| ENERGY TRANSFER L P            SR NT 6.1%42        | 2042-02-15      | 6.1000%  | 0.0000% | $69000.00          | $68929.96          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT3.4%52    | 2052-10-15      | 3.4000%  | 0.0000% | $80000.00          | $53507.47          | Corporate Debt Securities                         |
| TALLGRASS ENERGY PARTNERS LP/  SR GLBL 144A 28     | 2028-01-15      | 5.5000%  | 0.0000% | $1000000.00        | $1018668.33        | Corporate Debt Securities                         |
| TASEKO MINES LTD               SR SEC GLBL 30      | 2030-05-01      | 8.2500%  | 0.0000% | $185000.00         | $196386.90         | Corporate Debt Securities                         |
| TEREX CORP NEW                 SR SEC GLBL 32      | 2032-10-15      | 6.2500%  | 0.0000% | $355000.00         | $360982.05         | Corporate Debt Securities                         |
| TEXTRON FINL CORP MTN BE 144A  EXT JR SB GLBL67    | 2067-02-15      | 6.3229%  | 0.0000% | $6000.00           | $5446.26           | Corporate Debt Securities                         |
| TOMONI RE PTE LTD              EXTND-A 144A 32     | 2032-04-07      | 7.5432%  | 0.0000% | $11762000.00       | $11937935.00       | Corporate Debt Securities                         |
| TRIMAS CORP                    SR GLBL 144A 29     | 2029-04-15      | 4.1250%  | 0.0000% | $12000.00          | $11492.68          | Corporate Debt Securities                         |
| TRI LU FIN SPV SARL & NA FI    SR GLBL PIK 29      | 2029-05-03      | 7.6250%  | 0.0000% | $159000.00         | $98693.57          | Corporate Debt Securities                         |
| TRIVIUM PACKAGING FIN B V      2LIEN 144A NT 31    | 2031-01-15      | 12.2500% | 0.0000% | $2845000.00        | $3076409.14        | Corporate Debt Securities                         |
| CALFRAC HLDGS LP               SR GLBL 144A 26     | 2026-03-15      | 10.8750% | 0.0000% | $58800.00          | $59950.64          | Corporate Debt Securities                         |
| CAPITAL ONE FINL CORP          PERP SUB -M NT      | 2500-12-31      | 3.9500%  | 0.0000% | $1876000.00        | $1833831.17        | Corporate Debt Securities                         |
| CARNIVAL CORP                  SR 144A NT 30       | 2030-03-15      | 5.7500%  | 0.0000% | $780000.00         | $807078.57         | Corporate Debt Securities                         |
| CARVANA CO                     SR SEC GLBL 28      | 2028-12-01      | 9.0000%  | 0.0000% | $238000.00         | $254857.54         | Corporate Debt Securities                         |
| CHARLES RIV RE LTD             -20241 VR 144A27    | 2027-05-10      | 11.0432% | 0.0000% | $950000.00         | $971313.34         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC GLBL NT28    | 2028-02-15      | 3.7500%  | 0.0000% | $638000.00         | $634199.11         | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    5.375%38            | 2038-04-01      | 5.3750%  | 0.0000% | $98000.00          | $93002.80          | Corporate Debt Securities                         |
| CHARTER COMMUNICATIONS OPER    SR SEC NT5.05%29    | 2029-03-30      | 5.0500%  | 0.0000% | $1788000.00        | $1824341.10        | Corporate Debt Securities                         |
| CHEMOURS CO                    SR GLBL NT 27       | 2027-05-15      | 5.3750%  | 0.0000% | $7928000.00        | $7885733.85        | Corporate Debt Securities                         |
| CITIGROUP INC                  PERP JR SB GLBL     | 2500-12-31      | 6.7500%  | 0.0000% | $7743000.00        | $7828463.36        | Corporate Debt Securities                         |
| CITIGROUP INC                  SR GLBL NT 27       | 2027-01-28      | 1.1220%  | 0.0000% | $1400000.00        | $1378590.27        | Corporate Debt Securities                         |
| CITRUS RE LTD                  EXT GLBL 144A 32    | 2028-06-07      | 8.7932%  | 0.0000% | $10865000.00       | $10776993.50       | Corporate Debt Securities                         |
| CLEVELAND-CLIFFS INC NEW       SR GLBL 144A 29     | 2029-03-01      | 4.6250%  | 0.0000% | $1000000.00        | $931088.19         | Corporate Debt Securities                         |
| COCA COLA CO                   SR GLBL NT2.5%40    | 2040-06-01      | 2.5000%  | 0.0000% | $752000.00         | $546037.64         | Corporate Debt Securities                         |
| COGENT COMMUNICATIONS GROUP LL SR SEC GLBL 32      | 2032-07-01      | 6.5000%  | 0.0000% | $4620000.00        | $4573833.37        | Corporate Debt Securities                         |
| COMMONSPIRIT HEALTH            SR GLBL -2020 50    | 2050-10-01      | 3.9100%  | 0.0000% | $35000.00          | $25861.02          | Corporate Debt Securities                         |
| COMMSCOPE LLC                  SR GLBL 144A 28     | 2028-07-01      | 7.1250%  | 0.0000% | $11812000.00       | $11982648.95       | Corporate Debt Securities                         |
| COMMSCOPE TECHNOLOGIES LLC     SR GLBL 144A 27     | 2027-03-15      | 5.0000%  | 0.0000% | $3501000.00        | $3434562.69        | Corporate Debt Securities                         |
| CONSOLIDATED COMMUNICATIONS    SR SEC GLBL 28      | 2028-10-01      | 5.0000%  | 0.0000% | $43989000.00       | $45021030.82       | Corporate Debt Securities                         |
| COUGAR JV SUBSIDIARY LLC       SR 144A NT 8%32     | 2032-05-15      | 8.0000%  | 0.0000% | $219000.00         | $235641.81         | Corporate Debt Securities                         |
| CREDIT AGRICOLE S A            FR 2.811%011141     | 2041-01-11      | 2.8110%  | 0.0000% | $1225000.00        | $847192.95         | Corporate Debt Securities                         |
| CROWN AMERS LLC                SR GLBL 144A 33     | 2033-06-01      | 5.8750%  | 0.0000% | $1835000.00        | $1849139.44        | Corporate Debt Securities                         |
| DEALER TIRE LLC                SR GLBL 144A 28     | 2028-02-01      | 8.0000%  | 0.0000% | $30000.00          | $29881.83          | Corporate Debt Securities                         |
| DILLARDS INC                   SR GLBL DEB 26      | 2026-07-15      | 7.7500%  | 0.0000% | $1000000.00        | $1049860.83        | Corporate Debt Securities                         |
| DISH DBS CORPORATION           SR GLBL NT 28       | 2028-07-01      | 7.3750%  | 0.0000% | $2000000.00        | $1514620.28        | Corporate Debt Securities                         |
| DIVERSIFIED HEALTHCARE TR      EXTND SR SEC 27     | 2027-01-15      | 0.0000%  | 0.0000% | $1568000.00        | $1522386.88        | Corporate Debt Securities                         |
| DUKE ENERGY FLA LLC            1M GLBL BD 52       | 2052-11-15      | 5.9500%  | 0.0000% | $98000.00          | $100542.85         | Corporate Debt Securities                         |
| EAST LANE RE VII LTD           FLT BD 26           | 2026-03-31      | 13.5432% | 0.0000% | $16111000.00       | $16294665.40       | Corporate Debt Securities                         |
| EMBARQ CORP                    SR GLBL NT 36       | 2036-06-01      | 7.9950%  | 0.0000% | $52096000.00       | $23523449.56       | Corporate Debt Securities                         |
| ENTERGY MISSISSIPPI LLC        1M GLBL BD 49       | 2049-06-01      | 3.8500%  | 0.0000% | $33000.00          | $24327.98          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT 60       | 2060-01-31      | 3.9500%  | 0.0000% | $343000.00         | $251977.52         | Corporate Debt Securities                         |
| EVERGLADES RE II LTD           EXTND-A 144A 31     | 2031-05-13      | 14.7932% | 0.0000% | $32725000.00       | $34112540.00       | Corporate Debt Securities                         |
| GLOBAL CASH ACCESS INC         SR GLBL 144A 29     | 2029-07-15      | 5.0000%  | 0.0000% | $981000.00         | $1013124.48        | Corporate Debt Securities                         |
| FAIR ISAAC CORP                SR GLBL 144A 28     | 2028-06-15      | 4.0000%  | 0.0000% | $166000.00         | $161336.51         | Corporate Debt Securities                         |
| FINANCE OF AMERICA FUNDING LLC EXT SR SEC STP27    | 2027-11-30      | 7.8750%  | 0.0000% | $13405000.00       | $12152470.31       | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 12%28    | 2028-10-01      | 12.0000% | 0.0000% | $9466000.00        | $10440398.49       | Corporate Debt Securities                         |
| FREEDOM MORTGAGE CORPORATION   SR 144A NT 30       | 2030-10-01      | 12.2500% | 0.0000% | $9390000.00        | $10708024.74       | Corporate Debt Securities                         |
| GGAM FIN LTD                   SR GLBL 144A 28     | 2028-06-15      | 8.0000%  | 0.0000% | $806000.00         | $854572.25         | Corporate Debt Securities                         |
| GTE SOUTHWEST INC              1M GLBL BD8.5%31    | 2031-11-15      | 8.5000%  | 0.0000% | $423000.00         | $465388.12         | Corporate Debt Securities                         |
| TWITTER INC                    SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $189000.00         | $189898.09         | Corporate Debt Securities                         |
| US FOODS INC                   SR GLBL 144A 29     | 2029-02-15      | 4.7500%  | 0.0000% | $5125000.00        | $5124910.31        | Corporate Debt Securities                         |
| UNION PAC CORP                 SR NT 4.1%67        | 2067-09-15      | 4.1000%  | 0.0000% | $67000.00          | $49716.57          | Corporate Debt Securities                         |
| UNITED NAT FOODS INC           SR GLBL 144A 28     | 2028-10-15      | 6.7500%  | 0.0000% | $5823000.00        | $5829827.47        | Corporate Debt Securities                         |
| UNITED RENTALS NORTH AMER INC  SR GLBL NT 28       | 2028-01-15      | 4.8750%  | 0.0000% | $1360000.00        | $1382417.90        | Corporate Debt Securities                         |
| UNITED WHOLESALE MORTGAGE LLC  SR GLBL 144A 27     | 2027-06-15      | 5.7500%  | 0.0000% | $1084000.00        | $1082976.52        | Corporate Debt Securities                         |
| UNIVERSITY NOTRE DAME DU LAC   AMRTZ 2015 BD 45    | 2045-02-15      | 3.4380%  | 0.0000% | $80000.00          | $60866.60          | Corporate Debt Securities                         |
| VENTURE GLOBAL CALCASIEU PASS  SR SEC 144A NT29    | 2029-08-15      | 3.8750%  | 0.0000% | $422000.00         | $403613.99         | Corporate Debt Securities                         |
| VERAISON RE LTD                EXTND-A 144A 33     | 2033-03-08      | 7.7932%  | 0.0000% | $23500000.00       | $23510094.11       | Corporate Debt Securities                         |
| VERTIV GROUP CORP              SR SEC GLBL 28      | 2028-11-15      | 4.1250%  | 0.0000% | $330000.00         | $323062.16         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL DB5.5%33    | 2033-05-15      | 5.5000%  | 0.0000% | $423000.00         | $409808.74         | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               CR SEN SR GLBL26    | 2026-10-04      | 3.7000%  | 0.0000% | $21000.00          | $20687.14          | Corporate Debt Securities                         |
| PARAMOUNT GLOBAL               SR GLBL NT 31       | 2031-01-15      | 4.9500%  | 0.0000% | $4788000.00        | $4747002.75        | Corporate Debt Securities                         |
| VICTORS MERGER CORPORATION     SR 144A NT 29       | 2029-05-15      | 6.3750%  | 0.0000% | $190000.00         | $86738.56          | Corporate Debt Securities                         |
| VIRGINIA ELEC & PWR CO         SR GLBL 2015B 45    | 2045-05-15      | 4.2000%  | 0.0000% | $2444000.00        | $1990882.40        | Corporate Debt Securities                         |
| VITALITY RE XIV LTD            -B VR 144A NT 27    | 2027-01-05      | 8.7932%  | 0.0000% | $2416000.00        | $2547872.32        | Corporate Debt Securities                         |
| GOODYEAR TIRE & RUBR CO        SR GLBL NT 5%26     | 2026-05-31      | 5.0000%  | 0.0000% | $5724000.00        | $5747850.00        | Corporate Debt Securities                         |
| GRAPHIC PACKAGING INTL LLC     SR GLBL 144A 28     | 2028-03-15      | 3.5000%  | 0.0000% | $411000.00         | $397345.89         | Corporate Debt Securities                         |
| HSBC HLDGS PLC                 FR 6.1%011442       | 2042-01-14      | 6.1000%  | 0.0000% | $57000.00          | $61766.21          | Corporate Debt Securities                         |
| HECLA MINING COMPANY           SR GLBL NT 28       | 2028-02-15      | 7.2500%  | 0.0000% | $170000.00         | $176240.27         | Corporate Debt Securities                         |
| HELIX ENERGY SOLUTIONS GRP INC SR GLBL 144A 29     | 2029-03-01      | 9.7500%  | 0.0000% | $33000.00          | $35913.54          | Corporate Debt Securities                         |
| HIGH PT RE LTD                 EXTND-A 144A 32     | 2032-01-06      | 10.0432% | 0.0000% | $29841000.00       | $30324424.20       | Corporate Debt Securities                         |
| HOWARD HUGHES HOLDINGS INC     SR GLBL 144A 28     | 2028-08-01      | 5.3750%  | 0.0000% | $1177000.00        | $1194627.37        | Corporate Debt Securities                         |
| HUMANA INC                     SR GLBL NT 35       | 2035-05-01      | 5.5500%  | 0.0000% | $80000.00          | $81438.33          | Corporate Debt Securities                         |
| IAMGOLD CORP                   SR GLBL 144A 28     | 2028-10-15      | 5.7500%  | 0.0000% | $1256000.00        | $1258184.39        | Corporate Debt Securities                         |
| CRESCENT ENERGY FINANCE LLC    SR GLBL 144A 28     | 2028-02-15      | 9.2500%  | 0.0000% | $1435000.00        | $1543281.51        | Corporate Debt Securities                         |
| INTERFACE INC                  GLBL 144A NT 28     | 2028-12-01      | 5.5000%  | 0.0000% | $931000.00         | $918162.03         | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-03-15      | 5.2500%  | 0.0000% | $18000.00          | $18179.15          | Corporate Debt Securities                         |
| IRON MTN INC DEL               SR GLBL 144A 28     | 2028-07-15      | 5.0000%  | 0.0000% | $934000.00         | $946764.67         | Corporate Debt Securities                         |
| KB HOME                        SR GLBL NT 4%31     | 2031-06-15      | 4.0000%  | 0.0000% | $500000.00         | $462423.33         | Corporate Debt Securities                         |
| KILIMANJARO III RE LTD         EXT GLBL 144A 29    | 2029-04-08      | 9.1532%  | 0.0000% | $2652000.00        | $2643778.80        | Corporate Debt Securities                         |
| KILIMANJARO II RE LTD          EXTND-B 144A 31     | 2031-01-08      | 11.5432% | 0.0000% | $3300000.00        | $3550844.25        | Corporate Debt Securities                         |
| CWABS INC 2003-BC4             M-1    20330725 FLT | 2033-07-25      | 5.4837%  | 0.0000% | $14450000.00       | $528251.50         | Asset-Backed Securities                           |
| FLAGSHIP CR AUTO TR 2024-1     D      20300415 6.3 | 2030-04-15      | 6.3000%  | 0.0000% | $1503000.00        | $1503750.00        | Asset-Backed Securities                           |
| NAVIENT REFINANCE LOAN 2025-A  A      20550216 5.1 | 2055-02-16      | 5.1500%  | 0.0000% | $25150000.00       | $24206436.98       | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2008-2     B      20290125 FLT | 2029-01-25      | 5.8249%  | 0.0000% | $160000.00         | $165414.73         | Asset-Backed Securities                           |
| SLM STUDENT LOAN TR 2008-3     B      20830426 FLT | 2083-04-26      | 5.8249%  | 0.0000% | $190000.00         | $192106.16         | Asset-Backed Securities                           |
| SOUND POINT CLO LTD 2021-32    Y      20341025 FLT | 2034-10-25      | 0.0625%  | 0.0000% | $464839.00         | $253936.56         | Asset-Backed Securities                           |
| UNITED ARLNS 2020-1B PSTR TRS  B      20270715 4.8 | 2027-07-15      | 4.8750%  | 0.0000% | $25000.00          | $8382.10           | Asset-Backed Securities                           |
| BRASKEM NETH FIN B V           SR GLBL 144A 30     | 2030-01-31      | 4.5000%  | 0.0000% | $960000.00         | $764947.20         | Corporate Debt Securities                         |
| BRISTOL-MYERS SQUIBB CO        SR GLBL NT 5%45     | 2045-08-15      | 5.0000%  | 0.0000% | $192000.00         | $179642.88         | Corporate Debt Securities                         |
| BUILDERS FIRSTSOURCE INC       SR GLBL 144A 30     | 2030-03-01      | 5.0000%  | 0.0000% | $43000.00          | $42893.26          | Corporate Debt Securities                         |
| CDI ESCROW ISSUER INC          SR GLBL 144A 30     | 2030-04-01      | 5.7500%  | 0.0000% | $350000.00         | $355342.85         | Corporate Debt Securities                         |
| THE CIGNA GROUP                GLBL NT 3.875%47    | 2047-10-15      | 3.8750%  | 0.0000% | $95000.00          | $71220.83          | Corporate Debt Securities                         |
| CVS HEALTH CORP                JR SB GLBL -B 54    | 2054-12-10      | 6.7500%  | 0.0000% | $336000.00         | $335616.96         | Corporate Debt Securities                         |
| CALDERYS FING LLC              SR SEC GLBL 28      | 2028-06-01      | 11.2500% | 0.0000% | $526000.00         | $563857.54         | Corporate Debt Securities                         |
| BAMLL COML MTG SEC 2021-JACX   B      20380915 FLT | 2038-09-15      | 5.8765%  | 0.0000% | $5000000.00        | $4737243.75        | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2022-1700  B      20370215 FLT | 2037-02-15      | 6.0620%  | 0.0000% | $2100000.00        | $1385253.94        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2021-VINO       C      20380517 FLT | 2038-05-17      | 5.5288%  | 0.0000% | $290000.00         | $203404.27         | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2021-ARIA             D      20361015 FLT | 2036-10-15      | 6.3219%  | 0.0000% | $1625000.00        | $1626233.24        | Private Label Collateralized Mortgage Obligations |
| BXHPP 2021-FILM                A      20360815 FLT | 2036-08-15      | 5.0765%  | 0.0000% | $17699000.00       | $16984225.89       | Private Label Collateralized Mortgage Obligations |
| BX COM MRTG TR 2022-CSMO       A      20390615 FLT | 2039-06-15      | 6.4266%  | 0.0000% | $9274900.00        | $9346110.21        | Private Label Collateralized Mortgage Obligations |
| BX COML MTG TR 2024-XL4        C      20390215 FLT | 2039-02-15      | 6.5027%  | 0.0000% | $132000.00         | $125651.16         | Private Label Collateralized Mortgage Obligations |
| BX TR 2024-BIO                 D      20410215 FLT | 2041-02-15      | 7.9508%  | 0.0000% | $10421000.00       | $10283253.31       | Private Label Collateralized Mortgage Obligations |
| BX TRUST 2024-BRVE             C      20410415 FLT | 2041-04-15      | 7.4008%  | 0.0000% | $13333760.00       | $13370716.52       | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B13      A-4    20570817 FLT | 2057-08-17      | 2.9520%  | 0.0000% | $10487000.00       | $9833439.67        | Private Label Collateralized Mortgage Obligations |
| CSMC COML MTG TR 2016-NXSR     C      20491217 FLT | 2049-12-17      | 4.5571%  | 0.0000% | $1710990.00        | $1546172.08        | Private Label Collateralized Mortgage Obligations |
| COLT MTG TR 2023-4             A-1    20681025 FLT | 2068-10-25      | 7.1630%  | 0.0000% | $57528499.00       | $39570356.70       | Private Label Collateralized Mortgage Obligations |
| CSMC TR 2014-USA               A-1    20370917 3.3 | 2037-09-17      | 3.3039%  | 0.0000% | $100000.00         | $82628.10          | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 M1     20640825 FLT | 2064-08-25      | 5.7601%  | 0.0000% | $16777000.00       | $15657807.54       | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CH COM TR 2019-BROOK A      20290917 FLT | 2029-09-17      | 5.9265%  | 0.0000% | $2300000.00        | $859439.58         | Private Label Collateralized Mortgage Obligations |
| JP MG COML MORTG SEC TR 22-ACB A      20370316 FLT | 2037-03-16      | 5.7039%  | 0.0000% | $870000.00         | $872067.65         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   B-2    20510825 FLT | 2051-08-25      | 3.3100%  | 0.0000% | $552000.00         | $422517.49         | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   B-3    20510825 FLT | 2051-08-25      | 3.3100%  | 0.0000% | $333000.00         | $252136.15         | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RES LN 2023-3   A-1    20530925 FLT | 2053-09-25      | 6.5000%  | 0.0000% | $16000000.00       | $12539155.73       | Private Label Collateralized Mortgage Obligations |
| NEW RESI MTG TR 2017-4         A-1    20570525 FLT | 2057-05-25      | 4.0000%  | 0.0000% | $21692000.00       | $2923942.08        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2022-NQM1               B-1    20611125 FLT | 2061-11-25      | 4.0390%  | 0.0000% | $15310000.00       | $11535508.98       | Private Label Collateralized Mortgage Obligations |
| PFP LTD 2025-12                D      20421218 FLT | 2042-12-18      | 7.4123%  | 0.0000% | $3000000.00        | $3000458.88        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-5          B1     20561025 FLT | 2056-10-25      | 3.7758%  | 0.0000% | $123000.00         | $114279.16         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          M2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $162000.00         | $122616.94         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MORTGAGE TR 2020-4  A2     20601025 FLT | 2060-10-25      | 2.5000%  | 0.0000% | $15000000.00       | $12155248.34       | Private Label Collateralized Mortgage Obligations |
| UWM MTG TR 2021-INV3           A-3    20511125 FLT | 2051-11-25      | 2.5000%  | 0.0000% | $29066920.00       | $18482355.76       | Private Label Collateralized Mortgage Obligations |
| GYP HOLDINGS III CORPORATION   SR GLBL 144A 29     | 2029-05-01      | 4.6250%  | 0.0000% | $22000.00          | $22076.78          | Corporate Debt Securities                         |
| GARDA WORLD SECURITY CORP      SR 144A NT 6%29     | 2029-06-01      | 6.0000%  | 0.0000% | $478000.00         | $467542.95         | Corporate Debt Securities                         |
| GATES CORP                     SR GLBL 144A 29     | 2029-07-01      | 6.8750%  | 0.0000% | $95000.00          | $101896.43         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       PERP SUB GLBL -B    | 2500-12-31      | 6.5000%  | 0.0000% | $988000.00         | $987110.80         | Corporate Debt Securities                         |
| GLENCORE FDG LLC               SR 144A NT 51       | 2051-04-27      | 3.8750%  | 0.0000% | $98000.00          | $71418.60          | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT2.6%30    | 2030-02-07      | 2.6000%  | 0.0000% | $603000.00         | $562272.04         | Corporate Debt Securities                         |

### Security 674: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AWX3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AWX3
- **C.18 - Value (incl. sponsor support):** $9000000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000000.00
- **C.19 - Percentage of Net Assets:** 2.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $196446000.00      | $281904384.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $2146924300.00     | $1551465184.24     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $1580582000.00     | $1408745471.56     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $1175000000.00     | $1501135744.00     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $568104500.00      | $666578713.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $681597100.00      | $743050352.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $1462464000.00     | $1498418071.98     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $1520990000.00     | $1528702080.93     | U.S. Treasuries (including strips) |

### Security 675: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AWY1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AWY1
- **C.18 - Value (incl. sponsor support):** $7005000000.00
- **C.18.a - Value (excl. sponsor support):** $7005000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $839917200.00      | $819903552.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $36170000.00       | $39746977.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $750000000.00      | $643339957.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $50000000.00       | $52317845.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $85000000.00       | $79382032.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $422000000.00      | $434469272.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $252200000.00      | $259962130.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $280000000.00      | $272739073.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $365087000.00      | $375549374.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $108000000.00      | $111155626.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $341201000.00      | $354565372.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200000000.00      | $200163116.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $1654000000.00     | $1682428141.54     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $450000000.00      | $461752195.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $482800000.00      | $496514054.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $72835600.00       | $71893702.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $500000000.00      | $505381985.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1400000.00        | $1454765.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $283000000.00      | $282380940.33      | U.S. Treasuries (including strips) |

### Security 676: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AX87, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AX87
- **C.18 - Value (incl. sponsor support):** $3153000000.00
- **C.18.a - Value (excl. sponsor support):** $3153000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** No

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $23950000.00       | $20510930.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $23740000.00       | $27048061.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $117372100.00      | $103489184.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $36000000.00       | $33581574.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $143708100.00      | $144202100.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $50000000.00       | $51660752.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $996767600.00      | $1004709335.89     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1344994000.00     | $1383281500.35     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $446739100.00      | $447576749.21      | U.S. Treasuries (including strips) |

### Security 677: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B2G1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19B2G1
- **C.18 - Value (incl. sponsor support):** $6110600000.00
- **C.18.a - Value (excl. sponsor support):** $6110600000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Fixed Income Clearing Corp

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQG1780   | 2053-05-01      | 6.0000%  | 0.0000% | $1707497.00        | $1376906.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0923   | 2053-04-01      | 5.0000%  | 0.0000% | $1274983.00        | $1077405.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1048   | 2053-04-01      | 5.5000%  | 0.0000% | $1232787.00        | $1067412.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1183   | 2053-04-01      | 5.0000%  | 0.0000% | $1023441.00        | $984843.44         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1231   | 2053-04-01      | 5.0000%  | 0.0000% | $1576500.00        | $1174106.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1280   | 2053-04-01      | 6.0000%  | 0.0000% | $1263430.00        | $1126042.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG1633   | 2053-04-01      | 5.0000%  | 0.0000% | $1244875.00        | $1193191.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1643   | 2053-04-01      | 6.0000%  | 0.0000% | $1044600.00        | $685658.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1644   | 2053-04-01      | 6.0000%  | 0.0000% | $1000880.00        | $770640.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1934   | 2053-05-01      | 5.5000%  | 0.0000% | $1352170.00        | $1332333.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2074   | 2053-05-01      | 5.5000%  | 0.0000% | $1374535.00        | $1053220.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG2368   | 2053-04-01      | 6.0000%  | 0.0000% | $1064413.00        | $765265.07         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2419   | 2053-03-01      | 5.5000%  | 0.0000% | $1207864.00        | $876345.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2507   | 2053-05-01      | 5.5000%  | 0.0000% | $1448234.00        | $899396.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2562   | 2053-05-01      | 5.5000%  | 0.0000% | $1132241.00        | $821126.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG2843   | 2053-05-01      | 5.5000%  | 0.0000% | $1226125.00        | $1063351.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3810   | 2053-04-01      | 5.5000%  | 0.0000% | $1016595.00        | $294476.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4952   | 2053-06-01      | 6.0000%  | 0.0000% | $1107444.00        | $962478.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5014   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $925.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5615   | 2053-06-01      | 6.5000%  | 0.0000% | $1297342.00        | $1102671.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG5769   | 2053-06-01      | 6.5000%  | 0.0000% | $1011358.00        | $693173.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6022   | 2053-06-01      | 5.5000%  | 0.0000% | $2067500.00        | $1351147.29        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6448   | 2053-07-01      | 6.5000%  | 0.0000% | $1292894.00        | $1089904.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6685   | 2053-07-01      | 5.5000%  | 0.0000% | $1096.00           | $912.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6773   | 2053-07-01      | 6.5000%  | 0.0000% | $1053381.00        | $785454.87         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG6973   | 2053-07-01      | 6.5000%  | 0.0000% | $1341661.00        | $1182680.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7988   | 2053-08-01      | 6.5000%  | 0.0000% | $1065633.00        | $801152.75         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7997   | 2053-07-01      | 6.5000%  | 0.0000% | $1866949.00        | $1186685.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7427   | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1301.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7619   | 2053-07-01      | 6.5000%  | 0.0000% | $1084533.00        | $966834.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7930   | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1362329.09        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8896   | 2053-08-01      | 6.0000%  | 0.0000% | $1018254.00        | $1020989.10        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8368   | 2053-08-01      | 6.5000%  | 0.0000% | $1122170.00        | $959519.47         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8652   | 2053-08-01      | 6.0000%  | 0.0000% | $1114098.00        | $842032.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8680   | 2053-08-01      | 6.5000%  | 0.0000% | $1027455.00        | $1061788.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8684   | 2053-08-01      | 6.5000%  | 0.0000% | $1004396.00        | $810448.23         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8728   | 2053-08-01      | 6.5000%  | 0.0000% | $1150457.00        | $962209.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8760   | 2053-08-01      | 5.5000%  | 0.0000% | $1078687.00        | $702605.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG8811   | 2053-07-01      | 5.5000%  | 0.0000% | $1269000.00        | $840131.72         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG9236   | 2053-08-01      | 6.0000%  | 0.0000% | $78554.00          | $72887.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0186   | 2053-09-01      | 6.5000%  | 0.0000% | $1204150.00        | $749167.47         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH0735   | 2053-09-01      | 6.5000%  | 0.0000% | $1105146.00        | $902277.69         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1041   | 2053-09-01      | 6.5000%  | 0.0000% | $1070855.00        | $1056473.50        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1232   | 2053-09-01      | 6.5000%  | 0.0000% | $1009296.00        | $826583.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH1440   | 2053-09-01      | 5.5000%  | 0.0000% | $1116114.00        | $803078.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2146   | 2053-10-01      | 5.0000%  | 0.0000% | $16874503.00       | $14486941.94       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH2773   | 2053-09-01      | 5.0000%  | 0.0000% | $99101.00          | $95575.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2785   | 2052-11-01      | 5.0000%  | 0.0000% | $1092132.00        | $744830.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2786   | 2052-11-01      | 6.0000%  | 0.0000% | $1329648.00        | $323398.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014   | 2052-12-01      | 6.0000%  | 0.0000% | $1138256.00        | $1130140.15        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3985   | 2052-10-01      | 4.5000%  | 0.0000% | $1629020.00        | $1293038.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4137   | 2052-12-01      | 5.0000%  | 0.0000% | $1241860.00        | $970458.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4604   | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $845621.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4611   | 2052-12-01      | 5.5000%  | 0.0000% | $1052270.00        | $1024241.35        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS7969   | 2046-09-01      | 3.5000%  | 0.0000% | $3000.00           | $1053.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS8336   | 2046-11-01      | 4.5000%  | 0.0000% | $7733492.00        | $2160491.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS9006   | 2043-08-01      | 3.5000%  | 0.0000% | $4402.00           | $602.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT1349   | 2043-03-01      | 4.0000%  | 0.0000% | $1179899.00        | $304164.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2728   | 2043-05-01      | 3.5000%  | 0.0000% | $4096.00           | $792.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT2780   | 2043-04-01      | 4.0000%  | 0.0000% | $3001.00           | $330.71            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT3310   | 2043-04-01      | 4.0000%  | 0.0000% | $1432638.00        | $207708.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT4918   | 2043-05-01      | 4.0000%  | 0.0000% | $2586025.00        | $298932.10         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT6360   | 2044-07-01      | 4.0000%  | 0.0000% | $1286976.00        | $168881.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU0304   | 2043-07-01      | 4.0000%  | 0.0000% | $5803743.00        | $681664.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2598   | 2043-08-01      | 4.0000%  | 0.0000% | $3607987.00        | $331510.43         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU2688   | 2043-07-01      | 4.0000%  | 0.0000% | $1446671.00        | $160804.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU7307   | 2043-08-01      | 4.0000%  | 0.0000% | $7375288.00        | $805412.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAU8868   | 2043-11-01      | 4.5000%  | 0.0000% | $20004197.00       | $2193537.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAU9237   | 2038-10-01      | 4.0000%  | 0.0000% | $4195471.00        | $571305.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAU9356   | 2043-11-01      | 4.0000%  | 0.0000% | $2634568.00        | $691812.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV2874   | 2043-12-01      | 4.0000%  | 0.0000% | $14541277.00       | $2301179.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8875   | 2044-12-01      | 4.0000%  | 0.0000% | $2554666.00        | $616991.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835   | 2044-09-01      | 4.0000%  | 0.0000% | $3034963.00        | $412505.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW1015   | 2044-05-01      | 4.5000%  | 0.0000% | $41505856.00       | $1747275.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW5818   | 2044-08-01      | 4.0000%  | 0.0000% | $1660511.00        | $270540.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW8254   | 2044-07-01      | 4.0000%  | 0.0000% | $9334917.00        | $1355018.71        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAW9490   | 2044-11-01      | 4.0000%  | 0.0000% | $1176433.00        | $24517.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX1190   | 2044-10-01      | 4.0000%  | 0.0000% | $3001.00           | $1037.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX1274   | 2044-09-01      | 4.0000%  | 0.0000% | $2813555.00        | $425205.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX1613   | 2044-08-01      | 3.5000%  | 0.0000% | $5063851.00        | $775321.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX2449   | 2044-09-01      | 4.0000%  | 0.0000% | $8998384.00        | $942960.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAX6481   | 2044-11-01      | 4.0000%  | 0.0000% | $8489272.00        | $1173134.10        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY1242   | 2045-01-01      | 4.0000%  | 0.0000% | $1133294.00        | $202134.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY1318   | 2045-03-01      | 4.0000%  | 0.0000% | $26466.00          | $3451.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY3178   | 2045-02-01      | 4.0000%  | 0.0000% | $1450005.00        | $108021.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAY3392   | 2045-04-01      | 4.0000%  | 0.0000% | $72722.00          | $11527.31          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAY4215   | 2045-05-01      | 3.5000%  | 0.0000% | $1664259.00        | $98700.99          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAY8218   | 2045-05-01      | 4.0000%  | 0.0000% | $152472.00         | $15657.60          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAZ0842   | 2045-07-01      | 3.5000%  | 0.0000% | $1082639.00        | $288953.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2620   | 2045-08-01      | 3.5000%  | 0.0000% | $4294271.00        | $853778.86         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2683   | 2045-11-01      | 3.5000%  | 0.0000% | $4199000.00        | $916303.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ6640   | 2046-01-01      | 4.0000%  | 0.0000% | $4606268.00        | $1531473.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL745932   | 2036-11-01      | 6.5000%  | 0.0000% | $79981807.00       | $482574.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP745962   | 2036-09-01      | 6.0000%  | 0.0000% | $162157618.00      | $378629.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL817753   | 2036-04-01      | 6.0000%  | 0.0000% | $33381310.00       | $142309.93         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831276   | 2036-02-01      | 6.0000%  | 0.0000% | $51631876.00       | $493135.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831404   | 2036-03-01      | 6.0000%  | 0.0000% | $19140364.00       | $127955.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831395   | 2036-04-01      | 6.0000%  | 0.0000% | $44810068.00       | $692978.54         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831440   | 2036-05-01      | 6.0000%  | 0.0000% | $61649342.00       | $497164.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL848942   | 2036-01-01      | 6.0000%  | 0.0000% | $69813172.00       | $294919.57         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $63900.00          | $63825.24          | U.S. Treasuries (including strips) |
| 04.000 FGPC Q02918 G   | 2041-08-01      | 4.0000%  | 0.0000% | $6110259.00        | $626110.51         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03146 G   | 2041-09-01      | 4.0000%  | 0.0000% | $8975320.00        | $891689.70         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q03209 G   | 2041-09-01      | 4.0000%  | 0.0000% | $3609996.00        | $384143.09         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05105 G   | 2041-12-01      | 4.0000%  | 0.0000% | $3321776.00        | $368591.95         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05155 G   | 2041-12-01      | 4.0000%  | 0.0000% | $6491802.00        | $672155.72         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q05827 G   | 2042-02-01      | 4.0000%  | 0.0000% | $1028229.00        | $202335.69         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06799 G   | 2042-03-01      | 4.0000%  | 0.0000% | $2016.00           | $260.74            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q06248 G   | 2042-02-01      | 3.5000%  | 0.0000% | $8873809.00        | $930587.21         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06568 G   | 2042-03-01      | 4.0000%  | 0.0000% | $1202376.00        | $232676.90         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q06696 G   | 2042-03-01      | 4.0000%  | 0.0000% | $1651110.00        | $193661.32         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q07066 G   | 2042-03-01      | 4.0000%  | 0.0000% | $3814373.00        | $559579.16         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11101 G   | 2042-09-01      | 4.0000%  | 0.0000% | $2947492.00        | $713902.84         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11599 G   | 2042-10-01      | 4.0000%  | 0.0000% | $4695847.00        | $588634.43         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q15748 G   | 2043-02-01      | 3.5000%  | 0.0000% | $626000.00         | $140003.78         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16722 G   | 2043-03-01      | 4.0000%  | 0.0000% | $1291230.00        | $65270.15          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17688 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1494898.00        | $70150.12          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q16986 G   | 2043-04-01      | 4.0000%  | 0.0000% | $5845957.00        | $749941.92         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17118 G   | 2043-04-01      | 4.0000%  | 0.0000% | $2069354.00        | $378619.93         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17383 G   | 2043-04-01      | 4.0000%  | 0.0000% | $2515183.00        | $285343.54         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18598 G   | 2043-05-01      | 3.5000%  | 0.0000% | $5856082.00        | $1167056.78        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17730 G   | 2043-04-01      | 4.0000%  | 0.0000% | $4220245.00        | $786360.63         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q17953 G   | 2043-05-01      | 4.0000%  | 0.0000% | $1377363.00        | $291254.88         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q18298 G   | 2043-05-01      | 3.5000%  | 0.0000% | $1957308.00        | $268121.23         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q19955 G   | 2043-07-01      | 4.0000%  | 0.0000% | $6383175.00        | $541027.65         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20119 G   | 2043-07-01      | 4.0000%  | 0.0000% | $5827031.00        | $255180.61         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20297 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1997021.00        | $338045.88         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q20299 G   | 2043-07-01      | 4.0000%  | 0.0000% | $1323082.00        | $182134.70         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81158 G   | 2044-05-01      | 4.0000%  | 0.0000% | $555914.00         | $133867.10         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G   | 2044-07-01      | 4.0000%  | 0.0000% | $13873840.00       | $1587782.68        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81321 G   | 2044-08-01      | 4.0000%  | 0.0000% | $30193779.00       | $4811008.50        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81353 G   | 2044-09-01      | 4.0000%  | 0.0000% | $1054.00           | $211.27            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $497092.00         | $134894.45         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V84386 G   | 2048-06-01      | 4.5000%  | 0.0000% | $150000002.00      | $20351575.60       | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q24793 G   | 2044-02-01      | 4.0000%  | 0.0000% | $11330136.00       | $1556799.92        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q24959 G   | 2044-02-01      | 4.5000%  | 0.0000% | $1025.00           | $81.23             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q25770 G   | 2044-04-01      | 4.0000%  | 0.0000% | $37729294.00       | $5860860.48        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29169 G   | 2044-10-01      | 4.0000%  | 0.0000% | $4675707.00        | $512236.04         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q29156 G   | 2044-10-01      | 4.0000%  | 0.0000% | $1155050.00        | $362001.80         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U93186 G   | 2046-09-01      | 3.5000%  | 0.0000% | $2155067.00        | $729356.54         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q31066 G   | 2045-02-01      | 4.0000%  | 0.0000% | $3677971.00        | $464033.98         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q34969 G   | 2045-07-01      | 4.5000%  | 0.0000% | $9019297.00        | $1717835.01        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q35715 G   | 2045-09-01      | 4.5000%  | 0.0000% | $4301149.00        | $767555.21         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q36591 G   | 2045-10-01      | 4.0000%  | 0.0000% | $47000.00          | $5333.32           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q36666 G   | 2045-10-01      | 3.5000%  | 0.0000% | $7568009.00        | $1183613.61        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q37596 G   | 2045-11-01      | 4.0000%  | 0.0000% | $10373618.00       | $1673946.29        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q38970 G   | 2046-02-01      | 4.0000%  | 0.0000% | $8068117.00        | $1523058.86        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q39568 G   | 2046-03-01      | 4.0000%  | 0.0000% | $7575800.00        | $1325063.03        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61698 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1748148.00        | $611326.40         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61703 G   | 2049-02-01      | 5.0000%  | 0.0000% | $2342476.00        | $860717.50         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q61920 G   | 2049-03-01      | 4.0000%  | 0.0000% | $1013675.00        | $212608.58         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q61909 G   | 2049-02-01      | 4.5000%  | 0.0000% | $1473470.00        | $310017.96         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q61942 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1020487.00        | $215999.77         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62009 G   | 2049-03-01      | 5.0000%  | 0.0000% | $182000.00         | $83633.47          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62038 G   | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $462184.97         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62126 G   | 2049-03-01      | 4.0000%  | 0.0000% | $3902405.00        | $616353.24         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62208 G   | 2049-03-01      | 5.0000%  | 0.0000% | $2000712.00        | $701994.76         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62244 G   | 2049-03-01      | 4.0000%  | 0.0000% | $2049910.00        | $460676.34         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62228 G   | 2049-03-01      | 4.0000%  | 0.0000% | $3967504.00        | $468920.14         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62230 G   | 2049-03-01      | 4.5000%  | 0.0000% | $5043030.00        | $427047.69         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62279 G   | 2049-03-01      | 4.5000%  | 0.0000% | $8086158.00        | $2118919.51        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62283 G   | 2049-03-01      | 4.5000%  | 0.0000% | $3392823.00        | $986948.51         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62386 G   | 2049-04-01      | 4.5000%  | 0.0000% | $2231007.00        | $324649.76         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63503 G   | 2049-05-01      | 4.0000%  | 0.0000% | $5163.00           | $1675.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $1750025.00        | $1076532.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759   | 2052-10-01      | 5.0000%  | 0.0000% | $1658063.00        | $1342255.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8782   | 2052-09-01      | 5.0000%  | 0.0000% | $1257912.00        | $879213.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8784   | 2052-09-01      | 5.0000%  | 0.0000% | $1223550.00        | $1160387.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8787   | 2052-09-01      | 5.0000%  | 0.0000% | $1073655.00        | $812443.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8794   | 2052-09-01      | 5.0000%  | 0.0000% | $1191857.00        | $743852.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8795   | 2052-09-01      | 5.0000%  | 0.0000% | $1111060.00        | $1059684.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9846   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4035.88           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $1435556.00        | $908681.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9053   | 2052-09-01      | 5.0000%  | 0.0000% | $1658650.00        | $1431343.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9388   | 2052-09-01      | 5.0000%  | 0.0000% | $1076993.00        | $911352.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9424   | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $4006.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9537   | 2052-10-01      | 5.0000%  | 0.0000% | $1649800.00        | $1422455.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1147767.00        | $427783.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBW9616   | 2053-06-01      | 6.0000%  | 0.0000% | $1498990.00        | $1229362.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $1739819.00        | $1238757.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9961   | 2052-09-01      | 5.0000%  | 0.0000% | $1477255.00        | $1058087.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955   | 2052-09-01      | 5.0000%  | 0.0000% | $1094028.00        | $661280.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $233636.00         | $203179.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0173   | 2053-02-01      | 5.5000%  | 0.0000% | $1395811.00        | $1224373.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $1435900.00        | $1088622.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX0215   | 2053-05-01      | 6.5000%  | 0.0000% | $1320775.00        | $1135629.04        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0475   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $807.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0477   | 2052-09-01      | 5.0000%  | 0.0000% | $1284250.00        | $1217446.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0486   | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1229639.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX0662   | 2052-11-01      | 6.0000%  | 0.0000% | $1212000.00        | $547354.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0764   | 2052-12-01      | 5.5000%  | 0.0000% | $2012318.00        | $1477228.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0974   | 2052-10-01      | 5.0000%  | 0.0000% | $1254006.00        | $911808.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0975   | 2052-10-01      | 5.0000%  | 0.0000% | $1646867.00        | $1146953.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1057   | 2052-12-01      | 5.5000%  | 0.0000% | $1001972.00        | $807751.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1111   | 2052-10-01      | 5.0000%  | 0.0000% | $1016267.00        | $803952.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1139   | 2052-11-01      | 5.0000%  | 0.0000% | $1279812.00        | $1209183.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1142   | 2052-11-01      | 5.0000%  | 0.0000% | $1655642.00        | $1246667.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1169   | 2052-11-01      | 5.5000%  | 0.0000% | $1756499.00        | $937420.49         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1246   | 2052-10-01      | 5.0000%  | 0.0000% | $1194794.00        | $846034.73         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1247   | 2052-10-01      | 5.0000%  | 0.0000% | $1046646.00        | $783218.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1346   | 2052-11-01      | 5.0000%  | 0.0000% | $1141139.00        | $858399.56         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $1151902.00        | $949965.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $1221063.00        | $735894.18         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2070   | 2052-11-01      | 6.0000%  | 0.0000% | $1006571.00        | $475367.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2147   | 2053-01-01      | 5.5000%  | 0.0000% | $1236198.00        | $1089236.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2159   | 2053-01-01      | 5.5000%  | 0.0000% | $1471686.00        | $1066185.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $1443175.00        | $1150792.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $1656904.00        | $1182441.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $1293569.00        | $1164336.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2231   | 2052-12-01      | 4.5000%  | 0.0000% | $710400.00         | $544999.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2374   | 2053-02-01      | 4.5000%  | 0.0000% | $1215454.00        | $927865.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509   | 2052-11-01      | 4.5000%  | 0.0000% | $1283979.00        | $1183724.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3155   | 2052-12-01      | 6.0000%  | 0.0000% | $1153368.00        | $875398.76         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3369   | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $866735.08         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442   | 2052-11-01      | 6.0000%  | 0.0000% | $1064050.00        | $775892.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3655   | 2052-12-01      | 5.5000%  | 0.0000% | $1033788.00        | $1006234.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX3940   | 2053-01-01      | 4.5000%  | 0.0000% | $1065730.00        | $799519.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4515   | 2053-08-01      | 6.5000%  | 0.0000% | $1087887.00        | $998989.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4521   | 2053-08-01      | 6.0000%  | 0.0000% | $1088594.00        | $1064468.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4782   | 2053-07-01      | 5.0000%  | 0.0000% | $632386.00         | $555519.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4873   | 2053-06-01      | 5.5000%  | 0.0000% | $1211196.00        | $1186858.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4887   | 2053-07-01      | 5.5000%  | 0.0000% | $1038650.00        | $734508.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6209   | 2053-08-01      | 5.5000%  | 0.0000% | $1032325.00        | $889343.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6217   | 2053-08-01      | 6.5000%  | 0.0000% | $1096694.00        | $996562.40         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5527   | 2053-07-01      | 6.0000%  | 0.0000% | $1916733.00        | $1557764.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY5498   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $6211.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5604   | 2053-07-01      | 6.0000%  | 0.0000% | $2493809.00        | $1614539.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6707   | 2053-08-01      | 6.0000%  | 0.0000% | $1400250.00        | $538270.48         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6827   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4618.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9762   | 2053-09-01      | 6.5000%  | 0.0000% | $1001082.00        | $833920.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9748   | 2053-09-01      | 6.5000%  | 0.0000% | $1204141.00        | $855591.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0124   | 2047-08-01      | 4.0000%  | 0.0000% | $99999801.00       | $20006450.58       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $229107924.00      | $54202858.12       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA2652   | 2048-11-01      | 5.0000%  | 0.0000% | $470000.00         | $54141.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3052   | 2049-02-01      | 4.5000%  | 0.0000% | $100276774.00      | $6669904.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3202   | 2048-02-01      | 4.0000%  | 0.0000% | $5684616.00        | $1080463.91        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3342   | 2049-04-01      | 4.5000%  | 0.0000% | $18154.00          | $3937.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $86622.00          | $29364.07          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5850   | 2048-03-01      | 3.5000%  | 0.0000% | $2764643.00        | $1295127.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $4318195.00        | $1710174.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6038   | 2050-06-01      | 2.5000%  | 0.0000% | $72296617.00       | $31490435.59       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7986   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $542.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8059   | 2050-12-01      | 2.0000%  | 0.0000% | $219200438.00      | $137032648.60      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7272   | 2050-10-01      | 2.0000%  | 0.0000% | $3073.00           | $1578.50           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7362   | 2050-10-01      | 2.5000%  | 0.0000% | $121788108.00      | $56369879.49       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8891   | 2051-02-01      | 2.0000%  | 0.0000% | $1106043.00        | $625915.65         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523   | 2051-01-01      | 2.0000%  | 0.0000% | $1378.00           | $773.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8583   | 2051-01-01      | 2.0000%  | 0.0000% | $161858935.00      | $90918451.47       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1145   | 2050-01-01      | 3.5000%  | 0.0000% | $19673.00          | $9788.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1147   | 2050-01-01      | 3.5000%  | 0.0000% | $1170393.00        | $417777.16         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP1932   | 2050-04-01      | 3.0000%  | 0.0000% | $208235.00         | $60220.59          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP2917   | 2050-02-01      | 3.5000%  | 0.0000% | $1460176.00        | $238799.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP5772   | 2050-05-01      | 2.0000%  | 0.0000% | $45651497.00       | $20108809.56       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3861   | 2049-03-01      | 4.0000%  | 0.0000% | $5936318.00        | $1345105.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $1845474.00        | $492087.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $7163756.00        | $904569.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $2863370.00        | $150033.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4845   | 2049-03-01      | 4.5000%  | 0.0000% | $2214956.00        | $573972.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4839   | 2049-02-01      | 4.5000%  | 0.0000% | $6002.00           | $1366.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4852   | 2049-01-01      | 4.5000%  | 0.0000% | $2048121.00        | $755560.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4860   | 2049-01-01      | 5.0000%  | 0.0000% | $1504655.00        | $456349.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4873   | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $672573.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $1000498.00        | $181628.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5247   | 2049-02-01      | 5.0000%  | 0.0000% | $580000.00         | $50567.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5408   | 2049-04-01      | 4.5000%  | 0.0000% | $5166421.00        | $629269.82         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN5465   | 2049-01-01      | 4.5000%  | 0.0000% | $1483186.00        | $495815.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945   | 2049-06-01      | 3.5000%  | 0.0000% | $6000.00           | $1557.60           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554   | 2049-05-01      | 4.5000%  | 0.0000% | $1035801.00        | $488939.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $6010.00           | $1008.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6557   | 2049-04-01      | 4.5000%  | 0.0000% | $5771206.00        | $1352201.62        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6633   | 2049-05-01      | 4.5000%  | 0.0000% | $6001.00           | $1953.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6805   | 2049-02-01      | 4.5000%  | 0.0000% | $2119828.00        | $584887.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6785   | 2049-02-01      | 4.5000%  | 0.0000% | $1913963.00        | $500314.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6949   | 2049-02-01      | 4.5000%  | 0.0000% | $1535513.00        | $395906.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6952   | 2049-02-01      | 4.5000%  | 0.0000% | $2268081.00        | $532927.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7019   | 2049-05-01      | 4.5000%  | 0.0000% | $1909650.00        | $624261.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8092   | 2049-03-01      | 4.5000%  | 0.0000% | $6002.00           | $1902.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7822   | 2049-03-01      | 4.5000%  | 0.0000% | $2735071.00        | $539426.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN7868   | 2049-04-01      | 5.0000%  | 0.0000% | $1010113.00        | $241388.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7869   | 2049-04-01      | 4.5000%  | 0.0000% | $1012470.00        | $434204.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7874   | 2049-05-01      | 4.5000%  | 0.0000% | $1813775.00        | $555586.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888   | 2049-05-01      | 4.5000%  | 0.0000% | $1002237.00        | $359352.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7929   | 2049-07-01      | 3.5000%  | 0.0000% | $1294827.00        | $659337.17         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7933   | 2049-06-01      | 3.5000%  | 0.0000% | $1426184.00        | $583993.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7935   | 2049-06-01      | 3.5000%  | 0.0000% | $4693374.00        | $1197466.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8870   | 2049-05-01      | 3.5000%  | 0.0000% | $4360201.00        | $1159717.90        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8879   | 2049-05-01      | 4.5000%  | 0.0000% | $6526625.00        | $292282.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8266   | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $441689.34         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN8279   | 2049-05-01      | 4.5000%  | 0.0000% | $1281808.00        | $273598.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8300   | 2049-07-01      | 3.5000%  | 0.0000% | $1066458.00        | $479010.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $8443306.00        | $1432783.69        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN9486   | 2049-04-01      | 5.0000%  | 0.0000% | $1049590.00        | $425177.65         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9496   | 2049-05-01      | 4.5000%  | 0.0000% | $4897884.00        | $1715035.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9502   | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $687283.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN9557   | 2049-07-01      | 3.5000%  | 0.0000% | $2028464.00        | $688798.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9632   | 2049-04-01      | 4.5000%  | 0.0000% | $1444517.00        | $418447.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9618   | 2049-04-01      | 4.5000%  | 0.0000% | $1063732.00        | $235055.52         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9626   | 2049-04-01      | 4.5000%  | 0.0000% | $1636305.00        | $507811.46         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN9736   | 2049-04-01      | 4.5000%  | 0.0000% | $1517171.00        | $821630.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0315   | 2049-05-01      | 4.5000%  | 0.0000% | $1085989.00        | $367232.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0296   | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $538562.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299   | 2049-05-01      | 4.5000%  | 0.0000% | $1711142.00        | $256834.97         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0306   | 2049-04-01      | 4.5000%  | 0.0000% | $1486941.00        | $643534.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0325   | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $574160.67         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $2738039.00        | $645454.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0567   | 2049-06-01      | 3.5000%  | 0.0000% | $1730475.00        | $654254.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161   | 2049-07-01      | 3.5000%  | 0.0000% | $1312349.00        | $373067.30         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1528   | 2049-07-01      | 3.5000%  | 0.0000% | $3277153.00        | $1175683.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2685   | 2049-07-01      | 3.5000%  | 0.0000% | $3491780.00        | $1045860.57        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2368   | 2049-11-01      | 3.5000%  | 0.0000% | $2108695.00        | $763518.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2370   | 2049-11-01      | 3.5000%  | 0.0000% | $1237996.00        | $226232.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2375   | 2049-11-01      | 4.0000%  | 0.0000% | $1806965.00        | $126338.19         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2365   | 2049-11-01      | 3.5000%  | 0.0000% | $1042693.00        | $511994.46         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2431   | 2049-07-01      | 3.5000%  | 0.0000% | $4165618.00        | $1001739.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3076   | 2049-08-01      | 3.5000%  | 0.0000% | $2648822.00        | $1357865.60        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685   | 2049-12-01      | 3.5000%  | 0.0000% | $1267909.00        | $528104.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4643   | 2049-11-01      | 3.0000%  | 0.0000% | $5122.00           | $1723.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233   | 2050-01-01      | 3.5000%  | 0.0000% | $1408207.00        | $466487.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO6102   | 2049-11-01      | 3.5000%  | 0.0000% | $1010298.00        | $275449.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0455   | 2049-06-01      | 3.5000%  | 0.0000% | $1596341.00        | $651056.87         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0529   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $258.51            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0548   | 2049-06-01      | 3.5000%  | 0.0000% | $2869028.00        | $1257202.10        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0555   | 2049-06-01      | 4.5000%  | 0.0000% | $2248317.00        | $393831.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0721   | 2049-06-01      | 3.5000%  | 0.0000% | $1824319.00        | $507917.17         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0903   | 2049-06-01      | 4.5000%  | 0.0000% | $1000926.00        | $472898.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1124   | 2049-07-01      | 3.5000%  | 0.0000% | $2120194.00        | $752629.29         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1101   | 2049-07-01      | 3.5000%  | 0.0000% | $2705755.00        | $982726.36         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1127   | 2049-07-01      | 3.5000%  | 0.0000% | $6845880.00        | $1277375.04        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA1129   | 2049-07-01      | 4.5000%  | 0.0000% | $1287588.00        | $275825.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1139   | 2049-07-01      | 5.0000%  | 0.0000% | $3000.00           | $548.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1250   | 2049-07-01      | 3.5000%  | 0.0000% | $1176920.00        | $380969.18         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1225   | 2049-07-01      | 3.5000%  | 0.0000% | $77661.00          | $23865.49          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1236   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $438.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1257   | 2049-07-01      | 3.5000%  | 0.0000% | $2106185.00        | $401213.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1381   | 2049-07-01      | 3.5000%  | 0.0000% | $2841050.00        | $1021015.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1394   | 2049-07-01      | 3.5000%  | 0.0000% | $2064000.00        | $987834.44         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA2150   | 2049-08-01      | 4.5000%  | 0.0000% | $2426507.00        | $848268.43         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA2564   | 2049-09-01      | 3.5000%  | 0.0000% | $2838637.00        | $968862.04         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G61559 G   | 2048-03-01      | 4.0000%  | 0.0000% | $35694981.00       | $5659610.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3343   | 2049-09-01      | 3.5000%  | 0.0000% | $3162481.00        | $509346.10         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4355   | 2049-11-01      | 3.5000%  | 0.0000% | $499000.00         | $258747.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA4360   | 2049-10-01      | 4.5000%  | 0.0000% | $1583172.00        | $496377.47         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6177   | 2050-01-01      | 3.5000%  | 0.0000% | $2814091.00        | $1227077.48        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $436852.00         | $147609.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7785   | 2049-12-01      | 4.0000%  | 0.0000% | $1007971.00        | $440231.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786   | 2049-12-01      | 3.5000%  | 0.0000% | $1862212.00        | $761772.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7794   | 2049-12-01      | 3.5000%  | 0.0000% | $1001206.00        | $403578.25         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8242   | 2049-11-01      | 3.5000%  | 0.0000% | $1308136.00        | $664598.52         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8243   | 2049-11-01      | 3.5000%  | 0.0000% | $1167506.00        | $537020.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8244   | 2049-11-01      | 3.5000%  | 0.0000% | $1160272.00        | $140410.22         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8284   | 2049-11-01      | 3.5000%  | 0.0000% | $2342573.00        | $1316255.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8286   | 2049-11-01      | 3.5000%  | 0.0000% | $3528024.00        | $1532999.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268   | 2049-11-01      | 3.5000%  | 0.0000% | $1712731.00        | $683433.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $5357596.00        | $924397.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8756   | 2050-01-01      | 3.5000%  | 0.0000% | $10001.00          | $2287.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761   | 2050-01-01      | 3.5000%  | 0.0000% | $1141123.00        | $518647.71         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8803   | 2050-01-01      | 3.5000%  | 0.0000% | $2962499.00        | $1411900.84        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO9365   | 2049-12-01      | 3.0000%  | 0.0000% | $1888668.00        | $484887.54         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987   | 2049-12-01      | 3.5000%  | 0.0000% | $6001.00           | $2268.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1033   | 2050-01-01      | 4.0000%  | 0.0000% | $2001.00           | $523.17            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1060   | 2050-02-01      | 3.5000%  | 0.0000% | $1057438.00        | $467480.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1133   | 2050-01-01      | 3.5000%  | 0.0000% | $19001.00          | $8290.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP1134   | 2050-01-01      | 4.0000%  | 0.0000% | $1701895.00        | $715174.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1137   | 2050-01-01      | 3.5000%  | 0.0000% | $1790019.00        | $802142.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0239   | 2052-09-01      | 5.0000%  | 0.0000% | $1304665.00        | $995843.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0434   | 2052-09-01      | 5.0000%  | 0.0000% | $1131281.00        | $958615.21         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0435   | 2052-09-01      | 5.0000%  | 0.0000% | $1067835.00        | $670253.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0505   | 2052-09-01      | 5.0000%  | 0.0000% | $1905303.00        | $1512028.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0512   | 2052-09-01      | 5.0000%  | 0.0000% | $1215000.00        | $909158.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0497   | 2052-09-01      | 5.0000%  | 0.0000% | $353831.00         | $337077.04         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0702   | 2052-09-01      | 5.0000%  | 0.0000% | $1183860.00        | $666994.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0729   | 2052-10-01      | 5.0000%  | 0.0000% | $1889261.00        | $1254725.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0730   | 2052-10-01      | 5.0000%  | 0.0000% | $1494360.00        | $1416137.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0731   | 2052-10-01      | 5.0000%  | 0.0000% | $1187840.00        | $910982.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0962   | 2052-09-01      | 5.0000%  | 0.0000% | $1090716.00        | $838589.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1026   | 2052-10-01      | 5.0000%  | 0.0000% | $1003384.00        | $478701.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $1417985.00        | $1020378.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1101   | 2052-10-01      | 5.0000%  | 0.0000% | $2092025.00        | $1421614.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1173   | 2052-10-01      | 5.0000%  | 0.0000% | $1033159.00        | $984284.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1403   | 2052-10-01      | 5.0000%  | 0.0000% | $290892.00         | $254482.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1537   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $646.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2652   | 2052-11-01      | 5.5000%  | 0.0000% | $2169622.00        | $1199010.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2792   | 2052-11-01      | 5.5000%  | 0.0000% | $2035.00           | $1790.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2770   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $689.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727   | 2053-05-01      | 6.0000%  | 0.0000% | $1234663.00        | $946671.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0739   | 2053-05-01      | 5.0000%  | 0.0000% | $1312280.00        | $1259923.26        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0745   | 2053-05-01      | 6.0000%  | 0.0000% | $1908943.00        | $1481481.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0758   | 2053-05-01      | 5.5000%  | 0.0000% | $1114328.00        | $899676.61         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1068   | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $799437.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY1604   | 2053-05-01      | 6.5000%  | 0.0000% | $1016436.00        | $1032325.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2662   | 2053-05-01      | 6.0000%  | 0.0000% | $1241138.00        | $1237986.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2663   | 2053-05-01      | 6.5000%  | 0.0000% | $1268684.00        | $1021627.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1966   | 2053-05-01      | 6.0000%  | 0.0000% | $2719881.00        | $1683086.82        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041   | 2053-05-01      | 6.0000%  | 0.0000% | $1097894.00        | $1105545.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2138   | 2053-06-01      | 6.5000%  | 0.0000% | $1072036.00        | $857290.05         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2139   | 2053-06-01      | 6.5000%  | 0.0000% | $1092371.00        | $897062.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174   | 2053-07-01      | 6.5000%  | 0.0000% | $1151599.00        | $1033244.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2175   | 2053-07-01      | 6.5000%  | 0.0000% | $7000.00           | $6618.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2319   | 2053-07-01      | 6.5000%  | 0.0000% | $1093154.00        | $741485.89         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2449   | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1096369.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2521   | 2053-05-01      | 5.5000%  | 0.0000% | $1256250.00        | $1052517.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3468   | 2053-06-01      | 5.5000%  | 0.0000% | $1014100.00        | $986917.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475   | 2053-06-01      | 6.0000%  | 0.0000% | $1114185.00        | $925643.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3506   | 2053-06-01      | 5.5000%  | 0.0000% | $18003.00          | $16159.95          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2754   | 2053-05-01      | 6.5000%  | 0.0000% | $1746073.00        | $1431765.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2777   | 2053-06-01      | 5.5000%  | 0.0000% | $1531057.00        | $1352992.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $1135066.00        | $1039730.78        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3440   | 2053-06-01      | 6.5000%  | 0.0000% | $5001.00           | $4325.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3443   | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $988508.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3620   | 2053-06-01      | 6.0000%  | 0.0000% | $1122500.00        | $1133722.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $863.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4208   | 2053-07-01      | 6.0000%  | 0.0000% | $1123500.00        | $1081068.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4222   | 2053-06-01      | 5.0000%  | 0.0000% | $322742.00         | $262295.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4303   | 2053-06-01      | 6.5000%  | 0.0000% | $1056388.00        | $770816.01         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $1031532.00        | $699055.02         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4344   | 2053-07-01      | 6.0000%  | 0.0000% | $1321364.00        | $810625.41         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52693 G   | 2047-12-01      | 4.0000%  | 0.0000% | $3460333.00        | $818751.55         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52072 G   | 2047-11-01      | 4.0000%  | 0.0000% | $2263845.00        | $458628.90         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q52358 G   | 2047-11-01      | 4.0000%  | 0.0000% | $1270724.00        | $436536.71         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53573 G   | 2048-01-01      | 4.5000%  | 0.0000% | $2186822.00        | $734366.46         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q53142 G   | 2047-12-01      | 4.5000%  | 0.0000% | $1474482.00        | $508455.39         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53147 G   | 2047-12-01      | 4.0000%  | 0.0000% | $2657282.00        | $941432.26         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q53638 G   | 2048-01-01      | 4.0000%  | 0.0000% | $1067336.00        | $434816.81         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q54960 G   | 2048-03-01      | 4.5000%  | 0.0000% | $729000.00         | $189675.72         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55627 G   | 2048-04-01      | 4.0000%  | 0.0000% | $20358832.00       | $3427501.07        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57072 G   | 2048-07-01      | 4.0000%  | 0.0000% | $2072299.00        | $474515.57         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q56730 G   | 2048-06-01      | 4.5000%  | 0.0000% | $438528.00         | $123919.77         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q56865 G   | 2048-06-01      | 4.5000%  | 0.0000% | $1099300.00        | $474387.74         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58035 G   | 2048-08-01      | 5.0000%  | 0.0000% | $1880246.00        | $582522.45         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58036 G   | 2048-08-01      | 5.0000%  | 0.0000% | $1496721.00        | $486177.39         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58037 G   | 2048-08-01      | 5.0000%  | 0.0000% | $1198752.00        | $478521.48         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57312 G   | 2048-05-01      | 4.0000%  | 0.0000% | $1005975.00        | $157875.53         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57334 G   | 2048-05-01      | 4.0000%  | 0.0000% | $3340597.00        | $1029791.66        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q57476 G   | 2048-07-01      | 4.0000%  | 0.0000% | $3086019.00        | $1036290.36        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57654 G   | 2048-08-01      | 5.0000%  | 0.0000% | $2270800.00        | $167481.56         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57770 G   | 2048-08-01      | 4.5000%  | 0.0000% | $1257088.00        | $78985.84          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57805 G   | 2048-08-01      | 5.0000%  | 0.0000% | $391217.00         | $41342.78          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q57806 G   | 2048-08-01      | 5.0000%  | 0.0000% | $2176726.00        | $712824.04         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57827 G   | 2048-07-01      | 4.5000%  | 0.0000% | $1571296.00        | $577712.91         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58355 G   | 2048-09-01      | 4.5000%  | 0.0000% | $1785759.00        | $282189.59         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1539725.00        | $195604.81         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58368 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1589230.00        | $388825.83         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58465 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2607777.00        | $771602.73         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58535 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2191396.00        | $633058.05         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58538 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1267607.00        | $601969.82         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58621 G   | 2048-09-01      | 4.5000%  | 0.0000% | $570430.00         | $154625.56         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q58671 G   | 2048-09-01      | 4.5000%  | 0.0000% | $35807.00          | $22738.63          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58716 G   | 2048-09-01      | 5.0000%  | 0.0000% | $1297255.00        | $478123.74         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58718 G   | 2048-09-01      | 5.0000%  | 0.0000% | $2875300.00        | $977486.59         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q59886 G   | 2048-11-01      | 4.5000%  | 0.0000% | $1720985.00        | $962797.30         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59887 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1306163.00        | $519552.83         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59889 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1787245.00        | $356514.82         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59890 G   | 2048-11-01      | 5.0000%  | 0.0000% | $2342799.00        | $670242.97         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59891 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1514144.00        | $587434.00         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59245 G   | 2048-10-01      | 4.0000%  | 0.0000% | $14620862.00       | $3688828.06        | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59601 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1475034.00        | $253458.22         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59602 G   | 2048-11-01      | 5.0000%  | 0.0000% | $2362017.00        | $708292.08         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q59980 G   | 2048-11-01      | 4.0000%  | 0.0000% | $7336148.00        | $1476272.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0081   | 2049-06-01      | 4.5000%  | 0.0000% | $1153743.00        | $244249.79         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0086   | 2049-06-01      | 3.5000%  | 0.0000% | $1998098.00        | $840484.88         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0121   | 2049-06-01      | 3.5000%  | 0.0000% | $1874026.00        | $496153.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0281   | 2049-04-01      | 5.0000%  | 0.0000% | $1652225.00        | $170102.40         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0283   | 2049-06-01      | 3.5000%  | 0.0000% | $2228499.00        | $769862.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA0278   | 2049-05-01      | 5.0000%  | 0.0000% | $1592028.00        | $264781.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA0399   | 2049-06-01      | 4.5000%  | 0.0000% | $1459622.00        | $613589.07         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA0451   | 2049-06-01      | 3.5000%  | 0.0000% | $4741589.00        | $1258771.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8910   | 2053-03-01      | 6.5000%  | 0.0000% | $1004089.00        | $754445.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8209   | 2053-02-01      | 5.5000%  | 0.0000% | $1047116.00        | $580708.92         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8289   | 2053-01-01      | 6.5000%  | 0.0000% | $1179118.00        | $1213116.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8330   | 2053-02-01      | 5.5000%  | 0.0000% | $1166300.00        | $1135353.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8332   | 2053-02-01      | 6.0000%  | 0.0000% | $1002527.00        | $850094.40         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8347   | 2053-02-01      | 6.0000%  | 0.0000% | $1360411.00        | $680900.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8411   | 2053-02-01      | 6.0000%  | 0.0000% | $1103750.00        | $779141.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8775   | 2053-03-01      | 5.5000%  | 0.0000% | $2063446.00        | $1260864.85        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9810   | 2053-02-01      | 5.5000%  | 0.0000% | $1270396.00        | $893946.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF9069   | 2053-03-01      | 6.5000%  | 0.0000% | $1256681.00        | $924831.23         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF9073   | 2053-02-01      | 4.5000%  | 0.0000% | $1234722.00        | $1103713.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF9918   | 2053-03-01      | 5.5000%  | 0.0000% | $1119500.00        | $1093103.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF9924   | 2053-03-01      | 6.0000%  | 0.0000% | $1225550.00        | $1224779.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG0848   | 2053-04-01      | 5.0000%  | 0.0000% | $1107239.00        | $790727.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099   | 2050-10-01      | 3.0000%  | 0.0000% | $452963.00         | $159586.29         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563   | 2051-03-01      | 2.0000%  | 0.0000% | $1022.00           | $598.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT3303   | 2051-08-01      | 2.5000%  | 0.0000% | $688998.00         | $396868.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959   | 2052-11-01      | 6.0000%  | 0.0000% | $363671.00         | $298168.55         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $3000.00           | $2508.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $4179.00           | $3124.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $2036.00           | $1789.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU6230   | 2052-01-01      | 3.0000%  | 0.0000% | $1488690.00        | $1049601.71        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU8600   | 2052-01-01      | 3.0000%  | 0.0000% | $1504027.00        | $1052320.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBU9888   | 2052-01-01      | 3.0000%  | 0.0000% | $8975.00           | $5622.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3421   | 2052-05-01      | 3.0000%  | 0.0000% | $1901324.00        | $1415946.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5072   | 2052-07-01      | 5.0000%  | 0.0000% | $1211705.00        | $874618.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5067   | 2052-07-01      | 5.0000%  | 0.0000% | $1114421.00        | $1061953.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV5097   | 2052-08-01      | 5.0000%  | 0.0000% | $1122230.00        | $876353.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV5162   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $789.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6992   | 2053-07-01      | 5.5000%  | 0.0000% | $1086396.00        | $1072760.20        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6994   | 2053-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4127.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7228   | 2053-07-01      | 5.5000%  | 0.0000% | $82324605.00       | $72786582.25       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7243   | 2053-07-01      | 6.5000%  | 0.0000% | $1014661.00        | $997415.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7245   | 2053-07-01      | 6.5000%  | 0.0000% | $1397900.00        | $934598.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7272   | 2053-08-01      | 5.5000%  | 0.0000% | $18001.00          | $16246.17          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7472   | 2053-08-01      | 5.5000%  | 0.0000% | $1126553.00        | $897484.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY7596   | 2053-08-01      | 6.5000%  | 0.0000% | $1011560.00        | $791189.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7695   | 2053-07-01      | 5.5000%  | 0.0000% | $1272031.00        | $1111753.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7696   | 2053-07-01      | 5.5000%  | 0.0000% | $1107855.00        | $979498.16         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8872   | 2053-09-01      | 5.5000%  | 0.0000% | $1217079.00        | $1196701.84        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8200   | 2053-08-01      | 5.5000%  | 0.0000% | $1198940.00        | $1161371.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9004   | 2053-08-01      | 6.0000%  | 0.0000% | $1040710.00        | $809023.28         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9013   | 2053-08-01      | 6.0000%  | 0.0000% | $1101537.00        | $798699.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9016   | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $929977.38         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9017   | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $863281.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9275   | 2053-10-01      | 6.0000%  | 0.0000% | $1548861.00        | $804908.10         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY9493   | 2053-08-01      | 5.0000%  | 0.0000% | $878175.00         | $816291.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8594   | 2051-01-01      | 2.5000%  | 0.0000% | $8130.00           | $4797.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8683   | 2051-01-01      | 2.0000%  | 0.0000% | $1232.00           | $665.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8688   | 2051-01-01      | 2.0000%  | 0.0000% | $113763730.00      | $60662327.84       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8750   | 2051-02-01      | 2.0000%  | 0.0000% | $5280.00           | $3131.08           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8817   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $580.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8849   | 2051-02-01      | 2.0000%  | 0.0000% | $171913728.00      | $98401836.17       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $587.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9037   | 2051-02-01      | 2.0000%  | 0.0000% | $4856.00           | $2669.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9189   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $573.59            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9174   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $578.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9209   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $557.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9234   | 2051-02-01      | 3.0000%  | 0.0000% | $100477913.00      | $58204155.81       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9288   | 2051-02-01      | 2.5000%  | 0.0000% | $85719783.00       | $49173079.64       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9386   | 2051-03-01      | 2.0000%  | 0.0000% | $243885588.00      | $141629373.07      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9387   | 2051-03-01      | 2.5000%  | 0.0000% | $237464751.00      | $137725148.86      | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63560 G   | 2049-05-01      | 3.5000%  | 0.0000% | $3162158.00        | $1058969.41        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62759 G   | 2049-04-01      | 4.5000%  | 0.0000% | $3550259.00        | $1032172.18        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62733 G   | 2049-04-01      | 4.0000%  | 0.0000% | $3101161.00        | $809380.69         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62796 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1409573.00        | $675419.07         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q62923 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1003959.00        | $97514.47          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q62961 G   | 2049-04-01      | 4.0000%  | 0.0000% | $2762109.00        | $863451.36         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $1727000.00        | $328678.77         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G   | 2049-04-01      | 4.0000%  | 0.0000% | $2002.00           | $555.36            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63051 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1761199.00        | $610674.31         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q63082 G   | 2049-04-01      | 5.0000%  | 0.0000% | $1872733.00        | $581127.74         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63189 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1611920.00        | $685994.90         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63397 G   | 2049-05-01      | 4.0000%  | 0.0000% | $1945661.00        | $707608.05         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63742 G   | 2049-05-01      | 4.5000%  | 0.0000% | $1843507.00        | $108616.96         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q63846 G   | 2049-05-01      | 3.5000%  | 0.0000% | $3373996.00        | $1341035.72        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63957 G   | 2049-05-01      | 4.5000%  | 0.0000% | $2330657.00        | $449941.16         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q63996 G   | 2049-05-01      | 4.5000%  | 0.0000% | $2196000.00        | $1393494.59        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42622 G   | 2046-08-01      | 3.5000%  | 0.0000% | $7599000.00        | $1069665.12        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q42043 G   | 2046-07-01      | 3.5000%  | 0.0000% | $5669308.00        | $780321.07         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q44618 G   | 2046-11-01      | 4.0000%  | 0.0000% | $3361676.00        | $856914.01         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q46150 G   | 2047-02-01      | 4.0000%  | 0.0000% | $11413301.00       | $3259157.25        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47338 G   | 2047-04-01      | 4.0000%  | 0.0000% | $4720914.00        | $1179629.84        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q47946 G   | 2047-05-01      | 4.0000%  | 0.0000% | $2050609.00        | $403786.88         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48899 G   | 2047-06-01      | 4.0000%  | 0.0000% | $5159182.00        | $1557882.25        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48105 G   | 2047-05-01      | 4.0000%  | 0.0000% | $11326580.00       | $3242317.02        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48174 G   | 2047-05-01      | 4.0000%  | 0.0000% | $2588433.00        | $656958.25         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48220 G   | 2047-05-01      | 4.0000%  | 0.0000% | $1380346.00        | $236159.84         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48209 G   | 2047-05-01      | 4.0000%  | 0.0000% | $2313823.00        | $796358.37         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48210 G   | 2047-05-01      | 4.0000%  | 0.0000% | $6189374.00        | $1605407.29        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48578 G   | 2047-06-01      | 4.0000%  | 0.0000% | $3037923.00        | $1164071.26        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48675 G   | 2047-06-01      | 4.5000%  | 0.0000% | $3560836.00        | $915638.45         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48657 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1610592.00        | $466838.91         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48678 G   | 2047-06-01      | 4.0000%  | 0.0000% | $1655217.00        | $511878.61         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48688 G   | 2047-06-01      | 4.0000%  | 0.0000% | $3138772.00        | $676924.37         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q48714 G   | 2047-06-01      | 4.5000%  | 0.0000% | $4226024.00        | $1247225.94        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48724 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1228944.00        | $626412.11         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48725 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1150603.00        | $248424.32         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q48791 G   | 2047-06-01      | 4.0000%  | 0.0000% | $2517683.00        | $859027.33         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48850 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1260776.00        | $251068.89         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49260 G   | 2047-07-01      | 4.0000%  | 0.0000% | $2818206.00        | $1069719.28        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q49304 G   | 2047-07-01      | 4.0000%  | 0.0000% | $2847698.00        | $1067537.32        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $166356224.00      | $36362423.97       | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G67703 G   | 2047-04-01      | 3.5000%  | 0.0000% | $3725000.00        | $887842.43         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50600 G   | 2047-09-01      | 4.0000%  | 0.0000% | $1736556.00        | $539452.90         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q50914 G   | 2047-09-01      | 3.5000%  | 0.0000% | $623650.00         | $168058.66         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50946 G   | 2047-09-01      | 4.0000%  | 0.0000% | $841662.00         | $196176.74         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q50952 G   | 2047-09-01      | 4.0000%  | 0.0000% | $1604625.00        | $679884.26         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51218 G   | 2047-10-01      | 4.0000%  | 0.0000% | $3222619.00        | $932933.78         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q51255 G   | 2047-10-01      | 4.0000%  | 0.0000% | $3415293.00        | $932663.14         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP900174   | 2036-08-01      | 6.0000%  | 0.0000% | $81412677.00       | $264235.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL903793   | 2036-10-01      | 6.5000%  | 0.0000% | $40958905.00       | $411013.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL904672   | 2036-12-01      | 6.5000%  | 0.0000% | $23332270.00       | $348437.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $55968970.00       | $67409.43          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968   | 2037-02-01      | 6.5000%  | 0.0000% | $33662778.00       | $268004.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP915801   | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $165995.74         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL923447   | 2037-08-01      | 7.0000%  | 0.0000% | $38661626.00       | $564881.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $81400186.00       | $144093.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP923294   | 2037-04-01      | 6.0000%  | 0.0000% | $23007.00          | $184.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL928224   | 2037-04-01      | 6.5000%  | 0.0000% | $40777224.00       | $505950.18         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928603   | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $31.00             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL934095   | 2038-07-01      | 6.5000%  | 0.0000% | $2347.00           | $19.30             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $6690.00           | $55.00             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $8590736.00        | $43161.85          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP940659   | 2037-09-01      | 6.5000%  | 0.0000% | $34622189.00       | $77209.60          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767   | 2037-06-01      | 6.0000%  | 0.0000% | $330057.00         | $1893.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940768   | 2037-06-01      | 6.0000%  | 0.0000% | $16854.00          | $89.28             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP954858   | 2037-10-01      | 6.5000%  | 0.0000% | $18377.00          | $87.18             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL962064   | 2038-03-01      | 5.5000%  | 0.0000% | $1002.00           | $22.71             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $10297.00          | $103.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.650 CA981378   | 2037-12-01      | 5.6500%  | 0.0000% | $1000.00           | $312.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357   | 2038-05-01      | 6.0000%  | 0.0000% | $11130.00          | $252.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NPAA0799   | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $19.23             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB2479   | 2041-03-01      | 4.5000%  | 0.0000% | $7010.00           | $468.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4525   | 2042-02-01      | 4.0000%  | 0.0000% | $1620.00           | $100.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB6008   | 2042-08-01      | 3.0000%  | 0.0000% | $16612.00          | $1961.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAC3032   | 2039-10-01      | 5.0000%  | 0.0000% | $2000.00           | $85.32             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0878   | 2031-10-01      | 4.0000%  | 0.0000% | $2002.00           | $96.24             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRMA1711   | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $160.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $5000.00           | $996.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $6009.00           | $608.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1373   | 2043-03-01      | 3.5000%  | 0.0000% | $1024.00           | $169.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1510   | 2043-07-01      | 4.0000%  | 0.0000% | $7000.00           | $1045.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CQMA1871   | 2044-03-01      | 5.0000%  | 0.0000% | $1000.00           | $151.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA2124   | 2029-12-01      | 3.0000%  | 0.0000% | $1001.00           | $78.97             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA2427   | 2030-10-01      | 2.5000%  | 0.0000% | $1000.00           | $96.82             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2734   | 2046-08-01      | 3.5000%  | 0.0000% | $5000.00           | $1515.96           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTMA2749   | 2036-09-01      | 2.5000%  | 0.0000% | $1000.00           | $148.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CNMA2869   | 2027-01-01      | 2.5000%  | 0.0000% | $2000.00           | $73.53             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA2916   | 2047-02-01      | 4.0000%  | 0.0000% | $4000.00           | $725.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2897   | 2037-02-01      | 3.0000%  | 0.0000% | $1024.00           | $197.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2962   | 2037-04-01      | 3.5000%  | 0.0000% | $2000.00           | $306.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3087   | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $114.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA3217   | 2032-12-01      | 2.5000%  | 0.0000% | $1000.00           | $146.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $612.53            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4413   | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $625.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4439   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $588.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3665   | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $239.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3894   | 2031-09-01      | 4.0000%  | 0.0000% | $1000.00           | $32.01             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA3935   | 2040-02-01      | 3.5000%  | 0.0000% | $1000.00           | $185.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3988   | 2040-04-01      | 3.0000%  | 0.0000% | $3000.00           | $677.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4099   | 2035-08-01      | 2.5000%  | 0.0000% | $1005.00           | $343.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4123   | 2035-09-01      | 2.0000%  | 0.0000% | $2000.00           | $743.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $442.33            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4181   | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $547.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4279   | 2036-03-01      | 2.0000%  | 0.0000% | $1404.00           | $719.22            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4280   | 2051-03-01      | 1.5000%  | 0.0000% | $1000.00           | $574.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1133.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4327   | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $464.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5319   | 2039-03-01      | 4.5000%  | 0.0000% | $1000.00           | $791.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4516   | 2037-01-01      | 2.0000%  | 0.0000% | $1000.00           | $607.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA4523   | 2032-01-01      | 2.0000%  | 0.0000% | $1000.00           | $470.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $634.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4617   | 2042-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1351.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $741.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $772.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4640   | 2037-06-01      | 3.5000%  | 0.0000% | $1000.00           | $611.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4697   | 2042-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1410.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4699   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $769.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $1004.00           | $31.65             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $918.80            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5249   | 2055-06-01      | 5.0000%  | 0.0000% | $546585.00         | $537940.89         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6957   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1263   | 2054-09-01      | 6.5000%  | 0.0000% | $8861828.00        | $9201032.68        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9397   | 2051-03-01      | 2.0000%  | 0.0000% | $37736087.00       | $21645741.96       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0817   | 2051-06-01      | 2.0000%  | 0.0000% | $237106062.00      | $142517978.13      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0828   | 2051-06-01      | 2.0000%  | 0.0000% | $3000.00           | $1803.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0057   | 2051-04-01      | 2.0000%  | 0.0000% | $241454763.00      | $137458971.63      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0058   | 2051-04-01      | 2.0000%  | 0.0000% | $250468288.00      | $147975362.19      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0059   | 2051-04-01      | 2.0000%  | 0.0000% | $24240.00          | $13833.31          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0131   | 2051-04-01      | 1.5000%  | 0.0000% | $1000.00           | $555.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0166   | 2051-04-01      | 2.5000%  | 0.0000% | $49929775.00       | $29024696.36       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0169   | 2046-04-01      | 2.5000%  | 0.0000% | $224149338.00      | $143623912.25      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0173   | 2051-04-01      | 2.5000%  | 0.0000% | $200053440.00      | $119634255.66      | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0286   | 2051-04-01      | 1.5000%  | 0.0000% | $166739520.00      | $94803830.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0300   | 2051-05-01      | 2.0000%  | 0.0000% | $8718475.00        | $5110375.22        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0354   | 2051-05-01      | 2.5000%  | 0.0000% | $14612.00          | $8757.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0358   | 2051-05-01      | 2.0000%  | 0.0000% | $5524580.00        | $3288017.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0362   | 2051-05-01      | 2.5000%  | 0.0000% | $149139712.00      | $89608922.79       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0410   | 2051-05-01      | 2.0000%  | 0.0000% | $200277248.00      | $119535619.58      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0389   | 2051-05-01      | 2.5000%  | 0.0000% | $209235392.00      | $118853747.18      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0390   | 2051-05-01      | 2.5000%  | 0.0000% | $174016680.00      | $102852149.75      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB0448   | 2051-05-01      | 2.5000%  | 0.0000% | $158040832.00      | $91967637.55       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1016   | 2051-07-01      | 2.0000%  | 0.0000% | $186080512.00      | $113964152.16      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1121   | 2051-07-01      | 2.5000%  | 0.0000% | $214349073.00      | $128667642.29      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1550   | 2051-09-01      | 2.5000%  | 0.0000% | $146428219.00      | $91906573.12       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1628   | 2051-09-01      | 2.5000%  | 0.0000% | $155019272.00      | $109241358.17      | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1667   | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1256.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1655   | 2051-09-01      | 2.0000%  | 0.0000% | $106348601.00      | $65632178.07       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3771   | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3035.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4144   | 2052-07-01      | 5.5000%  | 0.0000% | $1014.00           | $666.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5286   | 2052-12-01      | 5.5000%  | 0.0000% | $2003.00           | $1539.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5288   | 2052-12-01      | 5.5000%  | 0.0000% | $2032.00           | $1695.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5293   | 2052-12-01      | 5.5000%  | 0.0000% | $1340449.00        | $1007987.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $1024.00           | $792.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5324   | 2052-12-01      | 6.5000%  | 0.0000% | $1003.00           | $536.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4627   | 2052-09-01      | 5.0000%  | 0.0000% | $1099545.00        | $781246.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4680   | 2052-09-01      | 5.0000%  | 0.0000% | $545579.00         | $423563.55         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4913   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $843.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889   | 2052-10-01      | 4.5000%  | 0.0000% | $2049.00           | $1580.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5049   | 2052-11-01      | 6.0000%  | 0.0000% | $78810859.00       | $67334899.20       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6203   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $882.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6257   | 2053-05-01      | 5.5000%  | 0.0000% | $126731659.00      | $108731478.52      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5702   | 2053-02-01      | 6.0000%  | 0.0000% | $487999.00         | $402603.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB5765   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $703.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6070   | 2053-04-01      | 5.5000%  | 0.0000% | $3148.00           | $2645.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6098   | 2053-03-01      | 6.0000%  | 0.0000% | $2168954.00        | $1471053.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6331   | 2053-05-01      | 6.0000%  | 0.0000% | $20864425.00       | $18636473.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6469   | 2053-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1511.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB6504   | 2053-06-01      | 4.0000%  | 0.0000% | $1146447.00        | $961656.05         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $17105.00          | $15154.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6561   | 2053-06-01      | 5.0000%  | 0.0000% | $1048.00           | $861.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6849   | 2053-08-01      | 5.5000%  | 0.0000% | $121301376.00      | $107839274.49      | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6862   | 2053-08-01      | 5.0000%  | 0.0000% | $1005.00           | $877.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6936   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $805.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6930   | 2053-08-01      | 6.5000%  | 0.0000% | $3000.00           | $2388.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7057   | 2053-09-01      | 6.0000%  | 0.0000% | $30505216.00       | $27454445.61       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $4577.00           | $3984.31           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8030   | 2054-02-01      | 7.0000%  | 0.0000% | $20488878.00       | $18533336.92       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $85841214.00       | $78543207.71       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $26818112.00       | $22031753.53       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7309   | 2053-10-01      | 6.5000%  | 0.0000% | $25950415.00       | $22648718.40       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $347100.00         | $316782.83         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7420   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $847.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7423   | 2053-11-01      | 5.5000%  | 0.0000% | $25053952.00       | $23107489.04       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $48836852.00       | $42850358.99       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7601   | 2053-12-01      | 6.0000%  | 0.0000% | $111047691.00      | $99278358.72       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7821   | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3410.26           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7858   | 2054-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1877.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8340   | 2054-04-01      | 6.0000%  | 0.0000% | $1053.00           | $943.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8362   | 2054-04-01      | 6.5000%  | 0.0000% | $19946688.00       | $18011268.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8540   | 2054-05-01      | 6.0000%  | 0.0000% | $6919624.00        | $6422317.73        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8535   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $940.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8538   | 2054-05-01      | 5.5000%  | 0.0000% | $45907277.00       | $42733193.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8690   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $884.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8713   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1009.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8714   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $994.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8724   | 2054-06-01      | 6.5000%  | 0.0000% | $2068.00           | $1824.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8756   | 2054-06-01      | 6.0000%  | 0.0000% | $26799607.00       | $25483389.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8832   | 2054-07-01      | 5.5000%  | 0.0000% | $14618301.00       | $13804605.66       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8835   | 2054-07-01      | 5.5000%  | 0.0000% | $26155717.00       | $24471653.01       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8822   | 2054-07-01      | 6.5000%  | 0.0000% | $24236832.00       | $22198207.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9778   | 2055-01-01      | 5.0000%  | 0.0000% | $50572403.00       | $48404349.69       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9780   | 2055-01-01      | 5.0000%  | 0.0000% | $80690662.00       | $77714313.83       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9791   | 2055-01-01      | 5.5000%  | 0.0000% | $12882320.00       | $12738537.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9795   | 2055-01-01      | 5.5000%  | 0.0000% | $50000240.00       | $49292202.09       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9805   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1010.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9831   | 2055-01-01      | 6.5000%  | 0.0000% | $4618497.00        | $4502071.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9004   | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2873.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9014   | 2054-08-01      | 6.0000%  | 0.0000% | $50031306.00       | $47863699.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9022   | 2054-08-01      | 6.5000%  | 0.0000% | $7108.00           | $6785.00           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9068   | 2054-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2745.83           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9070   | 2054-08-01      | 5.5000%  | 0.0000% | $2393758.00        | $2208364.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9074   | 2054-08-01      | 4.5000%  | 0.0000% | $31692209.00       | $29285337.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9141   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $952.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB9257   | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $891.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9317   | 2054-10-01      | 5.0000%  | 0.0000% | $1344.00           | $1289.41           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346   | 2054-10-01      | 6.0000%  | 0.0000% | $99952283.00       | $97137363.40       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $72572544.00       | $71060713.39       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9408   | 2054-10-01      | 6.0000%  | 0.0000% | $1008.00           | $931.98            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6179   | 2050-01-01      | 3.5000%  | 0.0000% | $3015267.00        | $883435.20         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6180   | 2050-01-01      | 3.5000%  | 0.0000% | $3060564.00        | $1155982.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6187   | 2050-01-01      | 4.0000%  | 0.0000% | $1114328.00        | $152965.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6190   | 2050-01-01      | 4.5000%  | 0.0000% | $1041720.00        | $508049.30         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6197   | 2050-01-01      | 3.5000%  | 0.0000% | $4099887.00        | $1376858.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6203   | 2050-01-01      | 4.0000%  | 0.0000% | $1404480.00        | $886565.47         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204   | 2050-01-01      | 4.0000%  | 0.0000% | $1893288.00        | $599468.21         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5745   | 2049-12-01      | 3.5000%  | 0.0000% | $1280750.00        | $545359.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5746   | 2049-12-01      | 3.5000%  | 0.0000% | $2266279.00        | $846728.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA5873   | 2049-12-01      | 4.5000%  | 0.0000% | $1457469.00        | $416986.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5879   | 2049-12-01      | 3.5000%  | 0.0000% | $435889.00         | $179331.31         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5866   | 2049-12-01      | 3.5000%  | 0.0000% | $2603170.00        | $1235830.61        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5867   | 2049-12-01      | 3.5000%  | 0.0000% | $1899859.00        | $252190.33         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5971   | 2050-01-01      | 3.5000%  | 0.0000% | $1543108.00        | $928012.30         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5973   | 2050-01-01      | 3.5000%  | 0.0000% | $2115512.00        | $1351795.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6040   | 2050-01-01      | 3.5000%  | 0.0000% | $2358397.00        | $1056747.03        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6043   | 2050-01-01      | 3.5000%  | 0.0000% | $2270578.00        | $901897.65         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6063   | 2050-01-01      | 3.5000%  | 0.0000% | $1640176.00        | $1089528.90        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6087   | 2049-12-01      | 3.5000%  | 0.0000% | $1512542.00        | $683856.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6444   | 2050-01-01      | 4.5000%  | 0.0000% | $317692.00         | $181620.70         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6910   | 2050-02-01      | 3.5000%  | 0.0000% | $1078962.00        | $436271.78         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQB0734   | 2050-07-01      | 3.5000%  | 0.0000% | $1012600.00        | $649381.63         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB3610   | 2050-09-01      | 2.5000%  | 0.0000% | $1037419.00        | $518403.21         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC0161   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $540.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0590   | 2051-04-01      | 3.0000%  | 0.0000% | $2457360.00        | $1504528.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC2687   | 2051-06-01      | 3.0000%  | 0.0000% | $1267797.00        | $821808.15         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC6994   | 2051-09-01      | 3.0000%  | 0.0000% | $505194.00         | $326299.34         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC8654   | 2051-10-01      | 3.0000%  | 0.0000% | $1252023.00        | $666539.42         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD1527   | 2051-11-01      | 2.5000%  | 0.0000% | $2013071.00        | $1272313.79        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD1893   | 2051-11-01      | 3.0000%  | 0.0000% | $1713279.00        | $1041346.37        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2061   | 2051-12-01      | 2.5000%  | 0.0000% | $2016.00           | $1266.31           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD2809   | 2051-11-01      | 3.0000%  | 0.0000% | $1079191.00        | $505264.90         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4227   | 2052-01-01      | 2.0000%  | 0.0000% | $5937.00           | $4101.58           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE0395   | 2052-04-01      | 3.0000%  | 0.0000% | $210684.00         | $138319.19         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $99000.00          | $76230.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4375   | 2052-06-01      | 5.0000%  | 0.0000% | $1984800.00        | $1153087.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE4395   | 2052-06-01      | 3.5000%  | 0.0000% | $1865969.00        | $1147510.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4399   | 2052-06-01      | 3.0000%  | 0.0000% | $1315642.00        | $751612.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3658   | 2052-06-01      | 5.0000%  | 0.0000% | $1099443.00        | $939390.79         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3665   | 2052-06-01      | 5.0000%  | 0.0000% | $1001.00           | $774.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3851   | 2052-06-01      | 5.0000%  | 0.0000% | $1164387.00        | $884194.41         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE3952   | 2052-06-01      | 5.0000%  | 0.0000% | $1817695.00        | $1240244.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4327   | 2052-06-01      | 5.0000%  | 0.0000% | $1434715.00        | $1082085.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4328   | 2052-06-01      | 5.0000%  | 0.0000% | $1154995.00        | $768264.42         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5269   | 2052-07-01      | 5.0000%  | 0.0000% | $353651.00         | $289714.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5395   | 2052-07-01      | 5.0000%  | 0.0000% | $1041917.00        | $860787.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE4893   | 2052-07-01      | 5.0000%  | 0.0000% | $1392620.00        | $650410.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6298   | 2052-07-01      | 5.0000%  | 0.0000% | $1094903.00        | $832040.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5506   | 2052-07-01      | 5.0000%  | 0.0000% | $1017331.00        | $779026.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5508   | 2052-07-01      | 5.0000%  | 0.0000% | $197117.00         | $158307.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5511   | 2052-07-01      | 5.0000%  | 0.0000% | $1051658.00        | $888551.27         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5624   | 2052-07-01      | 5.0000%  | 0.0000% | $1000096.00        | $949121.35         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5672   | 2052-07-01      | 5.0000%  | 0.0000% | $1042175.00        | $634891.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $1517286.00        | $751530.89         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6082   | 2052-07-01      | 5.0000%  | 0.0000% | $1451824.00        | $1116467.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6542   | 2052-07-01      | 5.0000%  | 0.0000% | $1815940.00        | $1362427.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6730   | 2052-07-01      | 5.0000%  | 0.0000% | $1058300.00        | $995982.16         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE6733   | 2052-07-01      | 5.0000%  | 0.0000% | $1366227.00        | $1294569.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7202   | 2052-08-01      | 5.0000%  | 0.0000% | $4000.00           | $3660.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7424   | 2052-08-01      | 5.0000%  | 0.0000% | $1063840.00        | $876547.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7496   | 2052-08-01      | 4.5000%  | 0.0000% | $2046865.00        | $1557383.73        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7501   | 2052-08-01      | 4.5000%  | 0.0000% | $1703751.00        | $851097.68         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE7508   | 2052-08-01      | 4.5000%  | 0.0000% | $1308205.00        | $1049780.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7553   | 2052-08-01      | 5.0000%  | 0.0000% | $1191393.00        | $1128650.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7609   | 2052-08-01      | 5.0000%  | 0.0000% | $1407262.00        | $861054.19         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7656   | 2052-08-01      | 5.0000%  | 0.0000% | $1121520.00        | $774990.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7760   | 2052-07-01      | 5.0000%  | 0.0000% | $1202939.00        | $1093587.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761   | 2052-07-01      | 5.0000%  | 0.0000% | $1615651.00        | $972790.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7945   | 2052-08-01      | 5.0000%  | 0.0000% | $1124425.00        | $1065516.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8871   | 2052-08-01      | 5.0000%  | 0.0000% | $1210636.00        | $1157052.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8899   | 2052-09-01      | 5.0000%  | 0.0000% | $1325433.00        | $804793.50         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8969   | 2052-07-01      | 5.0000%  | 0.0000% | $1050894.00        | $827873.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8142   | 2052-08-01      | 5.0000%  | 0.0000% | $1801367.00        | $1271302.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8143   | 2052-08-01      | 5.0000%  | 0.0000% | $1528007.00        | $1056829.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8193   | 2052-08-01      | 5.0000%  | 0.0000% | $1602554.00        | $1194105.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8165   | 2052-08-01      | 5.0000%  | 0.0000% | $1328150.00        | $1127356.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8230   | 2052-08-01      | 5.0000%  | 0.0000% | $1499003.00        | $1222837.18        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8280   | 2052-06-01      | 5.0000%  | 0.0000% | $1020492.00        | $568895.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8625   | 2052-08-01      | 5.0000%  | 0.0000% | $1044055.00        | $968097.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8632   | 2052-08-01      | 5.0000%  | 0.0000% | $1137950.00        | $949729.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8645   | 2052-08-01      | 5.0000%  | 0.0000% | $1110074.00        | $762309.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8679   | 2052-08-01      | 4.0000%  | 0.0000% | $1412370.00        | $762425.57         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8721   | 2052-09-01      | 5.0000%  | 0.0000% | $1167750.00        | $885667.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8748   | 2052-08-01      | 5.0000%  | 0.0000% | $1003274.00        | $782377.80         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8749   | 2052-08-01      | 5.0000%  | 0.0000% | $2184750.00        | $604949.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8799   | 2052-09-01      | 5.0000%  | 0.0000% | $1073645.00        | $985707.94         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8789   | 2052-08-01      | 5.0000%  | 0.0000% | $1180301.00        | $1023685.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9170   | 2052-09-01      | 5.0000%  | 0.0000% | $1232758.00        | $719628.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9194   | 2052-09-01      | 5.0000%  | 0.0000% | $1134146.00        | $1069702.13        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9215   | 2052-09-01      | 5.0000%  | 0.0000% | $1200603.00        | $997389.45         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9291   | 2052-09-01      | 5.0000%  | 0.0000% | $1133995.00        | $558108.41         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9574   | 2052-09-01      | 5.0000%  | 0.0000% | $1114076.00        | $720498.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9582   | 2052-09-01      | 5.0000%  | 0.0000% | $1657231.00        | $1328719.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9646   | 2052-09-01      | 5.0000%  | 0.0000% | $1292994.00        | $1136268.72        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9651   | 2052-09-01      | 4.5000%  | 0.0000% | $1639988.00        | $860036.21         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9652   | 2052-09-01      | 4.5000%  | 0.0000% | $1078456.00        | $942897.04         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9702   | 2052-09-01      | 4.5000%  | 0.0000% | $1124106.00        | $896297.71         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9710   | 2052-09-01      | 5.0000%  | 0.0000% | $1721915.00        | $1225417.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0791   | 2052-09-01      | 5.0000%  | 0.0000% | $1270750.00        | $968889.32         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0792   | 2052-09-01      | 5.0000%  | 0.0000% | $1658000.00        | $1320498.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0798   | 2052-10-01      | 5.0000%  | 0.0000% | $1209805.00        | $992358.12         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0827   | 2052-10-01      | 5.0000%  | 0.0000% | $2297261.00        | $1533824.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0864   | 2052-10-01      | 5.0000%  | 0.0000% | $1221281.00        | $703534.09         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0006   | 2052-08-01      | 5.0000%  | 0.0000% | $1204606.00        | $947410.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0021   | 2052-09-01      | 5.0000%  | 0.0000% | $1166478.00        | $1105306.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0086   | 2052-09-01      | 5.0000%  | 0.0000% | $1150111.00        | $903291.61         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF0225   | 2052-09-01      | 5.0000%  | 0.0000% | $1211098.00        | $927038.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7360   | 2053-09-01      | 6.5000%  | 0.0000% | $1071511.00        | $879360.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX7625   | 2053-05-01      | 5.0000%  | 0.0000% | $1248429.00        | $1173512.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $1416849.00        | $1291306.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910   | 2053-05-01      | 5.5000%  | 0.0000% | $1433416.00        | $892128.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $1330386.00        | $1043836.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8148   | 2053-04-01      | 5.5000%  | 0.0000% | $1411390.00        | $1337777.62        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8173   | 2053-04-01      | 5.5000%  | 0.0000% | $1393991.00        | $1120766.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8252   | 2053-05-01      | 5.0000%  | 0.0000% | $1252788.00        | $1200279.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8254   | 2053-06-01      | 5.5000%  | 0.0000% | $1250938.00        | $1196325.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8393   | 2053-04-01      | 6.0000%  | 0.0000% | $1425383.00        | $1074994.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8394   | 2053-04-01      | 5.5000%  | 0.0000% | $1221053.00        | $1058687.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8481   | 2053-03-01      | 4.5000%  | 0.0000% | $1107147.00        | $565265.84         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8691   | 2053-03-01      | 5.5000%  | 0.0000% | $1027467.00        | $1002055.77        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX8714   | 2053-03-01      | 6.5000%  | 0.0000% | $6005.00           | $4438.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8731   | 2053-03-01      | 6.0000%  | 0.0000% | $1564209.00        | $1146243.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9776   | 2053-04-01      | 6.0000%  | 0.0000% | $1305201.00        | $1070573.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $2452280.00        | $1726249.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9789   | 2053-04-01      | 6.5000%  | 0.0000% | $1174690.00        | $876759.07         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9799   | 2053-04-01      | 6.5000%  | 0.0000% | $1643600.00        | $1329349.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9024   | 2053-04-01      | 5.0000%  | 0.0000% | $1131028.00        | $686219.06         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9026   | 2053-04-01      | 5.0000%  | 0.0000% | $1021041.00        | $826056.35         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9031   | 2053-04-01      | 5.0000%  | 0.0000% | $1529675.00        | $1204084.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9100   | 2053-03-01      | 5.0000%  | 0.0000% | $1520900.00        | $1455562.18        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9102   | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $851278.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9761   | 2053-04-01      | 5.5000%  | 0.0000% | $1076700.00        | $809774.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX9911   | 2053-05-01      | 6.5000%  | 0.0000% | $1781907.00        | $858176.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0108   | 2053-05-01      | 5.0000%  | 0.0000% | $1492936.00        | $996905.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY0243   | 2053-04-01      | 6.5000%  | 0.0000% | $1079408.00        | $839153.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0245   | 2053-04-01      | 5.0000%  | 0.0000% | $1401458.00        | $1131154.57        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0722   | 2053-05-01      | 5.0000%  | 0.0000% | $1240679.00        | $1181601.35        | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H01814 G   | 2037-10-01      | 6.5000%  | 0.0000% | $113927594.00      | $139041.11         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02223 G   | 2038-01-01      | 6.0000%  | 0.0000% | $47471672.00       | $184380.51         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H05119 G   | 2038-04-01      | 5.0000%  | 0.0000% | $10001617.00       | $225986.54         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H10115 G   | 2037-04-01      | 5.5000%  | 0.0000% | $24685198.00       | $653344.78         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19026 G   | 2037-06-01      | 5.5000%  | 0.0000% | $25422004.00       | $256949.24         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H19029 G   | 2037-09-01      | 6.0000%  | 0.0000% | $30645760.00       | $36218.92          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H19004 G   | 2037-01-01      | 5.5000%  | 0.0000% | $20387233.00       | $73691.35          | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H09062 G   | 2037-08-01      | 6.0000%  | 0.0000% | $245171038.00      | $514881.38         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09047 G   | 2037-07-01      | 5.5000%  | 0.0000% | $140000000.00      | $419933.91         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09089 G   | 2037-09-01      | 5.5000%  | 0.0000% | $2513.00           | $9.37              | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H09186 G   | 2038-06-01      | 5.0000%  | 0.0000% | $21517923.00       | $115177.97         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09189 G   | 2037-03-01      | 5.5000%  | 0.0000% | $642659715.00      | $1640127.76        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC H09192 G   | 2038-04-01      | 5.5000%  | 0.0000% | $43702413.00       | $82254.42          | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H09173 G   | 2037-10-01      | 6.5000%  | 0.0000% | $140416278.00      | $822520.51         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H09184 G   | 2038-09-01      | 6.5000%  | 0.0000% | $45165437.00       | $131244.25         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82013 G   | 2038-09-01      | 7.0000%  | 0.0000% | $8929179.00        | $284392.79         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC A82560 G   | 2038-10-01      | 7.0000%  | 0.0000% | $895777.00         | $16009.70          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A87971 G   | 2039-08-01      | 4.5000%  | 0.0000% | $100729354.00      | $3354299.99        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90775 G   | 2040-01-01      | 5.5000%  | 0.0000% | $23510453.00       | $1233598.15        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90326 G   | 2039-12-01      | 5.5000%  | 0.0000% | $33006294.00       | $599746.81         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A90398 G   | 2039-12-01      | 4.5000%  | 0.0000% | $1075810.00        | $47465.68          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A90953 G   | 2040-02-01      | 5.5000%  | 0.0000% | $22033079.00       | $833693.48         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A94284 G   | 2040-10-01      | 4.5000%  | 0.0000% | $25002612.00       | $761547.91         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96200 G   | 2041-01-01      | 4.5000%  | 0.0000% | $31631704.00       | $1223643.23        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97236 G   | 2041-03-01      | 4.5000%  | 0.0000% | $4575383.00        | $274603.94         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97806 G   | 2041-03-01      | 4.5000%  | 0.0000% | $2365009.00        | $337748.92         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K00031 G   | 2037-04-01      | 5.5000%  | 0.0000% | $14490167.00       | $49971.95          | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K30272 G   | 2047-08-01      | 5.5000%  | 0.0000% | $18323080.00       | $141043.60         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC K30411 G   | 2048-07-01      | 5.0000%  | 0.0000% | $12805567.00       | $965590.07         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39025 G   | 2048-04-01      | 5.5000%  | 0.0000% | $22307618.00       | $294504.95         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC K39030 G   | 2047-12-01      | 6.5000%  | 0.0000% | $65117453.00       | $203825.71         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC K39033 G   | 2047-04-01      | 5.5000%  | 0.0000% | $33860822.00       | $557418.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6124   | 2036-10-01      | 6.5000%  | 0.0000% | $1009.00           | $31.28             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4686   | 2027-11-01      | 2.5000%  | 0.0000% | $1210.00           | $38.61             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3LZL0757   | 2037-05-01      | 4.5000%  | 0.0000% | $1988.00           | $1.56              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2666   | 2042-02-01      | 4.0000%  | 0.0000% | $3118519.00        | $561614.11         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2698   | 2042-02-01      | 4.0000%  | 0.0000% | $1147420.00        | $280340.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2854   | 2042-03-01      | 4.0000%  | 0.0000% | $2233091.00        | $141427.52         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2849   | 2042-03-01      | 4.0000%  | 0.0000% | $4320451.00        | $266050.21         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL2943   | 2042-04-01      | 4.0000%  | 0.0000% | $2680530.00        | $106153.95         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3002   | 2042-04-01      | 4.0000%  | 0.0000% | $5156661.00        | $681617.71         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL3231   | 2042-06-01      | 4.0000%  | 0.0000% | $20774952.00       | $3842407.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL9627   | 2045-01-01      | 3.5000%  | 0.0000% | $33545215.00       | $8765814.04        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3542   | 2047-06-01      | 4.5000%  | 0.0000% | $1804708.00        | $495105.93         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3180   | 2047-05-01      | 4.5000%  | 0.0000% | $5036255.00        | $1165126.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3194   | 2047-05-01      | 4.5000%  | 0.0000% | $14073619.00       | $3696411.00        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3288   | 2047-05-01      | 4.5000%  | 0.0000% | $1647849.00        | $224088.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3408   | 2047-06-01      | 4.5000%  | 0.0000% | $1395058.00        | $490305.34         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3421   | 2047-06-01      | 4.5000%  | 0.0000% | $5125274.00        | $1332726.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4387   | 2047-10-01      | 4.5000%  | 0.0000% | $1523466.00        | $434159.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3660   | 2047-07-01      | 4.5000%  | 0.0000% | $1015494.00        | $307133.63         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3779   | 2047-07-01      | 4.5000%  | 0.0000% | $1658563.00        | $482835.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4154   | 2047-09-01      | 4.5000%  | 0.0000% | $1143629.00        | $338575.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $2263461.00        | $533979.95         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6081   | 2048-09-01      | 4.5000%  | 0.0000% | $4441878.00        | $1212937.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6083   | 2048-09-01      | 4.5000%  | 0.0000% | $1609005.00        | $853812.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6129   | 2048-07-01      | 4.5000%  | 0.0000% | $1673696.00        | $603220.81         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6134   | 2048-07-01      | 4.5000%  | 0.0000% | $2756275.00        | $837293.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6150   | 2048-08-01      | 4.5000%  | 0.0000% | $3753688.00        | $384872.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7076   | 2048-06-01      | 4.5000%  | 0.0000% | $1367723.00        | $485031.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7170   | 2048-07-01      | 4.5000%  | 0.0000% | $6001.00           | $2342.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7198   | 2048-09-01      | 4.5000%  | 0.0000% | $1477587.00        | $302533.86         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7199   | 2048-09-01      | 4.5000%  | 0.0000% | $2002029.00        | $967454.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6690   | 2048-11-01      | 4.5000%  | 0.0000% | $1078457.00        | $634216.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6691   | 2048-11-01      | 4.5000%  | 0.0000% | $1394052.00        | $534580.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6879   | 2048-07-01      | 4.5000%  | 0.0000% | $1237764.00        | $319210.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7243   | 2048-10-01      | 4.5000%  | 0.0000% | $1261088.00        | $555259.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7244   | 2048-10-01      | 4.5000%  | 0.0000% | $2148872.00        | $932884.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7247   | 2048-10-01      | 4.5000%  | 0.0000% | $2168372.00        | $532641.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7487   | 2048-07-01      | 4.5000%  | 0.0000% | $1165050.00        | $299968.92         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8690   | 2048-07-01      | 4.5000%  | 0.0000% | $1828579.00        | $612797.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8692   | 2048-07-01      | 4.5000%  | 0.0000% | $1947518.00        | $412195.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8866   | 2048-09-01      | 4.5000%  | 0.0000% | $9088.00           | $1861.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9876   | 2048-10-01      | 4.5000%  | 0.0000% | $3780850.00        | $1152168.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008   | 2048-09-01      | 4.5000%  | 0.0000% | $2125716.00        | $626119.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9050   | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $876013.77         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051   | 2048-11-01      | 4.5000%  | 0.0000% | $3224505.00        | $1237003.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK9601   | 2048-06-01      | 4.0000%  | 0.0000% | $1787175.00        | $646697.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9762   | 2048-08-01      | 4.5000%  | 0.0000% | $6009.00           | $533.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9913   | 2048-09-01      | 4.5000%  | 0.0000% | $5551240.00        | $1415766.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4518   | 2048-10-01      | 4.5000%  | 0.0000% | $183623.00         | $49108.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM7223   | 2046-05-01      | 4.0000%  | 0.0000% | $2041053.00        | $1535718.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0891   | 2048-11-01      | 4.5000%  | 0.0000% | $5138356.00        | $829047.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0507   | 2048-09-01      | 5.0000%  | 0.0000% | $2194332.00        | $211284.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0588   | 2048-11-01      | 4.5000%  | 0.0000% | $2066324.00        | $736883.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0696   | 2048-09-01      | 4.5000%  | 0.0000% | $2869995.00        | $851756.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0697   | 2048-09-01      | 4.5000%  | 0.0000% | $1304198.00        | $484773.22         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN0714   | 2048-09-01      | 5.0000%  | 0.0000% | $1321475.00        | $860071.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0716   | 2048-09-01      | 4.5000%  | 0.0000% | $2067465.00        | $634520.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0975   | 2049-01-01      | 4.5000%  | 0.0000% | $4120303.00        | $576742.78         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN1028   | 2049-03-01      | 5.0000%  | 0.0000% | $1212002.00        | $113262.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1033   | 2049-04-01      | 4.5000%  | 0.0000% | $1022277.00        | $258271.30         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN1207   | 2048-11-01      | 4.0000%  | 0.0000% | $2660467.00        | $805073.31         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1278   | 2049-03-01      | 4.5000%  | 0.0000% | $4218548.00        | $1108381.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1293   | 2048-10-01      | 4.5000%  | 0.0000% | $1481944.00        | $734060.19         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1457   | 2048-11-01      | 4.5000%  | 0.0000% | $3265764.00        | $860189.60         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN1864   | 2048-09-01      | 4.5000%  | 0.0000% | $1385082.00        | $569930.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2148   | 2048-11-01      | 4.5000%  | 0.0000% | $2001447.00        | $395460.68         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2981   | 2048-11-01      | 4.5000%  | 0.0000% | $1056540.00        | $434307.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995   | 2048-11-01      | 4.5000%  | 0.0000% | $2075512.00        | $630734.58         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2997   | 2048-11-01      | 4.5000%  | 0.0000% | $2304377.00        | $568475.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3011   | 2048-11-01      | 4.5000%  | 0.0000% | $4797991.00        | $1743267.19        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3154   | 2049-05-01      | 4.5000%  | 0.0000% | $1160622.00        | $271064.80         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155   | 2049-05-01      | 4.5000%  | 0.0000% | $1486811.00        | $228577.63         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $1120.00           | $732.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1671.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3283   | 2052-09-01      | 5.5000%  | 0.0000% | $3072.00           | $2540.04           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $65000.00          | $49815.14          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $776.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3642   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $816.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5275   | 2053-07-01      | 5.0000%  | 0.0000% | $2001.00           | $1693.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5555   | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $794.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6080   | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $875.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6524   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $863.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6545   | 2053-12-01      | 6.0000%  | 0.0000% | $1114.00           | $1002.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6764   | 2054-01-01      | 6.5000%  | 0.0000% | $9435.00           | $8566.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7305   | 2053-12-01      | 5.0000%  | 0.0000% | $2119.00           | $1892.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7847   | 2054-02-01      | 6.0000%  | 0.0000% | $8455979.00        | $7556185.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8512   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $956.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8501   | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $982.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9785   | 2054-11-01      | 5.5000%  | 0.0000% | $31723379.00       | $30858593.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871   | 2054-11-01      | 5.5000%  | 0.0000% | $55572883.00       | $53421584.69       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9043   | 2051-10-01      | 2.5000%  | 0.0000% | $2002.00           | $1575.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348   | 2053-08-01      | 5.0000%  | 0.0000% | $12286480.00       | $10685558.53       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4374   | 2053-12-01      | 6.5000%  | 0.0000% | $22751936.00       | $18118843.82       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3740   | 2053-09-01      | 6.0000%  | 0.0000% | $4126.00           | $3531.41           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4213   | 2053-11-01      | 6.5000%  | 0.0000% | $441060.00         | $362729.43         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Z40129 G   | 2043-10-01      | 3.5000%  | 0.0000% | $49999000.00       | $15945189.69       | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q01903 G   | 2041-07-01      | 4.5000%  | 0.0000% | $17236648.00       | $1040094.88        | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q02755 G   | 2041-08-01      | 4.0000%  | 0.0000% | $8228074.00        | $796046.89         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC N31136 G   | 2034-09-01      | 5.5000%  | 0.0000% | $22956663.00       | $36546.37          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $35556.00          | $692.64            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G01777 G   | 2035-02-01      | 6.0000%  | 0.0000% | $61824.00          | $606.09            | Agency Mortgage-Backed Securities  |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $4162.00           | $98.97             | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $40019.00          | $1853.08           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $44222.00          | $1704.88           | Agency Mortgage-Backed Securities  |
| 08.000 FGPC P20472 G   | 2031-03-01      | 8.0000%  | 0.0000% | $1163.00           | $17.22             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $141830.00         | $1946.45           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P20603 G   | 2034-05-01      | 6.0000%  | 0.0000% | $1000.00           | $14.60             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51239 G   | 2037-01-01      | 6.0000%  | 0.0000% | $11479044.00       | $290018.50         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51359 G   | 2036-10-01      | 5.5000%  | 0.0000% | $7575393.00        | $488379.82         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G   | 2036-09-01      | 6.0000%  | 0.0000% | $12998430.00       | $704152.13         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51363 G   | 2036-09-01      | 5.5000%  | 0.0000% | $12431231.00       | $300495.57         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51364 G   | 2036-12-01      | 6.0000%  | 0.0000% | $14974506.00       | $430721.45         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51366 G   | 2036-11-01      | 5.5000%  | 0.0000% | $56050129.00       | $1325947.44        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51367 G   | 2036-11-01      | 6.0000%  | 0.0000% | $37340873.00       | $746513.49         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P58001 G   | 2036-04-01      | 6.0000%  | 0.0000% | $27222780.00       | $336203.94         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G30680 G   | 2029-07-01      | 4.5000%  | 0.0000% | $58742.00          | $1125.01           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10154 G   | 2034-01-01      | 5.5000%  | 0.0000% | $2024.00           | $7.31              | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10220 G   | 2034-01-01      | 5.5000%  | 0.0000% | $202829357.00      | $1003144.93        | Agency Mortgage-Backed Securities  |
| 05.500 FGPC L10226 G   | 2036-01-01      | 5.5000%  | 0.0000% | $91027074.00       | $974738.29         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10232 G   | 2040-06-01      | 5.0000%  | 0.0000% | $45869573.00       | $418301.33         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L10310 G   | 2048-07-01      | 5.0000%  | 0.0000% | $1245456.00        | $251205.09         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A41752 G   | 2036-01-01      | 5.5000%  | 0.0000% | $78977927.00       | $684463.96         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A44247 G   | 2036-04-01      | 6.5000%  | 0.0000% | $20057571.00       | $382944.60         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A44666 G   | 2036-04-01      | 6.0000%  | 0.0000% | $157188776.00      | $183140.93         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48537 G   | 2036-05-01      | 6.0000%  | 0.0000% | $18577324.00       | $202701.54         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48582 G   | 2036-04-01      | 6.0000%  | 0.0000% | $192841108.00      | $690421.84         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A48686 G   | 2036-05-01      | 6.0000%  | 0.0000% | $102081050.00      | $894147.75         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $25736.00          | $272.70            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A61350 G   | 2036-11-01      | 6.5000%  | 0.0000% | $70816820.00       | $1253786.64        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC A61517 G   | 2036-10-01      | 6.0000%  | 0.0000% | $101720869.00      | $921013.03         | Agency Mortgage-Backed Securities  |
| 05.500 FGPC A61545 G   | 2036-10-01      | 5.5000%  | 0.0000% | $162847.00         | $781.32            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC A67429 G   | 2037-11-01      | 6.5000%  | 0.0000% | $13383019.00       | $218562.60         | Agency Mortgage-Backed Securities  |
| 06.500 FGPC G03344 G   | 2037-10-01      | 6.5000%  | 0.0000% | $52480000.00       | $478917.87         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03442 G   | 2037-10-01      | 7.0000%  | 0.0000% | $100546208.00      | $1156029.75        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03577 G   | 2037-11-01      | 7.0000%  | 0.0000% | $29814447.00       | $366131.07         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03822 G   | 2038-01-01      | 7.0000%  | 0.0000% | $29514545.00       | $316677.76         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G03878 G   | 2038-02-01      | 6.0000%  | 0.0000% | $82564430.00       | $829812.53         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC G04303 G   | 2038-04-01      | 6.0000%  | 0.0000% | $140171651.00      | $1633299.76        | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04876 G   | 2038-10-01      | 7.0000%  | 0.0000% | $24995047.00       | $342776.48         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G04887 G   | 2038-11-01      | 7.0000%  | 0.0000% | $34604892.00       | $297810.13         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G06843 G   | 2041-12-01      | 4.0000%  | 0.0000% | $494000.00         | $46777.71          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07175 G   | 2041-12-01      | 3.5000%  | 0.0000% | $5539271.00        | $773972.78         | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G07314 G   | 2043-01-01      | 4.0000%  | 0.0000% | $4894645.00        | $591446.42         | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G07335 G   | 2039-03-01      | 7.0000%  | 0.0000% | $19161.00          | $838.82            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G08844 G   | 2048-10-01      | 5.0000%  | 0.0000% | $5421.00           | $519.98            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G08864 G   | 2049-02-01      | 5.0000%  | 0.0000% | $1250000.00        | $127498.57         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G   | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $87.96             | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H00416 G   | 2036-12-01      | 6.0000%  | 0.0000% | $11187534.00       | $141994.83         | Agency Mortgage-Backed Securities  |
| 05.000 FGPC H01001 G   | 2037-07-01      | 5.0000%  | 0.0000% | $11342834.00       | $148203.82         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H01482 G   | 2036-06-01      | 6.0000%  | 0.0000% | $33185995.00       | $347863.31         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02643 G   | 2038-05-01      | 6.0000%  | 0.0000% | $31304961.00       | $183832.37         | Agency Mortgage-Backed Securities  |
| 06.000 FGPC H02644 G   | 2038-05-01      | 6.0000%  | 0.0000% | $23244821.00       | $236352.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879508   | 2036-03-01      | 6.0000%  | 0.0000% | $37931107.00       | $61878.75          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879509   | 2036-03-01      | 6.0000%  | 0.0000% | $20691374.00       | $493965.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880086   | 2036-03-01      | 6.0000%  | 0.0000% | $45274691.00       | $479903.10         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880307   | 2036-04-01      | 6.0000%  | 0.0000% | $2059.00           | $4.09              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1721   | 2052-08-01      | 5.0000%  | 0.0000% | $1426548.00        | $1076775.69        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1226   | 2052-10-01      | 4.5000%  | 0.0000% | $59587589.00       | $47638650.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $1701493.00        | $1199682.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1859   | 2053-03-01      | 5.5000%  | 0.0000% | $1036210.00        | $1006453.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW1844   | 2053-01-01      | 5.5000%  | 0.0000% | $1130950.00        | $1099809.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1846   | 2053-03-01      | 4.5000%  | 0.0000% | $813494.00         | $544211.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1848   | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $1052033.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1882   | 2053-06-01      | 4.5000%  | 0.0000% | $1321407.00        | $1227292.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1968   | 2052-07-01      | 5.0000%  | 0.0000% | $1029202.00        | $916473.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1971   | 2052-07-01      | 5.0000%  | 0.0000% | $1795533.00        | $1308150.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1976   | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $903938.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2054   | 2052-09-01      | 5.0000%  | 0.0000% | $1539832.00        | $1348596.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW2364   | 2052-06-01      | 5.0000%  | 0.0000% | $1476900.00        | $1235587.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3598   | 2052-07-01      | 5.0000%  | 0.0000% | $1168669.00        | $842874.43         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3002   | 2052-08-01      | 5.0000%  | 0.0000% | $1083725.00        | $773394.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3118   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $579.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3694   | 2052-07-01      | 5.0000%  | 0.0000% | $1279215.00        | $955749.39         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW3665   | 2052-07-01      | 4.0000%  | 0.0000% | $1061432.00        | $882153.23         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3675   | 2052-07-01      | 5.0000%  | 0.0000% | $1689092.00        | $1297290.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $1075895.00        | $740486.18         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3713   | 2052-08-01      | 5.0000%  | 0.0000% | $1456150.00        | $1382291.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3903   | 2052-08-01      | 5.0000%  | 0.0000% | $999800.00         | $841153.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4160   | 2052-08-01      | 5.0000%  | 0.0000% | $19009.00          | $8905.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4827   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $922.46            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204   | 2052-12-01      | 4.5000%  | 0.0000% | $1019386.00        | $946779.59         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6196   | 2052-08-01      | 5.0000%  | 0.0000% | $1170608.00        | $850914.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851   | 2052-09-01      | 4.5000%  | 0.0000% | $56385141.00       | $42257798.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6140   | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $867367.07         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7086   | 2052-11-01      | 5.0000%  | 0.0000% | $1473668.00        | $1305596.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7150   | 2052-07-01      | 5.0000%  | 0.0000% | $7010.00           | $6638.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $489862.00         | $241622.77         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6369   | 2052-08-01      | 5.0000%  | 0.0000% | $1137146.00        | $891194.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6422   | 2052-08-01      | 5.0000%  | 0.0000% | $1917846.00        | $1366590.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6452   | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1168326.06        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6431   | 2052-08-01      | 5.0000%  | 0.0000% | $1112710.00        | $576789.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6470   | 2052-09-01      | 5.0000%  | 0.0000% | $1219216.00        | $1150769.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6471   | 2052-09-01      | 5.0000%  | 0.0000% | $1981435.00        | $1473013.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $1727104.00        | $1341790.94        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6996   | 2052-08-01      | 5.0000%  | 0.0000% | $2291931.00        | $941135.32         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7030   | 2052-08-01      | 4.5000%  | 0.0000% | $1282407.00        | $673656.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7022   | 2052-08-01      | 5.0000%  | 0.0000% | $1486475.00        | $818531.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8076   | 2052-08-01      | 5.0000%  | 0.0000% | $1009407.00        | $957170.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7385   | 2052-08-01      | 5.0000%  | 0.0000% | $1300313.00        | $1238707.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7479   | 2052-11-01      | 5.5000%  | 0.0000% | $1070638.00        | $847585.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7661   | 2052-09-01      | 5.0000%  | 0.0000% | $1305323.00        | $1124320.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7663   | 2052-09-01      | 5.0000%  | 0.0000% | $1772880.00        | $1331065.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7680   | 2052-09-01      | 5.0000%  | 0.0000% | $1090767.00        | $849656.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896   | 2052-08-01      | 4.5000%  | 0.0000% | $488612.00         | $409490.33         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899   | 2052-08-01      | 4.5000%  | 0.0000% | $1699846.00        | $1403425.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7903   | 2052-08-01      | 5.0000%  | 0.0000% | $1147808.00        | $1086290.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7890   | 2052-08-01      | 4.5000%  | 0.0000% | $1334986.00        | $1103416.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7892   | 2052-08-01      | 5.0000%  | 0.0000% | $1854169.00        | $1550801.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7935   | 2052-08-01      | 5.0000%  | 0.0000% | $4001.00           | $3465.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7940   | 2052-08-01      | 5.0000%  | 0.0000% | $6001.00           | $5696.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943   | 2052-08-01      | 5.0000%  | 0.0000% | $1322000.00        | $989025.39         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8918   | 2052-09-01      | 5.0000%  | 0.0000% | $1137375.00        | $1080916.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925   | 2052-10-01      | 5.0000%  | 0.0000% | $1300712.00        | $975649.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8939   | 2052-09-01      | 5.0000%  | 0.0000% | $1555508.00        | $1227776.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8370   | 2052-08-01      | 5.0000%  | 0.0000% | $1555620.00        | $1264549.38        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8372   | 2052-08-01      | 5.0000%  | 0.0000% | $1668083.00        | $1245121.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413   | 2052-09-01      | 5.0000%  | 0.0000% | $1975808.00        | $1513906.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578   | 2052-10-01      | 5.0000%  | 0.0000% | $969660.00         | $553047.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8583   | 2052-10-01      | 5.0000%  | 0.0000% | $1022340.00        | $969995.62         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8587   | 2052-10-01      | 5.0000%  | 0.0000% | $1005633.00        | $802574.71         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8588   | 2052-10-01      | 5.0000%  | 0.0000% | $1354833.00        | $1287085.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6331   | 2049-05-01      | 4.5000%  | 0.0000% | $1685000.00        | $578751.66         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZA3576   | 2042-06-01      | 4.0000%  | 0.0000% | $10483069.00       | $1108137.06        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA4212   | 2043-04-01      | 3.5000%  | 0.0000% | $20007470.00       | $5273514.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2370   | 2038-07-01      | 5.5000%  | 0.0000% | $1552.00           | $12.59             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4577   | 2044-08-01      | 3.5000%  | 0.0000% | $11499000.00       | $907392.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZT1109   | 2042-09-01      | 4.0000%  | 0.0000% | $37765154.00       | $3250902.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8360   | 2040-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3327.60           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1046   | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $780.77            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $29171000.00       | $22381666.56       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1378.81           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD2115   | 2052-09-01      | 4.0000%  | 0.0000% | $42983.00          | $32061.33          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3180   | 2053-06-01      | 6.5000%  | 0.0000% | $902818.00         | $739203.84         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4685   | 2054-01-01      | 6.0000%  | 0.0000% | $1048.00           | $930.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5639   | 2054-06-01      | 5.5000%  | 0.0000% | $6000.00           | $5555.43           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1980.84           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1242.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $851.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV7331   | 2052-07-01      | 5.0000%  | 0.0000% | $24860.00          | $11273.68          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7623   | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $696971.04         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $30000.00          | $22544.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8912   | 2052-06-01      | 4.5000%  | 0.0000% | $1711800.00        | $1379272.60        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8499   | 2052-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1891.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8662   | 2052-06-01      | 4.5000%  | 0.0000% | $13000.00          | $4675.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828   | 2052-06-01      | 5.0000%  | 0.0000% | $1158878.00        | $862438.81         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8831   | 2052-06-01      | 5.0000%  | 0.0000% | $1100974.00        | $787097.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV9112   | 2052-08-01      | 5.0000%  | 0.0000% | $1139021.00        | $1083231.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV9710   | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $689255.62         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBW0464   | 2047-05-01      | 3.5000%  | 0.0000% | $1017279.00        | $858137.28         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1686   | 2052-07-01      | 5.0000%  | 0.0000% | $78419.00          | $60846.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1687   | 2052-07-01      | 5.0000%  | 0.0000% | $1654020.00        | $1329489.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $1350687.00        | $1135097.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1714   | 2052-08-01      | 5.0000%  | 0.0000% | $1206159.00        | $1147719.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH4318   | 2053-10-01      | 5.5000%  | 0.0000% | $650000.00         | $558851.59         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5054   | 2053-11-01      | 6.5000%  | 0.0000% | $1027383.00        | $1063563.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7340   | 2054-01-01      | 6.5000%  | 0.0000% | $1937366.00        | $1142008.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7736   | 2054-01-01      | 6.5000%  | 0.0000% | $1120015.00        | $982289.26         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7874   | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1989.99           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1152   | 2054-08-01      | 7.0000%  | 0.0000% | $1148725.00        | $859956.37         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA4454   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $534.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6255   | 2051-11-01      | 2.5000%  | 0.0000% | $1489272.00        | $882997.52         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA5803   | 2051-09-01      | 4.0000%  | 0.0000% | $23895881.00       | $10024357.88       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1450.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8083   | 2052-10-01      | 5.0000%  | 0.0000% | $5018.00           | $4023.37           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7672   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $797.20            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5279   | 2044-02-01      | 6.0000%  | 0.0000% | $65000.00          | $45870.82          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI1962   | 2054-03-01      | 6.5000%  | 0.0000% | $3093.00           | $1948.05           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI5176   | 2054-05-01      | 6.5000%  | 0.0000% | $1254602.00        | $1157200.06        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4805   | 2049-11-01      | 3.5000%  | 0.0000% | $2525850.00        | $1138235.56        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA4810   | 2049-11-01      | 4.0000%  | 0.0000% | $2048800.00        | $516549.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL190371   | 2036-07-01      | 6.5000%  | 0.0000% | $203745057.00      | $1425963.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP256327   | 2036-06-01      | 6.0000%  | 0.0000% | $56793417.00       | $88815.12          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL555135   | 2032-12-01      | 6.5000%  | 0.0000% | $62697048.00       | $73838.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH3583   | 2040-12-01      | 4.0000%  | 0.0000% | $1246285.00        | $51073.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAH4474   | 2041-01-01      | 4.0000%  | 0.0000% | $1140994.00        | $73569.34          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI2822   | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $670185.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI6963   | 2041-07-01      | 4.5000%  | 0.0000% | $2464000.00        | $348237.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI7232   | 2041-07-01      | 4.5000%  | 0.0000% | $1891875.00        | $72050.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI8465   | 2041-08-01      | 4.5000%  | 0.0000% | $38893350.00       | $4443106.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAJ8465   | 2041-12-01      | 4.0000%  | 0.0000% | $1025.00           | $96.36             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAK0765   | 2042-03-01      | 4.0000%  | 0.0000% | $4759000.00        | $455233.69         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAK1516   | 2042-02-01      | 4.0000%  | 0.0000% | $2002418.00        | $233760.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK3106   | 2042-02-01      | 3.5000%  | 0.0000% | $5325206.00        | $844847.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CZAL0723   | 2051-09-01      | 4.0000%  | 0.0000% | $32434940.00       | $2132475.14        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL2676   | 2042-11-01      | 3.5000%  | 0.0000% | $2250000.00        | $351732.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL2932   | 2042-07-01      | 4.0000%  | 0.0000% | $156000000.00      | $18053829.30       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL4769   | 2044-01-01      | 5.0000%  | 0.0000% | $6514095.00        | $493863.61         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5064   | 2044-02-01      | 4.5000%  | 0.0000% | $17394923.00       | $1729050.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5768   | 2042-10-01      | 4.5000%  | 0.0000% | $76829316.00       | $9860937.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL7481   | 2044-07-01      | 3.5000%  | 0.0000% | $1639000.00        | $346844.64         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9442   | 2046-11-01      | 3.5000%  | 0.0000% | $59250000.00       | $13901835.30       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO0210   | 2042-05-01      | 4.0000%  | 0.0000% | $12057635.00       | $854815.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAO5296   | 2042-07-01      | 4.0000%  | 0.0000% | $25011535.00       | $2667599.10        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO5942   | 2042-06-01      | 3.5000%  | 0.0000% | $12483629.00       | $1509602.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAO9551   | 2042-07-01      | 4.0000%  | 0.0000% | $1254175.00        | $171666.79         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP2981   | 2042-08-01      | 4.0000%  | 0.0000% | $9049978.00        | $1372053.38        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450   | 2042-08-01      | 4.0000%  | 0.0000% | $6289104.00        | $650748.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $2996.00           | $335.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ0017   | 2042-10-01      | 4.0000%  | 0.0000% | $5886462.00        | $561440.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAQ3308   | 2042-11-01      | 3.5000%  | 0.0000% | $5049000.00        | $973582.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047   | 2042-12-01      | 3.5000%  | 0.0000% | $2559426.00        | $624109.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAQ9096   | 2042-12-01      | 4.0000%  | 0.0000% | $8266370.00        | $791326.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAQ9541   | 2042-11-01      | 4.0000%  | 0.0000% | $1489371.00        | $174013.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR1754   | 2043-02-01      | 3.5000%  | 0.0000% | $4939471.00        | $1290031.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR2410   | 2042-12-01      | 4.0000%  | 0.0000% | $1046633.00        | $180890.24         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3198   | 2043-03-01      | 3.5000%  | 0.0000% | $1074117.00        | $184521.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR5851   | 2043-02-01      | 3.5000%  | 0.0000% | $11185631.00       | $1142031.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR8634   | 2043-03-01      | 4.0000%  | 0.0000% | $4733553.00        | $1085641.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAR9224   | 2043-03-01      | 3.5000%  | 0.0000% | $11317499.00       | $1386506.36        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9350   | 2043-02-01      | 4.0000%  | 0.0000% | $1252539.00        | $548164.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367   | 2043-04-01      | 4.0000%  | 0.0000% | $1748193.00        | $214984.37         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9386   | 2043-04-01      | 4.0000%  | 0.0000% | $1159179.00        | $448287.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1336   | 2043-12-01      | 4.5000%  | 0.0000% | $150109984.00      | $7338279.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259   | 2044-04-01      | 4.0000%  | 0.0000% | $49928693.00       | $7220942.25        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2384   | 2044-05-01      | 4.0000%  | 0.0000% | $4799000.00        | $497440.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2489   | 2044-05-01      | 4.0000%  | 0.0000% | $120916233.00      | $11432870.88       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2947   | 2044-07-01      | 4.0000%  | 0.0000% | $1005.00           | $123.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAS5038   | 2045-05-01      | 4.0000%  | 0.0000% | $51960.00          | $8392.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS5221   | 2045-06-01      | 3.5000%  | 0.0000% | $3735146.00        | $1100461.86        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5566   | 2045-08-01      | 3.5000%  | 0.0000% | $50684920.00       | $11814035.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5771   | 2045-09-01      | 3.5000%  | 0.0000% | $2061.00           | $206.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS6038   | 2040-10-01      | 3.5000%  | 0.0000% | $1322523.00        | $156056.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6597   | 2046-02-01      | 4.0000%  | 0.0000% | $452328.00         | $31646.04          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2934   | 2052-11-01      | 5.5000%  | 0.0000% | $1464321.00        | $1142152.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3362   | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1305.32           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4198   | 2052-12-01      | 6.0000%  | 0.0000% | $1123350.00        | $1116564.75        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4276   | 2052-12-01      | 5.5000%  | 0.0000% | $1122239.00        | $846498.07         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5318   | 2052-12-01      | 6.0000%  | 0.0000% | $378624.00         | $283104.88         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF4791   | 2052-12-01      | 6.5000%  | 0.0000% | $1285981.00        | $941632.82         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF4960   | 2052-12-01      | 5.5000%  | 0.0000% | $711373.00         | $472829.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5227   | 2052-12-01      | 6.5000%  | 0.0000% | $1023045.00        | $717575.99         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5430   | 2053-01-01      | 6.0000%  | 0.0000% | $1119174.00        | $930017.71         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5419   | 2053-01-01      | 6.0000%  | 0.0000% | $1047750.00        | $723740.81         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $2308877.00        | $1504830.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5708   | 2053-01-01      | 5.5000%  | 0.0000% | $3000.00           | $2439.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF5888   | 2053-01-01      | 5.5000%  | 0.0000% | $1031743.00        | $626680.44         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF6337   | 2053-01-01      | 6.5000%  | 0.0000% | $1069238.00        | $832467.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6432   | 2053-01-01      | 5.5000%  | 0.0000% | $1036395.00        | $531792.55         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF6444   | 2053-01-01      | 5.0000%  | 0.0000% | $202448.00         | $192508.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6492   | 2053-01-01      | 6.0000%  | 0.0000% | $2016.00           | $1107.16           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6648   | 2053-01-01      | 6.0000%  | 0.0000% | $1160734.00        | $1050155.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF6811   | 2053-01-01      | 6.0000%  | 0.0000% | $1304687.00        | $1018954.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6785   | 2053-01-01      | 5.5000%  | 0.0000% | $2373001.00        | $1458512.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227   | 2053-01-01      | 5.5000%  | 0.0000% | $1191905.00        | $869977.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7229   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.69            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7235   | 2053-01-01      | 5.5000%  | 0.0000% | $1506877.00        | $1141717.86        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7471   | 2053-02-01      | 6.5000%  | 0.0000% | $1077659.00        | $653809.25         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7606   | 2053-02-01      | 6.0000%  | 0.0000% | $127375.00         | $106638.61         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7619   | 2053-02-01      | 6.5000%  | 0.0000% | $1106659.00        | $701203.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7808   | 2053-01-01      | 5.5000%  | 0.0000% | $1124983.00        | $856975.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7800   | 2053-02-01      | 6.5000%  | 0.0000% | $1212600.00        | $943840.10         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7822   | 2053-02-01      | 6.0000%  | 0.0000% | $1200531.00        | $695941.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7860   | 2053-02-01      | 6.0000%  | 0.0000% | $1725844.00        | $1007875.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7876   | 2053-02-01      | 6.0000%  | 0.0000% | $1071785.00        | $712693.12         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF7956   | 2053-02-01      | 6.0000%  | 0.0000% | $1114524.00        | $1111155.75        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8888   | 2053-03-01      | 4.5000%  | 0.0000% | $1218273.00        | $1021638.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8892   | 2053-03-01      | 5.5000%  | 0.0000% | $1325612.00        | $1038802.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4629   | 2053-01-01      | 6.0000%  | 0.0000% | $1152625.00        | $873124.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX5016   | 2053-01-01      | 5.5000%  | 0.0000% | $1638500.00        | $1049627.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX5100   | 2053-02-01      | 4.5000%  | 0.0000% | $1032155.00        | $570393.64         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134   | 2053-01-01      | 6.0000%  | 0.0000% | $1153763.00        | $529114.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777   | 2052-12-01      | 6.0000%  | 0.0000% | $1177936.00        | $917251.95         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5914   | 2053-01-01      | 6.0000%  | 0.0000% | $1117876.00        | $981156.47         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5948   | 2053-02-01      | 6.0000%  | 0.0000% | $1038731.00        | $665971.31         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5954   | 2053-02-01      | 6.0000%  | 0.0000% | $2048675.00        | $1302331.00        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1315495.00        | $1189214.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6726   | 2053-02-01      | 6.0000%  | 0.0000% | $1020155.00        | $821292.75         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6779   | 2053-03-01      | 5.5000%  | 0.0000% | $1074700.00        | $772200.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $1376452.00        | $890241.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7290   | 2053-06-01      | 6.0000%  | 0.0000% | $1147669.00        | $1161684.36        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7287   | 2053-06-01      | 6.5000%  | 0.0000% | $1067520.00        | $856792.24         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7338   | 2053-08-01      | 6.5000%  | 0.0000% | $497000.00         | $443153.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7347   | 2053-09-01      | 6.5000%  | 0.0000% | $1095623.00        | $998556.53         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7350   | 2053-09-01      | 6.5000%  | 0.0000% | $1098520.00        | $838751.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880316   | 2036-04-01      | 6.0000%  | 0.0000% | $23417020.00       | $93957.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880422   | 2036-04-01      | 6.0000%  | 0.0000% | $22429474.00       | $260174.80         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880413   | 2036-10-01      | 6.0000%  | 0.0000% | $72712807.00       | $185459.05         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP880419   | 2036-12-01      | 5.5000%  | 0.0000% | $58281561.00       | $68490.34          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP880456   | 2036-04-01      | 6.0000%  | 0.0000% | $31002520.00       | $141379.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880824   | 2036-04-01      | 6.0000%  | 0.0000% | $18413002.00       | $137227.88         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880829   | 2036-04-01      | 6.0000%  | 0.0000% | $57713477.00       | $414830.13         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL882005   | 2036-04-01      | 6.0000%  | 0.0000% | $40725724.00       | $488562.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP881738   | 2036-03-01      | 6.5000%  | 0.0000% | $23642459.00       | $130956.71         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL881723   | 2036-03-01      | 6.0000%  | 0.0000% | $38736051.00       | $256332.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDA1016   | 2053-08-01      | 5.0000%  | 0.0000% | $501007.00         | $258301.61         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA1095   | 2053-12-01      | 7.0000%  | 0.0000% | $1159261.00        | $1226315.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1347   | 2053-09-01      | 6.5000%  | 0.0000% | $1435039.00        | $902052.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2467   | 2053-10-01      | 6.5000%  | 0.0000% | $3267600.00        | $2731375.51        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4438   | 2053-11-01      | 6.5000%  | 0.0000% | $2356749.00        | $2111391.66        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA3971   | 2053-11-01      | 6.5000%  | 0.0000% | $3039.00           | $2641.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA4711   | 2053-12-01      | 6.5000%  | 0.0000% | $4000.00           | $3540.14           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5463   | 2053-11-01      | 6.5000%  | 0.0000% | $1163340.00        | $1046270.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7162   | 2054-01-01      | 6.5000%  | 0.0000% | $1101170.00        | $998774.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA7586   | 2054-04-01      | 6.5000%  | 0.0000% | $1089072.00        | $1035426.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB0519   | 2054-08-01      | 6.0000%  | 0.0000% | $17382136.00       | $17636962.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4131   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $928.25            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6255   | 2054-07-01      | 6.5000%  | 0.0000% | $1021218.00        | $1038174.21        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5434   | 2054-07-01      | 5.5000%  | 0.0000% | $15227233.00       | $12650764.87       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6101   | 2054-07-01      | 6.5000%  | 0.0000% | $1089734.00        | $1036870.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB9340   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC1412   | 2054-08-01      | 6.0000%  | 0.0000% | $1006012.00        | $1027703.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3652   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $508.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8051   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.52           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1791   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9815   | 2055-05-01      | 5.5000%  | 0.0000% | $1862932.00        | $1888857.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0040   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.04           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ8218   | 2045-08-01      | 4.0000%  | 0.0000% | $3497473.00        | $630144.16         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ9244   | 2045-10-01      | 4.0000%  | 0.0000% | $80529.00          | $13270.18          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2878   | 2045-10-01      | 4.0000%  | 0.0000% | $300733.00         | $30792.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2905   | 2045-11-01      | 4.0000%  | 0.0000% | $1363982.00        | $211480.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3085   | 2045-12-01      | 3.5000%  | 0.0000% | $3484499.00        | $995057.02         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3095   | 2046-01-01      | 3.5000%  | 0.0000% | $13214779.00       | $2233394.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA3149   | 2046-04-01      | 3.5000%  | 0.0000% | $9270151.00        | $1516662.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4737   | 2045-12-01      | 4.0000%  | 0.0000% | $535121.00         | $80616.44          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4782   | 2046-01-01      | 4.0000%  | 0.0000% | $8543886.00        | $1302696.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA6486   | 2046-07-01      | 3.5000%  | 0.0000% | $1275906.00        | $328676.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0791   | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $174.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC0100   | 2045-12-01      | 3.5000%  | 0.0000% | $400000.00         | $49429.27          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0327   | 2045-12-01      | 3.5000%  | 0.0000% | $33773904.00       | $6491924.56        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC3492   | 2046-02-01      | 3.5000%  | 0.0000% | $550000.00         | $270680.15         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC2809   | 2046-08-01      | 3.5000%  | 0.0000% | $1669063.00        | $557768.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC4421   | 2046-03-01      | 4.0000%  | 0.0000% | $96000.00          | $16025.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC9002   | 2046-11-01      | 3.5000%  | 0.0000% | $160533288.00      | $45107225.38       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976   | 2046-04-01      | 4.5000%  | 0.0000% | $171413.00         | $18098.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4331   | 2046-09-01      | 3.5000%  | 0.0000% | $6751127.00        | $1577399.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD5350   | 2047-05-01      | 4.5000%  | 0.0000% | $1090786.00        | $330968.02         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5353   | 2047-05-01      | 4.0000%  | 0.0000% | $1944174.00        | $774078.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5369   | 2047-06-01      | 4.0000%  | 0.0000% | $7016.00           | $3138.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5192   | 2046-07-01      | 3.5000%  | 0.0000% | $1588803.00        | $340848.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8003   | 2046-09-01      | 3.5000%  | 0.0000% | $1325821.00        | $197903.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7724   | 2046-07-01      | 3.5000%  | 0.0000% | $1457096.00        | $438664.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2669   | 2047-04-01      | 4.0000%  | 0.0000% | $3215061.00        | $591298.11         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2244   | 2047-02-01      | 4.0000%  | 0.0000% | $1119746.00        | $140627.91         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3596   | 2048-08-01      | 4.5000%  | 0.0000% | $1198698.00        | $133911.50         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3600   | 2048-11-01      | 4.5000%  | 0.0000% | $1261884.00        | $626775.23         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3601   | 2048-11-01      | 4.5000%  | 0.0000% | $1081671.00        | $231790.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3605   | 2049-02-01      | 4.5000%  | 0.0000% | $1011944.00        | $806620.18         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3697   | 2047-06-01      | 4.0000%  | 0.0000% | $47091929.00       | $11767338.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8436   | 2047-04-01      | 4.5000%  | 0.0000% | $8421343.00        | $1170205.99        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE8518   | 2047-03-01      | 4.0000%  | 0.0000% | $4151006.00        | $1394630.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8750   | 2047-05-01      | 4.5000%  | 0.0000% | $2260241.00        | $796962.96         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $3337986.00        | $659648.78         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0155   | 2046-10-01      | 4.0000%  | 0.0000% | $2620780.00        | $698600.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $7814118.00        | $1482839.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $262000.00         | $62201.91          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1485   | 2047-06-01      | 4.5000%  | 0.0000% | $1084177.00        | $345092.97         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH2618   | 2047-08-01      | 3.5000%  | 0.0000% | $272059.00         | $38237.62          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH2333   | 2047-05-01      | 4.0000%  | 0.0000% | $3420960.00        | $876267.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067   | 2047-05-01      | 4.5000%  | 0.0000% | $1502445.00        | $503229.70         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH3137   | 2047-07-01      | 4.0000%  | 0.0000% | $739424.00         | $153374.74         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3270   | 2047-11-01      | 4.5000%  | 0.0000% | $10000.00          | $3783.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4277   | 2047-04-01      | 4.5000%  | 0.0000% | $6001.00           | $2254.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4281   | 2047-06-01      | 4.5000%  | 0.0000% | $1502261.00        | $616153.36         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628   | 2047-06-01      | 4.5000%  | 0.0000% | $2118668.00        | $803737.93         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5111   | 2047-08-01      | 3.5000%  | 0.0000% | $1518584.00        | $531260.93         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH6683   | 2047-07-01      | 4.0000%  | 0.0000% | $18918329.00       | $758832.72         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH7573   | 2047-08-01      | 4.0000%  | 0.0000% | $1746542.00        | $499540.87         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7667   | 2047-10-01      | 4.5000%  | 0.0000% | $1486719.00        | $584957.66         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7668   | 2047-10-01      | 4.5000%  | 0.0000% | $1072340.00        | $311956.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH8165   | 2047-07-01      | 4.0000%  | 0.0000% | $1314758.00        | $602501.13         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9381   | 2047-10-01      | 4.5000%  | 0.0000% | $8639190.00        | $1679139.61        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066   | 2048-01-01      | 4.5000%  | 0.0000% | $1280047.00        | $496805.17         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $1856341.00        | $643109.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383   | 2047-11-01      | 3.5000%  | 0.0000% | $1653084.00        | $688783.73         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ2948   | 2047-11-01      | 4.0000%  | 0.0000% | $1562633.00        | $414724.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7117   | 2048-08-01      | 4.5000%  | 0.0000% | $6001.00           | $1102.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7337   | 2048-10-01      | 4.5000%  | 0.0000% | $1521611.00        | $1072046.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1501520.00        | $704455.99         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7762   | 2049-04-01      | 4.5000%  | 0.0000% | $1581917.00        | $578729.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7813   | 2049-05-01      | 4.5000%  | 0.0000% | $6001.00           | $1794.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $6729391.00        | $1268496.63        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ8310   | 2048-01-01      | 4.5000%  | 0.0000% | $1806372.00        | $921436.14         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8365   | 2049-07-01      | 3.5000%  | 0.0000% | $2056714.00        | $909561.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8377   | 2049-07-01      | 3.5000%  | 0.0000% | $7960116.00        | $2102035.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK0122   | 2048-06-01      | 4.5000%  | 0.0000% | $1616567.00        | $563923.45         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5290   | 2048-06-01      | 4.5000%  | 0.0000% | $18780266.00       | $3741632.41        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5337   | 2048-07-01      | 4.5000%  | 0.0000% | $27751748.00       | $4789581.03        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $2480756.00        | $1040725.50        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6172   | 2048-09-01      | 4.5000%  | 0.0000% | $3303238.00        | $1022636.02        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6032   | 2048-11-01      | 4.5000%  | 0.0000% | $42850.00          | $19876.07          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6043   | 2048-09-01      | 4.5000%  | 0.0000% | $1775108.00        | $873827.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9440   | 2054-11-01      | 5.5000%  | 0.0000% | $5086278.00        | $4897033.09        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $21469874.00       | $20489852.79       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9431   | 2054-11-01      | 5.5000%  | 0.0000% | $904493.00         | $883426.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9453   | 2054-11-01      | 4.5000%  | 0.0000% | $13335.00          | $12475.34          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9614   | 2054-12-01      | 6.0000%  | 0.0000% | $99188291.00       | $100079534.82      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9615   | 2054-12-01      | 6.0000%  | 0.0000% | $501842.00         | $488015.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9666   | 2054-12-01      | 5.5000%  | 0.0000% | $18307904.00       | $18111320.44       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651   | 2054-12-01      | 5.0000%  | 0.0000% | $123703087.00      | $116860637.10      | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9659   | 2054-12-01      | 5.5000%  | 0.0000% | $523483.00         | $512085.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9682   | 2054-12-01      | 6.5000%  | 0.0000% | $1024.00           | $978.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739   | 2055-01-01      | 5.5000%  | 0.0000% | $58407604.00       | $57717444.11       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9740   | 2055-01-01      | 5.5000%  | 0.0000% | $152532231.00      | $150917171.83      | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9741   | 2055-01-01      | 6.0000%  | 0.0000% | $99651840.00       | $99598866.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB9743   | 2055-01-01      | 6.5000%  | 0.0000% | $2079.00           | $2026.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9933   | 2055-02-01      | 5.5000%  | 0.0000% | $85010048.00       | $84389086.45       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9970   | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $2036.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9971   | 2055-02-01      | 5.5000%  | 0.0000% | $2167.00           | $2144.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9986   | 2055-02-01      | 6.0000%  | 0.0000% | $3000.00           | $3066.95           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9987   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9998   | 2055-02-01      | 6.0000%  | 0.0000% | $15359071.00       | $15175561.46       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0884   | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.32           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0208   | 2055-01-01      | 5.0000%  | 0.0000% | $4037.00           | $3933.13           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $992.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497   | 2055-01-01      | 4.5000%  | 0.0000% | $2560.00           | $2403.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA0568   | 2051-10-01      | 4.0000%  | 0.0000% | $5204.00           | $4724.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0552   | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0557   | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $872.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA0666   | 2052-05-01      | 3.0000%  | 0.0000% | $3072.00           | $2604.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $969.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1121   | 2055-02-01      | 5.0000%  | 0.0000% | $3048.00           | $2968.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1126   | 2055-03-01      | 4.5000%  | 0.0000% | $8392602.00        | $7991027.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1128   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $962.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1218   | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1632.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1358   | 2050-05-01      | 4.5000%  | 0.0000% | $3072.00           | $2957.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1553   | 2055-05-01      | 5.5000%  | 0.0000% | $2008.00           | $2014.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1943   | 2055-05-01      | 5.5000%  | 0.0000% | $2240.00           | $2269.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTFA1988   | 2039-12-01      | 3.5000%  | 0.0000% | $3268.00           | $3165.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3117   | 2050-05-01      | 3.0000%  | 0.0000% | $425000.00         | $198442.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3277   | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $186.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM4605   | 2037-08-01      | 3.0000%  | 0.0000% | $125000.00         | $39108.70          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6448   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $595.78            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7356   | 2047-01-01      | 3.0000%  | 0.0000% | $1024.00           | $524.85            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7335   | 2046-05-01      | 2.0000%  | 0.0000% | $1000.00           | $616.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7603   | 2049-01-01      | 3.0000%  | 0.0000% | $2048.00           | $965.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM7877   | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $402.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8289   | 2036-07-01      | 2.0000%  | 0.0000% | $1000.00           | $554.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8786   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1265.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9478   | 2051-11-01      | 2.5000%  | 0.0000% | $2852991.00        | $1803672.06        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9726   | 2051-11-01      | 2.5000%  | 0.0000% | $1100000.00        | $650861.98         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $636.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0273   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $631.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0605   | 2052-02-01      | 2.5000%  | 0.0000% | $2048.00           | $1329.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1734   | 2052-05-01      | 3.5000%  | 0.0000% | $1195.00           | $832.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $886863.00         | $551684.76         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1069   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $663.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $6690000.00        | $4384699.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1556   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $709.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1661   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $635.80            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1871   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $734.44            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4271   | 2047-09-01      | 4.5000%  | 0.0000% | $1632503.00        | $917342.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4277   | 2047-09-01      | 4.5000%  | 0.0000% | $2020095.00        | $460865.06         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4287   | 2047-09-01      | 4.5000%  | 0.0000% | $3693635.00        | $763514.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4366   | 2047-10-01      | 4.5000%  | 0.0000% | $1670280.00        | $734055.21         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5308   | 2047-12-01      | 4.5000%  | 0.0000% | $2735481.00        | $720808.66         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5359   | 2048-01-01      | 4.5000%  | 0.0000% | $1301891.00        | $410345.38         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5367   | 2048-01-01      | 4.5000%  | 0.0000% | $1893472.00        | $645124.17         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM5392   | 2048-01-01      | 3.5000%  | 0.0000% | $2405249.00        | $223845.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4541   | 2047-10-01      | 4.5000%  | 0.0000% | $2654745.00        | $869048.93         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4713   | 2047-11-01      | 4.5000%  | 0.0000% | $1931892.00        | $575183.76         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4959   | 2047-11-01      | 4.5000%  | 0.0000% | $2652983.00        | $743856.58         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4963   | 2047-11-01      | 4.5000%  | 0.0000% | $2523740.00        | $939988.60         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5455   | 2048-01-01      | 4.5000%  | 0.0000% | $2231110.00        | $813699.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM5724   | 2048-02-01      | 4.5000%  | 0.0000% | $3344463.00        | $855136.04         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7156   | 2048-07-01      | 4.5000%  | 0.0000% | $2611450.00        | $471305.48         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7186   | 2048-07-01      | 4.5000%  | 0.0000% | $2461061.00        | $861006.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7187   | 2048-07-01      | 4.5000%  | 0.0000% | $2137424.00        | $856326.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8026   | 2048-09-01      | 4.5000%  | 0.0000% | $3520605.00        | $995908.07         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8027   | 2048-09-01      | 4.5000%  | 0.0000% | $5591344.00        | $1459122.92        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7203   | 2048-07-01      | 4.5000%  | 0.0000% | $3123691.00        | $839649.84         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7205   | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1674494.74        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7247   | 2048-07-01      | 4.5000%  | 0.0000% | $3721769.00        | $1366613.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7250   | 2048-07-01      | 4.5000%  | 0.0000% | $5461121.00        | $1240676.94        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7256   | 2048-07-01      | 4.5000%  | 0.0000% | $1953580.00        | $407884.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7272   | 2048-07-01      | 4.5000%  | 0.0000% | $4915336.00        | $1056247.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7299   | 2048-05-01      | 4.5000%  | 0.0000% | $1417333.00        | $324036.40         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7301   | 2048-07-01      | 4.5000%  | 0.0000% | $1385508.00        | $478339.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7402   | 2048-07-01      | 4.5000%  | 0.0000% | $1994620.00        | $721799.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7413   | 2048-07-01      | 4.5000%  | 0.0000% | $1002008.00        | $174361.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL849355   | 2036-01-01      | 6.0000%  | 0.0000% | $3074.00           | $55.06             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850583   | 2036-01-01      | 6.0000%  | 0.0000% | $44762425.00       | $436241.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850088   | 2035-11-01      | 6.0000%  | 0.0000% | $37407971.00       | $285557.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851161   | 2036-04-01      | 6.0000%  | 0.0000% | $14312686.00       | $158485.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852322   | 2036-04-01      | 6.0000%  | 0.0000% | $22909830.00       | $153279.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL851630   | 2036-04-01      | 6.0000%  | 0.0000% | $54326524.00       | $297220.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852707   | 2036-01-01      | 6.0000%  | 0.0000% | $6906.00           | $53.12             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL868838   | 2036-04-01      | 6.0000%  | 0.0000% | $20024804.00       | $491851.04         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL869016   | 2036-05-01      | 6.0000%  | 0.0000% | $69861974.00       | $100035.41         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL870158   | 2036-03-01      | 6.0000%  | 0.0000% | $40325753.00       | $170727.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP871040   | 2037-02-01      | 5.5000%  | 0.0000% | $70006796.00       | $288152.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL871311   | 2036-05-01      | 6.0000%  | 0.0000% | $48584772.00       | $106884.26         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872247   | 2036-05-01      | 6.0000%  | 0.0000% | $16868.00          | $40.66             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872293   | 2036-05-01      | 6.0000%  | 0.0000% | $80528721.00       | $751339.79         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872280   | 2036-05-01      | 6.0000%  | 0.0000% | $90808739.00       | $657121.68         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL872316   | 2036-05-01      | 6.0000%  | 0.0000% | $48331092.00       | $288767.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP878450   | 2036-08-01      | 6.0000%  | 0.0000% | $23469240.00       | $96793.70          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878451   | 2036-08-01      | 6.5000%  | 0.0000% | $53221902.00       | $80434.75          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL878096   | 2036-04-01      | 6.0000%  | 0.0000% | $70038522.00       | $691702.85         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL878097   | 2036-04-01      | 6.0000%  | 0.0000% | $56234268.00       | $445513.77         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP878663   | 2036-02-01      | 6.5000%  | 0.0000% | $28323440.00       | $276151.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879177   | 2036-01-01      | 6.0000%  | 0.0000% | $42964840.00       | $729646.60         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880212   | 2036-02-01      | 6.0000%  | 0.0000% | $60325296.00       | $932340.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL879495   | 2036-02-01      | 6.0000%  | 0.0000% | $2062.00           | $26.09             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7829   | 2048-08-01      | 4.5000%  | 0.0000% | $1049687.00        | $380822.88         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8410   | 2048-09-01      | 4.5000%  | 0.0000% | $1763000.00        | $153518.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8446   | 2048-09-01      | 4.5000%  | 0.0000% | $1253352.00        | $230526.28         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8462   | 2048-10-01      | 4.5000%  | 0.0000% | $2424394.00        | $939459.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZN0013   | 2031-06-01      | 3.0000%  | 0.0000% | $1072946.00        | $139159.93         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0495   | 2042-10-01      | 4.0000%  | 0.0000% | $3099000.00        | $362418.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0565   | 2042-12-01      | 4.0000%  | 0.0000% | $2299045.00        | $207766.56         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0624   | 2043-02-01      | 4.0000%  | 0.0000% | $4120766.00        | $1067709.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1509   | 2048-11-01      | 4.5000%  | 0.0000% | $1664425.00        | $509631.78         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3472   | 2049-02-01      | 4.5000%  | 0.0000% | $1004173.00        | $473261.38         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3156   | 2049-02-01      | 4.5000%  | 0.0000% | $1704431.00        | $388606.94         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3160   | 2049-02-01      | 4.5000%  | 0.0000% | $1018796.00        | $373834.35         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3205   | 2049-02-01      | 4.5000%  | 0.0000% | $3123963.00        | $471008.90         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3183   | 2049-02-01      | 4.5000%  | 0.0000% | $2693272.00        | $575378.28         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3186   | 2049-02-01      | 4.5000%  | 0.0000% | $1259628.00        | $378948.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3194   | 2049-02-01      | 4.5000%  | 0.0000% | $1434770.00        | $568011.26         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3922   | 2049-03-01      | 4.5000%  | 0.0000% | $1614427.00        | $746384.36         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3962   | 2049-03-01      | 4.5000%  | 0.0000% | $1427906.00        | $610408.91         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3963   | 2049-03-01      | 4.5000%  | 0.0000% | $5021624.00        | $1158807.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3987   | 2049-03-01      | 4.5000%  | 0.0000% | $2185559.00        | $576731.29         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4032   | 2049-03-01      | 4.5000%  | 0.0000% | $3399456.00        | $1126880.38        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN4057   | 2049-03-01      | 5.0000%  | 0.0000% | $3236651.00        | $1006677.36        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4129   | 2049-03-01      | 4.5000%  | 0.0000% | $3540056.00        | $1095232.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZN4336   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $143.00            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4710   | 2049-04-01      | 4.5000%  | 0.0000% | $1450278.00        | $536972.72         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4750   | 2049-04-01      | 4.5000%  | 0.0000% | $1964563.00        | $376074.08         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4787   | 2049-04-01      | 4.5000%  | 0.0000% | $1170576.00        | $324571.53         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4777   | 2049-04-01      | 4.5000%  | 0.0000% | $2747995.00        | $1194835.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4860   | 2049-03-01      | 4.5000%  | 0.0000% | $1120009.00        | $251561.29         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4932   | 2049-04-01      | 4.5000%  | 0.0000% | $1559311.00        | $560852.70         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4978   | 2049-04-01      | 4.5000%  | 0.0000% | $287000.00         | $74088.40          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4967   | 2049-04-01      | 4.5000%  | 0.0000% | $770000.00         | $136423.49         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5010   | 2049-04-01      | 4.5000%  | 0.0000% | $403389.00         | $26697.86          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5053   | 2049-04-01      | 4.5000%  | 0.0000% | $1393852.00        | $380834.47         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5232   | 2049-04-01      | 4.5000%  | 0.0000% | $1003074.00        | $228459.25         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6203   | 2049-05-01      | 4.5000%  | 0.0000% | $1143701.00        | $340852.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5959   | 2049-05-01      | 4.5000%  | 0.0000% | $2462980.00        | $928500.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6041   | 2049-05-01      | 4.5000%  | 0.0000% | $1526906.00        | $725777.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6095   | 2049-05-01      | 4.5000%  | 0.0000% | $1233173.00        | $479102.45         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6096   | 2049-05-01      | 4.5000%  | 0.0000% | $1025195.00        | $71040.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6126   | 2049-05-01      | 4.5000%  | 0.0000% | $42908212.00       | $8438421.83        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6326   | 2049-05-01      | 4.5000%  | 0.0000% | $2598549.00        | $564610.09         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS9585   | 2050-01-01      | 4.0000%  | 0.0000% | $1024.00           | $907.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTFS9626   | 2044-11-01      | 5.0000%  | 0.0000% | $1000.00           | $907.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0386   | 2055-05-01      | 5.0000%  | 0.0000% | $103728.00         | $100616.65         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0399   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0481   | 2040-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0541   | 2055-06-01      | 6.5000%  | 0.0000% | $21786287.00       | $22762417.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP885032   | 2036-05-01      | 6.5000%  | 0.0000% | $67903420.00       | $39408.46          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887038   | 2036-08-01      | 6.0000%  | 0.0000% | $38829601.00       | $231988.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887660   | 2036-08-01      | 6.0000%  | 0.0000% | $24715651.00       | $150292.56         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 NP888880   | 2037-12-01      | 7.0000%  | 0.0000% | $37730000.00       | $147531.74         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $40831311.00       | $227980.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL890125   | 2039-04-01      | 5.5000%  | 0.0000% | $14065.00          | $239.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL889711   | 2038-07-01      | 6.5000%  | 0.0000% | $11100000.00       | $93019.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CL890587   | 2042-05-01      | 4.5000%  | 0.0000% | $11623.00          | $1129.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423   | 2036-03-01      | 6.0000%  | 0.0000% | $7556.00           | $9.30              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899282   | 2036-11-01      | 6.5000%  | 0.0000% | $21971100.00       | $92269.74          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $11822.00          | $29.27             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL900928   | 2037-02-01      | 6.5000%  | 0.0000% | $60817450.00       | $639731.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0181   | 2053-04-01      | 5.5000%  | 0.0000% | $1223001.00        | $968250.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0225   | 2053-04-01      | 5.5000%  | 0.0000% | $1547279.00        | $1261064.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0365   | 2053-04-01      | 5.5000%  | 0.0000% | $784192.00         | $535983.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0573   | 2053-04-01      | 5.5000%  | 0.0000% | $1000838.00        | $941947.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0578   | 2053-04-01      | 5.5000%  | 0.0000% | $1081963.00        | $878024.15         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG0585   | 2053-04-01      | 5.5000%  | 0.0000% | $1191042.00        | $669609.67         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG0612   | 2053-04-01      | 6.0000%  | 0.0000% | $1537351.00        | $1165588.91        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646   | 2053-04-01      | 6.5000%  | 0.0000% | $1687346.00        | $1304188.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1705   | 2053-04-01      | 5.5000%  | 0.0000% | $1456500.00        | $1404428.55        | Agency Mortgage-Backed Securities  |

### Security 678: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6N2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19B6N2
- **C.18 - Value (incl. sponsor support):** $1223000000.00
- **C.18.a - Value (excl. sponsor support):** $1223000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.09             | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQY6378   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.11           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6502   | 2055-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2071.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6514   | 2055-06-01      | 6.0000%  | 0.0000% | $1082890.00        | $1117327.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6611   | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.65           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6844   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.03           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7000   | 2055-07-01      | 5.5000%  | 0.0000% | $4102552.00        | $4147924.40        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL0848   | 2051-10-01      | 2.5000%  | 0.0000% | $1372816.00        | $1184122.08        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623   | 2054-09-01      | 6.0000%  | 0.0000% | $23734163.00       | $23307005.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0009   | 2053-10-01      | 6.5000%  | 0.0000% | $1443636.00        | $1366786.07        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0010   | 2053-10-01      | 6.5000%  | 0.0000% | $16475249.00       | $11578595.01       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2301   | 2054-09-01      | 5.5000%  | 0.0000% | $4373423.00        | $4281929.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2410   | 2054-09-01      | 5.5000%  | 0.0000% | $77370158.00       | $75345934.45       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2417   | 2054-09-01      | 5.5000%  | 0.0000% | $63948097.00       | $59246730.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2449   | 2054-10-01      | 5.5000%  | 0.0000% | $21955938.00       | $21271152.82       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2451   | 2054-10-01      | 5.5000%  | 0.0000% | $7263539.00        | $7029188.99        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2906   | 2054-11-01      | 5.5000%  | 0.0000% | $10294466.00       | $10126060.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3239   | 2055-01-01      | 5.5000%  | 0.0000% | $554072.00         | $546973.58         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3735   | 2055-03-01      | 6.0000%  | 0.0000% | $3680951.00        | $3768264.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0009   | 2040-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.55           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3791   | 2042-09-01      | 3.5000%  | 0.0000% | $675771.00         | $82707.19          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM0505   | 2039-10-01      | 4.5000%  | 0.0000% | $819000.00         | $88228.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3753   | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $132.66            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3BRH0000   | 2049-07-01      | 3.5000%  | 0.0000% | $11639040.00       | $1753345.80        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4731   | 2047-08-01      | 4.0000%  | 0.0000% | $977000.00         | $111046.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0040   | 2047-05-01      | 3.5000%  | 0.0000% | $18611500.00       | $5071309.66        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0539   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $240.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $2438.00           | $536.65            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8132   | 2036-12-01      | 2.0000%  | 0.0000% | $83000.00          | $49558.24          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8369   | 2040-03-01      | 4.0000%  | 0.0000% | $10991004.00       | $10089999.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8371   | 2040-03-01      | 5.0000%  | 0.0000% | $17027707.00       | $16232507.23       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0853   | 2052-01-01      | 2.5000%  | 0.0000% | $352136.00         | $250812.59         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1036   | 2052-06-01      | 4.5000%  | 0.0000% | $21122176.00       | $15607496.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1344   | 2049-07-01      | 5.5000%  | 0.0000% | $63572.00          | $42464.03          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1605   | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $729.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $3527080.00        | $2734282.21        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987   | 2053-03-01      | 3.5000%  | 0.0000% | $3088477.00        | $2463344.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3000   | 2053-06-01      | 5.5000%  | 0.0000% | $1426.00           | $1156.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8005   | 2054-02-01      | 6.0000%  | 0.0000% | $15561938.00       | $13988223.14       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8010   | 2054-02-01      | 6.5000%  | 0.0000% | $2627512.00        | $2399905.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8012   | 2054-02-01      | 6.5000%  | 0.0000% | $9331655.00        | $8397378.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7235   | 2053-10-01      | 5.0000%  | 0.0000% | $6000.00           | $5593.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273   | 2053-10-01      | 6.0000%  | 0.0000% | $890725.00         | $719991.22         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $44000.00          | $38754.92          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLCB8902   | 2054-07-01      | 7.5000%  | 0.0000% | $7208936.00        | $6566791.43        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3279   | 2045-10-01      | 3.5000%  | 0.0000% | $2694590.00        | $974998.05         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $7027000.00        | $1590424.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6270   | 2051-03-01      | 2.0000%  | 0.0000% | $103000.00         | $55016.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5451   | 2050-12-01      | 3.0000%  | 0.0000% | $5745073.00        | $2598183.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM5783   | 2038-06-01      | 3.0000%  | 0.0000% | $1000000.00        | $365762.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM7124   | 2034-09-01      | 3.0000%  | 0.0000% | $1310967.00        | $421669.11         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6519   | 2036-03-01      | 2.0000%  | 0.0000% | $650000.00         | $304863.36         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8029   | 2051-07-01      | 2.5000%  | 0.0000% | $6320000.00        | $3854294.28        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8944   | 2051-09-01      | 3.5000%  | 0.0000% | $420000.00         | $263056.35         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $9636560.00        | $4594397.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9876   | 2051-12-01      | 2.5000%  | 0.0000% | $532000.00         | $346988.61         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9205   | 2051-04-01      | 2.5000%  | 0.0000% | $93000.00          | $54358.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9564   | 2050-02-01      | 3.0000%  | 0.0000% | $1300000.00        | $771929.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9696   | 2051-12-01      | 2.5000%  | 0.0000% | $600000.00         | $371863.01         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $31000.00          | $20787.66          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0037   | 2051-08-01      | 3.0000%  | 0.0000% | $512000.00         | $272392.12         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0532   | 2052-01-01      | 3.5000%  | 0.0000% | $3070000.00        | $2059727.81        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0701   | 2051-12-01      | 3.0000%  | 0.0000% | $504000.00         | $321223.09         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $10026.00          | $5673.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $139000.00         | $70901.00          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1207   | 2052-03-01      | 3.5000%  | 0.0000% | $197000.00         | $132129.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1419   | 2052-01-01      | 3.5000%  | 0.0000% | $338000.00         | $225556.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1458   | 2050-03-01      | 3.5000%  | 0.0000% | $78000.00          | $45626.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $88001.00          | $62339.99          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1863   | 2052-05-01      | 3.5000%  | 0.0000% | $120000.00         | $83825.32          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1866   | 2052-05-01      | 3.5000%  | 0.0000% | $450000.00         | $341375.28         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1877   | 2052-05-01      | 3.0000%  | 0.0000% | $1010.00           | $716.01            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS2037   | 2037-05-01      | 1.5000%  | 0.0000% | $86227.00          | $55840.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $8000.00           | $5510.40           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $2646867.00        | $1731439.90        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2461   | 2051-12-01      | 3.0000%  | 0.0000% | $777783.00         | $516091.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $440000.00         | $305885.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3497   | 2052-08-01      | 3.5000%  | 0.0000% | $1017444.00        | $791356.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2824   | 2051-12-01      | 2.5000%  | 0.0000% | $62000.00          | $45208.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $111000.00         | $75510.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $9000.00           | $7026.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3120   | 2052-09-01      | 5.0000%  | 0.0000% | $35000.00          | $25784.67          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $60046.00          | $47236.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS3298   | 2051-10-01      | 2.5000%  | 0.0000% | $2917210.00        | $2091571.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3331   | 2052-11-01      | 5.0000%  | 0.0000% | $60000.00          | $48893.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $34593680.00       | $27920472.94       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $82507.61          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4371   | 2052-02-01      | 3.5000%  | 0.0000% | $470000.00         | $367555.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $129000.00         | $98863.89          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3813   | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $147979.50         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $2270176.00        | $1506322.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $7040.00           | $5927.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3954   | 2052-08-01      | 3.5000%  | 0.0000% | $100000.00         | $74915.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4000   | 2041-07-01      | 6.0000%  | 0.0000% | $700000.00         | $515667.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5306   | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $160444.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5313   | 2050-01-01      | 3.5000%  | 0.0000% | $480080.00         | $371355.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4609   | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $741.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4805   | 2053-05-01      | 5.5000%  | 0.0000% | $1800000.00        | $1538674.89        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4840   | 2053-05-01      | 5.5000%  | 0.0000% | $5298462.00        | $4474385.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $26000.00          | $19975.65          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $382000.00         | $293564.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5155   | 2053-07-01      | 5.0000%  | 0.0000% | $791000.00         | $642144.12         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5233   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $851.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $42000.00          | $37893.94          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5977   | 2053-10-01      | 6.0000%  | 0.0000% | $835545.00         | $728106.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7115   | 2054-02-01      | 5.5000%  | 0.0000% | $22000.00          | $18783.31          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $18999.00          | $15042.22          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS6485   | 2051-12-01      | 3.0000%  | 0.0000% | $2600000.00        | $1972347.56        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $30730412.00       | $27205932.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6601   | 2053-12-01      | 3.5000%  | 0.0000% | $42004.00          | $35154.16          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671   | 2053-06-01      | 5.5000%  | 0.0000% | $25000.00          | $21149.40          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7303   | 2053-07-01      | 5.0000%  | 0.0000% | $7602763.00        | $7063509.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7428   | 2054-03-01      | 5.5000%  | 0.0000% | $767712.00         | $666043.39         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8996   | 2054-07-01      | 6.5000%  | 0.0000% | $1413312.00        | $1350708.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $28905308.00       | $26946906.72       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1013.00           | $835.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8508   | 2040-09-01      | 6.5000%  | 0.0000% | $1640290.00        | $1469425.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFS8846   | 2032-04-01      | 3.0000%  | 0.0000% | $2797851.00        | $2370903.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9798   | 2054-11-01      | 5.0000%  | 0.0000% | $40000.00          | $38238.76          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9874   | 2054-08-01      | 7.0000%  | 0.0000% | $10143192.00       | $8673173.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $1508000.00        | $1387778.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9203   | 2054-09-01      | 6.0000%  | 0.0000% | $917082.00         | $833609.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9366   | 2052-04-01      | 2.5000%  | 0.0000% | $168000.00         | $132880.37         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9473   | 2054-10-01      | 5.0000%  | 0.0000% | $2660057.00        | $2523948.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9595   | 2054-10-01      | 5.0000%  | 0.0000% | $22989113.00       | $22162599.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9660   | 2054-10-01      | 5.5000%  | 0.0000% | $282211.00         | $264408.76         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9682   | 2054-11-01      | 5.5000%  | 0.0000% | $25070432.00       | $24249686.10       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9994   | 2054-11-01      | 6.5000%  | 0.0000% | $1500000.00        | $1370824.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL883992   | 2036-04-01      | 6.0000%  | 0.0000% | $4511392.00        | $110695.87         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL888009   | 2034-12-01      | 6.5000%  | 0.0000% | $5880991.00        | $90110.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL888610   | 2036-10-01      | 5.0000%  | 0.0000% | $11996959.00       | $140307.33         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889876   | 2037-08-01      | 5.5000%  | 0.0000% | $2500000.00        | $41248.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CV890541   | 2028-06-01      | 2.5000%  | 0.0000% | $222994.00         | $11066.45          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CV890615   | 2029-06-01      | 4.0000%  | 0.0000% | $494000.00         | $25787.00          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT928600   | 2027-08-01      | 6.5000%  | 0.0000% | $12824941.00       | $30417.78          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT929229   | 2028-03-01      | 5.0000%  | 0.0000% | $64534.00          | $113.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL930420   | 2039-01-01      | 5.0000%  | 0.0000% | $960000.00         | $40509.95          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 GL930845   | 2038-02-01      | 5.0000%  | 0.0000% | $1069738.00        | $28281.28          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995049   | 2038-02-01      | 5.5000%  | 0.0000% | $10229616.00       | $142803.28         | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL995156   | 2035-03-01      | 7.5000%  | 0.0000% | $871527.00         | $25166.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ995375   | 2048-08-01      | 5.5000%  | 0.0000% | $284997120.00      | $2754221.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAA0598   | 2039-02-01      | 5.0000%  | 0.0000% | $12604816.00       | $338057.48         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4487   | 2027-02-01      | 3.0000%  | 0.0000% | $6094601.00        | $85960.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB3898   | 2026-11-01      | 3.0000%  | 0.0000% | $8701406.00        | $95591.41          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4275   | 2027-01-01      | 3.0000%  | 0.0000% | $10115651.00       | $112350.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB4280   | 2027-01-01      | 3.0000%  | 0.0000% | $7553844.00        | $106836.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6222   | 2042-09-01      | 3.5000%  | 0.0000% | $38765440.00       | $6765721.99        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB5890   | 2027-08-01      | 3.0000%  | 0.0000% | $1872903.00        | $45747.95          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CWAB6466   | 2027-10-01      | 2.5000%  | 0.0000% | $2200000.00        | $117060.91         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB6802   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $145.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB7335   | 2042-12-01      | 3.5000%  | 0.0000% | $20494439.00       | $2425522.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB9163   | 2043-05-01      | 3.5000%  | 0.0000% | $1025.00           | $139.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0777   | 2031-06-01      | 5.0000%  | 0.0000% | $1366.00           | $60.94             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1654.00           | $54.30             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1328   | 2042-12-01      | 3.5000%  | 0.0000% | $50762742.00       | $7522817.75        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $44995.00          | $5901.97           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $158872306.00      | $21015561.52       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $67686181.00       | $43608205.81       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4141   | 2040-09-01      | 1.5000%  | 0.0000% | $4726921.00        | $2362396.56        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4179   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $442.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $529000.00         | $289987.98         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $21250.00          | $12838.82          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511   | 2052-01-01      | 2.0000%  | 0.0000% | $35002.00          | $22701.77          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $39385.00          | $26323.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $18000.00          | $12166.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $42000.00          | $28782.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4622   | 2052-06-01      | 2.0000%  | 0.0000% | $11302650.00       | $7737373.71        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598   | 2052-05-01      | 2.5000%  | 0.0000% | $49000.00          | $34310.48          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $11004.00          | $6980.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $70000.00          | $54226.94          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $17000.00          | $13382.56          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $58000.00          | $44798.08          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $8000.00           | $6327.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $4551312.00        | $3720377.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5000   | 2053-04-01      | 3.5000%  | 0.0000% | $6111231.00        | $5049418.33        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $840.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $15629.00          | $13152.09          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5136   | 2053-09-01      | 4.5000%  | 0.0000% | $200825.00         | $176774.19         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5165   | 2053-10-01      | 5.5000%  | 0.0000% | $6947916.00        | $5927208.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202   | 2038-11-01      | 6.0000%  | 0.0000% | $11000.00          | $6573.27           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5190   | 2053-11-01      | 5.5000%  | 0.0000% | $1572278.00        | $1380213.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $371000.00         | $338642.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5469   | 2054-09-01      | 5.0000%  | 0.0000% | $411053.00         | $387011.31         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $2399486.00        | $2234985.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $360000.00         | $337446.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5506   | 2039-10-01      | 4.5000%  | 0.0000% | $54000.00          | $47764.32          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5507   | 2039-10-01      | 5.0000%  | 0.0000% | $34000.00          | $29367.37          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $9547647.00        | $9044186.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558   | 2039-12-01      | 5.0000%  | 0.0000% | $9989000.00        | $9127784.31        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $16726866.00       | $16263974.96       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5745   | 2040-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.57           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE0411   | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $63.96             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX0490   | 2054-12-01      | 5.5000%  | 0.0000% | $7218771.00        | $6885766.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1807   | 2054-12-01      | 4.5000%  | 0.0000% | $303064.00         | $272847.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2793   | 2055-01-01      | 5.5000%  | 0.0000% | $1218640.00        | $1224672.93        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $2103000.00        | $2122507.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $92.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $5656300.00        | $5706436.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $29129950.00       | $29091497.92       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA0497   | 2055-01-01      | 4.5000%  | 0.0000% | $126593.00         | $118830.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA0569   | 2037-02-01      | 2.5000%  | 0.0000% | $28301098.00       | $24707223.14       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFA0583   | 2042-08-01      | 2.0000%  | 0.0000% | $7382.00           | $6210.85           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1018   | 2055-02-01      | 5.0000%  | 0.0000% | $27514272.00       | $26460629.52       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $29460020.00       | $29515748.77       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1129   | 2054-06-01      | 6.5000%  | 0.0000% | $28271124.00       | $27109333.04       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1278   | 2052-08-01      | 3.0000%  | 0.0000% | $13417597.00       | $11654442.82       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $682370.00         | $588369.73         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFA1426   | 2052-05-01      | 2.5000%  | 0.0000% | $15512.00          | $12821.87          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1854   | 2054-09-01      | 4.5000%  | 0.0000% | $8097594.00        | $7686836.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1258   | 2049-07-01      | 4.0000%  | 0.0000% | $26000.00          | $5997.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1572   | 2048-09-01      | 3.0000%  | 0.0000% | $1068000.00        | $276822.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2395   | 2050-01-01      | 3.5000%  | 0.0000% | $2458000.00        | $667892.18         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $399000.00         | $167001.69         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM3123   | 2038-03-01      | 2.5000%  | 0.0000% | $732000.00         | $191034.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3226   | 2052-03-01      | 2.5000%  | 0.0000% | $1093770.00        | $795857.01         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5271   | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $912.22            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5723   | 2049-11-01      | 4.5000%  | 0.0000% | $783556.00         | $691223.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6600   | 2054-10-01      | 6.5000%  | 0.0000% | $2896512.00        | $2714734.38        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $3450000.00        | $1646907.29        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8108   | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $361.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8142   | 2051-04-01      | 3.0000%  | 0.0000% | $8224256.00        | $3851047.26        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8168   | 2051-09-01      | 3.0000%  | 0.0000% | $9000.00           | $5171.17           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8199   | 2052-03-01      | 2.0000%  | 0.0000% | $372000.00         | $245036.09         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8200   | 2052-03-01      | 2.5000%  | 0.0000% | $84101.00          | $56244.42          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205   | 2052-04-01      | 2.5000%  | 0.0000% | $3911246.00        | $2670498.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8254   | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $750.38            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8234   | 2052-08-01      | 2.5000%  | 0.0000% | $10000.00          | $7208.59           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $13000.00          | $9640.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $5366912.00        | $4261885.98        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $30739666.00       | $25075195.72       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $139000.00         | $109249.00         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $825.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $2048.00           | $1578.21           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $864.83            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $6003.00           | $5115.90           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $12000.00          | $10466.67          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8368   | 2053-10-01      | 6.0000%  | 0.0000% | $5839857.00        | $4748444.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $39949.00          | $35734.56          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8487   | 2054-12-01      | 4.0000%  | 0.0000% | $231000.00         | $210569.62         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $14444.00          | $13603.84          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $4277004.00        | $4066135.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8495   | 2054-12-01      | 6.0000%  | 0.0000% | $518429.00         | $478634.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $700000.00         | $663393.83         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $24000.00          | $17950.93          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3760   | 2053-08-01      | 6.0000%  | 0.0000% | $155000.00         | $111429.29         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3977   | 2053-04-01      | 5.0000%  | 0.0000% | $345000.00         | $306943.86         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4027   | 2053-10-01      | 6.5000%  | 0.0000% | $135000.00         | $112591.38         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA3869   | 2049-10-01      | 3.5000%  | 0.0000% | $321002.00         | $81335.66          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQA6411   | 2050-01-01      | 4.5000%  | 0.0000% | $1000.00           | $183.78            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9154   | 2051-10-01      | 3.0000%  | 0.0000% | $160000.00         | $109061.54         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQC9560   | 2051-10-01      | 2.0000%  | 0.0000% | $130000.00         | $79965.41          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $12000.00          | $8075.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQD7983   | 2052-03-01      | 3.5000%  | 0.0000% | $198216.00         | $167724.13         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE3306   | 2052-06-01      | 4.0000%  | 0.0000% | $335740.00         | $266625.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF8178   | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $605.10            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4056808.00        | $3045280.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG6681   | 2053-07-01      | 6.0000%  | 0.0000% | $28350199.00       | $21238270.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG7509   | 2053-08-01      | 5.0000%  | 0.0000% | $4924453.00        | $4287049.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG9472   | 2053-08-01      | 6.5000%  | 0.0000% | $200000.00         | $165173.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0155   | 2054-07-01      | 6.5000%  | 0.0000% | $317000.00         | $250855.21         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0332   | 2054-07-01      | 6.0000%  | 0.0000% | $1442344.00        | $1397460.71        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $917.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ4048   | 2054-09-01      | 6.0000%  | 0.0000% | $3624842.00        | $3705505.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9408   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $956.75            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN7057   | 2036-07-01      | 2.0000%  | 0.0000% | $131000.00         | $78182.97          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3089   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $477.03            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $5111808.00        | $2740313.94        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $57000.00          | $35900.40          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $685.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $9615695.00        | $7517564.43        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9639   | 2053-08-01      | 6.0000%  | 0.0000% | $100000.00         | $85404.79          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3TSF3003   | 2033-10-01      | 2.5000%  | 0.0000% | $679821.00         | $210915.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAL7091   | 2045-06-01      | 3.0000%  | 0.0000% | $10860000.00       | $2354174.48        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $8586105.00        | $1670418.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9454   | 2047-04-01      | 4.0000%  | 0.0000% | $1230.00           | $65.43             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA5120   | 2053-12-01      | 7.0000%  | 0.0000% | $5907057.00        | $4377674.96        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA6086   | 2053-12-01      | 6.0000%  | 0.0000% | $2258560.00        | $1823943.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB5289   | 2054-06-01      | 6.0000%  | 0.0000% | $28000.00          | $25741.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB4841   | 2054-11-01      | 4.5000%  | 0.0000% | $1999800.00        | $1898074.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB5168   | 2054-06-01      | 5.5000%  | 0.0000% | $1118195.00        | $1104358.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3150   | 2054-10-01      | 5.0000%  | 0.0000% | $63344.00          | $61084.52          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4979   | 2054-11-01      | 4.5000%  | 0.0000% | $1955370.00        | $1862059.51        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC5977   | 2054-11-01      | 5.0000%  | 0.0000% | $55543.00          | $54103.40          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $271755.00         | $278470.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4414   | 2055-03-01      | 5.5000%  | 0.0000% | $3023901.00        | $3055367.22        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4671   | 2055-04-01      | 7.0000%  | 0.0000% | $288148.00         | $307299.02         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0046   | 2055-06-01      | 5.5000%  | 0.0000% | $2105725.00        | $2123479.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0285   | 2055-06-01      | 5.5000%  | 0.0000% | $5258125.00        | $5290761.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0444   | 2055-06-01      | 6.0000%  | 0.0000% | $1159540.00        | $1199978.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0999   | 2055-06-01      | 6.0000%  | 0.0000% | $4785436.00        | $4903877.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1352   | 2055-06-01      | 6.0000%  | 0.0000% | $1170046.00        | $1211471.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1399   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC6513   | 2046-05-01      | 3.5000%  | 0.0000% | $560000.00         | $51485.01          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD7081   | 2047-03-01      | 4.0000%  | 0.0000% | $320000.00         | $36542.70          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3619   | 2047-05-01      | 4.0000%  | 0.0000% | $344998.00         | $35156.29          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $18997980.00       | $3982449.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBK8390   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $560.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3392   | 2048-01-01      | 4.0000%  | 0.0000% | $535000.00         | $50489.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO1515   | 2049-07-01      | 3.0000%  | 0.0000% | $17907641.00       | $3874654.79        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO2256   | 2049-10-01      | 3.0000%  | 0.0000% | $135000.00         | $45911.11          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $14345480.00       | $5231905.72        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBP0647   | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $204.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP4963   | 2050-05-01      | 3.0000%  | 0.0000% | $30266.00          | $11154.32          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP6715   | 2050-09-01      | 2.0000%  | 0.0000% | $53000.00          | $28752.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $86000.00          | $52324.76          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5008   | 2054-10-01      | 6.5000%  | 0.0000% | $4013216.00        | $3750961.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $5591648.00        | $5607612.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBV7970   | 2037-08-01      | 3.0000%  | 0.0000% | $133331.00         | $89962.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4216   | 2053-01-01      | 5.5000%  | 0.0000% | $3599440.00        | $2340421.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310   | 2053-03-01      | 5.5000%  | 0.0000% | $1788510.00        | $1487706.30        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $218695.00         | $167297.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4186   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $863.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $6904540.00        | $3318038.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8062   | 2050-12-01      | 2.5000%  | 0.0000% | $5130000.00        | $2605937.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7591   | 2050-11-01      | 2.0000%  | 0.0000% | $30496768.00       | $16608482.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7918   | 2050-11-01      | 2.0000%  | 0.0000% | $30647808.00       | $16509951.89       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8132   | 2050-12-01      | 2.5000%  | 0.0000% | $2759718.00        | $1283749.58        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9047   | 2051-02-01      | 2.0000%  | 0.0000% | $9882.00           | $5241.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1136   | 2051-07-01      | 2.5000%  | 0.0000% | $2500000.00        | $1533808.16        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1662   | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $625.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB1642   | 2051-09-01      | 3.5000%  | 0.0000% | $49000.00          | $29468.17          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2635   | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $330098.34         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3938   | 2055-01-01      | 5.5000%  | 0.0000% | $2049424.00        | $1939405.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5121   | 2055-02-01      | 5.5000%  | 0.0000% | $1013830.00        | $1018240.79        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5710   | 2055-01-01      | 5.5000%  | 0.0000% | $1038758.00        | $1049846.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7967   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745   | 2055-04-01      | 5.5000%  | 0.0000% | $9774670.00        | $9704008.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0750   | 2055-04-01      | 5.5000%  | 0.0000% | $1653300.00        | $1649353.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2577   | 2055-05-01      | 5.5000%  | 0.0000% | $1049720.00        | $1058537.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2612   | 2055-05-01      | 6.0000%  | 0.0000% | $1848320.00        | $1887421.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1923   | 2055-04-01      | 6.5000%  | 0.0000% | $1090590.00        | $1141235.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2155   | 2055-04-01      | 6.0000%  | 0.0000% | $2473470.00        | $2506629.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3088   | 2055-05-01      | 6.0000%  | 0.0000% | $310972.00         | $321460.25         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3909   | 2055-05-01      | 5.0000%  | 0.0000% | $11348411.00       | $10756164.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4031   | 2055-05-01      | 6.0000%  | 0.0000% | $16661.00          | $17142.54          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4270   | 2055-05-01      | 6.5000%  | 0.0000% | $345940.00         | $364242.48         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4299   | 2055-06-01      | 6.0000%  | 0.0000% | $1178623.00        | $1208667.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4718   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.38           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4883   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4925   | 2055-06-01      | 6.0000%  | 0.0000% | $7061856.00        | $7254537.34        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4932   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.58           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5033   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.69           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5263   | 2055-06-01      | 6.0000%  | 0.0000% | $77377.00          | $80481.31          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5251   | 2055-06-01      | 5.5000%  | 0.0000% | $6128580.00        | $6160078.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5420   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7102   | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2548   | 2052-01-01      | 2.5000%  | 0.0000% | $44000.00          | $29136.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3586   | 2052-05-01      | 3.0000%  | 0.0000% | $367000.00         | $269017.45         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2795   | 2052-02-01      | 3.0000%  | 0.0000% | $7581164.00        | $5424620.28        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $94000.00          | $65407.87          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $11000.00          | $7248.18           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3205   | 2037-03-01      | 2.5000%  | 0.0000% | $47000.00          | $29385.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3248   | 2052-04-01      | 3.5000%  | 0.0000% | $7070.00           | $5244.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3609   | 2052-05-01      | 3.5000%  | 0.0000% | $3232242.00        | $2377549.09        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3666   | 2052-02-01      | 2.5000%  | 0.0000% | $466348.00         | $338395.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $44000.00          | $31791.36          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $7793.00           | $6199.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4558   | 2052-09-01      | 5.0000%  | 0.0000% | $14000.00          | $10757.60          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4562   | 2052-09-01      | 5.0000%  | 0.0000% | $145000.00         | $113952.99         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4563   | 2052-09-01      | 5.0000%  | 0.0000% | $2343669.00        | $1888713.56        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4629   | 2052-09-01      | 5.5000%  | 0.0000% | $26000000.00       | $20620454.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4686   | 2052-09-01      | 5.0000%  | 0.0000% | $5761000.00        | $4323453.61        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $21874873.00       | $17383026.03       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $193999.00         | $160903.87         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914   | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $871.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $51000.00          | $41014.18          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774   | 2053-02-01      | 5.5000%  | 0.0000% | $2473672.00        | $2198860.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $19579776.00       | $16287229.48       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $4309643.00        | $3371437.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6096   | 2053-04-01      | 6.0000%  | 0.0000% | $2040000.00        | $1631308.44        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $421000.00         | $372991.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6693   | 2053-07-01      | 5.0000%  | 0.0000% | $2323968.00        | $1910316.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $84391.77          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6839   | 2053-08-01      | 6.0000%  | 0.0000% | $3379738.00        | $3056733.53        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6878   | 2053-08-01      | 6.0000%  | 0.0000% | $325000.00         | $283048.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879   | 2053-08-01      | 6.0000%  | 0.0000% | $288048.00         | $226521.67         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $33375094.00       | $28808550.65       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1414786.00        | $1205334.70        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7984   | 2054-02-01      | 5.5000%  | 0.0000% | $568209.00         | $507911.23         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8180   | 2054-03-01      | 6.5000%  | 0.0000% | $11304.00          | $9042.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8355   | 2054-04-01      | 6.5000%  | 0.0000% | $235000.00         | $213890.88         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8327   | 2054-04-01      | 5.5000%  | 0.0000% | $10000.00          | $9328.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8483   | 2054-05-01      | 5.5000%  | 0.0000% | $879213.00         | $799410.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $24208320.00       | $23153313.08       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8486   | 2054-05-01      | 5.5000%  | 0.0000% | $485046.00         | $468412.92         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8863   | 2054-07-01      | 6.0000%  | 0.0000% | $7000.00           | $6290.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $3448064.00        | $3273768.24        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $30000.00          | $29296.26          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9438   | 2054-11-01      | 5.5000%  | 0.0000% | $596401.00         | $580440.20         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9468   | 2054-11-01      | 5.0000%  | 0.0000% | $1266623.00        | $1205991.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9646   | 2054-12-01      | 5.0000%  | 0.0000% | $491000.00         | $471881.58         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9651   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $944.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9659   | 2054-12-01      | 5.5000%  | 0.0000% | $11202349.00       | $10958448.25       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9982   | 2055-02-01      | 5.5000%  | 0.0000% | $22425472.00       | $22359674.29       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0889   | 2054-12-01      | 5.5000%  | 0.0000% | $2154789.00        | $2119415.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $45000.00          | $39334.11          | Agency Mortgage-Backed Securities  |

### Security 679: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6O0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19B6O0
- **C.18 - Value (incl. sponsor support):** $8143000000.00
- **C.18.a - Value (excl. sponsor support):** $8143000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $134000000.00      | $154529956.43      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $22845600.00       | $18721529.42       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $219800.00         | $174266.89         | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQG4166   | 2053-06-01      | 5.5000%  | 0.0000% | $28844081.00       | $22204038.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4279   | 2053-06-01      | 6.0000%  | 0.0000% | $21681902.00       | $16806650.73       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG5434   | 2053-06-01      | 5.0000%  | 0.0000% | $21033311.00       | $17454271.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG5547   | 2053-06-01      | 5.5000%  | 0.0000% | $58631186.00       | $51301344.64       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7071   | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $35258081.63       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8000   | 2053-08-01      | 6.5000%  | 0.0000% | $5166803.00        | $3248366.51        | Agency Mortgage-Backed Securities         |
| 3.315 FHLB 35 Y        | 2035-11-13      | 3.3150%  | 0.0000% | $12900000.00       | $11549988.13       | Agency Debentures and Agency Strips       |
| 3.125 FHLB 37 AW       | 2037-03-13      | 3.1250%  | 0.0000% | $3805000.00        | $3288650.82        | Agency Debentures and Agency Strips       |
| 3.625 FHLB 37 BE       | 2037-06-12      | 3.6250%  | 0.0000% | $6815000.00        | $6147964.84        | Agency Debentures and Agency Strips       |
| Fannie Mae             | 2032-07-15      | 0.0000%  | 0.0000% | $8210000.00        | $6049530.29        | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQE8254   | 2052-08-01      | 5.0000%  | 0.0000% | $63435335.00       | $48590958.89       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8786   | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13423260.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0511   | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1134957.12        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2392   | 2052-10-01      | 4.5000%  | 0.0000% | $85789479.00       | $68328491.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3509   | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2090271.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3574   | 2052-11-01      | 5.5000%  | 0.0000% | $28000000.00       | $23128467.58       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3374   | 2052-11-01      | 4.5000%  | 0.0000% | $20700000.00       | $16549223.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3381   | 2052-11-01      | 5.5000%  | 0.0000% | $1177072.00        | $757534.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3680   | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2903750.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4620   | 2052-12-01      | 5.0000%  | 0.0000% | $24427369.00       | $20694681.72       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF5671   | 2052-12-01      | 4.5000%  | 0.0000% | $3000000.00        | $2373998.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7084   | 2053-02-01      | 5.5000%  | 0.0000% | $36598272.00       | $30711280.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6376   | 2053-01-01      | 6.0000%  | 0.0000% | $10926561.00       | $10120948.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6789   | 2053-02-01      | 5.0000%  | 0.0000% | $8019147.00        | $6961074.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7011   | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $27939620.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7832   | 2053-02-01      | 5.0000%  | 0.0000% | $27658347.00       | $22281442.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8720   | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $38573954.85       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG0124   | 2053-04-01      | 5.0000%  | 0.0000% | $2874010.00        | $2484325.71        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07314 G   | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $7117205.52        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3211   | 2042-06-01      | 3.5000%  | 0.0000% | $15218700.00       | $2374252.98        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3184   | 2047-05-01      | 4.0000%  | 0.0000% | $10382819.00       | $1982127.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4492   | 2047-10-01      | 4.5000%  | 0.0000% | $10722532.00       | $3479922.53        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4546   | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6413315.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4759   | 2047-11-01      | 4.0000%  | 0.0000% | $7111405.00        | $2077207.19        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM7955   | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2819529.33        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4881   | 2047-03-01      | 4.0000%  | 0.0000% | $50000000.00       | $11859248.66       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4951   | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35735610.78       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1857   | 2049-03-01      | 4.5000%  | 0.0000% | $11000000.00       | $3041364.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTSC0050   | 2040-02-01      | 3.0000%  | 0.0000% | $80966584.00       | $28674895.68       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0384   | 2042-04-01      | 2.0000%  | 0.0000% | $38080033.00       | $27244514.35       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041   | 2052-06-01      | 3.0000%  | 0.0000% | $100933632.00      | $67979803.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1494   | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $29111821.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2231   | 2052-12-01      | 5.5000%  | 0.0000% | $95319044.00       | $76797559.35       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2249   | 2053-01-01      | 4.5000%  | 0.0000% | $62892957.00       | $51304627.94       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2384   | 2053-02-01      | 6.5000%  | 0.0000% | $47277071.00       | $33927563.07       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2818   | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $37068248.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5110   | 2054-03-01      | 5.5000%  | 0.0000% | $13763482.00       | $12021978.13       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5959   | 2054-07-01      | 6.5000%  | 0.0000% | $23715807.00       | $20926162.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033   | 2054-08-01      | 6.5000%  | 0.0000% | $27872000.00       | $23622025.04       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6336   | 2054-09-01      | 6.0000%  | 0.0000% | $9714033.00        | $9451041.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706   | 2054-01-01      | 4.5000%  | 0.0000% | $14095000.00       | $12975747.51       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $52719744.00       | $43745948.56       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7570   | 2054-05-01      | 6.0000%  | 0.0000% | $5053336.00        | $4595171.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8238   | 2052-08-01      | 4.5000%  | 0.0000% | $2454075.00        | $1918814.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350   | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $33018644.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $33895156.00       | $29177951.97       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8372   | 2053-11-01      | 5.5000%  | 0.0000% | $28148526.00       | $24561763.68       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8373   | 2053-11-01      | 6.0000%  | 0.0000% | $177223617.00      | $144407002.40      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420   | 2054-04-01      | 5.5000%  | 0.0000% | $1903374.00        | $1673078.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8396   | 2054-01-01      | 6.0000%  | 0.0000% | $50000000.00       | $38970210.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $100813611.00      | $87432590.72       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446   | 2054-07-01      | 5.5000%  | 0.0000% | $72296192.00       | $66342618.32       | Agency Mortgage-Backed Securities         |
| GNRM 2017-148 AK       | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3832562.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 UC       | 2049-02-20      | 2.5000%  | 0.0000% | $13100000.00       | $3483645.81        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-103 HE       | 2051-06-20      | 2.0000%  | 0.0000% | $4300000.00        | $2242921.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-119 JG       | 2051-06-20      | 1.5000%  | 0.0000% | $9300000.00        | $5610490.83        | Agency Collateralized Mortgage Obligation |
| GNII ET DJ5759 C       | 2065-05-20      | 6.5000%  | 0.0000% | $4222431.00        | $4332960.08        | Agency Mortgage-Backed Securities         |
| GNII ET DJ7338 C       | 2065-06-20      | 6.5000%  | 0.0000% | $3307575.00        | $3395490.71        | Agency Mortgage-Backed Securities         |
| GNII ET DK0492 C       | 2065-05-20      | 6.0000%  | 0.0000% | $340249.00         | $344637.25         | Agency Mortgage-Backed Securities         |
| GNII SF DK4329 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1933411.00        | $1999252.28        | Agency Mortgage-Backed Securities         |
| GNII SF DK9930 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1294486.00        | $1336487.32        | Agency Mortgage-Backed Securities         |
| GNII SF DK9960 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1088789.00        | $1137748.70        | Agency Mortgage-Backed Securities         |
| GNII SF DK9965 C       | 2055-06-20      | 6.5000%  | 0.0000% | $6123047.00        | $6398382.73        | Agency Mortgage-Backed Securities         |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $12899072.00       | $13081888.63       | Agency Mortgage-Backed Securities         |
| GNII ET DI0511 C       | 2064-12-20      | 6.0000%  | 0.0000% | $1899803.00        | $1923359.41        | Agency Mortgage-Backed Securities         |
| GNII ET DI3387 C       | 2065-02-20      | 7.0000%  | 0.0000% | $2741517.00        | $2828563.89        | Agency Mortgage-Backed Securities         |
| GNII ET DI6885 C       | 2065-03-20      | 6.5000%  | 0.0000% | $2666293.00        | $2734088.38        | Agency Mortgage-Backed Securities         |
| GNII ET DI6898 C       | 2065-03-20      | 6.5000%  | 0.0000% | $3891056.00        | $3989900.39        | Agency Mortgage-Backed Securities         |
| GNII ET DI7870 C       | 2065-03-20      | 7.0000%  | 0.0000% | $2270545.00        | $2344401.79        | Agency Mortgage-Backed Securities         |
| GNII SP 787162 C       | 2051-12-20      | 3.0000%  | 0.0000% | $2756000.00        | $2113126.39        | Agency Mortgage-Backed Securities         |
| GNII SP 787164 C       | 2052-03-20      | 3.0000%  | 0.0000% | $4884000.00        | $4031040.45        | Agency Mortgage-Backed Securities         |
| GNMI SP 787165 X       | 2052-02-15      | 3.5000%  | 0.0000% | $1776586.00        | $1513713.21        | Agency Mortgage-Backed Securities         |
| GNII SP 787167 C       | 2050-07-20      | 3.5000%  | 0.0000% | $25888000.00       | $20560157.85       | Agency Mortgage-Backed Securities         |
| GNMI SP 782691 X       | 2039-06-15      | 5.0000%  | 0.0000% | $98846638.00       | $2439717.75        | Agency Mortgage-Backed Securities         |
| GNMI SF 692606 X       | 2039-06-15      | 4.5000%  | 0.0000% | $7479000.00        | $318065.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG7861   | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $1928707.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0305   | 2053-09-01      | 6.5000%  | 0.0000% | $24914335.00       | $21944864.30       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1712   | 2053-10-01      | 6.5000%  | 0.0000% | $2339425.00        | $1847599.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1518   | 2053-09-01      | 6.5000%  | 0.0000% | $9537940.00        | $8591851.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3301   | 2053-10-01      | 6.0000%  | 0.0000% | $8766654.00        | $7152432.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7547   | 2053-12-01      | 6.5000%  | 0.0000% | $17435252.00       | $11434827.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0156   | 2054-07-01      | 6.5000%  | 0.0000% | $272000.00         | $269045.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0957   | 2054-07-01      | 6.0000%  | 0.0000% | $13679974.00       | $12334400.71       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1440   | 2054-08-01      | 6.0000%  | 0.0000% | $2460997.00        | $1820971.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3734   | 2054-09-01      | 6.0000%  | 0.0000% | $2923017.00        | $2860917.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5546   | 2054-09-01      | 5.5000%  | 0.0000% | $15368686.00       | $15083409.46       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8615   | 2054-10-01      | 6.0000%  | 0.0000% | $6208325.00        | $6311751.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9056   | 2054-11-01      | 5.0000%  | 0.0000% | $30937000.00       | $29937540.51       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ9527   | 2054-11-01      | 6.0000%  | 0.0000% | $12954899.00       | $12712936.96       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2055   | 2050-01-02      | 3.0000%  | 0.0000% | $295218517.00      | $57348215.38       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA4518   | 2051-02-01      | 3.5000%  | 0.0000% | $66183772.00       | $32596927.15       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6866   | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $11649461.50       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6926   | 2052-03-01      | 3.0000%  | 0.0000% | $15716000.00       | $10570435.31       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8092   | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $74185925.91       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7781   | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $20324850.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8535   | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $34613809.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8754   | 2053-03-01      | 5.5000%  | 0.0000% | $33000000.00       | $24479066.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9842   | 2053-09-01      | 5.5000%  | 0.0000% | $75956063.00       | $65875844.00       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9853   | 2053-09-01      | 6.0000%  | 0.0000% | $27904352.00       | $24559118.05       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRA9872   | 2053-09-01      | 7.0000%  | 0.0000% | $11151987.00       | $8089366.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9065   | 2053-05-01      | 5.5000%  | 0.0000% | $80000000.00       | $70828046.56       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5138   | 2041-12-01      | 2.0000%  | 0.0000% | $28410000.00       | $18056923.28       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5114   | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $8034662.44        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5148   | 2042-03-01      | 2.0000%  | 0.0000% | $41194489.00       | $27422809.87       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5153   | 2042-04-01      | 2.0000%  | 0.0000% | $29465226.00       | $19946873.58       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9333   | 2054-10-01      | 5.5000%  | 0.0000% | $14417496.00       | $13534412.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $22841151.00       | $19445826.19       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5166   | 2053-10-01      | 6.0000%  | 0.0000% | $10107329.00       | $7986770.67        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $51290420.00       | $45575538.62       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1233   | 2054-12-01      | 6.0000%  | 0.0000% | $9094223.00        | $9079781.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1601   | 2054-12-01      | 5.0000%  | 0.0000% | $12061497.00       | $11503202.89       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2545   | 2055-01-01      | 5.0000%  | 0.0000% | $19480556.00       | $19077614.06       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2758   | 2055-01-01      | 5.5000%  | 0.0000% | $12517413.00       | $12079346.93       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149   | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $749798.76         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7381   | 2055-03-01      | 6.0000%  | 0.0000% | $9381988.00        | $9537134.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1377   | 2055-04-01      | 5.5000%  | 0.0000% | $15146326.00       | $15168631.11       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2144   | 2055-04-01      | 6.0000%  | 0.0000% | $13392473.00       | $13684511.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2175   | 2055-04-01      | 5.5000%  | 0.0000% | $22505439.00       | $22529794.96       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3514   | 2055-05-01      | 6.0000%  | 0.0000% | $1124200.00        | $1150647.27        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQY3013   | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2105750.92        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0089   | 2046-04-15      | 3.0000%  | 0.0000% | $13524604.00       | $11798313.78       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0560   | 2054-12-01      | 5.5000%  | 0.0000% | $53994561.00       | $53930964.49       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0666   | 2055-03-01      | 6.0000%  | 0.0000% | $32057488.00       | $32579936.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0668   | 2055-04-01      | 5.5000%  | 0.0000% | $37445159.00       | $37191869.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0662   | 2055-03-01      | 6.0000%  | 0.0000% | $33593754.00       | $33187236.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0672   | 2055-03-01      | 6.0000%  | 0.0000% | $8365093.00        | $8330580.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1202   | 2055-05-01      | 5.5000%  | 0.0000% | $64969248.00       | $63814966.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1518   | 2055-06-01      | 5.5000%  | 0.0000% | $12485824.00       | $12584818.55       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1350   | 2054-04-01      | 6.0000%  | 0.0000% | $8544594.00        | $7754115.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2650   | 2054-10-01      | 6.0000%  | 0.0000% | $32263000.00       | $31293435.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2654   | 2054-10-01      | 6.0000%  | 0.0000% | $30368000.00       | $29564114.33       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2199   | 2054-08-01      | 5.5000%  | 0.0000% | $61984030.00       | $59180824.70       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $42987000.00       | $38798812.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2464   | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $36316442.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2473   | 2054-09-01      | 6.5000%  | 0.0000% | $56431000.00       | $55974728.68       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2479   | 2054-09-01      | 7.0000%  | 0.0000% | $28516000.00       | $26494490.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3596   | 2054-11-01      | 6.0000%  | 0.0000% | $544164.00         | $510023.63         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2702   | 2054-08-01      | 6.0000%  | 0.0000% | $965208.00         | $895378.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ3628   | 2055-03-01      | 7.0000%  | 0.0000% | $32834000.00       | $33658431.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3726   | 2055-03-01      | 6.0000%  | 0.0000% | $70609800.00       | $71686763.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3965   | 2055-04-01      | 5.5000%  | 0.0000% | $42878592.00       | $43023350.15       | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M       | 2050-05-20      | 2.5000%  | 0.0000% | $8341488.00        | $1642308.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA6709 M       | 2050-06-20      | 2.5000%  | 0.0000% | $3000000.00        | $893546.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $439993689.00      | $216658197.83      | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $1468446.00        | $755720.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $6515912.00        | $5258635.37        | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $234154880.00      | $178419613.31      | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $95578112.00       | $69993926.71       | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $17846176.00       | $13254634.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $458000.00         | $429906.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $8909984.00        | $4961219.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M       | 2054-06-20      | 6.0000%  | 0.0000% | $12830144.00       | $10945949.41       | Agency Mortgage-Backed Securities         |
| GNMI SF CJ2157 X       | 2052-03-15      | 3.0000%  | 0.0000% | $6266634.00        | $4936001.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $1105298.00        | $877475.52         | Agency Mortgage-Backed Securities         |
| GNII ET CV8071 C       | 2063-07-20      | 5.0000%  | 0.0000% | $1979466.00        | $1211417.18        | Agency Mortgage-Backed Securities         |
| GNII ET DD8675 C       | 2064-09-20      | 6.5000%  | 0.0000% | $2802896.00        | $2703294.26        | Agency Mortgage-Backed Securities         |
| GNII ET DE0857 C       | 2064-11-20      | 6.5000%  | 0.0000% | $2241763.00        | $2099079.41        | Agency Mortgage-Backed Securities         |
| GNII ET DE1929 C       | 2064-09-20      | 6.5000%  | 0.0000% | $3014681.00        | $2763278.55        | Agency Mortgage-Backed Securities         |
| GNII ET DF4393 C       | 2064-11-20      | 6.5000%  | 0.0000% | $2732363.00        | $2776926.78        | Agency Mortgage-Backed Securities         |
| GNII ET DF4413 C       | 2064-11-20      | 6.5000%  | 0.0000% | $1805573.00        | $1579374.32        | Agency Mortgage-Backed Securities         |
| GNII ET DF6298 C       | 2064-11-20      | 6.5000%  | 0.0000% | $1599481.00        | $1128244.61        | Agency Mortgage-Backed Securities         |
| GNII ET DF5605 C       | 2064-11-20      | 6.0000%  | 0.0000% | $3324486.00        | $2764360.88        | Agency Mortgage-Backed Securities         |
| GNII ET DF7159 C       | 2064-12-20      | 6.5000%  | 0.0000% | $2959732.00        | $2484983.71        | Agency Mortgage-Backed Securities         |
| GNII ET DF8220 C       | 2064-11-20      | 5.5000%  | 0.0000% | $2740422.00        | $1962857.89        | Agency Mortgage-Backed Securities         |
| GNII ET DG3728 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2434643.00        | $2506156.48        | Agency Mortgage-Backed Securities         |
| GNII ET DG4224 C       | 2065-02-20      | 6.5000%  | 0.0000% | $4469105.00        | $4580758.39        | Agency Mortgage-Backed Securities         |
| GNII ET DG6072 C       | 2065-03-20      | 6.5000%  | 0.0000% | $2332742.00        | $2393024.54        | Agency Mortgage-Backed Securities         |
| GNII ET DH8906 C       | 2065-01-20      | 7.0000%  | 0.0000% | $3094943.00        | $3192118.93        | Agency Mortgage-Backed Securities         |
| GNII ET DH9775 C       | 2065-02-20      | 6.5000%  | 0.0000% | $3558970.00        | $3646928.23        | Agency Mortgage-Backed Securities         |
| GNII ET DH9309 C       | 2065-02-20      | 6.0000%  | 0.0000% | $2190111.00        | $2215196.02        | Agency Mortgage-Backed Securities         |
| GNII ET DH9311 C       | 2065-02-20      | 6.0000%  | 0.0000% | $2586973.00        | $2333985.00        | Agency Mortgage-Backed Securities         |
| GNII ET DH9312 C       | 2065-02-20      | 6.0000%  | 0.0000% | $4611221.00        | $4670814.99        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1344 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1987807.00        | $2084504.09        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1345 C       | 2055-06-20      | 6.5000%  | 0.0000% | $5656003.00        | $5910337.11        | Agency Mortgage-Backed Securities         |
| GNII ET DJ4968 C       | 2065-04-20      | 7.0000%  | 0.0000% | $1400412.00        | $1446458.79        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $146874000.00      | $145283976.85      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $12145100.00       | $7981053.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $62012700.00       | $59044694.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $4323800.00        | $2719090.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $97384500.00       | $61399442.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $67110400.00       | $46985383.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $48961500.00       | $35523421.20       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $11900.00          | $9663.17           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $13925900.00       | $12534274.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $16189300.00       | $15580818.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $373300.00         | $365488.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $32000000.00       | $29592969.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $6501200.00        | $6174092.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $2000.00           | $1817.60           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $600.00            | $511.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $291530700.00      | $249670025.44      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $49999200.00       | $49200281.63       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $263042100.00      | $231921654.91      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $282.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.52             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $248281700.00      | $245933451.68      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $99999900.00       | $101998285.00      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $11869000.00       | $12122888.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | 0.0000% | $1264500.00        | $1289651.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1044600.00        | $1089518.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $15497800.00       | $15951188.14       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $250058000.00      | $249999986.54      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1322900.00        | $1363393.54        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $3436900.00        | $3485992.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $66270200.00       | $69169948.03       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $52226000.00       | $53066316.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1100.00           | $1118.95           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $5368800.00        | $5353671.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $100000000.00      | $100339218.60      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $27668600.00       | $28076093.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2000.00           | $2009.38           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $138650000.00      | $140158671.17      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $10421200.00       | $10594412.31       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $239250200.00      | $249994430.76      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $247306400.00      | $249998222.09      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $248659000.00      | $249998650.36      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $244757700.00      | $246963247.86      | U.S. Treasuries (including strips)        |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $409381063.00      | $247173486.24      | Agency Collateralized Mortgage Obligation |
| GNRM 2022-213 PY       | 2048-11-20      | 3.5000%  | 0.0000% | $4220000.00        | $3354416.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $113564000.00      | $75802048.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-146 H        | 2051-11-20      | 3.7500%  | 0.0000% | $6869693.00        | $5030305.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB       | 2054-01-20      | 5.5000%  | 0.0000% | $83568.00          | $83767.86          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL       | 2054-02-20      | 5.5000%  | 0.0000% | $4196300.00        | $4267534.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 FV       | 2054-03-20      | 5.3019%  | 0.0000% | $130000000.00      | $101005155.95      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL       | 2054-05-20      | 5.7500%  | 0.0000% | $81999000.00       | $83896288.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD       | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $47862738.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-012 BW       | 2055-01-20      | 5.5000%  | 0.0000% | $7619115.00        | $7527857.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK       | 2055-03-20      | 5.3519%  | 0.0000% | $13604976.00       | $13535947.39       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-072 LW       | 2055-04-20      | 5.0000%  | 0.0000% | $3241000.00        | $3064760.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 FN       | 2055-03-20      | 5.1019%  | 0.0000% | $84666666.00       | $83809423.35       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 YF       | 2055-03-20      | 5.1019%  | 0.0000% | $68573466.00       | $67879165.60       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8447   | 2054-07-01      | 6.0000%  | 0.0000% | $50000000.00       | $43465788.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8421   | 2054-04-01      | 6.0000%  | 0.0000% | $2362337.00        | $1952121.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8433   | 2054-05-01      | 6.5000%  | 0.0000% | $53000000.00       | $39624875.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516   | 2055-03-01      | 6.0000%  | 0.0000% | $52654088.00       | $51090715.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8517   | 2055-03-01      | 6.5000%  | 0.0000% | $23500000.00       | $23056331.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525   | 2055-04-01      | 6.0000%  | 0.0000% | $52759848.00       | $52163431.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534   | 2055-05-01      | 6.0000%  | 0.0000% | $9345792.00        | $9326014.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3638   | 2053-08-01      | 6.0000%  | 0.0000% | $48144834.00       | $41138553.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3966   | 2053-09-01      | 6.0000%  | 0.0000% | $23000000.00       | $21204042.95       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4234   | 2046-09-01      | 3.5000%  | 0.0000% | $57036597.00       | $43596423.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4324   | 2053-11-01      | 6.0000%  | 0.0000% | $93468544.00       | $77661988.44       | Agency Mortgage-Backed Securities         |
| 05.500 FGPC Z40271 G   | 2038-01-15      | 5.5000%  | 0.0000% | $50240983.00       | $45031068.65       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99179 G   | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $13681566.41       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q17019 G   | 2043-04-01      | 4.0000%  | 0.0000% | $1011.00           | $116.89            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V84126 G   | 2048-05-01      | 4.0000%  | 0.0000% | $320737899.00      | $48897720.55       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84789 G   | 2048-10-01      | 4.5000%  | 0.0000% | $151813747.00      | $34352118.55       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84881 G   | 2048-11-01      | 4.5000%  | 0.0000% | $87500000.00       | $19839500.35       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q46780 G   | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2557699.26        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q59387 G   | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $2084208.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0124   | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2521200.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2244   | 2046-07-01      | 3.0000%  | 0.0000% | $196177209.00      | $39474238.89       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744   | 2049-09-01      | 3.0000%  | 0.0000% | $349990999.00      | $56211079.99       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7147   | 2051-01-01      | 2.5000%  | 0.0000% | $7415000.00        | $3557925.61        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $69146610.00       | $36283240.18       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7546   | 2052-02-01      | 2.0000%  | 0.0000% | $1312131.00        | $956623.49         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0397   | 2052-04-01      | 3.0000%  | 0.0000% | $44131456.00       | $30213486.72       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE1361   | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11890992.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4436   | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4652242.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7970   | 2052-08-01      | 4.5000%  | 0.0000% | $28338947.00       | $22595240.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8028   | 2052-08-01      | 5.0000%  | 0.0000% | $28101402.00       | $21614926.19       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE7910   | 2052-08-01      | 4.0000%  | 0.0000% | $23300000.00       | $17053094.27       | Agency Mortgage-Backed Securities         |

### Security 680: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.940000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6R3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19B6R3
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                |
|:---|:---|:---|:---|:---|:---|:---|
| WAVE 2017-1 LLC                C      20421115 6.6 | 2042-11-15      | 6.6560%  | 0.0000% | $7199000.00        | $3972463.41        | Asset-Backed Securities |
| ANCHORAGE CAP CLO 9 2016-9     SUB    20290116 FLT | 2029-01-16      | 0.0000%  | 0.0000% | $3500000.00        | $895289.50         | Asset-Backed Securities |
| CIFC FUNDING LTD 2014-III      INC NT 20260722 FLT | 2026-07-22      | 0.0000%  | 0.0000% | $2441000.00        | $284581.54         | Asset-Backed Securities |
| TABERNA PREF FDG I 2005-1      E      20350705 FLT | 2035-07-05      | 7.6963%  | 0.0000% | $2000000.00        | $62781.51          | Asset-Backed Securities |
| US CAP FDG V LTD 2006-5        B-1    20401010 FLT | 2040-10-10      | 5.7218%  | 0.0000% | $1997000.00        | $254629.20         | Asset-Backed Securities |
| PALMER SQUARE CLO 2021-4 LTD   E      20341016 FLT | 2034-10-16      | 10.5677% | 0.0000% | $2000000.00        | $2037119.22        | Asset-Backed Securities |
| PALMER SQUAR LN FDG LTD 2024-1 D      20321015 FLT | 2032-10-15      | 9.1561%  | 0.0000% | $160000.00         | $162483.13         | Asset-Backed Securities |
| PROGRESS RES 2021-SFR4 TR      E-1    20380519 2.4 | 2038-05-19      | 2.4090%  | 0.0000% | $1746000.00        | $1715084.60        | Asset-Backed Securities |
| PROGRESS RES 2021-SFR3 TR      H      20380519 4.7 | 2038-05-19      | 4.7500%  | 0.0000% | $1250000.00        | $1230382.99        | Asset-Backed Securities |
| RR 8 LTD 2020-8                SUB    20330415 FLT | 2033-04-15      | 0.0000%  | 0.0000% | $12375000.00       | $7894086.75        | Asset-Backed Securities |
| RAD CLO LTD 2023-20            E      20360721 FLT | 2036-07-21      | 12.3524% | 0.0000% | $1540000.00        | $1571204.80        | Asset-Backed Securities |
| REPUBLIC FINAN ISSUANCE 2024-B D      20371120 8.8 | 2037-11-20      | 8.8300%  | 0.0000% | $6500000.00        | $6606813.06        | Asset-Backed Securities |
| SLM STUDENT LOAN TR 2003-4     A-5D   20330315 FLT | 2033-03-15      | 5.3547%  | 0.0000% | $2760000.00        | $401168.20         | Asset-Backed Securities |
| SANTANDER BANK N.A 2023-B      F      20331215 12. | 2033-12-15      | 12.2400% | 0.0000% | $4000000.00        | $2703347.62        | Asset-Backed Securities |
| SAXON ASSET SEC TR 2007-3      2-M1   20470925 FLT | 2047-09-25      | 5.2337%  | 0.0000% | $10946000.00       | $8334429.86        | Asset-Backed Securities |
| SHACKLETON CLO 2015-7-R        E      20310715 FLT | 2031-07-15      | 10.7177% | 0.0000% | $7600000.00        | $7479663.70        | Asset-Backed Securities |
| STONE TOWER CDO II 2005-2      B-1L   20401117 FLT | 2040-11-17      | 4.7541%  | 0.0000% | $986149.00         | $7580.96           | Asset-Backed Securities |
| SWITCH ABS ISSUER LLC 2024-2   A-2    20540625 5.4 | 2054-06-25      | 5.4360%  | 0.0000% | $2100000.00        | $2118916.80        | Asset-Backed Securities |
| THL CREDIT WIND RIVER 2014-3R2 E-R2   20311022 FLT | 2031-10-22      | 10.7540% | 0.0000% | $2575000.00        | $2406213.42        | Asset-Backed Securities |
| TRICON RES TR 2022-SFR1        E-1    20390419 5.3 | 2039-04-19      | 5.3440%  | 0.0000% | $668000.00         | $663339.96         | Asset-Backed Securities |
| VENTURE XIX CLO LTD 2015-19    SUB NT 20270115 FLT | 2027-01-15      | 0.0000%  | 0.0000% | $8675000.00        | $134289.00         | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2024-9 B-2    20691125 FLT | 2069-11-25      | 7.3675%  | 0.0000% | $9500000.00        | $9385904.59        | Asset-Backed Securities |
| VERUS SECURITIZATION TR 2025-1 B-2    20700125 FLT | 2070-01-25      | 7.3489%  | 0.0000% | $6526000.00        | $6406316.11        | Asset-Backed Securities |
| VISTA POINT STZ 2024-CES3      A-3    20550125 FLT | 2055-01-25      | 6.1940%  | 0.0000% | $1000000.00        | $1012101.61        | Asset-Backed Securities |
| VOYA CLO 2018-2 LTD            F      20310715 FLT | 2031-07-15      | 11.8077% | 0.0000% | $2000000.00        | $1573374.78        | Asset-Backed Securities |
| VSTRONG AUTO RECEIVABLES 2023- D      20300215 9.3 | 2030-02-15      | 9.3100%  | 0.0000% | $1255000.00        | $1369188.89        | Asset-Backed Securities |
| AIG CLO 2021-2 INCOME NT LTD                       | 2034-07-20      | 0.0000%  | 0.0000% | $2500000.00        | $1617910.00        | Asset-Backed Securities |
| ALM I LTD 2020-1               SUB    20291015 FLT | 2029-10-15      | 0.0000%  | 0.0000% | $3500000.00        | $16768.50          | Asset-Backed Securities |
| AMSR TRUST 2024-SFR1           E      20410718 4.2 | 2041-07-18      | 4.2900%  | 0.0000% | $6293000.00        | $5948306.17        | Asset-Backed Securities |
| AMMC CLO 21 LTD 2017-21        SUB NT 20301104 FLT | 2030-11-04      | 0.0000%  | 0.0000% | $2750000.00        | $426250.00         | Asset-Backed Securities |
| AMSR TR 2025-SFR1              E-1    20300617 3.6 | 2030-06-17      | 3.6550%  | 0.0000% | $1000000.00        | $903069.42         | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2023-B     A      20280915 6.8 | 2028-09-15      | 6.8200%  | 0.0000% | $2805000.00        | $2823290.47        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2023-B     B      20280915 7.4 | 2028-09-15      | 7.4400%  | 0.0000% | $4000000.00        | $4030656.00        | Asset-Backed Securities |
| AFFIRM ASSET SEC TR 2023-B     E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $4755000.00        | $4820726.78        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        D      20280915 8.7 | 2028-09-15      | 8.7800%  | 0.0000% | $3000000.00        | $3031102.00        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2023-B        E      20280915 11. | 2028-09-15      | 11.3200% | 0.0000% | $4000000.00        | $4055290.67        | Asset-Backed Securities |
| AFFIRM MASTER TRUST 2025-1     E      20330215 7.1 | 2033-02-15      | 7.1800%  | 0.0000% | $5000000.00        | $4999458.33        | Asset-Backed Securities |
| AFFIRM ASSET SEC 2024-A        D      20290215 6.8 | 2029-02-15      | 6.8900%  | 0.0000% | $3500000.00        | $3542912.92        | Asset-Backed Securities |
| AMERIQUEST MTG SECS 2005-R11   M-5    20360125 FLT | 2036-01-25      | 5.4537%  | 0.0000% | $1685000.00        | $1471963.50        | Asset-Backed Securities |
| AMMC CLO 2025-31 LTD           E      20380222 FLT | 2038-02-22      | 9.7380%  | 0.0000% | $2500000.00        | $2560547.51        | Asset-Backed Securities |
| APEX CREDIT CLO LTD  2019-RR   F-RR   20370720 FLT | 2037-07-20      | 14.7195% | 0.0000% | $4065000.00        | $3986353.69        | Asset-Backed Securities |
| APIDOS CLO 2020-34             SUB    20330121 FLT | 2033-01-21      | 0.0000%  | 0.0000% | $500000.00         | $235000.00         | Asset-Backed Securities |
| AREIT 2022-CRE6 LTD 2022-CRE6  D      20370121 FLT | 2037-01-21      | 7.1512%  | 0.0000% | $1500000.00        | $1502344.65        | Asset-Backed Securities |
| BARINGS CLO LTD 2019-IV        SUB NT 20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $3700000.00        | $2078922.70        | Asset-Backed Securities |
| BARINGS CLO LTD 2021-1         SUB    20340425 FLT | 2034-04-25      | 0.0000%  | 0.0000% | $2000000.00        | $820000.00         | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29   SUB    20310725 FLT | 2031-07-25      | 0.0000%  | 0.0000% | $7360776.00        | $3238741.44        | Asset-Backed Securities |
| BLUEMOUNTAIN CLO LTD 2020-29R  E-R    20340725 FLT | 2034-07-25      | 11.4034% | 0.0000% | $850000.00         | $846860.27         | Asset-Backed Securities |
| CBRE REALTY FIN CDO 2007-1     E      20520407 FLT | 2052-04-07      | 5.4553%  | 0.0000% | $2000000.00        | $42174.59          | Asset-Backed Securities |
| CIFC FUNDING LTD 2019-6        SUB    20330118 FLT | 2033-01-18      | 0.0000%  | 0.0000% | $2500000.00        | $1650000.00        | Asset-Backed Securities |
| CPS AUTO RECEIVABLES 2025-A    E      20320816 7.6 | 2032-08-16      | 7.6500%  | 0.0000% | $1000000.00        | $1022462.50        | Asset-Backed Securities |
| CSMC TRUST 2021-AFC1           A-IO-S 20560327 FLT | 2056-03-27      | 0.2500%  | 0.0000% | $4750000.00        | $22595.43          | Asset-Backed Securities |
| CSMC TRUST 2021-AFC1           XS     20560325 FLT | 2056-03-25      | 3.2424%  | 0.0000% | $4750000.00        | $227707.66         | Asset-Backed Securities |
| CWCAPITAL COBALT II 2006-2     K      20500426 FLT | 2050-04-26      | 8.0442%  | 0.0000% | $4000000.00        | $123323.03         | Asset-Backed Securities |
| CARLYLE US CLO 2017-2 LTD      SUB NT 20310721 FLT | 2031-07-21      | 0.0000%  | 0.0000% | $2250000.00        | $340987.50         | Asset-Backed Securities |
| FCCCATSKILL PARK CLO 17-1      SUB    20290420 FLT | 2029-04-20      | 0.0000%  | 0.0000% | $19868600.00       | $794744.00         | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2014-4R3 E-R3   20380125 FLT | 2038-01-25      | 10.9493% | 0.0000% | $3500000.00        | $3569272.30        | Asset-Backed Securities |
| CEDAR FUNDING CLO LTD 2013-2   SUB    20300610 FLT | 2030-06-10      | 0.0000%  | 0.0000% | $6493784.00        | $2949619.56        | Asset-Backed Securities |
| CENTERSQUARE ISSUER LLC 2024-1 A-2    20541026 5.2 | 2054-10-26      | 5.2000%  | 0.0000% | $200000.00         | $196190.44         | Asset-Backed Securities |
| COREVEST AMER FIN TR 2019-2    D      20520617 4.2 | 2052-06-17      | 4.2190%  | 0.0000% | $2000000.00        | $1928753.28        | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  X-B    20540717 FLT | 2054-07-17      | 1.7584%  | 0.0000% | $3150000.00        | $182594.36         | Asset-Backed Securities |
| COREVEST AMERIC FIN TR 2021-2  C      20540717 2.4 | 2054-07-17      | 2.4780%  | 0.0000% | $11582000.00       | $9942060.21        | Asset-Backed Securities |
| DT AUTO OWNER TR 2022-3        E      20290716 10. | 2029-07-16      | 10.9900% | 0.0000% | $10000000.00       | $10595341.66       | Asset-Backed Securities |
| DT AUTO OWNER TRUST 2022-1     E      20290315 5.5 | 2029-03-15      | 5.5300%  | 0.0000% | $12700000.00       | $12680342.51       | Asset-Backed Securities |
| DRYDEN 77 CLO 2020-77 LTD      SUB    20310520 FLT | 2031-05-20      | 0.0000%  | 0.0000% | $5406000.00        | $2867472.14        | Asset-Backed Securities |
| DRYDEN CLO LTD 2022-108R       E-R    20370720 FLT | 2037-07-20      | 11.7995% | 0.0000% | $5570000.00        | $5699261.34        | Asset-Backed Securities |
| DUKE FDG IX 2005-9             B      20450309 FLT | 2045-03-09      | 3.1124%  | 0.0000% | $1000000.00        | $25262.48          | Asset-Backed Securities |
| EATON VANCE CLO LTD 2013-1RRR  D-RRR  20340117 FLT | 2034-01-17      | 11.3177% | 0.0000% | $700000.00         | $710614.06         | Asset-Backed Securities |
| ELEVATION CLO 2013-1 LTD       D1-R2  20320816 FLT | 2032-08-16      | 12.2379% | 0.0000% | $3225000.00        | $3166264.26        | Asset-Backed Securities |
| ELMWOOD CLO LTD 2019-1         SUB    20300422 FLT | 2030-04-22      | 0.0000%  | 0.0000% | $2000000.00        | $1285632.00        | Asset-Backed Securities |
| EXETER AUTO REC TR 2024-2      E      20311015 7.9 | 2031-10-15      | 7.9800%  | 0.0000% | $3500000.00        | $3706167.50        | Asset-Backed Securities |
| EXETER AUTOMBL REC TR 2025-1   E      20320915 7.4 | 2032-09-15      | 7.4800%  | 0.0000% | $13409000.00       | $13756127.71       | Asset-Backed Securities |
| FRTKL SFR1 2021-1              F      20380917 3.1 | 2038-09-17      | 3.1710%  | 0.0000% | $480000.00         | $456727.40         | Asset-Backed Securities |
| FIGRE TRUST 2025-HE3           F      20550525 FLT | 2055-05-25      | 9.0810%  | 0.0000% | $2000000.00        | $2045672.50        | Asset-Backed Securities |
| FIGRE TRUST 2025-HE3           XS     20550525 0.0 | 2055-05-25      | 3.1883%  | 0.0000% | $29385978.00       | $2496937.91        | Asset-Backed Securities |
| FLAGSHIP CR AUT TR 2021-4      E      20290315 4.0 | 2029-03-15      | 4.0300%  | 0.0000% | $1000000.00        | $880965.17         | Asset-Backed Securities |
| FLAGSHIP CR AUTO TR 2022-1     E      20290615 5.3 | 2029-06-15      | 5.3700%  | 0.0000% | $1756000.00        | $1450421.76        | Asset-Backed Securities |
| FLATIRON CLO LTD 2020-20       SUB    20331121 FLT | 2033-11-21      | 0.0000%  | 0.0000% | $10625000.00       | $6646277.50        | Asset-Backed Securities |
| GENERATE CLO LTD 2022-10       SUB    20350723 FLT | 2035-07-23      | 0.0000%  | 0.0000% | $3000000.00        | $2250000.00        | Asset-Backed Securities |
| GOODLEAP HOME IMPROV SL 2025-1 A      20490220 5.3 | 2049-02-20      | 5.3800%  | 0.0000% | $2348000.00        | $2035084.77        | Asset-Backed Securities |
| GREENPOINT MTG FDG 2005-HE3    M1     20300915 FLT | 2030-09-15      | 7.4262%  | 0.0000% | $4554000.00        | $13613.01          | Asset-Backed Securities |
| GREENSKY HME IMP ISSUER 2024-1 A-3    20590625 5.5 | 2059-06-25      | 5.5500%  | 0.0000% | $5925000.00        | $6064372.79        | Asset-Backed Securities |
| GREENSKY HOME IMPRT TR 2025-1  A-4    20600325 5.2 | 2060-03-25      | 5.2200%  | 0.0000% | $105000.00         | $99594.10          | Asset-Backed Securities |
| HSI ASSET SEC TR 2006-OPT1     M-3    20351225 FLT | 2035-12-25      | 5.0937%  | 0.0000% | $3154000.00        | $2697849.11        | Asset-Backed Securities |
| HPS LOAN MANAGEMENT 11-2017    F      20300506 FLT | 2030-05-06      | 12.3721% | 0.0000% | $1501750.00        | $385592.02         | Asset-Backed Securities |
| HINNT LLC 2022-A               E      20410515 8.0 | 2041-05-15      | 8.0000%  | 0.0000% | $3100000.00        | $966136.23         | Asset-Backed Securities |
| HERTZ VEHICLE FING LLC 2025-1  D      20290925 7.9 | 2029-09-25      | 7.9800%  | 0.0000% | $3810000.00        | $3799752.37        | Asset-Backed Securities |
| HERTZ VEHICLE FIN 2025-2       D      20310925 8.3 | 2031-09-25      | 8.3400%  | 0.0000% | $7510000.00        | $7343836.24        | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    F      20381217 3.7 | 2038-12-17      | 3.7990%  | 0.0000% | $200000.00         | $185136.72         | Asset-Backed Securities |
| HOME PART AMERICA TR 2021-2    G      20381217 4.5 | 2038-12-17      | 4.5050%  | 0.0000% | $1164569.00        | $1084945.29        | Asset-Backed Securities |
| KKR CLO LTD 2020-30R2          E-R2   20370417 FLT | 2037-04-17      | 11.1398% | 0.0000% | $3500000.00        | $3467063.10        | Asset-Backed Securities |
| KKR CLO 29 L 12.07094 15JUL37 144A                 | 2037-07-15      | 11.3361% | 0.0000% | $11000000.00       | $11053589.43       | Asset-Backed Securities |
| LAKE GEORGE PK CLO LTD 2025-1  E      20380415 FLT | 2038-04-15      | 8.8674%  | 0.0000% | $4500000.00        | $4050641.69        | Asset-Backed Securities |
| LEGACY MTG ASSET TR 2021-GS1   A2     20661025 FLT | 2066-10-25      | 7.8440%  | 0.0000% | $660000.00         | $730678.66         | Asset-Backed Securities |
| LENDMARK FDG TR 2024-2         E      20340221 8.4 | 2034-02-21      | 8.4700%  | 0.0000% | $2500000.00        | $2528565.14        | Asset-Backed Securities |
| LOBEL AUT RECEIVABLES 2023-2   C      20290615 10. | 2029-06-15      | 10.0400% | 0.0000% | $1480000.00        | $1540371.17        | Asset-Backed Securities |
| MADISON PARK FDG XIV 2014-14RR E-R    20301022 FLT | 2030-10-22      | 10.3340% | 0.0000% | $6000000.00        | $5975560.88        | Asset-Backed Securities |
| MAGNETITE XIX LTD 2017-19      SUB NT 20300717 FLT | 2030-07-17      | 0.0000%  | 0.0000% | $17930209.00       | $9659254.61        | Asset-Backed Securities |
| MAGNETITE XX LTD 2018-20       SUB NT 20310421 FLT | 2031-04-21      | 0.0000%  | 0.0000% | $2383000.00        | $357450.00         | Asset-Backed Securities |
| MARBLE POINT CLO  LTD 2022-25  SUB    20341020 FLT | 2034-10-20      | 0.0000%  | 0.0000% | $8000000.00        | $4785960.00        | Asset-Backed Securities |
| MARBLE POINT CLO XV LTD        INC    20490606 FLT | 2049-06-06      | 0.0000%  | 0.0000% | $6750000.00        | $1822500.00        | Asset-Backed Securities |
| MARLETTE FUNDING TRUST 2021-1  D      20310616 2.4 | 2031-06-16      | 2.4700%  | 0.0000% | $8860000.00        | $1571913.27        | Asset-Backed Securities |
| MFA LLC 2024-NPL1              A-2    20540925 FLT | 2054-09-25      | 8.9550%  | 0.0000% | $43118000.00       | $42991825.95       | Asset-Backed Securities |
| MILL CITY MTG LN TR 2018-2     B4     20580525 FLT | 2058-05-25      | 3.9601%  | 0.0000% | $10912000.00       | $7948602.01        | Asset-Backed Securities |
| MOUNTIA VIEW CLO LTD  2019-15R E-R    20370715 FLT | 2037-07-15      | 12.3261% | 0.0000% | $3500000.00        | $3448241.18        | Asset-Backed Securities |
| NEUBERGER BR LN A CL 2020-24R2 E-R2   20381019 FLT | 2038-10-19      | 11.2695% | 0.0000% | $660000.00         | $685959.69         | Asset-Backed Securities |
| OAKTREE CLO LTD 2022-1         E      20330516 FLT | 2033-05-16      | 12.0863% | 0.0000% | $750000.00         | $758770.23         | Asset-Backed Securities |
| OCTAGON INV PART LTD 2019-45R  E-R    20350416 FLT | 2035-04-16      | 11.0761% | 0.0000% | $1150000.00        | $1105015.31        | Asset-Backed Securities |
| OCTAGON LTD 2024-71            SUB    20370420 FLT | 2037-04-20      | 0.0000%  | 0.0000% | $5000000.00        | $2805855.00        | Asset-Backed Securities |
| OCTAGON INVSTMNT PTRS 2018-39  SUB    20301021 FLT | 2030-10-21      | 0.0000%  | 0.0000% | $2800000.00        | $168000.00         | Asset-Backed Securities |
| OCTAGON 2021-57 LTD            SUB    20341016 FLT | 2034-10-16      | 0.0000%  | 0.0000% | $5000000.00        | $2512705.00        | Asset-Backed Securities |
| OPORTUN FUNDING TR 2024-3      A      20290815 5.2 | 2029-08-15      | 5.2600%  | 0.0000% | $3039000.00        | $1413922.84        | Asset-Backed Securities |
| PAGAYA AI DEBT SEC 2021-HG1 TR A1     20290116 1.2 | 2029-01-16      | 1.2200%  | 0.0000% | $5000000.00        | $64623.72          | Asset-Backed Securities |

### Security 681: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6S1, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19B6S1
- **C.18 - Value (incl. sponsor support):** $1630000000.00
- **C.18.a - Value (excl. sponsor support):** $1630000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 01.500 CLSD8081 | 2050-09-01      | 1.5000%  | 0.0000% | $417955870.00      | $219456632.62      | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $247988350.00      | $140332606.06      | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD8104 | 2050-11-01      | 1.5000%  | 0.0000% | $260179907.00      | $141805318.70      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $182225000.00      | $116246367.52      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC4423 | 2051-07-01      | 2.0000%  | 0.0000% | $58122814.00       | $36015799.87       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3917 | 2051-07-01      | 2.0000%  | 0.0000% | $168525286.00      | $99193807.17       | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PQU7852 | 2051-05-01      | 2.0000%  | 0.0000% | $96547664.00       | $60020810.88       | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6100 | 2051-06-01      | 2.0000%  | 0.0000% | $17953282.00       | $10707653.97       | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6106 | 2051-08-01      | 2.0000%  | 0.0000% | $225303853.00      | $138196594.20      | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6110 | 2051-10-01      | 2.0000%  | 0.0000% | $221200654.00      | $141115785.60      | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6113 | 2051-11-01      | 2.0000%  | 0.0000% | $117458956.00      | $75542388.59       | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6115 | 2051-12-01      | 2.0000%  | 0.0000% | $114245636.00      | $74388113.96       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCB1708 | 2051-05-01      | 2.0000%  | 0.0000% | $258520072.00      | $161798298.48      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCB1775 | 2051-06-01      | 2.0000%  | 0.0000% | $209502587.00      | $131539903.76      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCB1183 | 2051-07-01      | 2.0000%  | 0.0000% | $150159447.00      | $92082820.96       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKCB1239 | 2051-07-01      | 2.0000%  | 0.0000% | $64934369.00       | $40457098.08       | Agency Mortgage-Backed Securities |

### Security 682: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6V4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19B6V4
- **C.18 - Value (incl. sponsor support):** $1226000000.00
- **C.18.a - Value (excl. sponsor support):** $1226000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $1782800.00        | $1759479.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $113138700.00      | $102525928.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $51362900.00       | $42126733.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $49184700.00       | $39936993.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $142209300.00      | $123666010.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $7280100.00        | $5580567.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $59909500.00       | $41359302.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $68450400.00       | $51988780.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $80635100.00       | $47719897.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $191.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $111195000.00      | $70695974.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $130353100.00      | $82629885.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $8450800.00        | $4696496.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $184141300.00      | $152489896.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $72011500.00       | $70559155.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $8382600.00        | $8158756.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $80900.00          | $77713.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $820600.00         | $771838.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $55120500.00       | $53984789.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $8702900.00        | $8507238.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $100.00            | $96.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $12682000.00       | $12577944.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $278.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $44000800.00       | $37659393.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $888100.00         | $819747.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $800.00            | $766.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $200.00            | $187.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $1300.00           | $1210.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $51341600.00       | $52308780.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $200700.00         | $203748.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $40352200.00       | $40619169.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $1033300.00        | $1038501.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1200.00           | $1146.93           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $7136900.00        | $7155938.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $103.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $102.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $491200.00         | $495611.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $66244000.00       | $65830571.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $2600.00           | $2607.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $14700700.00       | $14983067.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $50829800.00       | $51007612.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $500.00            | $503.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $805200.00         | $837682.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $900.00            | $942.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $55803300.00       | $55738010.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |

### Security 683: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6W2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19B6W2
- **C.18 - Value (incl. sponsor support):** $1472000000.00
- **C.18.a - Value (excl. sponsor support):** $1472000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $400.00            | $403.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $52369900.00       | $50759918.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $136900.00         | $136966.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $300.00            | $295.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $500.00            | $494.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $13900.00          | $13251.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $137553500.00      | $134675880.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $262200.00         | $260887.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $866300.00         | $849903.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $30490200.00       | $29994608.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $88633000.00       | $86032593.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $154315900.00      | $144245184.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $200.00            | $194.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $134000.00         | $130125.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $300.00            | $289.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $5100000.00        | $4730193.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1839300.00        | $1776719.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $699000.00         | $672658.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $3854400.00        | $3625758.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $383400.00         | $358507.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $5400.00           | $5404.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $1623500.00        | $1629479.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $52984000.00       | $53453637.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $147685100.00      | $144040451.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $1000.00           | $1000.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $7800.00           | $7796.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $9972800.00        | $9946272.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $902200.00         | $917748.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $998600.00         | $1046177.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4100%  | 0.0000% | $400.00            | $403.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $11954800.00       | $12252457.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $18922200.00       | $19343381.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $140815800.00      | $141201934.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100000000.00      | $101983828.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $300.00            | $311.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $19447600.00       | $20032457.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $80662000.00       | $82685211.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $18690900.00       | $18807880.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $900.00            | $914.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $31739300.00       | $32281697.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $68642000.00       | $70272659.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $85773000.00       | $88887717.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4000%  | 0.0000% | $34246700.00       | $34494809.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3489800.00        | $3510093.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $20757700.00       | $20885016.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $961100.00         | $973687.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1100.00           | $996.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $706000.00         | $579045.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $86.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $366700.00         | $273098.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $150589000.00      | $127817733.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $300.00            | $245.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $59965600.00       | $53661401.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $2224000.00        | $2179145.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $700.00            | $681.44            | U.S. Treasuries (including strips) |

### Security 684: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6X0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19B6X0
- **C.18 - Value (incl. sponsor support):** $2137000000.00
- **C.18.a - Value (excl. sponsor support):** $2137000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $119566000.00      | $121228542.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $72184200.00       | $72348287.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $600.00            | $593.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $17200.00          | $17258.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $1368900.00        | $1383816.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $34614400.00       | $34991574.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $900.00            | $908.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $76034300.00       | $76390938.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $93730900.00       | $94514828.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1016.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $27261700.00       | $27894171.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100300.00         | $103891.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $2063600.00        | $2107663.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $7700.00           | $8003.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $5532400.00        | $5690512.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $15483000.00       | $15769671.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $4869500.00        | $4922502.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1005.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $5569000.00        | $5556703.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $1446900.00        | $1435566.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $97.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-03      | 0.0000%  | 0.0000% | $403100.00         | $402962.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $100.00            | $99.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-08      | 0.0000%  | 0.0000% | $4405000.00        | $4400991.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1882000.00        | $4032439.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $100.00            | $156.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $49600.00          | $77833.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1336000.00        | $1307212.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $19831500.00       | $15037224.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $38703700.00       | $39905205.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $28095300.00       | $21559005.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $3383100.00        | $2223176.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $600.00            | $574.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $192200.00         | $145203.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1400.00           | $929.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $132963000.00      | $91543350.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $64046600.00       | $35373433.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $221900.00         | $155356.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $21200.00          | $17918.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $11591700.00       | $9525313.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $1000.00           | $853.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $46842200.00       | $41749644.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $269400.00         | $268639.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $300.00            | $286.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $27431900.00       | $26770208.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1300.00           | $1272.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $13877700.00       | $12774415.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $1000.00           | $924.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $36163100.00       | $35343689.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $23179400.00       | $22965627.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $1200.00           | $1162.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $17112000.00       | $16858360.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $13605800.00       | $17061745.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $70389900.00       | $93351039.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1000.00           | $983.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $24999400.00       | $23511656.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $85600.00          | $80272.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $10100.00          | $11850.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | 0.0000% | $32500.00          | $31827.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $18282300.00       | $17871123.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $5307500.00        | $4936181.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $221600.00         | $214798.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $6971100.00        | $7662004.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $100013400.00      | $92520260.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $68024500.00       | $58352885.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1900.00           | $1761.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1258300.00        | $1166605.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $170.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $43004600.00       | $39973184.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $11930700.00       | $12485985.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $14300.00          | $12624.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $17204700.00       | $19121578.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $18771900.00       | $18264788.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $255163200.00      | $238297359.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $74280100.00       | $71694045.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $25903300.00       | $25511902.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $5229600.00        | $5327321.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $500.00            | $503.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $157324000.00      | $153232865.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $4296100.00        | $4591756.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $23778000.00       | $23960091.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $32682100.00       | $33633583.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $4083100.00        | $4153766.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $7552800.00        | $7841764.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $9259400.00        | $9613658.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $119701000.00      | $126382092.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $197500.00         | $203277.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $3101600.00        | $3079594.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $2253400.00        | $2252877.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $24800.00          | $25314.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $19254500.00       | $20097008.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $97167700.00       | $98837891.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $10000000.00       | $10183920.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $5180900.00        | $5334749.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $9759000.00        | $10145563.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $105800.00         | $107715.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1525800.00        | $1552089.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $51963300.00       | $52858627.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $8544600.00        | $8768063.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $8988200.00        | $8872350.79        | U.S. Treasuries (including strips) |

### Security 685: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6Y8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19B6Y8
- **C.18 - Value (incl. sponsor support):** $1956000000.00
- **C.18.a - Value (excl. sponsor support):** $1956000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CQBM7117   | 2045-09-01      | 4.0000%  | 0.0000% | $8320508.00        | $5956793.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBN6701   | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.88             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBO4421   | 2050-12-01      | 2.5000%  | 0.0000% | $500000.00         | $257623.27         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBP5140   | 2050-04-01      | 4.0000%  | 0.0000% | $1283791.00        | $617338.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP8713   | 2050-08-01      | 3.0000%  | 0.0000% | $461000.00         | $188104.72         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ1528   | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $44590.96          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $16385096.00       | $9316385.06        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6335   | 2050-11-01      | 2.5000%  | 0.0000% | $531062.00         | $296491.38         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBQ8118   | 2036-06-01      | 1.5000%  | 0.0000% | $500000.00         | $262223.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0948   | 2051-04-01      | 2.0000%  | 0.0000% | $15004.00          | $9128.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR1001   | 2051-05-01      | 2.5000%  | 0.0000% | $87000.00          | $51534.52          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBR2303   | 2051-08-01      | 3.0000%  | 0.0000% | $100000.00         | $62567.29          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR2822   | 2050-12-01      | 2.0000%  | 0.0000% | $20740726.00       | $11721813.40       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4753   | 2051-03-01      | 2.0000%  | 0.0000% | $16000.00          | $9174.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR8518   | 2051-04-01      | 2.0000%  | 0.0000% | $94000.00          | $48361.35          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3270   | 2051-08-01      | 2.5000%  | 0.0000% | $93002.00          | $53939.13          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3244   | 2051-07-01      | 2.5000%  | 0.0000% | $88000.00          | $53619.33          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3303   | 2051-08-01      | 2.5000%  | 0.0000% | $195000.00         | $112321.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT3290   | 2051-08-01      | 2.5000%  | 0.0000% | $93000.00          | $56033.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $513024.00         | $298671.50         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT6838   | 2051-10-01      | 3.0000%  | 0.0000% | $953654.00         | $595050.60         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBT8093   | 2053-03-01      | 6.5000%  | 0.0000% | $1482448.00        | $997083.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU0720   | 2051-10-01      | 2.0000%  | 0.0000% | $703000.00         | $448613.89         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $398000.00         | $234943.61         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU1408   | 2052-01-01      | 3.5000%  | 0.0000% | $423502.00         | $278008.48         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU1421   | 2052-01-01      | 3.0000%  | 0.0000% | $100000.00         | $68182.48          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU3625   | 2051-12-01      | 2.5000%  | 0.0000% | $635000.00         | $398365.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4222   | 2053-10-01      | 5.5000%  | 0.0000% | $11823760.00       | $10493522.03       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $272638.00         | $253046.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5317   | 2054-12-01      | 5.0000%  | 0.0000% | $3825360.00        | $3727321.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4852   | 2054-08-01      | 6.0000%  | 0.0000% | $5876.00           | $5448.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5158   | 2054-10-01      | 6.0000%  | 0.0000% | $6053.00           | $5815.83           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU5890   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $569.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU6891   | 2052-03-01      | 2.5000%  | 0.0000% | $15000.00          | $9754.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU8670   | 2052-05-01      | 4.5000%  | 0.0000% | $493000.00         | $314542.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8845   | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $10948.32          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV2615   | 2052-07-01      | 4.5000%  | 0.0000% | $9000.00           | $6184.35           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3042   | 2052-02-01      | 2.5000%  | 0.0000% | $17001.00          | $11302.84          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3089   | 2052-02-01      | 2.5000%  | 0.0000% | $89000.00          | $54174.37          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV3362   | 2052-03-01      | 3.5000%  | 0.0000% | $61841.00          | $46041.76          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV5373   | 2052-04-01      | 2.5000%  | 0.0000% | $93000.00          | $60723.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBV9862   | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $602.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9909   | 2052-06-01      | 4.5000%  | 0.0000% | $10000.00          | $6164.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $17000.00          | $13003.05          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $18000.00          | $13259.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1447   | 2052-06-01      | 5.0000%  | 0.0000% | $11923446.00       | $7672395.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2293   | 2052-08-01      | 5.0000%  | 0.0000% | $17000.00          | $15849.27          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW5298   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $846.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBW4979   | 2038-02-01      | 4.0000%  | 0.0000% | $8000.00           | $6076.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW7471   | 2052-11-01      | 4.5000%  | 0.0000% | $4836548.00        | $3877813.11        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $774.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $236218.00         | $193282.32         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9766   | 2053-06-01      | 5.0000%  | 0.0000% | $772160.00         | $637608.80         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBX3786   | 2053-01-01      | 4.5000%  | 0.0000% | $1373243.00        | $1265454.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX4200   | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1527.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $17000.00          | $14985.33          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6797   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $711.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7636   | 2053-06-01      | 6.0000%  | 0.0000% | $6600233.00        | $5974826.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9041   | 2053-04-01      | 5.0000%  | 0.0000% | $566340.00         | $492831.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0568   | 2053-05-01      | 6.0000%  | 0.0000% | $499652.00         | $389784.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1782   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $659.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY2148   | 2053-06-01      | 6.0000%  | 0.0000% | $1379376.00        | $1015641.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY3035   | 2053-05-01      | 4.5000%  | 0.0000% | $1118215.00        | $869632.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $17000.00          | $13980.78          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY5118   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $933.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6785   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $856.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8318   | 2053-08-01      | 6.0000%  | 0.0000% | $13972421.00       | $11373342.07       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8357   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $814.28            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY8658   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $781.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9344   | 2053-08-01      | 6.0000%  | 0.0000% | $6158280.00        | $4732272.99        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY9470   | 2053-09-01      | 7.0000%  | 0.0000% | $1155657.00        | $996859.93         | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CLBY9934   | 2053-12-01      | 8.0000%  | 0.0000% | $448380.00         | $403367.72         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $228.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1691   | 2048-05-01      | 4.0000%  | 0.0000% | $32006.00          | $6937.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0997   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $222.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1056   | 2048-01-01      | 4.0000%  | 0.0000% | $17410.00          | $1801.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2632   | 2048-11-01      | 4.0000%  | 0.0000% | $440035.00         | $99995.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2934   | 2049-01-01      | 4.0000%  | 0.0000% | $1035.00           | $280.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $258.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5318   | 2050-03-01      | 3.5000%  | 0.0000% | $1113216.00        | $462854.62         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKCA4613   | 2049-11-01      | 3.5000%  | 0.0000% | $1910000.00        | $109840.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $28390784.00       | $10660692.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5536   | 2050-04-01      | 3.0000%  | 0.0000% | $1401536.00        | $601207.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8045   | 2050-12-01      | 2.5000%  | 0.0000% | $410000.00         | $205076.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9380   | 2051-03-01      | 2.0000%  | 0.0000% | $5908558.00        | $3421884.89        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0439   | 2051-05-01      | 2.5000%  | 0.0000% | $1784.00           | $796.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $2302336.00        | $1401976.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2684   | 2052-01-01      | 3.5000%  | 0.0000% | $50000.00          | $29307.02          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2316   | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $656.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3103   | 2052-03-01      | 2.5000%  | 0.0000% | $60000.00          | $39703.72          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $690.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3361   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $720.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3426   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $704.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3630   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $766.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3833   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $725.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4555   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $818.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $760.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5664   | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $829.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $754.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6087   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $809.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6335   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $835.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6455   | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $838.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $773.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $2039.00           | $1672.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $859.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6862   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $872.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6905   | 2053-08-01      | 5.0000%  | 0.0000% | $3000.00           | $2631.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6892   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $881.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $3558266.00        | $3232931.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $32853888.00       | $28228165.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8486   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $965.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8670   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9783   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $949.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $98341.00          | $77691.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $5606037.00        | $5429019.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $7414856.00        | $7076394.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9449   | 2054-11-01      | 4.5000%  | 0.0000% | $7000.00           | $6492.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0455   | 2054-05-01      | 6.5000%  | 0.0000% | $607573.00         | $601481.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0644   | 2055-02-01      | 5.5000%  | 0.0000% | $365456.00         | $361827.27         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024   | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $839.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1114   | 2054-05-01      | 4.5000%  | 0.0000% | $15122419.00       | $14202973.22       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1176   | 2050-02-01      | 3.0000%  | 0.0000% | $19926628.00       | $17392972.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1467   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $993.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1978   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2133   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $1000.00           | $365.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1035   | 2034-05-01      | 4.0000%  | 0.0000% | $5959000.00        | $900126.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1626   | 2048-11-01      | 4.0000%  | 0.0000% | $263149.00         | $26436.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2674   | 2050-03-01      | 4.0000%  | 0.0000% | $96074.00          | $22049.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3268   | 2050-03-01      | 3.5000%  | 0.0000% | $2998000.00        | $759497.88         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3664   | 2049-03-01      | 4.0000%  | 0.0000% | $1458722.00        | $227397.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM4250   | 2050-09-01      | 2.0000%  | 0.0000% | $19988720.00       | $9651420.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5296   | 2049-01-01      | 4.0000%  | 0.0000% | $694713.00         | $258568.23         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5537   | 2036-01-01      | 2.0000%  | 0.0000% | $165954.00         | $84012.03          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5770   | 2049-06-01      | 4.0000%  | 0.0000% | $2388988.00        | $726584.92         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6418   | 2051-03-01      | 2.0000%  | 0.0000% | $5000.00           | $2849.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877   | 2036-03-01      | 3.5000%  | 0.0000% | $132976.00         | $53492.95          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7910   | 2051-07-01      | 2.5000%  | 0.0000% | $107000.00         | $65107.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8479   | 2051-08-01      | 3.0000%  | 0.0000% | $9000.00           | $5630.41           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFM8629   | 2051-09-01      | 1.5000%  | 0.0000% | $438229.00         | $262847.55         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8864   | 2051-10-01      | 2.5000%  | 0.0000% | $21000.00          | $12268.25          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9879   | 2051-12-01      | 3.5000%  | 0.0000% | $625050.00         | $395007.82         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9134   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $573.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFM9185   | 2041-10-01      | 2.0000%  | 0.0000% | $400000.00         | $254637.88         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9411   | 2051-11-01      | 2.0000%  | 0.0000% | $155000.00         | $95891.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA6416 M       | 2036-10-20      | 6.5000%  | 0.0000% | $192487.00         | $34323.39          | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2164160.00        | $599611.35         | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $1024.00           | $286.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $186581.00         | $55007.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $2560.00           | $1823.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3134115.00        | $2252925.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $99947496.00       | $73811366.25       | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M       | 2052-05-20      | 2.5000%  | 0.0000% | $31741760.00       | $20797499.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $76413723.00       | $56603106.17       | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $40495734.00       | $21066550.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $10564.00          | $4857.15           | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $85529.00          | $39324.76          | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $39950593.00       | $19866713.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA7374 M       | 2038-06-20      | 6.0000%  | 0.0000% | $75000.00          | $27138.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M       | 2051-06-20      | 3.0000%  | 0.0000% | $49999783.00       | $25731873.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $33709307.00       | $19507542.76       | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $616753.00         | $372372.61         | Agency Mortgage-Backed Securities         |
| GNII SF MA7594 M       | 2049-02-20      | 5.0000%  | 0.0000% | $153000.00         | $67941.29          | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $600.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $1144869.00        | $715233.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA7769 M       | 2051-12-20      | 3.5000%  | 0.0000% | $389000.00         | $258191.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $19891517.00       | $13698401.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $108603260.00      | $88081266.37       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $11637085.00       | $8867140.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1788   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $928.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0943   | 2054-02-01      | 6.0000%  | 0.0000% | $2528.00           | $2107.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1646   | 2055-01-01      | 6.5000%  | 0.0000% | $4987.00           | $5174.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2501   | 2055-02-01      | 6.0000%  | 0.0000% | $6017407.00        | $6125242.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD2974   | 2055-02-01      | 5.0000%  | 0.0000% | $1549589.00        | $1523639.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4933   | 2055-04-01      | 5.5000%  | 0.0000% | $8474419.00        | $8028799.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7394   | 2055-04-01      | 5.5000%  | 0.0000% | $6690388.00        | $6697276.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8531   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9817   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9290   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0305   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0474   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0957   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $408000.00         | $66210.14          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $3000.00           | $708.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD4377   | 2046-09-01      | 3.5000%  | 0.0000% | $10149497.00       | $2163595.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH2620   | 2047-08-01      | 3.5000%  | 0.0000% | $324033457.00      | $50197169.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH6738   | 2047-08-01      | 3.5000%  | 0.0000% | $465000.00         | $71848.79          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ0650   | 2048-03-01      | 3.5000%  | 0.0000% | $1902.00           | $296.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1578   | 2045-02-01      | 3.5000%  | 0.0000% | $344260.00         | $73443.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM4493   | 2047-07-01      | 5.0000%  | 0.0000% | $127000.00         | $32543.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM4136   | 2032-02-01      | 3.0000%  | 0.0000% | $550000.00         | $79333.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM4291   | 2039-06-01      | 5.0000%  | 0.0000% | $843563.00         | $262278.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM4645   | 2038-10-01      | 3.0000%  | 0.0000% | $1295992.00        | $216221.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4751   | 2043-03-01      | 3.5000%  | 0.0000% | $996000.00         | $277374.25         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4658   | 2031-04-01      | 4.0000%  | 0.0000% | $1000.00           | $33.65             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $1164.00           | $8.60              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDA0453   | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1669.67           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA1712   | 2053-10-01      | 7.0000%  | 0.0000% | $1000.00           | $914.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA2597   | 2053-09-01      | 5.5000%  | 0.0000% | $1064747.00        | $1052539.56        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3671   | 2053-10-01      | 7.5000%  | 0.0000% | $1515522.00        | $865566.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB0505   | 2054-07-01      | 6.5000%  | 0.0000% | $1009063.00        | $1040790.09        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB0508   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2404   | 2054-07-01      | 5.5000%  | 0.0000% | $1163808.00        | $947716.36         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4842   | 2054-11-01      | 6.0000%  | 0.0000% | $1125692.00        | $1151600.39        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6062   | 2054-06-01      | 7.0000%  | 0.0000% | $1324146.00        | $1092329.25        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6488   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6539   | 2054-08-01      | 5.5000%  | 0.0000% | $431612.00         | $427373.57         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7506   | 2054-07-01      | 7.0000%  | 0.0000% | $1210426.00        | $1014473.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7878   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.76           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB9369   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.64           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC0592   | 2054-09-01      | 7.0000%  | 0.0000% | $1185347.00        | $737019.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0644   | 2054-10-01      | 5.5000%  | 0.0000% | $327784.00         | $327699.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1186   | 2054-10-01      | 6.5000%  | 0.0000% | $1652850.00        | $1718063.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2047   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.91            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDC4022   | 2054-10-01      | 7.5000%  | 0.0000% | $1563161.00        | $1471333.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5573   | 2054-11-01      | 5.5000%  | 0.0000% | $1460127.00        | $1455030.58        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7478   | 2054-12-01      | 5.5000%  | 0.0000% | $1894250.00        | $1910574.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8769   | 2055-01-01      | 5.0000%  | 0.0000% | $1872631.00        | $1687499.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDC9194   | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $911.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9420   | 2055-02-01      | 5.5000%  | 0.0000% | $1779408.00        | $1795481.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC9567   | 2055-01-01      | 5.0000%  | 0.0000% | $2395030.00        | $2079200.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9680   | 2054-12-01      | 5.5000%  | 0.0000% | $7780501.00        | $7687985.86        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9729   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1641   | 2055-01-01      | 5.0000%  | 0.0000% | $1225169.00        | $1198291.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $2008.00           | $1829.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1511   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1843   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.32           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $952132.00         | $859366.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3093   | 2054-12-01      | 6.0000%  | 0.0000% | $1008.00           | $992.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4419   | 2055-01-01      | 5.0000%  | 0.0000% | $2424140.00        | $2383304.82        | Agency Mortgage-Backed Securities         |
| GNMI SF 778690 X       | 2041-12-15      | 3.5000%  | 0.0000% | $22356.00          | $736.85            | Agency Mortgage-Backed Securities         |
| GNMI SF 779398 X       | 2042-06-15      | 3.5000%  | 0.0000% | $19948.00          | $980.43            | Agency Mortgage-Backed Securities         |
| GNMI SF AA6401 X       | 2043-05-15      | 3.0000%  | 0.0000% | $5887.00           | $992.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA1762 M       | 2044-02-20      | 4.5000%  | 0.0000% | $1000.00           | $71.10             | Agency Mortgage-Backed Securities         |
| GNII SF MA1374 M       | 2043-10-20      | 3.0000%  | 0.0000% | $3494016.00        | $486725.55         | Agency Mortgage-Backed Securities         |
| GNII SF MA2074 M       | 2044-07-20      | 4.0000%  | 0.0000% | $2443.00           | $157.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $68362521.00       | $4629577.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA2935 M       | 2030-06-20      | 3.0000%  | 0.0000% | $1001.00           | $65.42             | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $222709.00         | $15832.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $99.33             | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $202000.00         | $17688.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $94963328.00       | $9783142.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $64918637.00       | $7142710.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA6154 M       | 2049-09-20      | 3.5000%  | 0.0000% | $525946.00         | $62188.24          | Agency Mortgage-Backed Securities         |
| GNII SF MA7107 M       | 2036-01-20      | 2.5000%  | 0.0000% | $32000.00          | $12751.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $4031192.00        | $1534551.45        | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $1024.00           | $745.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $21825216.00       | $16790119.30       | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $111491908.00      | $86883014.60       | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1056.00           | $773.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M       | 2052-09-20      | 6.5000%  | 0.0000% | $1000.00           | $531.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1683540.00        | $1313386.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $199956.00         | $161114.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1040.00           | $821.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2783932.00        | $1707310.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $45069040.00       | $36196291.59       | Agency Mortgage-Backed Securities         |
| GNII SF MA8724 M       | 2053-03-20      | 4.5000%  | 0.0000% | $1606086.00        | $1313904.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $2585369.00        | $1997074.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $2300.00           | $1689.33           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $41624811.00       | $36098401.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $19974720.00       | $13866911.35       | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $23022684.00       | $20962486.32       | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $12247051.00       | $8518993.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $41894400.00       | $37860960.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $35703040.00       | $32395600.23       | Agency Mortgage-Backed Securities         |
| GNCL CL CN7591         | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $956.10            | Agency Mortgage-Backed Securities         |
| GNPL PN CO1751         | 2058-04-15      | 4.9000%  | 0.0000% | $9126737.00        | $8978139.94        | Agency Mortgage-Backed Securities         |
| GNCL CL CP2692         | 2066-12-15      | 5.4500%  | 0.0000% | $825113.00         | $842745.89         | Agency Mortgage-Backed Securities         |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $9002.00           | $1751.70           | Agency Mortgage-Backed Securities         |
| GNII SF BW7380 C       | 2050-07-20      | 4.5000%  | 0.0000% | $1000.00           | $318.70            | Agency Mortgage-Backed Securities         |
| GNPL PN CF1030         | 2058-01-15      | 5.3800%  | 0.0000% | $1000.00           | $1009.10           | Agency Mortgage-Backed Securities         |
| GNII SF AD1584 C       | 2043-01-20      | 3.0000%  | 0.0000% | $9000.00           | $1070.38           | Agency Mortgage-Backed Securities         |
| GNPL PN CS6546         | 2058-08-15      | 5.6000%  | 0.0000% | $326300.00         | $336263.42         | Agency Mortgage-Backed Securities         |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1713.00           | $1709.28           | Agency Mortgage-Backed Securities         |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $8000.00           | $8416.63           | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C       | 2054-02-20      | 5.5000%  | 0.0000% | $1141537.00        | $772837.61         | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $8000.00           | $8289.49           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8502         | 2060-03-15      | 5.7200%  | 0.0000% | $6326000.00        | $6669952.61        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8504         | 2060-05-15      | 5.9500%  | 0.0000% | $4561088.00        | $4887249.04        | Agency Mortgage-Backed Securities         |
| GNCL CL DB6877         | 2064-05-15      | 6.0100%  | 0.0000% | $64203.00          | $66352.73          | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $1006.00           | $1087.09           | Agency Mortgage-Backed Securities         |
| GNII SF DF5067 C       | 2055-01-20      | 6.5000%  | 0.0000% | $7992.00           | $8373.59           | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $6852.00           | $6745.76           | Agency Mortgage-Backed Securities         |
| GNII SF DF8111 C       | 2054-11-20      | 5.5000%  | 0.0000% | $74114.00          | $74477.47          | Agency Mortgage-Backed Securities         |
| GNII SF DF8839 C       | 2055-01-20      | 5.5000%  | 0.0000% | $6358748.00        | $6388602.47        | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $7962.00           | $7616.10           | Agency Mortgage-Backed Securities         |
| GNII SF DG6548 C       | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $930.51            | Agency Mortgage-Backed Securities         |
| GNII SF DG7696 C       | 2055-01-20      | 5.0000%  | 0.0000% | $2664788.00        | $2613524.64        | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $8991.00           | $8875.52           | Agency Mortgage-Backed Securities         |
| GNII SF DJ6207 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.39           | Agency Mortgage-Backed Securities         |
| GNII SF DJ8915 C       | 2055-05-20      | 5.5000%  | 0.0000% | $3131660.00        | $3159834.68        | Agency Mortgage-Backed Securities         |
| GNII SF DK1618 C       | 2055-05-20      | 5.5000%  | 0.0000% | $6190230.00        | $6198604.49        | Agency Mortgage-Backed Securities         |
| GNII SF DK1980 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2839600.00        | $2920833.38        | Agency Mortgage-Backed Securities         |
| GNII SF DK5320 C       | 2055-06-20      | 6.5000%  | 0.0000% | $501028.00         | $526631.09         | Agency Mortgage-Backed Securities         |
| GNPL PN DK6737         | 2060-06-15      | 5.8400%  | 0.0000% | $30097.00          | $31905.24          | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $983.99            | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $365504.00         | $359622.92         | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $6128447.00        | $6061030.80        | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $1405034.00        | $1372619.62        | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $48621010.00       | $48761858.95       | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1000.00           | $869.46            | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $47647035.00       | $1054906.75        | Agency Mortgage-Backed Securities         |
| GNII SP 783457 M       | 2041-09-20      | 4.5000%  | 0.0000% | $18507516.00       | $835667.39         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1275   | 2051-11-01      | 2.5000%  | 0.0000% | $9000.00           | $5561.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1380   | 2052-04-01      | 3.5000%  | 0.0000% | $365000.00         | $235375.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1443   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $703.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1425   | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $367739.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1458   | 2050-03-01      | 3.5000%  | 0.0000% | $571000.00         | $334007.20         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $661.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1928   | 2051-07-01      | 2.5000%  | 0.0000% | $160000.00         | $103742.79         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043   | 2052-04-01      | 2.5000%  | 0.0000% | $135000.00         | $89395.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2122   | 2052-03-01      | 3.0000%  | 0.0000% | $143000.00         | $98498.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2157   | 2052-06-01      | 4.5000%  | 0.0000% | $545002.00         | $394346.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2295   | 2052-03-01      | 3.5000%  | 0.0000% | $95552.00          | $62505.05          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS2296   | 2052-01-01      | 3.5000%  | 0.0000% | $544002.00         | $361968.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFS2401   | 2035-03-01      | 4.0000%  | 0.0000% | $1758000.00        | $125235.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $197000.00         | $136953.18         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2561   | 2052-08-01      | 5.0000%  | 0.0000% | $350000.00         | $263299.85         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3549   | 2052-01-01      | 2.5000%  | 0.0000% | $72846.00          | $52704.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3575   | 2052-09-01      | 4.5000%  | 0.0000% | $7500.00           | $5810.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS2857   | 2050-04-01      | 5.5000%  | 0.0000% | $108173.00         | $73587.43          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2847   | 2052-08-01      | 4.0000%  | 0.0000% | $50000.00          | $34277.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS2920   | 2036-07-01      | 3.0000%  | 0.0000% | $245999.00         | $146968.56         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS3009   | 2042-05-01      | 2.0000%  | 0.0000% | $100000.00         | $69343.64          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3043   | 2052-10-01      | 4.5000%  | 0.0000% | $38300.00          | $29902.45          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3083   | 2052-09-01      | 4.0000%  | 0.0000% | $80360.00          | $62019.45          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $30107.00          | $586.49            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01777 G   | 2035-02-01      | 6.0000%  | 0.0000% | $5286.00           | $51.82             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1000.00           | $23.78             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $4656.00           | $179.50            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $1493.00           | $26.14             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0794   | 2048-10-01      | 4.5000%  | 0.0000% | $1697000.00        | $372032.56         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0661   | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $615.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0257   | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $503.47            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1554   | 2052-09-01      | 4.5000%  | 0.0000% | $1090.00           | $849.13            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284   | 2052-12-01      | 6.0000%  | 0.0000% | $198000.00         | $155054.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2063.00           | $1604.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $400084.00         | $349893.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5134   | 2052-06-01      | 4.0000%  | 0.0000% | $192709.00         | $161075.39         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6023   | 2054-07-01      | 6.5000%  | 0.0000% | $7525218.00        | $7050931.62        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $7507733.00        | $797177.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $5410.00           | $815.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $83953.00          | $15288.72          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090   | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $482.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $3429.00           | $3314.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1100036.00        | $205766.40         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $38949440.00       | $14762219.61       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $546.50            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8200   | 2052-03-01      | 2.5000%  | 0.0000% | $78899.00          | $52765.47          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8211   | 2052-05-01      | 2.0000%  | 0.0000% | $1000.00           | $671.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $828.59            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $15258752.00       | $12899550.57       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $24000.00          | $20434.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $646343.00         | $538288.24         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3167   | 2051-11-01      | 3.0000%  | 0.0000% | $1836165.00        | $1256699.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3331   | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $81488.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3360   | 2052-12-01      | 5.5000%  | 0.0000% | $52000.00          | $40475.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3439   | 2052-12-01      | 5.5000%  | 0.0000% | $80230.00          | $64451.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4483   | 2053-04-01      | 5.0000%  | 0.0000% | $265000.00         | $230727.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621   | 2051-11-01      | 2.5000%  | 0.0000% | $50225.00          | $34946.76          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3698   | 2052-11-01      | 5.5000%  | 0.0000% | $160000.00         | $117431.18         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3832   | 2053-01-01      | 6.0000%  | 0.0000% | $12000.00          | $8818.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925   | 2053-03-01      | 5.5000%  | 0.0000% | $70000.00          | $59806.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $206441.00         | $167680.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3994   | 2053-02-01      | 6.0000%  | 0.0000% | $344350.00         | $270440.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $900.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4132   | 2053-03-01      | 6.0000%  | 0.0000% | $100000.00         | $87916.97          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4283   | 2052-03-01      | 2.5000%  | 0.0000% | $11000.00          | $7707.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4524   | 2053-05-01      | 5.0000%  | 0.0000% | $700000.00         | $613183.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4531   | 2052-11-01      | 5.5000%  | 0.0000% | $82000.00          | $62424.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $1384877.00        | $1227966.29        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4573   | 2053-05-01      | 6.0000%  | 0.0000% | $100000.00         | $84450.80          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4683   | 2053-06-01      | 5.0000%  | 0.0000% | $923704.00         | $776157.38         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4748   | 2052-08-01      | 3.5000%  | 0.0000% | $163000.00         | $130809.83         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4758   | 2036-01-01      | 2.5000%  | 0.0000% | $766000.00         | $487332.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4834   | 2053-02-01      | 6.5000%  | 0.0000% | $385845.00         | $274883.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4842   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $827.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5071   | 2052-11-01      | 5.5000%  | 0.0000% | $7529258.00        | $5578015.79        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5086   | 2053-04-01      | 4.0000%  | 0.0000% | $323595.00         | $247668.33         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5219   | 2053-07-01      | 5.5000%  | 0.0000% | $8192.00           | $7176.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6206   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $912.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6298   | 2053-11-01      | 5.5000%  | 0.0000% | $8192.00           | $7105.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5544   | 2053-02-01      | 4.5000%  | 0.0000% | $85000.00          | $67652.49          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5600   | 2052-06-01      | 2.5000%  | 0.0000% | $8000.00           | $5696.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5654   | 2053-08-01      | 5.0000%  | 0.0000% | $2910.00           | $2565.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5676   | 2052-12-01      | 5.0000%  | 0.0000% | $216000.00         | $190870.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5832   | 2053-10-01      | 6.0000%  | 0.0000% | $193000.00         | $163979.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5848   | 2051-12-01      | 2.5000%  | 0.0000% | $105000.00         | $77192.35          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5894   | 2053-10-01      | 6.0000%  | 0.0000% | $1253616.00        | $1006650.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6037   | 2053-07-01      | 2.5000%  | 0.0000% | $719771.00         | $541012.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7082   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $813.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7131   | 2054-02-01      | 5.0000%  | 0.0000% | $16067.00          | $14388.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $786.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $816.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6347   | 2053-11-01      | 6.5000%  | 0.0000% | $853528.00         | $694250.28         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6404   | 2053-07-01      | 4.0000%  | 0.0000% | $65001.00          | $51463.74          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6451   | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $85270.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6597   | 2052-08-01      | 3.5000%  | 0.0000% | $1012.00           | $846.24            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6674   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $761.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6697   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $748.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6832   | 2053-11-01      | 5.0000%  | 0.0000% | $497699.00         | $452659.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6871   | 2054-01-01      | 6.5000%  | 0.0000% | $1698875.00        | $1426271.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8015   | 2053-07-01      | 6.0000%  | 0.0000% | $8000.00           | $7149.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8063   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $926.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS7290   | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $852.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7405   | 2054-03-01      | 5.5000%  | 0.0000% | $19000.00          | $17327.71          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7849   | 2052-05-01      | 2.5000%  | 0.0000% | $700000.00         | $531499.94         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $775.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7909   | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $915.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8108   | 2052-01-01      | 2.5000%  | 0.0000% | $165000.00         | $127628.10         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS8159   | 2037-07-01      | 2.5000%  | 0.0000% | $873000.00         | $688278.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $954.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8488   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $810.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8634   | 2054-03-01      | 5.0000%  | 0.0000% | $1008.00           | $880.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8661   | 2054-08-01      | 5.5000%  | 0.0000% | $1463504.00        | $1374624.52        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $1008.00           | $895.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9844   | 2054-03-01      | 6.5000%  | 0.0000% | $1008.00           | $944.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9868   | 2051-12-01      | 4.0000%  | 0.0000% | $14061511.00       | $12874262.17       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9881   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1797.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9049   | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $750.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS9174   | 2052-08-01      | 3.0000%  | 0.0000% | $3790605.00        | $3135137.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9176   | 2053-10-01      | 6.5000%  | 0.0000% | $32338.00          | $29875.70          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9324   | 2052-09-01      | 3.5000%  | 0.0000% | $3078520.00        | $2664848.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439   | 2054-11-01      | 3.5000%  | 0.0000% | $52981.00          | $45902.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497   | 2044-10-01      | 5.5000%  | 0.0000% | $1008.00           | $942.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9715   | 2054-11-01      | 5.5000%  | 0.0000% | $2766336.00        | $2722025.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0000   | 2055-02-01      | 6.0000%  | 0.0000% | $1008.00           | $990.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $2328.00           | $2324.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0391   | 2055-05-01      | 5.5000%  | 0.0000% | $2067.00           | $2091.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $16827889.00       | $16889077.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564   | 2055-06-01      | 5.5000%  | 0.0000% | $1481836.00        | $1500114.67        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTAB7673   | 2033-01-01      | 2.5000%  | 0.0000% | $1000.00           | $145.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB9672   | 2043-06-01      | 3.5000%  | 0.0000% | $1022.00           | $116.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA0898   | 2041-10-01      | 4.5000%  | 0.0000% | $1000000.00        | $54556.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA0738   | 2041-04-01      | 4.5000%  | 0.0000% | $8504695.00        | $33826.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1177   | 2042-08-01      | 3.5000%  | 0.0000% | $1007.00           | $123.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQMA1372   | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $148.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWMA1554   | 2028-08-01      | 3.0000%  | 0.0000% | $1541995.00        | $93698.97          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA2366   | 2035-08-01      | 4.0000%  | 0.0000% | $7074040.00        | $977655.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $3006.00           | $240.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2773   | 2036-10-01      | 3.0000%  | 0.0000% | $5900000.00        | $975496.16         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3048   | 2027-06-01      | 2.5000%  | 0.0000% | $2490000.00        | $117464.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3079   | 2027-07-01      | 2.5000%  | 0.0000% | $2487000.00        | $103551.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3151   | 2037-10-01      | 3.0000%  | 0.0000% | $2269000.00        | $317072.28         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $1176000.00        | $156068.32         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $130.52            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $612.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $500983.00         | $310534.96         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465   | 2051-11-01      | 2.0000%  | 0.0000% | $20231.00          | $12924.76          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $603.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA3725   | 2049-07-01      | 3.5000%  | 0.0000% | $1282990.00        | $47730.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4031   | 2050-05-01      | 4.5000%  | 0.0000% | $5545301.00        | $1036333.04        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325   | 2051-05-01      | 2.0000%  | 0.0000% | $390136.00         | $232058.43         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564   | 2052-03-01      | 3.0000%  | 0.0000% | $9000.00           | $6062.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $734.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4597   | 2052-05-01      | 2.0000%  | 0.0000% | $2917615.00        | $1943556.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4628   | 2037-06-01      | 2.5000%  | 0.0000% | $39081.00          | $25987.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $164400.00         | $125827.76         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $1039786.00        | $831235.20         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5236   | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $847.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $912.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $34000.00          | $31691.65          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5469   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $941.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5590   | 2040-01-01      | 5.0000%  | 0.0000% | $2963040.00        | $2717320.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5697   | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $921.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5758   | 2055-06-01      | 4.5000%  | 0.0000% | $1002.00           | $960.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0933   | 2040-04-01      | 5.5000%  | 0.0000% | $1017.00           | $60.18             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2178   | 2054-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2963.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2415   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $962.32            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX4670   | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4902   | 2055-02-01      | 5.5000%  | 0.0000% | $1489037.00        | $1489808.84        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5545   | 2055-02-01      | 6.0000%  | 0.0000% | $82263.00          | $83753.31          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQX5707   | 2055-02-01      | 7.5000%  | 0.0000% | $1071446.00        | $968759.14         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6746   | 2055-02-01      | 6.0000%  | 0.0000% | $98000.00          | $99695.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6838   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.73           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX8007   | 2055-03-01      | 7.0000%  | 0.0000% | $395000.00         | $389385.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8061   | 2055-03-01      | 5.5000%  | 0.0000% | $1117802.00        | $1129127.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8680   | 2055-03-01      | 6.0000%  | 0.0000% | $172432.00         | $176987.11         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8715   | 2055-03-01      | 5.5000%  | 0.0000% | $1881229.00        | $1889766.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8725   | 2055-03-01      | 6.5000%  | 0.0000% | $1003.00           | $1043.11           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9006   | 2055-03-01      | 6.0000%  | 0.0000% | $1656534.00        | $1653928.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9145   | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9631   | 2055-04-01      | 5.5000%  | 0.0000% | $1313216.00        | $1312533.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0176   | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1029.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0261   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1530   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2580   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2593   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2307   | 2055-05-01      | 6.0000%  | 0.0000% | $825939.00         | $850369.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2461   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.73           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY3139   | 2055-05-01      | 4.5000%  | 0.0000% | $1024834.00        | $889865.05         | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FC       | 2054-08-20      | 5.3619%  | 0.0000% | $1664400.00        | $1465446.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4519%  | 0.0000% | $35804336.00       | $30512495.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3519%  | 0.0000% | $7850510.00        | $7333364.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4119%  | 0.0000% | $96426949.00       | $75792505.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4019%  | 0.0000% | $14379203.00       | $12323834.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4519%  | 0.0000% | $2050.00           | $1883.04           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.4119%  | 0.0000% | $92040.00          | $89136.43          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 FY       | 2055-02-20      | 5.4519%  | 0.0000% | $8377488.00        | $8378468.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6019%  | 0.0000% | $41387300.00       | $41284240.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7019%  | 0.0000% | $32844700.00       | $32845597.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7019%  | 0.0000% | $32436434.00       | $32454325.76       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM9452   | 2051-11-01      | 2.0000%  | 0.0000% | $57778.00          | $36462.43          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9658   | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $575.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9973   | 2051-08-01      | 3.0000%  | 0.0000% | $7602383.00        | $4813217.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $567294.00         | $355021.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0037   | 2051-08-01      | 3.0000%  | 0.0000% | $35000.00          | $18620.55          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0117   | 2052-01-01      | 2.0000%  | 0.0000% | $15000.00          | $9369.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0349   | 2052-01-01      | 2.0000%  | 0.0000% | $200000.00         | $127092.35         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0366   | 2052-01-01      | 2.5000%  | 0.0000% | $200000.00         | $124768.72         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0483   | 2052-01-01      | 3.5000%  | 0.0000% | $203000.00         | $146398.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $501000.00         | $299198.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $46001.00          | $31087.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0645   | 2052-02-01      | 3.0000%  | 0.0000% | $247000.00         | $165212.28         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0729   | 2052-02-01      | 3.5000%  | 0.0000% | $92037.00          | $69705.00          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS0754   | 2037-02-01      | 2.0000%  | 0.0000% | $127644.00         | $75778.92          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1097   | 2052-04-01      | 3.0000%  | 0.0000% | $54000.00          | $39157.58          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $171500.00         | $87478.57          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $654.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1207   | 2052-03-01      | 3.5000%  | 0.0000% | $400000.00         | $268282.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1236   | 2051-12-01      | 3.5000%  | 0.0000% | $6650000.00        | $4427288.99        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1252   | 2052-04-01      | 3.5000%  | 0.0000% | $60730.00          | $42340.78          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $13686600.00       | $2399861.40        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $5243099.00        | $1146045.42        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $11830499.00       | $1921970.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA0140   | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $188.08            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA8776   | 2050-04-01      | 4.0000%  | 0.0000% | $27514323.00       | $6705003.05        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $1128704.00        | $572571.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $16464601.00       | $12671591.80       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $837.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3725   | 2052-11-01      | 5.0000%  | 0.0000% | $55000.00          | $46296.06          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $6922951.00        | $5878829.98        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH1467   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $560.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2611   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $912.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5263   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $832.84            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.24            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7578   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $740.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ5258   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.01            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5041   | 2051-04-01      | 2.0000%  | 0.0000% | $150000.00         | $87956.13          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5744   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.67            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $5443793.00        | $4255965.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $918.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9058   | 2054-07-01      | 6.0000%  | 0.0000% | $1305540.00        | $1235464.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254828   | 2033-08-01      | 5.0000%  | 0.0000% | $16000000.00       | $108168.91         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6663   | 2039-03-01      | 4.0000%  | 0.0000% | $1000.00           | $129.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9865   | 2047-02-01      | 3.0000%  | 0.0000% | $53844736.00       | $11737346.99       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9918   | 2047-02-01      | 3.5000%  | 0.0000% | $553000.00         | $142282.44         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8358   | 2043-10-01      | 4.0000%  | 0.0000% | $1027.00           | $157.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2134   | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $98.67             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMB0306   | 2055-03-01      | 5.0000%  | 0.0000% | $3476212.00        | $3302338.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR2887   | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $179.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5372   | 2045-07-01      | 3.5000%  | 0.0000% | $2024.00           | $252.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6185   | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $207.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5937   | 2045-10-01      | 3.5000%  | 0.0000% | $1408.00           | $69.78             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8419   | 2046-12-01      | 3.0000%  | 0.0000% | $19191200.00       | $5865112.09        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8422   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $279.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8694   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $165.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAT7738   | 2028-06-01      | 3.0000%  | 0.0000% | $1001.00           | $53.31             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $115.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX5308   | 2042-01-01      | 3.5000%  | 0.0000% | $10394960.00       | $1048662.80        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $165.45            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-05-25      | 5.8552%  | 0.0000% | $1037.00           | $1014.76           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-131 KF       | 2044-09-16      | 4.7262%  | 0.0000% | $54515215.00       | $18441514.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $24653902.00       | $14480753.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $5572870.00        | $3364678.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $8513000.00        | $5139924.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $5541459.00        | $3519432.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $10226000.00       | $6479988.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $25923.00          | $15791.12          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $2433958.00        | $1532829.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $50054000.00       | $32118126.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $16101000.00       | $10747145.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $1465064.00        | $1014852.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3019%  | 0.0000% | $49963600.00       | $42804383.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TF       | 2053-02-20      | 5.2019%  | 0.0000% | $50000000.00       | $29251343.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3019%  | 0.0000% | $26770100.00       | $17896130.38       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD3609   | 2052-04-01      | 2.5000%  | 0.0000% | $10000.00          | $7360.73           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3741   | 2053-09-01      | 6.5000%  | 0.0000% | $191585.00         | $163694.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $9240.00           | $8251.18           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $45600.00          | $34576.18          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $4947400.00        | $5055442.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1000.00           | $740.55            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $200.00            | $122.65            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $262400.00         | $147562.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.38             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.23             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $145.11            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.09             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $92997000.00       | $83945970.91       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $195.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $25400.00          | $24868.46          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $125.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $15693500.00       | $19853083.52       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $1498300.00        | $1460945.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $14432900.00       | $16934672.97       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $496800.00         | $495518.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $25349100.00       | $23546002.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $93.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1000.00           | $925.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $202.56            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $14147600.00       | $14814692.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $33782800.00       | $34706288.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $57491800.00       | $57541077.77       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $153500.00         | $157273.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $500.00            | $501.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $22893700.00       | $23143160.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $75500.00          | $76897.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $3895800.00        | $3959496.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY4052   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1002.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4193   | 2055-06-01      | 5.5000%  | 0.0000% | $3498008.00        | $3507061.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4221   | 2055-05-01      | 5.5000%  | 0.0000% | $1822891.00        | $1832595.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4268   | 2055-06-01      | 6.0000%  | 0.0000% | $956372.00         | $987817.75         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4253   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5373   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4543   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4724   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.67           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4849   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5058   | 2055-06-01      | 6.0000%  | 0.0000% | $24760.00          | $25516.85          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5134   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5251   | 2055-06-01      | 5.5000%  | 0.0000% | $1025.00           | $1030.27           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6214   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6289   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5433   | 2055-06-01      | 6.0000%  | 0.0000% | $357772.00         | $368708.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5676   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5777   | 2055-06-01      | 6.0000%  | 0.0000% | $1004.00           | $1033.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7143   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0783   | 2050-04-01      | 3.5000%  | 0.0000% | $1008.00           | $904.90            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0039   | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $965.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0094   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $987.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $2156944.00        | $2115104.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0240   | 2048-09-01      | 3.0000%  | 0.0000% | $1008.00           | $863.50            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0319   | 2053-10-01      | 3.0000%  | 0.0000% | $1780027.00        | $1492173.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0334   | 2055-02-01      | 5.5000%  | 0.0000% | $295268.00         | $294232.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0376   | 2055-02-01      | 6.0000%  | 0.0000% | $9624448.00        | $9818014.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0360   | 2055-02-01      | 6.0000%  | 0.0000% | $1140362.00        | $1126527.98        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSL1724   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $794.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1207   | 2054-12-01      | 5.0000%  | 0.0000% | $2196772.00        | $2160085.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1531   | 2054-02-01      | 5.0000%  | 0.0000% | $3030848.00        | $2991755.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0835   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $974.82            | Agency Mortgage-Backed Securities         |

### Security 686: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.430000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6Z5, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19B6Z5
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| ALPHABET INC                   CAP STK CL A | 2500-12-31      | N/A      | 0.0000% | $22405.00          | $3999964.65        | Equities   |
| AMAZON COM INC                 COM          | 2500-12-31      | N/A      | 0.0000% | $17913.00          | $3999972.90        | Equities   |
| AMERICAN ELEC PWR CO INC       COM          | 2500-12-31      | N/A      | 0.0000% | $39039.00          | $3999935.94        | Equities   |
| BERKSHIRE HATHAWAY INC DEL     CL A         | 2500-12-31      | N/A      | 0.0000% | $5.00              | $3654699.50        | Equities   |
| BROADCOM INC                   COM          | 2500-12-31      | N/A      | 0.0000% | $14850.00          | $3999847.50        | Equities   |
| CELANESE CORP DEL              COM          | 2500-12-31      | N/A      | 0.0000% | $70459.00          | $3999957.43        | Equities   |
| META PLATFORMS INC             CL A         | 2500-12-31      | N/A      | 0.0000% | $5452.00           | $3999750.76        | Equities   |
| FEDEX CORP                     COM          | 2500-12-31      | N/A      | 0.0000% | $17474.00          | $3999973.34        | Equities   |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 2500-12-31      | N/A      | 0.0000% | $53777.00          | $3999933.26        | Equities   |
| HOWMET AEROSPACE INC           COM          | 2500-12-31      | N/A      | 0.0000% | $14860.00          | $2747614.00        | Equities   |
| JPMORGAN CHASE & CO.           COM          | 2500-12-31      | N/A      | 0.0000% | $13931.00          | $3999729.41        | Equities   |
| L3HARRIS TECHNOLOGIES INC      COM          | 2500-12-31      | N/A      | 0.0000% | $16195.00          | $3999841.10        | Equities   |
| ELI LILLY & CO                 COM          | 2500-12-31      | N/A      | 0.0000% | $5158.00           | $3999771.10        | Equities   |
| MICROSOFT CORP                 COM          | 2500-12-31      | N/A      | 0.0000% | $8065.00           | $3999756.10        | Equities   |
| MORGAN STANLEY                 COM NEW      | 2500-12-31      | N/A      | 0.0000% | $28431.00          | $3999957.39        | Equities   |
| NEXTERA ENERGY INC             COM          | 2500-12-31      | N/A      | 0.0000% | $56425.00          | $3999968.25        | Equities   |
| PEPSICO INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $30525.00          | $3999996.00        | Equities   |
| PROLOGIS INC.                  COM          | 2500-12-31      | N/A      | 0.0000% | $37871.00          | $3999935.02        | Equities   |
| TESLA INC                      COM          | 2500-12-31      | N/A      | 0.0000% | $12359.00          | $3999743.17        | Equities   |
| UNITEDHEALTH GROUP INC         COM          | 2500-12-31      | N/A      | 0.0000% | $12940.00          | $3999883.40        | Equities   |
| WALMART INC                    COM          | 2500-12-31      | N/A      | 0.0000% | $41122.00          | $3999936.94        | Equities   |
| SEAGATE TECHNOLOGY HLDNGS PLC  ORD SHS      | 2500-12-31      | N/A      | 0.0000% | $28280.00          | $3999923.20        | Equities   |

### Security 687: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B719, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19B719
- **C.18 - Value (incl. sponsor support):** $611000000.00
- **C.18.a - Value (excl. sponsor support):** $611000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSD1479 | 2052-08-01      | 5.0000%  | 0.0000% | $32050238.00       | $25548801.40       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1619 | 2052-09-01      | 5.0000%  | 0.0000% | $32016355.00       | $25507189.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2212 | 2053-01-01      | 5.5000%  | 0.0000% | $2578512.00        | $2296783.13        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3501 | 2053-05-01      | 6.5000%  | 0.0000% | $27664040.00       | $25048273.37       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD2727 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $752.51            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2778 | 2053-03-01      | 5.5000%  | 0.0000% | $6603984.00        | $5348076.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2919 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $166458.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $22994558.00       | $17816409.78       | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLSD3020 | 2035-06-01      | 7.5000%  | 0.0000% | $1629228.00        | $848132.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3001 | 2053-05-01      | 6.0000%  | 0.0000% | $1630740.00        | $1479724.89        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3089 | 2052-02-01      | 2.5000%  | 0.0000% | $16114944.00       | $11051079.45       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5353 | 2054-04-01      | 6.0000%  | 0.0000% | $10830896.00       | $9965671.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4507 | 2053-12-01      | 5.5000%  | 0.0000% | $12072857.00       | $10531982.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4512 | 2053-12-01      | 6.0000%  | 0.0000% | $11523880.00       | $9954072.11        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $815.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $46984846.00       | $42895489.45       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7086 | 2053-10-01      | 5.5000%  | 0.0000% | $3292305.00        | $3110400.06        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7524 | 2050-08-01      | 3.0000%  | 0.0000% | $156000.00         | $72263.76          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $70818696.00       | $69583503.78       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8188 | 2052-01-01      | 2.0000%  | 0.0000% | $270008.00         | $174935.72         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $47628727.00       | $34308706.78       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8218 | 2052-06-01      | 2.0000%  | 0.0000% | $80271.00          | $54593.50          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $4849971.00        | $3864159.70        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8236 | 2052-08-01      | 3.5000%  | 0.0000% | $1470176.00        | $1125659.02        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $885525.00         | $697039.41         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $1280.00           | $1000.82           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8242 | 2052-09-01      | 3.0000%  | 0.0000% | $1723992.00        | $1276367.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8287 | 2053-01-01      | 4.5000%  | 0.0000% | $18169900.00       | $15247024.87       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $1191287.00        | $961232.98         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $2716376.00        | $2191806.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $89374881.00       | $72905562.26       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8276 | 2052-12-01      | 5.0000%  | 0.0000% | $167529611.00      | $138361103.00      | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $14157.00          | $194.29            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $1293.00           | $13.70             | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08774 G | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $110.37            | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17813 G | 2027-01-01      | 3.0000%  | 0.0000% | $1624580.00        | $31474.65          | Agency Mortgage-Backed Securities |
| 05.000 FGPC A91965 G | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $28.27             | Agency Mortgage-Backed Securities |
| 05.000 FGPC A92308 G | 2040-05-01      | 5.0000%  | 0.0000% | $2379930.00        | $76055.26          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ5752 | 2032-02-01      | 7.5000%  | 0.0000% | $1015.00           | $3.02              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK7069 | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $84.99             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK9054 | 2032-11-01      | 3.0000%  | 0.0000% | $776650.00         | $155078.83         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK9056 | 2032-11-01      | 3.0000%  | 0.0000% | $1003000.00        | $216910.36         | Agency Mortgage-Backed Securities |
| FEPC 05.500 3NZL0853 | 2033-01-01      | 5.5000%  | 0.0000% | $650000.00         | $71699.71          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZL2185 | 2041-10-01      | 4.0000%  | 0.0000% | $10750765.00       | $811503.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3VZN0514 | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.61            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3306 | 2049-02-01      | 4.5000%  | 0.0000% | $13411434.00       | $4118207.04        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA1014 | 2037-10-01      | 6.5000%  | 0.0000% | $43782912.00       | $366792.61         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $185.84            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0618 | 2032-04-01      | 7.0000%  | 0.0000% | $68285536.00       | $81914.62          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS6993 | 2029-07-01      | 2.5000%  | 0.0000% | $11894584.00       | $672725.40         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8026 | 2033-05-01      | 3.5000%  | 0.0000% | $1010000.00        | $142259.82         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0794 | 2048-10-01      | 4.5000%  | 0.0000% | $26999.00          | $5918.98           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1596 | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $90.79             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1170 | 2033-01-01      | 3.0000%  | 0.0000% | $1000.00           | $757.58            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB1339 | 2036-06-01      | 2.0000%  | 0.0000% | $3938636.00        | $3328266.12        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB1466 | 2033-06-01      | 2.5000%  | 0.0000% | $2220737.00        | $1999066.63        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB1467 | 2037-02-01      | 1.5000%  | 0.0000% | $709472.00         | $610430.18         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8031 | 2035-02-01      | 2.5000%  | 0.0000% | $1000.00           | $197.98            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8057 | 2035-08-01      | 2.0000%  | 0.0000% | $568000.00         | $201164.22         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $544856.00         | $190081.05         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $185000.00         | $113411.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8186 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $611.37            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8501 | 2035-08-01      | 2.0000%  | 0.0000% | $126290.00         | $54516.57          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0420 | 2050-02-01      | 3.5000%  | 0.0000% | $99000221.00       | $44126100.03       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0593 | 2051-05-01      | 3.0000%  | 0.0000% | $767000.00         | $422760.78         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1045 | 2052-06-01      | 3.5000%  | 0.0000% | $28119949.00       | $20165247.34       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  | 0.0000% | $5022424.00        | $3829441.37        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1501 | 2052-08-01      | 4.0000%  | 0.0000% | $17648584.00       | $13019795.06       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3050 | 2042-04-01      | 3.5000%  | 0.0000% | $1008.00           | $191.30            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2322 | 2045-01-01      | 3.5000%  | 0.0000% | $1000.00           | $174.12            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3489 | 2047-06-01      | 4.5000%  | 0.0000% | $7423108.00        | $1871480.35        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3WZN0388 | 2033-07-01      | 3.0000%  | 0.0000% | $1307773.00        | $249847.16         | Agency Mortgage-Backed Securities |

### Security 688: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B735, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP19B735
- **C.18 - Value (incl. sponsor support):** $407000000.00
- **C.18.a - Value (excl. sponsor support):** $407000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 841077 G          | 2047-11-01      | 3.5150%  | 0.0000% | $5900000.00        | $1223058.85        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0646   | 2037-03-01      | 2.5000%  | 0.0000% | $669000.00         | $429418.70         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0735   | 2037-06-01      | 2.5000%  | 0.0000% | $808600.00         | $549126.44         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0923   | 2052-01-01      | 2.5000%  | 0.0000% | $1048800.00        | $681421.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD1098   | 2052-01-01      | 2.5000%  | 0.0000% | $130000.00         | $87616.31          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1440   | 2052-07-01      | 3.5000%  | 0.0000% | $1852157.00        | $1452013.24        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD1470   | 2052-03-01      | 2.0000%  | 0.0000% | $144900.00         | $94505.40          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8189   | 2052-01-01      | 2.5000%  | 0.0000% | $28102972.00       | $18289702.76       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172   | 2051-10-01      | 2.0000%  | 0.0000% | $519350.00         | $328161.90         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8268   | 2052-11-01      | 5.5000%  | 0.0000% | $558600.00         | $439039.51         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4057   | 2050-05-01      | 4.5000%  | 0.0000% | $1066800.00        | $867284.21         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQC3237   | 2051-06-01      | 1.5000%  | 0.0000% | $364800.00         | $230074.59         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC4818   | 2051-08-01      | 2.5000%  | 0.0000% | $100000.00         | $65282.79          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC6276   | 2051-08-01      | 2.5000%  | 0.0000% | $182400.00         | $118627.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC7183   | 2051-09-01      | 3.0000%  | 0.0000% | $1156000.00        | $753947.65         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLQC6653   | 2051-08-01      | 1.5000%  | 0.0000% | $348900.00         | $237581.72         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC7460   | 2051-09-01      | 2.5000%  | 0.0000% | $46000.00          | $30442.98          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5523   | 2052-12-01      | 6.0000%  | 0.0000% | $602000.00         | $387612.65         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF6820   | 2053-02-01      | 4.5000%  | 0.0000% | $1397180.00        | $1045132.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7212   | 2053-01-01      | 6.5000%  | 0.0000% | $8431800.00        | $4981748.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH8868   | 2054-01-01      | 6.0000%  | 0.0000% | $1268300.00        | $1131419.66        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1274   | 2054-08-01      | 5.5000%  | 0.0000% | $9918900.00        | $8917027.20        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ3931   | 2054-09-01      | 6.5000%  | 0.0000% | $488600.00         | $314893.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4750   | 2054-09-01      | 5.5000%  | 0.0000% | $150000.00         | $100466.30         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ8112   | 2054-09-01      | 6.5000%  | 0.0000% | $1129000.00        | $751268.89         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5624   | 2051-08-01      | 2.5000%  | 0.0000% | $69600.00          | $43784.20          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6436   | 2051-12-01      | 2.5000%  | 0.0000% | $307000.00         | $192945.62         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6676   | 2052-01-01      | 2.0000%  | 0.0000% | $203600.00         | $137444.75         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $113600.00         | $72794.06          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6910   | 2052-03-01      | 3.5000%  | 0.0000% | $729800.00         | $499726.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9281   | 2053-06-01      | 6.0000%  | 0.0000% | $70300.00          | $58728.08          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PRE6111   | 2051-10-01      | 2.5000%  | 0.0000% | $886600.00         | $570606.41         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 ZC310206   | 2043-12-25      | 3.5000%  | 0.0000% | $445800.00         | $298149.32         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN6174   | 2037-07-01      | 3.2100%  | 0.0000% | $2867300.00        | $2452762.49        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7903   | 2054-02-01      | 6.0000%  | 0.0000% | $1548800.00        | $1021419.08        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE2192   | 2046-12-01      | 4.5000%  | 0.0000% | $1043300.00        | $181969.90         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0561   | 2061-09-01      | 3.0000%  | 0.0000% | $92600.00          | $60845.40          | Agency Mortgage-Backed Securities  |
| FNMS 07.500 I4BF0589   | 2061-12-01      | 7.5000%  | 0.0000% | $668600.00         | $573867.35         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSBK3745   | 2047-08-01      | 7.4350%  | 0.0000% | $13329400.00       | $2796233.87        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL1873   | 2049-04-01      | 4.0800%  | 0.0000% | $5517100.00        | $4674179.07        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WSBM6305   | 2047-05-01      | 5.8360%  | 0.0000% | $27571100.00       | $6236436.14        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6890   | 2050-03-01      | 5.0420%  | 0.0000% | $750000.00         | $304390.08         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1944   | 2050-08-01      | 3.0000%  | 0.0000% | $999900.00         | $669599.10         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR3771   | 2051-04-01      | 2.0000%  | 0.0000% | $16380400.00       | $10425116.19       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1307   | 2031-03-01      | 1.6900%  | 0.0000% | $32800.00          | $28167.80          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT9485   | 2051-12-01      | 2.5000%  | 0.0000% | $150800.00         | $102426.19         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU0720   | 2051-10-01      | 2.0000%  | 0.0000% | $600000.00         | $382885.26         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLBU2438   | 2051-10-01      | 1.5000%  | 0.0000% | $113900.00         | $71877.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV8244   | 2052-06-01      | 4.0000%  | 0.0000% | $23300.00          | $19764.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9945   | 2052-06-01      | 3.5000%  | 0.0000% | $185000.00         | $134362.64         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBX0441   | 2037-12-01      | 5.0000%  | 0.0000% | $47700.00          | $30070.11          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLCA8832   | 2051-02-01      | 2.5000%  | 0.0000% | $3465000.00        | $2018502.20        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0828   | 2051-06-01      | 2.0000%  | 0.0000% | $82257200.00       | $49440623.44       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0326   | 2036-04-01      | 2.0000%  | 0.0000% | $64453700.00       | $36480634.63       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1025   | 2051-07-01      | 2.5000%  | 0.0000% | $1000000.00        | $609765.89         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1384   | 2051-08-01      | 2.5000%  | 0.0000% | $80321400.00       | $50724064.22       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2610   | 2052-01-01      | 2.0000%  | 0.0000% | $390000.00         | $253122.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2542   | 2052-01-01      | 2.5000%  | 0.0000% | $89200.00          | $56598.98          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2764   | 2052-02-01      | 2.0000%  | 0.0000% | $394000.00         | $258408.57         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3175   | 2052-03-01      | 3.5000%  | 0.0000% | $234800.00         | $159925.33         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICB3705   | 2037-05-01      | 3.0000%  | 0.0000% | $400000.00         | $266279.21         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990   | 2037-11-01      | 4.5000%  | 0.0000% | $300900.00         | $194351.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4994   | 2037-10-01      | 4.5000%  | 0.0000% | $197200.00         | $126954.32         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6332   | 2053-05-01      | 6.0000%  | 0.0000% | $3885800.00        | $3282652.31        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM5603   | 2048-09-01      | 3.0000%  | 0.0000% | $873800.00         | $398160.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9292   | 2051-11-01      | 3.0000%  | 0.0000% | $330000.00         | $211766.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9518   | 2051-11-01      | 2.5000%  | 0.0000% | $314000.00         | $199437.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM9962   | 2049-04-01      | 5.5000%  | 0.0000% | $56300.00          | $36218.43          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $299800.00         | $187619.74         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0240   | 2052-01-01      | 3.0000%  | 0.0000% | $501000.00         | $315822.64         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0605   | 2052-02-01      | 2.5000%  | 0.0000% | $56000.00          | $36347.44          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0736   | 2052-03-01      | 2.5000%  | 0.0000% | $1454900.00        | $943852.03         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0751   | 2052-03-01      | 3.0000%  | 0.0000% | $156800.00         | $102696.69         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1092   | 2052-04-01      | 3.5000%  | 0.0000% | $928000.00         | $643942.66         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $200000.00         | $131104.40         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1590   | 2052-04-01      | 2.5000%  | 0.0000% | $83500.00          | $53831.41          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1621   | 2051-07-01      | 2.0000%  | 0.0000% | $188900.00         | $119366.72         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1626   | 2052-04-01      | 2.5000%  | 0.0000% | $325000.00         | $214718.78         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS2040   | 2052-02-01      | 2.0000%  | 0.0000% | $21400.00          | $14170.75          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2321   | 2052-02-01      | 2.5000%  | 0.0000% | $20000.00          | $13639.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4687   | 2053-05-01      | 5.5000%  | 0.0000% | $38800.00          | $34053.47          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS4885   | 2037-05-01      | 3.5000%  | 0.0000% | $82900.00          | $53091.27          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLFS6868   | 2052-04-01      | 1.5000%  | 0.0000% | $430100.00         | $294077.68         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7061   | 2052-04-01      | 3.0000%  | 0.0000% | $171500.00         | $136451.51         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS7411   | 2054-02-01      | 7.0000%  | 0.0000% | $22713900.00       | $20714741.55       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 ZLFP0012   | 2051-08-25      | 3.0000%  | 0.0000% | $514800.00         | $345815.01         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4437   | 2051-10-01      | 2.0000%  | 0.0000% | $1170000.00        | $736323.70         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CKMA4489   | 2051-11-01      | 2.0000%  | 0.0000% | $546800.00         | $354160.94         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $44030.00          | $28367.23          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4255   | 2051-02-01      | 2.0000%  | 0.0000% | $4054800.00        | $2259780.88        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTMA5381   | 2044-05-01      | 6.5000%  | 0.0000% | $671500.00         | $421831.45         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4500   | 2041-12-01      | 1.5000%  | 0.0000% | $42500.00          | $26821.75          | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4546   | 2052-02-01      | 1.5000%  | 0.0000% | $194800.00         | $126316.03         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4583   | 2037-04-01      | 2.5000%  | 0.0000% | $20000.00          | $12794.23          | Agency Mortgage-Backed Securities  |
| GNII JM MA8091 M       | 2052-06-20      | 4.0000%  | 0.0000% | $1008400.00        | $740506.69         | Agency Mortgage-Backed Securities  |
| GNII JM MA7698 M       | 2051-11-20      | 4.0000%  | 0.0000% | $500000.00         | $334941.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA7770 M       | 2051-12-20      | 4.0000%  | 0.0000% | $449200.00         | $283011.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $85999.00          | $54573.17          | Agency Mortgage-Backed Securities  |
| GNII JM MA7816 M       | 2052-01-20      | 2.5000%  | 0.0000% | $988100.00         | $649534.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA8564 M       | 2052-03-20      | 2.5000%  | 0.0000% | $647600.00         | $433059.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA8642 M       | 2051-01-20      | 2.5000%  | 0.0000% | $299000.00         | $202853.12         | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $1586413.00        | $1130148.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $20755500.00       | $14437433.08       | Agency Mortgage-Backed Securities  |
| GNII JM MA9650 M       | 2051-12-20      | 3.0000%  | 0.0000% | $1455000.00        | $1206676.01        | Agency Mortgage-Backed Securities  |
| GNII SF BX4960 C       | 2050-09-20      | 3.0000%  | 0.0000% | $30000.00          | $23545.87          | Agency Mortgage-Backed Securities  |
| GNII SF CK9592 C       | 2052-06-20      | 4.0000%  | 0.0000% | $498900.00         | $356969.45         | Agency Mortgage-Backed Securities  |
| GNMI SF CL5027 X       | 2052-03-15      | 4.0000%  | 0.0000% | $814200.00         | $718041.23         | Agency Mortgage-Backed Securities  |
| GNII SF CS7545 C       | 2053-03-20      | 6.0000%  | 0.0000% | $650100.00         | $414114.96         | Agency Mortgage-Backed Securities  |
| GNII SP 786107 C       | 2052-03-20      | 3.0000%  | 0.0000% | $99600.00          | $64384.16          | Agency Mortgage-Backed Securities  |
| GNII SP 786823 C       | 2053-07-20      | 5.5000%  | 0.0000% | $100000.00         | $86223.60          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $34555000.00       | $44746780.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $1957800.00        | $2501975.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $4793100.00        | $6013129.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $18200.00          | $15647.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $60317200.00       | $69942241.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $23800300.00       | $24834585.88       | U.S. Treasuries (including strips) |

### Security 689: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B750, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19B750
- **C.18 - Value (incl. sponsor support):** $1576000000.00
- **C.18.a - Value (excl. sponsor support):** $1576000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $196.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $258.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $50000000.00       | $49286476.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $800.00            | $788.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $45931800.00       | $57623221.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $3275000.00        | $3248892.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $48888687.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $30999900.00       | $28962954.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $50000000.00       | $42694490.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $9383900.00        | $10705267.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $99999800.00       | $86779370.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $9001700.00        | $7704372.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $34818300.00       | $29800277.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $15499000.00       | $14492708.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $97522600.00       | $90803831.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $75000000.00       | $75770268.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $78128300.00       | $78265318.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $121135000.00      | $123792565.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $93519000.00       | $96665547.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $74866600.00       | $77182499.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $18469600.00       | $18831684.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $62160200.00       | $63048645.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $117373600.00      | $119463554.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $113314400.00      | $116948410.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $800.00            | $821.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $73379700.00       | $72574869.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $32940400.00       | $33273067.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $6252800.00        | $6195824.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $201.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $83173800.00       | $84338170.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $50854457.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $53859200.00       | $54109402.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $64878000.00       | $65212396.13       | U.S. Treasuries (including strips) |

### Security 690: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B776, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19B776
- **C.18 - Value (incl. sponsor support):** $1059000000.00
- **C.18.a - Value (excl. sponsor support):** $1059000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.000 CLQC7127 | 2051-09-01      | 2.0000%  | 0.0000% | $200000.00         | $126168.81         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1707 | 2051-11-01      | 3.0000%  | 0.0000% | $1565000.00        | $1094746.10        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1280 | 2051-11-01      | 3.0000%  | 0.0000% | $35000.00          | $22599.27          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD3153 | 2051-12-01      | 3.5000%  | 0.0000% | $2637674.00        | $1409441.21        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3252 | 2051-12-01      | 2.0000%  | 0.0000% | $22845.00          | $14029.39          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3644 | 2051-12-01      | 2.0000%  | 0.0000% | $89000.00          | $57521.84          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD4256 | 2052-01-01      | 2.5000%  | 0.0000% | $21148.00          | $14797.76          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5620 | 2052-02-01      | 2.0000%  | 0.0000% | $100000.00         | $63005.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5960 | 2052-02-01      | 2.0000%  | 0.0000% | $200000.00         | $133224.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7589 | 2052-02-01      | 2.5000%  | 0.0000% | $2200000.00        | $1255555.06        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7594 | 2052-02-01      | 2.5000%  | 0.0000% | $120000.00         | $72336.37          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD8374 | 2052-03-01      | 2.5000%  | 0.0000% | $1034451.00        | $677956.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE1492 | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $65366.53          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE1497 | 2052-05-01      | 4.0000%  | 0.0000% | $150000.00         | $100365.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1328 | 2052-10-01      | 5.0000%  | 0.0000% | $1027392.00        | $779146.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1432 | 2052-10-01      | 5.0000%  | 0.0000% | $179072.00         | $126043.50         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465 | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $76852.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG0063 | 2053-03-01      | 6.0000%  | 0.0000% | $1156410.00        | $1151781.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG1162 | 2053-04-01      | 5.0000%  | 0.0000% | $1147794.00        | $1066411.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG1378 | 2053-04-01      | 5.0000%  | 0.0000% | $1449550.00        | $1104471.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG2627 | 2053-04-01      | 4.5000%  | 0.0000% | $2222485.00        | $1659267.86        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG1845 | 2053-05-01      | 5.0000%  | 0.0000% | $2158897.00        | $1664117.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQH0863 | 2053-09-01      | 5.0000%  | 0.0000% | $1432000.00        | $1380081.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH0103 | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $326677.04         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7750 | 2054-01-01      | 7.5000%  | 0.0000% | $1044202.00        | $913494.72         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQH7895 | 2054-01-01      | 4.5000%  | 0.0000% | $12523.00          | $11758.41          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8183 | 2054-01-01      | 7.5000%  | 0.0000% | $3360746.00        | $2044436.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0298 | 2054-07-01      | 6.5000%  | 0.0000% | $2051407.00        | $1406685.62        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0552 | 2054-07-01      | 6.5000%  | 0.0000% | $1011170.00        | $537908.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2353 | 2054-08-01      | 5.5000%  | 0.0000% | $1716104.00        | $1710848.47        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZI0724 | 2033-09-01      | 7.5000%  | 0.0000% | $14919.00          | $393.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3774 | 2035-11-01      | 5.5000%  | 0.0000% | $5129.00           | $23.78             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9945 | 2040-04-01      | 5.5000%  | 0.0000% | $3233000.00        | $89628.79          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ5163 | 2031-07-01      | 7.0000%  | 0.0000% | $1274.00           | $3.63              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6573 | 2032-06-01      | 6.5000%  | 0.0000% | $54248.00          | $8.67              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZJ9240 | 2028-03-01      | 5.0000%  | 0.0000% | $3925757.00        | $27865.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3237 | 2042-06-01      | 3.5000%  | 0.0000% | $405667.00         | $49282.35          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4344 | 2042-11-01      | 3.0000%  | 0.0000% | $2835000.00        | $561422.79         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4764 | 2043-01-01      | 3.0000%  | 0.0000% | $244295.00         | $45544.80          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5471 | 2043-04-01      | 3.0000%  | 0.0000% | $111000.00         | $22163.82          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6569 | 2043-07-01      | 3.5000%  | 0.0000% | $103369.00         | $20188.75          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL7056 | 2043-09-01      | 3.5000%  | 0.0000% | $5500000.00        | $1151710.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8099 | 2044-05-01      | 4.0000%  | 0.0000% | $200000.00         | $24994.06          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8581 | 2044-10-01      | 4.0000%  | 0.0000% | $1500000.00        | $144857.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9838 | 2045-07-01      | 4.0000%  | 0.0000% | $475000.00         | $95226.32          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9556 | 2045-05-01      | 3.0000%  | 0.0000% | $4000000.00        | $1061584.56        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2076 | 2046-11-01      | 3.5000%  | 0.0000% | $55000.00          | $12062.64          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2092 | 2046-11-01      | 3.5000%  | 0.0000% | $50000.00          | $11944.05          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2276 | 2046-12-01      | 3.0000%  | 0.0000% | $48156.00          | $14560.75          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2277 | 2046-12-01      | 3.0000%  | 0.0000% | $58596.00          | $16292.72          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $40079.00          | $10553.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2474 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $57634.98          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2530 | 2047-02-01      | 4.0000%  | 0.0000% | $239623.00         | $48740.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9384 | 2043-10-01      | 3.0000%  | 0.0000% | $800000.00         | $185166.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9743 | 2046-05-01      | 4.0000%  | 0.0000% | $787000.00         | $156739.19         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0167 | 2043-08-01      | 3.0000%  | 0.0000% | $115000.00         | $34860.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0397 | 2046-10-01      | 4.0000%  | 0.0000% | $1100000.00        | $223840.09         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704 | 2049-01-01      | 4.5000%  | 0.0000% | $400000.00         | $84606.69          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZT1159 | 2044-02-01      | 3.5000%  | 0.0000% | $474167.00         | $79971.79          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 ZLZT1206 | 2036-10-01      | 6.5000%  | 0.0000% | $580000.00         | $10758.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1476 | 2048-02-01      | 3.5000%  | 0.0000% | $69000.00          | $8885.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $145000.00         | $40165.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1859 | 2049-03-01      | 5.0000%  | 0.0000% | $421000.00         | $85697.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864 | 2049-04-01      | 4.0000%  | 0.0000% | $10000000.00       | $748664.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 ZLZT2266 | 2045-04-01      | 3.0000%  | 0.0000% | $462000.00         | $311802.55         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0813 | 2037-06-01      | 2.5000%  | 0.0000% | $23000.00          | $16258.02          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB0870 | 2037-07-01      | 2.0000%  | 0.0000% | $23573.00          | $17137.69          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB0976 | 2038-09-01      | 5.0000%  | 0.0000% | $10000.00          | $7345.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB1048 | 2038-07-01      | 3.0000%  | 0.0000% | $46708.00          | $36636.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1275 | 2039-10-01      | 6.0000%  | 0.0000% | $350000.00         | $322177.69         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB1385 | 2038-02-01      | 2.5000%  | 0.0000% | $1000.00           | $868.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CISB1452 | 2040-04-01      | 6.0000%  | 0.0000% | $165180.00         | $153863.62         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8085 | 2035-12-01      | 2.5000%  | 0.0000% | $13000.00          | $4535.24           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $33000.00          | $19703.88          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $63456.00          | $41374.54          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $166000.00         | $19760.74          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4257 | 2047-09-01      | 3.5000%  | 0.0000% | $740000.00         | $119355.47         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4599 | 2047-11-01      | 3.5000%  | 0.0000% | $108855.00         | $14045.38          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM4689 | 2047-10-01      | 4.5000%  | 0.0000% | $131910.00         | $18551.26          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6220 | 2048-04-01      | 4.0000%  | 0.0000% | $132454.00         | $9770.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $6456.00           | $1561.45           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6427 | 2048-05-01      | 4.0000%  | 0.0000% | $396851.00         | $67993.51          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6527 | 2048-05-01      | 3.5000%  | 0.0000% | $4119620.00        | $369838.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6955 | 2048-06-01      | 4.0000%  | 0.0000% | $3000000.00        | $559696.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM6956 | 2048-06-01      | 4.5000%  | 0.0000% | $1685000.00        | $373920.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZM9304 | 2042-07-01      | 3.5000%  | 0.0000% | $158669.00         | $6032.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0480 | 2042-10-01      | 3.5000%  | 0.0000% | $500000.00         | $89974.37          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0638 | 2043-02-01      | 3.5000%  | 0.0000% | $316530.00         | $36418.13          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0614 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $23959.73          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0628 | 2043-02-01      | 3.5000%  | 0.0000% | $200000.00         | $14085.50          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZN4468 | 2048-12-01      | 3.5000%  | 0.0000% | $42000.00          | $4931.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZN4476 | 2048-12-01      | 3.5000%  | 0.0000% | $115361.00         | $15001.49          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN4873 | 2049-04-01      | 4.0000%  | 0.0000% | $3391045.00        | $282578.58         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0728 | 2031-01-01      | 7.0000%  | 0.0000% | $5951133.00        | $2067.22           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1187 | 2042-04-01      | 3.5000%  | 0.0000% | $363630.00         | $55739.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1158 | 2042-04-01      | 3.5000%  | 0.0000% | $231060.00         | $33057.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1381 | 2044-11-01      | 4.0000%  | 0.0000% | $390000.00         | $31449.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3211 | 2046-05-01      | 3.5000%  | 0.0000% | $1003.00           | $80.02             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PZA3199 | 2045-06-01      | 3.0000%  | 0.0000% | $4096412.00        | $463480.23         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PZA3213 | 2046-07-01      | 3.5000%  | 0.0000% | $2176.00           | $153.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3218 | 2046-09-01      | 4.0000%  | 0.0000% | $622590.00         | $53426.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3PZA3224 | 2046-11-01      | 4.0000%  | 0.0000% | $599200.00         | $41475.88          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5318 | 2048-03-01      | 3.5000%  | 0.0000% | $2100000.00        | $378125.25         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4718 | 2046-10-01      | 3.0000%  | 0.0000% | $412000.00         | $92934.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4785 | 2046-12-01      | 3.0000%  | 0.0000% | $301036.00         | $83025.50          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4761 | 2046-12-01      | 3.0000%  | 0.0000% | $286000.00         | $69803.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5433 | 2048-06-01      | 3.5000%  | 0.0000% | $6540060.00        | $1101982.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1579 | 2037-09-01      | 5.5000%  | 0.0000% | $57115.00          | $398.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3704 | 2043-02-01      | 3.5000%  | 0.0000% | $7000000.00        | $858789.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS3781 | 2043-07-01      | 3.0000%  | 0.0000% | $2848986.00        | $476068.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010 | 2041-06-01      | 5.0000%  | 0.0000% | $1375000.00        | $115831.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $4300000.00        | $560424.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4584 | 2044-09-01      | 3.0000%  | 0.0000% | $268085.00         | $32583.95          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4621 | 2045-07-01      | 3.0000%  | 0.0000% | $135000.00         | $19622.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4613 | 2045-05-01      | 3.0000%  | 0.0000% | $834000.00         | $115160.72         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4639 | 2045-11-01      | 4.0000%  | 0.0000% | $3380627.00        | $334051.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4668 | 2046-06-01      | 3.5000%  | 0.0000% | $269856.00         | $31358.65          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4672 | 2046-08-01      | 3.5000%  | 0.0000% | $6600000.00        | $796662.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4673 | 2046-08-01      | 4.0000%  | 0.0000% | $1191993.00        | $150264.74         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4694 | 2046-12-01      | 3.5000%  | 0.0000% | $276000.00         | $39305.11          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4699 | 2047-01-01      | 4.0000%  | 0.0000% | $1583353.00        | $235836.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4704 | 2047-02-01      | 3.5000%  | 0.0000% | $22296000.00       | $3105516.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4705 | 2047-02-01      | 4.0000%  | 0.0000% | $10000000.00       | $1178854.09        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $2726400.00        | $382178.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4743 | 2047-11-01      | 3.5000%  | 0.0000% | $5000000.00        | $624955.39         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4747 | 2047-12-01      | 3.5000%  | 0.0000% | $209000.00         | $27524.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4763 | 2048-04-01      | 3.5000%  | 0.0000% | $2450000.00        | $300600.60         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4768 | 2048-05-01      | 3.5000%  | 0.0000% | $1250376.00        | $148101.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4777 | 2048-07-01      | 3.5000%  | 0.0000% | $1324000.00        | $97467.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8894 | 2025-09-01      | 5.5000%  | 0.0000% | $11612.00          | $0.25              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8921 | 2027-11-01      | 6.0000%  | 0.0000% | $2500000.00        | $9282.68           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8624 | 2031-10-01      | 2.5000%  | 0.0000% | $40000.00          | $5734.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9775 | 2046-07-01      | 3.5000%  | 0.0000% | $65061.00          | $15278.38          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9813 | 2046-09-01      | 3.0000%  | 0.0000% | $500000.00         | $117249.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9822 | 2046-09-01      | 3.0000%  | 0.0000% | $166488.00         | $38530.39          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS9875 | 2046-12-01      | 3.5000%  | 0.0000% | $35000.00          | $6623.68           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-12-25      | 1.0000%  | 0.0000% | $30000000.00       | $12672631.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-12-25      | 1.5000%  | 0.0000% | $23714000.00       | $8270185.27        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-07-25      | 2.0000%  | 0.0000% | $1250000.00        | $359195.38         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-04-25      | 2.0000%  | 0.0000% | $19023000.00       | $11466333.47       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-06-25      | 5.5000%  | 0.0000% | $3000000.00        | $2042003.75        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-05-25      | 2.5000%  | 0.0000% | $2000000.00        | $1321431.35        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-02-25      | 5.5000%  | 0.0000% | $3800000.00        | $2658637.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-02-25      | 6.0000%  | 0.0000% | $7252266.00        | $6902173.22        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-07-25      | 0.1250%  | 0.0000% | $50000000.00       | $31905401.33       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-10-25      | 5.5000%  | 0.0000% | $12304000.00       | $12141433.96       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-05-25      | 5.0000%  | 0.0000% | $2250000.00        | $2025701.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $13118000.00       | $13119263.99       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-07-25      | 5.5000%  | 0.0000% | $32588000.00       | $31313856.28       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2035-12-25      | 5.5000%  | 0.0000% | $16292000.00       | $16259905.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2036-01-25      | 5.5000%  | 0.0000% | $29724125.00       | $29788942.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-03-25      | 5.3552%  | 0.0000% | $20044975.00       | $18893847.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.0000%  | 0.0000% | $21792000.00       | $20238683.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2052-01-25      | 5.0000%  | 0.0000% | $44438000.00       | $43362681.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.0000%  | 0.0000% | $26302000.00       | $24974163.99       | Agency Collateralized Mortgage Obligation |
| GNRM 2007-38 CK      | 2037-06-16      | 5.0000%  | 0.0000% | $7834686.00        | $728274.39         | Agency Collateralized Mortgage Obligation |
| GNRM 2008-069 EP     | 2038-08-20      | 5.7500%  | 0.0000% | $100000.00         | $23319.86          | Agency Collateralized Mortgage Obligation |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $3840000.00        | $280208.33         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-056 BP     | 2039-12-16      | 2.5000%  | 0.0000% | $13456905.00       | $644566.86         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-043 DM     | 2045-03-20      | 2.5000%  | 0.0000% | $70000.00          | $44775.37          | Agency Collateralized Mortgage Obligation |
| GNRM 2016-23 GP      | 2039-06-20      | 3.0000%  | 0.0000% | $7449522.00        | $509457.98         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-34 BY      | 2047-09-20      | 2.5000%  | 0.0000% | $776000.00         | $537424.92         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-06 CY      | 2048-01-20      | 2.5000%  | 0.0000% | $803865.00         | $568035.84         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-156 PT     | 2039-10-16      | 2.0000%  | 0.0000% | $39909123.00       | $34437202.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-29 HY      | 2049-03-20      | 3.5000%  | 0.0000% | $2162237.00        | $1651210.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-085 GE     | 2048-02-20      | 3.0000%  | 0.0000% | $3008250.00        | $677388.44         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-083 LQ     | 2051-05-20      | 5.5000%  | 0.0000% | $3200000.00        | $2353783.13        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-083 KT     | 2051-05-20      | 5.5000%  | 0.0000% | $3325000.00        | $1805024.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-087 TH     | 2051-05-20      | 5.5000%  | 0.0000% | $2800000.00        | $1201427.78        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-194 KT     | 2051-11-20      | 5.5000%  | 0.0000% | $7200000.00        | $5801028.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-001 ME     | 2048-03-20      | 2.0000%  | 0.0000% | $25299069.00       | $12708818.42       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-084 MW     | 2053-06-20      | 6.0000%  | 0.0000% | $6000000.00        | $6205472.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-001 TA     | 2048-08-20      | 5.5000%  | 0.0000% | $3800000.00        | $1795158.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-046 CL     | 2053-11-20      | 6.0000%  | 0.0000% | $17891708.00       | $18461242.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-069 MA     | 2054-04-20      | 5.5000%  | 0.0000% | $7372000.00        | $6968599.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 H      | 2053-02-20      | 5.0000%  | 0.0000% | $9498000.00        | $7657042.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 CL     | 2054-08-20      | 5.0000%  | 0.0000% | $553515.00         | $516148.19         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 CY     | 2054-01-20      | 7.0000%  | 0.0000% | $1875000.00        | $1720411.79        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-134 YK     | 2054-08-20      | 7.0000%  | 0.0000% | $11347630.00       | $10541877.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 EL     | 2054-07-20      | 5.0000%  | 0.0000% | $716888.00         | $680958.13         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-142 GL     | 2054-09-20      | 5.0000%  | 0.0000% | $596042.00         | $534935.64         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-185 GL     | 2054-11-20      | 5.0000%  | 0.0000% | $4099592.00        | $3702566.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-185 DL     | 2054-11-20      | 5.5000%  | 0.0000% | $9600856.00        | $9463041.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BA     | 2052-07-20      | 5.0000%  | 0.0000% | $3000000.00        | $2937666.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 AL     | 2054-12-20      | 5.0000%  | 0.0000% | $2236000.00        | $2009944.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 AN     | 2054-06-20      | 5.0000%  | 0.0000% | $2976935.00        | $2815917.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 DL     | 2054-10-20      | 5.0000%  | 0.0000% | $22289433.00       | $21241222.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 EL     | 2054-07-20      | 5.0000%  | 0.0000% | $927607.00         | $881112.35         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 GL     | 2054-09-20      | 5.0000%  | 0.0000% | $4119667.00        | $3902188.86        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-203 BL     | 2054-06-20      | 5.5000%  | 0.0000% | $5538331.00        | $5487741.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 PL     | 2055-01-20      | 5.5000%  | 0.0000% | $1927617.00        | $1875356.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 QL     | 2055-01-20      | 5.5000%  | 0.0000% | $958605.00         | $932251.56         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-005 QA     | 2055-01-20      | 5.5000%  | 0.0000% | $3205395.00        | $3205612.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BL     | 2055-03-20      | 5.0000%  | 0.0000% | $4872000.00        | $4484197.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BN     | 2053-04-20      | 5.0000%  | 0.0000% | $231584.00         | $225323.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BW     | 2054-03-20      | 5.0000%  | 0.0000% | $203049.00         | $194830.95         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 CL     | 2055-03-20      | 5.0000%  | 0.0000% | $814585.00         | $751211.73         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-046 BD     | 2054-03-20      | 5.0000%  | 0.0000% | $2643367.00        | $2592925.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 AN     | 2055-02-20      | 5.0000%  | 0.0000% | $26321000.00       | $24789638.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 BN     | 2052-08-20      | 5.0000%  | 0.0000% | $7042407.00        | $6850563.22        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-027 AL     | 2055-01-20      | 5.5000%  | 0.0000% | $21789486.00       | $21628321.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 BT     | 2055-04-20      | 5.0000%  | 0.0000% | $21919717.00       | $21477949.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 GL     | 2054-12-20      | 5.0000%  | 0.0000% | $16993609.00       | $15847437.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HA     | 2051-01-20      | 5.0000%  | 0.0000% | $15000000.00       | $14879686.85       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HB     | 2052-04-20      | 5.0000%  | 0.0000% | $23000000.00       | $22759497.21       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HT     | 2055-04-20      | 5.0000%  | 0.0000% | $32471639.00       | $31763708.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AL     | 2054-04-20      | 5.0000%  | 0.0000% | $589041.00         | $561691.11         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AN     | 2053-05-20      | 5.0000%  | 0.0000% | $191607.00         | $185594.90         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AY     | 2055-04-20      | 5.0000%  | 0.0000% | $4680867.00        | $4267522.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 BY     | 2055-04-20      | 5.0000%  | 0.0000% | $2965283.00        | $2705304.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HL     | 2055-04-20      | 5.0000%  | 0.0000% | $14871096.00       | $13832525.10       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 HN     | 2052-04-20      | 5.0000%  | 0.0000% | $2657265.00        | $2577113.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 AD     | 2054-04-20      | 5.0000%  | 0.0000% | $3938485.00        | $3887793.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-071 BD     | 2054-06-20      | 5.0000%  | 0.0000% | $6000000.00        | $5907191.63        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AC     | 2052-05-20      | 5.0000%  | 0.0000% | $10523552.00       | $10516752.50       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AD     | 2054-05-20      | 5.0000%  | 0.0000% | $18950000.00       | $18813349.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AL     | 2054-05-20      | 5.0000%  | 0.0000% | $1953181.00        | $1870182.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-090 AY     | 2055-05-20      | 5.0000%  | 0.0000% | $3523267.00        | $3209166.96        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY4824 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5118 | 2055-05-01      | 5.0000%  | 0.0000% | $21552.00          | $21299.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6614 | 2055-06-01      | 6.5000%  | 0.0000% | $8782912.00        | $9198889.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6604 | 2055-05-01      | 5.5000%  | 0.0000% | $1242348.00        | $1253206.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6854 | 2055-06-01      | 5.5000%  | 0.0000% | $3613983.00        | $3668697.10        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6855 | 2055-06-01      | 6.0000%  | 0.0000% | $5486626.00        | $5669222.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6896 | 2055-06-01      | 6.0000%  | 0.0000% | $9371976.00        | $9629146.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6912 | 2055-05-01      | 6.5000%  | 0.0000% | $1929917.00        | $2022618.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7047 | 2055-06-01      | 6.5000%  | 0.0000% | $1113175.00        | $1164534.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7258 | 2055-07-01      | 6.5000%  | 0.0000% | $10151714.00       | $10617628.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7238 | 2055-07-01      | 5.5000%  | 0.0000% | $3129570.00        | $3148217.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7242 | 2055-07-01      | 6.0000%  | 0.0000% | $9834723.00        | $10079591.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7245 | 2055-07-01      | 6.5000%  | 0.0000% | $6152345.00        | $6398322.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7249 | 2055-07-01      | 6.5000%  | 0.0000% | $1488970.00        | $1557306.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7519 | 2055-07-01      | 6.5000%  | 0.0000% | $1484130.00        | $1562358.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7498 | 2055-07-01      | 6.5000%  | 0.0000% | $1286827.00        | $1354657.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7539 | 2055-07-01      | 6.0000%  | 0.0000% | $2643174.00        | $2719533.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7601 | 2055-07-01      | 6.0000%  | 0.0000% | $1877399.00        | $1928248.98        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7641 | 2055-07-01      | 6.5000%  | 0.0000% | $1259266.00        | $1315943.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7638 | 2055-07-01      | 6.0000%  | 0.0000% | $1033431.00        | $1059187.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7700 | 2055-07-01      | 5.5000%  | 0.0000% | $9129091.00        | $9175015.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7840 | 2055-07-01      | 6.5000%  | 0.0000% | $1902365.00        | $1986885.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7845 | 2055-07-01      | 6.0000%  | 0.0000% | $2837924.00        | $2914792.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7902 | 2055-07-01      | 5.5000%  | 0.0000% | $1017250.00        | $1022367.33        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0503 | 2050-03-01      | 3.5000%  | 0.0000% | $48505.00          | $43022.65          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1345 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1011.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1347 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1043.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1326 | 2055-05-01      | 4.5000%  | 0.0000% | $17569264.00       | $16865370.99       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1328 | 2054-12-01      | 5.0000%  | 0.0000% | $13713348.00       | $13639073.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1333 | 2055-01-01      | 5.0000%  | 0.0000% | $19630368.00       | $19365762.13       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1339 | 2055-05-01      | 5.5000%  | 0.0000% | $3408272.00        | $3435022.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1374 | 2055-05-01      | 6.5000%  | 0.0000% | $9991118.00        | $10369286.58       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1353 | 2055-05-01      | 6.0000%  | 0.0000% | $13326294.00       | $13684788.26       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1355 | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $833.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1359 | 2055-05-01      | 6.5000%  | 0.0000% | $10070265.00       | $10506953.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2680 | 2054-10-01      | 5.5000%  | 0.0000% | $35567.00          | $33581.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028 | 2055-06-01      | 6.0000%  | 0.0000% | $82133.00          | $83829.32          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0013 | 2040-06-01      | 3.5000%  | 0.0000% | $1000580.00        | $966664.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2528 | 2039-09-01      | 6.0000%  | 0.0000% | $31701.00          | $31649.04          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2555 | 2039-09-01      | 6.0000%  | 0.0000% | $1340457.00        | $1188796.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3065 | 2040-02-01      | 5.5000%  | 0.0000% | $1008.00           | $1017.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3771 | 2040-06-01      | 5.5000%  | 0.0000% | $1539586.00        | $1585642.03        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0338 | 2054-12-01      | 4.5000%  | 0.0000% | $62949.00          | $52391.45          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0766 | 2054-11-01      | 5.0000%  | 0.0000% | $3282344.00        | $3208764.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1799 | 2054-12-01      | 5.5000%  | 0.0000% | $1890506.00        | $1889966.60        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0939 | 2054-12-01      | 5.5000%  | 0.0000% | $1181503.00        | $1182460.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX1043 | 2054-12-01      | 6.5000%  | 0.0000% | $1835202.00        | $1903089.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX1144 | 2054-12-01      | 4.5000%  | 0.0000% | $2285909.00        | $2185758.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1973 | 2054-12-01      | 5.0000%  | 0.0000% | $2384026.00        | $2327490.74        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2300 | 2054-12-01      | 5.5000%  | 0.0000% | $1361596.00        | $1361292.39        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3797 | 2055-01-01      | 6.5000%  | 0.0000% | $3185830.00        | $3301548.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $58006.00          | $58312.77          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4769 | 2055-01-01      | 5.5000%  | 0.0000% | $1787175.00        | $1799064.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4796 | 2055-01-01      | 4.5000%  | 0.0000% | $1181763.00        | $1057727.38        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4797 | 2055-01-01      | 4.5000%  | 0.0000% | $1018704.00        | $873674.37         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5057 | 2055-02-01      | 5.5000%  | 0.0000% | $5324170.00        | $5315223.70        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX5839 | 2055-01-01      | 4.5000%  | 0.0000% | $1066533.00        | $1019129.07        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX5869 | 2055-02-01      | 5.0000%  | 0.0000% | $1123968.00        | $1050416.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7480 | 2055-02-01      | 5.5000%  | 0.0000% | $1457830.00        | $1475901.36        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX7545 | 2055-02-01      | 4.5000%  | 0.0000% | $2628591.00        | $2523893.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8395 | 2055-03-01      | 6.0000%  | 0.0000% | $11175249.00       | $11398848.59       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9601 | 2055-03-01      | 5.5000%  | 0.0000% | $2106865.00        | $2121055.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9584 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9586 | 2055-04-01      | 6.5000%  | 0.0000% | $2372300.00        | $2460444.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX9634 | 2055-03-01      | 5.0000%  | 0.0000% | $546985.00         | $538246.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1471 | 2055-04-01      | 5.5000%  | 0.0000% | $2007.00           | $2022.86           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY2638 | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.11           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY2239 | 2055-04-01      | 7.0000%  | 0.0000% | $121770.00         | $128843.67         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY2253 | 2055-04-01      | 7.0000%  | 0.0000% | $1226949.00        | $1300514.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2852 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY3142 | 2055-05-01      | 4.5000%  | 0.0000% | $36153.00          | $34600.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3896 | 2055-05-01      | 5.5000%  | 0.0000% | $41090.00          | $41278.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4671 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1013.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3316 | 2054-09-01      | 5.5000%  | 0.0000% | $1059143.00        | $1056660.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4465 | 2054-09-01      | 6.5000%  | 0.0000% | $1235675.00        | $1132520.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4002 | 2054-08-01      | 5.0000%  | 0.0000% | $1438175.00        | $1306010.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4602 | 2054-09-01      | 5.5000%  | 0.0000% | $1327920.00        | $1325285.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6653 | 2054-10-01      | 5.5000%  | 0.0000% | $64997.00          | $64451.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN2802 | 2035-07-01      | 2.5000%  | 0.0000% | $13814.00          | $5822.44           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIQN5031 | 2036-01-01      | 2.5000%  | 0.0000% | $113839.00         | $65588.35          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CNQS0267 | 2032-09-01      | 4.0000%  | 0.0000% | $900300.00         | $481006.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8088 | 2052-06-01      | 4.5000%  | 0.0000% | $33972.00          | $30677.56          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3PQU8093 | 2052-08-01      | 4.5000%  | 0.0000% | $22534.00          | $20354.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA1501 | 2049-10-01      | 3.0000%  | 0.0000% | $440000.00         | $68046.23          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387 | 2050-04-01      | 3.0000%  | 0.0000% | $78000.00          | $26619.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2463 | 2050-04-01      | 4.0000%  | 0.0000% | $245000.00         | $93955.55          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3538 | 2050-09-01      | 2.0000%  | 0.0000% | $634000.00         | $311760.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $461000.00         | $231956.19         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA5279 | 2051-05-01      | 4.0000%  | 0.0000% | $195000.00         | $78956.96          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4737 | 2051-03-01      | 2.0000%  | 0.0000% | $3900000.00        | $2148778.08        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4784 | 2051-03-01      | 2.5000%  | 0.0000% | $715000.00         | $412344.76         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4797 | 2051-03-01      | 2.0000%  | 0.0000% | $35000.00          | $19789.65          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5117 | 2051-05-01      | 2.0000%  | 0.0000% | $400000.00         | $228287.51         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7096 | 2052-04-01      | 3.5000%  | 0.0000% | $130000.00         | $94151.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7122 | 2052-04-01      | 3.5000%  | 0.0000% | $950000.00         | $668520.22         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128 | 2052-04-01      | 3.5000%  | 0.0000% | $1055000.00        | $757518.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6531 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $64541.33          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6562 | 2052-01-01      | 2.5000%  | 0.0000% | $500000.00         | $306892.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $61115.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA6686 | 2052-01-01      | 4.0000%  | 0.0000% | $2435000.00        | $1317278.80        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6815 | 2052-02-01      | 2.5000%  | 0.0000% | $814000.00         | $516979.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6910 | 2052-03-01      | 3.5000%  | 0.0000% | $60000.00          | $41084.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8038 | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $435683.97         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7519 | 2052-06-01      | 3.5000%  | 0.0000% | $1731160.00        | $1299152.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7549 | 2052-06-01      | 4.0000%  | 0.0000% | $20000.00          | $16062.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA7615 | 2052-10-01      | 5.5000%  | 0.0000% | $49000.00          | $40232.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587 | 2052-06-01      | 3.5000%  | 0.0000% | $246001.00         | $176996.76         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $19300.00          | $14405.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7784 | 2052-08-01      | 4.5000%  | 0.0000% | $45000.00          | $34943.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8135 | 2052-10-01      | 5.5000%  | 0.0000% | $40000.00          | $30520.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $2600000.00        | $2217162.92        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5011 | 2039-10-01      | 3.0000%  | 0.0000% | $386391.00         | $58901.56          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $20401.00          | $10140.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CNRD5205 | 2034-08-01      | 5.5000%  | 0.0000% | $35216.00          | $28844.24          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6029 | 2050-02-01      | 3.0000%  | 0.0000% | $280000.00         | $30023.89          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 3PRE6159 | 2055-04-01      | 6.5000%  | 0.0000% | $1153742.00        | $1133950.58        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI6179 | 2054-05-01      | 4.5000%  | 0.0000% | $1003458.00        | $719041.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI6703 | 2054-06-01      | 6.5000%  | 0.0000% | $2009429.00        | $1771348.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI8825 | 2054-07-01      | 5.0000%  | 0.0000% | $723376.00         | $674235.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9214 | 2054-07-01      | 6.0000%  | 0.0000% | $1766564.00        | $1673880.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $49730.00          | $33769.19          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CIQO2428 | 2039-08-01      | 6.0000%  | 0.0000% | $62296.00          | $42428.44          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $9000.00           | $5570.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0297 | 2038-10-01      | 5.5000%  | 0.0000% | $339779.00         | $42459.92          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0895 | 2052-02-01      | 2.0000%  | 0.0000% | $362872.00         | $236569.02         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0489 | 2048-04-01      | 4.0000%  | 0.0000% | $700702.00         | $308372.58         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0496 | 2047-02-01      | 3.0000%  | 0.0000% | $55040.00          | $25639.75          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751 | 2051-10-01      | 2.5000%  | 0.0000% | $100000.00         | $66828.62          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1775 | 2052-11-01      | 4.5000%  | 0.0000% | $999938.00         | $821193.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $1200000.00        | $810859.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1063 | 2052-07-01      | 3.5000%  | 0.0000% | $1750000.00        | $1282494.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1272 | 2052-07-01      | 4.5000%  | 0.0000% | $70000.00          | $51072.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507 | 2051-05-01      | 2.0000%  | 0.0000% | $1250000.00        | $827718.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640 | 2052-09-01      | 4.0000%  | 0.0000% | $128000.00         | $99051.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2591 | 2053-03-01      | 5.0000%  | 0.0000% | $500000.00         | $400231.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2667 | 2053-03-01      | 5.5000%  | 0.0000% | $1100000.00        | $853832.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1884 | 2052-11-01      | 5.0000%  | 0.0000% | $191059.00         | $147144.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1931 | 2051-11-01      | 3.5000%  | 0.0000% | $49757.00          | $34363.58          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1966 | 2052-11-01      | 4.0000%  | 0.0000% | $382000.00         | $301380.32         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2190 | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $15728.64          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2302 | 2052-03-01      | 3.0000%  | 0.0000% | $875000.00         | $646988.30         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2434 | 2052-08-01      | 3.0000%  | 0.0000% | $3000000.00        | $2260547.73        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2491 | 2043-04-01      | 3.0000%  | 0.0000% | $328000.00         | $231505.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2566 | 2049-02-01      | 4.5000%  | 0.0000% | $2531377.00        | $1665502.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2961 | 2052-11-01      | 5.0000%  | 0.0000% | $200000.00         | $148879.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3238 | 2052-12-01      | 5.5000%  | 0.0000% | $1887000.00        | $1550154.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3251 | 2053-07-01      | 6.0000%  | 0.0000% | $1023.00           | $847.68            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5288 | 2052-06-01      | 3.5000%  | 0.0000% | $1075000.00        | $871742.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $9079.00           | $7055.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4522 | 2052-06-01      | 3.5000%  | 0.0000% | $234420.00         | $190803.10         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4836 | 2052-06-01      | 3.0000%  | 0.0000% | $2000000.00        | $1572330.78        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $127431.00         | $95440.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5416 | 2054-04-01      | 5.5000%  | 0.0000% | $100000.00         | $90293.84          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5553 | 2053-01-01      | 4.0000%  | 0.0000% | $2280012.00        | $1911352.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5550 | 2042-12-01      | 3.0000%  | 0.0000% | $1694194.00        | $1430088.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5625 | 2053-12-01      | 6.5000%  | 0.0000% | $300000.00         | $232428.57         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD5846 | 2052-08-01      | 2.0000%  | 0.0000% | $96936.00          | $72702.15          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6705 | 2053-02-01      | 4.5000%  | 0.0000% | $17000.00          | $15430.72          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $203000.00         | $18710.05          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006 | 2049-08-01      | 4.0000%  | 0.0000% | $295000.00         | $30668.04          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $14000.00          | $2111.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7551 | 2052-01-02      | 3.0000%  | 0.0000% | $233951.00         | $150112.54         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $4000000.00        | $1987876.25        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD7528 | 2050-11-01      | 2.0000%  | 0.0000% | $118852.00         | $62773.40          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129 | 2051-02-01      | 2.5000%  | 0.0000% | $5000.00           | $2386.82           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $51146.00          | $18481.05          | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLSD8120 | 2051-01-01      | 1.5000%  | 0.0000% | $15000.00          | $8366.25           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157 | 2051-07-01      | 3.0000%  | 0.0000% | $1016000.00        | $538588.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8148 | 2051-05-01      | 3.0000%  | 0.0000% | $2330000.00        | $1084351.10        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $4500000.00        | $2864630.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8169 | 2051-09-01      | 3.5000%  | 0.0000% | $118000.00         | $57642.03          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8175 | 2051-10-01      | 3.5000%  | 0.0000% | $109000.00         | $57484.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215 | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $5876.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | 0.0000% | $1980000.00        | $1507986.60        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8286 | 2053-01-01      | 4.0000%  | 0.0000% | $21319.00          | $17319.56          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $1233000.00        | $1005792.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $52000.00          | $42053.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  | 0.0000% | $1594858.00        | $1261567.46        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8300 | 2053-02-01      | 5.5000%  | 0.0000% | $261908.00         | $210222.29         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $23000.00          | $19897.00          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $6053.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | 0.0000% | $1010.00           | $926.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463 | 2054-09-01      | 6.0000%  | 0.0000% | $47910552.00       | $43108661.35       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $1670978.00        | $1583595.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533 | 2055-05-01      | 5.5000%  | 0.0000% | $9860074.00        | $9763468.74        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $200000.00         | $161306.02         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4122 | 2053-10-01      | 3.0000%  | 0.0000% | $10000.00          | $7941.56           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4152 | 2052-03-01      | 3.0000%  | 0.0000% | $72000.00          | $55246.84          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4205 | 2053-10-01      | 6.5000%  | 0.0000% | $2528000.00        | $2045841.69        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA6226 | 2050-01-01      | 3.5000%  | 0.0000% | $198151.00         | $56210.92          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5770 | 2050-01-01      | 3.0000%  | 0.0000% | $100000.00         | $34797.87          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB2668 | 2050-08-01      | 2.5000%  | 0.0000% | $88000.00          | $36865.70          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB3094 | 2050-08-01      | 3.0000%  | 0.0000% | $1409009.00        | $923940.66         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB6246 | 2050-12-01      | 2.0000%  | 0.0000% | $650000.00         | $337154.30         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7456 | 2050-09-01      | 2.5000%  | 0.0000% | $2137507.00        | $714378.14         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8773 | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $146358.28         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9087 | 2051-02-01      | 2.0000%  | 0.0000% | $1298944.00        | $649923.91         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9482 | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $153129.15         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC0165 | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $53569.68          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC1164 | 2051-04-01      | 2.0000%  | 0.0000% | $400000.00         | $196553.39         | Agency Mortgage-Backed Securities         |

### Security 691: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B784, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B784
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF BB4370 X | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67086.67          | Agency Mortgage-Backed Securities |
| GNII SF BE5627 C | 2049-02-20      | 4.5000%  | 0.0000% | $5455304.00        | $1832278.62        | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $127740.65         | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $136734.62         | Agency Mortgage-Backed Securities |
| GNII RG CM0996 C | 2050-07-20      | 3.0000%  | 0.0000% | $1250000.00        | $824871.59         | Agency Mortgage-Backed Securities |
| GNII SF AD4691 C | 2045-11-20      | 4.0000%  | 0.0000% | $1188822.00        | $203389.72         | Agency Mortgage-Backed Securities |
| GNII ET CQ3639 C | 2064-12-20      | 6.5000%  | 0.0000% | $14690.00          | $15044.04          | Agency Mortgage-Backed Securities |
| GNII SF CS1997 C | 2052-12-20      | 4.5000%  | 0.0000% | $1237086.00        | $1006383.37        | Agency Mortgage-Backed Securities |
| GNII SF CT3714 C | 2053-04-20      | 5.0000%  | 0.0000% | $1108380.00        | $785314.27         | Agency Mortgage-Backed Securities |
| GNII SF CX0279 C | 2053-09-20      | 6.5000%  | 0.0000% | $1278358.00        | $1316476.26        | Agency Mortgage-Backed Securities |
| GNII SF DB4811 C | 2054-05-20      | 7.0000%  | 0.0000% | $1054838.00        | $630220.67         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402   | 2059-07-15      | 5.8900%  | 0.0000% | $119943.00         | $126579.39         | Agency Mortgage-Backed Securities |
| GNII ET DD5251 C | 2064-07-20      | 5.0000%  | 0.0000% | $305975.00         | $296746.34         | Agency Mortgage-Backed Securities |
| GNII SF DE1586 C | 2054-09-20      | 6.5000%  | 0.0000% | $209226.00         | $216906.55         | Agency Mortgage-Backed Securities |
| GNII SF DE1588 C | 2054-09-20      | 6.5000%  | 0.0000% | $1030536.00        | $1067546.75        | Agency Mortgage-Backed Securities |
| GNII SF DE8989 C | 2054-09-20      | 6.0000%  | 0.0000% | $159366.00         | $163128.77         | Agency Mortgage-Backed Securities |
| GNII SF DF0751 C | 2054-09-20      | 5.0000%  | 0.0000% | $1728224.00        | $1690102.32        | Agency Mortgage-Backed Securities |
| GNII SF DG1075 C | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $6957553.20        | Agency Mortgage-Backed Securities |
| GNII ET DG5183 C | 2064-11-20      | 6.5000%  | 0.0000% | $234312.00         | $204893.85         | Agency Mortgage-Backed Securities |
| GNII ET DG9558 C | 2064-11-20      | 3.0000%  | 0.0000% | $520202.00         | $447567.17         | Agency Mortgage-Backed Securities |
| GNII ET DH3103 C | 2065-01-20      | 3.0000%  | 0.0000% | $720422.00         | $620586.13         | Agency Mortgage-Backed Securities |
| GNII ET DH7638 C | 2065-02-20      | 3.0000%  | 0.0000% | $174205.00         | $149905.16         | Agency Mortgage-Backed Securities |
| GNII ET DH7793 C | 2065-01-20      | 4.0000%  | 0.0000% | $223215.00         | $204119.01         | Agency Mortgage-Backed Securities |
| GNII ET DH9375 C | 2057-10-20      | 3.0000%  | 0.0000% | $219565.00         | $189166.42         | Agency Mortgage-Backed Securities |
| GNPL PN DJ2715   | 2060-05-15      | 5.1600%  | 0.0000% | $5206952.00        | $5255873.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ5825 C | 2055-05-20      | 6.0000%  | 0.0000% | $1845168.00        | $1896231.35        | Agency Mortgage-Backed Securities |
| GNII SF DJ9124 C | 2055-05-20      | 6.5000%  | 0.0000% | $8501504.00        | $8912697.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10183964.46       | Agency Mortgage-Backed Securities |
| GNII SF DJ9111 C | 2055-05-20      | 6.0000%  | 0.0000% | $1417230.00        | $1473067.86        | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2037357.33        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C | 2055-05-20      | 5.5000%  | 0.0000% | $2398388.00        | $2399075.75        | Agency Mortgage-Backed Securities |
| GNII SF DK0285 C | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5695469.72        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1430452.60        | Agency Mortgage-Backed Securities |
| GNII SF DK3979 C | 2055-05-20      | 6.0000%  | 0.0000% | $1420502.00        | $1466979.85        | Agency Mortgage-Backed Securities |
| GNII ET DK4066 C | 2062-05-20      | 4.0000%  | 0.0000% | $68552.00          | $64431.15          | Agency Mortgage-Backed Securities |
| GNII SF DK4718 C | 2055-06-20      | 6.0000%  | 0.0000% | $1437664.00        | $1484818.42        | Agency Mortgage-Backed Securities |
| GNII SF DK5652 C | 2051-06-20      | 6.0000%  | 0.0000% | $1132346.00        | $1166466.23        | Agency Mortgage-Backed Securities |
| GNII SF DK7156 C | 2055-06-20      | 5.0000%  | 0.0000% | $1275442.00        | $1258999.99        | Agency Mortgage-Backed Securities |
| GNII SF DK7197 C | 2055-06-20      | 6.0000%  | 0.0000% | $1174078.00        | $1225254.10        | Agency Mortgage-Backed Securities |
| GNII SF DK6375 C | 2055-06-20      | 5.5000%  | 0.0000% | $50087296.00       | $50568913.20       | Agency Mortgage-Backed Securities |
| GNII SF DK7667 C | 2055-06-20      | 5.5000%  | 0.0000% | $5322736.00        | $5366726.05        | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C | 2055-06-20      | 6.5000%  | 0.0000% | $1488538.00        | $1581034.43        | Agency Mortgage-Backed Securities |
| GNII SF MB0235 M | 2040-03-20      | 6.0000%  | 0.0000% | $8678064.00        | $8931733.14        | Agency Mortgage-Backed Securities |
| GNII ET DI0436 C | 2065-02-20      | 3.0000%  | 0.0000% | $878830.00         | $757042.92         | Agency Mortgage-Backed Securities |
| GNII ET DI2624 C | 2065-02-20      | 6.0000%  | 0.0000% | $598449.00         | $605355.98         | Agency Mortgage-Backed Securities |
| GNII ET DI3607 C | 2065-03-20      | 3.0000%  | 0.0000% | $611401.00         | $527670.49         | Agency Mortgage-Backed Securities |
| GNII SP 785379 C | 2051-03-20      | 2.5000%  | 0.0000% | $25355040.00       | $13907485.85       | Agency Mortgage-Backed Securities |
| GNII SP 788024 C | 2055-06-20      | 5.5000%  | 0.0000% | $31884288.00       | $32065217.16       | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M | 2042-12-20      | 3.5000%  | 0.0000% | $1478314.00        | $145880.06         | Agency Mortgage-Backed Securities |
| GNII SF MA1222 M | 2043-08-20      | 2.5000%  | 0.0000% | $409791.00         | $68184.63          | Agency Mortgage-Backed Securities |
| GNII SF MA1838 M | 2044-04-20      | 3.5000%  | 0.0000% | $5587905.00        | $380790.26         | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $766302.32         | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2297509.00        | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $26287.17          | Agency Mortgage-Backed Securities |
| GNII SF MA3710 M | 2031-06-20      | 2.5000%  | 0.0000% | $100000.00         | $9078.33           | Agency Mortgage-Backed Securities |
| GNII SF MA3876 M | 2041-09-20      | 4.5000%  | 0.0000% | $325000.00         | $31885.30          | Agency Mortgage-Backed Securities |
| GNII SF MA4008 M | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $25176.22          | Agency Mortgage-Backed Securities |
| GNII SF MA4069 M | 2046-11-20      | 3.5000%  | 0.0000% | $5760592.00        | $730285.65         | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | 0.0000% | $50000.00          | $7170.76           | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5744.07           | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $123680.93         | Agency Mortgage-Backed Securities |
| GNII SF MA5857 M | 2032-11-20      | 7.5000%  | 0.0000% | $71433.00          | $11568.06          | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $18839.64          | Agency Mortgage-Backed Securities |
| GNII SF MA8026 M | 2032-06-20      | 7.0000%  | 0.0000% | $136613.00         | $71178.88          | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M | 2051-09-20      | 3.0000%  | 0.0000% | $14258144.00       | $8285817.11        | Agency Mortgage-Backed Securities |
| GNII SF MA8128 M | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $248033.15         | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M | 2052-09-20      | 6.0000%  | 0.0000% | $500000.00         | $305522.66         | Agency Mortgage-Backed Securities |
| GNII SF MA8722 M | 2044-11-20      | 3.5000%  | 0.0000% | $216106.00         | $159158.86         | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M | 2053-06-20      | 5.5000%  | 0.0000% | $4118488.00        | $3384013.64        | Agency Mortgage-Backed Securities |
| GNII SF MA9486 M | 2054-01-20      | 4.5000%  | 0.0000% | $13688000.00       | $12445233.14       | Agency Mortgage-Backed Securities |

### Security 692: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B792, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B792
- **C.18 - Value (incl. sponsor support):** $7335000000.00
- **C.18.a - Value (excl. sponsor support):** $7335000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF 005277 M       | 2027-01-20      | 3.5000%  | 0.0000% | $2900000.00        | $25965.04          | Agency Mortgage-Backed Securities  |
| GNII SF 004580 M       | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $25019.71          | Agency Mortgage-Backed Securities  |
| GNII SF 004771 M       | 2040-08-20      | 4.5000%  | 0.0000% | $35000000.00       | $1273845.22        | Agency Mortgage-Backed Securities  |
| GNII SF 004883 M       | 2040-12-20      | 4.5000%  | 0.0000% | $3065780.00        | $169178.05         | Agency Mortgage-Backed Securities  |
| GNAR AR 008991 M       | 2026-10-20      | 4.7500%  | 0.0000% | $30752745.00       | $6685.67           | Agency Mortgage-Backed Securities  |
| GNMI SF 462838 X       | 2028-07-15      | 6.5000%  | 0.0000% | $26443776.00       | $14434.47          | Agency Mortgage-Backed Securities  |
| GNMI SF 477023 X       | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5705.87           | Agency Mortgage-Backed Securities  |
| GNMI SF 737796 X       | 2040-12-15      | 3.5000%  | 0.0000% | $49000000.00       | $2341274.65        | Agency Mortgage-Backed Securities  |
| GNSN 530824 001-100    | 2033-01-15      | 6.5000%  | 0.0000% | $2511811.00        | $115293.04         | Agency Mortgage-Backed Securities  |
| GNII SF 545608 C       | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $36070.08          | Agency Mortgage-Backed Securities  |
| GNMI SF 568466 X       | 2032-08-15      | 6.5000%  | 0.0000% | $2765752.00        | $16774.99          | Agency Mortgage-Backed Securities  |
| GNMI SP 780813 X       | 2028-06-15      | 6.5000%  | 0.0000% | $49346816.00       | $56631.68          | Agency Mortgage-Backed Securities  |
| GNMI SP 781216 X       | 2030-12-15      | 6.5000%  | 0.0000% | $15468752.00       | $37771.64          | Agency Mortgage-Backed Securities  |
| GNAR AR 080076 M       | 2027-05-20      | 4.8750%  | 0.0000% | $24788992.00       | $6729.49           | Agency Mortgage-Backed Securities  |
| GNAR AR 080123 M       | 2027-10-20      | 4.7500%  | 0.0000% | $17711104.00       | $6567.04           | Agency Mortgage-Backed Securities  |
| GNAR AR 080136 M       | 2027-11-20      | 4.7500%  | 0.0000% | $24846336.00       | $9193.48           | Agency Mortgage-Backed Securities  |
| GNAR AR 080318 M       | 2029-09-20      | 4.6250%  | 0.0000% | $5000000.00        | $8701.22           | Agency Mortgage-Backed Securities  |
| GNAR AT 081156 M       | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $30930.86          | Agency Mortgage-Backed Securities  |
| GNAR AF 082794 M       | 2041-04-20      | 4.8750%  | 0.0000% | $30000000.00       | $804386.37         | Agency Mortgage-Backed Securities  |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $10283000.00       | $441267.14         | Agency Mortgage-Backed Securities  |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $5250000.00        | $229867.80         | Agency Mortgage-Backed Securities  |
| GNMI SP 783673 X       | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4469050.90        | Agency Mortgage-Backed Securities  |
| GNII SP 784189 C       | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $10066892.02       | Agency Mortgage-Backed Securities  |
| GNMI SP 784250 X       | 2040-05-15      | 6.5000%  | 0.0000% | $13621408.00       | $2110533.56        | Agency Mortgage-Backed Securities  |
| GNII SP 784346 C       | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $468873.71         | Agency Mortgage-Backed Securities  |
| GNMI SP 784353 X       | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9993.66           | Agency Mortgage-Backed Securities  |
| GNMI SP 784571 X       | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $24602.93          | Agency Mortgage-Backed Securities  |
| GNII SP 785433 C       | 2051-04-20      | 2.5000%  | 0.0000% | $275000.00         | $155214.79         | Agency Mortgage-Backed Securities  |
| GNMI SP 784718 X       | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $70416.29          | Agency Mortgage-Backed Securities  |
| GNII JM MA9353 M       | 2053-12-20      | 7.5000%  | 0.0000% | $724437.00         | $203853.22         | Agency Mortgage-Backed Securities  |
| GNII SF MA9359 M       | 2053-02-20      | 4.0000%  | 0.0000% | $1004156.00        | $862016.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA9361 M       | 2053-11-20      | 5.0000%  | 0.0000% | $231917.00         | $213140.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA9544 M       | 2054-02-20      | 7.0000%  | 0.0000% | $10218640.00       | $5114361.18        | Agency Mortgage-Backed Securities  |
| GNII SF MA9603 M       | 2054-04-20      | 4.5000%  | 0.0000% | $21548096.00       | $19984353.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA9607 M       | 2054-04-20      | 6.5000%  | 0.0000% | $6110000.00        | $3891219.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA9667 M       | 2054-05-20      | 5.0000%  | 0.0000% | $4073288.00        | $3814268.01        | Agency Mortgage-Backed Securities  |
| GNMI SF AO0535 X       | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $218438.50         | Agency Mortgage-Backed Securities  |
| GNMI SF AO9363 X       | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $58484.19          | Agency Mortgage-Backed Securities  |
| GNPL PN BA0358         | 2062-03-15      | 2.9200%  | 0.0000% | $94266.00          | $79430.78          | Agency Mortgage-Backed Securities  |
| GNMI SF BA6976 X       | 2047-07-15      | 5.0000%  | 0.0000% | $124267.00         | $27938.80          | Agency Mortgage-Backed Securities  |
| GNII ET DG7093 C       | 2064-11-20      | 6.0000%  | 0.0000% | $1015818.00        | $1027560.82        | Agency Mortgage-Backed Securities  |
| GNII ET DG7200 C       | 2064-11-20      | 6.5000%  | 0.0000% | $1189818.00        | $1212686.10        | Agency Mortgage-Backed Securities  |
| GNII ET DG6500 C       | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1297793.02        | Agency Mortgage-Backed Securities  |
| GNII SF DG6551 C       | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2452730.32        | Agency Mortgage-Backed Securities  |
| GNII ET DG6711 C       | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $4003474.09        | Agency Mortgage-Backed Securities  |
| GNII ET DG6881 C       | 2064-11-20      | 6.0000%  | 0.0000% | $1067170.00        | $1079504.27        | Agency Mortgage-Backed Securities  |
| GNII SF DG7337 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2599835.66        | Agency Mortgage-Backed Securities  |
| GNII SF DG7442 C       | 2055-04-20      | 7.0000%  | 0.0000% | $6074312.00        | $6302139.65        | Agency Mortgage-Backed Securities  |
| GNII SF DG7523 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1555464.00        | $1509112.10        | Agency Mortgage-Backed Securities  |
| GNII SF DG7564 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1820732.00        | $1716940.21        | Agency Mortgage-Backed Securities  |
| GNII SF DG9301 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $2039297.76        | Agency Mortgage-Backed Securities  |
| GNII ET DG9541 C       | 2064-10-20      | 6.5000%  | 0.0000% | $1152992.00        | $570733.57         | Agency Mortgage-Backed Securities  |
| GNII SF DG9750 C       | 2055-01-20      | 5.0000%  | 0.0000% | $25019040.00       | $24536858.70       | Agency Mortgage-Backed Securities  |
| GNII SF DG9947 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1042696.00        | $1096692.44        | Agency Mortgage-Backed Securities  |
| GNII ET DH0002 C       | 2064-12-20      | 6.5000%  | 0.0000% | $1157060.00        | $1184199.93        | Agency Mortgage-Backed Securities  |
| GNII SF DH0554 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1813894.00        | $1874696.33        | Agency Mortgage-Backed Securities  |
| GNII SF DH1578 C       | 2055-01-20      | 5.5000%  | 0.0000% | $1825286.00        | $1818915.43        | Agency Mortgage-Backed Securities  |
| GNII ET DH2610 C       | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $959934.86         | Agency Mortgage-Backed Securities  |
| GNII SF DH2624 C       | 2055-01-20      | 5.0000%  | 0.0000% | $5420448.00        | $5165753.58        | Agency Mortgage-Backed Securities  |
| GNII ET DH1819 C       | 2064-11-20      | 4.0000%  | 0.0000% | $1065980.00        | $975673.38         | Agency Mortgage-Backed Securities  |
| GNII SF DH2276 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1301830.00        | $1226991.92        | Agency Mortgage-Backed Securities  |
| GNII ET DH3041 C       | 2065-01-20      | 3.5000%  | 0.0000% | $1409414.00        | $1243074.42        | Agency Mortgage-Backed Securities  |
| GNII SF DH4653 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1896214.00        | $1946788.53        | Agency Mortgage-Backed Securities  |
| GNII SF DH4854 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1664800.00        | $1714601.38        | Agency Mortgage-Backed Securities  |
| GNII SF DH4858 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2041556.00        | $2136490.62        | Agency Mortgage-Backed Securities  |
| GNII BD DH5161 C       | 2055-03-20      | 4.5000%  | 0.0000% | $4349450.00        | $4024340.21        | Agency Mortgage-Backed Securities  |
| GNII SF DH6199 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1443466.00        | $1538080.53        | Agency Mortgage-Backed Securities  |
| GNII ET DH6094 C       | 2065-02-20      | 5.0000%  | 0.0000% | $1269502.00        | $1241142.98        | Agency Mortgage-Backed Securities  |
| GNII SF DH6395 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1593208.00        | $1667684.86        | Agency Mortgage-Backed Securities  |
| GNII SF DH6840 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2219388.00        | $2300733.43        | Agency Mortgage-Backed Securities  |
| GNII SF DH6835 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1620114.00        | $1678131.87        | Agency Mortgage-Backed Securities  |
| GNII SF DH6849 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2793675.86        | Agency Mortgage-Backed Securities  |
| GNII SF DH6860 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2707792.00        | $2854154.50        | Agency Mortgage-Backed Securities  |
| GNII SF DH7383 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1272388.00        | $1312899.70        | Agency Mortgage-Backed Securities  |
| GNII ET DH7630 C       | 2065-01-20      | 4.0000%  | 0.0000% | $528089.00         | $482958.25         | Agency Mortgage-Backed Securities  |
| GNII ET DH7909 C       | 2065-02-20      | 4.5000%  | 0.0000% | $255385.00         | $125381.89         | Agency Mortgage-Backed Securities  |
| GNII ET DH7910 C       | 2065-01-20      | 5.0000%  | 0.0000% | $287996.00         | $280577.47         | Agency Mortgage-Backed Securities  |
| GNII SF DH8886 C       | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $25846761.42       | Agency Mortgage-Backed Securities  |
| GNII SF DH8895 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2432344.00        | $2587292.14        | Agency Mortgage-Backed Securities  |
| GNII SF DH8924 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1009678.00        | $1069397.85        | Agency Mortgage-Backed Securities  |
| GNII SF DH8927 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2135856.00        | $2262932.09        | Agency Mortgage-Backed Securities  |
| GNII SF DH8930 C       | 2055-03-20      | 6.5000%  | 0.0000% | $12196208.00       | $12918975.27       | Agency Mortgage-Backed Securities  |
| GNII SF DH9106 C       | 2055-02-20      | 6.0000%  | 0.0000% | $987025.00         | $1011582.27        | Agency Mortgage-Backed Securities  |
| GNII ET DH9351 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $3043242.98        | Agency Mortgage-Backed Securities  |
| GNII ET DH9538 C       | 2064-12-20      | 6.5000%  | 0.0000% | $117728.00         | $32723.73          | Agency Mortgage-Backed Securities  |
| GNII BD DH9717 C       | 2055-01-20      | 4.5000%  | 0.0000% | $1310664.00        | $1212571.64        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0032 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2845424.00        | $2926826.84        | Agency Mortgage-Backed Securities  |
| GNII SF DJ0312 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2356944.00        | $2424374.60        | Agency Mortgage-Backed Securities  |
| GNII ET DJ0717 C       | 2065-04-20      | 6.5000%  | 0.0000% | $2428972.00        | $2492590.24        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1771 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1859572.00        | $1927729.37        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1772 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2120987.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7588   | 2053-02-01      | 5.5000%  | 0.0000% | $16449.00          | $15123.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG4745   | 2053-06-01      | 6.0000%  | 0.0000% | $1513916.00        | $1230561.37        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG4908   | 2053-06-01      | 4.5000%  | 0.0000% | $44356.00          | $41302.24          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG7309   | 2053-07-01      | 4.5000%  | 0.0000% | $16398.00          | $15130.29          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8606   | 2053-08-01      | 6.0000%  | 0.0000% | $51476.00          | $43006.74          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG9037   | 2053-08-01      | 5.0000%  | 0.0000% | $18140.00          | $14323.05          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH0233   | 2053-09-01      | 5.0000%  | 0.0000% | $10960144.00       | $8848528.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0395   | 2053-08-01      | 6.0000%  | 0.0000% | $8170000.00        | $7313184.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5236   | 2053-11-01      | 6.5000%  | 0.0000% | $10465088.00       | $8463385.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6802   | 2053-12-01      | 6.5000%  | 0.0000% | $2225480.00        | $1421808.97        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6131   | 2054-10-01      | 5.5000%  | 0.0000% | $16765792.00       | $16545375.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8795   | 2054-11-01      | 5.5000%  | 0.0000% | $26218368.00       | $26031264.18       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PQU7241   | 2049-04-01      | 4.0000%  | 0.0000% | $4403496.00        | $811160.45         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3PQU7366   | 2050-03-01      | 2.5000%  | 0.0000% | $8535000.00        | $3191271.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4134   | 2049-09-01      | 3.0000%  | 0.0000% | $1900000.00        | $527463.47         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5165   | 2050-01-01      | 3.5000%  | 0.0000% | $1085150.00        | $508120.27         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5575   | 2050-04-01      | 4.0000%  | 0.0000% | $4214168.00        | $996730.62         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $6350000.00        | $3779170.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKCA9507   | 2049-06-01      | 3.5000%  | 0.0000% | $70038272.00       | $3890914.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $2725000.00        | $1795285.53        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4383   | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $4080985.17        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3906   | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3906258.37        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7140   | 2053-09-01      | 6.5000%  | 0.0000% | $22017840.00       | $18557685.51       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6348   | 2053-05-01      | 4.5000%  | 0.0000% | $1258944.00        | $1061912.54        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7036   | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $5033620.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8617   | 2054-03-01      | 6.5000%  | 0.0000% | $3528948.00        | $2404434.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCB9300   | 2044-09-01      | 6.5000%  | 0.0000% | $2009764.00        | $2071816.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTCB9301   | 2044-10-01      | 6.5000%  | 0.0000% | $3173896.00        | $3062967.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0206   | 2053-10-01      | 6.0000%  | 0.0000% | $43403584.00       | $41162519.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1624   | 2045-05-01      | 3.0000%  | 0.0000% | $53277760.00       | $47792183.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA2114   | 2037-06-01      | 3.0000%  | 0.0000% | $58984192.00       | $57418613.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFA2117   | 2040-03-01      | 5.0000%  | 0.0000% | $19963104.00       | $20182194.63       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2303   | 2049-12-01      | 5.0000%  | 0.0000% | $26105376.00       | $4192882.77        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3278   | 2048-11-01      | 3.5000%  | 0.0000% | $39000.00          | $7421.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4428   | 2049-08-01      | 3.5000%  | 0.0000% | $3500000.00        | $1333141.74        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM3872   | 2049-07-01      | 4.5000%  | 0.0000% | $10665152.00       | $2747860.03        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM3873   | 2035-08-01      | 2.5000%  | 0.0000% | $101203.00         | $33454.35          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3982   | 2050-05-01      | 3.5000%  | 0.0000% | $690000.00         | $152687.12         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4959   | 2050-12-01      | 2.0000%  | 0.0000% | $3300000.00        | $1899194.98        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM5080   | 2035-12-01      | 1.5000%  | 0.0000% | $609253.00         | $300569.24         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM6094   | 2036-02-01      | 1.5000%  | 0.0000% | $312962.00         | $160074.44         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6717   | 2051-02-01      | 3.5000%  | 0.0000% | $8602624.00        | $3131341.87        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFM7423   | 2036-06-01      | 1.5000%  | 0.0000% | $4397016.00        | $2203703.14        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7796   | 2048-06-01      | 4.0000%  | 0.0000% | $100000.00         | $47404.73          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8695   | 2036-09-01      | 2.0000%  | 0.0000% | $4557650.00        | $2452459.44        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9730   | 2051-12-01      | 2.0000%  | 0.0000% | $20000000.00       | $12578060.03       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTFS1898   | 2042-05-01      | 2.0000%  | 0.0000% | $650000.00         | $440215.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2025   | 2052-06-01      | 4.0000%  | 0.0000% | $5675000.00        | $4386492.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3752   | 2050-02-01      | 3.0000%  | 0.0000% | $10000000.00       | $7118752.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3922   | 2053-02-01      | 5.5000%  | 0.0000% | $250000.00         | $205383.83         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4527   | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $160029.95         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS4975   | 2037-06-01      | 2.0000%  | 0.0000% | $5468000.00        | $3877501.13        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5059   | 2048-11-01      | 3.5000%  | 0.0000% | $100000.00         | $76632.65          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5647   | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $172004.73         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5691   | 2052-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $4704561.30        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9133   | 2054-01-01      | 4.5000%  | 0.0000% | $5268420.00        | $4608160.55        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS9167   | 2053-07-01      | 2.5000%  | 0.0000% | $5403670.00        | $4281489.39        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0038   | 2052-01-25      | 2.5000%  | 0.0000% | $5418984.00        | $3952834.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0423   | 2055-05-01      | 5.0000%  | 0.0000% | $7423104.00        | $7262644.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDA8693   | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $929308.12         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $191838000.00      | $231956896.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $148968000.00      | $151665138.93      | U.S. Treasuries (including strips) |
| GNII SF MB0123 M       | 2040-01-20      | 6.0000%  | 0.0000% | $9343824.00        | $9412269.52        | Agency Mortgage-Backed Securities  |
| GNII SF MB0181 M       | 2040-01-20      | 6.0000%  | 0.0000% | $4602768.00        | $4493207.40        | Agency Mortgage-Backed Securities  |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $2045440.00        | $1998251.34        | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $79888896.00       | $79277144.65       | Agency Mortgage-Backed Securities  |
| GNII SF MB0254 M       | 2045-12-20      | 3.0000%  | 0.0000% | $2834768.00        | $2490483.30        | Agency Mortgage-Backed Securities  |
| GNII SF DF5171 C       | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6901069.10        | Agency Mortgage-Backed Securities  |
| GNII ET DF6279 C       | 2064-08-20      | 5.0000%  | 0.0000% | $296780.00         | $288670.55         | Agency Mortgage-Backed Securities  |
| GNII SF DF5623 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1063108.00        | $1093870.37        | Agency Mortgage-Backed Securities  |
| GNII SF DF5929 C       | 2054-10-20      | 5.0000%  | 0.0000% | $7056272.00        | $6914584.24        | Agency Mortgage-Backed Securities  |
| GNII SF DF6495 C       | 2055-02-20      | 6.0000%  | 0.0000% | $3192790.00        | $3327597.20        | Agency Mortgage-Backed Securities  |
| GNCL CL DF6557         | 2067-03-15      | 5.8600%  | 0.0000% | $2414504.00        | $2514559.97        | Agency Mortgage-Backed Securities  |
| GNII SF DF7326 C       | 2054-11-20      | 6.5000%  | 0.0000% | $1320190.00        | $1371224.09        | Agency Mortgage-Backed Securities  |
| GNPL PN DF8947         | 2060-02-15      | 4.6300%  | 0.0000% | $6489050.00        | $6303915.70        | Agency Mortgage-Backed Securities  |
| GNII SF DF9106 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2145836.00        | $2217762.99        | Agency Mortgage-Backed Securities  |
| GNII SF DF9108 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1414416.00        | $1458934.90        | Agency Mortgage-Backed Securities  |
| GNII SF DF9631 C       | 2054-12-20      | 5.5000%  | 0.0000% | $3688152.00        | $3701206.20        | Agency Mortgage-Backed Securities  |
| GNII SF DG0874 C       | 2055-01-20      | 5.0000%  | 0.0000% | $767298.00         | $746164.89         | Agency Mortgage-Backed Securities  |
| GNII ET DG0082 C       | 2065-03-20      | 4.5000%  | 0.0000% | $112218.00         | $105202.58         | Agency Mortgage-Backed Securities  |
| GNII SF DJ9115 C       | 2055-05-20      | 6.0000%  | 0.0000% | $8008032.00        | $8268417.64        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9268 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1822554.00        | $1877491.85        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9377 C       | 2055-05-20      | 6.0000%  | 0.0000% | $6992792.00        | $7118630.46        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9409 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3271296.00        | $3361872.73        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9532 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1024708.00        | $1060629.48        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9735 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1300120.00        | $1358578.74        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9726 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2137712.00        | $2198870.51        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9762 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1066148.19        | Agency Mortgage-Backed Securities  |
| GNII SF DK0772 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2193364.00        | $2274291.09        | Agency Mortgage-Backed Securities  |
| GNII SF DK0070 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2087612.00        | $2145086.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK0235 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4571460.00        | $4748550.74        | Agency Mortgage-Backed Securities  |
| GNII SF DK0399 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1191462.00        | $1260477.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK0466 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1142908.00        | $1154600.58        | Agency Mortgage-Backed Securities  |
| GNII SF DK1497 C       | 2055-06-20      | 6.0000%  | 0.0000% | $17113344.00       | $17355024.34       | Agency Mortgage-Backed Securities  |
| GNII SF DK1548 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4585672.00        | $4734574.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK1549 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2830596.00        | $2925011.47        | Agency Mortgage-Backed Securities  |
| GNII SF DK1591 C       | 2055-06-20      | 5.5000%  | 0.0000% | $3552700.00        | $3591579.17        | Agency Mortgage-Backed Securities  |
| GNII SF DK2596 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3382440.00        | $3475045.43        | Agency Mortgage-Backed Securities  |
| GNII SF DK2645 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2705556.00        | $2782960.15        | Agency Mortgage-Backed Securities  |
| GNII SF DK2660 C       | 2055-05-20      | 5.0000%  | 0.0000% | $4495464.00        | $4427327.50        | Agency Mortgage-Backed Securities  |
| GNII SF DK1928 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3959928.00        | $4093881.80        | Agency Mortgage-Backed Securities  |
| GNII SF DK1898 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6114664.00        | $6173459.89        | Agency Mortgage-Backed Securities  |
| GNII SF DK1942 C       | 2055-06-20      | 5.5000%  | 0.0000% | $20789216.00       | $20989115.87       | Agency Mortgage-Backed Securities  |
| GNII SF DK1948 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1208716.00        | $1244873.93        | Agency Mortgage-Backed Securities  |
| GNII SF DK2525 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1365098.00        | $1411275.62        | Agency Mortgage-Backed Securities  |
| GNII ET DK2991 C       | 2065-05-20      | 5.0000%  | 0.0000% | $2673180.00        | $2610592.24        | Agency Mortgage-Backed Securities  |
| GNII SF DK3896 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1113436.00        | $1124142.31        | Agency Mortgage-Backed Securities  |
| GNII SF DK3961 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $1195109.70        | Agency Mortgage-Backed Securities  |
| GNII SF DK3962 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1435615.35        | Agency Mortgage-Backed Securities  |
| GNII SF DK4053 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1231416.00        | $1273070.29        | Agency Mortgage-Backed Securities  |
| GNII SF DK4103 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1355186.00        | $1401028.33        | Agency Mortgage-Backed Securities  |
| GNII SF DK5354 C       | 2055-05-20      | 6.5000%  | 0.0000% | $5242920.00        | $5473360.23        | Agency Mortgage-Backed Securities  |
| GNII SF DK4679 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1055290.00        | $1104237.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK4759 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2972032.00        | $3073842.92        | Agency Mortgage-Backed Securities  |
| GNII SF DK4763 C       | 2055-06-20      | 6.0000%  | 0.0000% | $7403560.00        | $7646391.83        | Agency Mortgage-Backed Securities  |
| GNII SF DK4800 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2380376.00        | $2502594.29        | Agency Mortgage-Backed Securities  |
| GNII SF DK4804 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4846390.22        | Agency Mortgage-Backed Securities  |
| GNII SF DK4825 C       | 2055-06-20      | 6.0000%  | 0.0000% | $5422312.00        | $5601738.11        | Agency Mortgage-Backed Securities  |
| GNII SF DK5069 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3774872.00        | $3882868.57        | Agency Mortgage-Backed Securities  |
| GNII SF DK5071 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4821472.00        | $4959411.10        | Agency Mortgage-Backed Securities  |
| GNII SF DK5074 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4971520.00        | $5195074.89        | Agency Mortgage-Backed Securities  |
| GNII SF DK5105 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1648428.00        | $1633070.88        | Agency Mortgage-Backed Securities  |
| GNII SF DK5084 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2719068.00        | $2797027.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK5094 C       | 2055-06-20      | 5.5000%  | 0.0000% | $50000448.00       | $50481230.11       | Agency Mortgage-Backed Securities  |
| GNII SF DK5095 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3679964.00        | $3785245.32        | Agency Mortgage-Backed Securities  |
| GNII SF DK5096 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3808492.00        | $3917450.42        | Agency Mortgage-Backed Securities  |
| GNII SF DK5137 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3530272.00        | $3631270.73        | Agency Mortgage-Backed Securities  |
| GNII SF DK5684 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4717832.00        | $4929979.28        | Agency Mortgage-Backed Securities  |
| GNII SF DK5669 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1788538.00        | $1879925.34        | Agency Mortgage-Backed Securities  |
| GNII SF DK6102 C       | 2055-06-20      | 6.0000%  | 0.0000% | $17790400.00       | $18299353.69       | Agency Mortgage-Backed Securities  |
| GNII SF DK6358 C       | 2055-06-20      | 6.0000%  | 0.0000% | $5844600.00        | $6011810.11        | Agency Mortgage-Backed Securities  |
| GNII SF DK6354 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4485080.00        | $4530135.12        | Agency Mortgage-Backed Securities  |
| GNII SF DK6389 C       | 2055-06-20      | 5.5000%  | 0.0000% | $9748656.00        | $9833416.24        | Agency Mortgage-Backed Securities  |
| GNII SF DK6392 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4544056.00        | $4671545.55        | Agency Mortgage-Backed Securities  |
| GNII SF DK6393 C       | 2055-06-20      | 6.0000%  | 0.0000% | $4956080.00        | $5097870.14        | Agency Mortgage-Backed Securities  |
| GNII SF DK6380 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4980832.00        | $5204805.63        | Agency Mortgage-Backed Securities  |
| GNII SF DK6660 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1587000.00        | $1589589.28        | Agency Mortgage-Backed Securities  |
| GNII ET DK7990 C       | 2065-05-20      | 3.0000%  | 0.0000% | $285418.00         | $249405.57         | Agency Mortgage-Backed Securities  |
| GNII SF DK7225 C       | 2055-06-20      | 5.0000%  | 0.0000% | $2925896.00        | $2885833.98        | Agency Mortgage-Backed Securities  |
| GNII SF DK7281 C       | 2055-06-20      | 5.0000%  | 0.0000% | $1084626.00        | $1069775.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK7282 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2335816.00        | $2360284.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK7301 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2145870.49        | Agency Mortgage-Backed Securities  |
| GNII SF DK7665 C       | 2055-06-20      | 5.0000%  | 0.0000% | $5392680.00        | $5278957.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK7685 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4297944.00        | $4334655.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK7745 C       | 2055-06-20      | 6.0000%  | 0.0000% | $6287448.00        | $6467327.70        | Agency Mortgage-Backed Securities  |
| GNII ET DK8723 C       | 2065-06-20      | 7.0000%  | 0.0000% | $21454016.00       | $22159443.12       | Agency Mortgage-Backed Securities  |
| GNII ET DK8766 C       | 2065-06-20      | 7.0000%  | 0.0000% | $23095744.00       | $23855152.59       | Agency Mortgage-Backed Securities  |
| GNII SF DK9514 C       | 2055-06-20      | 6.0000%  | 0.0000% | $11447488.00       | $11784837.84       | Agency Mortgage-Backed Securities  |
| GNII SF DK9923 C       | 2055-06-20      | 5.0000%  | 0.0000% | $5900456.00        | $5819665.65        | Agency Mortgage-Backed Securities  |
| GNII SF DL2635 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1845545.38        | Agency Mortgage-Backed Securities  |
| GNII SF MB0028 M       | 2054-11-20      | 6.5000%  | 0.0000% | $2046832.00        | $1972584.85        | Agency Mortgage-Backed Securities  |
| GNII SF MB0068 M       | 2039-12-20      | 6.0000%  | 0.0000% | $4839592.00        | $4617475.99        | Agency Mortgage-Backed Securities  |
| GNII SF MB0087 M       | 2054-11-20      | 3.0000%  | 0.0000% | $1544424.00        | $1326204.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2103   | 2054-08-01      | 6.5000%  | 0.0000% | $2093550.00        | $2120395.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2380   | 2054-09-01      | 5.5000%  | 0.0000% | $3041544.00        | $2948470.14        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3149   | 2054-10-01      | 5.0000%  | 0.0000% | $3138152.00        | $3045381.16        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC3212   | 2054-10-01      | 4.5000%  | 0.0000% | $2349912.00        | $2232188.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3692   | 2054-10-01      | 5.5000%  | 0.0000% | $1612308.00        | $1611998.28        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4291   | 2054-11-01      | 5.5000%  | 0.0000% | $5727712.00        | $5055114.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4554   | 2054-11-01      | 4.5000%  | 0.0000% | $3140196.00        | $2985099.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5570   | 2054-11-01      | 5.5000%  | 0.0000% | $838798.00         | $834227.90         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6712   | 2054-11-01      | 4.5000%  | 0.0000% | $1141734.00        | $1088003.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7696   | 2054-12-01      | 6.0000%  | 0.0000% | $2992512.00        | $3018048.82        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC7849   | 2055-01-01      | 5.0000%  | 0.0000% | $1047666.00        | $1031455.53        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8189   | 2055-05-01      | 5.5000%  | 0.0000% | $3172576.00        | $3179770.57        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC8610   | 2054-11-01      | 4.5000%  | 0.0000% | $2401020.00        | $2285603.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8857   | 2054-12-01      | 6.5000%  | 0.0000% | $7477048.00        | $7431210.49        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDC9056   | 2055-05-01      | 7.0000%  | 0.0000% | $5061192.00        | $5360714.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDC9250   | 2039-12-01      | 5.0000%  | 0.0000% | $2121964.00        | $2028660.81        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9678   | 2055-01-01      | 5.5000%  | 0.0000% | $10296224.00       | $10322575.12       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0263   | 2055-01-01      | 6.0000%  | 0.0000% | $1933668.00        | $1983987.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD0492   | 2055-01-01      | 5.0000%  | 0.0000% | $3045488.00        | $2992600.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1746   | 2055-02-01      | 5.5000%  | 0.0000% | $2252576.00        | $2260551.79        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2272   | 2055-02-01      | 6.5000%  | 0.0000% | $3584536.00        | $3715506.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD2768   | 2055-05-01      | 5.0000%  | 0.0000% | $2076604.00        | $2038678.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD2773   | 2055-05-01      | 5.5000%  | 0.0000% | $1243942.00        | $1248636.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2918   | 2055-04-01      | 6.5000%  | 0.0000% | $2022500.00        | $1995349.00        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3333   | 2055-02-01      | 7.0000%  | 0.0000% | $1879702.00        | $1816835.89        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3312   | 2055-02-01      | 6.5000%  | 0.0000% | $8051850.00        | $8326851.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4377   | 2055-04-01      | 6.0000%  | 0.0000% | $2110264.00        | $2127549.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3912   | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2324628.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4337   | 2055-04-01      | 6.0000%  | 0.0000% | $3032916.00        | $3088180.97        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5275   | 2055-03-01      | 6.5000%  | 0.0000% | $4527136.00        | $4696919.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4632   | 2055-03-01      | 5.5000%  | 0.0000% | $3829792.00        | $3867749.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4793   | 2055-03-01      | 6.5000%  | 0.0000% | $2036744.00        | $2127450.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD5001   | 2055-05-01      | 5.0000%  | 0.0000% | $2353004.00        | $2311872.48        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6285   | 2055-04-01      | 5.5000%  | 0.0000% | $2381404.00        | $2391665.21        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD5584   | 2055-03-01      | 7.0000%  | 0.0000% | $1931896.00        | $1893549.08        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD5585   | 2055-03-01      | 7.0000%  | 0.0000% | $3208290.00        | $3390843.67        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD5575   | 2055-03-01      | 6.5000%  | 0.0000% | $9268608.00        | $9378867.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6718   | 2055-04-01      | 5.0000%  | 0.0000% | $3448536.00        | $3399682.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6778   | 2055-05-01      | 5.0000%  | 0.0000% | $1122320.00        | $1109737.91        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD6750   | 2055-05-01      | 5.0000%  | 0.0000% | $2360684.00        | $2240218.58        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7202   | 2055-04-01      | 6.5000%  | 0.0000% | $2203312.00        | $2287805.47        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD7378   | 2055-04-01      | 7.0000%  | 0.0000% | $2823432.00        | $2986567.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7542   | 2055-05-01      | 6.0000%  | 0.0000% | $2721420.00        | $2791846.65        | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDD8412   | 2055-05-01      | 7.5000%  | 0.0000% | $1218834.00        | $1316264.90        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8578   | 2055-05-01      | 5.5000%  | 0.0000% | $7879984.00        | $7911325.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9258   | 2055-06-01      | 5.5000%  | 0.0000% | $6132456.00        | $6161486.26        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9262   | 2055-05-01      | 5.5000%  | 0.0000% | $1059800.00        | $1062198.29        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDD9475   | 2040-05-01      | 5.0000%  | 0.0000% | $2144860.00        | $2130876.58        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD9700   | 2055-05-01      | 7.0000%  | 0.0000% | $1634542.00        | $1733933.31        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9715   | 2055-05-01      | 6.0000%  | 0.0000% | $4739832.00        | $4866609.86        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9724   | 2055-06-01      | 5.0000%  | 0.0000% | $2626268.00        | $2580851.36        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD9725   | 2055-06-01      | 5.0000%  | 0.0000% | $1405344.00        | $1382126.00        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD9976   | 2055-05-01      | 7.0000%  | 0.0000% | $1289058.00        | $1366985.39        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDE0125   | 2040-05-01      | 4.5000%  | 0.0000% | $2349590.00        | $2281524.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0257   | 2055-05-01      | 6.0000%  | 0.0000% | $2262080.00        | $2313372.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0492   | 2055-06-01      | 6.0000%  | 0.0000% | $3031872.00        | $3121983.13        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDE0549   | 2040-05-01      | 6.0000%  | 0.0000% | $2467970.00        | $2541246.59        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1022   | 2055-06-01      | 6.5000%  | 0.0000% | $2771612.00        | $2888876.44        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE1090   | 2055-06-01      | 7.0000%  | 0.0000% | $2827000.00        | $2994605.98        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE1092   | 2055-06-01      | 7.0000%  | 0.0000% | $3383120.00        | $3564849.95        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1223   | 2055-06-01      | 6.5000%  | 0.0000% | $2183392.00        | $2270786.87        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1331   | 2055-07-01      | 6.0000%  | 0.0000% | $3598736.00        | $3707185.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2028   | 2055-06-01      | 5.5000%  | 0.0000% | $5778120.00        | $5796474.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2179   | 2055-06-01      | 6.5000%  | 0.0000% | $3788348.00        | $4018714.07        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2187   | 2055-06-01      | 7.0000%  | 0.0000% | $1181000.00        | $1251657.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2465   | 2055-07-01      | 6.0000%  | 0.0000% | $6022768.00        | $6197960.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE2702   | 2055-07-01      | 6.5000%  | 0.0000% | $38471680.00       | $40009743.57       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2746   | 2055-06-01      | 7.0000%  | 0.0000% | $2519392.00        | $2671598.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2992   | 2055-06-01      | 6.0000%  | 0.0000% | $2110196.00        | $2177303.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE3209   | 2055-07-01      | 5.0000%  | 0.0000% | $2157012.00        | $2125064.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3226   | 2055-07-01      | 6.5000%  | 0.0000% | $2853288.00        | $2971114.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3299   | 2055-07-01      | 6.0000%  | 0.0000% | $4344720.00        | $4464813.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE3316   | 2055-07-01      | 6.0000%  | 0.0000% | $4290816.00        | $4422511.15        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDE3381   | 2040-06-01      | 6.0000%  | 0.0000% | $1113300.00        | $1154989.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3608   | 2055-07-01      | 6.5000%  | 0.0000% | $3149010.00        | $3278903.86        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0148   | 2056-04-01      | 4.5000%  | 0.0000% | $2830000.00        | $850815.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0183   | 2057-01-01      | 4.0000%  | 0.0000% | $2300000.00        | $775609.85         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I3BF0319   | 2048-07-01      | 4.0000%  | 0.0000% | $4363000.00        | $1421358.66        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $1700000.00        | $959978.89         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I4BF0503   | 2060-09-01      | 3.0000%  | 0.0000% | $10000000.00       | $4274134.34        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I6BF0716   | 2063-03-01      | 2.5000%  | 0.0000% | $5430000.00        | $3781389.21        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9252   | 2048-06-01      | 4.0000%  | 0.0000% | $430000.00         | $43605.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBK2094   | 2040-02-01      | 3.5000%  | 0.0000% | $1517422.00        | $666489.88         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBK2144   | 2050-03-01      | 2.5000%  | 0.0000% | $8933296.00        | $4338648.96        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBK3069   | 2035-08-01      | 3.5000%  | 0.0000% | $1288880.00        | $490061.63         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK7608   | 2048-09-01      | 4.0000%  | 0.0000% | $226966.00         | $20918.90          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBM1885   | 2040-06-01      | 6.5000%  | 0.0000% | $14076192.00       | $3395049.84        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBP3559   | 2051-05-01      | 2.0000%  | 0.0000% | $3456676.00        | $2271348.51        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIBQ0223   | 2035-08-01      | 2.0000%  | 0.0000% | $13200736.00       | $4972974.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ2402   | 2050-09-01      | 2.5000%  | 0.0000% | $1795000.00        | $752162.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ9334   | 2050-12-01      | 2.5000%  | 0.0000% | $6161664.00        | $2954420.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBT7848   | 2052-07-01      | 3.5000%  | 0.0000% | $11000.00          | $8569.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7914   | 2052-10-01      | 5.0000%  | 0.0000% | $2522472.00        | $1954766.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU2688   | 2051-10-01      | 3.5000%  | 0.0000% | $128694.00         | $56924.83          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU4433   | 2054-02-01      | 5.0000%  | 0.0000% | $2618460.00        | $2525615.01        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4595   | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1356408.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4794   | 2054-07-01      | 6.5000%  | 0.0000% | $2691276.00        | $2771221.20        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBU5558   | 2055-01-01      | 7.0000%  | 0.0000% | $2559716.00        | $2668145.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5676   | 2055-02-01      | 4.5000%  | 0.0000% | $3836236.00        | $3658822.70        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7233   | 2052-01-01      | 2.0000%  | 0.0000% | $452864.00         | $316401.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTBV1734   | 2045-05-01      | 5.0000%  | 0.0000% | $2414656.00        | $2426451.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBV1782   | 2045-05-01      | 6.0000%  | 0.0000% | $1531200.00        | $1571123.49        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB8670   | 2051-02-01      | 2.5000%  | 0.0000% | $31489000.00       | $17792814.86       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB9057   | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $55724.96          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQC1996   | 2051-05-01      | 5.0000%  | 0.0000% | $1221804.00        | $332915.04         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC2368   | 2051-05-01      | 3.5000%  | 0.0000% | $653656.00         | $376749.65         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQD6641   | 2052-01-01      | 5.0000%  | 0.0000% | $143582.00         | $138320.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE8533   | 2052-07-01      | 4.0000%  | 0.0000% | $70000.00          | $53561.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF2437   | 2052-10-01      | 5.5000%  | 0.0000% | $13625000.00       | $12208449.64       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQF5343   | 2052-12-01      | 3.5000%  | 0.0000% | $8000.00           | $6209.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF7482   | 2053-02-01      | 5.0000%  | 0.0000% | $14408576.00       | $12538965.29       | Agency Mortgage-Backed Securities  |
| GNII SF CZ6045 C       | 2054-01-20      | 6.0000%  | 0.0000% | $7388350.00        | $6678103.35        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7098 C       | 2064-01-20      | 5.0000%  | 0.0000% | $1169934.00        | $1131506.73        | Agency Mortgage-Backed Securities  |
| GNII ET CZ7107 C       | 2064-02-20      | 5.0000%  | 0.0000% | $1427188.00        | $1114984.60        | Agency Mortgage-Backed Securities  |
| GNII BD CZ6896 C       | 2053-12-20      | 7.5000%  | 0.0000% | $1529620.00        | $1645256.90        | Agency Mortgage-Backed Securities  |
| GNII SF CZ7831 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1046390.00        | $665477.74         | Agency Mortgage-Backed Securities  |
| GNII SF CZ8457 C       | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $973600.74         | Agency Mortgage-Backed Securities  |
| GNII ET CZ8755 C       | 2063-02-20      | 5.0000%  | 0.0000% | $272356.00         | $105845.94         | Agency Mortgage-Backed Securities  |
| GNII SF DA2767 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $975016.37         | Agency Mortgage-Backed Securities  |
| GNII ET DA2904 C       | 2064-03-20      | 5.0000%  | 0.0000% | $292961.00         | $111985.30         | Agency Mortgage-Backed Securities  |
| GNII SF DA4618 C       | 2054-03-20      | 7.0000%  | 0.0000% | $1174286.00        | $1240592.92        | Agency Mortgage-Backed Securities  |
| GNII ET DA9321 C       | 2064-04-20      | 5.0000%  | 0.0000% | $1462250.00        | $1298986.29        | Agency Mortgage-Backed Securities  |
| GNII SF DA9642 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1347008.15        | Agency Mortgage-Backed Securities  |
| GNII SF DB0439 C       | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $1050644.40        | Agency Mortgage-Backed Securities  |
| GNII ET DB3203 C       | 2064-02-20      | 3.5000%  | 0.0000% | $298435.00         | $261111.09         | Agency Mortgage-Backed Securities  |
| GNII SF DB4836 C       | 2054-05-20      | 6.0000%  | 0.0000% | $15686.00          | $16150.50          | Agency Mortgage-Backed Securities  |
| GNII SF DB6366 C       | 2054-09-20      | 6.0000%  | 0.0000% | $4498144.00        | $4631449.85        | Agency Mortgage-Backed Securities  |
| GNII SF DB6821 C       | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2247884.01        | Agency Mortgage-Backed Securities  |
| GNII ET DB8927 C       | 2064-04-20      | 5.0000%  | 0.0000% | $417499.00         | $404387.40         | Agency Mortgage-Backed Securities  |
| GNII ET DB9282 C       | 2064-04-20      | 5.0000%  | 0.0000% | $3677048.00        | $3562064.50        | Agency Mortgage-Backed Securities  |
| GNII ET DB9266 C       | 2064-05-20      | 5.0000%  | 0.0000% | $1442338.00        | $1397385.98        | Agency Mortgage-Backed Securities  |
| GNII SF DB9996 C       | 2054-06-20      | 7.0000%  | 0.0000% | $1390274.00        | $1430176.58        | Agency Mortgage-Backed Securities  |
| GNII ET DC5076 C       | 2064-08-20      | 6.5000%  | 0.0000% | $33750.00          | $18062.27          | Agency Mortgage-Backed Securities  |
| GNII ET DC7148 C       | 2064-08-20      | 6.5000%  | 0.0000% | $27330.00          | $27938.56          | Agency Mortgage-Backed Securities  |
| GNPL PN DC7180         | 2059-09-15      | 5.4700%  | 0.0000% | $472857.00         | $484762.09         | Agency Mortgage-Backed Securities  |
| GNII ET DC6748 C       | 2064-08-20      | 6.5000%  | 0.0000% | $254995.00         | $122658.78         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7222         | 2060-02-15      | 5.2800%  | 0.0000% | $1622258.00        | $1649639.15        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7233         | 2060-03-15      | 5.8200%  | 0.0000% | $2387660.00        | $2519269.04        | Agency Mortgage-Backed Securities  |
| GNPL PN DC7235         | 2060-03-15      | 5.8200%  | 0.0000% | $1476090.00        | $1557452.84        | Agency Mortgage-Backed Securities  |
| GNII ET DC8420 C       | 2064-06-20      | 5.0000%  | 0.0000% | $2048744.00        | $1596390.84        | Agency Mortgage-Backed Securities  |
| GNII ET DC8548 C       | 2064-06-20      | 5.0000%  | 0.0000% | $299406.00         | $290298.68         | Agency Mortgage-Backed Securities  |
| GNII SF DD1691 C       | 2054-07-20      | 7.0000%  | 0.0000% | $20743968.00       | $20068819.98       | Agency Mortgage-Backed Securities  |
| GNII SF DD1695 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1721946.00        | $1804849.52        | Agency Mortgage-Backed Securities  |
| GNII ET DD1208 C       | 2064-05-20      | 5.0000%  | 0.0000% | $2185652.00        | $1741690.71        | Agency Mortgage-Backed Securities  |
| GNII SF DD1959 C       | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1110222.85        | Agency Mortgage-Backed Securities  |
| GNII SF DD4242 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1120712.00        | $1178142.89        | Agency Mortgage-Backed Securities  |
| GNII ET DD5647 C       | 2064-08-20      | 6.5000%  | 0.0000% | $121488.00         | $63255.57          | Agency Mortgage-Backed Securities  |
| GNII SF DD7474 C       | 2054-08-20      | 5.0000%  | 0.0000% | $3901192.00        | $3806559.32        | Agency Mortgage-Backed Securities  |
| GNII SF DD7529 C       | 2054-09-20      | 6.5000%  | 0.0000% | $7305870.00        | $7699700.26        | Agency Mortgage-Backed Securities  |
| GNII SF DD7535 C       | 2054-09-20      | 7.5000%  | 0.0000% | $2466040.00        | $2627126.51        | Agency Mortgage-Backed Securities  |
| GNII SF DD7704 C       | 2054-08-20      | 7.0000%  | 0.0000% | $4486856.00        | $4709139.17        | Agency Mortgage-Backed Securities  |
| GNII SF DD9904 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1017336.00        | $1092910.77        | Agency Mortgage-Backed Securities  |
| GNII SF DE0337 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1458058.01        | Agency Mortgage-Backed Securities  |
| GNII SF DE1580 C       | 2054-09-20      | 6.5000%  | 0.0000% | $2019224.00        | $2093379.99        | Agency Mortgage-Backed Securities  |
| GNII SF DE2337 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1386970.00        | $1360665.40        | Agency Mortgage-Backed Securities  |
| GNII ET DE2477 C       | 2064-06-20      | 6.5000%  | 0.0000% | $18238.00          | $18645.78          | Agency Mortgage-Backed Securities  |
| GNII ET DE3598 C       | 2064-08-20      | 4.5000%  | 0.0000% | $593910.00         | $559861.86         | Agency Mortgage-Backed Securities  |
| GNII SF DE4860 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1379680.98        | Agency Mortgage-Backed Securities  |
| GNII ET DE5055 C       | 2064-09-20      | 5.0000%  | 0.0000% | $1313860.00        | $1276045.63        | Agency Mortgage-Backed Securities  |
| GNII ET DE5213 C       | 2064-07-20      | 6.5000%  | 0.0000% | $11586.00          | $11847.18          | Agency Mortgage-Backed Securities  |
| GNII SF DE5787 C       | 2054-10-20      | 7.5000%  | 0.0000% | $2527624.00        | $2720236.73        | Agency Mortgage-Backed Securities  |
| GNII SF DE5800 C       | 2054-10-20      | 7.0000%  | 0.0000% | $2036956.00        | $2142647.39        | Agency Mortgage-Backed Securities  |
| GNII ET DE5991 C       | 2064-09-20      | 6.5000%  | 0.0000% | $9382.00           | $9577.43           | Agency Mortgage-Backed Securities  |
| GNPL PN DE6504         | 2060-04-15      | 5.3400%  | 0.0000% | $2060320.00        | $2099802.23        | Agency Mortgage-Backed Securities  |
| GNII ET DE7619 C       | 2064-10-20      | 6.5000%  | 0.0000% | $2689600.00        | $2608061.65        | Agency Mortgage-Backed Securities  |
| GNII ET DE7655 C       | 2064-10-20      | 6.5000%  | 0.0000% | $611535.00         | $566107.86         | Agency Mortgage-Backed Securities  |
| GNII SF DE8990 C       | 2054-09-20      | 6.5000%  | 0.0000% | $1154508.00        | $1206028.63        | Agency Mortgage-Backed Securities  |
| GNII SF DE8867 C       | 2054-09-20      | 5.5000%  | 0.0000% | $2228772.00        | $1906451.34        | Agency Mortgage-Backed Securities  |
| GNII SF DF1317 C       | 2054-10-20      | 6.5000%  | 0.0000% | $7141832.00        | $7531682.31        | Agency Mortgage-Backed Securities  |
| GNII SF DF1364 C       | 2054-10-20      | 7.5000%  | 0.0000% | $1526180.00        | $1626761.32        | Agency Mortgage-Backed Securities  |
| GNII SF DF1936 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $1221020.86        | Agency Mortgage-Backed Securities  |
| GNII SF DF1987 C       | 2054-10-20      | 5.0000%  | 0.0000% | $1100680.00        | $1082876.32        | Agency Mortgage-Backed Securities  |
| GNII SF DF2332 C       | 2054-10-20      | 7.5000%  | 0.0000% | $4712080.00        | $5054914.48        | Agency Mortgage-Backed Securities  |
| GNII ET DF2366 C       | 2064-10-20      | 6.5000%  | 0.0000% | $36140.00          | $36999.63          | Agency Mortgage-Backed Securities  |
| GNII SF DF2519 C       | 2054-12-20      | 6.5000%  | 0.0000% | $1068464.00        | $1105258.09        | Agency Mortgage-Backed Securities  |
| GNII SF DF3988 C       | 2054-09-20      | 7.0000%  | 0.0000% | $2408188.00        | $2527690.27        | Agency Mortgage-Backed Securities  |
| GNMI SF BC3013 X       | 2047-12-15      | 3.0000%  | 0.0000% | $78696.00          | $37115.71          | Agency Mortgage-Backed Securities  |
| GNII SF BC3386 C       | 2047-09-20      | 4.5000%  | 0.0000% | $3099820.00        | $1176068.06        | Agency Mortgage-Backed Securities  |
| GNII SF DI7671 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1345518.00        | $1414268.74        | Agency Mortgage-Backed Securities  |
| GNII ET DI7721 C       | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2845009.36        | Agency Mortgage-Backed Securities  |
| GNII SF DI7840 C       | 2055-04-20      | 5.0000%  | 0.0000% | $5218704.00        | $5134189.37        | Agency Mortgage-Backed Securities  |
| GNII SF DI7929 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1821942.00        | $1890054.17        | Agency Mortgage-Backed Securities  |
| GNII SF DI8276 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2006240.00        | $2080683.05        | Agency Mortgage-Backed Securities  |
| GNII SF DI8320 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1037998.00        | $1087655.03        | Agency Mortgage-Backed Securities  |
| GNII SF DI8386 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1452396.00        | $1499979.98        | Agency Mortgage-Backed Securities  |
| GNII ET DI8539 C       | 2065-04-20      | 3.0000%  | 0.0000% | $459434.00         | $396160.18         | Agency Mortgage-Backed Securities  |
| GNII SF DI9839 C       | 2055-03-20      | 5.5000%  | 0.0000% | $8285696.00        | $8280805.69        | Agency Mortgage-Backed Securities  |
| GNMI SF AS4932 X       | 2046-05-15      | 4.5000%  | 0.0000% | $87000.00          | $26770.44          | Agency Mortgage-Backed Securities  |
| GNII SF AS9196 C       | 2046-04-20      | 3.5000%  | 0.0000% | $200000.00         | $61486.21          | Agency Mortgage-Backed Securities  |
| GNMI SF AT8108 X       | 2046-09-15      | 4.5000%  | 0.0000% | $780233.00         | $193028.93         | Agency Mortgage-Backed Securities  |
| GNII SF AX3459 C       | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1893064.57        | Agency Mortgage-Backed Securities  |
| GNII SF AX4342 C       | 2046-10-20      | 3.5000%  | 0.0000% | $128008.00         | $38615.95          | Agency Mortgage-Backed Securities  |
| GNII SF AX4344 C       | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $70953.53          | Agency Mortgage-Backed Securities  |
| GNMI SF 578323 X       | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $15332.28          | Agency Mortgage-Backed Securities  |
| GNMI SF 582339 X       | 2032-09-15      | 6.5000%  | 0.0000% | $33204928.00       | $35774.69          | Agency Mortgage-Backed Securities  |
| GNII SF 003308 M       | 2032-11-20      | 6.5000%  | 0.0000% | $9711088.00        | $37866.79          | Agency Mortgage-Backed Securities  |
| GNII SF DI6057 C       | 2055-04-20      | 5.5000%  | 0.0000% | $27211136.00       | $27219056.54       | Agency Mortgage-Backed Securities  |
| GNII SF DI6064 C       | 2055-04-20      | 5.0000%  | 0.0000% | $4810392.00        | $4694584.78        | Agency Mortgage-Backed Securities  |
| GNII ET DI7121 C       | 2065-04-20      | 3.5000%  | 0.0000% | $2875012.00        | $2539970.64        | Agency Mortgage-Backed Securities  |
| GNII ET DI6691 C       | 2065-03-20      | 3.5000%  | 0.0000% | $1602822.00        | $1414775.13        | Agency Mortgage-Backed Securities  |
| GNII SF DI7295 C       | 2055-03-20      | 5.5000%  | 0.0000% | $5755488.00        | $5750664.28        | Agency Mortgage-Backed Securities  |
| GNII SF DI7316 C       | 2055-03-20      | 5.5000%  | 0.0000% | $5657392.00        | $5379509.64        | Agency Mortgage-Backed Securities  |
| GNPL PN DI7401         | 2060-05-15      | 5.7800%  | 0.0000% | $6529500.00        | $6854022.00        | Agency Mortgage-Backed Securities  |
| GNII BD DI7630 C       | 2055-06-20      | 4.5000%  | 0.0000% | $14993264.00       | $13925023.93       | Agency Mortgage-Backed Securities  |
| GNII SF DI7675 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2746592.00        | $2858469.85        | Agency Mortgage-Backed Securities  |
| GNII SF DI7664 C       | 2055-06-20      | 6.0000%  | 0.0000% | $5507200.00        | $5691803.18        | Agency Mortgage-Backed Securities  |
| GNII SF DI1631 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2810611.85        | Agency Mortgage-Backed Securities  |
| GNII SF DI1622 C       | 2055-04-20      | 6.0000%  | 0.0000% | $2189344.00        | $2259093.07        | Agency Mortgage-Backed Securities  |
| GNII SF DI1654 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2246580.00        | $2328862.88        | Agency Mortgage-Backed Securities  |
| GNII ET DI2629 C       | 2065-02-20      | 6.0000%  | 0.0000% | $5573896.00        | $5619118.54        | Agency Mortgage-Backed Securities  |
| GNII SF DI2002 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1326352.00        | $1384157.22        | Agency Mortgage-Backed Securities  |
| GNII SF DI2014 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1283058.00        | $1320798.30        | Agency Mortgage-Backed Securities  |
| GNII SF DI2016 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1106228.00        | $1116865.00        | Agency Mortgage-Backed Securities  |
| GNII SF DI2041 C       | 2055-06-20      | 5.5000%  | 0.0000% | $5118936.00        | $5168157.42        | Agency Mortgage-Backed Securities  |
| GNII SF DI2095 C       | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3668449.22        | Agency Mortgage-Backed Securities  |
| GNII ET DI2110 C       | 2064-12-20      | 5.0000%  | 0.0000% | $1631294.00        | $1589348.51        | Agency Mortgage-Backed Securities  |
| GNII SF DI2161 C       | 2055-02-20      | 4.5000%  | 0.0000% | $1486346.00        | $1142840.95        | Agency Mortgage-Backed Securities  |
| GNII SF DI2437 C       | 2055-04-20      | 6.0000%  | 0.0000% | $5080696.00        | $5242554.45        | Agency Mortgage-Backed Securities  |
| GNII SF DI4121 C       | 2055-05-20      | 6.0000%  | 0.0000% | $865813.00         | $894272.40         | Agency Mortgage-Backed Securities  |
| GNII SF DI4852 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1999814.00        | $2067462.37        | Agency Mortgage-Backed Securities  |
| GNII SF DI5727 C       | 2055-03-20      | 7.5000%  | 0.0000% | $5415864.00        | $5637326.96        | Agency Mortgage-Backed Securities  |
| GNII ET DI5908 C       | 2065-05-20      | 6.5000%  | 0.0000% | $463938.00         | $476269.52         | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M       | 2052-07-20      | 5.0000%  | 0.0000% | $96824320.00       | $95030161.96       | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $155432960.00      | $157635888.19      | Agency Mortgage-Backed Securities  |
| GNII SF MB0400 M       | 2040-06-20      | 5.5000%  | 0.0000% | $22796768.00       | $23312648.74       | Agency Mortgage-Backed Securities  |
| GNII SF MB0421 M       | 2055-06-20      | 4.0000%  | 0.0000% | $97319168.00       | $90546943.34       | Agency Mortgage-Backed Securities  |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $11838064.00       | $12234474.73       | Agency Mortgage-Backed Securities  |
| GNII SF DI0821 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1243852.00        | $1306947.79        | Agency Mortgage-Backed Securities  |
| GNII SF DI0931 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2181702.65        | Agency Mortgage-Backed Securities  |
| GNAR AF MA2533 M       | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $904548.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA3596 M       | 2046-04-20      | 3.0000%  | 0.0000% | $50664192.00       | $5288367.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA3599 M       | 2046-04-20      | 4.5000%  | 0.0000% | $5500000.00        | $415576.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA3666 M       | 2046-05-20      | 5.0000%  | 0.0000% | $147500.00         | $13170.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA3874 M       | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3468911.07        | Agency Mortgage-Backed Securities  |
| GNII SF MA4002 M       | 2046-10-20      | 2.5000%  | 0.0000% | $618000000.00      | $97427703.85       | Agency Mortgage-Backed Securities  |
| GNII SF MA4006 M       | 2046-10-20      | 4.5000%  | 0.0000% | $1288184.00        | $137772.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA4262 M       | 2047-02-20      | 3.5000%  | 0.0000% | $175000.00         | $21786.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA5303 M       | 2033-07-20      | 5.0000%  | 0.0000% | $182164.00         | $81976.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA5369 M       | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $208100.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA5370 M       | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $12010.20          | Agency Mortgage-Backed Securities  |
| GNII SF MA4558 M       | 2032-07-20      | 2.5000%  | 0.0000% | $2303240.00        | $267746.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA4690 M       | 2032-09-20      | 3.0000%  | 0.0000% | $116000.00         | $13002.72          | Agency Mortgage-Backed Securities  |
| GNAR AF MA4664 M       | 2047-08-20      | 5.5000%  | 0.0000% | $25000000.00       | $1994547.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA5110 M       | 2033-03-20      | 3.0000%  | 0.0000% | $166500.00         | $21501.84          | Agency Mortgage-Backed Securities  |
| GNII JM MA6212 M       | 2049-10-20      | 4.5000%  | 0.0000% | $4888544.00        | $1006055.06        | Agency Mortgage-Backed Securities  |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $700000.00         | $96221.05          | Agency Mortgage-Backed Securities  |
| GNII SF MA5570 M       | 2028-04-20      | 7.0000%  | 0.0000% | $83274.00          | $10106.09          | Agency Mortgage-Backed Securities  |
| GNII SF MA5598 M       | 2048-09-20      | 5.5000%  | 0.0000% | $468136.00         | $44596.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA5876 M       | 2049-04-20      | 4.0000%  | 0.0000% | $50000000.00       | $4017187.59        | Agency Mortgage-Backed Securities  |
| GNII SF MA5962 M       | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $118804.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10302021.68       | Agency Mortgage-Backed Securities  |
| GNII SF MA6068 M       | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $57981.21          | Agency Mortgage-Backed Securities  |
| GNII SF MA6046 M       | 2037-06-20      | 7.0000%  | 0.0000% | $42566.00          | $11259.34          | Agency Mortgage-Backed Securities  |
| GNII JM MA6083 M       | 2049-08-20      | 4.5000%  | 0.0000% | $19683104.00       | $958935.93         | Agency Mortgage-Backed Securities  |
| GNII SF MA6135 M       | 2032-12-20      | 7.0000%  | 0.0000% | $159895.00         | $52629.02          | Agency Mortgage-Backed Securities  |
| GNII SF MA7106 M       | 2036-01-20      | 2.0000%  | 0.0000% | $90000.00          | $39783.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA7136 M       | 2051-01-20      | 2.5000%  | 0.0000% | $6106800.00        | $2746807.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA6339 M       | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $46920.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $30915712.00       | $5623398.82        | Agency Mortgage-Backed Securities  |
| GNII JM MA6530 M       | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $26767.84          | Agency Mortgage-Backed Securities  |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $95918.45          | Agency Mortgage-Backed Securities  |
| GNII SF MA6576 M       | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5579.94           | Agency Mortgage-Backed Securities  |
| GNII SF MA6655 M       | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $233089.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA6743 M       | 2035-07-20      | 4.0000%  | 0.0000% | $320926.00         | $94869.10          | Agency Mortgage-Backed Securities  |
| GNII JM MA6757 M       | 2050-07-20      | 3.0000%  | 0.0000% | $2201156.00        | $353415.04         | Agency Mortgage-Backed Securities  |
| GNII JM MA6810 M       | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $182673.53         | Agency Mortgage-Backed Securities  |
| GNII JM MA6811 M       | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $112470.91         | Agency Mortgage-Backed Securities  |
| GNII JM MA6856 M       | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $476899.25         | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $4899352.00        | $2318656.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $15162144.00       | $5150702.40        | Agency Mortgage-Backed Securities  |
| GNII JM MA6985 M       | 2050-11-20      | 2.0000%  | 0.0000% | $390000.00         | $199230.95         | Agency Mortgage-Backed Securities  |
| GNII SF MA7024 M       | 2035-12-20      | 2.5000%  | 0.0000% | $300000.00         | $108945.11         | Agency Mortgage-Backed Securities  |
| GNII JM MA7042 M       | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $106641.90         | Agency Mortgage-Backed Securities  |
| GNII SF MA7052 M       | 2050-12-20      | 2.5000%  | 0.0000% | $6425000.00        | $2718591.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA7995 M       | 2038-02-20      | 6.5000%  | 0.0000% | $363456.00         | $226221.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA8019 M       | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $211299.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M       | 2052-05-20      | 3.0000%  | 0.0000% | $17022464.00       | $11833316.99       | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $346000000.00      | $246739034.40      | Agency Mortgage-Backed Securities  |
| GNII SF MA7232 M       | 2034-04-20      | 5.0000%  | 0.0000% | $149774.00         | $48167.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA7366 M       | 2051-05-20      | 2.0000%  | 0.0000% | $3572152.00        | $1950575.84        | Agency Mortgage-Backed Securities  |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $12339872.00       | $6136397.10        | Agency Mortgage-Backed Securities  |
| GNII SF MA7417 M       | 2051-06-20      | 2.0000%  | 0.0000% | $6191000.00        | $3418748.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA7450 M       | 2036-07-20      | 4.0000%  | 0.0000% | $147821.00         | $33689.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA7470 M       | 2051-07-20      | 1.5000%  | 0.0000% | $126560.00         | $75391.38          | Agency Mortgage-Backed Securities  |
| GNII SF MA7471 M       | 2051-07-20      | 2.0000%  | 0.0000% | $61713216.00       | $35184926.61       | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $6475104.00        | $3755788.77        | Agency Mortgage-Backed Securities  |
| GNII SF MA7513 M       | 2036-10-20      | 5.0000%  | 0.0000% | $1114102.00        | $534937.43         | Agency Mortgage-Backed Securities  |
| GNII SF MA7568 M       | 2035-08-20      | 5.5000%  | 0.0000% | $964503.00         | $359266.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA7629 M       | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $18207.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA7829 M       | 2052-01-20      | 3.5000%  | 0.0000% | $7470584.00        | $5017553.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA7865 M       | 2030-06-20      | 8.5000%  | 0.0000% | $28894.00          | $17347.54          | Agency Mortgage-Backed Securities  |
| GNII SF MA7881 M       | 2052-02-20      | 2.5000%  | 0.0000% | $3892612.00        | $2528342.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $21151008.00       | $14003988.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA8878 M       | 2053-05-20      | 5.0000%  | 0.0000% | $5006344.00        | $4240344.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA8917 M       | 2038-06-20      | 5.0000%  | 0.0000% | $64673.00          | $47592.87          | Agency Mortgage-Backed Securities  |
| GNII SF MA8981 M       | 2028-05-20      | 2.5000%  | 0.0000% | $1349510.00        | $848828.69         | Agency Mortgage-Backed Securities  |
| GNII SF MA8984 M       | 2038-07-20      | 4.0000%  | 0.0000% | $35277.00          | $29695.32          | Agency Mortgage-Backed Securities  |
| GNII JM MA8194 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1105505.88        | Agency Mortgage-Backed Securities  |
| GNII SF MA8181 M       | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $72374.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $9065000.00        | $6980865.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA8266 M       | 2052-09-20      | 3.5000%  | 0.0000% | $27009888.00       | $19883299.67       | Agency Mortgage-Backed Securities  |
| GNII SF MA8425 M       | 2052-10-20      | 3.5000%  | 0.0000% | $1703842.00        | $1304561.75        | Agency Mortgage-Backed Securities  |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $2135000.00        | $1699961.14        | Agency Mortgage-Backed Securities  |
| GNII JM MA8477 M       | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $3999398.47        | Agency Mortgage-Backed Securities  |
| GNII JM MA8479 M       | 2052-11-20      | 4.0000%  | 0.0000% | $6000000.00        | $4655287.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA8487 M       | 2052-11-20      | 3.5000%  | 0.0000% | $9610000.00        | $7358120.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $26679040.00       | $21496603.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA8644 M       | 2052-11-20      | 3.5000%  | 0.0000% | $6920000.00        | $5137625.36        | Agency Mortgage-Backed Securities  |
| GNII SF MA9777 M       | 2054-06-20      | 4.5000%  | 0.0000% | $18442560.00       | $17240494.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA9850 M       | 2054-08-20      | 5.0000%  | 0.0000% | $6692120.00        | $6381835.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA9303 M       | 2053-11-20      | 4.5000%  | 0.0000% | $2452620.00        | $2220687.30        | Agency Mortgage-Backed Securities  |
| GNII SF MA9307 M       | 2053-11-20      | 6.5000%  | 0.0000% | $47527.00          | $27220.10          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3RQU9529   | 2036-07-01      | 2.0000%  | 0.0000% | $1981556.00        | $1386242.14        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2627   | 2050-05-01      | 2.5000%  | 0.0000% | $149999872.00      | $66435177.81       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2387   | 2050-04-01      | 3.0000%  | 0.0000% | $125000.00         | $42660.01          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLRA3908   | 2050-11-01      | 1.5000%  | 0.0000% | $100000.00         | $52115.62          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4070   | 2050-11-01      | 2.5000%  | 0.0000% | $192000.00         | $92478.26          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA5279   | 2051-05-01      | 4.0000%  | 0.0000% | $345000.00         | $139693.09         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5546   | 2051-07-01      | 3.0000%  | 0.0000% | $1427846.00        | $840128.86         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6136   | 2051-10-01      | 2.5000%  | 0.0000% | $21520.00          | $15166.11          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7104   | 2051-02-01      | 4.5000%  | 0.0000% | $50000.00          | $31893.55          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7189   | 2052-04-01      | 3.5000%  | 0.0000% | $24000.00          | $17707.74          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLRA6332   | 2051-11-01      | 2.0000%  | 0.0000% | $600000.00         | $373298.67         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7587   | 2052-06-01      | 3.5000%  | 0.0000% | $458000.00         | $329529.22         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA9046   | 2053-08-01      | 4.5000%  | 0.0000% | $467511.00         | $432539.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9307   | 2053-06-01      | 5.5000%  | 0.0000% | $447341.00         | $415492.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9437   | 2053-07-01      | 5.5000%  | 0.0000% | $400000.00         | $332882.37         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB1177   | 2045-06-01      | 6.5000%  | 0.0000% | $3339492.00        | $3546417.31        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB5288   | 2044-04-01      | 6.5000%  | 0.0000% | $79142.00          | $38902.45          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5054   | 2040-06-01      | 2.5000%  | 0.0000% | $33457216.00       | $10996903.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5249   | 2035-06-01      | 5.0000%  | 0.0000% | $2181244.00        | $2096217.18        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PRE6046   | 2050-05-01      | 3.5000%  | 0.0000% | $3712440.00        | $367781.39         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VSF5001   | 2043-11-01      | 3.0000%  | 0.0000% | $300000.00         | $125289.05         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VSF5033   | 2047-04-01      | 4.0000%  | 0.0000% | $13823056.00       | $13140457.85       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0231   | 2054-02-01      | 5.0000%  | 0.0000% | $30242.00          | $29131.21          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI2227   | 2054-04-01      | 6.0000%  | 0.0000% | $1198986.00        | $1198785.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2334   | 2054-04-01      | 5.5000%  | 0.0000% | $1125104.00        | $979130.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5610   | 2054-05-01      | 6.0000%  | 0.0000% | $2578232.00        | $2578919.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7022   | 2054-06-01      | 5.5000%  | 0.0000% | $10285.00          | $10139.23          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7884   | 2054-06-01      | 5.5000%  | 0.0000% | $435248.00         | $430058.08         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9122   | 2054-07-01      | 6.5000%  | 0.0000% | $1013814.00        | $968642.85         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CIQO2676   | 2039-10-01      | 6.5000%  | 0.0000% | $1077622.00        | $955447.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO2256   | 2039-07-01      | 5.0000%  | 0.0000% | $1157482.00        | $1086859.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3516   | 2040-05-01      | 5.5000%  | 0.0000% | $1961044.00        | $1998349.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3517   | 2040-05-01      | 5.0000%  | 0.0000% | $1350440.00        | $1357273.38        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3522   | 2040-05-01      | 6.0000%  | 0.0000% | $1106662.00        | $1137678.58        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3737   | 2040-06-01      | 5.5000%  | 0.0000% | $1580748.00        | $1618795.90        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CT256946   | 2027-10-01      | 6.5000%  | 0.0000% | $13590304.00       | $52711.41          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL555657   | 2030-08-01      | 6.5000%  | 0.0000% | $2999990.00        | $7394.77           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL9715   | 2027-01-01      | 4.0000%  | 0.0000% | $20000000.00       | $225867.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL8347   | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $9931.58           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS6413   | 2031-01-01      | 2.5000%  | 0.0000% | $70000.00          | $9049.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAS8548   | 2046-12-01      | 3.5000%  | 0.0000% | $9444256.00        | $3219853.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL850010   | 2036-03-01      | 6.0000%  | 0.0000% | $2392972.00        | $153714.37         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL878166   | 2036-08-01      | 6.5000%  | 0.0000% | $48755008.00       | $678969.62         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL881266   | 2036-10-01      | 6.0000%  | 0.0000% | $2007872.00        | $490225.41         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA2739   | 2054-02-01      | 5.5000%  | 0.0000% | $4114784.00        | $4077871.04        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA5068   | 2053-11-01      | 6.5000%  | 0.0000% | $1977144.00        | $1312364.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA5999   | 2054-03-01      | 5.5000%  | 0.0000% | $2731136.00        | $2338611.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB1018   | 2054-05-01      | 5.5000%  | 0.0000% | $4178432.00        | $4074856.44        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB1377   | 2054-04-01      | 6.5000%  | 0.0000% | $2860848.00        | $2070822.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB4831   | 2054-12-01      | 5.0000%  | 0.0000% | $2143096.00        | $2111031.83        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB4890   | 2055-01-01      | 6.0000%  | 0.0000% | $1065102.00        | $1095851.39        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB6003   | 2054-06-01      | 6.0000%  | 0.0000% | $5834352.00        | $5920260.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIDB6439   | 2039-06-01      | 6.0000%  | 0.0000% | $1041006.00        | $900075.94         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6495   | 2054-07-01      | 5.5000%  | 0.0000% | $3110796.00        | $3087588.27        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6944   | 2054-07-01      | 6.5000%  | 0.0000% | $5197920.00        | $3855310.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB8416   | 2054-08-01      | 5.0000%  | 0.0000% | $1068490.00        | $1039358.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC0895   | 2040-03-01      | 4.5000%  | 0.0000% | $5752136.00        | $5626957.06        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC1019   | 2054-08-01      | 6.5000%  | 0.0000% | $5083192.00        | $5220864.47        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC1546   | 2054-09-01      | 5.0000%  | 0.0000% | $705270.00         | $687368.50         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2055   | 2054-09-01      | 5.5000%  | 0.0000% | $1172268.00        | $1169599.06        | Agency Mortgage-Backed Securities  |
| GNII SF DG0474 C       | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2508883.40        | Agency Mortgage-Backed Securities  |
| GNII SF DG1159 C       | 2054-12-20      | 6.5000%  | 0.0000% | $3519530.00        | $3659231.18        | Agency Mortgage-Backed Securities  |
| GNII SF DG2202 C       | 2054-11-20      | 6.5000%  | 0.0000% | $5634608.00        | $5641080.79        | Agency Mortgage-Backed Securities  |
| GNII SF DG2279 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1616018.00        | $1717699.65        | Agency Mortgage-Backed Securities  |
| GNII SF DG2264 C       | 2045-01-20      | 6.5000%  | 0.0000% | $1303802.00        | $1251203.10        | Agency Mortgage-Backed Securities  |
| GNII SF DG2289 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2678012.00        | $2831219.00        | Agency Mortgage-Backed Securities  |
| GNII SF DG2406 C       | 2051-12-20      | 5.0000%  | 0.0000% | $5231216.00        | $5060638.22        | Agency Mortgage-Backed Securities  |
| GNII ET DG3096 C       | 2064-09-20      | 4.5000%  | 0.0000% | $297552.00         | $142134.23         | Agency Mortgage-Backed Securities  |
| GNII ET DG3123 C       | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $869256.59         | Agency Mortgage-Backed Securities  |
| GNII ET DG3139 C       | 2064-11-20      | 4.5000%  | 0.0000% | $539300.00         | $509698.41         | Agency Mortgage-Backed Securities  |
| GNII ET DG3723 C       | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2721605.58        | Agency Mortgage-Backed Securities  |
| GNII ET DG4212 C       | 2065-01-20      | 6.0000%  | 0.0000% | $1509830.00        | $1528504.57        | Agency Mortgage-Backed Securities  |
| GNII SF DG4276 C       | 2054-11-20      | 4.5000%  | 0.0000% | $7222512.00        | $6787244.51        | Agency Mortgage-Backed Securities  |
| GNII SF DG4541 C       | 2055-01-20      | 5.0000%  | 0.0000% | $2339204.00        | $2294165.53        | Agency Mortgage-Backed Securities  |
| GNII SF DG4542 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1744800.00        | $1646648.85        | Agency Mortgage-Backed Securities  |
| GNII SF DG4677 C       | 2054-12-20      | 4.5000%  | 0.0000% | $6395544.00        | $6018069.94        | Agency Mortgage-Backed Securities  |
| GNII SF DG5758 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1173966.01        | Agency Mortgage-Backed Securities  |
| GNII SF DG6147 C       | 2050-02-20      | 6.5000%  | 0.0000% | $1065168.00        | $1107469.77        | Agency Mortgage-Backed Securities  |
| GNII ET DG7092 C       | 2064-12-20      | 6.5000%  | 0.0000% | $70170.00          | $71847.51          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1660 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1650720.00        | $1648685.89        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1826 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1093563.80        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1828 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1388809.38        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1931 C       | 2055-04-20      | 6.5000%  | 0.0000% | $4574928.00        | $4776620.90        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1934 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1272164.00        | $1332822.35        | Agency Mortgage-Backed Securities  |
| GNII ET DJ2059 C       | 2065-05-20      | 4.0000%  | 0.0000% | $1422268.00        | $1304777.60        | Agency Mortgage-Backed Securities  |
| GNII ET DJ2150 C       | 2065-05-20      | 6.0000%  | 0.0000% | $2773792.00        | $2811955.44        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2241 C       | 2055-06-20      | 5.5000%  | 0.0000% | $5070552.00        | $5122426.57        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2243 C       | 2055-06-20      | 5.5000%  | 0.0000% | $18250560.00       | $18426049.28       | Agency Mortgage-Backed Securities  |
| GNII SF DJ2351 C       | 2055-06-20      | 6.0000%  | 0.0000% | $8112528.00        | $8355208.86        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2352 C       | 2055-06-20      | 6.0000%  | 0.0000% | $15277824.00       | $15714912.35       | Agency Mortgage-Backed Securities  |
| GNII SF DJ2795 C       | 2055-04-20      | 5.0000%  | 0.0000% | $6295584.00        | $6139628.20        | Agency Mortgage-Backed Securities  |
| GNII ET DJ4633 C       | 2065-04-20      | 3.0000%  | 0.0000% | $1495064.00        | $1289012.62        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4731 C       | 2055-05-20      | 5.5000%  | 0.0000% | $2429328.00        | $2469433.06        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4765 C       | 2055-05-20      | 6.5000%  | 0.0000% | $8209424.00        | $8570602.23        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4816 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1131944.00        | $1201180.80        | Agency Mortgage-Backed Securities  |
| GNII ET DJ4966 C       | 2065-03-20      | 6.0000%  | 0.0000% | $1016842.00        | $1031269.29        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6585 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2995576.00        | $3093349.88        | Agency Mortgage-Backed Securities  |
| GNII SF DJ6962 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1033536.00        | $1068496.73        | Agency Mortgage-Backed Securities  |
| GNII ET DJ8086 C       | 2065-02-20      | 3.0000%  | 0.0000% | $219574.00         | $189517.62         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7238 C       | 2064-10-20      | 5.5000%  | 0.0000% | $150401.00         | $150085.40         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7354 C       | 2065-06-20      | 6.5000%  | 0.0000% | $1617592.00        | $1660587.77        | Agency Mortgage-Backed Securities  |
| GNII SF DJ7814 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3264436.00        | $3353728.86        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8882 C       | 2055-05-20      | 6.0000%  | 0.0000% | $4081968.00        | $4215407.02        | Agency Mortgage-Backed Securities  |
| GNII ET DJ8147 C       | 2065-04-20      | 4.0000%  | 0.0000% | $144072.00         | $132946.65         | Agency Mortgage-Backed Securities  |
| GNII SF DJ8221 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4457264.00        | $4657689.83        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8230 C       | 2055-06-20      | 6.0000%  | 0.0000% | $5595944.00        | $5785239.86        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8368 C       | 2055-06-20      | 7.5000%  | 0.0000% | $2421980.00        | $2526419.82        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8369 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1579852.00        | $1696123.84        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8568 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1153612.00        | $1164704.62        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8821 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1447470.00        | $1470366.89        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9057 C       | 2055-04-20      | 3.5000%  | 0.0000% | $2696380.00        | $2440268.24        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9042 C       | 2065-06-20      | 6.0000%  | 0.0000% | $3197128.00        | $3242489.92        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9114 C       | 2055-05-20      | 6.0000%  | 0.0000% | $5085352.00        | $5256329.54        | Agency Mortgage-Backed Securities  |
| GNII AP 784924 M       | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $285358.50         | Agency Mortgage-Backed Securities  |
| GNII SP 785231 C       | 2050-12-20      | 3.5000%  | 0.0000% | $22590000.00       | $12111409.64       | Agency Mortgage-Backed Securities  |
| GNII SP 786336 C       | 2052-09-20      | 4.5000%  | 0.0000% | $1300000.00        | $986818.26         | Agency Mortgage-Backed Securities  |
| GNII SP 785568 C       | 2051-08-20      | 2.5000%  | 0.0000% | $2100000.00        | $1254450.40        | Agency Mortgage-Backed Securities  |
| GNMI SP 785690 X       | 2050-04-15      | 4.5000%  | 0.0000% | $135665.00         | $50992.43          | Agency Mortgage-Backed Securities  |
| GNMI SP 785693 X       | 2049-05-15      | 5.0000%  | 0.0000% | $555203.00         | $342234.18         | Agency Mortgage-Backed Securities  |
| GNMI SP 785753 X       | 2049-03-15      | 5.0000%  | 0.0000% | $15650608.00       | $12387147.24       | Agency Mortgage-Backed Securities  |
| GNII SP 785831 C       | 2052-01-20      | 2.5000%  | 0.0000% | $378613.00         | $250835.69         | Agency Mortgage-Backed Securities  |
| GNII SP 786981 C       | 2052-04-20      | 3.0000%  | 0.0000% | $182000000.00      | $137949975.18      | Agency Mortgage-Backed Securities  |
| GNII SP 787701 C       | 2054-06-20      | 6.0000%  | 0.0000% | $54177664.00       | $51143770.41       | Agency Mortgage-Backed Securities  |
| GNMI SF 752201 X       | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1209214.64        | Agency Mortgage-Backed Securities  |
| GNMI SF 757388 X       | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2830822.29        | Agency Mortgage-Backed Securities  |
| GNII SP 783418 C       | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $102427.99         | Agency Mortgage-Backed Securities  |
| GNII SF 626951 C       | 2045-06-20      | 3.0000%  | 0.0000% | $5425648.00        | $2441315.73        | Agency Mortgage-Backed Securities  |
| GNMI SF 651901 X       | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13745.13          | Agency Mortgage-Backed Securities  |
| GNMI SF 672353 X       | 2037-10-15      | 7.0000%  | 0.0000% | $1200000.00        | $39645.02          | Agency Mortgage-Backed Securities  |
| GNII SF 675725 C       | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1782117.11        | Agency Mortgage-Backed Securities  |
| GNMI SF 677385 X       | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7423.80           | Agency Mortgage-Backed Securities  |
| GNII SF CQ3301 C       | 2054-12-20      | 6.0000%  | 0.0000% | $1329006.00        | $1373841.71        | Agency Mortgage-Backed Securities  |
| GNII RG CQ6275 C       | 2051-08-20      | 3.5000%  | 0.0000% | $2300000.00        | $1494729.84        | Agency Mortgage-Backed Securities  |
| GNII SF CQ6104 C       | 2052-10-20      | 4.5000%  | 0.0000% | $4052952.00        | $3248491.50        | Agency Mortgage-Backed Securities  |
| GNCL CL CQ7046         | 2065-03-15      | 4.8900%  | 0.0000% | $3114116.00        | $3037045.26        | Agency Mortgage-Backed Securities  |
| GNII SF CQ7645 C       | 2041-10-20      | 4.0000%  | 0.0000% | $2505880.00        | $1999249.28        | Agency Mortgage-Backed Securities  |
| GNII SF CQ8289 C       | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $706853.43         | Agency Mortgage-Backed Securities  |
| GNII SF CR2583 C       | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1114246.82        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2381 X       | 2053-03-15      | 6.0000%  | 0.0000% | $4091192.00        | $3992548.13        | Agency Mortgage-Backed Securities  |
| GNCL CL CR5667         | 2064-01-15      | 6.5200%  | 0.0000% | $8427264.00        | $8935960.81        | Agency Mortgage-Backed Securities  |
| GNII SF CS7814 C       | 2053-04-20      | 5.0000%  | 0.0000% | $3481660.00        | $2810047.15        | Agency Mortgage-Backed Securities  |
| GNII SF CT4983 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1088354.00        | $571798.59         | Agency Mortgage-Backed Securities  |
| GNII SF CT7413 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1425020.31        | Agency Mortgage-Backed Securities  |
| GNII SF CU3559 C       | 2053-04-20      | 5.5000%  | 0.0000% | $2921848.00        | $2110031.10        | Agency Mortgage-Backed Securities  |
| GNII SF CU3446 C       | 2053-05-20      | 6.0000%  | 0.0000% | $1083148.00        | $1088357.81        | Agency Mortgage-Backed Securities  |
| GNPL PN CU4648         | 2059-01-15      | 6.5300%  | 0.0000% | $356171.00         | $389094.45         | Agency Mortgage-Backed Securities  |
| GNII SF CU5081 C       | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2276635.27        | Agency Mortgage-Backed Securities  |
| GNII SF CV0609 C       | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $273168.06         | Agency Mortgage-Backed Securities  |
| GNII SF CV0620 C       | 2053-09-20      | 7.0000%  | 0.0000% | $2092088.00        | $2182968.72        | Agency Mortgage-Backed Securities  |
| GNII SF CV0624 C       | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1121747.21        | Agency Mortgage-Backed Securities  |
| GNII ET CV1711 C       | 2063-05-20      | 5.0000%  | 0.0000% | $615358.00         | $501242.65         | Agency Mortgage-Backed Securities  |
| GNII ET CV1309 C       | 2063-11-20      | 7.5000%  | 0.0000% | $124031.00         | $127919.94         | Agency Mortgage-Backed Securities  |
| GNII ET CV1311 C       | 2064-03-20      | 6.5000%  | 0.0000% | $9319.00           | $9523.29           | Agency Mortgage-Backed Securities  |
| GNII ET CV1291 C       | 2064-11-20      | 6.5000%  | 0.0000% | $9534.00           | $9771.71           | Agency Mortgage-Backed Securities  |
| GNII SF CV1491 C       | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $2015515.13        | Agency Mortgage-Backed Securities  |
| GNII ET CV5550 C       | 2063-04-20      | 6.5000%  | 0.0000% | $417687.00         | $117296.22         | Agency Mortgage-Backed Securities  |
| GNCL CS CV6109         | 2066-04-15      | 8.7800%  | 0.0000% | $24714880.00       | $27846892.40       | Agency Mortgage-Backed Securities  |
| GNII SF CW1327 C       | 2053-10-20      | 6.5000%  | 0.0000% | $1844334.00        | $1724411.92        | Agency Mortgage-Backed Securities  |
| GNII SF CW1339 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1272906.00        | $1327050.19        | Agency Mortgage-Backed Securities  |
| GNII SF CW3777 C       | 2053-08-20      | 6.5000%  | 0.0000% | $2247036.00        | $1878392.97        | Agency Mortgage-Backed Securities  |
| GNII SF CW4739 C       | 2053-07-20      | 6.5000%  | 0.0000% | $6272432.00        | $6221695.25        | Agency Mortgage-Backed Securities  |
| GNII SF CW4741 C       | 2053-07-20      | 7.5000%  | 0.0000% | $4420664.00        | $3725707.34        | Agency Mortgage-Backed Securities  |
| GNII ET CW5902 C       | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1526508.57        | Agency Mortgage-Backed Securities  |
| GNII SF CW6992 C       | 2053-09-20      | 6.0000%  | 0.0000% | $10770624.00       | $9509844.37        | Agency Mortgage-Backed Securities  |
| GNII SF CX0795 C       | 2053-08-20      | 7.5000%  | 0.0000% | $1869820.00        | $1650627.89        | Agency Mortgage-Backed Securities  |
| GNII SF CX1604 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1618116.00        | $1662637.56        | Agency Mortgage-Backed Securities  |
| GNII SF CX2662 C       | 2053-08-20      | 5.5000%  | 0.0000% | $7308144.00        | $6710424.19        | Agency Mortgage-Backed Securities  |
| GNII SF CX5783 C       | 2053-10-20      | 7.5000%  | 0.0000% | $1121820.00        | $988266.58         | Agency Mortgage-Backed Securities  |
| GNII SF CX6561 C       | 2053-09-20      | 7.5000%  | 0.0000% | $2374576.00        | $2098336.36        | Agency Mortgage-Backed Securities  |
| GNII SF CY0327 C       | 2053-10-20      | 7.5000%  | 0.0000% | $2200652.00        | $1885722.64        | Agency Mortgage-Backed Securities  |
| GNII SF CY1078 C       | 2053-11-20      | 7.0000%  | 0.0000% | $1759510.00        | $1847038.78        | Agency Mortgage-Backed Securities  |
| GNII SF CY1079 C       | 2053-11-20      | 7.0000%  | 0.0000% | $2074704.00        | $1792354.52        | Agency Mortgage-Backed Securities  |
| GNII SF CZ1970 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1170804.00        | $1182061.93        | Agency Mortgage-Backed Securities  |
| GNPL PN CZ2392         | 2059-03-15      | 5.7300%  | 0.0000% | $70193.00          | $72979.08          | Agency Mortgage-Backed Securities  |
| GNII SF CZ5609 C       | 2054-01-20      | 7.5000%  | 0.0000% | $1984772.00        | $2059403.51        | Agency Mortgage-Backed Securities  |
| GNII ET CN6752 C       | 2062-05-20      | 4.5000%  | 0.0000% | $1186668.00        | $1010036.41        | Agency Mortgage-Backed Securities  |
| GNII SF CN8576 C       | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3356291.31        | Agency Mortgage-Backed Securities  |
| GNII RG CN9953 C       | 2045-10-20      | 3.5000%  | 0.0000% | $200000.00         | $147857.40         | Agency Mortgage-Backed Securities  |
| GNII RG CO2146 C       | 2050-08-20      | 3.0000%  | 0.0000% | $300000.00         | $150250.20         | Agency Mortgage-Backed Securities  |
| GNII RG CO5651 C       | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $114566.33         | Agency Mortgage-Backed Securities  |
| GNPL PN CP1090         | 2058-06-15      | 5.0000%  | 0.0000% | $44423.00          | $43879.52          | Agency Mortgage-Backed Securities  |
| GNPL PN CP1228         | 2060-01-15      | 5.8500%  | 0.0000% | $1644404.00        | $1739091.81        | Agency Mortgage-Backed Securities  |
| GNCL CL CP2700         | 2066-09-15      | 5.5500%  | 0.0000% | $4061040.00        | $4191406.83        | Agency Mortgage-Backed Securities  |
| GNII RG CP8757 C       | 2051-11-20      | 2.5000%  | 0.0000% | $5429090.00        | $3758833.63        | Agency Mortgage-Backed Securities  |
| GNII SF BF9479 C       | 2048-03-20      | 4.0000%  | 0.0000% | $11782848.00       | $2069677.42        | Agency Mortgage-Backed Securities  |
| GNII SF BF9563 C       | 2048-04-20      | 4.0000%  | 0.0000% | $8926272.00        | $2257293.90        | Agency Mortgage-Backed Securities  |
| GNPL PN BK3082         | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61089.12          | Agency Mortgage-Backed Securities  |
| GNMI SF BM0259 X       | 2049-09-15      | 2.5000%  | 0.0000% | $25000.00          | $18309.74          | Agency Mortgage-Backed Securities  |
| GNPL PN BP2036         | 2062-07-15      | 3.6600%  | 0.0000% | $369490.00         | $332173.50         | Agency Mortgage-Backed Securities  |
| GNII SF BR7360 C       | 2049-12-20      | 5.5000%  | 0.0000% | $1117304.00        | $446885.63         | Agency Mortgage-Backed Securities  |
| GNII SF BR8755 C       | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $91936.52          | Agency Mortgage-Backed Securities  |
| GNII SF BS1742 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $249725.19         | Agency Mortgage-Backed Securities  |
| GNMI SF BS5065 X       | 2050-02-15      | 3.5000%  | 0.0000% | $1635328.00        | $274965.72         | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $52780.50          | Agency Mortgage-Backed Securities  |
| GNII SF BT3115 C       | 2050-03-20      | 3.0000%  | 0.0000% | $263831.00         | $92176.27          | Agency Mortgage-Backed Securities  |
| GNII SF BT9467 C       | 2050-04-20      | 4.0000%  | 0.0000% | $20675040.00       | $5219163.01        | Agency Mortgage-Backed Securities  |
| GNII SF BU6352 C       | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $149945.81         | Agency Mortgage-Backed Securities  |
| GNMI SF BU8321 X       | 2050-05-15      | 2.5000%  | 0.0000% | $23057536.00       | $7114705.67        | Agency Mortgage-Backed Securities  |
| GNPL PN BV3342         | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $44299.57          | Agency Mortgage-Backed Securities  |
| GNII SF BV9803 C       | 2035-12-20      | 5.5000%  | 0.0000% | $4041144.00        | $1450489.14        | Agency Mortgage-Backed Securities  |
| GNII SF BW8885 C       | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1181624.58        | Agency Mortgage-Backed Securities  |
| GNII SF BX4962 C       | 2050-09-20      | 3.0000%  | 0.0000% | $97590.00          | $59708.04          | Agency Mortgage-Backed Securities  |
| GNII SF BY5786 C       | 2050-10-20      | 4.0000%  | 0.0000% | $375000.00         | $83265.35          | Agency Mortgage-Backed Securities  |
| GNII SF BY6418 C       | 2045-10-20      | 2.5000%  | 0.0000% | $218309.00         | $110458.21         | Agency Mortgage-Backed Securities  |
| GNII SF BZ4586 C       | 2035-09-20      | 5.0000%  | 0.0000% | $1431324.00        | $310137.55         | Agency Mortgage-Backed Securities  |
| GNPL PN CC7501         | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $76365.44          | Agency Mortgage-Backed Securities  |
| GNCL CL CD0900         | 2063-08-15      | 3.0000%  | 0.0000% | $6476584.00        | $5709929.17        | Agency Mortgage-Backed Securities  |
| GNII RG CE6639 C       | 2046-08-20      | 3.0000%  | 0.0000% | $585082.00         | $252798.85         | Agency Mortgage-Backed Securities  |
| GNPL PN CF5134         | 2063-05-15      | 2.7500%  | 0.0000% | $50000.00          | $42233.60          | Agency Mortgage-Backed Securities  |
| GNPL PN CF6704         | 2064-02-15      | 2.5500%  | 0.0000% | $461482.00         | $378774.87         | Agency Mortgage-Backed Securities  |
| GNPL PN CG6819         | 2057-06-15      | 3.0600%  | 0.0000% | $46571.00          | $40054.80          | Agency Mortgage-Backed Securities  |
| GNII RG CG8656 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1021020.00        | $463340.71         | Agency Mortgage-Backed Securities  |
| GNPL PN CH2695         | 2057-07-15      | 3.2300%  | 0.0000% | $76780.00          | $66841.93          | Agency Mortgage-Backed Securities  |
| GNII SF CI1296 C       | 2052-02-20      | 2.5000%  | 0.0000% | $10686800.00       | $5860838.18        | Agency Mortgage-Backed Securities  |
| GNII RG CI4142 C       | 2047-11-20      | 3.0000%  | 0.0000% | $125000.00         | $58176.24          | Agency Mortgage-Backed Securities  |
| GNII RG CI4150 C       | 2051-05-20      | 3.0000%  | 0.0000% | $1100000.00        | $573636.24         | Agency Mortgage-Backed Securities  |
| GNII RG CI4202 C       | 2050-08-20      | 3.0000%  | 0.0000% | $375000.00         | $201606.29         | Agency Mortgage-Backed Securities  |
| GNII RG CI6752 C       | 2047-02-20      | 3.0000%  | 0.0000% | $82731.00          | $33683.55          | Agency Mortgage-Backed Securities  |
| GNII RG CI8172 C       | 2049-11-20      | 5.5000%  | 0.0000% | $6845480.00        | $2693226.06        | Agency Mortgage-Backed Securities  |
| GNII SF CJ2817 C       | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1194205.28        | Agency Mortgage-Backed Securities  |
| GNII RG CJ5428 C       | 2050-06-20      | 2.5000%  | 0.0000% | $4147792.00        | $2542656.51        | Agency Mortgage-Backed Securities  |
| GNII RG CK3120 C       | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $162248.50         | Agency Mortgage-Backed Securities  |
| GNII RG CK5782 C       | 2047-12-20      | 3.0000%  | 0.0000% | $1363258.00        | $819580.77         | Agency Mortgage-Backed Securities  |
| GNII SF CL1953 C       | 2052-01-20      | 2.5000%  | 0.0000% | $1665280.00        | $1286383.44        | Agency Mortgage-Backed Securities  |
| GNII RG CL7259 C       | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1281722.02        | Agency Mortgage-Backed Securities  |
| GNII RG CL8768 C       | 2050-05-20      | 3.0000%  | 0.0000% | $325000.00         | $185423.98         | Agency Mortgage-Backed Securities  |
| GNII RG CM3722 C       | 2046-12-20      | 3.0000%  | 0.0000% | $350000.00         | $217350.05         | Agency Mortgage-Backed Securities  |
| GNII SF CM7566 C       | 2052-03-20      | 2.5000%  | 0.0000% | $1085000.00        | $835444.59         | Agency Mortgage-Backed Securities  |
| GNCL CL CN0558         | 2066-08-15      | 5.6500%  | 0.0000% | $1825176.00        | $1865387.16        | Agency Mortgage-Backed Securities  |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $2058800.00        | $1929318.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA9906 M       | 2054-09-20      | 5.5000%  | 0.0000% | $172894464.00      | $166255052.90      | Agency Mortgage-Backed Securities  |
| GNII SF MA9959 M       | 2051-11-20      | 2.5000%  | 0.0000% | $9930000.00        | $8115082.56        | Agency Mortgage-Backed Securities  |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $72846976.00       | $68442096.45       | Agency Mortgage-Backed Securities  |
| GNII SF MA9995 M       | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $71292.44          | Agency Mortgage-Backed Securities  |
| GNMI SF AF0251 X       | 2043-08-15      | 2.5000%  | 0.0000% | $503527.00         | $40454.47          | Agency Mortgage-Backed Securities  |
| GNII SF AJ2723 C       | 2044-08-20      | 4.0000%  | 0.0000% | $78000.00          | $8973.23           | Agency Mortgage-Backed Securities  |
| GNII SF AM3628 C       | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $440731.19         | Agency Mortgage-Backed Securities  |
| GNII SF AM4931 C       | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1708045.49        | Agency Mortgage-Backed Securities  |
| GNII SF AQ0387 C       | 2045-11-20      | 4.0000%  | 0.0000% | $4475808.00        | $598646.23         | Agency Mortgage-Backed Securities  |
| GNII SF AQ3110 C       | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2584129.89        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3474   | 2042-08-01      | 3.5000%  | 0.0000% | $96850000.00       | $9689189.28        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL5341   | 2043-03-01      | 3.5000%  | 0.0000% | $73218.00          | $14465.37          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZL8067   | 2044-05-01      | 5.0000%  | 0.0000% | $819081.00         | $153127.97         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0048   | 2045-08-01      | 3.5000%  | 0.0000% | $85697024.00       | $14909812.55       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM2721   | 2047-02-01      | 3.0000%  | 0.0000% | $106917.00         | $21130.79          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6385   | 2048-05-01      | 4.0000%  | 0.0000% | $67752.00          | $13902.56          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZM6472   | 2048-05-01      | 5.5000%  | 0.0000% | $1067682.00        | $264867.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3SZN0169   | 2045-10-01      | 4.5000%  | 0.0000% | $1129200.00        | $437100.43         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3024   | 2049-02-01      | 4.5000%  | 0.0000% | $1520808.00        | $261961.50         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5693   | 2048-09-01      | 4.5000%  | 0.0000% | $1175000.00        | $170397.95         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6393   | 2049-03-01      | 4.0000%  | 0.0000% | $100000.00         | $10948.70          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0550   | 2031-03-01      | 7.0000%  | 0.0000% | $10714944.00       | $30099.43          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4502   | 2042-11-01      | 3.5000%  | 0.0000% | $99204.00          | $15183.42          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4611   | 2045-04-01      | 4.0000%  | 0.0000% | $2844528.00        | $202801.14         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4655   | 2046-03-01      | 3.5000%  | 0.0000% | $6000000.00        | $641684.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4773   | 2048-06-01      | 4.5000%  | 0.0000% | $828000.00         | $71029.58          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS9423   | 2044-06-01      | 5.0000%  | 0.0000% | $135000.00         | $15273.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT0521   | 2048-09-01      | 4.0000%  | 0.0000% | $4805000.00        | $501116.14         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZT1779   | 2049-03-01      | 5.0000%  | 0.0000% | $647139.00         | $62135.15          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3VZT1166   | 2043-11-01      | 3.0000%  | 0.0000% | $612000.00         | $113235.05         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0034   | 2034-08-01      | 3.5000%  | 0.0000% | $26000.00          | $6938.43           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB0372   | 2033-01-01      | 4.0000%  | 0.0000% | $385549.00         | $100532.38         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8053   | 2035-07-01      | 2.5000%  | 0.0000% | $115000.00         | $35499.34          | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB8073   | 2035-11-01      | 1.5000%  | 0.0000% | $5609248.00        | $2504930.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8343   | 2039-09-01      | 6.5000%  | 0.0000% | $58378.00          | $41192.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8346   | 2039-12-01      | 4.0000%  | 0.0000% | $45422656.00       | $41443707.65       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8377   | 2040-04-01      | 4.5000%  | 0.0000% | $87211776.00       | $84409394.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8389   | 2040-04-01      | 6.5000%  | 0.0000% | $9113360.00        | $9429023.76        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0448   | 2042-08-01      | 2.0000%  | 0.0000% | $700000.00         | $528290.86         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTSC0652   | 2045-01-01      | 4.0000%  | 0.0000% | $8421936.00        | $7957137.19        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0210   | 2049-12-01      | 3.0000%  | 0.0000% | $37000.00          | $10914.46          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0486   | 2046-09-01      | 3.5000%  | 0.0000% | $27050.00          | $8490.85           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1218   | 2049-07-01      | 4.0000%  | 0.0000% | $4748840.00        | $3270101.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1580   | 2052-09-01      | 5.5000%  | 0.0000% | $134163456.00      | $97621415.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1626   | 2052-10-01      | 5.0000%  | 0.0000% | $90000.00          | $69306.11          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2269   | 2052-01-01      | 3.0000%  | 0.0000% | $20762.00          | $14871.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2952   | 2053-05-01      | 4.5000%  | 0.0000% | $1550000.00        | $1150790.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3261   | 2052-06-01      | 3.0000%  | 0.0000% | $22600000.00       | $17010701.38       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4665   | 2054-02-01      | 5.5000%  | 0.0000% | $11557136.00       | $10284183.44       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD4680   | 2051-10-01      | 1.5000%  | 0.0000% | $9860592.00        | $6788566.64        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4710   | 2053-01-01      | 4.5000%  | 0.0000% | $85196.00          | $76264.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5132   | 2054-04-01      | 5.5000%  | 0.0000% | $1476784.00        | $1371950.30        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6288   | 2054-09-01      | 6.5000%  | 0.0000% | $179092480.00      | $163038220.49      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5463   | 2054-05-01      | 6.0000%  | 0.0000% | $41351232.00       | $39302033.04       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5785   | 2054-03-01      | 4.5000%  | 0.0000% | $13348416.00       | $12242529.08       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6045   | 2054-08-01      | 6.0000%  | 0.0000% | $81039488.00       | $75915506.70       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6144   | 2042-10-01      | 3.5000%  | 0.0000% | $15000000.00       | $12773023.78       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6333   | 2054-08-01      | 6.5000%  | 0.0000% | $26018976.00       | $22866873.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6642   | 2053-11-01      | 6.0000%  | 0.0000% | $73564800.00       | $68456011.73       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8047   | 2050-02-01      | 4.5000%  | 0.0000% | $539300.00         | $80489.51          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7323   | 2054-12-01      | 5.0000%  | 0.0000% | $125000.00         | $116590.19         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7403   | 2054-11-01      | 4.5000%  | 0.0000% | $68512160.00       | $64936962.48       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7447   | 2054-08-01      | 6.5000%  | 0.0000% | $30189152.00       | $30723989.50       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7485   | 2054-02-01      | 4.5000%  | 0.0000% | $609000.00         | $568115.89         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8139   | 2051-04-01      | 1.5000%  | 0.0000% | $4132368.00        | $2371112.83        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8172   | 2051-10-01      | 2.0000%  | 0.0000% | $80005000.00       | $50552792.57       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8177   | 2051-11-01      | 2.0000%  | 0.0000% | $4383000.00        | $2796036.93        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8215   | 2052-05-01      | 4.0000%  | 0.0000% | $10000.00          | $7345.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8385   | 2053-12-01      | 6.5000%  | 0.0000% | $9263808.00        | $6227143.20        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8419   | 2054-04-01      | 5.0000%  | 0.0000% | $82144.00          | $73852.87          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $378497024.00      | $245573496.20      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8403   | 2054-02-01      | 6.5000%  | 0.0000% | $349048960.00      | $235775607.59      | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8406   | 2054-01-01      | 4.0000%  | 0.0000% | $31363520.00       | $26928200.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $223765760.00      | $210179345.61      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8494   | 2055-01-01      | 5.5000%  | 0.0000% | $42882048.00       | $41187358.63       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8533   | 2055-05-01      | 5.5000%  | 0.0000% | $23262480.00       | $23034563.05       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3637   | 2053-08-01      | 6.0000%  | 0.0000% | $3500000.00        | $2732382.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3914   | 2053-09-01      | 5.5000%  | 0.0000% | $500000.00         | $415066.90         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4302   | 2053-11-01      | 6.0000%  | 0.0000% | $26517952.00       | $23304726.48       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA3329   | 2049-10-01      | 3.0000%  | 0.0000% | $185000.00         | $36626.92          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0211   | 2050-06-01      | 2.5000%  | 0.0000% | $515000.00         | $206505.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6763   | 2055-07-01      | 5.0000%  | 0.0000% | $13607808.00       | $13410995.25       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6925   | 2055-07-01      | 5.5000%  | 0.0000% | $21613600.00       | $21735707.24       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL0418   | 2053-01-01      | 3.0000%  | 0.0000% | $16754016.00       | $14305683.31       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0625   | 2055-03-01      | 6.5000%  | 0.0000% | $15267.00          | $15130.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0673   | 2055-03-01      | 6.5000%  | 0.0000% | $139917056.00      | $138707370.64      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1698   | 2055-01-01      | 6.0000%  | 0.0000% | $78198272.00       | $80202988.94       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1127   | 2054-12-01      | 6.0000%  | 0.0000% | $126212992.00      | $127955557.25      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL1295   | 2055-05-01      | 6.5000%  | 0.0000% | $166170880.00      | $166370769.77      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1534   | 2055-06-01      | 6.0000%  | 0.0000% | $18042176.00       | $18575454.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1537   | 2053-10-01      | 5.5000%  | 0.0000% | $83085440.00       | $84346972.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1539   | 2054-10-01      | 5.5000%  | 0.0000% | $14964.00          | $15087.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1566   | 2053-01-01      | 5.5000%  | 0.0000% | $171512320.00      | $172520736.29      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1729   | 2054-06-01      | 6.5000%  | 0.0000% | $18902.00          | $15009.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1975   | 2054-07-01      | 6.0000%  | 0.0000% | $38000.00          | $37329.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2344   | 2054-09-01      | 6.0000%  | 0.0000% | $61056128.00       | $57698068.06       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3154   | 2054-12-01      | 6.0000%  | 0.0000% | $51973952.00       | $51239786.92       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4373   | 2055-06-01      | 5.5000%  | 0.0000% | $14620.00          | $14783.94          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4382   | 2055-06-01      | 6.0000%  | 0.0000% | $69214080.00       | $71415110.79       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3743   | 2055-03-01      | 6.5000%  | 0.0000% | $43587712.00       | $45352866.07       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3894   | 2055-04-01      | 6.0000%  | 0.0000% | $69429632.00       | $69785635.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $15657.00          | $15635.14          | Agency Mortgage-Backed Securities  |
| GNMI SF 774033 X       | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $120990.51         | Agency Mortgage-Backed Securities  |
| GNMI SF 778869 X       | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10704.61          | Agency Mortgage-Backed Securities  |
| GNMI SF BC5919 X       | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $17186.39          | Agency Mortgage-Backed Securities  |
| GNII SF BD0491 C       | 2048-01-20      | 4.5000%  | 0.0000% | $1114624.00        | $182215.41         | Agency Mortgage-Backed Securities  |
| GNMI SF BE4664 X       | 2047-12-15      | 4.0000%  | 0.0000% | $97000.00          | $35865.90          | Agency Mortgage-Backed Securities  |
| GNII RG CN2042 C       | 2047-12-20      | 3.5000%  | 0.0000% | $200000.00         | $110603.91         | Agency Mortgage-Backed Securities  |
| GNII RG CN2091 C       | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $138788.01         | Agency Mortgage-Backed Securities  |
| GNII RG CN5871 C       | 2051-04-20      | 2.0000%  | 0.0000% | $1321758.00        | $973862.60         | Agency Mortgage-Backed Securities  |
| GNII SF 778998 C       | 2042-03-20      | 4.0000%  | 0.0000% | $723000.00         | $62688.94          | Agency Mortgage-Backed Securities  |
| GNII SF 796468 C       | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $17271.91          | Agency Mortgage-Backed Securities  |
| GNII SF AA3027 C       | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $947282.77         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5391 X       | 2042-06-15      | 3.5000%  | 0.0000% | $14975000.00       | $1257009.82        | Agency Mortgage-Backed Securities  |
| GNMI SF AA6411 X       | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $5672.04           | Agency Mortgage-Backed Securities  |
| GNII SF AB2920 C       | 2042-09-20      | 4.0000%  | 0.0000% | $1049262.00        | $115547.33         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0243 M       | 2042-07-20      | 4.6250%  | 0.0000% | $6940000.00        | $238466.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA0462 M       | 2042-10-20      | 3.5000%  | 0.0000% | $76231552.00       | $6742576.20        | Agency Mortgage-Backed Securities  |
| GNII JM MA0619 M       | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $109207.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA0674 M       | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $5357.90           | Agency Mortgage-Backed Securities  |
| GNAR AF MA1688 M       | 2044-01-20      | 5.6250%  | 0.0000% | $249903.00         | $27055.30          | Agency Mortgage-Backed Securities  |
| GNII JM MA0927 M       | 2043-04-20      | 3.5000%  | 0.0000% | $2000000.00        | $88648.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA0932 M       | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $260929.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA0939 M       | 2043-04-20      | 6.0000%  | 0.0000% | $2023000.00        | $111566.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA1012 M       | 2043-05-20      | 3.5000%  | 0.0000% | $58690560.00       | $6020126.97        | Agency Mortgage-Backed Securities  |
| GNII SF MA1231 M       | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $34694.27          | Agency Mortgage-Backed Securities  |
| GNII SF MA1446 M       | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $170489.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA1447 M       | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $149033.10         | Agency Mortgage-Backed Securities  |
| GNII SF MA1450 M       | 2043-11-20      | 4.5000%  | 0.0000% | $2906300.00        | $174709.13         | Agency Mortgage-Backed Securities  |
| GNII SF MA1519 M       | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $89037.90          | Agency Mortgage-Backed Securities  |
| GNII SF MA2601 M       | 2045-02-20      | 3.5000%  | 0.0000% | $339412.00         | $24674.62          | Agency Mortgage-Backed Securities  |
| GNII SF MA2645 M       | 2030-03-20      | 3.0000%  | 0.0000% | $2768000.00        | $147320.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA1967 M       | 2029-06-20      | 3.5000%  | 0.0000% | $335000.00         | $14814.75          | Agency Mortgage-Backed Securities  |
| GNII SF MA2304 M       | 2044-10-20      | 4.0000%  | 0.0000% | $184590.00         | $12312.16          | Agency Mortgage-Backed Securities  |
| GNII SF MA2340 M       | 2029-11-20      | 3.0000%  | 0.0000% | $125000.00         | $5871.28           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBV1425   | 2055-03-01      | 7.0000%  | 0.0000% | $3022568.00        | $3210693.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBV1444   | 2040-03-01      | 5.0000%  | 0.0000% | $1324224.00        | $1325077.64        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1538   | 2055-05-01      | 6.5000%  | 0.0000% | $17844416.00       | $18858178.63       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1519   | 2055-04-01      | 6.5000%  | 0.0000% | $3637696.00        | $3461209.57        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBV1647   | 2055-05-01      | 6.0000%  | 0.0000% | $13662672.00       | $14021302.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV1825   | 2040-06-01      | 5.5000%  | 0.0000% | $1285674.00        | $1324129.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV1810   | 2040-06-01      | 5.5000%  | 0.0000% | $3721924.00        | $3817292.93        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIBV1814   | 2040-06-01      | 5.5000%  | 0.0000% | $1705076.00        | $1760776.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIBV1817   | 2040-05-01      | 5.0000%  | 0.0000% | $1720064.00        | $1739405.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIBV1819   | 2040-05-01      | 6.0000%  | 0.0000% | $2650688.00        | $2741011.08        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBV4704   | 2037-04-01      | 2.5000%  | 0.0000% | $57995.00          | $25524.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV8055   | 2052-09-01      | 4.5000%  | 0.0000% | $180000.00         | $141387.70         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048   | 2052-07-01      | 5.0000%  | 0.0000% | $400000.00         | $270165.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW7063   | 2052-10-01      | 4.0000%  | 0.0000% | $91232.00          | $69683.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 DLBW8631   | 2053-04-01      | 4.5000%  | 0.0000% | $2631736.00        | $2393218.62        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX3965   | 2053-01-01      | 6.5000%  | 0.0000% | $2287956.00        | $1443725.88        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX4905   | 2053-01-01      | 5.5000%  | 0.0000% | $3886256.00        | $3543074.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBY0027   | 2038-04-01      | 4.0000%  | 0.0000% | $69470.00          | $49344.05          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBY3662   | 2053-05-01      | 7.0000%  | 0.0000% | $1473424.00        | $1536976.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7383   | 2053-08-01      | 5.0000%  | 0.0000% | $1887240.00        | $1317658.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY8994   | 2053-08-01      | 5.0000%  | 0.0000% | $4410144.00        | $4151685.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0855   | 2047-12-01      | 3.5000%  | 0.0000% | $135000.00         | $29909.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3823   | 2049-07-01      | 4.0000%  | 0.0000% | $29500000.00       | $9832829.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA8777   | 2054-03-01      | 5.5000%  | 0.0000% | $2229364.00        | $2202203.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888566   | 2037-01-01      | 5.5000%  | 0.0000% | $1337000.00        | $20610.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CV890615   | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $35183.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT932349   | 2030-01-01      | 5.0000%  | 0.0000% | $691314.00         | $6196.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL995024   | 2037-08-01      | 5.5000%  | 0.0000% | $287089152.00      | $4276447.83        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAB3258   | 2026-07-01      | 4.0000%  | 0.0000% | $10000000.00       | $51909.18          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB5688   | 2037-07-01      | 3.5000%  | 0.0000% | $2906028.00        | $217832.94         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0844   | 2031-08-01      | 4.5000%  | 0.0000% | $384000.00         | $19116.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA1346   | 2028-02-01      | 2.0000%  | 0.0000% | $544490.00         | $27240.93          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4379   | 2051-07-01      | 2.5000%  | 0.0000% | $6115000.00        | $3602240.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3739   | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $45666.49          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA4057   | 2050-06-01      | 2.5000%  | 0.0000% | $2490000.00        | $541158.80         | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4154   | 2035-10-01      | 1.5000%  | 0.0000% | $5058000.00        | $2276382.18        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4178   | 2035-11-01      | 1.5000%  | 0.0000% | $5000000.00        | $2326014.78        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLMA4254   | 2051-02-01      | 1.5000%  | 0.0000% | $2946000.00        | $1672772.25        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTMA4519   | 2042-01-01      | 1.5000%  | 0.0000% | $4635000.00        | $2983533.27        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4568   | 2037-03-01      | 2.5000%  | 0.0000% | $36948736.00       | $23002452.21       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4840   | 2052-12-01      | 4.5000%  | 0.0000% | $77000.00          | $62904.29          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKMA4843   | 2052-09-01      | 2.5000%  | 0.0000% | $1141000.00        | $868903.29         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4958   | 2053-03-01      | 4.5000%  | 0.0000% | $2295000.00        | $1905423.98        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA4994   | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $12384.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $7774112.00        | $6699800.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $58754752.00       | $49382022.93       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $2123044.00        | $1805210.12        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $600000.00         | $542577.25         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5558   | 2039-12-01      | 5.0000%  | 0.0000% | $774396.00         | $707630.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $42233408.00       | $39868970.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA5538   | 2044-11-01      | 4.5000%  | 0.0000% | $3507312.00        | $3187293.25        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5546   | 2054-11-01      | 6.5000%  | 0.0000% | $45750800.00       | $40622778.22       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5573   | 2039-10-01      | 6.5000%  | 0.0000% | $78750.00          | $59758.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673   | 2055-04-01      | 5.5000%  | 0.0000% | $23325120.00       | $22979019.62       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5675   | 2055-04-01      | 6.5000%  | 0.0000% | $5639272.00        | $5557495.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5740   | 2045-06-01      | 5.0000%  | 0.0000% | $106249.00         | $105670.42         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0762   | 2054-11-01      | 4.5000%  | 0.0000% | $1717156.00        | $1631573.64        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQX1748   | 2054-12-01      | 7.5000%  | 0.0000% | $14436.00          | $14709.68          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1012   | 2054-12-01      | 5.0000%  | 0.0000% | $56555.00          | $55137.63          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1610   | 2054-12-01      | 4.5000%  | 0.0000% | $1816408.00        | $1731045.65        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4606   | 2055-02-01      | 7.0000%  | 0.0000% | $10074416.00       | $10576198.57       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX6206   | 2055-02-01      | 6.5000%  | 0.0000% | $85071.00          | $88153.38          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX5835   | 2055-02-01      | 4.5000%  | 0.0000% | $3377676.00        | $3220875.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6081   | 2055-02-01      | 5.0000%  | 0.0000% | $3705504.00        | $3133158.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6507   | 2055-02-01      | 6.0000%  | 0.0000% | $5326752.00        | $5457706.45        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX6525   | 2054-12-01      | 4.5000%  | 0.0000% | $61788.00          | $58873.48          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6539   | 2055-01-01      | 6.0000%  | 0.0000% | $45875776.00       | $44630749.40       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX6856   | 2055-02-01      | 5.0000%  | 0.0000% | $3564992.00        | $3482363.09        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX6896   | 2055-03-01      | 7.0000%  | 0.0000% | $2321672.00        | $2450972.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8750   | 2055-03-01      | 6.0000%  | 0.0000% | $16507904.00       | $16893784.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9207   | 2055-04-01      | 6.5000%  | 0.0000% | $1421128.00        | $1482262.77        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9298   | 2055-03-01      | 7.0000%  | 0.0000% | $1034236.00        | $1101741.60        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9568   | 2055-04-01      | 7.0000%  | 0.0000% | $1066942.00        | $1141282.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0788   | 2055-04-01      | 6.0000%  | 0.0000% | $25414304.00       | $24902457.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0318   | 2055-04-01      | 6.5000%  | 0.0000% | $10155088.00       | $10172566.68       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0384   | 2055-04-01      | 6.0000%  | 0.0000% | $9941632.00        | $9370915.51        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY0517   | 2055-04-01      | 7.0000%  | 0.0000% | $1090220.00        | $1161982.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY1220   | 2055-04-01      | 4.5000%  | 0.0000% | $107045.00         | $102334.30         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1361   | 2055-04-01      | 7.0000%  | 0.0000% | $3140312.00        | $3303940.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1815   | 2055-05-01      | 6.5000%  | 0.0000% | $1749740.00        | $1830501.90        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1985   | 2055-05-01      | 7.0000%  | 0.0000% | $1506800.00        | $1597893.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2528   | 2055-05-01      | 5.0000%  | 0.0000% | $14475.00          | $14278.14          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2712   | 2055-05-01      | 6.5000%  | 0.0000% | $12298896.00       | $12513478.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2757   | 2055-05-01      | 5.5000%  | 0.0000% | $264155.00         | $264490.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2804   | 2055-05-01      | 5.5000%  | 0.0000% | $10962368.00       | $11087469.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY2837   | 2055-05-01      | 6.5000%  | 0.0000% | $3050276.00        | $3033638.62        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY3077   | 2055-05-01      | 7.0000%  | 0.0000% | $13485.00          | $14412.37          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3188   | 2055-05-01      | 6.0000%  | 0.0000% | $5260336.00        | $5182414.75        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY3215   | 2055-05-01      | 7.0000%  | 0.0000% | $1853338.00        | $1603626.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3774   | 2055-05-01      | 6.0000%  | 0.0000% | $15225.00          | $15511.52          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3822   | 2055-05-01      | 6.5000%  | 0.0000% | $33672384.00       | $34984629.28       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3827   | 2055-03-01      | 5.5000%  | 0.0000% | $1527326.00        | $1547827.71        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4547   | 2055-05-01      | 6.5000%  | 0.0000% | $8440480.00        | $8773740.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4639   | 2055-05-01      | 6.0000%  | 0.0000% | $13635456.00       | $14134570.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4715   | 2055-05-01      | 6.0000%  | 0.0000% | $1012250.00        | $1047075.93        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5228   | 2055-06-01      | 6.0000%  | 0.0000% | $1553012.00        | $1598127.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5243   | 2055-06-01      | 6.5000%  | 0.0000% | $2401760.00        | $2521113.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6213   | 2055-06-01      | 5.5000%  | 0.0000% | $5473312.00        | $5516751.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6223   | 2055-06-01      | 6.0000%  | 0.0000% | $13155264.00       | $13507132.23       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5411   | 2055-06-01      | 6.0000%  | 0.0000% | $1147260.00        | $1180419.64        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5526   | 2055-05-01      | 5.0000%  | 0.0000% | $1005950.00        | $997423.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5565   | 2055-06-01      | 6.0000%  | 0.0000% | $2401244.00        | $2486484.16        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5795   | 2055-06-01      | 5.5000%  | 0.0000% | $14577.00          | $14623.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5859   | 2055-06-01      | 5.5000%  | 0.0000% | $9376816.00        | $9481963.45        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6004   | 2055-06-01      | 7.0000%  | 0.0000% | $1320578.00        | $1402334.84        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6135   | 2055-06-01      | 7.0000%  | 0.0000% | $2247860.00        | $2384280.13        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6136   | 2055-06-01      | 7.0000%  | 0.0000% | $6736912.00        | $7137710.36        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7097   | 2055-07-01      | 5.5000%  | 0.0000% | $8602384.00        | $8691931.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7109   | 2055-07-01      | 6.0000%  | 0.0000% | $14715.00          | $15144.42          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6350   | 2055-06-01      | 7.0000%  | 0.0000% | $1237500.00        | $1313726.15        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6424   | 2055-06-01      | 7.0000%  | 0.0000% | $1072316.00        | $1147657.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6475   | 2055-06-01      | 6.0000%  | 0.0000% | $23510912.00       | $24063825.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6558   | 2055-06-01      | 5.0000%  | 0.0000% | $1392580.00        | $1378922.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6576   | 2055-06-01      | 6.0000%  | 0.0000% | $6584950.00        | $6849140.39        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6750   | 2055-06-01      | 6.0000%  | 0.0000% | $5130050.00        | $5293192.43        | Agency Mortgage-Backed Securities  |

### Security 693: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7B7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7B7
- **C.18 - Value (incl. sponsor support):** $8149000000.00
- **C.18.a - Value (excl. sponsor support):** $8149000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQH3940   | 2053-10-01      | 5.5000%  | 0.0000% | $2073300.00        | $1648162.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5063   | 2053-11-01      | 6.5000%  | 0.0000% | $38543.00          | $33053.64          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH6285   | 2053-12-01      | 6.5000%  | 0.0000% | $170100.00         | $123991.39         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH5712   | 2053-12-01      | 7.0000%  | 0.0000% | $1268920.00        | $1034798.62        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7230   | 2053-12-01      | 6.0000%  | 0.0000% | $1751718.00        | $1614324.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH7544   | 2053-12-01      | 6.5000%  | 0.0000% | $1362078.00        | $966901.19         | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLQH7806   | 2054-01-01      | 8.0000%  | 0.0000% | $11488912.00       | $6473210.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH9222   | 2054-01-01      | 6.5000%  | 0.0000% | $1215512.00        | $1191269.81        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ0866   | 2054-08-01      | 7.0000%  | 0.0000% | $2307700.00        | $2257342.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0469   | 2054-08-01      | 6.5000%  | 0.0000% | $5054648.00        | $4677681.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0658   | 2054-08-01      | 6.0000%  | 0.0000% | $1684690.00        | $1496584.86        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2379   | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4949842.25        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2380   | 2054-07-01      | 7.0000%  | 0.0000% | $4033760.00        | $3934480.93        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2470   | 2054-08-01      | 7.0000%  | 0.0000% | $2278510.00        | $2400530.67        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2772   | 2054-08-01      | 5.5000%  | 0.0000% | $1044676.00        | $1023859.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3918   | 2054-09-01      | 5.5000%  | 0.0000% | $10192960.00       | $8812336.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5314   | 2054-10-01      | 6.0000%  | 0.0000% | $1280138.00        | $1314025.24        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4647   | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $30981.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ4811   | 2054-09-01      | 5.5000%  | 0.0000% | $52099.00          | $51677.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5453   | 2054-10-01      | 5.5000%  | 0.0000% | $3103008.00        | $3075305.77        | Agency Mortgage-Backed Securities  |
| FEPC 08.000 CLQJ5604   | 2054-09-01      | 8.0000%  | 0.0000% | $1182078.00        | $1263032.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5607   | 2054-10-01      | 6.0000%  | 0.0000% | $3593992.00        | $3273801.96        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ6119   | 2054-10-01      | 6.0000%  | 0.0000% | $3442328.00        | $3495215.86        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ8026   | 2054-11-01      | 7.0000%  | 0.0000% | $10269920.00       | $10768245.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8256   | 2054-10-01      | 5.5000%  | 0.0000% | $5886248.00        | $5504921.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ8453   | 2054-11-01      | 5.0000%  | 0.0000% | $6115184.00        | $5406838.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ9065   | 2054-11-01      | 5.5000%  | 0.0000% | $18753152.00       | $18578433.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ9232   | 2054-11-01      | 6.5000%  | 0.0000% | $690281.00         | $573931.38         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ9417   | 2054-11-01      | 6.0000%  | 0.0000% | $1727596.00        | $1775931.70        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ9733   | 2054-11-01      | 5.0000%  | 0.0000% | $9204890.00        | $9008207.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTQK0595   | 2040-12-01      | 2.5000%  | 0.0000% | $800000.00         | $464783.34         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTQK1710   | 2044-10-01      | 6.5000%  | 0.0000% | $1007810.00        | $870741.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTQK1729   | 2045-04-01      | 5.5000%  | 0.0000% | $1170446.00        | $1187804.59        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN1979   | 2035-04-01      | 2.0000%  | 0.0000% | $1775818.00        | $424901.67         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN5067   | 2036-01-01      | 1.5000%  | 0.0000% | $3146960.00        | $1604158.31        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIQN8949   | 2036-12-01      | 2.5000%  | 0.0000% | $608262.00         | $355772.20         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN8518   | 2036-11-01      | 1.5000%  | 0.0000% | $300000.00         | $171478.96         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIQN8667   | 2036-12-01      | 1.5000%  | 0.0000% | $1708444.00        | $1034121.55        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3LQU5006   | 2051-10-01      | 2.0000%  | 0.0000% | $21871936.00       | $12040026.44       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3LQU5004   | 2049-11-01      | 2.5000%  | 0.0000% | $1570000.00        | $394396.74         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PQU7232   | 2049-04-01      | 3.5000%  | 0.0000% | $5620624.00        | $296415.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PQU7397   | 2050-02-01      | 4.0000%  | 0.0000% | $244174.00         | $130450.00         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3PQU7440   | 2050-06-01      | 3.0000%  | 0.0000% | $1800020.00        | $294960.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PQU8126   | 2053-07-01      | 6.5000%  | 0.0000% | $2761264.00        | $2782926.98        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 3PQU8191   | 2054-08-01      | 6.0000%  | 0.0000% | $2181672.00        | $2187106.79        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 3PQU8257   | 2055-01-01      | 7.0000%  | 0.0000% | $3883664.00        | $3760759.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 3PQU8273   | 2055-03-01      | 6.5000%  | 0.0000% | $4734310.00        | $4873537.85        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1100   | 2049-07-01      | 4.0000%  | 0.0000% | $77115648.00       | $8155794.88        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2797   | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $128093.74         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5077   | 2051-05-01      | 2.5000%  | 0.0000% | $1325330.00        | $780361.69         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5552   | 2051-07-01      | 3.0000%  | 0.0000% | $40000.00          | $24610.48          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7183   | 2052-04-01      | 4.0000%  | 0.0000% | $135000.00         | $99166.41          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7063   | 2052-04-01      | 3.5000%  | 0.0000% | $8301056.00        | $5761953.91        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7484   | 2052-06-01      | 4.0000%  | 0.0000% | $800000.00         | $610312.18         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7485   | 2052-06-01      | 4.0000%  | 0.0000% | $286664.00         | $210192.62         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA7589   | 2052-03-01      | 3.0000%  | 0.0000% | $683122.00         | $494780.67         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7773   | 2052-08-01      | 4.0000%  | 0.0000% | $21156256.00       | $16806350.68       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7778   | 2052-08-01      | 4.5000%  | 0.0000% | $440000.00         | $346695.39         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7887   | 2052-10-01      | 4.5000%  | 0.0000% | $1174562.00        | $822128.46         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8904   | 2053-04-01      | 6.5000%  | 0.0000% | $426000.00         | $295738.18         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRA8631   | 2053-01-01      | 6.5000%  | 0.0000% | $7417608.00        | $6006799.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8694   | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $166723.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9069   | 2053-05-01      | 6.0000%  | 0.0000% | $8880000.00        | $7549905.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9630   | 2053-08-01      | 6.0000%  | 0.0000% | $3607000.00        | $3131170.74        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB0544   | 2041-06-01      | 2.0000%  | 0.0000% | $1226000.00        | $746015.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5318   | 2044-11-01      | 4.5000%  | 0.0000% | $21193056.00       | $19930724.88       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CTRB5327   | 2045-01-01      | 4.5000%  | 0.0000% | $50081024.00       | $46719598.21       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB5347   | 2045-04-01      | 6.5000%  | 0.0000% | $508250.00         | $419940.84         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5131   | 2041-10-01      | 2.0000%  | 0.0000% | $2449000.00        | $1534521.56        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5146   | 2042-02-01      | 2.5000%  | 0.0000% | $2629792.00        | $1713982.33        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5213   | 2043-02-01      | 5.0000%  | 0.0000% | $510000.00         | $366954.85         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC1538   | 2035-08-01      | 2.5000%  | 0.0000% | $500000.00         | $164290.59         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CIRC1926   | 2036-04-01      | 1.5000%  | 0.0000% | $800000.00         | $437557.22         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIRC2492   | 2037-01-01      | 2.5000%  | 0.0000% | $3455072.00        | $2365282.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CNRD5071   | 2031-10-01      | 2.0000%  | 0.0000% | $49000.00          | $22028.00          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5150   | 2033-05-01      | 5.0000%  | 0.0000% | $560409.00         | $311754.61         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNRD5198   | 2034-07-01      | 4.5000%  | 0.0000% | $84000.00          | $67167.60          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CNRD5230   | 2034-12-01      | 3.5000%  | 0.0000% | $3228756.00        | $2854932.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CNRD5206   | 2034-08-01      | 6.0000%  | 0.0000% | $100000.00         | $81860.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5244   | 2035-05-01      | 5.0000%  | 0.0000% | $1040496.00        | $1024458.32        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PRE6004   | 2049-08-01      | 3.5000%  | 0.0000% | $10000000.00       | $594521.50         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3112   | 2040-02-01      | 6.0000%  | 0.0000% | $1261418.00        | $1293334.02        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO3233   | 2040-03-01      | 5.0000%  | 0.0000% | $1492672.00        | $1381719.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3357   | 2040-03-01      | 5.5000%  | 0.0000% | $1336208.00        | $1327453.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3360   | 2040-03-01      | 5.5000%  | 0.0000% | $3287676.00        | $3307401.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3625   | 2040-05-01      | 5.5000%  | 0.0000% | $1255240.00        | $1279656.85        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD3343   | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15990.52          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX0652   | 2054-12-01      | 5.0000%  | 0.0000% | $8696464.00        | $8321027.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1671   | 2054-12-01      | 5.0000%  | 0.0000% | $2391416.00        | $2338982.27        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0987   | 2054-11-01      | 4.5000%  | 0.0000% | $1611594.00        | $1535737.63        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX1397   | 2054-12-01      | 6.0000%  | 0.0000% | $229611.00         | $233531.80         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX1585   | 2054-12-01      | 4.5000%  | 0.0000% | $800556.00         | $761860.85         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX2579   | 2054-12-01      | 4.5000%  | 0.0000% | $1567836.00        | $1493829.88        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX2588   | 2054-12-01      | 6.5000%  | 0.0000% | $496698.00         | $517855.17         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX1814   | 2054-12-01      | 4.0000%  | 0.0000% | $1326920.00        | $1029791.62        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQX1816   | 2054-12-01      | 4.0000%  | 0.0000% | $1099746.00        | $986981.39         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX2208   | 2054-12-01      | 5.5000%  | 0.0000% | $1215288.00        | $1213804.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX2555   | 2054-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $9705910.65        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX2883   | 2054-12-01      | 4.5000%  | 0.0000% | $1374192.00        | $1215031.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX4053   | 2055-01-01      | 4.5000%  | 0.0000% | $1023410.00        | $974785.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4118   | 2055-01-01      | 6.5000%  | 0.0000% | $9148976.00        | $9006228.55        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4229   | 2055-01-01      | 7.0000%  | 0.0000% | $1618014.00        | $1717903.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5351   | 2055-02-01      | 6.0000%  | 0.0000% | $1124630.00        | $1157525.65        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4595   | 2055-02-01      | 6.5000%  | 0.0000% | $42869.00          | $44418.10          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4631   | 2055-01-01      | 7.0000%  | 0.0000% | $1887560.00        | $1999509.88        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQX4634   | 2055-01-01      | 7.5000%  | 0.0000% | $1014994.00        | $1093821.93        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX4837   | 2055-02-01      | 5.0000%  | 0.0000% | $3348472.00        | $3256973.22        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5016   | 2055-02-01      | 5.5000%  | 0.0000% | $4608808.00        | $4585960.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5056   | 2055-01-01      | 5.5000%  | 0.0000% | $1008110.00        | $1017414.07        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5103   | 2055-01-01      | 5.5000%  | 0.0000% | $4316192.00        | $4321264.15        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5178   | 2055-02-01      | 5.5000%  | 0.0000% | $2692600.00        | $2169263.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5232   | 2055-02-01      | 6.0000%  | 0.0000% | $22201472.00       | $22176933.07       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6275   | 2055-02-01      | 5.5000%  | 0.0000% | $2919204.00        | $2945944.26        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5469   | 2055-02-01      | 6.0000%  | 0.0000% | $1290334.00        | $1234488.13        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX5574   | 2055-02-01      | 6.5000%  | 0.0000% | $1177534.00        | $861949.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX5576   | 2055-02-01      | 5.0000%  | 0.0000% | $1546756.00        | $1515387.05        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5763   | 2055-02-01      | 6.0000%  | 0.0000% | $1863660.00        | $1909894.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX5837   | 2055-01-01      | 4.5000%  | 0.0000% | $4389240.00        | $4015228.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX5918   | 2055-02-01      | 6.0000%  | 0.0000% | $2194768.00        | $2243574.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7076   | 2055-02-01      | 6.5000%  | 0.0000% | $902400.00         | $735133.93         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8009   | 2055-03-01      | 7.0000%  | 0.0000% | $1201470.00        | $896845.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX7266   | 2055-02-01      | 5.0000%  | 0.0000% | $4449280.00        | $4371930.02        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX7613   | 2055-03-01      | 7.0000%  | 0.0000% | $1384884.00        | $1471717.84        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7924   | 2055-03-01      | 6.0000%  | 0.0000% | $4852060.00        | $4943966.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8302   | 2055-03-01      | 6.5000%  | 0.0000% | $1718150.00        | $1790124.01        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX8360   | 2055-03-01      | 5.0000%  | 0.0000% | $1123232.00        | $1104423.19        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9808   | 2055-04-01      | 7.0000%  | 0.0000% | $2506968.00        | $2679530.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9870   | 2055-03-01      | 6.5000%  | 0.0000% | $1357380.00        | $1390672.84        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9362   | 2055-04-01      | 7.0000%  | 0.0000% | $1445294.00        | $1536487.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX9677   | 2055-03-01      | 6.5000%  | 0.0000% | $122078.00         | $96434.52          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9978   | 2055-04-01      | 7.0000%  | 0.0000% | $3751124.00        | $3966787.20        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY0785   | 2055-04-01      | 7.0000%  | 0.0000% | $1429850.00        | $1516056.10        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY0899   | 2055-04-01      | 7.0000%  | 0.0000% | $3332780.00        | $3534468.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0069   | 2055-04-01      | 6.5000%  | 0.0000% | $2886532.00        | $2911165.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0150   | 2055-04-01      | 6.5000%  | 0.0000% | $1275536.00        | $1110857.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0151   | 2055-04-01      | 6.5000%  | 0.0000% | $4335448.00        | $4490137.77        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0187   | 2055-04-01      | 6.0000%  | 0.0000% | $20769600.00       | $20859779.03       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0325   | 2055-04-01      | 5.5000%  | 0.0000% | $2547192.00        | $2551991.99        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0423   | 2055-03-01      | 4.5000%  | 0.0000% | $1306348.00        | $1251073.70        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0424   | 2055-03-01      | 4.5000%  | 0.0000% | $1802974.00        | $1722220.43        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY0425   | 2055-04-01      | 4.5000%  | 0.0000% | $1662004.00        | $1588821.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0453   | 2055-04-01      | 5.5000%  | 0.0000% | $1900990.00        | $1908058.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0658   | 2055-03-01      | 6.5000%  | 0.0000% | $1017666.00        | $1044649.31        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1765   | 2055-04-01      | 5.5000%  | 0.0000% | $19520992.00       | $19491343.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1770   | 2055-04-01      | 6.0000%  | 0.0000% | $10101872.00       | $10022397.41       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0963   | 2055-04-01      | 6.5000%  | 0.0000% | $1198588.00        | $1244604.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1078   | 2055-04-01      | 6.5000%  | 0.0000% | $1736754.00        | $1813651.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1142   | 2055-04-01      | 6.5000%  | 0.0000% | $10939760.00       | $10628553.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1579   | 2055-04-01      | 6.5000%  | 0.0000% | $3122790.00        | $3237273.89        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2590   | 2055-05-01      | 5.5000%  | 0.0000% | $1892010.00        | $1899488.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2624   | 2055-05-01      | 6.0000%  | 0.0000% | $4070312.00        | $4189019.28        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2642   | 2055-04-01      | 7.0000%  | 0.0000% | $1379508.00        | $1463363.04        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2649   | 2055-05-01      | 5.5000%  | 0.0000% | $1523232.00        | $1531104.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY1873   | 2055-05-01      | 6.5000%  | 0.0000% | $2067828.00        | $2163243.30        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY1874   | 2055-03-01      | 4.5000%  | 0.0000% | $2080500.00        | $1731907.03        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1898   | 2055-04-01      | 7.0000%  | 0.0000% | $3773796.00        | $3996068.67        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2022   | 2055-04-01      | 7.0000%  | 0.0000% | $1425308.00        | $1509142.17        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY2312   | 2055-04-01      | 7.0000%  | 0.0000% | $16260320.00       | $17191942.36       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY2478   | 2055-05-01      | 5.0000%  | 0.0000% | $2843052.00        | $2795709.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3496   | 2055-05-01      | 6.0000%  | 0.0000% | $11343264.00       | $11267365.99       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3521   | 2055-05-01      | 5.0000%  | 0.0000% | $3110620.00        | $3094485.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2888   | 2055-05-01      | 5.5000%  | 0.0000% | $9495300.00        | $9521647.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2915   | 2055-05-01      | 6.0000%  | 0.0000% | $9653952.00        | $9839392.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3062   | 2055-05-01      | 5.0000%  | 0.0000% | $1632938.00        | $1611424.69        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3115   | 2055-05-01      | 5.5000%  | 0.0000% | $8895200.00        | $8946671.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3189   | 2055-05-01      | 6.0000%  | 0.0000% | $4325832.00        | $4453236.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3243   | 2055-05-01      | 5.0000%  | 0.0000% | $3002212.00        | $2918926.79        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3330   | 2055-05-01      | 6.0000%  | 0.0000% | $7280800.00        | $7485596.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4377   | 2055-05-01      | 6.5000%  | 0.0000% | $1056000.00        | $1099045.04        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3721   | 2055-05-01      | 6.0000%  | 0.0000% | $4702872.00        | $4503659.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3752   | 2055-05-01      | 5.5000%  | 0.0000% | $4929888.00        | $4986662.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY3757   | 2055-05-01      | 6.5000%  | 0.0000% | $25323456.00       | $26359008.61       | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY3805   | 2055-05-01      | 7.0000%  | 0.0000% | $1002714.00        | $1063085.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY3886   | 2055-05-01      | 5.0000%  | 0.0000% | $2824692.00        | $2757946.61        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3946   | 2055-05-01      | 5.5000%  | 0.0000% | $3432624.00        | $3449940.60        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY4082   | 2055-05-01      | 7.0000%  | 0.0000% | $1658850.00        | $1756336.12        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5276   | 2055-06-01      | 6.5000%  | 0.0000% | $39148864.00       | $40212795.01       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5279   | 2055-06-01      | 6.0000%  | 0.0000% | $34674816.00       | $35669270.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5281   | 2055-06-01      | 6.5000%  | 0.0000% | $20488800.00       | $21384010.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4569   | 2055-06-01      | 5.0000%  | 0.0000% | $1782324.00        | $1763029.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4598   | 2055-05-01      | 6.0000%  | 0.0000% | $15790272.00       | $16206500.24       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4915   | 2055-06-01      | 6.0000%  | 0.0000% | $9947712.00        | $10207057.24       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5105   | 2055-06-01      | 6.0000%  | 0.0000% | $1671450.00        | $1723867.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5086   | 2055-06-01      | 6.0000%  | 0.0000% | $2104180.00        | $2166163.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5194   | 2055-06-01      | 6.0000%  | 0.0000% | $5575760.00        | $5740185.44        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5209   | 2055-06-01      | 6.0000%  | 0.0000% | $30058784.00       | $30683986.66       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5252   | 2055-06-01      | 6.0000%  | 0.0000% | $15792520.00       | $15978975.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5710   | 2055-06-01      | 5.5000%  | 0.0000% | $6570912.00        | $6666916.68        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5750   | 2055-06-01      | 6.0000%  | 0.0000% | $1148762.00        | $1186045.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5856   | 2055-06-01      | 6.0000%  | 0.0000% | $11016496.00       | $11380407.58       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY5866   | 2055-06-01      | 4.5000%  | 0.0000% | $1403048.00        | $1346968.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6869   | 2055-07-01      | 6.0000%  | 0.0000% | $4797016.00        | $4936558.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY6904   | 2055-06-01      | 5.0000%  | 0.0000% | $2727476.00        | $2691570.90        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7039   | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3904618.67        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7253   | 2055-07-01      | 6.5000%  | 0.0000% | $33543744.00       | $35077099.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7661   | 2055-07-01      | 5.5000%  | 0.0000% | $20072640.00       | $20148806.76       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0201   | 2055-02-01      | 5.5000%  | 0.0000% | $10114400.00       | $10018478.80       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0209   | 2054-12-01      | 5.0000%  | 0.0000% | $16899200.00       | $16193184.98       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0338   | 2055-02-01      | 5.5000%  | 0.0000% | $62241920.00       | $61014258.10       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0395   | 2055-02-01      | 6.0000%  | 0.0000% | $24171584.00       | $24451033.85       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0539   | 2054-04-01      | 6.5000%  | 0.0000% | $69682816.00       | $67485542.88       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1128   | 2055-04-01      | 5.0000%  | 0.0000% | $57583168.00       | $56662190.62       | Agency Mortgage-Backed Securities  |
| GNII ET DG3058 C       | 2064-11-20      | 4.5000%  | 0.0000% | $294735.00         | $278751.10         | Agency Mortgage-Backed Securities  |
| GNII ET DG3062 C       | 2064-11-20      | 3.0000%  | 0.0000% | $327411.00         | $281119.05         | Agency Mortgage-Backed Securities  |
| GNII ET DG3114 C       | 2064-11-20      | 5.0000%  | 0.0000% | $352019.00         | $342541.37         | Agency Mortgage-Backed Securities  |
| GNII ET DG3097 C       | 2064-09-20      | 5.0000%  | 0.0000% | $86993.00          | $84606.61          | Agency Mortgage-Backed Securities  |
| GNII ET DG3141 C       | 2064-12-20      | 6.5000%  | 0.0000% | $293446.00         | $210659.15         | Agency Mortgage-Backed Securities  |
| GNII ET DG3140 C       | 2064-11-20      | 6.0000%  | 0.0000% | $688362.00         | $696315.21         | Agency Mortgage-Backed Securities  |
| GNII SF DG3275 C       | 2054-12-20      | 5.0000%  | 0.0000% | $919431.00         | $893092.34         | Agency Mortgage-Backed Securities  |
| GNII SF MA5713 M       | 2049-01-20      | 5.5000%  | 0.0000% | $9227792.00        | $739113.36         | Agency Mortgage-Backed Securities  |
| GNII JM MA5699 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $51297.05          | Agency Mortgage-Backed Securities  |
| GNAR AF MA5774 M       | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $604250.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA5816 M       | 2049-03-20      | 3.5000%  | 0.0000% | $190000000.00      | $17422218.06       | Agency Mortgage-Backed Securities  |
| GNII SF MA5820 M       | 2049-03-20      | 5.5000%  | 0.0000% | $6880368.00        | $564113.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA5851 M       | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $129734.94         | Agency Mortgage-Backed Securities  |
| GNII JM MA5867 M       | 2049-02-20      | 4.5000%  | 0.0000% | $1181784.00        | $85220.04          | Agency Mortgage-Backed Securities  |
| GNII JM MA5923 M       | 2049-04-20      | 4.5000%  | 0.0000% | $495009.00         | $19993.64          | Agency Mortgage-Backed Securities  |
| GNII JM MA5977 M       | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $48774.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA6038 M       | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $501182.14         | Agency Mortgage-Backed Securities  |
| GNII SF MA6016 M       | 2034-04-20      | 4.5000%  | 0.0000% | $270896.00         | $95935.80          | Agency Mortgage-Backed Securities  |
| GNII JM MA6145 M       | 2049-09-20      | 3.5000%  | 0.0000% | $1308058.00        | $59680.71          | Agency Mortgage-Backed Securities  |
| GNII SF MA7137 M       | 2051-01-20      | 3.0000%  | 0.0000% | $19718880.00       | $7461622.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA7192 M       | 2051-02-20      | 2.0000%  | 0.0000% | $113856320.00      | $58255835.47       | Agency Mortgage-Backed Securities  |
| GNII JM MA6330 M       | 2049-12-20      | 3.5000%  | 0.0000% | $15000000.00       | $1599007.95        | Agency Mortgage-Backed Securities  |
| GNII SF MA6338 M       | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $233486.62         | Agency Mortgage-Backed Securities  |
| GNII JM MA6398 M       | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $169362.18         | Agency Mortgage-Backed Securities  |
| GNII JM MA6402 M       | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $104066.19         | Agency Mortgage-Backed Securities  |
| GNII SF MA6432 M       | 2034-10-20      | 2.0000%  | 0.0000% | $729480.00         | $73851.72          | Agency Mortgage-Backed Securities  |
| GNII SF MA6434 M       | 2034-12-20      | 2.0000%  | 0.0000% | $362516.00         | $166860.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA6444 M       | 2030-01-20      | 2.0000%  | 0.0000% | $459544.00         | $105201.32         | Agency Mortgage-Backed Securities  |
| GNII JM MA6468 M       | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $330410.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA6474 M       | 2050-02-20      | 3.0000%  | 0.0000% | $36684000.00       | $6191498.43        | Agency Mortgage-Backed Securities  |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $1136535552.00     | $184481813.10      | Agency Mortgage-Backed Securities  |
| GNII JM MA6678 M       | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $92195.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA6654 M       | 2050-05-20      | 2.0000%  | 0.0000% | $300000.00         | $127458.30         | Agency Mortgage-Backed Securities  |
| GNII SF MA6688 M       | 2034-11-20      | 5.0000%  | 0.0000% | $634921.00         | $130747.78         | Agency Mortgage-Backed Securities  |
| GNII JM MA6699 M       | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $56163.23          | Agency Mortgage-Backed Securities  |
| GNII JM MA6756 M       | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1361180.03        | Agency Mortgage-Backed Securities  |
| GNII JM MA6759 M       | 2050-07-20      | 4.0000%  | 0.0000% | $2194104.00        | $387727.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA6955 M       | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $148307.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA7001 M       | 2049-02-20      | 5.5000%  | 0.0000% | $301142.00         | $88415.55          | Agency Mortgage-Backed Securities  |
| GNII SF MA6995 M       | 2050-11-20      | 2.5000%  | 0.0000% | $1495000.00        | $607483.12         | Agency Mortgage-Backed Securities  |
| GNAR AF MA7068 M       | 2050-10-20      | 4.0000%  | 0.0000% | $113583.00         | $103181.50         | Agency Mortgage-Backed Securities  |
| GNII SF MA7993 M       | 2052-04-20      | 5.5000%  | 0.0000% | $33000.00          | $18057.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA8025 M       | 2032-04-20      | 6.5000%  | 0.0000% | $823474.00         | $304316.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA8076 M       | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $135388.12         | Agency Mortgage-Backed Securities  |
| GNII JM MA7307 M       | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $63986.82          | Agency Mortgage-Backed Securities  |
| GNII JM MA7308 M       | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $242898.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA7311 M       | 2051-04-20      | 2.0000%  | 0.0000% | $74817920.00       | $39933004.48       | Agency Mortgage-Backed Securities  |
| GNII SF MA7312 M       | 2051-04-20      | 2.5000%  | 0.0000% | $69107584.00       | $35810959.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $10296840.00       | $5765779.15        | Agency Mortgage-Backed Securities  |
| GNII SF MA7452 M       | 2034-04-20      | 5.0000%  | 0.0000% | $1284562.00        | $442561.12         | Agency Mortgage-Backed Securities  |
| GNII JM MA7527 M       | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $356039.03         | Agency Mortgage-Backed Securities  |
| GNII SF MA7533 M       | 2051-08-20      | 2.0000%  | 0.0000% | $2224452.00        | $1283199.85        | Agency Mortgage-Backed Securities  |
| GNII SF MA7536 M       | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $33641.91          | Agency Mortgage-Backed Securities  |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $61073536.00       | $36873938.62       | Agency Mortgage-Backed Securities  |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $15038320.00       | $9543003.09        | Agency Mortgage-Backed Securities  |
| GNII SF MA7797 M       | 2037-01-20      | 2.0000%  | 0.0000% | $179025.00         | $99757.95          | Agency Mortgage-Backed Securities  |
| GNAR AF MA7840 M       | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $459141.22         | Agency Mortgage-Backed Securities  |
| GNAR AT MA7901 M       | 2051-11-20      | 3.0000%  | 0.0000% | $233923.00         | $217590.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $80528768.00       | $52005518.11       | Agency Mortgage-Backed Securities  |
| GNII SF MA7915 M       | 2033-06-20      | 5.0000%  | 0.0000% | $94167.00          | $30964.60          | Agency Mortgage-Backed Securities  |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $94780288.00       | $63122980.66       | Agency Mortgage-Backed Securities  |
| GNII SF MA7943 M       | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $290653.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $32326400.00       | $26088865.30       | Agency Mortgage-Backed Securities  |
| GNII SF MA8883 M       | 2053-04-20      | 7.5000%  | 0.0000% | $28407008.00       | $6711372.33        | Agency Mortgage-Backed Securities  |
| GNII SF MA8946 M       | 2053-06-20      | 4.5000%  | 0.0000% | $67986560.00       | $57967983.95       | Agency Mortgage-Backed Securities  |
| GNII SF MA8949 M       | 2053-06-20      | 6.0000%  | 0.0000% | $1300000.00        | $884389.48         | Agency Mortgage-Backed Securities  |
| GNII SF MA8980 M       | 2035-05-20      | 2.0000%  | 0.0000% | $177261.00         | $138714.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8148 M       | 2052-07-20      | 3.0000%  | 0.0000% | $159148032.00      | $108555543.22      | Agency Mortgage-Backed Securities  |
| GNII SF MA8173 M       | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33515.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA8176 M       | 2037-07-20      | 4.0000%  | 0.0000% | $532857.00         | $355977.65         | Agency Mortgage-Backed Securities  |
| GNII SF MA8182 M       | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $46041.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA8263 M       | 2052-09-20      | 2.0000%  | 0.0000% | $20711840.00       | $13095883.86       | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $101375872.00      | $78999826.31       | Agency Mortgage-Backed Securities  |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $121577856.00      | $94120333.65       | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M       | 2052-10-20      | 4.5000%  | 0.0000% | $216946432.00      | $171840111.62      | Agency Mortgage-Backed Securities  |
| GNII SF MA8393 M       | 2036-09-20      | 2.5000%  | 0.0000% | $1450900.00        | $1061040.92        | Agency Mortgage-Backed Securities  |
| GNII JM MA8478 M       | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $706052.42         | Agency Mortgage-Backed Securities  |
| GNII JM MA8481 M       | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $434145.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA8456 M       | 2032-10-20      | 3.0000%  | 0.0000% | $276346.00         | $195514.20         | Agency Mortgage-Backed Securities  |
| GNII SF MA8460 M       | 2037-12-20      | 5.0000%  | 0.0000% | $80057.00          | $48000.29          | Agency Mortgage-Backed Securities  |
| GNII SF MA8489 M       | 2052-12-20      | 4.5000%  | 0.0000% | $88027040.00       | $71197285.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA8573 M       | 2053-01-20      | 7.0000%  | 0.0000% | $74000.00          | $25786.59          | Agency Mortgage-Backed Securities  |
| GNII JM MA8558 M       | 2053-01-20      | 4.5000%  | 0.0000% | $776534.00         | $632419.24         | Agency Mortgage-Backed Securities  |
| GNII SF MA8563 M       | 2051-02-20      | 2.0000%  | 0.0000% | $6184568.00        | $4078187.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $51848704.00       | $40974614.58       | Agency Mortgage-Backed Securities  |
| GNII SF MA8570 M       | 2053-01-20      | 5.5000%  | 0.0000% | $48875648.00       | $35792698.27       | Agency Mortgage-Backed Securities  |
| GNII SF MA8612 M       | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $200247.27         | Agency Mortgage-Backed Securities  |
| GNII SF MA8621 M       | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $179838.55         | Agency Mortgage-Backed Securities  |
| GNII SF MA8645 M       | 2053-02-20      | 4.0000%  | 0.0000% | $26204800.00       | $20580728.96       | Agency Mortgage-Backed Securities  |
| GNII SF MA8646 M       | 2053-01-20      | 4.5000%  | 0.0000% | $63272896.00       | $51394754.14       | Agency Mortgage-Backed Securities  |
| GNII SF MA8691 M       | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $46231.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA8695 M       | 2038-03-20      | 5.0000%  | 0.0000% | $155721.00         | $99980.13          | Agency Mortgage-Backed Securities  |
| GNII SF MA8725 M       | 2053-03-20      | 5.0000%  | 0.0000% | $115418368.00      | $94138771.47       | Agency Mortgage-Backed Securities  |
| GNII SF MA8769 M       | 2038-04-20      | 4.5000%  | 0.0000% | $132765.00         | $82950.04          | Agency Mortgage-Backed Securities  |
| GNII JM MA8785 M       | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $651495.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA8844 M       | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $486243.75         | Agency Mortgage-Backed Securities  |
| GNII SF MA8845 M       | 2038-05-20      | 4.0000%  | 0.0000% | $120627.00         | $82413.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA9780 M       | 2054-07-20      | 6.0000%  | 0.0000% | $27324640.00       | $23319086.01       | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $81584896.00       | $58214556.98       | Agency Mortgage-Backed Securities  |
| GNII SF MA9827 M       | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $130842.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA9855 M       | 2054-08-20      | 7.5000%  | 0.0000% | $1430580.00        | $716621.31         | Agency Mortgage-Backed Securities  |
| GNAR AF MA9865 M       | 2054-08-20      | 6.0000%  | 0.0000% | $1513774.00        | $855235.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA9877 M       | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $142634.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA9010 M       | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $137760.52         | Agency Mortgage-Backed Securities  |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $255832832.00      | $209037495.02      | Agency Mortgage-Backed Securities  |
| GNII SF MA9171 M       | 2053-09-20      | 5.5000%  | 0.0000% | $143180544.00      | $115727179.74      | Agency Mortgage-Backed Securities  |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $981682.81         | Agency Mortgage-Backed Securities  |
| GNII SF MA9241 M       | 2053-10-20      | 5.5000%  | 0.0000% | $263871000.00      | $218505739.26      | Agency Mortgage-Backed Securities  |
| GNII SF MA9242 M       | 2053-09-20      | 6.0000%  | 0.0000% | $1680000.00        | $1192449.67        | Agency Mortgage-Backed Securities  |
| GNII SF MA3077 M       | 2030-07-20      | 2.5000%  | 0.0000% | $354635.00         | $31407.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA9387 M       | 2039-01-20      | 4.5000%  | 0.0000% | $391737.00         | $362480.39         | Agency Mortgage-Backed Securities  |
| GNII SF MA9391 M       | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $212448.56         | Agency Mortgage-Backed Securities  |
| GNII SF MA9420 M       | 2052-12-20      | 4.0000%  | 0.0000% | $2170336.00        | $1799851.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA9421 M       | 2053-12-20      | 4.5000%  | 0.0000% | $40000.00          | $36384.32          | Agency Mortgage-Backed Securities  |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1970000.00        | $1793713.45        | Agency Mortgage-Backed Securities  |
| GNII SF MA9425 M       | 2053-12-20      | 6.5000%  | 0.0000% | $20437120.00       | $11195750.79       | Agency Mortgage-Backed Securities  |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $62272256.00       | $55653177.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $105777408.00      | $87841788.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA9490 M       | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $200116.15         | Agency Mortgage-Backed Securities  |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $68571776.00       | $61343328.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $708948.00         | $612404.01         | Agency Mortgage-Backed Securities  |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $10219808.00       | $7452677.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA9602 M       | 2054-01-20      | 4.0000%  | 0.0000% | $262917.00         | $236353.41         | Agency Mortgage-Backed Securities  |
| GNII SF MA9633 M       | 2031-04-20      | 3.0000%  | 0.0000% | $87300.00          | $60654.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA9697 M       | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $1092919.51        | Agency Mortgage-Backed Securities  |
| GNII SF MA9725 M       | 2054-06-20      | 5.5000%  | 0.0000% | $34650000.00       | $32532022.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA9752 M       | 2032-08-20      | 7.0000%  | 0.0000% | $52913.00          | $52511.05          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2375 X       | 2047-06-15      | 4.5000%  | 0.0000% | $187169.00         | $10600.43          | Agency Mortgage-Backed Securities  |
| GNMI SF BA2521 X       | 2047-04-15      | 5.0000%  | 0.0000% | $222711.00         | $14165.11          | Agency Mortgage-Backed Securities  |
| GNMI SF BA7886 X       | 2047-05-15      | 4.0000%  | 0.0000% | $77762.00          | $23658.82          | Agency Mortgage-Backed Securities  |
| GNMI SF BA9083 X       | 2047-06-15      | 5.0000%  | 0.0000% | $666953.00         | $51740.12          | Agency Mortgage-Backed Securities  |
| GNII SF BB0764 C       | 2047-06-20      | 4.0000%  | 0.0000% | $1055568.00        | $184132.21         | Agency Mortgage-Backed Securities  |
| GNMI SF BB2325 X       | 2047-09-15      | 4.5000%  | 0.0000% | $2803316.00        | $217535.92         | Agency Mortgage-Backed Securities  |
| GNMI SF BC1102 X       | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $21025.71          | Agency Mortgage-Backed Securities  |
| GNII SF BC3619 C       | 2047-08-20      | 4.0000%  | 0.0000% | $2882020.00        | $923182.13         | Agency Mortgage-Backed Securities  |
| GNMI SF BC8602 X       | 2047-09-15      | 3.0000%  | 0.0000% | $677731.00         | $289613.84         | Agency Mortgage-Backed Securities  |
| GNMI SF BC9137 X       | 2048-01-15      | 5.0000%  | 0.0000% | $1257250.00        | $70349.03          | Agency Mortgage-Backed Securities  |
| GNII SF BC9322 C       | 2047-10-20      | 3.5000%  | 0.0000% | $508924.00         | $16765.39          | Agency Mortgage-Backed Securities  |
| GNII SF BD0560 C       | 2048-09-20      | 4.5000%  | 0.0000% | $40513.00          | $8649.70           | Agency Mortgage-Backed Securities  |
| GNII SF BD4034 C       | 2048-04-20      | 4.0000%  | 0.0000% | $260867.00         | $40613.03          | Agency Mortgage-Backed Securities  |
| GNII SF BE3023 C       | 2048-01-20      | 4.0000%  | 0.0000% | $390530.00         | $235917.87         | Agency Mortgage-Backed Securities  |
| GNII RG CN2010 C       | 2051-08-20      | 2.5000%  | 0.0000% | $1260094.00        | $979973.37         | Agency Mortgage-Backed Securities  |
| GNII RG CN2043 C       | 2051-09-20      | 2.5000%  | 0.0000% | $1581892.00        | $1238744.64        | Agency Mortgage-Backed Securities  |
| GNII RG CN2044 C       | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $728977.09         | Agency Mortgage-Backed Securities  |
| GNPL PN CN2883         | 2059-04-15      | 6.0200%  | 0.0000% | $149929.00         | $158413.10         | Agency Mortgage-Backed Securities  |
| GNII RG CN5913 C       | 2050-01-20      | 3.5000%  | 0.0000% | $450000.00         | $280905.38         | Agency Mortgage-Backed Securities  |
| GNII RG CN6335 C       | 2048-05-20      | 3.0000%  | 0.0000% | $475000.00         | $218093.07         | Agency Mortgage-Backed Securities  |
| GNII RG CN6337 C       | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $463354.38         | Agency Mortgage-Backed Securities  |
| GNII RG CN6338 C       | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $271670.52         | Agency Mortgage-Backed Securities  |
| GNII SF CN8591 C       | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $437431.66         | Agency Mortgage-Backed Securities  |
| GNII RG CN9814 C       | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $867574.95         | Agency Mortgage-Backed Securities  |
| GNII RG CN9880 C       | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $275665.40         | Agency Mortgage-Backed Securities  |
| GNII RG CN9958 C       | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $101882.98         | Agency Mortgage-Backed Securities  |
| GNII RG CN9974 C       | 2042-07-20      | 3.5000%  | 0.0000% | $2175000.00        | $1322778.25        | Agency Mortgage-Backed Securities  |
| GNII RG CO0464 C       | 2047-04-20      | 3.5000%  | 0.0000% | $350000.00         | $250902.07         | Agency Mortgage-Backed Securities  |
| GNII RG CO2773 C       | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $97761.65          | Agency Mortgage-Backed Securities  |
| GNII RG CO2850 C       | 2048-03-20      | 3.5000%  | 0.0000% | $225000.00         | $187215.39         | Agency Mortgage-Backed Securities  |
| GNMI SF CO6356 X       | 2052-07-15      | 5.0000%  | 0.0000% | $25242.00          | $18566.50          | Agency Mortgage-Backed Securities  |
| GNII RG CO7527 C       | 2051-08-20      | 2.5000%  | 0.0000% | $5744752.00        | $3653543.94        | Agency Mortgage-Backed Securities  |
| GNII RG CO9536 C       | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $818916.13         | Agency Mortgage-Backed Securities  |
| GNII RG CO9985 C       | 2042-09-20      | 3.5000%  | 0.0000% | $850000.00         | $595047.69         | Agency Mortgage-Backed Securities  |
| GNII RG CP0023 C       | 2042-07-20      | 3.5000%  | 0.0000% | $450000.00         | $273077.58         | Agency Mortgage-Backed Securities  |
| GNII SF CP0483 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1004370.00        | $870903.42         | Agency Mortgage-Backed Securities  |
| GNII SF CP4717 C       | 2035-07-20      | 5.0000%  | 0.0000% | $1185990.00        | $598489.86         | Agency Mortgage-Backed Securities  |
| GNII ET CP7178 C       | 2054-06-20      | 3.0000%  | 0.0000% | $204019.00         | $168014.55         | Agency Mortgage-Backed Securities  |
| GNII SF BE5659 C       | 2048-04-20      | 4.0000%  | 0.0000% | $1000000.00        | $277395.83         | Agency Mortgage-Backed Securities  |
| GNII SF DL2643 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1619430.00        | $1682555.20        | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $10825328.00       | $10652057.22       | Agency Mortgage-Backed Securities  |
| GNII JM MB0014 M       | 2054-11-20      | 6.0000%  | 0.0000% | $1621068.00        | $1590025.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0090 M       | 2054-11-20      | 4.5000%  | 0.0000% | $251375872.00      | $237791806.59      | Agency Mortgage-Backed Securities  |
| GNII SF MB0094 M       | 2054-11-20      | 6.5000%  | 0.0000% | $125371008.00      | $125675597.11      | Agency Mortgage-Backed Securities  |
| GNII SF MB0121 M       | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $1042132.61        | Agency Mortgage-Backed Securities  |
| GNII SF MB0117 M       | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $29239.44          | Agency Mortgage-Backed Securities  |
| GNII SF MB0146 M       | 2055-01-20      | 5.0000%  | 0.0000% | $210494720.00      | $204889296.28      | Agency Mortgage-Backed Securities  |
| GNII SF MB0149 M       | 2055-01-20      | 6.5000%  | 0.0000% | $221143552.00      | $223557320.53      | Agency Mortgage-Backed Securities  |
| GNII SF MB0236 M       | 2040-03-20      | 6.5000%  | 0.0000% | $437912.00         | $448172.01         | Agency Mortgage-Backed Securities  |
| GNII SF MB0237 M       | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $60654.98          | Agency Mortgage-Backed Securities  |
| GNII SF MB0238 M       | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $29179.12          | Agency Mortgage-Backed Securities  |
| GNII SF MB0258 M       | 2055-02-20      | 5.0000%  | 0.0000% | $106643072.00      | $104526646.67      | Agency Mortgage-Backed Securities  |
| GNII SF MB0261 M       | 2055-02-20      | 6.5000%  | 0.0000% | $133268736.00      | $136702543.45      | Agency Mortgage-Backed Securities  |
| GNII RG CI6811 C       | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $166892.01         | Agency Mortgage-Backed Securities  |
| GNII RG CI6813 C       | 2042-08-20      | 3.0000%  | 0.0000% | $110279.00         | $84254.95          | Agency Mortgage-Backed Securities  |
| GNII RG CI8161 C       | 2051-05-20      | 3.0000%  | 0.0000% | $1556522.00        | $1019065.05        | Agency Mortgage-Backed Securities  |
| GNII RG CI8166 C       | 2047-11-20      | 4.0000%  | 0.0000% | $524776.00         | $303433.11         | Agency Mortgage-Backed Securities  |
| GNII RG CJ0655 C       | 2050-01-20      | 3.0000%  | 0.0000% | $150000.00         | $94602.73          | Agency Mortgage-Backed Securities  |
| GNII RG CJ2614 C       | 2046-09-20      | 3.0000%  | 0.0000% | $1525000.00        | $825402.00         | Agency Mortgage-Backed Securities  |
| GNII RG CJ2617 C       | 2048-03-20      | 3.0000%  | 0.0000% | $675000.00         | $251745.18         | Agency Mortgage-Backed Securities  |
| GNMI SF CJ2165 X       | 2052-04-15      | 3.5000%  | 0.0000% | $713781.00         | $618046.73         | Agency Mortgage-Backed Securities  |
| GNII RG CJ2218 C       | 2043-09-20      | 3.0000%  | 0.0000% | $125000.00         | $58317.54          | Agency Mortgage-Backed Securities  |
| GNII RG CJ2360 C       | 2047-10-20      | 3.0000%  | 0.0000% | $800000.00         | $367148.83         | Agency Mortgage-Backed Securities  |
| GNCL CL CJ2546         | 2065-04-15      | 4.8500%  | 0.0000% | $14868128.00       | $14476827.77       | Agency Mortgage-Backed Securities  |
| GNII RG CJ5734 C       | 2047-11-20      | 3.0000%  | 0.0000% | $518585.00         | $254885.51         | Agency Mortgage-Backed Securities  |
| GNII RG CJ7801 C       | 2044-01-20      | 3.0000%  | 0.0000% | $125000.00         | $72732.27          | Agency Mortgage-Backed Securities  |
| GNII RG CJ8713 C       | 2047-12-20      | 3.0000%  | 0.0000% | $825000.00         | $473943.21         | Agency Mortgage-Backed Securities  |
| GNII RG CK2388 C       | 2050-07-20      | 3.0000%  | 0.0000% | $450000.00         | $236207.74         | Agency Mortgage-Backed Securities  |
| GNII SF CK2711 C       | 2052-02-20      | 3.5000%  | 0.0000% | $774500.00         | $627522.98         | Agency Mortgage-Backed Securities  |
| GNII RG CK3660 C       | 2051-01-20      | 2.5000%  | 0.0000% | $7027848.00        | $3836286.30        | Agency Mortgage-Backed Securities  |
| GNII RG CK5318 C       | 2050-08-20      | 3.0000%  | 0.0000% | $978251.00         | $682931.12         | Agency Mortgage-Backed Securities  |
| GNII RG CK5781 C       | 2045-07-20      | 3.0000%  | 0.0000% | $725000.00         | $323835.07         | Agency Mortgage-Backed Securities  |
| GNII RG CK5783 C       | 2050-05-20      | 3.0000%  | 0.0000% | $1169400.00        | $446360.97         | Agency Mortgage-Backed Securities  |
| GNII RG CK7591 C       | 2050-02-20      | 3.0000%  | 0.0000% | $125000.00         | $19134.55          | Agency Mortgage-Backed Securities  |
| GNII SF CK8200 C       | 2052-02-20      | 3.5000%  | 0.0000% | $386727.00         | $168076.87         | Agency Mortgage-Backed Securities  |
| GNII RG CK9490 C       | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $1024619.47        | Agency Mortgage-Backed Securities  |
| GNII SF CL0623 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1073472.00        | $770146.37         | Agency Mortgage-Backed Securities  |
| GNII RG CL4286 C       | 2050-03-20      | 3.0000%  | 0.0000% | $750000.00         | $430337.61         | Agency Mortgage-Backed Securities  |
| GNII RG CL5154 C       | 2050-03-20      | 3.0000%  | 0.0000% | $175000.00         | $121757.58         | Agency Mortgage-Backed Securities  |
| GNII RG CL5178 C       | 2050-12-20      | 2.5000%  | 0.0000% | $1066416.00        | $650494.27         | Agency Mortgage-Backed Securities  |
| GNII RG CL6778 C       | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $915825.57         | Agency Mortgage-Backed Securities  |
| GNII RG CL7221 C       | 2046-04-20      | 4.5000%  | 0.0000% | $4928656.00        | $3006973.61        | Agency Mortgage-Backed Securities  |
| GNII RG CL8745 C       | 2047-12-20      | 3.0000%  | 0.0000% | $700000.00         | $330393.31         | Agency Mortgage-Backed Securities  |
| GNII SF CM0319 C       | 2052-06-20      | 4.0000%  | 0.0000% | $1023754.00        | $826177.28         | Agency Mortgage-Backed Securities  |
| GNII SF CM0733 C       | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $250756.50         | Agency Mortgage-Backed Securities  |
| GNII RG CM0722 C       | 2047-07-20      | 3.5000%  | 0.0000% | $859587.00         | $549796.15         | Agency Mortgage-Backed Securities  |
| GNII RG CM1120 C       | 2046-12-20      | 3.0000%  | 0.0000% | $700000.00         | $427448.90         | Agency Mortgage-Backed Securities  |
| GNII RG CM2670 C       | 2049-10-20      | 4.0000%  | 0.0000% | $574047.00         | $462621.17         | Agency Mortgage-Backed Securities  |
| GNII RG CM3407 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1515132.00        | $311757.57         | Agency Mortgage-Backed Securities  |
| GNII SF CM3934 C       | 2052-05-20      | 2.5000%  | 0.0000% | $2120304.00        | $1650227.52        | Agency Mortgage-Backed Securities  |
| GNII RG CM5270 C       | 2047-01-20      | 3.0000%  | 0.0000% | $750000.00         | $447141.70         | Agency Mortgage-Backed Securities  |
| GNCL CL CN0552         | 2065-06-15      | 6.2600%  | 0.0000% | $1148524.00        | $1171757.24        | Agency Mortgage-Backed Securities  |
| GNII RG CN0929 C       | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $817690.62         | Agency Mortgage-Backed Securities  |
| GNII SF MA9910 M       | 2054-09-20      | 7.5000%  | 0.0000% | $181115.00         | $109834.46         | Agency Mortgage-Backed Securities  |
| GNII SF MA9935 M       | 2033-09-20      | 3.5000%  | 0.0000% | $215530.00         | $200120.46         | Agency Mortgage-Backed Securities  |
| GNMI SF AD3523 X       | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8426.89           | Agency Mortgage-Backed Securities  |
| GNMI SF AD5950 X       | 2043-03-15      | 3.5000%  | 0.0000% | $25000.00          | $5616.90           | Agency Mortgage-Backed Securities  |
| GNMI SF AD6086 X       | 2050-02-15      | 3.5000%  | 0.0000% | $158862.00         | $23507.39          | Agency Mortgage-Backed Securities  |
| GNMI SF AE0391 X       | 2045-04-15      | 3.5000%  | 0.0000% | $117727.00         | $6840.42           | Agency Mortgage-Backed Securities  |
| GNII SF AE0624 C       | 2043-08-20      | 4.0000%  | 0.0000% | $5000000.00        | $310941.71         | Agency Mortgage-Backed Securities  |
| GNMI SF AE3296 X       | 2046-10-15      | 2.5000%  | 0.0000% | $742785.00         | $413224.16         | Agency Mortgage-Backed Securities  |
| GNII SF AE5433 C       | 2043-08-20      | 3.5000%  | 0.0000% | $4011000.00        | $534421.41         | Agency Mortgage-Backed Securities  |
| GNMI SF AE7515 X       | 2043-06-15      | 3.0000%  | 0.0000% | $458344.00         | $60162.38          | Agency Mortgage-Backed Securities  |
| GNMI SF AF0623 X       | 2043-09-15      | 2.5000%  | 0.0000% | $407203.00         | $19469.63          | Agency Mortgage-Backed Securities  |
| GNII SF AG2586 C       | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $440495.58         | Agency Mortgage-Backed Securities  |
| GNII SF AJ9335 C       | 2044-10-20      | 3.5000%  | 0.0000% | $9448336.00        | $1214486.58        | Agency Mortgage-Backed Securities  |
| GNII SF AK6712 C       | 2044-12-20      | 4.0000%  | 0.0000% | $2729580.00        | $610961.00         | Agency Mortgage-Backed Securities  |
| GNMI SF AL0786 X       | 2045-01-15      | 3.0000%  | 0.0000% | $66830.00          | $6275.80           | Agency Mortgage-Backed Securities  |
| GNII SF AL5850 C       | 2045-02-20      | 3.5000%  | 0.0000% | $14369328.00       | $2012255.14        | Agency Mortgage-Backed Securities  |
| GNII SF AL9855 C       | 2045-04-20      | 4.0000%  | 0.0000% | $4539584.00        | $660255.23         | Agency Mortgage-Backed Securities  |
| GNII SF AM7849 C       | 2045-11-20      | 4.0000%  | 0.0000% | $3311488.00        | $527363.77         | Agency Mortgage-Backed Securities  |
| GNII SF AN2972 C       | 2045-09-20      | 4.0000%  | 0.0000% | $580000.00         | $56057.78          | Agency Mortgage-Backed Securities  |
| GNII SF AP8861 C       | 2045-11-20      | 4.0000%  | 0.0000% | $1679264.00        | $207922.28         | Agency Mortgage-Backed Securities  |
| GNMI SF AP9661 X       | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $75796.48          | Agency Mortgage-Backed Securities  |
| GNII ET CP9449 C       | 2064-10-20      | 6.5000%  | 0.0000% | $7692.00           | $7874.19           | Agency Mortgage-Backed Securities  |
| GNII RG CQ2913 C       | 2038-12-20      | 6.0000%  | 0.0000% | $1520104.00        | $614495.29         | Agency Mortgage-Backed Securities  |
| GNII RG CQ2914 C       | 2036-02-20      | 6.0000%  | 0.0000% | $1789724.00        | $1176664.99        | Agency Mortgage-Backed Securities  |
| GNII RG CQ5549 C       | 2039-01-20      | 6.0000%  | 0.0000% | $1976362.00        | $1057495.82        | Agency Mortgage-Backed Securities  |
| GNII ET CQ5810 C       | 2064-11-20      | 5.0000%  | 0.0000% | $329541.00         | $321018.83         | Agency Mortgage-Backed Securities  |
| GNII SF CQ7639 C       | 2039-11-20      | 5.5000%  | 0.0000% | $1495322.00        | $1233412.55        | Agency Mortgage-Backed Securities  |
| GNPL PN CQ9711         | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $44072.84          | Agency Mortgage-Backed Securities  |
| GNII SF CR2375 C       | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $122436.79         | Agency Mortgage-Backed Securities  |
| GNMI SF CR2376 X       | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2471404.91        | Agency Mortgage-Backed Securities  |
| GNII SF CR5904 C       | 2053-01-20      | 4.5000%  | 0.0000% | $1481136.00        | $1161425.47        | Agency Mortgage-Backed Securities  |
| GNCL CL CS3813         | 2066-02-15      | 5.6900%  | 0.0000% | $1534782.00        | $1588058.29        | Agency Mortgage-Backed Securities  |
| GNII SF CT3929 C       | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24893.01          | Agency Mortgage-Backed Securities  |
| GNII SF CU0858 C       | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $955826.58         | Agency Mortgage-Backed Securities  |
| GNII ET CU1133 C       | 2063-07-20      | 5.0000%  | 0.0000% | $11487328.00       | $7027234.65        | Agency Mortgage-Backed Securities  |
| GNII SF CU1320 C       | 2055-05-20      | 5.0000%  | 0.0000% | $1200516.00        | $1186199.83        | Agency Mortgage-Backed Securities  |
| GNII ET CV1703 C       | 2062-09-20      | 5.0000%  | 0.0000% | $1732440.00        | $1430630.86        | Agency Mortgage-Backed Securities  |
| GNCL CS CV1939         | 2066-02-15      | 12.3000% | 0.0000% | $10090608.00       | $11107815.28       | Agency Mortgage-Backed Securities  |
| GNII RG CV4710 C       | 2050-12-20      | 2.5000%  | 0.0000% | $1191382.00        | $954725.96         | Agency Mortgage-Backed Securities  |
| GNPL PN CV6100         | 2059-02-15      | 6.7000%  | 0.0000% | $390390.00         | $425850.20         | Agency Mortgage-Backed Securities  |
| GNII SF CV6328 C       | 2053-06-20      | 5.5000%  | 0.0000% | $2902684.00        | $2571406.75        | Agency Mortgage-Backed Securities  |
| GNII ET CV9346 C       | 2063-06-20      | 6.0000%  | 0.0000% | $493541.00         | $157728.38         | Agency Mortgage-Backed Securities  |
| GNII SF CW3790 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1281080.00        | $1305303.68        | Agency Mortgage-Backed Securities  |
| GNII SF CW4830 C       | 2053-08-20      | 6.5000%  | 0.0000% | $1572352.00        | $823545.02         | Agency Mortgage-Backed Securities  |
| GNII ET CW5779 C       | 2063-08-20      | 6.0000%  | 0.0000% | $1124672.00        | $276860.50         | Agency Mortgage-Backed Securities  |
| GNPL PN CW8884         | 2058-12-15      | 6.1400%  | 0.0000% | $165447.00         | $176423.05         | Agency Mortgage-Backed Securities  |
| GNII SF CW9249 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1069938.00        | $1119154.52        | Agency Mortgage-Backed Securities  |
| GNII ET CW9251 C       | 2065-02-20      | 6.5000%  | 0.0000% | $173191.00         | $177502.41         | Agency Mortgage-Backed Securities  |
| GNII SF CX0273 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1034646.00        | $857670.70         | Agency Mortgage-Backed Securities  |
| GNII SF CX0274 C       | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $855476.43         | Agency Mortgage-Backed Securities  |
| GNII SF CX2369 C       | 2053-09-20      | 7.0000%  | 0.0000% | $4316912.00        | $2483096.12        | Agency Mortgage-Backed Securities  |
| GNII SF CX2368 C       | 2053-09-20      | 7.0000%  | 0.0000% | $3769296.00        | $3874326.16        | Agency Mortgage-Backed Securities  |
| GNII ET CX2384 C       | 2062-09-20      | 5.0000%  | 0.0000% | $893270.00         | $772933.47         | Agency Mortgage-Backed Securities  |
| GNII RG CX2391 C       | 2046-01-20      | 4.0000%  | 0.0000% | $1584636.00        | $1310715.72        | Agency Mortgage-Backed Securities  |
| GNII SF CX2397 C       | 2053-10-20      | 6.5000%  | 0.0000% | $2147412.00        | $1957654.89        | Agency Mortgage-Backed Securities  |
| GNII SF CX3733 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1785832.00        | $1568370.96        | Agency Mortgage-Backed Securities  |
| GNII SF CX5760 C       | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $1514439.51        | Agency Mortgage-Backed Securities  |
| GNII SF CX6562 C       | 2053-09-20      | 7.5000%  | 0.0000% | $1385840.00        | $1420175.19        | Agency Mortgage-Backed Securities  |
| GNII SF CX6597 C       | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6015570.86        | Agency Mortgage-Backed Securities  |
| GNII ET CX9041 C       | 2062-10-20      | 5.0000%  | 0.0000% | $498962.00         | $480810.43         | Agency Mortgage-Backed Securities  |
| GNPL PN CY1384         | 2059-04-15      | 5.5000%  | 0.0000% | $299225.00         | $306212.91         | Agency Mortgage-Backed Securities  |
| GNII ET CY2544 C       | 2062-09-20      | 5.0000%  | 0.0000% | $307529.00         | $291520.72         | Agency Mortgage-Backed Securities  |
| GNII SF CY3023 C       | 2053-12-20      | 8.0000%  | 0.0000% | $1040642.00        | $197746.89         | Agency Mortgage-Backed Securities  |
| GNII ET CY3145 C       | 2064-10-20      | 6.5000%  | 0.0000% | $15027.00          | $15387.19          | Agency Mortgage-Backed Securities  |
| GNII SF CY5518 C       | 2053-12-20      | 6.5000%  | 0.0000% | $1594346.00        | $1675104.09        | Agency Mortgage-Backed Securities  |
| GNII SF CY6903 C       | 2053-11-20      | 7.5000%  | 0.0000% | $2404460.00        | $2290137.75        | Agency Mortgage-Backed Securities  |
| GNII SF CY6906 C       | 2053-11-20      | 7.5000%  | 0.0000% | $1465320.00        | $1516038.07        | Agency Mortgage-Backed Securities  |
| GNII SF CY6898 C       | 2053-11-20      | 7.5000%  | 0.0000% | $11021296.00       | $9002193.65        | Agency Mortgage-Backed Securities  |
| GNII ET CY7393 C       | 2063-12-20      | 5.0000%  | 0.0000% | $131661.00         | $126813.29         | Agency Mortgage-Backed Securities  |
| GNII ET CY8762 C       | 2062-09-20      | 5.0000%  | 0.0000% | $108862.00         | $104557.01         | Agency Mortgage-Backed Securities  |
| GNII ET CZ0357 C       | 2063-04-20      | 5.0000%  | 0.0000% | $222229.00         | $214983.18         | Agency Mortgage-Backed Securities  |
| GNII SF CZ0473 C       | 2054-04-20      | 7.0000%  | 0.0000% | $1040312.00        | $319950.91         | Agency Mortgage-Backed Securities  |
| GNII RG CZ0993 C       | 2047-11-20      | 3.0000%  | 0.0000% | $1055760.00        | $888103.37         | Agency Mortgage-Backed Securities  |
| GNII ET CZ6962 C       | 2064-02-20      | 5.0000%  | 0.0000% | $716700.00         | $313382.36         | Agency Mortgage-Backed Securities  |
| GNII ET CZ6964 C       | 2064-01-20      | 7.5000%  | 0.0000% | $4812496.00        | $2452439.77        | Agency Mortgage-Backed Securities  |
| GNII ET CZ8803 C       | 2062-09-20      | 5.0000%  | 0.0000% | $97683.00          | $94443.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL1478   | 2055-02-01      | 5.0000%  | 0.0000% | $55446080.00       | $53965917.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0140   | 2053-12-01      | 6.5000%  | 0.0000% | $2650300.00        | $1936179.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0194   | 2053-11-01      | 6.0000%  | 0.0000% | $1420000.00        | $1215990.53        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2221   | 2054-08-01      | 6.5000%  | 0.0000% | $63641024.00       | $56901549.65       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2831   | 2054-11-01      | 6.5000%  | 0.0000% | $14147696.00       | $14447938.64       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4035   | 2055-05-01      | 6.0000%  | 0.0000% | $50820416.00       | $51532234.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0034   | 2055-06-01      | 5.5000%  | 0.0000% | $24226624.00       | $24303557.00       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0008   | 2040-06-01      | 4.5000%  | 0.0000% | $17204896.00       | $17135955.98       | Agency Mortgage-Backed Securities  |
| GNII SF 777103 C       | 2042-09-20      | 4.0000%  | 0.0000% | $550000.00         | $120200.75         | Agency Mortgage-Backed Securities  |
| GNII SF 778108 C       | 2026-12-20      | 3.5000%  | 0.0000% | $905000.00         | $10747.69          | Agency Mortgage-Backed Securities  |
| GNII SF 796478 C       | 2042-09-20      | 3.5000%  | 0.0000% | $4412100.00        | $376499.56         | Agency Mortgage-Backed Securities  |
| GNII SF 796727 C       | 2038-12-20      | 6.5000%  | 0.0000% | $1887138.00        | $66955.03          | Agency Mortgage-Backed Securities  |
| GNMI SF AA1783 X       | 2042-10-15      | 3.0000%  | 0.0000% | $3000000.00        | $338994.61         | Agency Mortgage-Backed Securities  |
| GNMI SF AA5649 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $221304.48         | Agency Mortgage-Backed Securities  |
| GNMI SF AB2892 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1300000.00        | $104528.19         | Agency Mortgage-Backed Securities  |
| GNMI SF AB3057 X       | 2042-11-15      | 3.0000%  | 0.0000% | $3005252.00        | $246750.83         | Agency Mortgage-Backed Securities  |
| GNII SF AB7786 C       | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $191586.39         | Agency Mortgage-Backed Securities  |
| GNMI SF AB9109 X       | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $116871.59         | Agency Mortgage-Backed Securities  |
| GNII SF AB9531 C       | 2042-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $197449.28         | Agency Mortgage-Backed Securities  |
| GNII SF AC0186 C       | 2042-12-20      | 3.5000%  | 0.0000% | $3208800.00        | $302116.48         | Agency Mortgage-Backed Securities  |
| GNII SF AC0282 C       | 2043-01-20      | 3.5000%  | 0.0000% | $3008250.00        | $412058.19         | Agency Mortgage-Backed Securities  |
| GNMI SF AC8420 X       | 2043-02-15      | 3.0000%  | 0.0000% | $75000.00          | $11497.36          | Agency Mortgage-Backed Securities  |
| GNII SF MA0783 M       | 2043-02-20      | 3.5000%  | 0.0000% | $2369820.00        | $226651.53         | Agency Mortgage-Backed Securities  |
| GNAR AT MA0177 M       | 2042-06-20      | 4.8750%  | 0.0000% | $620000.00         | $16131.52          | Agency Mortgage-Backed Securities  |
| GNII SF MA0318 M       | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3608980.92        | Agency Mortgage-Backed Securities  |
| GNII SF MA0391 M       | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $29386.89          | Agency Mortgage-Backed Securities  |
| GNII SF MA0461 M       | 2042-10-20      | 3.0000%  | 0.0000% | $1810000.00        | $197821.74         | Agency Mortgage-Backed Securities  |
| GNII SF MA1762 M       | 2044-02-20      | 4.5000%  | 0.0000% | $2686680.00        | $191035.13         | Agency Mortgage-Backed Securities  |
| GNAR AT MA1109 M       | 2043-06-20      | 4.8750%  | 0.0000% | $3000000.00        | $99539.61          | Agency Mortgage-Backed Securities  |
| GNII SF MA1204 M       | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $163798.47         | Agency Mortgage-Backed Securities  |
| GNII SF MA1287 M       | 2043-09-20      | 4.5000%  | 0.0000% | $604000.00         | $32693.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA2569 M       | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $218990.98         | Agency Mortgage-Backed Securities  |
| GNAR AF MA1853 M       | 2044-04-20      | 4.8750%  | 0.0000% | $142846240.00      | $2983971.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA1921 M       | 2044-04-20      | 4.5000%  | 0.0000% | $15393040.00       | $1075546.69        | Agency Mortgage-Backed Securities  |
| GNAR AF MA1934 M       | 2044-05-20      | 4.8750%  | 0.0000% | $72049360.00       | $938458.23         | Agency Mortgage-Backed Securities  |
| GNAR AF MA2010 M       | 2044-06-20      | 4.8750%  | 0.0000% | $63087616.00       | $861791.16         | Agency Mortgage-Backed Securities  |
| GNII SF MA2222 M       | 2044-08-20      | 3.0000%  | 0.0000% | $6488000.00        | $685781.60         | Agency Mortgage-Backed Securities  |
| GNII SF MA2444 M       | 2044-12-20      | 3.0000%  | 0.0000% | $350000.00         | $28941.97          | Agency Mortgage-Backed Securities  |
| GNII SF MA2891 M       | 2045-06-20      | 3.0000%  | 0.0000% | $2805000.00        | $280323.53         | Agency Mortgage-Backed Securities  |
| GNII SF MA3035 M       | 2045-08-20      | 4.0000%  | 0.0000% | $635000.00         | $45143.02          | Agency Mortgage-Backed Securities  |
| GNII SF DK1885 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1393518.00        | $1454965.65        | Agency Mortgage-Backed Securities  |
| GNII ET DK2401 C       | 2065-04-20      | 3.5000%  | 0.0000% | $464497.00         | $410372.73         | Agency Mortgage-Backed Securities  |
| GNII ET DK2980 C       | 2065-02-20      | 4.5000%  | 0.0000% | $327345.00         | $310661.86         | Agency Mortgage-Backed Securities  |
| GNII ET DK3339 C       | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $554339.76         | Agency Mortgage-Backed Securities  |
| GNII SF DK4283 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1406202.00        | $1449886.13        | Agency Mortgage-Backed Securities  |
| GNII SF DK4757 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3124400.00        | $3236901.31        | Agency Mortgage-Backed Securities  |
| GNII SF DK5098 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3180052.00        | $3323049.75        | Agency Mortgage-Backed Securities  |
| GNII SF DK5117 C       | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6598499.16        | Agency Mortgage-Backed Securities  |
| GNII SF DK5670 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1052992.00        | $1105503.77        | Agency Mortgage-Backed Securities  |
| GNII ET DK6130 C       | 2065-05-20      | 4.0000%  | 0.0000% | $603359.00         | $553515.04         | Agency Mortgage-Backed Securities  |
| GNII SF DK6117 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4811592.00        | $4860220.62        | Agency Mortgage-Backed Securities  |
| GNII SF DK7137 C       | 2055-06-20      | 6.5000%  | 0.0000% | $3781644.00        | $3971407.32        | Agency Mortgage-Backed Securities  |
| GNII SF DK7176 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1197106.00        | $1240539.80        | Agency Mortgage-Backed Securities  |
| GNII SF DK6384 C       | 2055-06-20      | 5.5000%  | 0.0000% | $1980768.00        | $2008693.97        | Agency Mortgage-Backed Securities  |
| GNII SF DK7673 C       | 2055-06-20      | 6.0000%  | 0.0000% | $9510272.00        | $9782354.54        | Agency Mortgage-Backed Securities  |
| GNII SF DK7668 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6181448.00        | $6228739.51        | Agency Mortgage-Backed Securities  |
| GNII SF DK7672 C       | 2055-06-20      | 6.0000%  | 0.0000% | $5074760.00        | $5226177.30        | Agency Mortgage-Backed Securities  |
| GNII SF DK8323 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1037820.00        | $1107129.66        | Agency Mortgage-Backed Securities  |
| GNII SF DL0029 C       | 2055-06-20      | 5.5000%  | 0.0000% | $6356096.00        | $6417213.40        | Agency Mortgage-Backed Securities  |
| GNII SF BU8612 C       | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $367687.57         | Agency Mortgage-Backed Securities  |
| GNII SF BV3600 C       | 2050-07-20      | 2.5000%  | 0.0000% | $400000.00         | $89052.48          | Agency Mortgage-Backed Securities  |
| GNII SF BV7358 C       | 2036-01-20      | 5.0000%  | 0.0000% | $1832080.00        | $304447.16         | Agency Mortgage-Backed Securities  |
| GNII SF BV8707 C       | 2050-07-20      | 2.5000%  | 0.0000% | $1159914.00        | $446766.84         | Agency Mortgage-Backed Securities  |
| GNII SF BV8689 C       | 2050-07-20      | 2.5000%  | 0.0000% | $860393.00         | $528801.39         | Agency Mortgage-Backed Securities  |
| GNII SF BW4519 C       | 2033-02-20      | 6.5000%  | 0.0000% | $2544728.00        | $926291.31         | Agency Mortgage-Backed Securities  |
| GNII SF BW4522 C       | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $1011933.02        | Agency Mortgage-Backed Securities  |
| GNII SF BX4944 C       | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $91560.94          | Agency Mortgage-Backed Securities  |
| GNII SF BX4935 C       | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $714218.68         | Agency Mortgage-Backed Securities  |
| GNII SF BX4958 C       | 2050-09-20      | 2.5000%  | 0.0000% | $94020.00          | $58123.96          | Agency Mortgage-Backed Securities  |
| GNII SF BX4961 C       | 2050-09-20      | 3.0000%  | 0.0000% | $168849.00         | $101543.00         | Agency Mortgage-Backed Securities  |
| GNII SF BX4970 C       | 2050-09-20      | 2.5000%  | 0.0000% | $128058.00         | $86940.52          | Agency Mortgage-Backed Securities  |
| GNII SF BY2936 C       | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $666226.93         | Agency Mortgage-Backed Securities  |
| GNII SF BY6448 C       | 2050-11-20      | 3.0000%  | 0.0000% | $958499.00         | $618575.02         | Agency Mortgage-Backed Securities  |
| GNII SF BY6450 C       | 2050-11-20      | 3.0000%  | 0.0000% | $825727.00         | $531582.53         | Agency Mortgage-Backed Securities  |
| GNII SF BY9474 C       | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $798483.06         | Agency Mortgage-Backed Securities  |
| GNII SF BZ6343 C       | 2050-11-20      | 2.0000%  | 0.0000% | $525000.00         | $268100.00         | Agency Mortgage-Backed Securities  |
| GNII SF BZ8528 C       | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $63963.42          | Agency Mortgage-Backed Securities  |
| GNII SF BZ8531 C       | 2051-01-20      | 2.5000%  | 0.0000% | $91000.00          | $62574.51          | Agency Mortgage-Backed Securities  |
| GNII SF CB4543 C       | 2051-04-20      | 2.5000%  | 0.0000% | $82995.00          | $56847.79          | Agency Mortgage-Backed Securities  |
| GNII SF CB4544 C       | 2051-04-20      | 2.5000%  | 0.0000% | $73015.00          | $40652.10          | Agency Mortgage-Backed Securities  |
| GNII SF CC9792 C       | 2051-04-20      | 3.0000%  | 0.0000% | $103012.00         | $60314.40          | Agency Mortgage-Backed Securities  |
| GNII SF CC9794 C       | 2051-04-20      | 3.0000%  | 0.0000% | $124977.00         | $90861.16          | Agency Mortgage-Backed Securities  |
| GNII SF CC9828 C       | 2051-06-20      | 3.0000%  | 0.0000% | $120434.00         | $86193.73          | Agency Mortgage-Backed Securities  |
| GNII RG CE4208 C       | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136502.28         | Agency Mortgage-Backed Securities  |
| GNII SF CE6237 C       | 2051-08-20      | 2.5000%  | 0.0000% | $6770000.00        | $3476046.11        | Agency Mortgage-Backed Securities  |
| GNPL LM CE7007         | 2060-08-15      | 3.2400%  | 0.0000% | $83357.00          | $73194.45          | Agency Mortgage-Backed Securities  |
| GNII RG CF1405 C       | 2050-08-20      | 3.0000%  | 0.0000% | $175000.00         | $75018.72          | Agency Mortgage-Backed Securities  |
| GNII RG CF1408 C       | 2050-07-20      | 3.0000%  | 0.0000% | $700000.00         | $357053.98         | Agency Mortgage-Backed Securities  |
| GNII RG CF1409 C       | 2047-11-20      | 3.0000%  | 0.0000% | $2450000.00        | $1337348.63        | Agency Mortgage-Backed Securities  |
| GNII ET CF4604 C       | 2062-12-20      | 5.0000%  | 0.0000% | $138170.00         | $101933.95         | Agency Mortgage-Backed Securities  |
| GNII SF CG2337 C       | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $137552.35         | Agency Mortgage-Backed Securities  |
| GNII SF CH0843 C       | 2051-10-20      | 3.0000%  | 0.0000% | $338269.00         | $275733.58         | Agency Mortgage-Backed Securities  |
| GNII RG CH5779 C       | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $728168.25         | Agency Mortgage-Backed Securities  |
| GNII RG CH5841 C       | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2364769.77        | Agency Mortgage-Backed Securities  |
| GNII RG CH5857 C       | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $815180.67         | Agency Mortgage-Backed Securities  |
| GNII RG CH7663 C       | 2047-01-20      | 3.0000%  | 0.0000% | $125000.00         | $65192.73          | Agency Mortgage-Backed Securities  |
| GNII RG CI1078 C       | 2047-12-20      | 3.0000%  | 0.0000% | $875000.00         | $413320.69         | Agency Mortgage-Backed Securities  |
| GNII RG CI4386 C       | 2039-01-20      | 6.5000%  | 0.0000% | $1709910.00        | $1228060.60        | Agency Mortgage-Backed Securities  |
| GNII RG CI4493 C       | 2050-04-20      | 3.0000%  | 0.0000% | $350000.00         | $202731.07         | Agency Mortgage-Backed Securities  |
| GNII RG CI4018 C       | 2051-04-20      | 3.0000%  | 0.0000% | $349581.00         | $147747.45         | Agency Mortgage-Backed Securities  |
| GNII RG CI4030 C       | 2047-11-20      | 3.0000%  | 0.0000% | $325000.00         | $174793.77         | Agency Mortgage-Backed Securities  |
| GNII RG CI4143 C       | 2046-08-20      | 3.0000%  | 0.0000% | $50000.00          | $35669.11          | Agency Mortgage-Backed Securities  |
| GNII RG CI4363 C       | 2043-05-20      | 3.0000%  | 0.0000% | $125000.00         | $41475.87          | Agency Mortgage-Backed Securities  |
| GNII RG CI6810 C       | 2050-07-20      | 3.0000%  | 0.0000% | $350000.00         | $179033.17         | Agency Mortgage-Backed Securities  |
| GNII ET DE7690 C       | 2064-10-20      | 5.0000%  | 0.0000% | $662114.00         | $643395.94         | Agency Mortgage-Backed Securities  |
| GNII SF DE7844 C       | 2054-12-20      | 5.0000%  | 0.0000% | $76856576.00       | $75575224.25       | Agency Mortgage-Backed Securities  |
| GNII SF DE8976 C       | 2054-10-20      | 6.5000%  | 0.0000% | $406875.00         | $423102.03         | Agency Mortgage-Backed Securities  |
| GNII SF DE8977 C       | 2054-10-20      | 6.5000%  | 0.0000% | $675496.00         | $701404.03         | Agency Mortgage-Backed Securities  |
| GNII SF DE8978 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1209478.00        | $1207057.62        | Agency Mortgage-Backed Securities  |
| GNII SF DE8980 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1148926.00        | $1192363.00        | Agency Mortgage-Backed Securities  |
| GNII SF DE8991 C       | 2054-09-20      | 6.0000%  | 0.0000% | $227394.00         | $202142.49         | Agency Mortgage-Backed Securities  |
| GNII SF DE8276 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1701410.00        | $1665283.56        | Agency Mortgage-Backed Securities  |
| GNII ET DE8352 C       | 2064-09-20      | 6.5000%  | 0.0000% | $39541.00          | $40453.48          | Agency Mortgage-Backed Securities  |
| GNII ET DE8815 C       | 2064-08-20      | 3.0000%  | 0.0000% | $183762.00         | $157285.24         | Agency Mortgage-Backed Securities  |
| GNII SF DE9066 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1799000.00        | $1880232.28        | Agency Mortgage-Backed Securities  |
| GNII ET DE9125 C       | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $563600.05         | Agency Mortgage-Backed Securities  |
| GNII ET DE9304 C       | 2064-10-20      | 6.5000%  | 0.0000% | $13582.00          | $13881.81          | Agency Mortgage-Backed Securities  |
| GNII ET DE9324 C       | 2064-11-20      | 6.0000%  | 0.0000% | $389277.00         | $393611.25         | Agency Mortgage-Backed Securities  |
| GNII SF DE9387 C       | 2054-09-20      | 5.0000%  | 0.0000% | $5357672.00        | $4836214.85        | Agency Mortgage-Backed Securities  |
| GNII SF DE9492 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1025702.00        | $1008620.79        | Agency Mortgage-Backed Securities  |
| GNII ET DE9719 C       | 2064-10-20      | 6.0000%  | 0.0000% | $236750.00         | $239280.28         | Agency Mortgage-Backed Securities  |
| GNII ET DE9724 C       | 2064-10-20      | 6.5000%  | 0.0000% | $88580.00          | $90669.58          | Agency Mortgage-Backed Securities  |
| GNII ET DF0855 C       | 2064-09-20      | 6.5000%  | 0.0000% | $44383.00          | $31438.11          | Agency Mortgage-Backed Securities  |
| GNII SF DF0749 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1164974.00        | $1139535.38        | Agency Mortgage-Backed Securities  |
| GNII SF DF1038 C       | 2054-11-20      | 5.0000%  | 0.0000% | $2240208.00        | $2199517.12        | Agency Mortgage-Backed Securities  |
| GNII SF DF1235 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1285656.96        | Agency Mortgage-Backed Securities  |
| GNII SF DF1311 C       | 2054-10-20      | 6.5000%  | 0.0000% | $730410.00         | $770404.12         | Agency Mortgage-Backed Securities  |
| GNII SF DF1313 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1278170.00        | $1224565.13        | Agency Mortgage-Backed Securities  |
| GNII SF DF1324 C       | 2054-10-20      | 7.5000%  | 0.0000% | $3048640.00        | $3056516.38        | Agency Mortgage-Backed Securities  |
| GNII SF DF1361 C       | 2054-10-20      | 7.5000%  | 0.0000% | $1429842.00        | $1525127.16        | Agency Mortgage-Backed Securities  |
| GNII SF DF1363 C       | 2054-10-20      | 7.5000%  | 0.0000% | $1870274.00        | $1995940.48        | Agency Mortgage-Backed Securities  |
| GNII SF DF1389 C       | 2054-10-20      | 7.5000%  | 0.0000% | $1282844.00        | $1370232.57        | Agency Mortgage-Backed Securities  |
| GNII SF DF1391 C       | 2054-11-20      | 7.5000%  | 0.0000% | $2624120.00        | $2801329.50        | Agency Mortgage-Backed Securities  |
| GNII SF DF1393 C       | 2054-11-20      | 7.5000%  | 0.0000% | $1432964.00        | $1530734.03        | Agency Mortgage-Backed Securities  |
| GNII SF DF1394 C       | 2054-11-20      | 7.5000%  | 0.0000% | $13035952.00       | $13919771.43       | Agency Mortgage-Backed Securities  |
| GNII ET DF1543 C       | 2064-07-20      | 3.0000%  | 0.0000% | $275517.00         | $235811.80         | Agency Mortgage-Backed Securities  |
| GNII ET DF2371 C       | 2064-10-20      | 6.5000%  | 0.0000% | $140238.00         | $143499.69         | Agency Mortgage-Backed Securities  |
| GNII SF DF2412 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1103258.00        | $1139544.61        | Agency Mortgage-Backed Securities  |
| GNII ET DF2490 C       | 2064-09-20      | 6.0000%  | 0.0000% | $306986.00         | $308165.37         | Agency Mortgage-Backed Securities  |
| GNII ET DF3559 C       | 2064-09-20      | 6.5000%  | 0.0000% | $361651.00         | $282649.14         | Agency Mortgage-Backed Securities  |
| GNII ET DF2789 C       | 2064-11-20      | 6.0000%  | 0.0000% | $349257.00         | $353575.84         | Agency Mortgage-Backed Securities  |
| GNII ET DF2948 C       | 2064-10-20      | 6.5000%  | 0.0000% | $23827.00          | $24381.45          | Agency Mortgage-Backed Securities  |
| GNII ET DF3248 C       | 2064-11-20      | 6.0000%  | 0.0000% | $931886.00         | $942602.86         | Agency Mortgage-Backed Securities  |
| GNII SF DF3288 C       | 2054-11-20      | 6.0000%  | 0.0000% | $2424852.00        | $2491783.10        | Agency Mortgage-Backed Securities  |
| GNII ET DF3632 C       | 2064-09-20      | 6.5000%  | 0.0000% | $182690.00         | $169546.18         | Agency Mortgage-Backed Securities  |
| GNII ET DF3642 C       | 2064-09-20      | 6.5000%  | 0.0000% | $88972.00          | $79647.08          | Agency Mortgage-Backed Securities  |
| GNII SF DF3725 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1005070.00        | $1064073.72        | Agency Mortgage-Backed Securities  |
| GNII ET DF3989 C       | 2064-08-20      | 6.5000%  | 0.0000% | $40167.00          | $24282.24          | Agency Mortgage-Backed Securities  |
| GNPL PN DF4296         | 2060-05-15      | 5.3900%  | 0.0000% | $13000000.00       | $13369829.75       | Agency Mortgage-Backed Securities  |
| GNII ET DF4753 C       | 2064-10-20      | 6.5000%  | 0.0000% | $287758.00         | $294449.71         | Agency Mortgage-Backed Securities  |
| GNII ET DF4747 C       | 2064-09-20      | 6.5000%  | 0.0000% | $19774.00          | $20240.13          | Agency Mortgage-Backed Securities  |
| GNII SF DF4828 C       | 2054-07-20      | 7.0000%  | 0.0000% | $7016940.00        | $3392641.07        | Agency Mortgage-Backed Securities  |
| GNII ET DF6277 C       | 2064-08-20      | 3.5000%  | 0.0000% | $449096.00         | $394460.27         | Agency Mortgage-Backed Securities  |
| GNII SF DF5402 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1013196.00        | $993654.36         | Agency Mortgage-Backed Securities  |
| GNII ET DF5626 C       | 2064-11-20      | 6.0000%  | 0.0000% | $412262.00         | $417015.45         | Agency Mortgage-Backed Securities  |
| GNII ET DF5642 C       | 2064-09-20      | 7.5000%  | 0.0000% | $139110.00         | $143989.02         | Agency Mortgage-Backed Securities  |
| GNII ET DF5680 C       | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $149489.43         | Agency Mortgage-Backed Securities  |
| GNII SF DF5967 C       | 2054-10-20      | 6.5000%  | 0.0000% | $1718364.00        | $1568256.64        | Agency Mortgage-Backed Securities  |
| GNII ET DF6057 C       | 2064-09-20      | 4.5000%  | 0.0000% | $764164.00         | $721202.34         | Agency Mortgage-Backed Securities  |
| GNII ET DF6151 C       | 2064-09-20      | 5.0000%  | 0.0000% | $471720.00         | $458689.01         | Agency Mortgage-Backed Securities  |
| GNII ET DF6863 C       | 2064-10-20      | 6.5000%  | 0.0000% | $724852.00         | $612044.88         | Agency Mortgage-Backed Securities  |
| GNII ET DF6864 C       | 2064-11-20      | 6.0000%  | 0.0000% | $788092.00         | $659157.21         | Agency Mortgage-Backed Securities  |
| GNII SF DF7401 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1837588.89        | Agency Mortgage-Backed Securities  |
| GNII ET DF9196 C       | 2064-11-20      | 6.5000%  | 0.0000% | $2212380.00        | $1923776.23        | Agency Mortgage-Backed Securities  |
| GNII SF DF9623 C       | 2054-12-20      | 6.5000%  | 0.0000% | $708278.00         | $736042.86         | Agency Mortgage-Backed Securities  |
| GNII ET DG0833 C       | 2064-12-20      | 3.0000%  | 0.0000% | $896029.00         | $770401.93         | Agency Mortgage-Backed Securities  |
| GNII ET DG0061 C       | 2065-01-20      | 6.5000%  | 0.0000% | $22551.00          | $23112.15          | Agency Mortgage-Backed Securities  |
| GNII ET DG0081 C       | 2065-03-20      | 6.0000%  | 0.0000% | $111875.00         | $113366.00         | Agency Mortgage-Backed Securities  |
| GNII ET DG0324 C       | 2064-11-20      | 3.0000%  | 0.0000% | $613165.00         | $223471.54         | Agency Mortgage-Backed Securities  |
| GNII SF DG1168 C       | 2054-12-20      | 7.0000%  | 0.0000% | $1071922.00        | $1105983.51        | Agency Mortgage-Backed Securities  |
| GNII SF DG1191 C       | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $3639765.91        | Agency Mortgage-Backed Securities  |
| GNII ET DG2650 C       | 2064-11-20      | 6.0000%  | 0.0000% | $931169.00         | $941558.49         | Agency Mortgage-Backed Securities  |
| GNII ET DG2674 C       | 2062-02-20      | 3.0000%  | 0.0000% | $423754.00         | $364501.97         | Agency Mortgage-Backed Securities  |
| GNII ET DG2688 C       | 2065-04-20      | 6.5000%  | 0.0000% | $87628.00          | $89893.46          | Agency Mortgage-Backed Securities  |
| GNII SF DG2208 C       | 2054-11-20      | 7.5000%  | 0.0000% | $1002338.00        | $1070829.49        | Agency Mortgage-Backed Securities  |
| GNII SF DG2247 C       | 2054-12-20      | 7.0000%  | 0.0000% | $14288880.00       | $15171014.50       | Agency Mortgage-Backed Securities  |
| GNII SF DG2291 C       | 2055-01-20      | 6.5000%  | 0.0000% | $14729760.00       | $15576174.71       | Agency Mortgage-Backed Securities  |
| GNII SF DG2298 C       | 2055-01-20      | 7.0000%  | 0.0000% | $4351568.00        | $4623483.19        | Agency Mortgage-Backed Securities  |
| GNII SF DG2319 C       | 2055-01-20      | 6.5000%  | 0.0000% | $3632828.00        | $3835651.11        | Agency Mortgage-Backed Securities  |
| GNII SF DG2404 C       | 2054-12-20      | 4.5000%  | 0.0000% | $2590350.00        | $2443671.99        | Agency Mortgage-Backed Securities  |
| GNMI SF 721749 X       | 2040-08-15      | 4.5000%  | 0.0000% | $37291712.00       | $930274.14         | Agency Mortgage-Backed Securities  |
| GNMI SF 726384 X       | 2039-10-15      | 5.0000%  | 0.0000% | $173165.00         | $7836.42           | Agency Mortgage-Backed Securities  |
| GNII SF 737682 C       | 2040-11-20      | 3.5000%  | 0.0000% | $2240000.00        | $98494.24          | Agency Mortgage-Backed Securities  |
| GNMI SF 744018 X       | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6399.89           | Agency Mortgage-Backed Securities  |
| GNMI SF 486598 X       | 2028-10-15      | 6.5000%  | 0.0000% | $33046400.00       | $34462.20          | Agency Mortgage-Backed Securities  |
| GNMI SF 503515 X       | 2029-03-15      | 7.0000%  | 0.0000% | $2013480.00        | $10754.80          | Agency Mortgage-Backed Securities  |
| GNII SF 545327 C       | 2030-12-20      | 3.5000%  | 0.0000% | $482401.00         | $16260.22          | Agency Mortgage-Backed Securities  |
| GNII SF 547245 C       | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $26296.04          | Agency Mortgage-Backed Securities  |
| GNMI SF 556053 X       | 2032-07-15      | 6.5000%  | 0.0000% | $1061274.00        | $5858.73           | Agency Mortgage-Backed Securities  |
| GNMI SF 558897 X       | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35875.55          | Agency Mortgage-Backed Securities  |
| GNMI SP 781210 X       | 2029-09-15      | 6.5000%  | 0.0000% | $6872000.00        | $7953.91           | Agency Mortgage-Backed Securities  |
| GNAR AT 080916 M       | 2034-05-20      | 4.8750%  | 0.0000% | $1275000.00        | $29025.95          | Agency Mortgage-Backed Securities  |
| GNAR AS 082678 M       | 2040-11-20      | 6.3750%  | 0.0000% | $8000000.00        | $198323.99         | Agency Mortgage-Backed Securities  |
| GNAR AT 081843 M       | 2037-02-20      | 5.6250%  | 0.0000% | $1575000.00        | $12335.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $20000000.00       | $11136315.54       | Agency Mortgage-Backed Securities  |
| GNII SF MA9244 M       | 2053-09-20      | 7.0000%  | 0.0000% | $19723456.00       | $8487691.68        | Agency Mortgage-Backed Securities  |
| GNII SF MA9300 M       | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3569029.54        | Agency Mortgage-Backed Securities  |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $2599000.00        | $1851507.52        | Agency Mortgage-Backed Securities  |
| GNII JM MA9351 M       | 2053-11-20      | 6.5000%  | 0.0000% | $1477412.00        | $432714.71         | Agency Mortgage-Backed Securities  |
| GNII SF MA9330 M       | 2038-12-20      | 6.5000%  | 0.0000% | $77990.00          | $37089.15          | Agency Mortgage-Backed Securities  |
| GNII SF MA9331 M       | 2037-10-20      | 7.0000%  | 0.0000% | $89308.00          | $71516.00          | Agency Mortgage-Backed Securities  |
| GNII SF MA9383 M       | 2031-10-20      | 2.5000%  | 0.0000% | $48928.00          | $37725.68          | Agency Mortgage-Backed Securities  |
| GNII SF MA9355 M       | 2051-11-20      | 2.0000%  | 0.0000% | $592926.00         | $293914.80         | Agency Mortgage-Backed Securities  |
| GNII SF MA9364 M       | 2053-11-20      | 6.5000%  | 0.0000% | $122231.00         | $64934.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA3106 M       | 2045-09-20      | 4.0000%  | 0.0000% | $1875000.00        | $136562.91         | Agency Mortgage-Backed Securities  |
| GNII SF MA4382 M       | 2047-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $5936025.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA4453 M       | 2047-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $340468.26         | Agency Mortgage-Backed Securities  |
| GNII JM MA3864 M       | 2046-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $1105994.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $1400000.00        | $141297.28         | Agency Mortgage-Backed Securities  |
| GNII SF MA4071 M       | 2046-10-20      | 4.5000%  | 0.0000% | $543760.00         | $52572.34          | Agency Mortgage-Backed Securities  |
| GNII SF MA4126 M       | 2046-11-20      | 3.0000%  | 0.0000% | $632325120.00      | $89252965.82       | Agency Mortgage-Backed Securities  |
| GNII SF MA4127 M       | 2046-12-20      | 3.5000%  | 0.0000% | $1290000.00        | $183160.69         | Agency Mortgage-Backed Securities  |
| GNII JM MA4185 M       | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $26271.76          | Agency Mortgage-Backed Securities  |
| GNII JM MA4501 M       | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $61668.89          | Agency Mortgage-Backed Securities  |
| GNII JM MA4502 M       | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $91942.44          | Agency Mortgage-Backed Securities  |
| GNII SF MA4512 M       | 2047-06-20      | 4.5000%  | 0.0000% | $750000.00         | $67365.83          | Agency Mortgage-Backed Securities  |
| GNII SF MA4654 M       | 2047-08-20      | 4.5000%  | 0.0000% | $200000.00         | $18019.77          | Agency Mortgage-Backed Securities  |
| GNII JM MA4745 M       | 2032-09-20      | 3.0000%  | 0.0000% | $602904.00         | $50268.82          | Agency Mortgage-Backed Securities  |
| GNII SF MA4748 M       | 2032-10-20      | 2.5000%  | 0.0000% | $939239.00         | $139150.06         | Agency Mortgage-Backed Securities  |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $750000.00         | $91293.14          | Agency Mortgage-Backed Securities  |
| GNII SF MA5136 M       | 2048-04-20      | 3.5000%  | 0.0000% | $50000000.00       | $6153302.28        | Agency Mortgage-Backed Securities  |
| GNII SF MA5268 M       | 2048-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $122008.75         | Agency Mortgage-Backed Securities  |
| GNII JM MA6213 M       | 2049-10-20      | 5.0000%  | 0.0000% | $536222.00         | $27292.93          | Agency Mortgage-Backed Securities  |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2754167.55        | Agency Mortgage-Backed Securities  |
| GNII JM MA5517 M       | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $128157.38         | Agency Mortgage-Backed Securities  |
| GNII SF MA5653 M       | 2048-12-20      | 5.0000%  | 0.0000% | $3200000.00        | $203116.59         | Agency Mortgage-Backed Securities  |
| GNII SF MA5630 M       | 2029-08-20      | 7.5000%  | 0.0000% | $145648.00         | $26945.58          | Agency Mortgage-Backed Securities  |
| GNII SF MA5673 M       | 2033-09-20      | 5.0000%  | 0.0000% | $68376.00          | $13537.30          | Agency Mortgage-Backed Securities  |
| GNAR AF 082888 M       | 2041-07-20      | 4.6250%  | 0.0000% | $6705904.00        | $175615.55         | Agency Mortgage-Backed Securities  |
| GNAR AS 082971 M       | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $143950.51         | Agency Mortgage-Backed Securities  |
| GNII SP 784479 C       | 2048-04-20      | 3.5000%  | 0.0000% | $1131616.00        | $383183.86         | Agency Mortgage-Backed Securities  |
| GNII JP 783785 M       | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $6159.35           | Agency Mortgage-Backed Securities  |
| GNII SP 784101 M       | 2044-08-20      | 3.5000%  | 0.0000% | $13197552.00       | $1353311.35        | Agency Mortgage-Backed Securities  |
| GNII SP 784115 M       | 2046-02-20      | 3.0000%  | 0.0000% | $92446.00          | $11626.38          | Agency Mortgage-Backed Securities  |
| GNII SP 784122 M       | 2046-02-20      | 3.0000%  | 0.0000% | $41200000.00       | $5181477.59        | Agency Mortgage-Backed Securities  |
| GNII SP 784207 C       | 2040-05-20      | 5.5000%  | 0.0000% | $1500000.00        | $128281.19         | Agency Mortgage-Backed Securities  |
| GNII SP 784319 C       | 2041-12-20      | 4.5000%  | 0.0000% | $296000.00         | $55065.47          | Agency Mortgage-Backed Securities  |
| GNMI SP 784363 X       | 2047-08-15      | 4.5000%  | 0.0000% | $206753.00         | $47578.85          | Agency Mortgage-Backed Securities  |
| GNII JP 784354 M       | 2032-07-20      | 3.5000%  | 0.0000% | $1045000.00        | $117040.34         | Agency Mortgage-Backed Securities  |
| GNII SP 785436 C       | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2150444.62        | Agency Mortgage-Backed Securities  |
| GNII SP 784658 C       | 2049-02-20      | 4.5000%  | 0.0000% | $2000000.00        | $29684.39          | Agency Mortgage-Backed Securities  |
| GNII SP 784656 C       | 2048-12-20      | 4.5000%  | 0.0000% | $202968.00         | $10896.03          | Agency Mortgage-Backed Securities  |
| GNII SP 784667 C       | 2049-02-20      | 4.5000%  | 0.0000% | $200000.00         | $36220.88          | Agency Mortgage-Backed Securities  |
| GNII SP 785053 C       | 2050-06-20      | 4.5000%  | 0.0000% | $50000000.00       | $16626354.61       | Agency Mortgage-Backed Securities  |
| GNII SP 785054 C       | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $259598.98         | Agency Mortgage-Backed Securities  |
| GNII SP 785064 C       | 2045-02-20      | 4.0000%  | 0.0000% | $1347000.00        | $370630.91         | Agency Mortgage-Backed Securities  |
| GNII SP 785221 C       | 2050-12-20      | 2.0000%  | 0.0000% | $200000.00         | $101914.03         | Agency Mortgage-Backed Securities  |
| GNII SP 786335 C       | 2052-09-20      | 4.5000%  | 0.0000% | $700000.00         | $526015.10         | Agency Mortgage-Backed Securities  |
| GNII SP 785565 C       | 2051-06-20      | 2.5000%  | 0.0000% | $1700000.00        | $1040280.92        | Agency Mortgage-Backed Securities  |
| GNII SP 785578 M       | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $466905.50         | Agency Mortgage-Backed Securities  |
| GNII SP 785622 C       | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $251834.42         | Agency Mortgage-Backed Securities  |
| GNII SP 785638 C       | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2197136.21        | Agency Mortgage-Backed Securities  |
| GNII SP 785667 C       | 2051-10-20      | 2.5000%  | 0.0000% | $25111904.00       | $15353100.61       | Agency Mortgage-Backed Securities  |
| GNII SP 785730 C       | 2051-11-20      | 3.0000%  | 0.0000% | $3572760.00        | $2234808.57        | Agency Mortgage-Backed Securities  |
| GNII SP 785788 C       | 2051-12-20      | 2.5000%  | 0.0000% | $604800.00         | $382353.08         | Agency Mortgage-Backed Securities  |
| GNII SP 785762 C       | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1952451.77        | Agency Mortgage-Backed Securities  |
| GNII SP 785764 C       | 2051-11-20      | 2.5000%  | 0.0000% | $2097000.00        | $1287793.04        | Agency Mortgage-Backed Securities  |
| GNII SP 785790 C       | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $75262.23          | Agency Mortgage-Backed Securities  |
| GNII SP 785791 C       | 2051-12-20      | 2.5000%  | 0.0000% | $900000.00         | $561382.98         | Agency Mortgage-Backed Securities  |
| GNII SP 786045 C       | 2052-02-20      | 2.0000%  | 0.0000% | $8138992.00        | $5203171.67        | Agency Mortgage-Backed Securities  |
| GNII SP 786247 C       | 2052-07-20      | 4.0000%  | 0.0000% | $1348000.00        | $954213.82         | Agency Mortgage-Backed Securities  |
| GNII SP 786502 C       | 2052-02-20      | 2.5000%  | 0.0000% | $411441.00         | $289497.24         | Agency Mortgage-Backed Securities  |
| GNII SP 786706 C       | 2051-12-20      | 2.5000%  | 0.0000% | $476204.00         | $335886.70         | Agency Mortgage-Backed Securities  |
| GNII SP 786900 C       | 2052-12-20      | 4.5000%  | 0.0000% | $5593328.00        | $4617629.58        | Agency Mortgage-Backed Securities  |
| GNII SP 787108 C       | 2053-11-20      | 6.5000%  | 0.0000% | $8800000.00        | $7078398.65        | Agency Mortgage-Backed Securities  |
| GNII SP 787109 C       | 2053-11-20      | 6.5000%  | 0.0000% | $1800000.00        | $1533921.67        | Agency Mortgage-Backed Securities  |
| GNII JP 787326 M       | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $26605324.83       | Agency Mortgage-Backed Securities  |
| GNII SP 787355 C       | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $88852.99          | Agency Mortgage-Backed Securities  |
| GNII EP 787493 C       | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3543073.07        | Agency Mortgage-Backed Securities  |
| GNII EP 787499 C       | 2064-05-20      | 4.0000%  | 0.0000% | $126182400.00      | $103039571.79      | Agency Mortgage-Backed Securities  |
| GNII SP 787700 M       | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $71635012.35       | Agency Mortgage-Backed Securities  |
| GNII SP 787704 C       | 2054-11-20      | 5.0000%  | 0.0000% | $64381696.00       | $62489816.32       | Agency Mortgage-Backed Securities  |
| GNII SP 787904 C       | 2055-03-20      | 6.0000%  | 0.0000% | $53863872.00       | $55019456.61       | Agency Mortgage-Backed Securities  |
| GNII SP 787927 C       | 2055-04-20      | 5.5000%  | 0.0000% | $62968256.00       | $63253901.95       | Agency Mortgage-Backed Securities  |
| GNII SF 755680 C       | 2040-12-20      | 4.0000%  | 0.0000% | $5423104.00        | $711276.65         | Agency Mortgage-Backed Securities  |
| GNII SP 783069 M       | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $160286.58         | Agency Mortgage-Backed Securities  |
| GNII SP 783298 M       | 2041-04-20      | 4.5000%  | 0.0000% | $25100000.00       | $878390.08         | Agency Mortgage-Backed Securities  |
| GNII SF 627021 C       | 2045-11-20      | 4.0000%  | 0.0000% | $43000.00          | $15090.60          | Agency Mortgage-Backed Securities  |
| GNII SF 635171 C       | 2047-02-20      | 3.0000%  | 0.0000% | $5454976.00        | $2545003.44        | Agency Mortgage-Backed Securities  |
| GNMI SF 666025 X       | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $12206.43          | Agency Mortgage-Backed Securities  |
| GNMI SF 697852 X       | 2039-02-15      | 5.0000%  | 0.0000% | $1376420.00        | $6641.65           | Agency Mortgage-Backed Securities  |
| GNMI SF 709503 X       | 2039-11-15      | 5.5000%  | 0.0000% | $200000.00         | $10665.25          | Agency Mortgage-Backed Securities  |
| GNMI SF 711227 X       | 2040-03-15      | 5.0000%  | 0.0000% | $325000.00         | $25550.63          | Agency Mortgage-Backed Securities  |
| GNII SF 711773 C       | 2033-06-20      | 3.5000%  | 0.0000% | $2817308.00        | $808273.79         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5249   | 2054-04-01      | 5.5000%  | 0.0000% | $9892000.00        | $8872768.54        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6208   | 2053-05-01      | 5.0000%  | 0.0000% | $3375000.00        | $3170792.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5709   | 2054-07-01      | 6.0000%  | 0.0000% | $1200000.00        | $1132756.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5784   | 2054-03-01      | 4.5000%  | 0.0000% | $3022424.00        | $2820593.20        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD5767   | 2052-05-01      | 2.5000%  | 0.0000% | $9115984.00        | $7074707.15        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5789   | 2053-07-01      | 4.5000%  | 0.0000% | $9163008.00        | $8029270.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5803   | 2052-09-01      | 4.0000%  | 0.0000% | $8235056.00        | $7101181.60        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5876   | 2054-05-01      | 6.0000%  | 0.0000% | $600000.00         | $576102.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD5883   | 2054-06-01      | 6.5000%  | 0.0000% | $24772224.00       | $22232735.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD6135   | 2054-07-01      | 6.5000%  | 0.0000% | $22635008.00       | $19864626.71       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7072   | 2054-10-01      | 6.0000%  | 0.0000% | $38576704.00       | $37753887.08       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7137   | 2054-11-01      | 5.0000%  | 0.0000% | $52906304.00       | $49748513.75       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6572   | 2054-10-01      | 5.5000%  | 0.0000% | $15395020.00       | $14383232.77       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6716   | 2053-07-01      | 4.5000%  | 0.0000% | $17534528.00       | $15562544.02       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6704   | 2053-07-01      | 4.5000%  | 0.0000% | $5778208.00        | $5450484.28        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD6737   | 2054-02-01      | 4.5000%  | 0.0000% | $1900000.00        | $1742817.24        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6790   | 2052-08-01      | 3.5000%  | 0.0000% | $7909600.00        | $6843348.72        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8004   | 2049-08-01      | 3.0000%  | 0.0000% | $54000.00          | $5911.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8010   | 2049-09-01      | 3.0000%  | 0.0000% | $206869.00         | $28206.91          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8032   | 2049-12-01      | 4.0000%  | 0.0000% | $738090.00         | $109933.35         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8044   | 2050-02-01      | 3.0000%  | 0.0000% | $1175000.00        | $218248.75         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8065   | 2050-05-01      | 4.5000%  | 0.0000% | $5227890.00        | $1245206.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7265   | 2054-10-01      | 6.5000%  | 0.0000% | $61584960.00       | $60146098.58       | Agency Mortgage-Backed Securities  |
| GNII ET CZ1057 C       | 2064-01-20      | 5.0000%  | 0.0000% | $533432.00         | $212228.45         | Agency Mortgage-Backed Securities  |
| GNII ET CZ1112 C       | 2064-01-20      | 5.0000%  | 0.0000% | $2817848.00        | $2177680.03        | Agency Mortgage-Backed Securities  |
| GNII ET CZ2599 C       | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $370902.61         | Agency Mortgage-Backed Securities  |
| GNII ET CZ2056 C       | 2060-07-20      | 3.5000%  | 0.0000% | $162188.00         | $141353.35         | Agency Mortgage-Backed Securities  |
| GNII SF CZ3278 C       | 2054-01-20      | 6.0000%  | 0.0000% | $8179792.00        | $6975663.44        | Agency Mortgage-Backed Securities  |
| GNII ET CZ6969 C       | 2064-01-20      | 7.5000%  | 0.0000% | $1992330.00        | $644666.55         | Agency Mortgage-Backed Securities  |
| GNII SF BF1122 C       | 2048-01-20      | 4.5000%  | 0.0000% | $41005248.00       | $1889295.33        | Agency Mortgage-Backed Securities  |
| GNMI SF BG0080 X       | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $264624.29         | Agency Mortgage-Backed Securities  |
| GNII SF BG3815 C       | 2048-06-20      | 4.5000%  | 0.0000% | $283000.00         | $34739.64          | Agency Mortgage-Backed Securities  |
| GNMI SF BG6377 X       | 2048-04-15      | 3.0000%  | 0.0000% | $127811.00         | $72222.38          | Agency Mortgage-Backed Securities  |
| GNII SF BG8528 C       | 2048-07-20      | 4.0000%  | 0.0000% | $338935.00         | $52193.35          | Agency Mortgage-Backed Securities  |
| GNII SF BI4636 C       | 2048-07-20      | 5.0000%  | 0.0000% | $1195030.00        | $543932.67         | Agency Mortgage-Backed Securities  |
| GNMI SF BI8449 X       | 2048-10-15      | 5.5000%  | 0.0000% | $2518204.00        | $163507.00         | Agency Mortgage-Backed Securities  |
| GNII SF BL1423 C       | 2048-11-20      | 4.0000%  | 0.0000% | $2883228.00        | $567249.46         | Agency Mortgage-Backed Securities  |
| GNII SF BL2178 C       | 2049-02-20      | 4.5000%  | 0.0000% | $32020032.00       | $3041448.58        | Agency Mortgage-Backed Securities  |
| GNII SF BL7745 C       | 2049-05-20      | 4.5000%  | 0.0000% | $2144300.00        | $339462.98         | Agency Mortgage-Backed Securities  |
| GNII SF BM4130 C       | 2049-11-20      | 4.0000%  | 0.0000% | $300000.00         | $14039.48          | Agency Mortgage-Backed Securities  |
| GNMI SF BN0304 X       | 2049-09-15      | 2.5000%  | 0.0000% | $363069.00         | $202468.30         | Agency Mortgage-Backed Securities  |
| GNII SF BP4691 C       | 2049-08-20      | 4.0000%  | 0.0000% | $2702970.00        | $1296426.33        | Agency Mortgage-Backed Securities  |
| GNMI SF BQ0724 X       | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $81452.85          | Agency Mortgage-Backed Securities  |
| GNMI SF BQ7388 X       | 2049-11-15      | 3.5000%  | 0.0000% | $1702166.00        | $159635.68         | Agency Mortgage-Backed Securities  |
| GNMI SF BR6083 X       | 2049-12-15      | 3.5000%  | 0.0000% | $306422.00         | $31618.17          | Agency Mortgage-Backed Securities  |
| GNII SF BS1728 C       | 2050-01-20      | 4.0000%  | 0.0000% | $100000.00         | $27635.99          | Agency Mortgage-Backed Securities  |
| GNMI SF BS5008 X       | 2050-02-15      | 3.0000%  | 0.0000% | $1185742.00        | $256752.47         | Agency Mortgage-Backed Securities  |
| GNMI SF BS5088 X       | 2050-03-15      | 3.5000%  | 0.0000% | $519556.00         | $50649.44          | Agency Mortgage-Backed Securities  |
| GNMI SF BS5817 X       | 2050-02-15      | 3.5000%  | 0.0000% | $197319.00         | $41840.43          | Agency Mortgage-Backed Securities  |
| GNII SF BS8230 C       | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $95582.98          | Agency Mortgage-Backed Securities  |
| GNII SF BT3116 C       | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $88442.92          | Agency Mortgage-Backed Securities  |
| GNII SF BT3813 C       | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1690172.37        | Agency Mortgage-Backed Securities  |
| GNII SF BT6867 C       | 2050-05-20      | 3.0000%  | 0.0000% | $3355000.00        | $867127.67         | Agency Mortgage-Backed Securities  |
| GNMI SF BT9206 X       | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $142880.31         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1853 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2769152.00        | $2891046.41        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1894 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1685070.00        | $1757762.73        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1869 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1320542.00        | $1319971.86        | Agency Mortgage-Backed Securities  |
| GNII SF DJ2758 C       | 2055-04-20      | 5.5000%  | 0.0000% | $2772884.00        | $2774336.81        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4712 C       | 2055-04-20      | 7.0000%  | 0.0000% | $21005632.00       | $21790092.37       | Agency Mortgage-Backed Securities  |
| GNII SF DJ4714 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2974184.00        | $3142199.06        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4759 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1120088.00        | $1169402.99        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4770 C       | 2055-04-20      | 6.5000%  | 0.0000% | $11575776.00       | $12271628.49       | Agency Mortgage-Backed Securities  |
| GNII SF DJ4813 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1688854.00        | $1704353.41        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4818 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1870230.00        | $1984803.13        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4812 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1306222.00        | $1286879.69        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4952 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1030508.00        | $1097126.11        | Agency Mortgage-Backed Securities  |
| GNII SF DJ4962 C       | 2055-06-20      | 5.5000%  | 0.0000% | $4625920.00        | $4633467.45        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5106 C       | 2065-04-20      | 5.5000%  | 0.0000% | $163115.00         | $162777.89         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5204 C       | 2055-04-20      | 6.5000%  | 0.0000% | $12126704.00       | $12660725.44       | Agency Mortgage-Backed Securities  |
| GNII SF DJ5183 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1266568.00        | $1313116.02        | Agency Mortgage-Backed Securities  |
| GNII ET DJ5582 C       | 2063-07-20      | 6.5000%  | 0.0000% | $199774.00         | $204899.00         | Agency Mortgage-Backed Securities  |
| GNII ET DJ5910 C       | 2065-03-20      | 4.5000%  | 0.0000% | $535264.00         | $507314.02         | Agency Mortgage-Backed Securities  |
| GNII SF DJ5938 C       | 2055-04-20      | 5.0000%  | 0.0000% | $7067560.00        | $6892220.39        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5943 C       | 2055-04-20      | 5.5000%  | 0.0000% | $5853560.00        | $5856727.18        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5959 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1719526.00        | $1705908.81        | Agency Mortgage-Backed Securities  |
| GNII SF DJ5960 C       | 2055-04-20      | 5.0000%  | 0.0000% | $2954684.00        | $2925195.79        | Agency Mortgage-Backed Securities  |
| GNII ET DJ6168 C       | 2065-04-20      | 6.5000%  | 0.0000% | $4061400.00        | $4163704.49        | Agency Mortgage-Backed Securities  |
| GNII ET DJ7155 C       | 2065-04-20      | 5.0000%  | 0.0000% | $476273.00         | $464855.42         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7168 C       | 2065-04-20      | 3.0000%  | 0.0000% | $534452.00         | $461262.37         | Agency Mortgage-Backed Securities  |
| GNII SF DJ6540 C       | 2055-05-20      | 6.0000%  | 0.0000% | $941068.00         | $967130.85         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7028 C       | 2065-04-20      | 5.0000%  | 0.0000% | $106438.00         | $103822.34         | Agency Mortgage-Backed Securities  |
| GNII ET DJ8087 C       | 2065-04-20      | 3.5000%  | 0.0000% | $838781.00         | $741623.55         | Agency Mortgage-Backed Securities  |
| GNII ET DJ7217 C       | 2065-04-20      | 4.0000%  | 0.0000% | $974136.00         | $892988.56         | Agency Mortgage-Backed Securities  |
| GNII SF DJ8921 C       | 2055-05-20      | 6.0000%  | 0.0000% | $30133984.00       | $30966031.90       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8941 C       | 2055-05-20      | 6.0000%  | 0.0000% | $10370016.00       | $10655174.78       | Agency Mortgage-Backed Securities  |
| GNII SF DJ8250 C       | 2055-06-20      | 5.5000%  | 0.0000% | $2648596.00        | $2681220.23        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8599 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2277368.00        | $2354396.18        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8601 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1717268.00        | $1775351.73        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8602 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1186360.00        | $1226486.65        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8639 C       | 2055-06-20      | 6.5000%  | 0.0000% | $4083000.00        | $4266596.63        | Agency Mortgage-Backed Securities  |
| GNII SF DJ8615 C       | 2055-06-20      | 6.0000%  | 0.0000% | $3656180.00        | $3785328.46        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9123 C       | 2055-05-20      | 6.5000%  | 0.0000% | $4560320.00        | $4788007.11        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9133 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1598246.00        | $1697876.15        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9223 C       | 2055-04-20      | 6.0000%  | 0.0000% | $973921.00         | $1000790.94        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9247 C       | 2055-05-20      | 7.0000%  | 0.0000% | $2009796.00        | $2127231.50        | Agency Mortgage-Backed Securities  |
| GNII BD DJ9265 C       | 2055-05-20      | 4.5000%  | 0.0000% | $26357760.00       | $24481008.41       | Agency Mortgage-Backed Securities  |
| GNII SF DK0042 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1007782.00        | $1064775.09        | Agency Mortgage-Backed Securities  |
| GNII SF DK0319 C       | 2055-05-20      | 5.5000%  | 0.0000% | $4192712.00        | $4219514.39        | Agency Mortgage-Backed Securities  |
| GNII SF DK0505 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1100176.00        | $1101412.74        | Agency Mortgage-Backed Securities  |
| GNII ET DK1673 C       | 2065-04-20      | 4.0000%  | 0.0000% | $632974.00         | $580222.68         | Agency Mortgage-Backed Securities  |
| GNII SF DK1419 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2935128.00        | $3040365.06        | Agency Mortgage-Backed Securities  |
| GNII SF DK1425 C       | 2055-06-20      | 6.5000%  | 0.0000% | $2991980.00        | $3126526.68        | Agency Mortgage-Backed Securities  |
| GNII ET DK1595 C       | 2065-03-20      | 3.5000%  | 0.0000% | $297078.00         | $262320.30         | Agency Mortgage-Backed Securities  |
| GNII SF DK1645 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1559662.00        | $1628487.61        | Agency Mortgage-Backed Securities  |
| GNII SF DK1877 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1168927.28        | Agency Mortgage-Backed Securities  |
| GNII SF MB0304 M       | 2052-03-20      | 3.5000%  | 0.0000% | $251154.00         | $226339.58         | Agency Mortgage-Backed Securities  |
| GNMI SF 597878 X       | 2033-02-15      | 5.5000%  | 0.0000% | $1155152.00        | $35144.24          | Agency Mortgage-Backed Securities  |
| GNMI SF 575018 X       | 2032-07-15      | 6.5000%  | 0.0000% | $709477.00         | $7525.91           | Agency Mortgage-Backed Securities  |
| GNMI SF 589569 X       | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $9154.48           | Agency Mortgage-Backed Securities  |
| GNII ET DG7515 C       | 2064-11-20      | 4.0000%  | 0.0000% | $927255.00         | $846674.18         | Agency Mortgage-Backed Securities  |
| GNII SF DG7582 C       | 2054-12-20      | 5.0000%  | 0.0000% | $3428280.00        | $3376568.54        | Agency Mortgage-Backed Securities  |
| GNII SF DG7566 C       | 2054-12-20      | 5.0000%  | 0.0000% | $2516412.00        | $2444053.89        | Agency Mortgage-Backed Securities  |
| GNII SF DG7651 C       | 2054-12-20      | 6.5000%  | 0.0000% | $520630.00         | $542852.49         | Agency Mortgage-Backed Securities  |
| GNII ET DG8975 C       | 2065-01-20      | 6.5000%  | 0.0000% | $13535.00          | $13867.98          | Agency Mortgage-Backed Securities  |
| GNII ET DG8296 C       | 2063-12-20      | 7.5000%  | 0.0000% | $583699.00         | $604288.42         | Agency Mortgage-Backed Securities  |
| GNII ET DG9071 C       | 2064-11-20      | 6.5000%  | 0.0000% | $46445.00          | $47581.91          | Agency Mortgage-Backed Securities  |
| GNII SF DG9177 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1742620.00        | $1801821.33        | Agency Mortgage-Backed Securities  |
| GNII SF DG9247 C       | 2055-02-20      | 7.5000%  | 0.0000% | $1566804.00        | $1639907.21        | Agency Mortgage-Backed Securities  |
| GNII SF DG9261 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2412628.00        | $2543177.42        | Agency Mortgage-Backed Securities  |
| GNII ET DG9564 C       | 2064-11-20      | 6.0000%  | 0.0000% | $478435.00         | $484280.71         | Agency Mortgage-Backed Securities  |
| GNII SF DG9995 C       | 2055-01-20      | 7.0000%  | 0.0000% | $3044600.00        | $2728527.36        | Agency Mortgage-Backed Securities  |
| GNII SF DH0333 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1259712.00        | $1242222.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7272   | 2054-08-01      | 6.0000%  | 0.0000% | $16868280.00       | $16652428.18       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD7277   | 2054-08-01      | 6.5000%  | 0.0000% | $24776224.00       | $24288340.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7279   | 2055-01-01      | 5.5000%  | 0.0000% | $41223104.00       | $39062803.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7329   | 2055-01-01      | 6.0000%  | 0.0000% | $1485000.00        | $1420152.66        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7518   | 2050-06-01      | 3.0000%  | 0.0000% | $285000.00         | $114823.08         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7509   | 2049-11-01      | 3.0000%  | 0.0000% | $14794656.00       | $5165976.79        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7552   | 2052-01-01      | 2.5000%  | 0.0000% | $5700216.00        | $3679689.54        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7561   | 2053-02-01      | 4.0000%  | 0.0000% | $7655000.00        | $5870961.57        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $70000.00          | $57453.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $1406000.00        | $1166674.93        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8157   | 2051-07-01      | 3.0000%  | 0.0000% | $26000.00          | $13782.79          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $4504000.00        | $3365083.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2233856.00        | $1684500.50        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8231   | 2052-07-01      | 4.5000%  | 0.0000% | $3882280.00        | $3023068.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8320   | 2053-02-01      | 3.0000%  | 0.0000% | $24000.00          | $18490.93          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8300   | 2053-02-01      | 5.5000%  | 0.0000% | $19225600.00       | $15431562.39       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8316   | 2053-04-01      | 5.5000%  | 0.0000% | $2829312.00        | $2310691.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $1480060.00        | $1349641.96        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $4425000.00        | $3956512.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8372   | 2053-11-01      | 5.5000%  | 0.0000% | $1625000.00        | $1417938.05        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $4445424.00        | $3914256.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8402   | 2054-02-01      | 6.0000%  | 0.0000% | $21687200.00       | $17429396.09       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8435   | 2054-06-01      | 4.0000%  | 0.0000% | $99991.00          | $88444.19          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8496   | 2055-01-01      | 6.0000%  | 0.0000% | $5096968.00        | $4830424.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1000000.00        | $965922.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $11106176.00       | $10950356.82       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD4398   | 2051-02-01      | 2.0000%  | 0.0000% | $425000.00         | $303818.12         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3953   | 2052-02-01      | 3.0000%  | 0.0000% | $55781.00          | $43625.90          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4222   | 2053-10-01      | 6.0000%  | 0.0000% | $7280000.00        | $6183519.73        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1013   | 2049-07-01      | 3.5000%  | 0.0000% | $20000000.00       | $2424548.40        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4404   | 2049-11-01      | 3.0000%  | 0.0000% | $6560000.00        | $1972307.32        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA5569   | 2049-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $199697.64         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8518   | 2050-04-01      | 3.0000%  | 0.0000% | $990000.00         | $334830.63         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA9041   | 2050-04-01      | 3.5000%  | 0.0000% | $1927048.00        | $663259.66         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB5799   | 2050-11-01      | 2.5000%  | 0.0000% | $3500100.00        | $1749184.50        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC0331   | 2051-03-01      | 2.5000%  | 0.0000% | $1009750.00        | $756650.57         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9154   | 2051-10-01      | 3.0000%  | 0.0000% | $200000.00         | $136326.93         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2377   | 2051-12-01      | 2.5000%  | 0.0000% | $9277328.00        | $6269944.54        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD2484   | 2051-12-01      | 2.5000%  | 0.0000% | $3037780.00        | $1862186.81        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD6796   | 2052-02-01      | 3.0000%  | 0.0000% | $964797.00         | $497232.76         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQD7709   | 2052-02-01      | 3.0000%  | 0.0000% | $5447664.00        | $4016969.15        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2631   | 2052-05-01      | 3.0000%  | 0.0000% | $3250000.00        | $2300351.36        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2007   | 2052-05-01      | 3.5000%  | 0.0000% | $8369952.00        | $5810729.50        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2534   | 2052-05-01      | 3.5000%  | 0.0000% | $423024.00         | $223190.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE3526   | 2052-06-01      | 3.5000%  | 0.0000% | $1964532.00        | $1534488.25        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE3580   | 2052-06-01      | 3.5000%  | 0.0000% | $924000.00         | $709979.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE4404   | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1767911.59        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQE4340   | 2052-06-01      | 5.5000%  | 0.0000% | $6042688.00        | $3556908.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE8001   | 2052-08-01      | 4.5000%  | 0.0000% | $7311728.00        | $5864345.06        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE7237   | 2052-08-01      | 4.0000%  | 0.0000% | $14732512.00       | $10150467.27       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE8145   | 2052-08-01      | 5.0000%  | 0.0000% | $3621480.00        | $2687336.81        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE9805   | 2052-09-01      | 4.0000%  | 0.0000% | $35646.00          | $29786.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE9976   | 2052-09-01      | 4.5000%  | 0.0000% | $150824.00         | $108180.41         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF2614   | 2052-11-01      | 5.0000%  | 0.0000% | $79980672.00       | $64854376.32       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF1849   | 2052-10-01      | 4.5000%  | 0.0000% | $46575.00          | $37887.43          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF3201   | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $82545.74          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF3686   | 2052-11-01      | 6.0000%  | 0.0000% | $3161220.00        | $2886012.69        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4046   | 2052-12-01      | 6.0000%  | 0.0000% | $1351970.00        | $508022.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF4229   | 2052-11-01      | 5.0000%  | 0.0000% | $1072052.00        | $842192.96         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF5465   | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $845374.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF5668   | 2047-10-01      | 4.5000%  | 0.0000% | $1003420.00        | $921446.77         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6821   | 2053-01-01      | 5.5000%  | 0.0000% | $1708026.00        | $1205244.21        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8208   | 2053-02-01      | 6.5000%  | 0.0000% | $2251060.00        | $1645997.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF8749   | 2053-02-01      | 6.5000%  | 0.0000% | $11462816.00       | $8977909.25        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG1193   | 2053-04-01      | 5.5000%  | 0.0000% | $92161.00          | $82594.59          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG1559   | 2053-04-01      | 4.5000%  | 0.0000% | $5086008.00        | $4427979.29        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG2155   | 2053-05-01      | 5.0000%  | 0.0000% | $11904224.00       | $9302762.27        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG3227   | 2053-05-01      | 6.5000%  | 0.0000% | $1020786.00        | $545583.22         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG3281   | 2053-05-01      | 4.5000%  | 0.0000% | $486503.00         | $453023.23         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG4091   | 2053-05-01      | 5.0000%  | 0.0000% | $20132544.00       | $16902937.27       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG5077   | 2053-06-01      | 6.0000%  | 0.0000% | $2058780.00        | $2054312.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7117   | 2053-07-01      | 6.5000%  | 0.0000% | $878980.00         | $719604.44         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $2817980.00        | $2355464.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG8163   | 2053-08-01      | 5.0000%  | 0.0000% | $10082224.00       | $8525225.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9064   | 2053-08-01      | 5.5000%  | 0.0000% | $2570500.00        | $2146075.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQG9116   | 2053-08-01      | 5.0000%  | 0.0000% | $1071094.00        | $846420.36         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9548   | 2053-08-01      | 5.5000%  | 0.0000% | $1148200.00        | $938081.97         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH1210   | 2053-08-01      | 6.0000%  | 0.0000% | $1901266.00        | $1758399.85        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH2739   | 2053-10-01      | 6.0000%  | 0.0000% | $400730.00         | $316910.84         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH2943   | 2053-10-01      | 6.5000%  | 0.0000% | $375000.00         | $316732.19         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PRE6020   | 2049-12-01      | 3.5000%  | 0.0000% | $7689392.00        | $433218.43         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3PRE6133   | 2052-09-01      | 5.0000%  | 0.0000% | $600000.00         | $466734.99         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PSE9014   | 2050-10-01      | 2.0000%  | 0.0000% | $6000000.00        | $3611854.43        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0113   | 2054-02-01      | 5.0000%  | 0.0000% | $1461550.00        | $1297835.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQI0218   | 2054-02-01      | 5.0000%  | 0.0000% | $1333784.00        | $1052789.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI0295   | 2054-02-01      | 6.0000%  | 0.0000% | $1287270.00        | $1190988.05        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1117   | 2054-03-01      | 5.5000%  | 0.0000% | $1113100.00        | $970423.17         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI1414   | 2054-03-01      | 5.5000%  | 0.0000% | $1565150.00        | $1551458.40        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQI2697   | 2054-02-01      | 7.5000%  | 0.0000% | $1643992.00        | $1709348.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI2823   | 2054-04-01      | 5.5000%  | 0.0000% | $9244960.00        | $8502104.41        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI3091   | 2054-04-01      | 6.5000%  | 0.0000% | $5193368.00        | $4818817.87        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI3223   | 2054-04-01      | 6.0000%  | 0.0000% | $15393264.00       | $14094980.30       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI4797   | 2054-05-01      | 5.5000%  | 0.0000% | $3020124.00        | $2990511.82        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI7056   | 2054-06-01      | 6.5000%  | 0.0000% | $1117736.00        | $1154021.78        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQI7737   | 2054-06-01      | 7.0000%  | 0.0000% | $2281740.00        | $2428264.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8206   | 2054-06-01      | 5.5000%  | 0.0000% | $17345952.00       | $16090914.20       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI8255   | 2054-06-01      | 6.5000%  | 0.0000% | $17260928.00       | $10283997.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8376   | 2054-06-01      | 6.0000%  | 0.0000% | $5239312.00        | $5317366.55        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI8449   | 2054-06-01      | 6.5000%  | 0.0000% | $15705184.00       | $13089223.39       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQO0110   | 2037-04-01      | 2.0000%  | 0.0000% | $2334000.00        | $1533532.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIQO1552   | 2037-12-01      | 3.0000%  | 0.0000% | $476040.00         | $379701.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIQO2641   | 2039-11-01      | 5.0000%  | 0.0000% | $1379800.00        | $1231299.26        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO2349   | 2039-08-01      | 5.5000%  | 0.0000% | $1015200.00        | $929669.85         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI3100   | 2035-02-01      | 5.5000%  | 0.0000% | $3005892.00        | $55252.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI5591   | 2036-11-01      | 6.5000%  | 0.0000% | $108000.00         | $6220.08           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZJ0282   | 2040-08-01      | 5.0000%  | 0.0000% | $650000.00         | $36026.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZJ0940   | 2039-09-01      | 5.0000%  | 0.0000% | $10131680.00       | $1132204.32        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6425   | 2032-09-01      | 6.5000%  | 0.0000% | $1467976.00        | $22787.28          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZJ9420   | 2032-01-01      | 3.5000%  | 0.0000% | $500000.00         | $50995.41          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIZK8411   | 2031-12-01      | 2.0000%  | 0.0000% | $108215.00         | $13260.98          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZK9956   | 2033-08-01      | 3.5000%  | 0.0000% | $2725520.00        | $383565.26         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL3713   | 2042-09-01      | 3.5000%  | 0.0000% | $38913408.00       | $3147042.13        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM0946   | 2046-03-01      | 3.5000%  | 0.0000% | $1600000.00        | $160104.56         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1825   | 2046-08-01      | 3.0000%  | 0.0000% | $893235.00         | $140171.61         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6427   | 2048-05-01      | 4.0000%  | 0.0000% | $2157392.00        | $369631.54         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZN0138   | 2043-07-01      | 3.0000%  | 0.0000% | $3230000.00        | $447480.02         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1604   | 2048-11-01      | 4.0000%  | 0.0000% | $2045900.00        | $404429.10         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN2513   | 2034-01-01      | 3.5000%  | 0.0000% | $410405.00         | $37416.16          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN3543   | 2049-02-01      | 4.0000%  | 0.0000% | $590397.00         | $24845.15          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN2806   | 2049-01-01      | 4.5000%  | 0.0000% | $819335.00         | $72092.43          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0842   | 2032-08-01      | 6.5000%  | 0.0000% | $52297440.00       | $125266.57         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0751   | 2031-05-01      | 7.0000%  | 0.0000% | $14999552.00       | $6918.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0915   | 2033-09-01      | 5.5000%  | 0.0000% | $3943740.00        | $30111.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1348   | 2042-12-01      | 3.5000%  | 0.0000% | $103000.00         | $12504.47          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1331   | 2042-06-01      | 3.5000%  | 0.0000% | $156000.00         | $12663.04          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTZA2281   | 2032-11-01      | 3.0000%  | 0.0000% | $53690.00          | $5572.85           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA2378   | 2035-05-01      | 3.5000%  | 0.0000% | $900000.00         | $131292.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3PZA3245   | 2048-02-01      | 3.5000%  | 0.0000% | $495568.00         | $40711.06          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZA4057   | 2034-02-01      | 3.5000%  | 0.0000% | $300000.00         | $40854.80          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6265   | 2049-01-01      | 4.5000%  | 0.0000% | $1350000.00        | $98978.20          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6269   | 2049-01-01      | 4.5000%  | 0.0000% | $16152160.00       | $1074019.66        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0643   | 2032-05-01      | 7.5000%  | 0.0000% | $7044970.00        | $20132.13          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1548   | 2035-05-01      | 6.0000%  | 0.0000% | $1961862.00        | $16621.20          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1639   | 2037-09-01      | 6.0000%  | 0.0000% | $14650700.00       | $105697.73         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1935   | 2038-02-01      | 6.0000%  | 0.0000% | $3551000.00        | $25706.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2053   | 2038-05-01      | 5.5000%  | 0.0000% | $5310672.00        | $54506.86          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2324   | 2035-02-01      | 5.5000%  | 0.0000% | $250000.00         | $5413.94           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2334   | 2038-09-01      | 5.5000%  | 0.0000% | $750000.00         | $31751.75          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS2421   | 2038-10-01      | 7.0000%  | 0.0000% | $1600000.00        | $6946.35           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2822   | 2039-04-01      | 6.5000%  | 0.0000% | $5675904.00        | $66308.25          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2990   | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $40844.88          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS3204   | 2041-06-01      | 5.0000%  | 0.0000% | $200000.00         | $11296.33          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3780   | 2043-06-01      | 3.5000%  | 0.0000% | $1225884.00        | $174757.02         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS4188   | 2035-04-01      | 6.5000%  | 0.0000% | $7995576.00        | $76845.23          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4526   | 2043-08-01      | 3.5000%  | 0.0000% | $1000000.00        | $115718.69         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4552   | 2044-02-01      | 3.5000%  | 0.0000% | $1035000.00        | $83811.26          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4787   | 2048-07-01      | 5.0000%  | 0.0000% | $60000.00          | $6355.08           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4777   | 2048-07-01      | 3.5000%  | 0.0000% | $273000.00         | $20097.22          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4790   | 2048-09-01      | 4.0000%  | 0.0000% | $310000.00         | $22531.03          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZS9210   | 2034-11-01      | 3.5000%  | 0.0000% | $620000.00         | $82435.72          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CTZS9316   | 2038-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $283648.83         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0032   | 2047-05-01      | 3.0000%  | 0.0000% | $450000.00         | $112106.15         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0409   | 2045-12-01      | 4.5000%  | 0.0000% | $1600000.00        | $349108.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0511   | 2048-08-01      | 3.0000%  | 0.0000% | $18154304.00       | $4924126.98        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZT0711   | 2048-10-01      | 3.5000%  | 0.0000% | $4000000.00        | $292530.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 3SZT0937   | 2044-05-01      | 5.0000%  | 0.0000% | $330000.00         | $46699.43          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZT1575   | 2037-10-01      | 7.0000%  | 0.0000% | $4107640.00        | $630983.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1857   | 2049-03-01      | 4.5000%  | 0.0000% | $35000000.00       | $9677068.23        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1952   | 2049-05-01      | 4.0000%  | 0.0000% | $3237692.00        | $272720.70         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1970   | 2033-04-01      | 3.5000%  | 0.0000% | $2600000.00        | $595779.83         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLZT2221   | 2048-05-01      | 4.0000%  | 0.0000% | $1120000.00        | $475298.06         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 ZLZT2229   | 2048-05-01      | 4.0000%  | 0.0000% | $33000.00          | $14560.84          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNSA0105   | 2035-06-01      | 4.5000%  | 0.0000% | $8222192.00        | $8314814.99        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0861   | 2037-02-01      | 2.5000%  | 0.0000% | $602956.00         | $415030.55         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0307   | 2035-02-01      | 2.5000%  | 0.0000% | $2677000.00        | $849358.49         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0399   | 2035-08-01      | 2.0000%  | 0.0000% | $1900000.00        | $823261.56         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0424   | 2035-10-01      | 2.0000%  | 0.0000% | $1354000.00        | $603506.55         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB0539   | 2035-09-01      | 2.0000%  | 0.0000% | $397047.00         | $199639.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1456   | 2040-01-01      | 5.5000%  | 0.0000% | $34155968.00       | $32264468.29       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8128   | 2036-11-01      | 2.0000%  | 0.0000% | $950000.00         | $557949.26         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8138   | 2037-01-01      | 2.5000%  | 0.0000% | $9323504.00        | $5451940.89        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8142   | 2037-02-01      | 2.5000%  | 0.0000% | $43183680.00       | $26642393.79       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8149   | 2037-04-01      | 2.5000%  | 0.0000% | $67171456.00       | $41883077.10       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8166   | 2037-06-01      | 3.5000%  | 0.0000% | $207000.00         | $126815.76         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8168   | 2037-08-01      | 2.5000%  | 0.0000% | $27514496.00       | $18677625.10       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8175   | 2037-09-01      | 2.5000%  | 0.0000% | $12891008.00       | $8926640.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8224   | 2038-04-01      | 5.5000%  | 0.0000% | $3776000.00        | $2351616.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8230   | 2038-05-01      | 5.0000%  | 0.0000% | $600000.00         | $400153.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8231   | 2038-05-01      | 5.5000%  | 0.0000% | $10013000.00       | $6264022.41        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CISB8233   | 2038-06-01      | 4.5000%  | 0.0000% | $467677.00         | $317851.84         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8328   | 2039-09-01      | 5.5000%  | 0.0000% | $122633088.00      | $91777252.16       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384   | 2040-05-01      | 5.0000%  | 0.0000% | $1445082.00        | $1429688.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8372   | 2040-03-01      | 5.5000%  | 0.0000% | $116815744.00      | $107849359.98      | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8375   | 2040-02-01      | 6.5000%  | 0.0000% | $4330640.00        | $3896548.09        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTSC0087   | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $536733.47         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTSC0671   | 2042-08-01      | 2.0000%  | 0.0000% | $3708632.00        | $3150578.32        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0857   | 2052-01-01      | 2.5000%  | 0.0000% | $1600000.00        | $1063586.97        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0865   | 2052-02-01      | 3.5000%  | 0.0000% | $181000.00         | $119949.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0232   | 2050-01-01      | 3.0000%  | 0.0000% | $22500000.00       | $6574898.89        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0479   | 2050-06-01      | 3.5000%  | 0.0000% | $478586.00         | $144960.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0451   | 2050-10-01      | 3.0000%  | 0.0000% | $1400000.00        | $646985.10         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD0488   | 2049-05-01      | 4.0000%  | 0.0000% | $4024336.00        | $1330624.52        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1716   | 2052-09-01      | 5.0000%  | 0.0000% | $892686.00         | $612895.87         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1740   | 2052-10-01      | 4.5000%  | 0.0000% | $255529.00         | $209425.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1799   | 2052-11-01      | 5.5000%  | 0.0000% | $140000.00         | $112066.91         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1049   | 2052-06-01      | 3.5000%  | 0.0000% | $1170000.00        | $843562.03         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1050   | 2052-07-01      | 4.5000%  | 0.0000% | $1555000.00        | $1236647.75        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087   | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $111647.97         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1414   | 2050-10-01      | 4.0000%  | 0.0000% | $4977168.00        | $2518660.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1458   | 2052-05-01      | 3.0000%  | 0.0000% | $10939968.00       | $7636061.23        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1463   | 2051-12-01      | 3.0000%  | 0.0000% | $1766380.00        | $1232393.55        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD1534   | 2052-03-01      | 3.0000%  | 0.0000% | $2529708.00        | $1916289.02        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1585   | 2052-08-01      | 3.5000%  | 0.0000% | $939000.00         | $669313.20         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1663   | 2052-10-01      | 4.0000%  | 0.0000% | $57008256.00       | $43292689.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2688   | 2053-04-01      | 5.5000%  | 0.0000% | $2220000.00        | $1846173.51        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1859   | 2052-11-01      | 5.5000%  | 0.0000% | $113000.00         | $90790.48          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1952   | 2052-06-01      | 4.0000%  | 0.0000% | $158759.00         | $115130.58         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1999   | 2052-12-01      | 5.0000%  | 0.0000% | $359000.00         | $283988.22         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2245   | 2052-12-01      | 5.5000%  | 0.0000% | $500000.00         | $420740.16         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2254   | 2052-07-01      | 3.5000%  | 0.0000% | $208000.00         | $159488.95         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2374   | 2053-01-01      | 5.0000%  | 0.0000% | $500000.00         | $399189.79         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2443   | 2052-10-01      | 4.5000%  | 0.0000% | $213000.00         | $171020.47         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2511   | 2053-04-01      | 5.5000%  | 0.0000% | $100000.00         | $78665.58          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2513   | 2052-08-01      | 4.5000%  | 0.0000% | $189297.00         | $150295.73         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD3493   | 2052-05-01      | 2.5000%  | 0.0000% | $400000.00         | $291174.03         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2723   | 2053-03-01      | 5.5000%  | 0.0000% | $100000.00         | $89098.95          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2724   | 2053-04-01      | 5.0000%  | 0.0000% | $230000.00         | $201230.44         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD2987   | 2053-03-01      | 3.5000%  | 0.0000% | $154000.00         | $122829.17         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2979   | 2053-05-01      | 6.5000%  | 0.0000% | $1034392.00        | $807588.52         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3174   | 2053-06-01      | 5.5000%  | 0.0000% | $100000.00         | $85384.38          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD3176   | 2053-06-01      | 6.0000%  | 0.0000% | $567360.00         | $473130.74         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3423   | 2053-07-01      | 5.0000%  | 0.0000% | $3500000.00        | $3136683.74        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD5288   | 2052-06-01      | 3.5000%  | 0.0000% | $4815600.00        | $3905082.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD5314   | 2053-01-01      | 3.0000%  | 0.0000% | $41250.00          | $33116.18          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4533   | 2054-01-01      | 6.5000%  | 0.0000% | $3000000.00        | $2090286.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4693   | 2054-01-01      | 6.5000%  | 0.0000% | $79450.00          | $63041.41          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD4712   | 2052-12-01      | 4.5000%  | 0.0000% | $3528700.00        | $3033254.76        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4817   | 2052-06-01      | 3.0000%  | 0.0000% | $9772432.00        | $7716591.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4911   | 2054-02-01      | 6.5000%  | 0.0000% | $19340000.00       | $17404962.06       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD4932   | 2053-06-01      | 4.0000%  | 0.0000% | $7648184.00        | $6294925.23        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5145   | 2054-04-01      | 5.5000%  | 0.0000% | $48954176.00       | $44636155.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5245   | 2054-01-01      | 5.5000%  | 0.0000% | $1000000.00        | $874123.96         | Agency Mortgage-Backed Securities  |
| GNII ET DE7570 C       | 2064-10-20      | 6.5000%  | 0.0000% | $585594.00         | $483698.14         | Agency Mortgage-Backed Securities  |
| GNII ET DE7615 C       | 2064-09-20      | 6.5000%  | 0.0000% | $548863.00         | $535304.35         | Agency Mortgage-Backed Securities  |
| GNII ET DE7589 C       | 2064-10-20      | 6.5000%  | 0.0000% | $6985800.00        | $6797424.56        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $70855200.00       | $69457492.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $91425000.00       | $106028942.65      | U.S. Treasuries (including strips) |
| GNII ET DI5840 C       | 2065-03-20      | 3.5000%  | 0.0000% | $682544.00         | $602981.07         | Agency Mortgage-Backed Securities  |
| GNII ET DI7177 C       | 2065-02-20      | 4.5000%  | 0.0000% | $90651.00          | $85909.53          | Agency Mortgage-Backed Securities  |
| GNII SF DI6407 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1818112.00        | $1898321.03        | Agency Mortgage-Backed Securities  |
| GNII SF DI6489 C       | 2055-05-20      | 6.0000%  | 0.0000% | $10793760.00       | $11092647.24       | Agency Mortgage-Backed Securities  |
| GNII SF DI6466 C       | 2055-05-20      | 6.0000%  | 0.0000% | $11196048.00       | $11509430.79       | Agency Mortgage-Backed Securities  |
| GNII ET DI6471 C       | 2065-04-20      | 6.5000%  | 0.0000% | $568772.00         | $583667.61         | Agency Mortgage-Backed Securities  |
| GNII SF DI6501 C       | 2055-05-20      | 6.0000%  | 0.0000% | $4077592.00        | $4188669.91        | Agency Mortgage-Backed Securities  |
| GNII SF DI6504 C       | 2055-05-20      | 6.0000%  | 0.0000% | $7863024.00        | $8080590.05        | Agency Mortgage-Backed Securities  |
| GNII ET DI6690 C       | 2065-03-20      | 3.0000%  | 0.0000% | $517371.00         | $444749.37         | Agency Mortgage-Backed Securities  |
| GNII ET DI6694 C       | 2065-03-20      | 4.0000%  | 0.0000% | $1189690.00        | $1088844.71        | Agency Mortgage-Backed Securities  |
| GNII ET DI6826 C       | 2063-12-20      | 7.5000%  | 0.0000% | $172369.00         | $178569.59         | Agency Mortgage-Backed Securities  |
| GNII ET DI6943 C       | 2065-02-20      | 4.5000%  | 0.0000% | $334156.00         | $316469.80         | Agency Mortgage-Backed Securities  |
| GNII SF DI6960 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1210396.00        | $1267212.53        | Agency Mortgage-Backed Securities  |
| GNII SF DI8073 C       | 2055-05-20      | 5.5000%  | 0.0000% | $991766.00         | $992406.11         | Agency Mortgage-Backed Securities  |
| GNII ET DI7233 C       | 2065-03-20      | 3.0000%  | 0.0000% | $757850.00         | $653433.97         | Agency Mortgage-Backed Securities  |
| GNII ET DI7236 C       | 2065-03-20      | 4.0000%  | 0.0000% | $230406.00         | $211054.77         | Agency Mortgage-Backed Securities  |
| GNII SF DI7282 C       | 2055-03-20      | 5.0000%  | 0.0000% | $2003076.00        | $1951299.64        | Agency Mortgage-Backed Securities  |
| GNII SF DI7288 C       | 2055-03-20      | 5.5000%  | 0.0000% | $2500580.00        | $2499455.00        | Agency Mortgage-Backed Securities  |
| GNII SF DI7821 C       | 2055-04-20      | 6.0000%  | 0.0000% | $6173160.00        | $6337870.71        | Agency Mortgage-Backed Securities  |
| GNII ET DI7931 C       | 2065-04-20      | 4.0000%  | 0.0000% | $481330.00         | $440468.31         | Agency Mortgage-Backed Securities  |
| GNII SF DI8253 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1080482.00        | $1132930.59        | Agency Mortgage-Backed Securities  |
| GNII SF DI8251 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1827244.00        | $1882580.11        | Agency Mortgage-Backed Securities  |
| GNII SF DI8318 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $1916754.51        | Agency Mortgage-Backed Securities  |
| GNII SF DI8301 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1196260.00        | $1231611.22        | Agency Mortgage-Backed Securities  |
| GNII SF DI8311 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1572072.00        | $1655177.84        | Agency Mortgage-Backed Securities  |
| GNII SF DI8380 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1191082.00        | $1207560.44        | Agency Mortgage-Backed Securities  |
| GNII SF DI8627 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1510998.00        | $1469307.47        | Agency Mortgage-Backed Securities  |
| GNII SF DI9252 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1261792.86        | Agency Mortgage-Backed Securities  |
| GNII SF DI9255 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3195220.00        | $3253146.85        | Agency Mortgage-Backed Securities  |
| GNII SF DI9269 C       | 2055-04-20      | 6.0000%  | 0.0000% | $922164.00         | $946733.26         | Agency Mortgage-Backed Securities  |
| GNII SF DI9449 C       | 2055-04-20      | 5.0000%  | 0.0000% | $1295234.00        | $1277819.41        | Agency Mortgage-Backed Securities  |
| GNII SF DI9557 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1195648.05        | Agency Mortgage-Backed Securities  |
| GNMI SF AR3729 X       | 2045-12-15      | 4.5000%  | 0.0000% | $1128440.00        | $300331.10         | Agency Mortgage-Backed Securities  |
| GNII SF AR9014 C       | 2046-05-20      | 3.0000%  | 0.0000% | $4669584.00        | $1132969.40        | Agency Mortgage-Backed Securities  |
| GNMI SF AU0790 X       | 2046-08-15      | 3.0000%  | 0.0000% | $55955.00          | $16242.27          | Agency Mortgage-Backed Securities  |
| GNII SF AU6346 C       | 2046-09-20      | 3.0000%  | 0.0000% | $7684824.00        | $1594514.09        | Agency Mortgage-Backed Securities  |
| GNII SF AX4343 C       | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $30164.38          | Agency Mortgage-Backed Securities  |
| GNII SF AX4345 C       | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $215792.57         | Agency Mortgage-Backed Securities  |
| GNMI SF AX5857 X       | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $32634.62          | Agency Mortgage-Backed Securities  |
| GNMI SF AY5203 X       | 2047-01-15      | 4.5000%  | 0.0000% | $790617.00         | $100884.82         | Agency Mortgage-Backed Securities  |
| GNMI SF AZ8592 X       | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35676.35          | Agency Mortgage-Backed Securities  |
| GNII SF DJ1827 C       | 2055-04-20      | 7.0000%  | 0.0000% | $2405616.00        | $2497321.39        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1857 C       | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2816008.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1845 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1401140.00        | $1441814.50        | Agency Mortgage-Backed Securities  |
| GNII SF MB0305 M       | 2055-03-20      | 4.0000%  | 0.0000% | $244648960.00      | $226850343.49      | Agency Mortgage-Backed Securities  |
| GNII SF MB0310 M       | 2055-04-20      | 6.5000%  | 0.0000% | $64033408.00       | $65827039.93       | Agency Mortgage-Backed Securities  |
| GNII SF MB0398 M       | 2040-06-20      | 4.5000%  | 0.0000% | $197841.00         | $196710.34         | Agency Mortgage-Backed Securities  |
| GNII SF MB0399 M       | 2040-06-20      | 5.0000%  | 0.0000% | $1060054.00        | $1070586.46        | Agency Mortgage-Backed Securities  |
| GNII SF DI0788 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1019254.00        | $1075509.13        | Agency Mortgage-Backed Securities  |
| GNII SF DI0791 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1511330.00        | $1565413.22        | Agency Mortgage-Backed Securities  |
| GNII SF DI0827 C       | 2055-04-20      | 6.0000%  | 0.0000% | $7172080.00        | $7166430.89        | Agency Mortgage-Backed Securities  |
| GNII SF DI0891 C       | 2055-05-20      | 6.0000%  | 0.0000% | $1168182.00        | $1200514.93        | Agency Mortgage-Backed Securities  |
| GNII ET DI0434 C       | 2065-02-20      | 4.0000%  | 0.0000% | $742270.00         | $677365.88         | Agency Mortgage-Backed Securities  |
| GNII ET DI0435 C       | 2065-01-20      | 3.5000%  | 0.0000% | $374662.00         | $330516.29         | Agency Mortgage-Backed Securities  |
| GNII ET DI0483 C       | 2064-12-20      | 6.0000%  | 0.0000% | $1262158.00        | $1277727.01        | Agency Mortgage-Backed Securities  |
| GNII SF DI0484 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1008628.00        | $1060043.47        | Agency Mortgage-Backed Securities  |
| GNII ET DI0597 C       | 2065-02-20      | 6.5000%  | 0.0000% | $139735.00         | $143241.67         | Agency Mortgage-Backed Securities  |
| GNII SF DI0599 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1112190.00        | $1155505.07        | Agency Mortgage-Backed Securities  |
| GNII ET DI1686 C       | 2065-02-20      | 6.0000%  | 0.0000% | $1646636.00        | $1666606.18        | Agency Mortgage-Backed Securities  |
| GNII SF DI1691 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1243112.27        | Agency Mortgage-Backed Securities  |
| GNII SF DI1732 C       | 2055-02-20      | 5.5000%  | 0.0000% | $985726.00         | $981870.07         | Agency Mortgage-Backed Securities  |
| GNII SF DI0925 C       | 2055-02-20      | 6.5000%  | 0.0000% | $584795.00         | $608451.90         | Agency Mortgage-Backed Securities  |
| GNII SF DI0930 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2258443.62        | Agency Mortgage-Backed Securities  |
| GNII SF DI0932 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3456430.00        | $3642519.64        | Agency Mortgage-Backed Securities  |
| GNII SF DI0921 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1525808.00        | $1588824.18        | Agency Mortgage-Backed Securities  |
| GNII SF DI1214 C       | 2055-02-20      | 5.5000%  | 0.0000% | $5153936.00        | $5145707.20        | Agency Mortgage-Backed Securities  |
| GNII ET DI1266 C       | 2065-01-20      | 5.0000%  | 0.0000% | $548786.00         | $534668.14         | Agency Mortgage-Backed Securities  |
| GNII ET DI1363 C       | 2064-08-20      | 6.5000%  | 0.0000% | $58485.00          | $59428.77          | Agency Mortgage-Backed Securities  |
| GNII ET DI1364 C       | 2064-07-20      | 6.0000%  | 0.0000% | $202682.00         | $205192.13         | Agency Mortgage-Backed Securities  |
| GNII SF DI1553 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1415690.00        | $1379498.36        | Agency Mortgage-Backed Securities  |
| GNII SF DI1585 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1045778.00        | $1103887.02        | Agency Mortgage-Backed Securities  |
| GNII SF DI1641 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1371430.26        | Agency Mortgage-Backed Securities  |
| GNII SF DI1642 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1058008.00        | $1119805.44        | Agency Mortgage-Backed Securities  |
| GNII ET DI2655 C       | 2065-04-20      | 6.5000%  | 0.0000% | $1739548.00        | $1737598.89        | Agency Mortgage-Backed Securities  |
| GNII SF DI2094 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1337818.00        | $1392533.05        | Agency Mortgage-Backed Securities  |
| GNII SF DI2182 C       | 2055-02-20      | 5.0000%  | 0.0000% | $1906292.00        | $1879742.50        | Agency Mortgage-Backed Securities  |
| GNII SF DI2186 C       | 2055-02-20      | 5.5000%  | 0.0000% | $10729408.00       | $10349503.09       | Agency Mortgage-Backed Securities  |
| GNII ET DI2491 C       | 2065-05-20      | 6.0000%  | 0.0000% | $24137472.00       | $24431523.61       | Agency Mortgage-Backed Securities  |
| GNII SF DI3144 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2107968.00        | $2185367.84        | Agency Mortgage-Backed Securities  |
| GNII ET DI3229 C       | 2065-01-20      | 4.0000%  | 0.0000% | $454040.00         | $415264.87         | Agency Mortgage-Backed Securities  |
| GNII ET DI3236 C       | 2064-11-20      | 3.0000%  | 0.0000% | $454286.00         | $390785.02         | Agency Mortgage-Backed Securities  |
| GNII ET DI3383 C       | 2065-02-20      | 5.0000%  | 0.0000% | $840486.00         | $819321.40         | Agency Mortgage-Backed Securities  |
| GNII ET DI4379 C       | 2065-04-20      | 4.0000%  | 0.0000% | $713566.00         | $653634.42         | Agency Mortgage-Backed Securities  |
| GNII ET DI3610 C       | 2065-04-20      | 4.5000%  | 0.0000% | $820011.00         | $777632.32         | Agency Mortgage-Backed Securities  |
| GNII ET DI3718 C       | 2065-02-20      | 6.5000%  | 0.0000% | $544087.00         | $557726.87         | Agency Mortgage-Backed Securities  |
| GNII SF DI3884 C       | 2055-03-20      | 5.5000%  | 0.0000% | $4643160.00        | $4640792.30        | Agency Mortgage-Backed Securities  |
| GNII ET DI3935 C       | 2065-02-20      | 6.5000%  | 0.0000% | $830173.00         | $853824.91         | Agency Mortgage-Backed Securities  |
| GNII SF DI4120 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1216144.00        | $1268264.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI4125 C       | 2055-05-20      | 6.0000%  | 0.0000% | $3833480.00        | $3948393.44        | Agency Mortgage-Backed Securities  |
| GNII ET DI4285 C       | 2065-03-20      | 3.5000%  | 0.0000% | $333152.00         | $294113.87         | Agency Mortgage-Backed Securities  |
| GNII ET DI4287 C       | 2065-02-20      | 4.5000%  | 0.0000% | $237700.00         | $225061.32         | Agency Mortgage-Backed Securities  |
| GNII ET DI4288 C       | 2065-03-20      | 5.0000%  | 0.0000% | $798001.00         | $777965.30         | Agency Mortgage-Backed Securities  |
| GNII SF DI5077 C       | 2055-05-20      | 6.0000%  | 0.0000% | $2454496.00        | $2535163.13        | Agency Mortgage-Backed Securities  |
| GNII SF DI5416 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1499760.00        | $1588492.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI5417 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1350172.00        | $1395076.89        | Agency Mortgage-Backed Securities  |
| GNII SF DI5725 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2874508.00        | $3031684.26        | Agency Mortgage-Backed Securities  |
| GNII SF DI5726 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1980152.00        | $2083994.13        | Agency Mortgage-Backed Securities  |
| GNII SF DI5728 C       | 2055-03-20      | 7.5000%  | 0.0000% | $2562796.00        | $2695447.75        | Agency Mortgage-Backed Securities  |
| GNII ET DI5842 C       | 2065-03-20      | 4.5000%  | 0.0000% | $384429.00         | $364355.88         | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB0514   | 2036-04-01      | 1.5000%  | 0.0000% | $7544728.00        | $3688149.23        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CISB0557   | 2036-10-01      | 1.5000%  | 0.0000% | $1000000.00        | $577303.14         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762   | 2037-04-01      | 2.5000%  | 0.0000% | $2382660.00        | $1564379.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1147   | 2039-04-01      | 6.5000%  | 0.0000% | $14349712.00       | $10385720.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1201   | 2039-07-01      | 5.5000%  | 0.0000% | $12698640.00       | $10383659.37       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB1273   | 2039-08-01      | 6.5000%  | 0.0000% | $16207584.00       | $13639681.82       | Agency Mortgage-Backed Securities  |
| GNII ET DH0406 C       | 2065-02-20      | 6.5000%  | 0.0000% | $644507.00         | $660520.96         | Agency Mortgage-Backed Securities  |
| GNII ET DH1789 C       | 2064-12-20      | 4.5000%  | 0.0000% | $387324.00         | $366574.18         | Agency Mortgage-Backed Securities  |
| GNII SF DH1573 C       | 2055-01-20      | 5.0000%  | 0.0000% | $1037852.00        | $1009314.13        | Agency Mortgage-Backed Securities  |
| GNII SF DH2626 C       | 2055-01-20      | 5.0000%  | 0.0000% | $15003440.00       | $14333557.32       | Agency Mortgage-Backed Securities  |
| GNII SF DH2674 C       | 2055-01-20      | 5.0000%  | 0.0000% | $1505656.00        | $1482955.14        | Agency Mortgage-Backed Securities  |
| GNII SF DH1813 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1136616.00        | $1192931.14        | Agency Mortgage-Backed Securities  |
| GNII ET DH2336 C       | 2065-01-20      | 6.5000%  | 0.0000% | $452541.00         | $463768.67         | Agency Mortgage-Backed Securities  |
| GNII SF DH2454 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1145698.00        | $1185846.38        | Agency Mortgage-Backed Securities  |
| GNII SF DH2738 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1037430.00        | $982771.55         | Agency Mortgage-Backed Securities  |
| GNII SF DH2870 C       | 2055-01-20      | 7.0000%  | 0.0000% | $14807472.00       | $15323240.67       | Agency Mortgage-Backed Securities  |
| GNII SF DH2883 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1075378.00        | $1105685.61        | Agency Mortgage-Backed Securities  |
| GNII ET DH2959 C       | 2064-12-20      | 4.0000%  | 0.0000% | $789078.00         | $721082.95         | Agency Mortgage-Backed Securities  |
| GNII SF DH3001 C       | 2055-01-20      | 7.0000%  | 0.0000% | $1014604.00        | $1071185.36        | Agency Mortgage-Backed Securities  |
| GNII SF DH3433 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $2872081.47        | Agency Mortgage-Backed Securities  |
| GNII SF DH3856 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1572420.00        | $1635095.62        | Agency Mortgage-Backed Securities  |
| GNII SF DH3837 C       | 2055-01-20      | 6.5000%  | 0.0000% | $5769744.00        | $6003045.10        | Agency Mortgage-Backed Securities  |
| GNII SF DH3948 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1029506.00        | $1085129.64        | Agency Mortgage-Backed Securities  |
| GNII ET DH4037 C       | 2065-03-20      | 4.0000%  | 0.0000% | $1023298.00        | $936439.14         | Agency Mortgage-Backed Securities  |
| GNII ET DH4039 C       | 2065-02-20      | 5.0000%  | 0.0000% | $309948.00         | $302164.45         | Agency Mortgage-Backed Securities  |
| GNII SF DH5291 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1941748.00        | $1935661.91        | Agency Mortgage-Backed Securities  |
| GNII ET DH5350 C       | 2065-01-20      | 3.0000%  | 0.0000% | $600301.00         | $516640.36         | Agency Mortgage-Backed Securities  |
| GNII ET DH5354 C       | 2065-02-20      | 3.5000%  | 0.0000% | $1325178.00        | $1168691.62        | Agency Mortgage-Backed Securities  |
| GNII ET DH4614 C       | 2065-01-20      | 3.5000%  | 0.0000% | $332731.00         | $293965.01         | Agency Mortgage-Backed Securities  |
| GNII ET DH5522 C       | 2065-01-20      | 6.5000%  | 0.0000% | $173613.00         | $177884.57         | Agency Mortgage-Backed Securities  |
| GNII SF DH6071 C       | 2055-02-20      | 4.5000%  | 0.0000% | $1534590.00        | $1454271.79        | Agency Mortgage-Backed Securities  |
| GNII ET DH6133 C       | 2065-01-20      | 6.0000%  | 0.0000% | $726937.00         | $735942.45         | Agency Mortgage-Backed Securities  |
| GNII ET DH6134 C       | 2065-02-20      | 6.5000%  | 0.0000% | $679216.00         | $699067.09         | Agency Mortgage-Backed Securities  |
| GNII ET DH6114 C       | 2065-02-20      | 3.5000%  | 0.0000% | $235298.00         | $207489.17         | Agency Mortgage-Backed Securities  |
| GNII SF DH6153 C       | 2055-01-20      | 6.5000%  | 0.0000% | $4754790.00        | $5011372.86        | Agency Mortgage-Backed Securities  |
| GNII SF DH6363 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1534230.00        | $1590497.29        | Agency Mortgage-Backed Securities  |
| GNII SF DH6797 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1567714.00        | $1633818.67        | Agency Mortgage-Backed Securities  |
| GNII SF DH6837 C       | 2055-02-20      | 7.0000%  | 0.0000% | $3208650.00        | $3382194.26        | Agency Mortgage-Backed Securities  |
| GNII SF DH6870 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1783594.00        | $1835114.15        | Agency Mortgage-Backed Securities  |
| GNII SF DH6854 C       | 2055-02-20      | 7.0000%  | 0.0000% | $5938080.00        | $6258911.26        | Agency Mortgage-Backed Securities  |
| GNII SF DH6859 C       | 2055-02-20      | 7.0000%  | 0.0000% | $1325744.00        | $1373180.18        | Agency Mortgage-Backed Securities  |
| GNII SF DH6888 C       | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $4376757.60        | Agency Mortgage-Backed Securities  |
| GNII SF DH6918 C       | 2050-02-20      | 6.5000%  | 0.0000% | $1111728.00        | $1157128.14        | Agency Mortgage-Backed Securities  |
| GNII SF DH6953 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1308163.60        | Agency Mortgage-Backed Securities  |
| GNII SF DH6963 C       | 2055-03-20      | 7.0000%  | 0.0000% | $2403056.00        | $2492728.04        | Agency Mortgage-Backed Securities  |
| GNII SF DH6977 C       | 2055-05-20      | 7.0000%  | 0.0000% | $1273272.00        | $1358286.24        | Agency Mortgage-Backed Securities  |
| GNII ET DH7317 C       | 2064-11-20      | 6.0000%  | 0.0000% | $338732.00         | $342917.61         | Agency Mortgage-Backed Securities  |
| GNII ET DH7430 C       | 2065-03-20      | 4.0000%  | 0.0000% | $465640.00         | $426532.02         | Agency Mortgage-Backed Securities  |
| GNII ET DH7440 C       | 2065-01-20      | 5.0000%  | 0.0000% | $576175.00         | $561373.03         | Agency Mortgage-Backed Securities  |
| GNII ET DH7562 C       | 2064-12-20      | 3.5000%  | 0.0000% | $887129.00         | $781628.36         | Agency Mortgage-Backed Securities  |
| GNII ET DH7570 C       | 2064-12-20      | 4.5000%  | 0.0000% | $184771.00         | $174772.33         | Agency Mortgage-Backed Securities  |
| GNII ET DH7631 C       | 2065-01-20      | 4.5000%  | 0.0000% | $720253.00         | $681590.53         | Agency Mortgage-Backed Securities  |
| GNII ET DH7640 C       | 2065-01-20      | 4.0000%  | 0.0000% | $617491.00         | $564689.85         | Agency Mortgage-Backed Securities  |
| GNII ET DH7701 C       | 2065-01-20      | 4.5000%  | 0.0000% | $205345.00         | $194363.49         | Agency Mortgage-Backed Securities  |
| GNII ET DH7703 C       | 2063-02-20      | 6.0000%  | 0.0000% | $285428.00         | $288760.55         | Agency Mortgage-Backed Securities  |
| GNII ET DH7713 C       | 2065-02-20      | 4.5000%  | 0.0000% | $775446.00         | $733870.50         | Agency Mortgage-Backed Securities  |
| GNII ET DH7791 C       | 2065-02-20      | 3.5000%  | 0.0000% | $647224.00         | $570799.27         | Agency Mortgage-Backed Securities  |
| GNII ET DH7810 C       | 2064-12-20      | 3.5000%  | 0.0000% | $358606.00         | $316281.52         | Agency Mortgage-Backed Securities  |
| GNII ET DH7876 C       | 2065-01-20      | 3.5000%  | 0.0000% | $343799.00         | $303257.31         | Agency Mortgage-Backed Securities  |
| GNII ET DH7877 C       | 2065-02-20      | 4.5000%  | 0.0000% | $450182.00         | $426075.81         | Agency Mortgage-Backed Securities  |
| GNII ET DH7882 C       | 2065-02-20      | 4.5000%  | 0.0000% | $154383.00         | $146096.75         | Agency Mortgage-Backed Securities  |
| GNII SF DH8958 C       | 2055-03-20      | 5.0000%  | 0.0000% | $1700618.00        | $1673513.73        | Agency Mortgage-Backed Securities  |
| GNII SF DH8527 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1012318.00        | $1054366.70        | Agency Mortgage-Backed Securities  |
| GNII SF DH9001 C       | 2052-01-20      | 5.5000%  | 0.0000% | $1639830.00        | $1633731.00        | Agency Mortgage-Backed Securities  |
| GNII SF DH9291 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $3021630.86        | Agency Mortgage-Backed Securities  |
| GNII ET DH9378 C       | 2065-03-20      | 4.5000%  | 0.0000% | $2032764.00        | $1926494.12        | Agency Mortgage-Backed Securities  |
| GNII ET DH9701 C       | 2065-02-20      | 3.5000%  | 0.0000% | $298519.00         | $263476.10         | Agency Mortgage-Backed Securities  |
| GNII ET DH9932 C       | 2064-12-20      | 6.5000%  | 0.0000% | $31151.00          | $31925.66          | Agency Mortgage-Backed Securities  |
| GNII ET DH9960 C       | 2065-04-20      | 6.5000%  | 0.0000% | $315186.00         | $323306.74         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1063 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1570016.00        | $1621337.10        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1066 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1088748.00        | $1123380.11        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1544 C       | 2055-04-20      | 6.0000%  | 0.0000% | $1207370.00        | $1245811.51        | Agency Mortgage-Backed Securities  |
| GNII ET CZ9537 C       | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $295283.45         | Agency Mortgage-Backed Securities  |
| GNII ET DA1941 C       | 2062-10-20      | 5.0000%  | 0.0000% | $207013.00         | $198210.00         | Agency Mortgage-Backed Securities  |
| GNII ET DA3531 C       | 2064-10-20      | 6.5000%  | 0.0000% | $77513.00          | $79346.96          | Agency Mortgage-Backed Securities  |
| GNII ET DA2842 C       | 2064-03-20      | 5.0000%  | 0.0000% | $628676.00         | $76940.47          | Agency Mortgage-Backed Securities  |
| GNII ET DA3302 C       | 2064-03-20      | 5.0000%  | 0.0000% | $105787.00         | $100936.35         | Agency Mortgage-Backed Securities  |
| GNII ET DA3416 C       | 2064-09-20      | 6.5000%  | 0.0000% | $22550.00          | $23089.72          | Agency Mortgage-Backed Securities  |
| GNII ET DA4374 C       | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95662.38          | Agency Mortgage-Backed Securities  |
| GNII ET DA6969 C       | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37442.83          | Agency Mortgage-Backed Securities  |
| GNII SF DA7479 C       | 2054-04-20      | 5.0000%  | 0.0000% | $1493922.00        | $1351857.39        | Agency Mortgage-Backed Securities  |
| GNPL PN DA8489         | 2059-09-15      | 5.4800%  | 0.0000% | $258878.00         | $265509.93         | Agency Mortgage-Backed Securities  |
| GNPL PN DA8491         | 2059-09-15      | 5.4800%  | 0.0000% | $152353.00         | $156255.98         | Agency Mortgage-Backed Securities  |
| GNII ET DA9286 C       | 2064-04-20      | 5.0000%  | 0.0000% | $220703.00         | $213695.39         | Agency Mortgage-Backed Securities  |
| GNII ET DB2565 C       | 2064-09-20      | 6.5000%  | 0.0000% | $7739.00           | $7914.74           | Agency Mortgage-Backed Securities  |
| GNII SF DB2848 C       | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1344472.66        | Agency Mortgage-Backed Securities  |
| GNII ET DB3339 C       | 2064-11-20      | 6.0000%  | 0.0000% | $645250.00         | $652639.19         | Agency Mortgage-Backed Securities  |
| GNII ET DB6267 C       | 2063-02-20      | 5.0000%  | 0.0000% | $268043.00         | $259457.71         | Agency Mortgage-Backed Securities  |
| GNII ET DB5580 C       | 2062-09-20      | 4.5000%  | 0.0000% | $400195.00         | $375767.92         | Agency Mortgage-Backed Securities  |
| GNII ET DB5639 C       | 2062-02-20      | 3.0000%  | 0.0000% | $99059.00          | $84304.06          | Agency Mortgage-Backed Securities  |
| GNII ET DB5662 C       | 2062-04-20      | 3.5000%  | 0.0000% | $64592.00          | $56443.06          | Agency Mortgage-Backed Securities  |
| GNII SF DB6427 C       | 2054-09-20      | 4.5000%  | 0.0000% | $2334448.00        | $2222650.94        | Agency Mortgage-Backed Securities  |
| GNII SF DB6463 C       | 2054-11-20      | 5.5000%  | 0.0000% | $1278014.00        | $1283110.66        | Agency Mortgage-Backed Securities  |
| GNII SF DB6507 C       | 2054-11-20      | 5.0000%  | 0.0000% | $120961536.00      | $117802882.83      | Agency Mortgage-Backed Securities  |
| GNII ET DB7474 C       | 2057-09-20      | 5.0000%  | 0.0000% | $339400.00         | $327954.64         | Agency Mortgage-Backed Securities  |
| GNII SF DB7835 C       | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1720116.51        | Agency Mortgage-Backed Securities  |
| GNII ET DB9202 C       | 2064-04-20      | 4.5000%  | 0.0000% | $320954.00         | $301963.37         | Agency Mortgage-Backed Securities  |
| GNII ET DC2581 C       | 2064-05-20      | 5.0000%  | 0.0000% | $650086.00         | $493531.63         | Agency Mortgage-Backed Securities  |
| GNII SF DC2893 C       | 2054-08-20      | 7.5000%  | 0.0000% | $3288580.00        | $3535422.27        | Agency Mortgage-Backed Securities  |
| GNII ET DC5435 C       | 2064-07-20      | 6.5000%  | 0.0000% | $15370.00          | $15718.40          | Agency Mortgage-Backed Securities  |
| GNII ET DC6346 C       | 2064-06-20      | 6.5000%  | 0.0000% | $14954.00          | $15286.94          | Agency Mortgage-Backed Securities  |
| GNII ET DC7031 C       | 2064-06-20      | 6.5000%  | 0.0000% | $13909.00          | $14210.92          | Agency Mortgage-Backed Securities  |
| GNPL PN DC7234         | 2060-03-15      | 5.8200%  | 0.0000% | $1451968.00        | $1532001.22        | Agency Mortgage-Backed Securities  |
| GNII ET DC8571 C       | 2064-06-20      | 6.5000%  | 0.0000% | $37431.00          | $38243.53          | Agency Mortgage-Backed Securities  |
| GNII ET DC8597 C       | 2064-06-20      | 5.0000%  | 0.0000% | $392832.00         | $381043.23         | Agency Mortgage-Backed Securities  |
| GNII ET DC8614 C       | 2064-06-20      | 5.0000%  | 0.0000% | $268130.00         | $168169.92         | Agency Mortgage-Backed Securities  |
| GNII ET DC9785 C       | 2064-07-20      | 6.5000%  | 0.0000% | $10964.00          | $11207.72          | Agency Mortgage-Backed Securities  |
| GNII ET DC9948 C       | 2064-08-20      | 6.5000%  | 0.0000% | $34173.00          | $24457.73          | Agency Mortgage-Backed Securities  |
| GNII ET DD0880 C       | 2064-07-20      | 4.0000%  | 0.0000% | $2487324.00        | $1140030.64        | Agency Mortgage-Backed Securities  |
| GNII ET DD0882 C       | 2064-07-20      | 5.0000%  | 0.0000% | $323875.00         | $312558.79         | Agency Mortgage-Backed Securities  |
| GNII SF DD0482 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1957204.00        | $2070595.10        | Agency Mortgage-Backed Securities  |
| GNII SF DD0561 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1028916.00        | $1103897.57        | Agency Mortgage-Backed Securities  |
| GNII ET DD1439 C       | 2063-11-20      | 7.5000%  | 0.0000% | $112295.00         | $116041.67         | Agency Mortgage-Backed Securities  |
| GNII ET DD1413 C       | 2064-06-20      | 5.0000%  | 0.0000% | $210495.00         | $203500.68         | Agency Mortgage-Backed Securities  |
| GNII ET DD1525 C       | 2064-07-20      | 6.5000%  | 0.0000% | $47889.00          | $27377.57          | Agency Mortgage-Backed Securities  |
| GNII ET DD1599 C       | 2064-05-20      | 6.5000%  | 0.0000% | $58014.00          | $50628.58          | Agency Mortgage-Backed Securities  |
| GNII ET DD1626 C       | 2064-09-20      | 6.5000%  | 0.0000% | $17470.00          | $17879.89          | Agency Mortgage-Backed Securities  |
| GNII SF DD1871 C       | 2054-08-20      | 6.5000%  | 0.0000% | $475807.00         | $433232.96         | Agency Mortgage-Backed Securities  |
| GNII ET DD2482 C       | 2064-08-20      | 6.5000%  | 0.0000% | $60688.00          | $40786.36          | Agency Mortgage-Backed Securities  |
| GNII ET DD2709 C       | 2062-01-20      | 4.0000%  | 0.0000% | $381656.00         | $347162.05         | Agency Mortgage-Backed Securities  |
| GNII SF DD3227 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1311956.00        | $1405070.72        | Agency Mortgage-Backed Securities  |
| GNII SF DD4244 C       | 2054-11-20      | 7.0000%  | 0.0000% | $1881950.00        | $1980047.53        | Agency Mortgage-Backed Securities  |
| GNII ET DD5278 C       | 2064-07-20      | 5.0000%  | 0.0000% | $737012.00         | $580685.44         | Agency Mortgage-Backed Securities  |
| GNII ET DD5335 C       | 2064-08-20      | 6.5000%  | 0.0000% | $32039.00          | $32736.43          | Agency Mortgage-Backed Securities  |
| GNII ET DD5354 C       | 2064-08-20      | 6.5000%  | 0.0000% | $17264.00          | $17635.35          | Agency Mortgage-Backed Securities  |
| GNII ET DD5381 C       | 2064-08-20      | 5.0000%  | 0.0000% | $355220.00         | $345000.32         | Agency Mortgage-Backed Securities  |
| GNCL CL DD4695         | 2055-10-15      | 5.5400%  | 0.0000% | $8242416.00        | $8107700.12        | Agency Mortgage-Backed Securities  |
| GNII ET DD4816 C       | 2064-09-20      | 6.5000%  | 0.0000% | $43282.00          | $44279.02          | Agency Mortgage-Backed Securities  |
| GNII SF DD4839 C       | 2054-09-20      | 4.5000%  | 0.0000% | $1607994.00        | $1510572.15        | Agency Mortgage-Backed Securities  |
| GNII ET DD5414 C       | 2064-07-20      | 5.0000%  | 0.0000% | $96914.00          | $92000.23          | Agency Mortgage-Backed Securities  |
| GNII ET DD5443 C       | 2064-07-20      | 6.5000%  | 0.0000% | $9360.00           | $9466.34           | Agency Mortgage-Backed Securities  |
| GNII ET DD5937 C       | 2064-06-20      | 6.5000%  | 0.0000% | $521712.00         | $293687.98         | Agency Mortgage-Backed Securities  |
| GNII SF DD6930 C       | 2054-10-20      | 6.5000%  | 0.0000% | $3600940.00        | $3684852.03        | Agency Mortgage-Backed Securities  |
| GNCL CL DD8086         | 2067-05-15      | 5.8400%  | 0.0000% | $6214384.00        | $6332286.05        | Agency Mortgage-Backed Securities  |
| GNII SF DD7485 C       | 2054-08-20      | 7.5000%  | 0.0000% | $1003722.00        | $1069493.09        | Agency Mortgage-Backed Securities  |
| GNII SF DD7528 C       | 2054-09-20      | 6.5000%  | 0.0000% | $885558.00         | $933122.27         | Agency Mortgage-Backed Securities  |
| GNII SF DD7537 C       | 2054-09-20      | 7.5000%  | 0.0000% | $3639876.00        | $3880382.99        | Agency Mortgage-Backed Securities  |
| GNII SF DD7555 C       | 2054-09-20      | 5.0000%  | 0.0000% | $2282980.00        | $2230931.80        | Agency Mortgage-Backed Securities  |
| GNII SF DD7720 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1260448.00        | $803940.33         | Agency Mortgage-Backed Securities  |
| GNII ET DD8772 C       | 2064-08-20      | 6.5000%  | 0.0000% | $483839.00         | $335475.73         | Agency Mortgage-Backed Securities  |
| GNII ET DD9563 C       | 2064-07-20      | 6.5000%  | 0.0000% | $65446.00          | $45445.02          | Agency Mortgage-Backed Securities  |
| GNII ET DD9946 C       | 2063-07-20      | 6.5000%  | 0.0000% | $12152.00          | $12423.68          | Agency Mortgage-Backed Securities  |
| GNII SF DE1094 C       | 2054-10-20      | 7.5000%  | 0.0000% | $1688408.00        | $1751061.48        | Agency Mortgage-Backed Securities  |
| GNII SF DE1582 C       | 2054-09-20      | 6.5000%  | 0.0000% | $249965.00         | $258726.52         | Agency Mortgage-Backed Securities  |
| GNII SF DE1583 C       | 2054-09-20      | 6.5000%  | 0.0000% | $127550.00         | $132123.26         | Agency Mortgage-Backed Securities  |
| GNII SF DE2636 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2160588.00        | $2210742.47        | Agency Mortgage-Backed Securities  |
| GNII SF DE2637 C       | 2054-10-20      | 6.0000%  | 0.0000% | $1829252.00        | $1865454.53        | Agency Mortgage-Backed Securities  |
| GNII SF DE2638 C       | 2054-10-20      | 6.0000%  | 0.0000% | $3195840.00        | $3260521.77        | Agency Mortgage-Backed Securities  |
| GNII ET DE1924 C       | 2064-08-20      | 6.5000%  | 0.0000% | $148652.00         | $141557.78         | Agency Mortgage-Backed Securities  |
| GNII ET DE1927 C       | 2064-09-20      | 6.5000%  | 0.0000% | $225989.00         | $165566.97         | Agency Mortgage-Backed Securities  |
| GNII SF DE2048 C       | 2054-10-20      | 6.5000%  | 0.0000% | $9097632.00        | $8414331.31        | Agency Mortgage-Backed Securities  |
| GNII SF DE2242 C       | 2054-10-20      | 5.0000%  | 0.0000% | $8125952.00        | $7961493.37        | Agency Mortgage-Backed Securities  |
| GNII ET DE2885 C       | 2064-10-20      | 6.0000%  | 0.0000% | $441888.00         | $447029.13         | Agency Mortgage-Backed Securities  |
| GNII ET DE2869 C       | 2064-09-20      | 6.5000%  | 0.0000% | $37734.00          | $38623.35          | Agency Mortgage-Backed Securities  |
| GNII ET DE2871 C       | 2064-10-20      | 6.5000%  | 0.0000% | $177670.00         | $168338.86         | Agency Mortgage-Backed Securities  |
| GNII ET DE4459 C       | 2064-08-20      | 3.5000%  | 0.0000% | $724286.00         | $632769.48         | Agency Mortgage-Backed Securities  |
| GNII ET DE4481 C       | 2064-08-20      | 3.5000%  | 0.0000% | $882664.00         | $775804.09         | Agency Mortgage-Backed Securities  |
| GNII ET DE3616 C       | 2064-03-20      | 6.5000%  | 0.0000% | $13425.00          | $13703.29          | Agency Mortgage-Backed Securities  |
| GNII ET DE3881 C       | 2064-08-20      | 5.0000%  | 0.0000% | $267404.00         | $259806.60         | Agency Mortgage-Backed Securities  |
| GNII ET DE3880 C       | 2064-08-20      | 4.5000%  | 0.0000% | $267713.00         | $252540.14         | Agency Mortgage-Backed Securities  |
| GNII SF DE4200 C       | 2054-09-20      | 6.0000%  | 0.0000% | $1703096.00        | $1738007.24        | Agency Mortgage-Backed Securities  |
| GNII ET DE4504 C       | 2064-08-20      | 4.5000%  | 0.0000% | $114437.00         | $107984.07         | Agency Mortgage-Backed Securities  |
| GNII ET DE4505 C       | 2064-08-20      | 5.0000%  | 0.0000% | $123921.00         | $120429.77         | Agency Mortgage-Backed Securities  |
| GNII ET DE4511 C       | 2064-08-20      | 4.0000%  | 0.0000% | $266972.00         | $243420.39         | Agency Mortgage-Backed Securities  |
| GNII ET DE4512 C       | 2064-08-20      | 6.0000%  | 0.0000% | $92382.00          | $93336.12          | Agency Mortgage-Backed Securities  |
| GNII ET DE4543 C       | 2064-03-20      | 6.5000%  | 0.0000% | $7115.00           | $7275.54           | Agency Mortgage-Backed Securities  |
| GNII SF DE5115 C       | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1062178.48        | Agency Mortgage-Backed Securities  |
| GNII SF DE5250 C       | 2054-11-20      | 4.5000%  | 0.0000% | $1201928.00        | $1144060.41        | Agency Mortgage-Backed Securities  |
| GNPL PN DE5558         | 2059-12-15      | 5.7300%  | 0.0000% | $888471.00         | $922277.15         | Agency Mortgage-Backed Securities  |
| GNII SF DE5639 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1544622.00        | $1509772.57        | Agency Mortgage-Backed Securities  |
| GNII SF DE5808 C       | 2054-11-20      | 7.0000%  | 0.0000% | $10060160.00       | $10387872.61       | Agency Mortgage-Backed Securities  |
| GNII ET DE6019 C       | 2064-10-20      | 6.5000%  | 0.0000% | $11111.00          | $11374.07          | Agency Mortgage-Backed Securities  |
| GNII ET DE6062 C       | 2064-12-20      | 4.0000%  | 0.0000% | $191644.00         | $175296.49         | Agency Mortgage-Backed Securities  |
| GNII SF DE6090 C       | 2054-11-20      | 7.5000%  | 0.0000% | $1542934.00        | $1601339.70        | Agency Mortgage-Backed Securities  |
| GNII ET DE7127 C       | 2064-08-20      | 6.5000%  | 0.0000% | $119732.00         | $84027.59          | Agency Mortgage-Backed Securities  |
| GNII SF DE7493 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1439472.00        | $1413513.84        | Agency Mortgage-Backed Securities  |
| GNII ET DE7558 C       | 2064-09-20      | 6.5000%  | 0.0000% | $42866.00          | $31860.40          | Agency Mortgage-Backed Securities  |
| GNII ET DE7568 C       | 2064-09-20      | 6.5000%  | 0.0000% | $66039.00          | $46633.15          | Agency Mortgage-Backed Securities  |
| GNII SF DG3288 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1262924.00        | $823378.78         | Agency Mortgage-Backed Securities  |
| GNII SF DG4442 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1816722.00        | $1789193.38        | Agency Mortgage-Backed Securities  |
| GNII SF DG3672 C       | 2054-12-20      | 5.0000%  | 0.0000% | $1005286.00        | $988805.99         | Agency Mortgage-Backed Securities  |
| GNII ET DG4185 C       | 2065-01-20      | 6.5000%  | 0.0000% | $678996.00         | $695886.47         | Agency Mortgage-Backed Securities  |
| GNII ET DG5399 C       | 2064-12-20      | 4.0000%  | 0.0000% | $110481.00         | $100977.46         | Agency Mortgage-Backed Securities  |
| GNII SF DG4519 C       | 2055-02-20      | 6.0000%  | 0.0000% | $4123680.00        | $4274022.79        | Agency Mortgage-Backed Securities  |
| GNII SF DG4561 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1910574.00        | $1976126.34        | Agency Mortgage-Backed Securities  |
| GNII SF DG4538 C       | 2054-11-20      | 4.0000%  | 0.0000% | $1967952.00        | $1789020.00        | Agency Mortgage-Backed Securities  |
| GNII ET DG4628 C       | 2064-10-20      | 6.0000%  | 0.0000% | $93548.00          | $94627.93          | Agency Mortgage-Backed Securities  |
| GNII ET DG4680 C       | 2064-12-20      | 3.5000%  | 0.0000% | $162399.00         | $143230.40         | Agency Mortgage-Backed Securities  |
| GNII SF DG5193 C       | 2054-12-20      | 5.0000%  | 0.0000% | $2406612.00        | $2373082.56        | Agency Mortgage-Backed Securities  |
| GNII ET DG5403 C       | 2065-01-20      | 6.0000%  | 0.0000% | $379650.00         | $384184.41         | Agency Mortgage-Backed Securities  |
| GNII ET DG5405 C       | 2064-12-20      | 6.5000%  | 0.0000% | $21806.00          | $22340.18          | Agency Mortgage-Backed Securities  |
| GNII SF DG7184 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1272472.00        | $1203098.97        | Agency Mortgage-Backed Securities  |
| GNII ET DG6553 C       | 2064-11-20      | 3.0000%  | 0.0000% | $649512.00         | $557672.47         | Agency Mortgage-Backed Securities  |
| GNII SF DG6567 C       | 2055-01-20      | 6.0000%  | 0.0000% | $3953048.00        | $4085943.49        | Agency Mortgage-Backed Securities  |
| GNII ET DG6618 C       | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90459.63          | Agency Mortgage-Backed Securities  |
| GNII ET DG6772 C       | 2064-12-20      | 3.5000%  | 0.0000% | $497495.00         | $438685.95         | Agency Mortgage-Backed Securities  |
| GNII ET DG6858 C       | 2065-01-20      | 6.5000%  | 0.0000% | $250077.00         | $256254.31         | Agency Mortgage-Backed Securities  |
| GNII ET DG6897 C       | 2064-11-20      | 6.0000%  | 0.0000% | $1140722.00        | $1153909.11        | Agency Mortgage-Backed Securities  |
| GNII ET DG6927 C       | 2060-09-20      | 2.5000%  | 0.0000% | $212989.00         | $171037.52         | Agency Mortgage-Backed Securities  |
| GNII SF DG6947 C       | 2055-01-20      | 5.0000%  | 0.0000% | $4253280.00        | $3917318.98        | Agency Mortgage-Backed Securities  |
| GNII ET DG7215 C       | 2064-10-20      | 6.0000%  | 0.0000% | $1498774.00        | $1518041.04        | Agency Mortgage-Backed Securities  |
| GNII SF DG7223 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1094650.00        | $1135437.61        | Agency Mortgage-Backed Securities  |
| GNII SF DG7256 C       | 2055-02-20      | 6.0000%  | 0.0000% | $1158282.00        | $1192021.00        | Agency Mortgage-Backed Securities  |
| GNMI SF 589193 X       | 2032-06-15      | 6.5000%  | 0.0000% | $252890.00         | $7576.11           | Agency Mortgage-Backed Securities  |
| GNMI SF 590440 X       | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $24941.78          | Agency Mortgage-Backed Securities  |
| GNII SF 003362 M       | 2033-03-20      | 6.0000%  | 0.0000% | $1092000.00        | $6830.74           | Agency Mortgage-Backed Securities  |
| GNII SF 003446 M       | 2033-09-20      | 6.5000%  | 0.0000% | $7722080.00        | $58846.00          | Agency Mortgage-Backed Securities  |
| GNII SF 004446 M       | 2039-05-20      | 4.5000%  | 0.0000% | $43000000.00       | $1139976.20        | Agency Mortgage-Backed Securities  |
| GNII SF 003654 M       | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $24183.28          | Agency Mortgage-Backed Securities  |
| GNII SF 003737 M       | 2035-07-20      | 6.0000%  | 0.0000% | $294999.00         | $5242.74           | Agency Mortgage-Backed Securities  |
| GNII SF 005300 M       | 2027-02-20      | 3.0000%  | 0.0000% | $650000.00         | $6824.22           | Agency Mortgage-Backed Securities  |
| GNII SF 005331 M       | 2042-03-20      | 3.5000%  | 0.0000% | $1020504.00        | $71581.83          | Agency Mortgage-Backed Securities  |
| GNII SF 004700 M       | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $59508.71          | Agency Mortgage-Backed Securities  |
| GNII JM 004709 M       | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $233863.84         | Agency Mortgage-Backed Securities  |
| GNII SF 004747 M       | 2040-07-20      | 5.0000%  | 0.0000% | $725138.00         | $24887.82          | Agency Mortgage-Backed Securities  |
| GNII SF 004774 M       | 2040-08-20      | 6.0000%  | 0.0000% | $302944.00         | $8864.46           | Agency Mortgage-Backed Securities  |
| GNII SF 005055 M       | 2041-05-20      | 4.5000%  | 0.0000% | $75275000.00       | $3033557.06        | Agency Mortgage-Backed Securities  |
| GNII SF 005202 M       | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $15163.60          | Agency Mortgage-Backed Securities  |
| GNII SF 005233 M       | 2041-11-20      | 4.0000%  | 0.0000% | $110075000.00      | $5971466.38        | Agency Mortgage-Backed Securities  |
| GNMI SF 402101 X       | 2032-06-15      | 6.5000%  | 0.0000% | $1000800.00        | $9055.10           | Agency Mortgage-Backed Securities  |

### Security 694: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7C5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7C5
- **C.18 - Value (incl. sponsor support):** $8756000000.00
- **C.18.a - Value (excl. sponsor support):** $8756000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $26083500.00       | $28101428.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $117880400.00      | $249999370.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $216833200.00      | $228332189.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $153080800.00      | $249960551.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $49377300.00       | $51190077.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $197338400.00      | $144665376.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $331096000.00      | $249999943.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $185704000.00      | $138743886.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $407650400.00      | $249999940.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $376314000.00      | $249999781.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $365499000.00      | $249999488.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $7192600.00        | $6651574.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $255490400.00      | $249999891.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $253670400.00      | $249998907.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $102110200.00      | $100493310.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $129271400.00      | $123186562.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $21103400.00       | $20757006.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $253717000.00      | $249999116.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $72605500.00       | $70870177.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $178540600.00      | $166779928.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $268836400.00      | $249999768.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $288343600.00      | $249999795.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $283545600.00      | $249999390.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $270247200.00      | $249999913.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $258808800.00      | $249999831.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $269649600.00      | $249999673.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $205420000.00      | $238233146.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1196000.00        | $1155108.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $250642400.00      | $249998513.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $250009600.00      | $249999927.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $243718400.00      | $249999841.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $205949600.00      | $211776025.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $251036800.00      | $249997750.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $243615200.00      | $249999689.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $235643600.00      | $241147307.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $244998000.00      | $249999276.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $242416000.00      | $249998693.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $239516800.00      | $249997202.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $205011200.00      | $208535086.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $245552000.00      | $249997839.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $244608400.00      | $249999190.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $246371200.00      | $249999665.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $239254400.00      | $249998819.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $155527200.00      | $155939735.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $44352500.00       | $44620305.50       | U.S. Treasuries (including strips) |

### Security 695: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7D3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7D3
- **C.18 - Value (incl. sponsor support):** $8756000000.00
- **C.18.a - Value (excl. sponsor support):** $8756000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $164139800.00      | $176220661.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $53432300.00       | $59506136.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $332737600.00      | $249999961.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $507904000.00      | $249999370.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $253248000.00      | $249996675.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $255696000.00      | $249998552.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $131451800.00      | $127386061.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $195684000.00      | $249998508.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $255030800.00      | $249999998.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $8791900.00        | $8661583.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $257300800.00      | $249999211.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $1000000.00        | $952929.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $10970000.00       | $10739114.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $207736000.00      | $249999419.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $255707200.00      | $249999495.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $270132800.00      | $249999824.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $26080000.00       | $25305384.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $275086400.00      | $249999049.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $213516000.00      | $202462909.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $292992000.00      | $249999760.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $233803200.00      | $218490635.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $42783600.00       | $39738768.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $1156000.00        | $1074163.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $269884000.00      | $249999756.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $43979100.00       | $41253302.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $268805600.00      | $249999691.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $198797500.00      | $186913659.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $252386800.00      | $249999725.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $167464400.00      | $168479272.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $24143900.00       | $24227896.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $115217800.00      | $116214291.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $256674000.00      | $249999317.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $245101000.00      | $249999066.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $248402000.00      | $249999964.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $219545200.00      | $217611364.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $248100000.00      | $249999949.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $58027300.00       | $59218751.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $247784000.00      | $249999940.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $242254400.00      | $249999310.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $244000000.00      | $249998638.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $249832000.00      | $249999903.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250706400.00      | $249999956.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $241827200.00      | $249998462.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $245907200.00      | $249994459.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3380%  | 0.0000% | $4522200.00        | $4552390.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $88485100.00       | $90046451.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $211700000.00      | $214004261.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $186529800.00      | $188084877.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $248736000.00      | $249997199.72      | U.S. Treasuries (including strips) |

### Security 696: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7E1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7E1
- **C.18 - Value (incl. sponsor support):** $3852000000.00
- **C.18.a - Value (excl. sponsor support):** $3852000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-07-10      | 0.0000%  | 0.0000% | $300.00            | $299.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $700.00            | $696.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $200.00            | $198.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $4600.00           | $4534.91           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $500.00            | $491.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-17      | 0.0000%  | 0.0000% | $200.00            | $199.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $200.00            | $199.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $100.00            | $97.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-29      | 0.0000%  | 0.0000% | $1500.00           | $1495.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $2100.00           | $2067.26           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $600.00            | $595.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | 0.0000% | $900.00            | $891.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $800.00            | $784.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $24719700.00       | $26486330.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $47513500.00       | $52787206.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $10754100.00       | $16875589.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $147274800.00      | $113011722.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $70.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.83             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $248774400.00      | $249993914.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $400.00            | $397.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $4600.00           | $4512.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $190750400.00      | $249999499.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $1141800.00        | $1111200.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $182966000.00      | $171579293.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $1300.00           | $1279.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $196.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $206748000.00      | $249985010.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $500.00            | $483.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $300.00            | $289.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $224937600.00      | $249999240.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $253448000.00      | $249999187.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 3.0000%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $253835200.00      | $249999763.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $245413600.00      | $249999434.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $1700.00           | $1701.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.7500%  | 0.0000% | $100.00            | $101.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $200.00            | $204.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $241953600.00      | $249999301.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $4200.00           | $4243.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $239692000.00      | $249998957.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $200.00            | $200.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $244465600.00      | $249999359.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $200.00            | $204.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $200.00            | $202.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $245484800.00      | $249999756.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $142708000.00      | $144260826.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $242313200.00      | $249999120.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $300.00            | $305.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $200.00            | $203.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $35607800.00       | $35995375.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $245977600.00      | $249999322.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $116909800.00      | $116932714.32      | U.S. Treasuries (including strips) |

### Security 697: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7G6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7G6
- **C.18 - Value (incl. sponsor support):** $8756000000.00
- **C.18.a - Value (excl. sponsor support):** $8756000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $33803100.00       | $35718540.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $20377700.00       | $21340036.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $191325400.00      | $193308870.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $261490400.00      | $249999858.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $314406800.00      | $249999938.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $258957600.00      | $224288523.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $121782400.00      | $106073505.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $305071200.00      | $249999975.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $72158000.00       | $50211159.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $363793600.00      | $249999689.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $252016000.00      | $226831861.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $193104000.00      | $249999328.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $199360800.00      | $249999507.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $99114100.00       | $97028045.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $188508000.00      | $249999187.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 0.3750%  | 0.0000% | $145503400.00      | $196921304.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $150232400.00      | $146206263.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $265819200.00      | $249999989.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $7000100.00        | $6538995.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $269144400.00      | $249999991.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $1611000.00        | $1496348.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $267890400.00      | $248925713.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $267181000.00      | $249999928.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $201301600.00      | $186401782.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $211203600.00      | $196059290.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $259064400.00      | $249999630.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $283187200.00      | $249999473.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $253945600.00      | $249999246.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $254840000.00      | $249999222.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $19540600.00       | $19155806.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $17624000.00       | $16388654.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $198465800.00      | $198494176.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $228859200.00      | $228736217.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $245494000.00      | $249999753.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $167446000.00      | $167589522.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $242573500.00      | $249998595.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $245192400.00      | $249999724.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $234084800.00      | $249999545.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4220%  | 0.0000% | $234358400.00      | $236328065.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $253264000.00      | $249999671.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $246571200.00      | $249999724.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $31391300.00       | $31701824.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $117574400.00      | $118247826.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $247304000.00      | $249998735.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $245172800.00      | $249999672.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $82221700.00       | $82992745.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4450%  | 0.0000% | $124166800.00      | $125225753.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $18662400.00       | $18918938.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $248620000.00      | $249999841.00      | U.S. Treasuries (including strips) |

### Security 698: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7H4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19B7H4
- **C.18 - Value (incl. sponsor support):** $41000000.00
- **C.18.a - Value (excl. sponsor support):** $41000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $619100.00         | $616000.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $647000.00         | $452586.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| GNII SF MA6764 M       | 2050-07-20      | 2.0000%  | 0.0000% | $2582.00           | $1029.39           | Agency Mortgage-Backed Securities  |
| GNII JM MA6925 M       | 2050-10-20      | 4.0000%  | 0.0000% | $535106.00         | $63673.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $7830000.00        | $3705608.19        | Agency Mortgage-Backed Securities  |
| GNII SF MA6970 M       | 2031-02-20      | 3.5000%  | 0.0000% | $202478.00         | $69519.41          | Agency Mortgage-Backed Securities  |
| GNII SF MA7341 M       | 2036-05-20      | 3.0000%  | 0.0000% | $347198.00         | $133865.99         | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $17207000.00       | $13237329.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA8322 M       | 2036-12-20      | 6.0000%  | 0.0000% | $47801.00          | $34305.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA8347 M       | 2052-10-20      | 4.5000%  | 0.0000% | $4583100.00        | $3630206.81        | Agency Mortgage-Backed Securities  |
| GNII SF MA8400 M       | 2034-07-20      | 6.0000%  | 0.0000% | $101729.00         | $81904.48          | Agency Mortgage-Backed Securities  |
| GNII SF MA9365 M       | 2053-12-20      | 7.0000%  | 0.0000% | $133443.00         | $57432.41          | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M       | 2054-09-20      | 6.0000%  | 0.0000% | $19292199.00       | $17493078.05       | Agency Mortgage-Backed Securities  |
| GNII SF 002630 M       | 2028-08-20      | 6.5000%  | 0.0000% | $491519.00         | $376.63            | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M       | 2026-02-20      | 6.5000%  | 0.0000% | $5505023.00        | $495.77            | Agency Mortgage-Backed Securities  |
| GNII SF 003215 M       | 2032-03-20      | 6.5000%  | 0.0000% | $40000.00          | $78.00             | Agency Mortgage-Backed Securities  |
| GNII SF 003250 M       | 2032-06-20      | 6.5000%  | 0.0000% | $1460000.00        | $4386.46           | Agency Mortgage-Backed Securities  |
| GNII SF 003348 M       | 2033-02-20      | 6.5000%  | 0.0000% | $40000.00          | $176.15            | Agency Mortgage-Backed Securities  |
| GNII SF 003865 M       | 2036-06-20      | 6.0000%  | 0.0000% | $40090.00          | $467.37            | Agency Mortgage-Backed Securities  |
| GNII JM 004239 M       | 2038-09-20      | 6.0000%  | 0.0000% | $737280.00         | $518.54            | Agency Mortgage-Backed Securities  |
| GNII JM 004240 M       | 2038-09-20      | 6.5000%  | 0.0000% | $261000.00         | $720.23            | Agency Mortgage-Backed Securities  |
| GNII FS 004211 M       | 2038-08-20      | 6.5000%  | 0.0000% | $391729.00         | $4301.94           | Agency Mortgage-Backed Securities  |
| GNII JM 004311 M       | 2038-12-20      | 6.5000%  | 0.0000% | $81918.00          | $44.04             | Agency Mortgage-Backed Securities  |
| GNII JM 004364 M       | 2039-02-20      | 6.0000%  | 0.0000% | $16000.00          | $52.35             | Agency Mortgage-Backed Securities  |
| GNII JM 004515 M       | 2039-08-20      | 6.0000%  | 0.0000% | $14999.00          | $117.63            | Agency Mortgage-Backed Securities  |
| GNII SF 004661 M       | 2040-03-20      | 6.5000%  | 0.0000% | $100000.00         | $1942.44           | Agency Mortgage-Backed Securities  |
| GNII SP 781301 M       | 2031-06-20      | 6.0000%  | 0.0000% | $34821.00          | $73.08             | Agency Mortgage-Backed Securities  |
| GNMI SP 784713 X       | 2047-02-15      | 3.0000%  | 0.0000% | $824255.00         | $353542.79         | Agency Mortgage-Backed Securities  |
| GNII SF MA2678 M       | 2045-03-20      | 3.5000%  | 0.0000% | $9515648.00        | $726335.98         | Agency Mortgage-Backed Securities  |
| GNII SF MA4267 M       | 2034-09-20      | 6.0000%  | 0.0000% | $3900000.00        | $454463.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA4718 M       | 2047-09-20      | 3.0000%  | 0.0000% | $2000000.00        | $298920.42         | Agency Mortgage-Backed Securities  |
| GNII SF MA5024 M       | 2048-02-20      | 6.0000%  | 0.0000% | $359000.00         | $59968.50          | Agency Mortgage-Backed Securities  |
| GNII JM MA5127 M       | 2048-04-20      | 4.0000%  | 0.0000% | $558760.00         | $17287.85          | Agency Mortgage-Backed Securities  |
| GNII SF MA5533 M       | 2048-10-20      | 6.5000%  | 0.0000% | $19999.00          | $2481.21           | Agency Mortgage-Backed Securities  |
| GNII SF MA5715 M       | 2035-05-20      | 6.5000%  | 0.0000% | $39000.00          | $6529.98           | Agency Mortgage-Backed Securities  |
| GNII JM MA5753 M       | 2049-02-20      | 4.0000%  | 0.0000% | $1420682.00        | $47937.53          | Agency Mortgage-Backed Securities  |
| GNII SF MA5793 M       | 2034-03-20      | 4.5000%  | 0.0000% | $509974.00         | $116745.85         | Agency Mortgage-Backed Securities  |
| GNII SF MA7143 M       | 2051-01-20      | 6.0000%  | 0.0000% | $10000.00          | $2795.47           | Agency Mortgage-Backed Securities  |
| GNII JM MA7185 M       | 2051-02-20      | 2.5000%  | 0.0000% | $1746458.00        | $764147.97         | Agency Mortgage-Backed Securities  |
| GNII SF MA6480 M       | 2050-02-20      | 6.0000%  | 0.0000% | $1122000.00        | $155664.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA6632 M       | 2035-05-20      | 4.0000%  | 0.0000% | $116907.00         | $21893.77          | Agency Mortgage-Backed Securities  |

### Security 699: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7K7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19B7K7
- **C.18 - Value (incl. sponsor support):** $2592000000.00
- **C.18.a - Value (excl. sponsor support):** $2592000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $1027000.00        | $1004076.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $9929200.00        | $9707567.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $14250000.00       | $13931922.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $176800.00         | $174209.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $268000.00         | $264072.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $3728200.00        | $3673568.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $15670000.00       | $14502116.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $22036000.00       | $21445448.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $2001200.00        | $1939779.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $24821400.00       | $24084166.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $42728900.00       | $40069709.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $466400.00         | $460301.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $272800.00         | $267579.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $201584800.00      | $197726870.10      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $51500000.00       | $58692384.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $88068600.00       | $100368079.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $41900.00          | $38964.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $525400.00         | $511701.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $131300.00         | $122856.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $212900.00         | $206718.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $134900.00         | $130308.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $432000.00         | $417296.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $75000.00          | $72380.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $52915600.00       | $61368171.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $111664000.00      | $107846186.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $139300000.00      | $129480674.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $719000.00         | $691814.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $29398700.00       | $32674184.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $108173600.00      | $101023514.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $400000.00         | $398972.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $6105100.00        | $6156872.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $1308400.00        | $1311880.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $3300000.00        | $3308778.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $5300000.00        | $5334094.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $32950100.00       | $33162067.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $38000.00          | $39106.31          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $3521300.00        | $3620919.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $18311900.00       | $18829953.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $4036300.00        | $4106156.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-31      | 5.0000%  | 0.0000% | $5779100.00        | $5879119.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $9382300.00        | $9582590.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $123925600.00      | $126571125.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $28579000.00       | $29103533.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4100%  | 0.0000% | $56129900.00       | $56573391.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $108845400.00      | $113525843.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $19840300.00       | $20303691.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $898200.00         | $906232.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $285600.00         | $285611.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $3498300.00        | $3498439.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $17571000.00       | $18001921.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $756200.00         | $786143.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $25100.00          | $25458.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $34000.00          | $35487.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $1984300.00        | $2047738.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $26732000.00       | $27499030.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $12500000.00       | $12528414.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $129000.00         | $130209.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $528000.00         | $545840.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $90000.00          | $90811.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $130096000.00      | $131268314.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $59457600.00       | $48724358.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $85600.00          | $63823.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $248400.00         | $236511.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $126583000.00      | $99703954.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $131126800.00      | $103282909.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $29838100.00       | $18276638.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $164000000.00      | $139899060.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $16400000.00       | $14803853.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $161515000.00      | $148481942.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $28686000.00       | $27994058.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $16506400.00       | $16223741.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $434600.00         | $562648.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $2662000.00        | $2623471.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $668100.00         | $668424.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $1033100.00        | $1029403.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $197200.00         | $195648.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $10287000.00       | $10204727.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $7207600.00        | $6868336.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $400300.00         | $524637.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $28693700.00       | $28379217.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $4849500.00        | $4765545.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $34900.00          | $34712.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-14      | 0.0000%  | 0.0000% | $2273100.00        | $2260870.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-21      | 0.0000%  | 0.0000% | $10076800.00       | $10013820.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $32973000.00       | $32036237.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-08      | 0.0000%  | 0.0000% | $5900.00           | $5894.63           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-08      | 0.0000%  | 0.0000% | $119200.00         | $119091.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-22      | 0.0000%  | 0.0000% | $18352100.00       | $18305852.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $321500.00         | $316487.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | 0.0000% | $555900.00         | $550371.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $94600.00          | $97744.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $19794200.00       | $20915831.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $16593100.00       | $18139044.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $20508100.00       | $22418796.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $28851200.00       | $29910407.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $19200.00          | $20215.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $5067300.00        | $5335289.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $1436000.00        | $1305232.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $243538800.00      | $236660898.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1500000.00        | $1467679.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $12600.00          | $11678.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $5600.00           | $5726.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1780000.00        | $1820301.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $11271800.00       | $10171951.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $59200.00          | $48587.28          | U.S. Treasuries (including strips) |

### Security 700: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7M3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19B7M3
- **C.18 - Value (incl. sponsor support):** $4230000000.00
- **C.18.a - Value (excl. sponsor support):** $4230000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ1525 C     | 2055-04-20      | 6.0000%  | 0.0000% | $978060.00         | $1004287.81        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1572 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1967902.00        | $2020102.14        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1638 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3070000.00        | $3151997.00        | Agency Mortgage-Backed Securities         |
| GNII SF DJ1659 C     | 2055-04-20      | 6.0000%  | 0.0000% | $138159.00         | $143527.04         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3548 C     | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $27364077.55       | Agency Mortgage-Backed Securities         |
| GNII SF DJ4169 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1927372.00        | $1979077.63        | Agency Mortgage-Backed Securities         |
| GNII SF DJ5187 C     | 2055-03-20      | 6.5000%  | 0.0000% | $4490040.00        | $4682957.48        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6537 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4055608.00        | $4167669.64        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6869 C     | 2055-04-20      | 6.0000%  | 0.0000% | $171940.00         | $177953.20         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7752 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1046116.00        | $1080061.37        | Agency Mortgage-Backed Securities         |
| GNII SF DK2692 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2386172.00        | $2409116.37        | Agency Mortgage-Backed Securities         |
| GNII SF DK2696 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1275470.00        | $1313916.92        | Agency Mortgage-Backed Securities         |
| GNII SF MB0261 M     | 2055-02-20      | 6.5000%  | 0.0000% | $1399994.00        | $1436066.30        | Agency Mortgage-Backed Securities         |
| GNII SF DI0784 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1070692.00        | $1121073.84        | Agency Mortgage-Backed Securities         |
| GNII SF DI3590 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1909018.00        | $1961404.68        | Agency Mortgage-Backed Securities         |
| GNII SF DI2813 C     | 2055-03-20      | 6.0000%  | 0.0000% | $4575920.00        | $4693866.98        | Agency Mortgage-Backed Securities         |
| GNII SF DI3177 C     | 2055-03-20      | 6.0000%  | 0.0000% | $195273.00         | $200313.59         | Agency Mortgage-Backed Securities         |
| GNII SF DI6051 C     | 2055-04-20      | 6.0000%  | 0.0000% | $5490952.00        | $5611601.04        | Agency Mortgage-Backed Securities         |
| GNII SF DI6140 C     | 2055-04-20      | 6.0000%  | 0.0000% | $28154976.00       | $28843262.28       | Agency Mortgage-Backed Securities         |
| GNII SF DI6764 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1737734.00        | $1764333.29        | Agency Mortgage-Backed Securities         |
| GNII SF DI7890 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2001412.00        | $2054601.13        | Agency Mortgage-Backed Securities         |
| GNII SF DI8434 C     | 2055-04-20      | 6.0000%  | 0.0000% | $4462088.00        | $4580539.85        | Agency Mortgage-Backed Securities         |
| GNII SF AI6224 C     | 2034-05-20      | 4.0000%  | 0.0000% | $5540690.00        | $96601.82          | Agency Mortgage-Backed Securities         |
| GNII SF 003598 M     | 2034-08-20      | 6.0000%  | 0.0000% | $556985.00         | $6202.23           | Agency Mortgage-Backed Securities         |
| GNII JM 004259 M     | 2038-10-20      | 5.5000%  | 0.0000% | $21650000.00       | $28013.82          | Agency Mortgage-Backed Securities         |
| GNII JM 004633 M     | 2040-02-20      | 5.5000%  | 0.0000% | $2483728.00        | $63108.49          | Agency Mortgage-Backed Securities         |
| GNII SF 737608 C     | 2035-09-20      | 5.0000%  | 0.0000% | $3397436.00        | $152660.32         | Agency Mortgage-Backed Securities         |
| GNMI SF 738123 X     | 2041-03-15      | 4.0000%  | 0.0000% | $3170000.00        | $183564.15         | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X     | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $128747.71         | Agency Mortgage-Backed Securities         |
| GNMI SF 544305 X     | 2036-12-15      | 5.0000%  | 0.0000% | $200000.00         | $18103.58          | Agency Mortgage-Backed Securities         |
| GNII SF 565271 C     | 2041-08-20      | 5.0000%  | 0.0000% | $2486120.00        | $237961.74         | Agency Mortgage-Backed Securities         |
| GNII SP 781301 M     | 2031-06-20      | 6.0000%  | 0.0000% | $2881488.00        | $6047.65           | Agency Mortgage-Backed Securities         |
| GNMI SP 784745 X     | 2046-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $315234.84         | Agency Mortgage-Backed Securities         |
| GNII AP 786792 M     | 2053-01-20      | 2.5000%  | 0.0000% | $114972800.00      | $83478593.17       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U69903 G | 2044-05-01      | 3.5000%  | 0.0000% | $42844992.00       | $30371206.94       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q37702 G | 2045-12-01      | 3.5000%  | 0.0000% | $207674.00         | $23187.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA1341 | 2049-07-01      | 4.5000%  | 0.0000% | $6562528.00        | $655788.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC0277 | 2051-04-01      | 3.5000%  | 0.0000% | $1083634.00        | $585383.96         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC7285 | 2051-09-01      | 3.5000%  | 0.0000% | $1374926.00        | $854237.56         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF4135 | 2052-12-01      | 5.0000%  | 0.0000% | $8410704.00        | $7871224.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG9387 | 2053-08-01      | 6.0000%  | 0.0000% | $6299944.00        | $5478998.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH4306 | 2053-11-01      | 6.0000%  | 0.0000% | $6124256.00        | $5142331.39        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH7652 | 2054-01-01      | 7.0000%  | 0.0000% | $10630000.00       | $8958797.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1030 | 2054-07-01      | 6.0000%  | 0.0000% | $1111882.00        | $1081222.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA1877 | 2049-11-01      | 5.0000%  | 0.0000% | $1740000.00        | $397879.94         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3834 | 2050-10-01      | 3.5000%  | 0.0000% | $16941344.00       | $6472684.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA8029 | 2052-09-01      | 2.0000%  | 0.0000% | $2290672.00        | $1537391.84        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7925 | 2052-09-01      | 4.5000%  | 0.0000% | $94646016.00       | $73418641.74       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | 0.0000% | $2610000.00        | $2218135.14        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9988 | 2053-10-01      | 5.5000%  | 0.0000% | $57144192.00       | $49982970.03       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3JRE0008 | 2050-01-01      | 3.0000%  | 0.0000% | $16201440.00       | $7948567.82        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3VSF5026 | 2043-11-01      | 3.0000%  | 0.0000% | $15286048.00       | $12266237.84       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQI7899 | 2054-06-01      | 7.5000%  | 0.0000% | $1106556.00        | $1171020.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254694 | 2033-03-01      | 6.0000%  | 0.0000% | $38893632.00       | $170373.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI3365 | 2041-06-01      | 4.5000%  | 0.0000% | $2575000.00        | $65934.90          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX XLAL6050 | 2043-04-01      | 4.2420%  | 0.0000% | $2426588.00        | $1213529.74        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTAL6699 | 2035-05-01      | 2.5000%  | 0.0000% | $5000000.00        | $427074.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6896 | 2030-01-01      | 3.0000%  | 0.0000% | $58555712.00       | $4066854.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ0393 | 2042-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $380899.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR9653 | 2043-04-01      | 3.0000%  | 0.0000% | $34123.00          | $8757.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS0356 | 2043-09-01      | 4.0000%  | 0.0000% | $950000.00         | $128831.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS2048 | 2044-03-01      | 5.0000%  | 0.0000% | $706000.00         | $72005.11          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS6060 | 2030-10-01      | 3.0000%  | 0.0000% | $276195.00         | $23420.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6397 | 2045-12-01      | 3.5000%  | 0.0000% | $1050408.00        | $111999.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6528 | 2046-01-01      | 4.0000%  | 0.0000% | $644000.00         | $52261.54          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAU1628 | 2043-07-01      | 3.0000%  | 0.0000% | $1059000.00        | $176064.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV5855 | 2044-02-01      | 4.0000%  | 0.0000% | $5256272.00        | $708050.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAY5690 | 2030-03-01      | 3.5000%  | 0.0000% | $3853372.00        | $480314.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL693787 | 2033-03-01      | 6.0000%  | 0.0000% | $5671624.00        | $33823.33          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL702340 | 2033-05-01      | 5.0000%  | 0.0000% | $8047056.00        | $20706.58          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725703 | 2034-08-01      | 6.0000%  | 0.0000% | $64008400.00       | $481765.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745257 | 2036-01-01      | 6.0000%  | 0.0000% | $831000.00         | $10449.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL787578 | 2035-07-01      | 6.0000%  | 0.0000% | $663828.00         | $8097.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2587 | 2054-08-01      | 5.5000%  | 0.0000% | $503776.00         | $498758.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB3411 | 2054-05-01      | 6.5000%  | 0.0000% | $2017760.00        | $1824389.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9187 | 2054-08-01      | 5.5000%  | 0.0000% | $1957006.00        | $1954756.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9218 | 2054-08-01      | 5.5000%  | 0.0000% | $1000028.00        | $993914.13         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9496 | 2054-08-01      | 6.0000%  | 0.0000% | $1225104.00        | $1250101.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0871 | 2055-03-01      | 6.5000%  | 0.0000% | $1900274.00        | $1977159.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0594 | 2054-09-01      | 5.5000%  | 0.0000% | $6562304.00        | $6185306.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1893 | 2055-01-01      | 6.0000%  | 0.0000% | $3710816.00        | $3752520.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4399 | 2055-03-01      | 5.5000%  | 0.0000% | $500488.00         | $500338.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3822 | 2055-03-01      | 6.0000%  | 0.0000% | $1959134.00        | $2016120.30        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3823 | 2055-03-01      | 6.0000%  | 0.0000% | $1072416.00        | $1099611.40        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4036 | 2055-03-01      | 6.5000%  | 0.0000% | $6274952.00        | $6627444.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5649 | 2055-04-01      | 5.5000%  | 0.0000% | $21917408.00       | $21951253.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6366 | 2055-03-01      | 5.5000%  | 0.0000% | $6172250.00        | $6185232.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6693 | 2055-04-01      | 6.0000%  | 0.0000% | $7414600.00        | $7142628.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6735 | 2055-04-01      | 6.0000%  | 0.0000% | $1311242.00        | $1347469.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6737 | 2055-04-01      | 6.0000%  | 0.0000% | $2552928.00        | $2619961.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6738 | 2055-04-01      | 6.0000%  | 0.0000% | $689639.00         | $663634.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8130 | 2055-05-01      | 6.0000%  | 0.0000% | $8417632.00        | $8632451.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9114 | 2055-05-01      | 6.5000%  | 0.0000% | $12355968.00       | $12930619.54       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2817 | 2046-09-01      | 3.0000%  | 0.0000% | $2530000.00        | $574885.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0245 | 2051-06-01      | 4.0000%  | 0.0000% | $50173000.00       | $15621788.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 U4BF0360 | 2050-09-01      | 5.0000%  | 0.0000% | $27714400.00       | $8687738.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0464 | 2060-03-01      | 3.5000%  | 0.0000% | $1900000.00        | $869061.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK1964 | 2048-03-01      | 4.0000%  | 0.0000% | $146000.00         | $21716.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3745 | 2047-11-01      | 3.0000%  | 0.0000% | $1758000.00        | $524966.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTBM3972 | 2038-04-01      | 2.5000%  | 0.0000% | $1225000.00        | $266313.11         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U4BM7428 | 2055-02-01      | 3.0000%  | 0.0000% | $23342080.00       | $18152743.86       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBN8680 | 2049-05-01      | 3.0000%  | 0.0000% | $2193224.00        | $528686.48         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO2354 | 2049-11-01      | 3.5000%  | 0.0000% | $1323796.00        | $816587.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO8270 | 2049-11-01      | 3.5000%  | 0.0000% | $2233672.00        | $1121150.21        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBP0895 | 2050-01-01      | 4.5000%  | 0.0000% | $1332826.00        | $339756.40         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBP1923 | 2050-04-01      | 4.5000%  | 0.0000% | $2632464.00        | $1200194.31        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP5671 | 2035-06-01      | 2.0000%  | 0.0000% | $6629440.00        | $2598231.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBU0267 | 2051-09-01      | 2.5000%  | 0.0000% | $4394660.00        | $2349948.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4799 | 2054-07-01      | 6.0000%  | 0.0000% | $1211218.00        | $1230087.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1440 | 2055-02-01      | 6.5000%  | 0.0000% | $2500160.00        | $2594562.99        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV2971 | 2052-03-01      | 2.0000%  | 0.0000% | $2129980.00        | $1432589.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW6296 | 2052-08-01      | 4.5000%  | 0.0000% | $2955000.00        | $2091432.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916 | 2052-10-01      | 5.0000%  | 0.0000% | $1000000.00        | $748942.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7500 | 2054-03-01      | 5.0000%  | 0.0000% | $1132998.00        | $1039942.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7559 | 2054-07-01      | 6.0000%  | 0.0000% | $1815328.00        | $1848855.14        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $97000.00          | $7540.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2819 | 2048-12-01      | 5.0000%  | 0.0000% | $60196864.00       | $13616767.45       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4664 | 2048-10-01      | 4.0000%  | 0.0000% | $2216220.00        | $614023.15         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5522 | 2050-04-01      | 4.0000%  | 0.0000% | $1829000.00        | $512372.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA5595 | 2040-04-01      | 3.0000%  | 0.0000% | $2065000.00        | $940563.83         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTCA9029 | 2041-01-01      | 4.0000%  | 0.0000% | $1609594.00        | $579716.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTCA9601 | 2041-07-01      | 2.5000%  | 0.0000% | $2291336.00        | $1786867.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB1757 | 2036-09-01      | 2.5000%  | 0.0000% | $130383360.00      | $71233724.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $770039.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB4430 | 2052-08-01      | 6.0000%  | 0.0000% | $3109750.00        | $2629843.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTCB3937 | 2042-02-01      | 2.5000%  | 0.0000% | $5340780.00        | $3842473.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4565 | 2052-09-01      | 5.0000%  | 0.0000% | $2150000.00        | $1888233.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6426 | 2053-06-01      | 5.5000%  | 0.0000% | $58118848.00       | $49421414.26       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTCB7266 | 2043-10-01      | 7.0000%  | 0.0000% | $1070256.00        | $1034686.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7417 | 2053-11-01      | 6.0000%  | 0.0000% | $125087872.00      | $113130230.42      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9062 | 2054-08-01      | 6.0000%  | 0.0000% | $40775552.00       | $36819122.22       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9053 | 2044-08-01      | 6.5000%  | 0.0000% | $2329932.00        | $1977353.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9160 | 2054-09-01      | 6.0000%  | 0.0000% | $145939200.00      | $145577333.25      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0183 | 2047-04-01      | 4.5000%  | 0.0000% | $23580992.00       | $21796725.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1055 | 2053-08-01      | 6.0000%  | 0.0000% | $12053600.00       | $12020228.45       | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A78147 G | 2038-06-01      | 5.5000%  | 0.0000% | $6123392.00        | $33252.67          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  | 0.0000% | $7341000.00        | $989450.93         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08774 G | 2047-08-01      | 3.5000%  | 0.0000% | $3840000.00        | $423807.17         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $433518.00         | $34178.93          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01571 G | 2033-05-01      | 6.0000%  | 0.0000% | $4263560.00        | $22381.13          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A87973 G | 2039-08-01      | 4.5000%  | 0.0000% | $521262.00         | $7343.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1702 | 2034-04-01      | 5.0000%  | 0.0000% | $1417970.00        | $28181.31          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8004 | 2038-08-01      | 6.0000%  | 0.0000% | $2934230.00        | $28702.23          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7336 | 2038-04-01      | 5.0000%  | 0.0000% | $1054690.00        | $44650.10          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ0115 | 2040-06-01      | 5.5000%  | 0.0000% | $1643332.00        | $84704.16          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK6912 | 2029-06-01      | 2.5000%  | 0.0000% | $15364000.00       | $834286.44         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL5392 | 2043-04-01      | 4.0000%  | 0.0000% | $550000.00         | $119156.84         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5875 | 2048-03-01      | 3.5000%  | 0.0000% | $59891712.00       | $18582624.81       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM6956 | 2048-06-01      | 4.5000%  | 0.0000% | $1863250.00        | $413475.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3121 | 2034-02-01      | 3.5000%  | 0.0000% | $109000.00         | $9986.90           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65408 G | 2046-12-01      | 3.5000%  | 0.0000% | $4800000.00        | $526504.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0833 | 2034-11-01      | 6.0000%  | 0.0000% | $6789300.00        | $55059.45          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3690 | 2040-05-01      | 6.0000%  | 0.0000% | $534745.00         | $20152.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3762 | 2038-05-01      | 5.5000%  | 0.0000% | $380000.00         | $31652.14          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8606 | 2031-04-01      | 3.0000%  | 0.0000% | $500000.00         | $50813.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 ZLZT1242 | 2044-09-01      | 4.5000%  | 0.0000% | $3000000.00        | $224898.02         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0463 | 2036-01-01      | 2.5000%  | 0.0000% | $1600000.00        | $680199.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8089 | 2036-02-01      | 2.0000%  | 0.0000% | $44491776.00       | $21450997.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0374 | 2039-05-01      | 3.5000%  | 0.0000% | $2674328.00        | $1974034.86        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0895 | 2052-02-01      | 2.0000%  | 0.0000% | $2979216.00        | $1942255.69        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0592 | 2050-09-01      | 3.0000%  | 0.0000% | $1653144.00        | $884485.25         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $2343000.00        | $1842137.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2352 | 2052-11-01      | 4.5000%  | 0.0000% | $54683008.00       | $45541874.80       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3275 | 2053-07-01      | 5.5000%  | 0.0000% | $15808720.00       | $12997380.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5385 | 2054-02-01      | 6.0000%  | 0.0000% | $1300000.00        | $1112780.50        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4777 | 2054-01-01      | 7.0000%  | 0.0000% | $38813952.00       | $31314933.81       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5520 | 2054-05-01      | 6.0000%  | 0.0000% | $43861632.00       | $40044106.40       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5968 | 2054-07-01      | 6.0000%  | 0.0000% | $4913000.00        | $4514660.69        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD6365 | 2052-08-01      | 3.0000%  | 0.0000% | $77617024.00       | $63473798.99       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6367 | 2045-12-01      | 4.5000%  | 0.0000% | $55688320.00       | $51187341.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6521 | 2041-06-01      | 5.5000%  | 0.0000% | $8678640.00        | $8098098.26        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8079 | 2050-07-01      | 2.0000%  | 0.0000% | $4700000.00        | $1972441.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7221 | 2051-01-01      | 3.5000%  | 0.0000% | $33624128.00       | $29542105.01       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7514 | 2050-04-01      | 3.5000%  | 0.0000% | $1806000.00        | $485802.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8147 | 2051-05-01      | 2.5000%  | 0.0000% | $14460304.00       | $7989995.55        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $77151744.00       | $54347027.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8289 | 2053-01-01      | 5.5000%  | 0.0000% | $281628000.00      | $227241733.21      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $127014400.00      | $102719693.64      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $3625748.00        | $3098825.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3827 | 2053-08-01      | 6.5000%  | 0.0000% | $67044608.00       | $52171263.22       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U69040 G | 2045-05-01      | 4.0000%  | 0.0000% | $18537728.00       | $3118245.65        | Agency Mortgage-Backed Securities         |
| GNII SF 756319 C     | 2041-04-20      | 4.2500%  | 0.0000% | $600000.00         | $105940.60         | Agency Mortgage-Backed Securities         |
| GNMI SP 783237 X     | 2041-01-15      | 4.0000%  | 0.0000% | $546869.00         | $36398.46          | Agency Mortgage-Backed Securities         |
| GNMI SF 615281 X     | 2033-07-15      | 5.5000%  | 0.0000% | $6940392.00        | $188874.96         | Agency Mortgage-Backed Securities         |
| GNMI SF 644862 X     | 2035-06-15      | 5.5000%  | 0.0000% | $355502.00         | $5266.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 658258 X     | 2037-01-15      | 6.0000%  | 0.0000% | $1266596.00        | $5907.05           | Agency Mortgage-Backed Securities         |
| GNMI SF 678647 X     | 2039-11-15      | 4.0000%  | 0.0000% | $634989.00         | $122339.55         | Agency Mortgage-Backed Securities         |
| GNMI SF 697851 X     | 2039-02-15      | 5.0000%  | 0.0000% | $2406690.00        | $12995.60          | Agency Mortgage-Backed Securities         |
| GNMI SF 697974 X     | 2040-06-15      | 5.0000%  | 0.0000% | $13669696.00       | $255148.27         | Agency Mortgage-Backed Securities         |
| GNMI SF 711067 X     | 2040-01-15      | 5.0000%  | 0.0000% | $5001752.00        | $215799.17         | Agency Mortgage-Backed Securities         |
| GNMI SF 711232 X     | 2040-03-15      | 5.0000%  | 0.0000% | $850000.00         | $57295.16          | Agency Mortgage-Backed Securities         |
| GNMI SF 711598 X     | 2041-10-15      | 4.0000%  | 0.0000% | $25000.00          | $8279.98           | Agency Mortgage-Backed Securities         |
| GNRM 2014-108 PA     | 2039-12-20      | 2.6250%  | 0.0000% | $4075000.00        | $221133.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-35 AB      | 2049-05-16      | 2.2000%  | 0.0000% | $30405000.00       | $9031302.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 AN     | 2059-09-16      | 3.2000%  | 0.0000% | $21000000.00       | $3872446.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BD      | 2057-09-16      | 2.7500%  | 0.0000% | $485032.00         | $303862.99         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-42 DB      | 2058-09-16      | 3.2500%  | 0.0000% | $2696904.00        | $2054213.05        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-080 AK     | 2062-05-16      | 1.8000%  | 0.0000% | $26960000.00       | $10468227.71       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-174 A      | 2063-01-16      | 1.2500%  | 0.0000% | $17000000.00       | $6943428.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-115 AE     | 2048-09-16      | 2.0000%  | 0.0000% | $74462464.00       | $60501149.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-156 KA     | 2064-09-16      | 2.9702%  | 0.0000% | $54488768.00       | $47366592.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 DA     | 2064-11-16      | 4.0000%  | 0.0000% | $128675584.00      | $115891035.25      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-169 E      | 2064-11-16      | 3.5000%  | 0.0000% | $4113048.00        | $2841513.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-090 QA     | 2047-11-20      | 3.5000%  | 0.0000% | $18293792.00       | $10463075.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FH     | 2054-09-20      | 5.3219%  | 0.0000% | $100000000.00      | $87652306.61       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-022 A      | 2052-09-20      | 5.0000%  | 0.0000% | $9706960.00        | $9316613.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 BF     | 2055-03-20      | 5.2019%  | 0.0000% | $44761520.00       | $42965317.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-079 FB     | 2055-05-20      | 5.7819%  | 0.0000% | $36399700.00       | $36508699.35       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFA1887 | 2051-08-01      | 3.0000%  | 0.0000% | $22443776.00       | $20038154.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2002 | 2053-08-01      | 5.5000%  | 0.0000% | $211759360.00      | $212677242.80      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2035 | 2054-11-01      | 6.0000%  | 0.0000% | $205338624.00      | $211456962.02      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $3742000.00        | $851165.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1609 | 2049-09-01      | 3.5000%  | 0.0000% | $4482360.00        | $1393582.00        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1819 | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $4131458.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2986 | 2045-04-01      | 4.0000%  | 0.0000% | $40027584.00       | $10713487.02       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3093 | 2048-11-01      | 4.0000%  | 0.0000% | $615000.00         | $89955.48          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3606 | 2039-12-01      | 4.5000%  | 0.0000% | $8015152.00        | $1425028.98        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6073 | 2047-04-01      | 4.0000%  | 0.0000% | $2034000.00        | $873185.81         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7426 | 2036-06-01      | 2.0000%  | 0.0000% | $80945500.00       | $46364292.90       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8210 | 2050-04-01      | 3.0000%  | 0.0000% | $1486000.00        | $746346.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8373 | 2036-08-01      | 2.0000%  | 0.0000% | $474737.00         | $234190.05         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | 0.0000% | $500000.00         | $300653.36         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1671 | 2052-05-01      | 4.0000%  | 0.0000% | $4500000.00        | $3142735.87        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1267 | 2052-04-01      | 4.0000%  | 0.0000% | $225047.00         | $152006.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1625 | 2052-04-01      | 2.5000%  | 0.0000% | $5100000.00        | $3416940.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1910 | 2044-01-01      | 3.5000%  | 0.0000% | $1035186.00        | $675336.02         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $4069016.00        | $2800257.81        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3672 | 2053-02-01      | 5.5000%  | 0.0000% | $1300000.00        | $1101945.84        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6258 | 2034-01-01      | 4.5000%  | 0.0000% | $7271032.00        | $4848365.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5780 | 2053-08-01      | 5.5000%  | 0.0000% | $24000000.00       | $19040652.38       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS7544 | 2054-03-01      | 4.5000%  | 0.0000% | $2155084.00        | $1833874.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8964 | 2054-09-01      | 5.5000%  | 0.0000% | $86124928.00       | $82073230.49       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8290 | 2053-09-01      | 5.5000%  | 0.0000% | $11530000.00       | $10518568.50       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063 | 2054-08-01      | 5.0000%  | 0.0000% | $16498688.00       | $15569474.39       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9070 | 2046-09-01      | 3.5000%  | 0.0000% | $21108224.00       | $18375403.36       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $5121536.00        | $4632202.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0081 | 2055-03-01      | 5.0000%  | 0.0000% | $7904496.00        | $7806297.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0377 | 2055-05-01      | 5.5000%  | 0.0000% | $83356160.00       | $83714567.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL933861 | 2038-05-01      | 5.5000%  | 0.0000% | $999900.00         | $12029.04          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ943483 | 2047-08-01      | 6.5000%  | 0.0000% | $7129944.00        | $74381.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT995700 | 2027-03-01      | 6.5000%  | 0.0000% | $5836768.00        | $14415.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1343 | 2040-08-01      | 4.5000%  | 0.0000% | $4831072.00        | $293241.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKAB5244 | 2042-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $16881.53          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB6940 | 2042-11-01      | 4.0000%  | 0.0000% | $20795280.00       | $2369639.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB7497 | 2043-01-01      | 3.0000%  | 0.0000% | $100000.00         | $19193.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAC0574 | 2039-11-01      | 5.5000%  | 0.0000% | $1296346.00        | $154400.31         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $175000.00         | $34859.98          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1291 | 2042-12-01      | 4.0000%  | 0.0000% | $757700.00         | $100014.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CQMA1379 | 2043-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $518462.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA2596 | 2031-04-01      | 3.0000%  | 0.0000% | $583000.00         | $78602.14          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $1810000.00        | $182182.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3313 | 2033-03-01      | 3.5000%  | 0.0000% | $321160.00         | $37077.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3438 | 2033-08-01      | 3.5000%  | 0.0000% | $195000.00         | $15475.73          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4334 | 2041-05-01      | 2.5000%  | 0.0000% | $3625000.00        | $2213252.52        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $53489600.00       | $32981477.33       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $9431184.00        | $8190754.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5679 | 2045-04-01      | 5.5000%  | 0.0000% | $43695232.00       | $43427775.74       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $15310656.00       | $15529030.66       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5734 | 2055-06-01      | 5.0000%  | 0.0000% | $728673.00         | $713467.74         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD7898 | 2040-07-01      | 4.5000%  | 0.0000% | $2419820.00        | $122996.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD9601 | 2040-08-01      | 4.5000%  | 0.0000% | $475000.00         | $36824.82          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $20000000.00       | $451722.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0441 | 2040-05-01      | 6.5000%  | 0.0000% | $725009.00         | $29446.13          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5380 | 2055-02-01      | 6.0000%  | 0.0000% | $693737.00         | $710802.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8505 | 2055-03-01      | 6.5000%  | 0.0000% | $31652224.00       | $29447246.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9546 | 2055-04-01      | 5.5000%  | 0.0000% | $5684864.00        | $5688091.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1726 | 2055-04-01      | 6.0000%  | 0.0000% | $2786688.00        | $2871340.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4015 | 2055-05-01      | 6.5000%  | 0.0000% | $1106576.00        | $1163106.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4621 | 2055-05-01      | 6.5000%  | 0.0000% | $1065812.00        | $1115436.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6539 | 2055-06-01      | 6.0000%  | 0.0000% | $1272530.00        | $1306996.90        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4852 | 2042-04-01      | 4.5000%  | 0.0000% | $9270816.00        | $8667063.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA6414 M     | 2049-12-20      | 5.5000%  | 0.0000% | $215000.00         | $25833.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M     | 2050-04-20      | 3.0000%  | 0.0000% | $262061.00         | $57318.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $15062288.00       | $3732258.53        | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $8000.00           | $5557.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA7315 M     | 2051-04-20      | 4.0000%  | 0.0000% | $89095040.00       | $35947903.40       | Agency Mortgage-Backed Securities         |
| GNII SF MA7647 M     | 2051-10-20      | 1.5000%  | 0.0000% | $51037440.00       | $30254709.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA7771 M     | 2051-12-20      | 4.5000%  | 0.0000% | $700000.00         | $426189.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M     | 2052-07-20      | 3.5000%  | 0.0000% | $299564032.00      | $218170417.08      | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M     | 2052-10-20      | 5.0000%  | 0.0000% | $269213.00         | $210022.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $100000000.00      | $75973652.92       | Agency Mortgage-Backed Securities         |
| GNII SF MA9776 M     | 2054-06-20      | 4.0000%  | 0.0000% | $41766016.00       | $37433675.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $20000000.00       | $13884461.31       | Agency Mortgage-Backed Securities         |
| GNII SF MA9169 M     | 2053-06-20      | 4.5000%  | 0.0000% | $5434776.00        | $4804384.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $9301520.00        | $6474556.22        | Agency Mortgage-Backed Securities         |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $115415680.00      | $103496094.44      | Agency Mortgage-Backed Securities         |
| GNII SF MA9724 M     | 2054-06-20      | 5.0000%  | 0.0000% | $70550.00          | $66798.41          | Agency Mortgage-Backed Securities         |
| GNII SF BB9817 C     | 2047-08-20      | 4.0000%  | 0.0000% | $25000.00          | $6761.18           | Agency Mortgage-Backed Securities         |
| GNII SF BD4260 C     | 2047-10-20      | 4.0000%  | 0.0000% | $7722980.00        | $2416559.10        | Agency Mortgage-Backed Securities         |
| GNMI SF BE0204 X     | 2048-01-15      | 4.0000%  | 0.0000% | $50000.00          | $22983.37          | Agency Mortgage-Backed Securities         |
| GNPL PN CO3156       | 2057-07-15      | 2.9500%  | 0.0000% | $18130300.00       | $15471035.67       | Agency Mortgage-Backed Securities         |
| GNPL PN CO3172       | 2057-08-15      | 3.7300%  | 0.0000% | $4835064.00        | $4360070.47        | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458       | 2064-06-15      | 3.7800%  | 0.0000% | $2884796.00        | $2609292.93        | Agency Mortgage-Backed Securities         |
| GNMI SF CO6237 X     | 2052-06-15      | 4.5000%  | 0.0000% | $3073184.00        | $2279476.36        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $4977072.00        | $5077006.33        | Agency Mortgage-Backed Securities         |
| GNII SF BF4937 C     | 2048-06-20      | 5.0000%  | 0.0000% | $1459000.00        | $403525.40         | Agency Mortgage-Backed Securities         |
| GNPL PN BN6676       | 2064-09-15      | 3.0700%  | 0.0000% | $41297152.00       | $35625153.05       | Agency Mortgage-Backed Securities         |
| GNPL PN CE1130       | 2063-11-15      | 2.9800%  | 0.0000% | $331283.00         | $272281.40         | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1401       | 2057-09-15      | 3.9800%  | 0.0000% | $8392900.00        | $7752173.55        | Agency Mortgage-Backed Securities         |
| GNHA RM CK9658 H     | 2072-01-20      | 5.8130%  | 0.0000% | $26310784.00       | $28418119.32       | Agency Mortgage-Backed Securities         |
| GNPL PN CL2721       | 2057-08-15      | 3.7000%  | 0.0000% | $3129060.00        | $2820366.92        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4390       | 2057-08-15      | 3.6400%  | 0.0000% | $10500000.00       | $9472076.21        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8623       | 2057-06-15      | 2.9200%  | 0.0000% | $5825272.00        | $4960318.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA9903 M     | 2054-08-20      | 4.0000%  | 0.0000% | $248373248.00      | $226308847.58      | Agency Mortgage-Backed Securities         |
| GNMI SF AE8170 X     | 2044-02-15      | 4.0000%  | 0.0000% | $7000000.00        | $893256.73         | Agency Mortgage-Backed Securities         |
| GNMI SF AE8309 X     | 2044-04-15      | 4.0000%  | 0.0000% | $27032000.00       | $1669211.24        | Agency Mortgage-Backed Securities         |
| GNPL PN AG8330       | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5071524.96        | Agency Mortgage-Backed Securities         |
| GNII SF CY8002 C     | 2054-03-20      | 5.0000%  | 0.0000% | $1174170.00        | $1136992.92        | Agency Mortgage-Backed Securities         |
| GNII SF DD8678 C     | 2054-09-20      | 5.0000%  | 0.0000% | $2260128.00        | $2217697.49        | Agency Mortgage-Backed Securities         |
| GNII SF DF4903 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1384896.00        | $1437135.09        | Agency Mortgage-Backed Securities         |
| GNII SF DF9465 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1141676.00        | $1125668.65        | Agency Mortgage-Backed Securities         |
| GNII SF DG3516 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1161730.00        | $1205470.01        | Agency Mortgage-Backed Securities         |
| GNII SF DG7483 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1148974.00        | $1186866.93        | Agency Mortgage-Backed Securities         |
| GNII SF DG7471 C     | 2055-05-20      | 6.0000%  | 0.0000% | $4405584.00        | $4539191.18        | Agency Mortgage-Backed Securities         |
| GNII SF DH0102 C     | 2054-12-20      | 6.0000%  | 0.0000% | $14909440.00       | $15053048.90       | Agency Mortgage-Backed Securities         |
| GNII SF DH5490 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1237864.00        | $1272752.89        | Agency Mortgage-Backed Securities         |
| GNII SF DH7687 C     | 2055-02-20      | 6.5000%  | 0.0000% | $2908260.00        | $3034487.99        | Agency Mortgage-Backed Securities         |
| GNII SF DH8435 C     | 2055-03-20      | 6.0000%  | 0.0000% | $8245696.00        | $8463585.20        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90887 G | 2043-02-01      | 3.5000%  | 0.0000% | $20949632.00       | $3328956.94        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90690 G | 2042-06-01      | 3.5000%  | 0.0000% | $5460000.00        | $680417.12         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U95033 G | 2042-09-01      | 3.5000%  | 0.0000% | $1130000.00        | $106500.19         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51244 G | 2036-06-01      | 3.5000%  | 0.0000% | $2231252.00        | $950435.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3071 | 2054-12-01      | 5.5000%  | 0.0000% | $41010368.00       | $40119075.95       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4391 | 2055-06-01      | 6.0000%  | 0.0000% | $67355904.00       | $70058177.94       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013 | 2055-06-01      | 5.5000%  | 0.0000% | $39740480.00       | $39685002.48       | Agency Mortgage-Backed Securities         |
| GNMI SF AB2892 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1875256.00        | $150782.39         | Agency Mortgage-Backed Securities         |
| GNII SF MA1676 M     | 2044-02-20      | 3.0000%  | 0.0000% | $157000.00         | $22842.14          | Agency Mortgage-Backed Securities         |
| GNII SF MA0909 M     | 2028-04-20      | 3.0000%  | 0.0000% | $190000.00         | $5673.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $150000000.00      | $14789789.52       | Agency Mortgage-Backed Securities         |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $71001.00          | $7947.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $3553000.00        | $460162.91         | Agency Mortgage-Backed Securities         |
| GNII SF MA3104 M     | 2045-08-20      | 3.0000%  | 0.0000% | $662965.00         | $82839.55          | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M     | 2045-11-20      | 3.0000%  | 0.0000% | $350791.00         | $41860.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $1943016.00        | $221938.07         | Agency Mortgage-Backed Securities         |
| GNII JM MA3793 M     | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $3041241.72        | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $134017.00         | $13525.88          | Agency Mortgage-Backed Securities         |
| GNII JM MA5321 M     | 2048-06-20      | 4.5000%  | 0.0000% | $3099632.00        | $143217.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $16525000.00       | $1378541.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA5987 M     | 2049-06-20      | 4.5000%  | 0.0000% | $1632332.00        | $179003.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $292003.00         | $40502.16          | Agency Mortgage-Backed Securities         |

### Security 701: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7N1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19B7N1
- **C.18 - Value (incl. sponsor support):** $348000000.00
- **C.18.a - Value (excl. sponsor support):** $348000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $4786000.00        | $5218536.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $76815200.00       | $79189865.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $99613800.00       | $100212369.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $22000000.00       | $21862698.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $20932800.00       | $21398734.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $6333400.00        | $6263935.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $58334700.00       | $58434806.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $11796400.00       | $11837666.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $941000.00         | $963354.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-25      | 0.0000%  | 0.0000% | $331800.00         | $328467.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $2334700.00        | $3644793.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $3495000.00        | $3587673.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $200.00            | $185.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $646000.00         | $533737.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $267400.00         | $263949.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $200.00            | $200.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $8520000.00        | $10258181.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $1000000.00        | $1345582.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 0.3750%  | 0.0000% | $2916800.00        | $3947588.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $11693600.00       | $13730653.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $2641700.00        | $2565309.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $197000.00         | $188711.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $6800000.00        | $6668297.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 4.3650%  | 0.0000% | $572400.00         | $576704.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $49800.00          | $49582.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $500000.00         | $491401.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $1160000.00        | $1136398.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-03      | 0.0000%  | 0.0000% | $148200.00         | $148166.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $105000.00         | $104721.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $7900.00           | $7827.00           | U.S. Treasuries (including strips) |

### Security 702: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7O9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7O9
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae           | 2041-12-25      | 4.8797%  | 0.0000% | $239882000.00      | $23893752.98       | Agency Collateralized Mortgage Obligation |
| FNRM RC014KD R14F014 | 2033-01-25      | 3.0000%  | 0.0000% | $849971.00         | $14045.34          | Agency Collateralized Mortgage Obligation |
| MNRA RC003AV1 R20M00 | 2026-12-25      | 1.7250%  | 0.0000% | $131578624.00      | $63486258.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2006-17 AF      | 2036-04-20      | 4.5321%  | 0.0000% | $349830925.00      | $9066.27           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF     | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $103768566.67      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 BY     | 2051-05-20      | 4.5000%  | 0.0000% | $131071000.00      | $128581175.28      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 HA     | 2049-03-20      | 3.0000%  | 0.0000% | $103979264.00      | $96235165.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-059 AT     | 2054-04-20      | 0.1250%  | 0.0000% | $200000000.00      | $130057856.84      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 NB     | 2051-07-20      | 4.5000%  | 0.0000% | $74923000.00       | $73299690.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE     | 2050-05-20      | 4.5000%  | 0.0000% | $66757248.00       | $65450962.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG     | 2055-04-20      | 6.0000%  | 0.0000% | $100000000.00      | $99914894.95       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 TQ     | 2055-05-20      | 5.0000%  | 0.0000% | $56105984.00       | $54738566.35       | Agency Collateralized Mortgage Obligation |

### Security 703: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7P6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19B7P6
- **C.18 - Value (incl. sponsor support):** $420000000.00
- **C.18.a - Value (excl. sponsor support):** $420000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $9846700.00        | $9652461.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $110000700.00      | $107895506.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $111658800.00      | $108747654.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $115380500.00      | $98975885.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $99249400.00       | $103180766.40      | U.S. Treasuries (including strips) |

### Security 704: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7R2, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19B7R2
- **C.18 - Value (incl. sponsor support):** $2119000000.00
- **C.18.a - Value (excl. sponsor support):** $2119000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZL4244     | 2042-11-01      | 3.5000%  | 0.0000% | $3000000.00        | $430275.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4607     | 2045-11-01      | 3.5000%  | 0.0000% | $7000000.00        | $1240130.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1051     | 2052-07-01      | 4.0000%  | 0.0000% | $9397977.00        | $7209228.28        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3478     | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $745.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4762     | 2054-02-01      | 6.0000%  | 0.0000% | $55000.00          | $46899.48          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4982     | 2054-01-01      | 7.0000%  | 0.0000% | $364193.00         | $291238.17         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6401     | 2054-09-01      | 6.0000%  | 0.0000% | $10240960.00       | $9287152.31        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8273     | 2052-11-01      | 3.5000%  | 0.0000% | $459000.00         | $361308.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342     | 2053-07-01      | 5.5000%  | 0.0000% | $8550884.00        | $7287267.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8384     | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1564.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $679000.00         | $623084.52         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431     | 2054-05-01      | 5.5000%  | 0.0000% | $8863488.00        | $7857626.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438     | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1789.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438     | 2054-06-01      | 5.5000%  | 0.0000% | $59490879.00       | $53214852.25       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462     | 2054-09-01      | 5.5000%  | 0.0000% | $200762514.00      | $186665204.31      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $53729915.00       | $49973530.70       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474     | 2054-11-01      | 5.0000%  | 0.0000% | $264693530.00      | $248622098.95      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8515     | 2055-03-01      | 5.5000%  | 0.0000% | $53032225.00       | $51721337.16       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8489     | 2054-12-01      | 4.5000%  | 0.0000% | $42018047.00       | $39328247.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493     | 2054-12-01      | 5.5000%  | 0.0000% | $2801999.00        | $2663852.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494     | 2055-01-01      | 5.5000%  | 0.0000% | $8069614.00        | $7750704.58        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8507     | 2055-02-01      | 6.0000%  | 0.0000% | $23606766.00       | $22766149.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525     | 2055-04-01      | 6.0000%  | 0.0000% | $2364624.00        | $2337893.43        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8531     | 2055-05-01      | 4.5000%  | 0.0000% | $16897618.00       | $16005908.25       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632     | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $747.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3652     | 2053-08-01      | 6.0000%  | 0.0000% | $4961085.00        | $4076391.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4348     | 2053-12-01      | 6.5000%  | 0.0000% | $1021.00           | $827.60            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB5949     | 2050-11-01      | 2.0000%  | 0.0000% | $2020520.00        | $1290294.43        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8972     | 2051-02-01      | 2.0000%  | 0.0000% | $757366.00         | $457487.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0693     | 2052-09-01      | 5.5000%  | 0.0000% | $1072775.00        | $572581.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8207     | 2053-08-01      | 5.5000%  | 0.0000% | $2233171.00        | $2028164.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4561     | 2054-09-01      | 5.5000%  | 0.0000% | $1088701.00        | $1006702.29        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189     | 2052-04-01      | 3.5000%  | 0.0000% | $1210816.00        | $893367.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8550     | 2053-02-01      | 5.5000%  | 0.0000% | $75000000.00       | $63069376.73       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9374     | 2054-07-01      | 7.0000%  | 0.0000% | $1163063.00        | $1149242.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4077     | 2041-10-01      | 4.0000%  | 0.0000% | $3730.00           | $260.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAK9325     | 2032-04-01      | 4.0000%  | 0.0000% | $441734.00         | $44528.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7980     | 2054-10-01      | 5.5000%  | 0.0000% | $1051249.00        | $824467.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2675     | 2055-05-01      | 6.0000%  | 0.0000% | $14374755.00       | $14668009.95       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2984     | 2054-10-01      | 6.0000%  | 0.0000% | $1003079.00        | $1030605.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3025     | 2054-10-01      | 5.5000%  | 0.0000% | $1303230.00        | $1313865.64        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3382     | 2054-10-01      | 5.5000%  | 0.0000% | $1076876.00        | $1084224.61        | Agency Mortgage-Backed Securities         |
| GNRA 2024-019 MF         | 2054-02-20      | 5.3019%  | 0.0000% | $5479056.00        | $4675475.36        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2046-05-15      | 2.5000%  | 0.0000% | $19563300.00       | $13505778.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2048-02-15      | 3.0000%  | 0.0000% | $36784000.00       | $27625734.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2042-05-15      | 3.2500%  | 0.0000% | $96173600.00       | $79642656.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2025-07-15      | 0.3750%  | 0.0000% | $5746900.00        | $7777837.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-05-31      | 2.6250%  | 0.0000% | $3455700.00        | $3390392.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-05-31      | 4.6250%  | 0.0000% | $1642900.00        | $1709649.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $14993000.00       | $14828556.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-10-15      | 1.6250%  | 0.0000% | $25000000.00       | $25866066.38       | U.S. Treasuries (including strips)        |
| Freddie Mac              | 2026-07-22      | 4.5400%  | 0.0000% | $5105000.00        | $5148725.74        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2025-09-04      | 0.0000%  | 0.0000% | $16000000.00       | $15878320.00       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2026-12-11      | 4.0000%  | 0.0000% | $10800000.00       | $10828621.20       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2030-06-17      | 4.0000%  | 0.0000% | $15000000.00       | $15094296.67       | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2054-02-25      | 5.2052%  | 0.0000% | $1465027.00        | $1371916.51        | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $1000.00           | $897.66            | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-05-25      | 5.3052%  | 0.0000% | $3648563.00        | $3592095.80        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2050-04-25      | 6.0000%  | 0.0000% | $2124504.00        | $1569224.15        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-08-25      | 5.2052%  | 0.0000% | $76803345.00       | $65030448.33       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2049-12-25      | 5.5000%  | 0.0000% | $4561310.00        | $4123664.83        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 EC         | 2051-04-20      | 1.5000%  | 0.0000% | $1770346.00        | $1075096.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 P          | 2051-06-20      | 2.0000%  | 0.0000% | $26000000.00       | $16597894.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 FA         | 2054-02-20      | 5.3519%  | 0.0000% | $50861500.00       | $41214292.09       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA5552     | 2054-12-01      | 5.0000%  | 0.0000% | $2950000.00        | $2794442.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5654     | 2035-02-01      | 5.0000%  | 0.0000% | $148677.00         | $135121.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646     | 2055-03-01      | 5.5000%  | 0.0000% | $2064752.00        | $2010619.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5732     | 2055-06-01      | 4.0000%  | 0.0000% | $241634.00         | $224470.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760     | 2055-06-01      | 5.5000%  | 0.0000% | $1439652.00        | $1444225.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5762     | 2055-06-01      | 6.5000%  | 0.0000% | $989151.00         | $1026415.40        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3173     | 2055-05-01      | 5.5000%  | 0.0000% | $8288758.00        | $8346590.99        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7139     | 2055-06-01      | 7.0000%  | 0.0000% | $1039621.00        | $1106009.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7362     | 2055-07-01      | 5.5000%  | 0.0000% | $2870620.00        | $2882497.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7540     | 2055-07-01      | 5.5000%  | 0.0000% | $13307150.00       | $13349420.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0019     | 2055-01-01      | 5.5000%  | 0.0000% | $79834768.00       | $78421888.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1028     | 2055-04-01      | 6.0000%  | 0.0000% | $52066.00          | $51827.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627     | 2054-10-01      | 6.5000%  | 0.0000% | $11172053.00       | $10444908.95       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2232     | 2054-08-01      | 7.0000%  | 0.0000% | $394270.00         | $371817.08         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3159     | 2054-12-01      | 6.0000%  | 0.0000% | $57885000.00       | $56694210.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-06-01      | 6.0000%  | 0.0000% | $20921555.00       | $21353654.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRQ0029     | 2055-06-01      | 6.5000%  | 0.0000% | $10403778.00       | $10795720.68       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRQ0010     | 2055-06-01      | 4.0000%  | 0.0000% | $255758.00         | $237599.39         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0001     | 2040-06-01      | 4.5000%  | 0.0000% | $274177.00         | $270912.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0009     | 2040-06-01      | 5.0000%  | 0.0000% | $605933.00         | $612175.79         | Agency Mortgage-Backed Securities         |
| GNII JM MA5388 M         | 2048-07-20      | 4.0000%  | 0.0000% | $4179.00           | $113.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $11164875.00       | $5129032.41        | Agency Mortgage-Backed Securities         |
| GNII SF MA6339 M         | 2049-12-20      | 3.5000%  | 0.0000% | $39631358.00       | $5216005.13        | Agency Mortgage-Backed Securities         |
| GNII SF MA8878 M         | 2053-05-20      | 5.0000%  | 0.0000% | $82671142.00       | $70021979.79       | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M         | 2054-01-20      | 5.5000%  | 0.0000% | $26172634.00       | $22208064.08       | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M         | 2055-02-20      | 5.5000%  | 0.0000% | $1539183.00        | $1527396.67        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M         | 2055-04-20      | 5.5000%  | 0.0000% | $257563.00         | $257519.81         | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M         | 2055-05-20      | 5.5000%  | 0.0000% | $15460531.00       | $15505318.21       | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $111879669.00      | $112457030.30      | Agency Mortgage-Backed Securities         |
| GNII SF MB0426 M         | 2055-05-20      | 6.5000%  | 0.0000% | $22981191.00       | $23750741.71       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1148     | 2055-02-01      | 6.0000%  | 0.0000% | $5831708.00        | $5947826.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD4919     | 2055-04-01      | 5.0000%  | 0.0000% | $677102.00         | $667013.02         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5004     | 2055-05-01      | 5.0000%  | 0.0000% | $10275664.00       | $10018393.18       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7232     | 2055-05-01      | 6.0000%  | 0.0000% | $9368027.00        | $9562754.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8354     | 2055-05-01      | 6.0000%  | 0.0000% | $19513350.00       | $19594233.51       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1283     | 2055-06-01      | 6.0000%  | 0.0000% | $241939.00         | $249312.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1520     | 2055-06-01      | 6.0000%  | 0.0000% | $7871039.00        | $8034837.94        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3268     | 2055-06-01      | 7.0000%  | 0.0000% | $1485024.00        | $1575913.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $2534.00           | $838.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO9446     | 2053-07-01      | 5.5000%  | 0.0000% | $1126837.00        | $836971.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT5096     | 2051-06-01      | 3.0000%  | 0.0000% | $162215.00         | $94841.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5635     | 2055-02-01      | 5.5000%  | 0.0000% | $16701855.00       | $16675346.48       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBW0516     | 2037-05-01      | 2.5000%  | 0.0000% | $34386.00          | $24353.81          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBW4934     | 2053-05-01      | 5.4820%  | 0.0000% | $1263.00           | $1026.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7367     | 2052-10-01      | 5.0000%  | 0.0000% | $1239906.00        | $872872.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0851     | 2047-12-01      | 3.5000%  | 0.0000% | $75045930.00       | $21074866.56       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0500     | 2051-05-01      | 2.0000%  | 0.0000% | $27705.00          | $17541.39          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4388     | 2052-08-01      | 4.5000%  | 0.0000% | $95549643.00       | $71938058.82       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6046     | 2053-04-01      | 4.5000%  | 0.0000% | $41668225.00       | $34730577.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6733     | 2053-07-01      | 5.0000%  | 0.0000% | $9094236.00        | $7739463.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8658     | 2054-06-01      | 4.5000%  | 0.0000% | $20000000.00       | $18771777.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8712     | 2054-06-01      | 6.0000%  | 0.0000% | $56816566.00       | $51779830.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9058     | 2054-08-01      | 5.0000%  | 0.0000% | $34850558.00       | $33237439.99       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0287     | 2054-12-01      | 6.0000%  | 0.0000% | $13138138.00       | $12543809.60       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0668     | 2050-08-01      | 3.5000%  | 0.0000% | $17610100.00       | $15905154.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1005     | 2055-03-01      | 5.5000%  | 0.0000% | $6753801.00        | $6638514.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364     | 2055-04-01      | 4.5000%  | 0.0000% | $10386280.00       | $9860302.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3588     | 2050-06-01      | 3.5000%  | 0.0000% | $4000000.00        | $1239299.63        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5410     | 2050-12-01      | 2.0000%  | 0.0000% | $6548191.00        | $4000781.72        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7411     | 2051-05-01      | 2.0000%  | 0.0000% | $371807.00         | $237340.87         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691     | 2053-01-01      | 6.0000%  | 0.0000% | $86524000.00       | $69329895.94       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4347     | 2051-12-01      | 4.0000%  | 0.0000% | $826363.00         | $620531.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4697     | 2053-05-01      | 5.0000%  | 0.0000% | $48327973.00       | $41021721.25       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4731     | 2053-02-01      | 6.5000%  | 0.0000% | $16396899.00       | $12794411.14       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4832     | 2053-05-01      | 5.0000%  | 0.0000% | $29141588.00       | $23986095.56       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6474     | 2051-03-01      | 2.0000%  | 0.0000% | $502526.00         | $370874.90         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6578     | 2053-12-01      | 6.0000%  | 0.0000% | $6452000.00        | $5875274.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252     | 2053-11-01      | 5.0000%  | 0.0000% | $8987.00           | $8050.16           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879     | 2052-07-01      | 2.5000%  | 0.0000% | $32303.00          | $25058.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8322     | 2054-06-01      | 5.5000%  | 0.0000% | $36337187.00       | $32646191.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8542     | 2054-07-01      | 6.5000%  | 0.0000% | $4232.00           | $3995.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8834     | 2054-08-01      | 6.0000%  | 0.0000% | $10069390.00       | $9679202.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6929     | 2042-11-01      | 3.5000%  | 0.0000% | $9200000.00        | $1368080.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA2868     | 2032-01-01      | 2.5000%  | 0.0000% | $10000.00          | $1605.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296     | 2054-03-01      | 5.5000%  | 0.0000% | $758961.00         | $661021.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5331     | 2054-04-01      | 5.5000%  | 0.0000% | $561685.00         | $498214.07         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4627     | 2037-06-01      | 2.0000%  | 0.0000% | $6000.00           | $4054.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTMA5076     | 2043-05-01      | 6.5000%  | 0.0000% | $1409.00           | $265.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5162     | 2033-09-01      | 5.0000%  | 0.0000% | $74800.00          | $51417.81          | Agency Mortgage-Backed Securities         |

### Security 705: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7T8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7T8
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $50472900.00       | $49689674.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $13200000.00       | $12830312.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $59399900.00       | $56630305.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1051900.00        | $974318.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $31500000.00       | $29689160.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $15497600.00       | $14965413.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $22985000.00       | $23134752.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $65740700.00       | $67182976.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $400.00            | $402.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $17800.00          | $19029.46          | U.S. Treasuries (including strips) |

### Security 706: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7U5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19B7U5
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $21473784.00       | $20038314.80       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1766 | 2055-02-01      | 5.5000%  | 0.0000% | $146172401.00      | $146842079.28      | Agency Mortgage-Backed Securities |

### Security 707: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.700000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7V3, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7V3
- **C.18 - Value (incl. sponsor support):** $997510000.00
- **C.18.a - Value (excl. sponsor support):** $997510000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category   |
|:---|:---|:---|:---|:---|:---|:---|
| TREACE MED CONCEPTS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $15376.00          | $88412.00          | Equities   |
| TRUSTMARK CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $6.00              | $220.68            | Equities   |
| TURKCELL ILETISIM HIZMETLERI   SPON ADR NEW     | 2500-12-31      | N/A      | 0.0000% | $258334.00         | $1464753.78        | Equities   |
| TURTLE BEACH CORP              COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6356.00           | $88284.84          | Equities   |
| TWIN DISC INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $792.00            | $7318.08           | Equities   |
| UNITED THERAPEUTICS CORP DEL   COM              | 2500-12-31      | N/A      | 0.0000% | $101.00            | $28711.27          | Equities   |
| UNIVERSAL ELECTRS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $27611.00          | $175329.85         | Equities   |
| URANIUM ENERGY CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $36.00             | $241.56            | Equities   |
| VANGUARD INTL EQUITY INDEX FDS GLB EX US ETF    | 2500-12-31      | N/A      | 0.0000% | $5.00              | $229.90            | Equities   |
| VAXCYTE INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $2117.70           | Equities   |
| PARAMOUNT GLOBAL               CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1286.00           | $28935.00          | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $3762.00           | $26033.04          | Equities   |
| VIEMED HEALTHCARE INC          COM              | 2500-12-31      | N/A      | 0.0000% | $13220.00          | $91482.40          | Equities   |
| VIGIL NEUROSCIENCE INC         COM              | 2500-12-31      | N/A      | 0.0000% | $3500.00           | $27825.00          | Equities   |
| VIRCO MFG CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $3698.00           | $29399.10          | Equities   |
| VIRGINIA NATL BANKSHARES CORP  COM              | 2500-12-31      | N/A      | 0.0000% | $985.00            | $36070.70          | Equities   |
| VOYAGER THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $9493.00           | $28099.28          | Equities   |
| WATERSTONE FINL INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $6161.00           | $85761.12          | Equities   |
| WEST BANCORPORATION INC        CAP STK          | 2500-12-31      | N/A      | 0.0000% | $5013.00           | $99708.57          | Equities   |
| XBIOTECH INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $81091.00          | $227054.80         | Equities   |
| XENON PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $16.00             | $518.40            | Equities   |
| ZENTALIS PHARMACEUTICALS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $18178.00          | $21450.04          | Equities   |
| CALEDONIA MNG CORP PLC         SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $5748.00           | $110878.92         | Equities   |
| CIMPRESS PLC                   SHS EURO         | 2500-12-31      | N/A      | 0.0000% | $27.00             | $1263.60           | Equities   |
| CRITICAL METALS CORP           PUBCO ORD SHS    | 2500-12-31      | N/A      | 0.0000% | $15581.00          | $48612.72          | Equities   |
| HELEN OF TROY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $31.00             | $878.54            | Equities   |
| HELEN OF TROY LTD              COM              | 2500-12-31      | N/A      | 0.0000% | $8531.00           | $241768.54         | Equities   |
| ICON PLC                       SHS              | 2500-12-31      | N/A      | 0.0000% | $345015.00         | $49875368.40       | Equities   |
| JAMES RIV GROUP LTD            COM              | 2500-12-31      | N/A      | 0.0000% | $7378.00           | $43308.86          | Equities   |
| MANCHESTER UTD PLC NEW         ORD CL A         | 2500-12-31      | N/A      | 0.0000% | $21963.00          | $399067.71         | Equities   |
| LIBERTY GLOBAL LTD             COM CL C         | 2500-12-31      | N/A      | 0.0000% | $37.00             | $375.18            | Equities   |
| M3BRIGADE ACQUISITION V CORP   CL A             | 2500-12-31      | N/A      | 0.0000% | $2036.00           | $22915.18          | Equities   |
| LOGITECH INTL S A              SHS              | 2500-12-31      | N/A      | 0.0000% | $16372.00          | $1476099.52        | Equities   |
| ALLOT LTD                      SHS              | 2500-12-31      | N/A      | 0.0000% | $170715.00         | $1364012.85        | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $3224.00           | $7898.80           | Equities   |
| CERAGON NETWORKS LTD           ORD              | 2500-12-31      | N/A      | 0.0000% | $40692.00          | $99695.40          | Equities   |
| CYBERARK SOFTWARE LTD          SHS              | 2500-12-31      | N/A      | 0.0000% | $66.00             | $26260.74          | Equities   |
| ELBIT SYS LTD                  ORD              | 2500-12-31      | N/A      | 0.0000% | $38694.00          | $16805191.14       | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $32.00             | $1208.00           | Equities   |
| ITURAN LOCATION AND CONTROL    SHS              | 2500-12-31      | N/A      | 0.0000% | $12727.00          | $480444.25         | Equities   |
| JFROG LTD                      ORD SHS          | 2500-12-31      | N/A      | 0.0000% | $1022333.00        | $44885530.36       | Equities   |
| KAMADA LTD                     SHS              | 2500-12-31      | N/A      | 0.0000% | $554.00            | $4271.34           | Equities   |
| RADWARE LTD                    ORD              | 2500-12-31      | N/A      | 0.0000% | $17132.00          | $499740.44         | Equities   |
| TOWER SEMICONDUCTOR LTD        SHS NEW          | 2500-12-31      | N/A      | 0.0000% | $620315.00         | $26940280.45       | Equities   |
| AERCAP HOLDINGS NV             SHS              | 2500-12-31      | N/A      | 0.0000% | $425413.00         | $49875420.12       | Equities   |
| NEWAMSTERDAM PHARMA COMPANY NV ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $124.00            | $2302.68           | Equities   |
| COPA HOLDINGS SA               CL A             | 2500-12-31      | N/A      | 0.0000% | $1059.00           | $114414.36         | Equities   |
| IREN LIMITED                   ORDINARY SHARES  | 2500-12-31      | N/A      | 0.0000% | $62.00             | $868.00            | Equities   |
| MAKEMYTRIP LIMITED MAURITIUS   SHS              | 2500-12-31      | N/A      | 0.0000% | $187834.00         | $18749589.88       | Equities   |
| EUROSEAS LTD                   SHS              | 2500-12-31      | N/A      | 0.0000% | $49.00             | $2230.97           | Equities   |
| STEALTHGAS INC                 SHS              | 2500-12-31      | N/A      | 0.0000% | $73352.00          | $481189.12         | Equities   |
| PEOPLES FINL SVCS CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $954.00            | $47318.40          | Equities   |
| PIONEER BANCORP INC MD         COM              | 2500-12-31      | N/A      | 0.0000% | $3753.00           | $46274.49          | Equities   |
| PLIANT THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $15377.00          | $19221.25          | Equities   |
| PLUMAS BANCORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $882.00            | $39196.08          | Equities   |
| PREFORMED LINE PRODS CO        COM              | 2500-12-31      | N/A      | 0.0000% | $329.00            | $52311.00          | Equities   |
| PRELUDE THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $85.00             | $66.75             | Equities   |
| PRIMIS FINANCIAL CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1231.00           | $13233.25          | Equities   |
| PRINCETON BANCORP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $1366.00           | $43151.94          | Equities   |
| PRIORITY TECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $6269.00           | $48271.30          | Equities   |
| PRIORITY TECHNOLOGY HLDGS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $9763.00           | $75175.10          | Equities   |
| PROCEPT BIOROBOTICS CORP       COM              | 2500-12-31      | N/A      | 0.0000% | $72.00             | $4097.52           | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2403.00           | $29677.05          | Equities   |
| PROVIDENT BANCORP INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6340.00           | $78299.00          | Equities   |
| PRUDENTIAL PLC                 ADR              | 2500-12-31      | N/A      | 0.0000% | $31624.00          | $796924.80         | Equities   |
| PULMONX CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $746.00            | $1939.60           | Equities   |
| PUMA BIOTECHNOLOGY INC         COM              | 2500-12-31      | N/A      | 0.0000% | $10425.00          | $34715.25          | Equities   |
| QUINSTREET INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $2397.00           | $37728.78          | Equities   |
| RBB BANCORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $5350.00           | $92234.00          | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $997.00            | $23210.16          | Equities   |
| RGC RES INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $3374.00           | $78546.72          | Equities   |
| RMR GROUP INC                  CL A             | 2500-12-31      | N/A      | 0.0000% | $4491.00           | $74909.88          | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $4014.00           | $24926.94          | Equities   |
| RADIANT LOGISTICS INC          COM              | 2500-12-31      | N/A      | 0.0000% | $12245.00          | $76041.45          | Equities   |
| RECURSION PHARMACEUTICALS INC  CL A             | 2500-12-31      | N/A      | 0.0000% | $774.00            | $3893.22           | Equities   |
| RED ROBIN GOURMET BURGERS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $18588.00          | $102234.00         | Equities   |
| RENTOKIL INITIAL PLC           SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $881902.00         | $21536046.84       | Equities   |
| RESERVOIR MEDIA INC            COM              | 2500-12-31      | N/A      | 0.0000% | $774.00            | $5897.88           | Equities   |
| RICHARDSON ELECTRS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $4419.00           | $42466.59          | Equities   |
| RICHARDSON ELECTRS LTD         COM              | 2500-12-31      | N/A      | 0.0000% | $4883.00           | $46925.63          | Equities   |
| RIMINI STR INC DEL             COM              | 2500-12-31      | N/A      | 0.0000% | $24156.00          | $91068.12          | Equities   |
| ROCKET PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $9305.00           | $23541.65          | Equities   |
| SPDR S&P 500 ETF TR            TR UNIT          | 2500-12-31      | N/A      | 0.0000% | $39160.00          | $24079875.60       | Equities   |
| SPDR INDEX SHS FDS             EURO STOXX 50    | 2500-12-31      | N/A      | 0.0000% | $36216.00          | $2154489.84        | Equities   |
| SPDR INDEX SHS FDS             S&P CHINA ETF    | 2500-12-31      | N/A      | 0.0000% | $1230.00           | $107489.70         | Equities   |
| SPDR SERIES TRUST              S&P REGL BKG     | 2500-12-31      | N/A      | 0.0000% | $83589.00          | $4969366.05        | Equities   |
| SPDR SERIES TRUST              S&P HOMEBUILD    | 2500-12-31      | N/A      | 0.0000% | $88916.00          | $8754669.36        | Equities   |
| SAGA COMMUNICATIONS INC        CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $2803.00           | $36102.64          | Equities   |
| SANARA MEDTECH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1875.00           | $53268.75          | Equities   |
| SANDSTORM GOLD LTD             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2686417.00        | $24258345.51       | Equities   |
| SANMINA CORPORATION            COM              | 2500-12-31      | N/A      | 0.0000% | $4.00              | $392.28            | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $22827.00          | $63687.33          | Equities   |
| SCRIPPS E W CO OHIO            CL A NEW         | 2500-12-31      | N/A      | 0.0000% | $56714.00          | $158232.06         | Equities   |
| SELECT SECTOR SPDR TR          SBI MATERIALS    | 2500-12-31      | N/A      | 0.0000% | $82092.00          | $7215065.88        | Equities   |
| SELECT SECTOR SPDR TR          SBI HEALTHCARE   | 2500-12-31      | N/A      | 0.0000% | $140797.00         | $18856942.21       | Equities   |
| SELECT SECTOR SPDR TR          INDL             | 2500-12-31      | N/A      | 0.0000% | $253247.00         | $37174127.13       | Equities   |
| SELECT SECTOR SPDR TR          TECHNOLOGY       | 2500-12-31      | N/A      | 0.0000% | $30833.00          | $7731991.41        | Equities   |
| SEER INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $289279.00         | $613271.48         | Equities   |
| SENECA FOODS CORP NEW          CL A             | 2500-12-31      | N/A      | 0.0000% | $349.00            | $35109.40          | Equities   |
| SERVICETITAN INC               SHS CL A         | 2500-12-31      | N/A      | 0.0000% | $126639.00         | $13668147.27       | Equities   |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $810.00            | $10675.80          | Equities   |
| SOUNDTHINKING INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3664.00           | $48291.52          | Equities   |
| SIGHT SCIENCES INC             COM              | 2500-12-31      | N/A      | 0.0000% | $11980.00          | $51514.00          | Equities   |
| SIGA TECHNOLOGIES INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6976.00           | $45064.96          | Equities   |
| SILVERCREST ASSET MGMT GROUP I CL A             | 2500-12-31      | N/A      | 0.0000% | $2849.00           | $45868.90          | Equities   |
| SOLID BIOSCIENCES INC          COM NEW          | 2500-12-31      | N/A      | 0.0000% | $521.00            | $2459.12           | Equities   |
| SONOS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $654.53            | Equities   |
| CALIFORNIA BANCORP             COM              | 2500-12-31      | N/A      | 0.0000% | $524.00            | $8182.26           | Equities   |
| SPOK HLDGS INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $1414.00           | $24589.46          | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1384.00           | $4885.52           | Equities   |
| SPORTSMANS WHSE HLDGS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $3655.00           | $12902.15          | Equities   |
| STONEX GROUP INC               COM              | 2500-12-31      | N/A      | 0.0000% | $49.00             | $4477.62           | Equities   |
| STRATEGIC ED INC               COM              | 2500-12-31      | N/A      | 0.0000% | $417.00            | $35816.13          | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $2940.00           | $32545.80          | Equities   |
| STRAWBERRY FIELDS REIT INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3204.00           | $35468.28          | Equities   |
| TELA BIO INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $227512.00         | $448198.64         | Equities   |
| TWFG INC                       COM CL A         | 2500-12-31      | N/A      | 0.0000% | $46.00             | $1610.00           | Equities   |
| TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $218206.00         | $49875345.42       | Equities   |
| TALEN ENERGY CORP              COM              | 2049-01-01      | N/A      | 0.0000% | $3425.00           | $1020239.00        | Equities   |
| TANGO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $7445.00           | $37299.45          | Equities   |
| TARGET HOSPITALITY CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $931.00            | $6675.27           | Equities   |
| TARGET HOSPITALITY CORP        COM              | 2500-12-31      | N/A      | 0.0000% | $11086.00          | $79486.62          | Equities   |
| TASKUS INC                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $1080.00           | $18100.80          | Equities   |
| TELECOM ARGENTINA SA           SPON ADR REP B   | 2500-12-31      | N/A      | 0.0000% | $5404.00           | $48257.72          | Equities   |
| TEMPEST THERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $49.00             | $338.10            | Equities   |
| TERNS PHARMACEUTICALS INC      COM              | 2500-12-31      | N/A      | 0.0000% | $40631.00          | $155616.73         | Equities   |
| TG THERAPEUTICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $85.00             | $3121.20           | Equities   |
| TRANSALTA CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $63076.00          | $674282.44         | Equities   |
| TRANSMEDICS GROUP INC          COM              | 2500-12-31      | N/A      | 0.0000% | $19.00             | $2497.55           | Equities   |
| HOMESTREET INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $4970.00           | $62721.40          | Equities   |
| HUDBAY MINERALS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2748913.00        | $29028521.28       | Equities   |
| HUDSON TECHNOLOGIES INC        COM              | 2500-12-31      | N/A      | 0.0000% | $61.00             | $489.22            | Equities   |
| HUYA INC                       ADS REP SHS A    | 2500-12-31      | N/A      | 0.0000% | $3098.00           | $11152.80          | Equities   |
| ICU MED INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $12786.54          | Equities   |
| IAMGOLD CORP                   COM              | 2500-12-31      | N/A      | 0.0000% | $2230884.00        | $15794658.72       | Equities   |
| IHEARTMEDIA INC                COM CL A         | 2500-12-31      | N/A      | 0.0000% | $43562.00          | $74926.64          | Equities   |
| IMPINJ INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $98.00             | $10959.34          | Equities   |
| INDUSTRIAL LOGISTICS PPTYS TR  COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $19381.00          | $89734.03          | Equities   |
| INFORMATION SVCS GROUP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $16592.00          | $77152.80          | Equities   |
| INFORMATION SVCS GROUP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $16751.00          | $77892.15          | Equities   |
| INFUSYSTEM HLDGS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $10442.00          | $63905.04          | Equities   |
| INTELLICHECK INC               COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2062.00           | $11279.14          | Equities   |
| INTERPARFUMS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $14.00             | $1846.74           | Equities   |
| INTERPARFUMS INC               COM              | 2500-12-31      | N/A      | 0.0000% | $65.00             | $8574.15           | Equities   |
| INTERNATIONAL MNY EXPRESS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $290.00            | $2879.70           | Equities   |
| INVESTAR HLDG CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $3358.00           | $66454.82          | Equities   |
| IROBOT CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $212948.00         | $689951.52         | Equities   |
| ISHARES INC                    MSCI PAC JP ETF  | 2500-12-31      | N/A      | 0.0000% | $6.00              | $294.30            | Equities   |
| ISHARES INC                    MSCI SPAIN ETF   | 2500-12-31      | N/A      | 0.0000% | $88890.00          | $3887159.70        | Equities   |
| ISHARES INC                    MSCI STH KOR ETF | 2500-12-31      | N/A      | 0.0000% | $594665.00         | $42066602.10       | Equities   |
| ISHARES INC                    MSCI STH AFR ETF | 2500-12-31      | N/A      | 0.0000% | $46747.00          | $2460762.08        | Equities   |
| ISHARES TR                     S&P 100 ETF      | 2500-12-31      | N/A      | 0.0000% | $231.00            | $70018.41          | Equities   |
| ISHARES TR                     1 3 YR TREAS BD  | 2500-12-31      | N/A      | 0.0000% | $109878.00         | $9097898.40        | Equities   |
| ISHARES TR                     ISHARES BIOTECH  | 2500-12-31      | N/A      | 0.0000% | $43540.00          | $5506503.80        | Equities   |
| ISHARES TR                     US CONSUM DISCRE | 2500-12-31      | N/A      | 0.0000% | $63.00             | $6272.28           | Equities   |
| ISHARES TR                     RUS 1000 ETF     | 2500-12-31      | N/A      | 0.0000% | $75.00             | $25310.25          | Equities   |
| ISHARES TR                     U.S. UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $205.00            | $21352.80          | Equities   |
| ISHARES TR                     U.S. UTILITS ETF | 2500-12-31      | N/A      | 0.0000% | $9911.00           | $1032329.76        | Equities   |
| ISHARES TR                     S&P SML 600 GWT  | 2500-12-31      | N/A      | 0.0000% | $7.00              | $930.86            | Equities   |
| ISHARES TR                     EAFE SML CP ETF  | 2500-12-31      | N/A      | 0.0000% | $344.00            | $24905.60          | Equities   |
| ISHARES TR                     US BR DEL SE ETF | 2500-12-31      | N/A      | 0.0000% | $181.00            | $30169.08          | Equities   |
| PERSPECTIVE THERAPEUTICS INC   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $66118.00          | $248603.68         | Equities   |
| DAKOTA GOLD CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $32635.00          | $123360.30         | Equities   |
| JAKKS PAC INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3428.00           | $70308.28          | Equities   |
| JAMF HLDG CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $2314.00           | $21635.90          | Equities   |
| JOHN MARSHALL BANCORP INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1008.00           | $18819.36          | Equities   |
| JOINT CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $5021.00           | $57339.82          | Equities   |
| JOURNEY MED CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $107177.00         | $765243.78         | Equities   |
| JUPITER NEUROSCIENCES INC      COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16185.00          | $16994.25          | Equities   |
| KVH INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $26391.00          | $138816.66         | Equities   |
| KALARIS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $40898.00          | $107152.76         | Equities   |
| KALA BIO INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1171.00           | $5410.02           | Equities   |
| KALA BIO INC                   COM NEW          | 2500-12-31      | N/A      | 0.0000% | $20596.00          | $95153.52          | Equities   |
| KALTURA INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $18708.00          | $37228.92          | Equities   |
| KARAT PACKAGING INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2539.00           | $70127.18          | Equities   |
| KEZAR LIFE SCIENCES INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $32613.00          | $144801.72         | Equities   |
| LCNB CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $5164.00           | $75910.80          | Equities   |
| LIFECORE BIOMEDICAL INC        COM              | 2500-12-31      | N/A      | 0.0000% | $11017.00          | $90229.23          | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $39.00             | $117.39            | Equities   |
| LANTRONIX INC                  COM NEW          | 2500-12-31      | N/A      | 0.0000% | $5448.00           | $16398.48          | Equities   |
| LEGALZOOM COM INC              COM              | 2500-12-31      | N/A      | 0.0000% | $5903.00           | $52182.52          | Equities   |
| LIGHTBRIDGE CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $179353.00         | $2385394.90        | Equities   |
| LIMONEIRA CO                   COM              | 2500-12-31      | N/A      | 0.0000% | $6074.00           | $96333.64          | Equities   |
| LIQUIDITY SVCS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2793.00           | $66054.45          | Equities   |
| LOVESAC COMPANY                COM              | 2500-12-31      | N/A      | 0.0000% | $28.00             | $526.12            | Equities   |
| MVB FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $2677.00           | $59723.87          | Equities   |
| MVB FINL CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $4017.00           | $89619.27          | Equities   |
| MACROGENICS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $16837.00          | $20036.03          | Equities   |
| MALIBU BOATS INC               COM CL A         | 2500-12-31      | N/A      | 0.0000% | $1812.00           | $58382.64          | Equities   |
| MEDALLION FINL CORP            COM              | 2500-12-31      | N/A      | 0.0000% | $6307.00           | $61177.90          | Equities   |
| MEDICINOVA INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $13612.00          | $18103.96          | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1238084.00        | $8914204.80        | Equities   |
| MELCO RESORTS AND ENTMNT LTD   ADR              | 2500-12-31      | N/A      | 0.0000% | $1254371.00        | $9031471.20        | Equities   |
| MERCANTILE BK CORP             COM              | 2500-12-31      | N/A      | 0.0000% | $713.00            | $33040.42          | Equities   |
| METHANEX CORP                  COM              | 2500-12-31      | N/A      | 0.0000% | $190561.00         | $6505752.54        | Equities   |
| MICROSOFT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $100567.00         | $49875197.98       | Equities   |
| MIDWESTONE FINL GROUP INC NEW  COM              | 2500-12-31      | N/A      | 0.0000% | $135.00            | $3886.65           | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $16928.00          | $88872.00          | Equities   |
| MYRIAD GENETICS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $755663.00         | $3967230.75        | Equities   |
| AMAZON COM INC                 COM              | 2500-12-31      | N/A      | 0.0000% | $223356.00         | $49875394.80       | Equities   |
| AMERICAN CENTY ETF TR          INTL SMCP VLU    | 2500-12-31      | N/A      | 0.0000% | $498.00            | $39272.28          | Equities   |
| AMERICAS CAR-MART INC          COM              | 2500-12-31      | N/A      | 0.0000% | $88.00             | $4900.72           | Equities   |
| AMREP CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $14166.00          | $295644.42         | Equities   |
| AMYLYX PHARMACEUTICALS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $6922.00           | $43816.26          | Equities   |
| ARROW FINL CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $2018.00           | $53951.23          | Equities   |
| ARROWHEAD PHARMACEUTICALS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $2.00              | $32.16             | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $14.00             | $471.94            | Equities   |
| ARTESIAN RES CORP              CL A             | 2500-12-31      | N/A      | 0.0000% | $18339.00          | $618207.69         | Equities   |
| ATHIRA PHARMA INC              COM              | 2500-12-31      | N/A      | 0.0000% | $95.00             | $28.02             | Equities   |
| AUTOLIV INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $360823.00         | $40809081.30       | Equities   |
| AVIAT NETWORKS INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $3267.00           | $78211.98          | Equities   |
| AZEK CO INC                    CL A             | 2500-12-31      | N/A      | 0.0000% | $909141.00         | $49875475.26       | Equities   |
| BCB BANCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $8882.00           | $74875.26          | Equities   |
| BCE INC                        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $25057.00          | $546242.60         | Equities   |
| BANK7 CORP                     COM              | 2500-12-31      | N/A      | 0.0000% | $1638.00           | $68796.00          | Equities   |
| BAR HBR BANKSHARES             COM              | 2500-12-31      | N/A      | 0.0000% | $604.00            | $17938.80          | Equities   |
| BIOTE CORP                     CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $10403.00          | $43692.60          | Equities   |
| BIOAGE LABS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $11788.00          | $49509.60          | Equities   |
| BITCOIN DEPOT INC              COM              | 2500-12-31      | N/A      | 0.0000% | $4782.00           | $24244.74          | Equities   |
| BJS RESTAURANTS INC            COM              | 2500-12-31      | N/A      | 0.0000% | $2162.00           | $96576.54          | Equities   |
| BLUE FOUNDRY BANCORP           COM              | 2500-12-31      | N/A      | 0.0000% | $7017.00           | $68064.90          | Equities   |
| BOLT BIOTHERAPEUTICS INC       COM NEW          | 2500-12-31      | N/A      | 0.0000% | $16911.00          | $94870.71          | Equities   |
| BRADY CORP                     CL A             | 2500-12-31      | N/A      | 0.0000% | $9876.00           | $680555.16         | Equities   |
| BRIGHTSPRING HEALTH SVCS INC   COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $2283.38           | Equities   |
| BRITISH AMERN TOB PLC          SPONSORED ADR    | 2500-12-31      | N/A      | 0.0000% | $195941.00         | $9201389.36        | Equities   |
| BUMBLE INC                     COM CL A         | 2500-12-31      | N/A      | 0.0000% | $9.00              | $58.05             | Equities   |
| BYRNA TECHNOLOGIES INC         COM NEW          | 2500-12-31      | N/A      | 0.0000% | $8.00              | $252.56            | Equities   |
| CPI CARD GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $384.00            | $8954.88           | Equities   |
| CPI CARD GROUP INC             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2219.00           | $51747.08          | Equities   |
| CABALETTA BIO INC              COM              | 2500-12-31      | N/A      | 0.0000% | $8278.00           | $12996.46          | Equities   |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $1508.00           | $61405.76          | Equities   |
| CAMDEN NATL CORP               COM              | 2500-12-31      | N/A      | 0.0000% | $2228.00           | $90724.16          | Equities   |
| CANADIAN NAT RES LTD           COM              | 2500-12-31      | N/A      | 0.0000% | $489050.00         | $15380622.50       | Equities   |
| CAPITAL GROUP GROWTH ETF       SHS CREATION UNI | 2500-12-31      | N/A      | 0.0000% | $1110.00           | $44899.50          | Equities   |
| CAPITOL FED FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $4449.00           | $27005.43          | Equities   |
| CARGO THERAPEUTICS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $4019.00           | $16839.61          | Equities   |
| CASS INFORMATION SYS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $88.00             | $3889.60           | Equities   |
| CENOVUS ENERGY INC             COM              | 2500-12-31      | N/A      | 0.0000% | $2394066.00        | $32679000.90       | Equities   |
| CENTERRA GOLD INC              COM              | 2500-12-31      | N/A      | 0.0000% | $567125.00         | $4003902.50        | Equities   |
| NATIONAL BANKSHARES INC VA     COM              | 2500-12-31      | N/A      | 0.0000% | $977.00            | $26447.39          | Equities   |
| NATIONAL RESH CORP             COM NEW          | 2500-12-31      | N/A      | 0.0000% | $4793.00           | $79899.31          | Equities   |
| NATURES SUNSHINE PRODS INC     COM              | 2500-12-31      | N/A      | 0.0000% | $5442.00           | $78909.00          | Equities   |
| NETEASE INC                    SPONSORED ADS    | 2500-12-31      | N/A      | 0.0000% | $80232.00          | $10642774.80       | Equities   |
| NEUROPACE INC                  COM              | 2500-12-31      | N/A      | 0.0000% | $8742.00           | $93626.82          | Equities   |
| NI HLDGS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1611.00           | $21410.19          | Equities   |
| NEXTNAV INC                    COMMON STOCK     | 2500-12-31      | N/A      | 0.0000% | $48.00             | $723.36            | Equities   |
| NORTHRIM BANCORP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $761.00            | $71541.61          | Equities   |
| NWPX INFRASTRUCTURE INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1626.00           | $67885.50          | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2363.00           | $61083.55          | Equities   |
| NORWOOD FINANCIAL CORP         COM              | 2500-12-31      | N/A      | 0.0000% | $2992.00           | $77343.20          | Equities   |
| NVIDIA CORPORATION             COM              | 2500-12-31      | N/A      | 0.0000% | $316167.00         | $49875344.25       | Equities   |
| OSI SYSTEMS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $57.00             | $12770.85          | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $761.00            | $20714.42          | Equities   |
| OAK VY BANCORP OAKDALE CALIF   COM              | 2500-12-31      | N/A      | 0.0000% | $2487.00           | $67696.14          | Equities   |
| OFFICE PPTYS INCOME TR         COM SHS BEN INT  | 2500-12-31      | N/A      | 0.0000% | $9.00              | $1.89              | Equities   |
| THE ONCOLOGY INSTITUTE INC     COM              | 2500-12-31      | N/A      | 0.0000% | $3523.00           | $7715.37           | Equities   |
| ONESPAN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $15.00             | $252.15            | Equities   |
| OPORTUN FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $28511.00          | $209840.96         | Equities   |
| OPPENHEIMER HLDGS INC          CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $44253.00          | $2929106.07        | Equities   |
| ORASURE TECHNOLOGIES INC       COM              | 2500-12-31      | N/A      | 0.0000% | $7953.00           | $23938.53          | Equities   |
| TXNM ENERGY INC                COM              | 2500-12-31      | N/A      | 0.0000% | $58178.00          | $3273094.28        | Equities   |
| PARK-OHIO HLDGS CORP           COM              | 2500-12-31      | N/A      | 0.0000% | $3572.00           | $63974.52          | Equities   |
| PARKE BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $1807.00           | $37314.55          | Equities   |
| PARKE BANCORP INC              COM              | 2500-12-31      | N/A      | 0.0000% | $3687.00           | $76136.55          | Equities   |
| PASSAGE BIO INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1365.00           | $451.95            | Equities   |
| PAYSIGN INC                    COM              | 2500-12-31      | N/A      | 0.0000% | $13061.00          | $92733.10          | Equities   |
| PEGASYSTEMS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $37.00             | $1972.84           | Equities   |
| PEOPLES BANCORP N C INC        COM              | 2500-12-31      | N/A      | 0.0000% | $7108.00           | $206700.64         | Equities   |
| AGNC INVT CORP                 COM              | 2500-12-31      | N/A      | 0.0000% | $63.00             | $584.64            | Equities   |
| ATYR PHARMA INC                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $67.00             | $337.01            | Equities   |
| ALGOMA STL GROUP INC           COM              | 2500-12-31      | N/A      | 0.0000% | $41785.00          | $278705.95         | Equities   |
| ALIGOS THERAPEUTICS INC        COM NEW          | 2500-12-31      | N/A      | 0.0000% | $573.00            | $4131.33           | Equities   |
| CENTURY THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $29716.00          | $15413.69          | Equities   |
| CHARTER COMMUNICATIONS INC NEW CL A             | 2500-12-31      | N/A      | 0.0000% | $96.00             | $38493.12          | Equities   |
| CHEMUNG FINL CORP              COM              | 2500-12-31      | N/A      | 0.0000% | $1409.00           | $68505.58          | Equities   |
| CHEWY INC                      CL A             | 2500-12-31      | N/A      | 0.0000% | $422379.00         | $18090492.57       | Equities   |
| CITI TRENDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $1768.00           | $58715.28          | Equities   |
| CLARUS CORP NEW                COM              | 2500-12-31      | N/A      | 0.0000% | $6371.00           | $22808.18          | Equities   |
| COMMUNITY HEALTH SYS INC NEW   COM              | 2500-12-31      | N/A      | 0.0000% | $30589.00          | $103696.71         | Equities   |
| COMMUNITY TR BANCORP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $1271.00           | $67477.39          | Equities   |
| COMPASS THERAPEUTICS INC       COM              | 2500-12-31      | N/A      | 0.0000% | $34956.00          | $89487.36          | Equities   |
| CONFLUENT INC                  CLASS A COM      | 2500-12-31      | N/A      | 0.0000% | $2038230.00        | $49875488.10       | Equities   |
| CONSENSUS CLOUD SOLUTIONS INC  COM              | 2500-12-31      | N/A      | 0.0000% | $26.00             | $596.96            | Equities   |
| CONSUMER PORTFOLIO SVCS INC    COM              | 2500-12-31      | N/A      | 0.0000% | $791.00            | $7973.28           | Equities   |
| CORBUS PHARMACEUTICALS HLDGS I COM NEW          | 2500-12-31      | N/A      | 0.0000% | $2171.00           | $16065.40          | Equities   |
| CROSS CTRY HEALTHCARE INC      COM              | 2500-12-31      | N/A      | 0.0000% | $355444.00         | $4546128.76        | Equities   |
| CYTOMX THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $409043.00         | $920346.75         | Equities   |
| DESIGN THERAPEUTICS INC        COM              | 2500-12-31      | N/A      | 0.0000% | $130643.00         | $466395.51         | Equities   |
| DIGIMARC CORP NEW              COM              | 2500-12-31      | N/A      | 0.0000% | $6305.00           | $83162.95          | Equities   |
| DIME CMNTY BANCSHARES INC      COM              | 2500-12-31      | N/A      | 0.0000% | $1100.00           | $30019.00          | Equities   |
| DIVERSIFIED HEALTHCARE TR      COM SH BEN INT   | 2500-12-31      | N/A      | 0.0000% | $12592.00          | $44827.52          | Equities   |
| DOCEBO INC                     COM              | 2500-12-31      | N/A      | 0.0000% | $1757.00           | $49310.21          | Equities   |
| DONEGAL GROUP INC              CL A             | 2500-12-31      | N/A      | 0.0000% | $1573.00           | $31365.62          | Equities   |
| ETF SER SOLUTIONS              BAHL GAYNOR SML  | 2500-12-31      | N/A      | 0.0000% | $1244.00           | $35765.00          | Equities   |
| EVI INDS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $1143.00           | $24014.43          | Equities   |
| EASTERN CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $852.00            | $19902.72          | Equities   |
| EASTERN CO                     COM              | 2500-12-31      | N/A      | 0.0000% | $2186.00           | $51064.96          | Equities   |
| ENBRIDGE INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $10385.00          | $465040.30         | Equities   |
| ENDEAVOUR SILVER CORP          COM              | 2500-12-31      | N/A      | 0.0000% | $1004152.00        | $4840012.64        | Equities   |
| ENERFLEX LTD                   COM              | 2500-12-31      | N/A      | 0.0000% | $380313.00         | $2970244.53        | Equities   |
| EPLUS INC                      COM              | 2500-12-31      | N/A      | 0.0000% | $8.00              | $585.68            | Equities   |
| ESQUIRE FINL HLDGS INC         COM              | 2500-12-31      | N/A      | 0.0000% | $97.00             | $9215.00           | Equities   |
| EXELON CORP                    COM              | 2500-12-31      | N/A      | 0.0000% | $72.00             | $3089.52           | Equities   |
| EXELIXIS INC                   COM              | 2500-12-31      | N/A      | 0.0000% | $13.00             | $567.71            | Equities   |
| EXPENSIFY INC                  COM CL A         | 2500-12-31      | N/A      | 0.0000% | $18513.00          | $47208.15          | Equities   |
| EZCORP INC                     CL A NON VTG     | 2500-12-31      | N/A      | 0.0000% | $81757.00          | $1113530.34        | Equities   |
| FARMERS & MERCHANTS BANCORP IN COM              | 2500-12-31      | N/A      | 0.0000% | $2859.00           | $72389.88          | Equities   |
| FARMERS & MERCHANTS BANCORP IN COM              | 2500-12-31      | N/A      | 0.0000% | $3704.00           | $93785.28          | Equities   |
| FEDERATED HERMES INC           CL B             | 2500-12-31      | N/A      | 0.0000% | $126251.00         | $5586606.75        | Equities   |
| FIDELITY D & D BANCORP INC     COM              | 2500-12-31      | N/A      | 0.0000% | $1515.00           | $69705.15          | Equities   |
| FINANCIAL INSTNS INC           COM              | 2500-12-31      | N/A      | 0.0000% | $3233.00           | $83799.36          | Equities   |
| FIRST BANCORP INC ME           COM              | 2500-12-31      | N/A      | 0.0000% | $3028.00           | $76759.80          | Equities   |
| 1STDIBS COM INC                COM              | 2500-12-31      | N/A      | 0.0000% | $15907.00          | $44698.67          | Equities   |
| FIRST MAJESTIC SILVER CORP     COM              | 2500-12-31      | N/A      | 0.0000% | $1990091.00        | $15960529.82       | Equities   |
| FIRST NORTHWEST BANCORP        COM              | 2500-12-31      | N/A      | 0.0000% | $1599.00           | $12104.43          | Equities   |
| FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX   | 2500-12-31      | N/A      | 0.0000% | $395.00            | $21973.85          | Equities   |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $1148.00           | $25841.48          | Equities   |
| FIRST WESTN FINL INC           COM              | 2500-12-31      | N/A      | 0.0000% | $2847.00           | $64085.97          | Equities   |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1596.00           | $58381.68          | Equities   |
| FLEXSTEEL INDS INC             COM              | 2500-12-31      | N/A      | 0.0000% | $1698.00           | $62112.84          | Equities   |
| FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS   | 2500-12-31      | N/A      | 0.0000% | $489023.00         | $49875455.77       | Equities   |
| FORRESTER RESH INC             COM              | 2500-12-31      | N/A      | 0.0000% | $3371.00           | $33136.93          | Equities   |
| FRANCO NEV CORP                COM              | 2500-12-31      | N/A      | 0.0000% | $6923.00           | $1116818.36        | Equities   |
| FREIGHTCAR AMER INC            COM              | 2500-12-31      | N/A      | 0.0000% | $12987.00          | $114155.73         | Equities   |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $984.00            | $11562.00          | Equities   |
| FVCBANKCORP INC                COM              | 2500-12-31      | N/A      | 0.0000% | $6041.00           | $70981.75          | Equities   |
| GENCOR INDS INC                COM              | 2500-12-31      | N/A      | 0.0000% | $3834.00           | $58851.90          | Equities   |
| GILDAN ACTIVEWEAR INC          COM              | 2500-12-31      | N/A      | 0.0000% | $6256.00           | $305167.68         | Equities   |
| GLOBALSTAR INC                 COM NEW          | 2500-12-31      | N/A      | 0.0000% | $1806.00           | $42513.24          | Equities   |
| GLOBAL X FDS                   GLBL X MLP ETF   | 2500-12-31      | N/A      | 0.0000% | $36.00             | $1809.36           | Equities   |
| GREAT LAKES DREDGE & DOCK CORP COM              | 2500-12-31      | N/A      | 0.0000% | $2260.00           | $27639.80          | Equities   |
| GREAT SOUTHN BANCORP INC       COM              | 2500-12-31      | N/A      | 0.0000% | $381.00            | $22608.54          | Equities   |
| GREENE CNTY BANCORP INC        COM              | 2500-12-31      | N/A      | 0.0000% | $1401.00           | $32124.93          | Equities   |
| HANMI FINL CORP                COM NEW          | 2500-12-31      | N/A      | 0.0000% | $6132.00           | $152134.92         | Equities   |
| HESS CORP                      COM              | 2500-12-31      | N/A      | 0.0000% | $75083.00          | $10434284.51       | Equities   |

### Security 708: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7W1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19B7W1
- **C.18 - Value (incl. sponsor support):** $1226000000.00
- **C.18.a - Value (excl. sponsor support):** $1226000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $182500.00         | $298004.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $200.00            | $312.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $5437400.00        | $8488541.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $30000000.00       | $28911774.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $29999900.00       | $29716892.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $258.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $600.00            | $766.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $142000.00         | $139973.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $857500.00         | $1032440.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $22842600.00       | $26853600.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $1100.00           | $1056.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $3900.00           | $3657.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $15132700.00       | $17768853.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $100.00            | $99.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $4902800.00        | $4839109.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $171.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $98.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $173.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $49600.00          | $48165.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $45993200.00       | $42601046.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $4500600.00        | $4179208.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $600.00            | $577.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $200.00            | $188.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $8637800.00        | $8520485.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $51590451.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $46749900.00       | $45239133.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $40999700.00       | $40899088.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $1500.00           | $1477.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $247300.00         | $243649.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $10436300.00       | $11467562.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $300.00            | $304.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $1500.00           | $1462.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $100.00            | $102.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $2200.00           | $2214.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $120528000.00      | $120488783.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $2100.00           | $2099.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $397100.00         | $432988.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $244985200.00      | $249999934.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $220378000.00      | $224698364.58      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $30000000.00       | $32052644.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $37695800.00       | $39132592.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1763400.00        | $1816431.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $300.00            | $305.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $1600.00           | $1651.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $50000000.00       | $51254129.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $206.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $71966600.00       | $71177267.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $2900.00           | $2940.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $900.00            | $897.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $26100.00          | $26191.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $3600.00           | $3724.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $39125400.00       | $39386033.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $26411000.00       | $26634981.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $310.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $184800.00         | $188771.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $23742200.00       | $24741390.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2600.00           | $2722.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $27111300.00       | $27268953.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $4000000.00        | $4037216.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $7939400.00        | $8075223.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $6212500.00        | $6241360.17        | U.S. Treasuries (including strips) |

### Security 709: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7Y7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7Y7
- **C.18 - Value (incl. sponsor support):** $5595000000.00
- **C.18.a - Value (excl. sponsor support):** $5595000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $248450800.00      | $249999919.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $249941200.00      | $249999936.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 6.8750%  | 0.0000% | $10950700.00       | $11280226.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $40879500.00       | $42210442.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $49821600.00       | $52646666.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $56200.00          | $58853.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $150352800.00      | $159644490.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $102100.00         | $216546.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $9394900.00        | $19925897.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $14534600.00       | $15610495.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $237348000.00      | $249999953.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $3343300.00        | $7166543.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $205900.00         | $416180.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $50133500.00       | $81856304.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $700.00            | $1143.03           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $500.00            | $780.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $22000.00          | $34535.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $24079600.00       | $21955935.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $9858400.00        | $9679822.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $2193900.00        | $2041112.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $24569000.00       | $23580110.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $3000.00           | $4323.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $26099800.00       | $25327265.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $219888000.00      | $181258077.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $3800.00           | $2932.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $102241700.00      | $77862728.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $49700.00          | $40355.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $91086600.00       | $70220185.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1300.00           | $1130.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $4624900.00        | $4005212.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $10143500.00       | $8350410.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $25169200.00       | $20052805.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $13029700.00       | $9254099.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $152.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $109183400.00      | $76375557.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $2000.00           | $1517.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $224.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $219694900.00      | $164996547.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $3100.00           | $2970.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $900.00            | $672.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $64913800.00       | $51406650.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $500.00            | $463.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $63.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $7980000.00        | $5130842.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $3000.00           | $1775.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $95.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $1494100.00        | $926076.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $97575800.00       | $51333189.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $39990000.00       | $25424992.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1428300.00        | $955693.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $4000.00           | $2903.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $303200.00         | $176177.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $39601200.00       | $26426840.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $701800.00         | $390022.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $184.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $2000.00           | $1465.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $12289300.00       | $8654121.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $400.00            | $291.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $13765200.00       | $11683699.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $44254800.00       | $40451232.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $1900.00           | $1569.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $249155000.00      | $225820878.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $27614000.00       | $24710933.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $23869500.00       | $21596056.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $258768400.00      | $249999931.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $61134400.00       | $60685948.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $249691700.00      | $249999944.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $11933500.00       | $11032060.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $11534100.00       | $10697749.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $219.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $10500.00          | $10660.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $248406400.00      | $249999984.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $249082600.00      | $249999971.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $247803500.00      | $249999971.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $235620700.00      | $240380678.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $69359400.00       | $69370311.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $200961100.00      | $207722652.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $242231500.00      | $249999901.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $29924700.00       | $29999876.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $247937800.00      | $249999983.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $18159600.00       | $17855594.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1283900.00        | $1188278.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $10370600.00       | $9905634.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1082200.00        | $1062234.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $179759900.00      | $181427368.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $300800.00         | $299671.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $203400.00         | $209539.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $558100.00         | $540942.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $22296500.00       | $28493864.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $6922100.00        | $8759420.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $13079800.00       | $12156984.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $90522600.00       | $83869822.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $66613700.00       | $62497214.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $76823200.00       | $72122997.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $255838800.00      | $249999983.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $14008900.00       | $13111910.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $236553900.00      | $220764539.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1674100.00        | $1557520.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $32417300.00       | $29996753.57       | U.S. Treasuries (including strips) |

### Security 710: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7Z4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7Z4
- **C.18 - Value (incl. sponsor support):** $201100000.00
- **C.18.a - Value (excl. sponsor support):** $201100000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $45700.00          | $45239.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $2350400.00        | $2305914.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $1700.00           | $1672.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $97.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $49699200.00       | $48262036.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $38092700.00       | $36927482.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.3900%  | 0.0000% | $800.00            | $806.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $116300700.00      | $117578716.99      | U.S. Treasuries (including strips) |

### Security 711: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B842, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B842
- **C.18 - Value (incl. sponsor support):** $2119000000.00
- **C.18.a - Value (excl. sponsor support):** $2119000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                                         | 2034-08-25      | 5.5495%  | 0.0000% | $6359664.00        | $848470.20         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-4      MA     20580325 3.5 | 2058-03-25      | 3.5000%  | 0.0000% | $32420000.00       | $9112044.78        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.5 | 2058-08-26      | 3.5000%  | 0.0000% | $9580000.00        | $3231280.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2003-65 AP                                    | 2033-08-20      | 5.5000%  | 0.0000% | $12000.00          | $979.75            | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H02 FA                                   | 2060-02-20      | 5.1230%  | 0.0000% | $2600000.00        | $66914.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-14O FA                                   | 2064-07-20      | 4.9334%  | 0.0000% | $1650000.00        | $263645.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FA                                    | 2065-02-20      | 4.8660%  | 0.0000% | $14100000.00       | $2407977.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-0O FB                                    | 2067-04-20      | 5.5919%  | 0.0000% | $1900000.00        | $571443.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-3O F                                     | 2066-10-20      | 5.1960%  | 0.0000% | $2500000.00        | $543018.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-29O FJ                                   | 2065-11-20      | 5.1260%  | 0.0000% | $4200000.00        | $916319.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-6O FL                                    | 2067-02-20      | 5.6275%  | 0.0000% | $7400000.00        | $1976592.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-07O FT                                   | 2071-02-20      | 4.2900%  | 0.0000% | $20000000.00       | $1503175.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-16O FD                                   | 2071-09-20      | 5.2019%  | 0.0000% | $3800000.00        | $2301214.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-02O FL                                   | 2073-01-20      | 5.2019%  | 0.0000% | $502869.00         | $480288.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O GF                                   | 2073-02-20      | 5.1819%  | 0.0000% | $800000.00         | $780162.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $150000000.00      | $93955816.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH                                   | 2052-03-20      | 3.5000%  | 0.0000% | $185678000.00      | $124318420.19      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FB                                   | 2053-05-20      | 5.3019%  | 0.0000% | $180565000.00      | $84895705.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FB                                   | 2054-04-20      | 5.4319%  | 0.0000% | $50000000.00       | $38200301.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM                                   | 2054-04-20      | 5.3519%  | 0.0000% | $65146000.00       | $53402634.07       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CY                                   | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51126647.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-131 FA                                   | 2054-08-20      | 5.4019%  | 0.0000% | $100000000.00      | $80530711.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH                                   | 2054-10-20      | 5.5019%  | 0.0000% | $300000000.00      | $244758140.17      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FA                                   | 2054-10-20      | 5.3219%  | 0.0000% | $42930000.00       | $38823385.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 GB                                   | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $47642338.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-050 D                                    | 2048-12-20      | 5.5000%  | 0.0000% | $6484232.00        | $6515051.82        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB69         A-10H  20390925 FLT | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6081347.19        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2045-05-15      | 3.0000%  | 0.0000% | $7000000.00        | $5365857.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2045-08-15      | 2.8750%  | 0.0000% | $2412900.00        | $1821953.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-11-15      | 2.8750%  | 0.0000% | $34678800.00       | $25547759.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2047-11-15      | 2.7500%  | 0.0000% | $3999900.00        | $2844970.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-02-15      | 3.0000%  | 0.0000% | $215271600.00      | $161674535.29      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-11-15      | 3.3750%  | 0.0000% | $5349000.00        | $4235989.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2049-02-15      | 3.0000%  | 0.0000% | $3197500.00        | $2381328.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2050-02-15      | 2.0000%  | 0.0000% | $220147600.00      | $130283473.84      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2051-02-15      | 0.1250%  | 0.0000% | $53935800.00       | $36089119.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2051-05-15      | 2.3750%  | 0.0000% | $394388000.00      | $249999693.89      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2053-02-15      | 3.6250%  | 0.0000% | $76892000.00       | $63529604.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2053-02-15      | 1.5000%  | 0.0000% | $28460000.00       | $24442962.11       | U.S. Treasuries (including strips)        |
| FNRM RC053BD R21F053                               | 2049-04-25      | 1.5000%  | 0.0000% | $46797312.00       | $27468671.43       | Agency Collateralized Mortgage Obligation |
| FNRM CL061KD R21F061                               | 2049-04-25      | 1.2500%  | 0.0000% | $128124000.00      | $78916178.02       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.4552%  | 0.0000% | $48593344.00       | $42270692.09       | Agency Collateralized Mortgage Obligation |
| FNRM CL001AY R25F001                               | 2055-02-25      | 5.5000%  | 0.0000% | $8659664.00        | $8425589.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.2500%  | 0.0000% | $13000000.00       | $6160844.03        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-11-25      | 1.2500%  | 0.0000% | $22620000.00       | $9409571.71        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $749988.00         | $411805.74         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-151       A-2    20321025 FLT | 2032-10-25      | 3.8000%  | 0.0000% | $6738000.00        | $6480831.50        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.8352%  | 0.0000% | $125000000.00      | $84716024.44       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4052%  | 0.0000% | $99475300.00       | $92498507.07       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 5.6052%  | 0.0000% | $135484672.00      | $131235744.58      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 5.5000%  | 0.0000% | $83402368.00       | $84160958.87       | Agency Collateralized Mortgage Obligation |

### Security 712: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B859, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B859
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $232801.00         | $14009.75          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $174679.00         | $21919.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $216518.00         | $200732.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1528 | 2028-07-01      | 2.5000%  | 0.0000% | $1002911.00        | $59554.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $137842.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $12154217.00       | $7764832.02        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1468607.33        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $846050.00         | $14042.55          | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X     | 2041-09-15      | 4.0000%  | 0.0000% | $10225054.00       | $798235.89         | Agency Mortgage-Backed Securities |
| GNII SF MA0088 M     | 2042-05-20      | 3.5000%  | 0.0000% | $41242827.00       | $3021473.80        | Agency Mortgage-Backed Securities |
| GNII SF MA1760 M     | 2044-03-20      | 3.5000%  | 0.0000% | $106602716.00      | $8053477.58        | Agency Mortgage-Backed Securities |
| GNII SF MA1375 M     | 2043-10-20      | 3.5000%  | 0.0000% | $287215927.00      | $27905846.71       | Agency Mortgage-Backed Securities |
| GNII SF MA1601 M     | 2044-01-20      | 4.0000%  | 0.0000% | $1736328.00        | $107675.70         | Agency Mortgage-Backed Securities |
| GNII SF MA2676 M     | 2045-03-20      | 2.5000%  | 0.0000% | $910329.00         | $146658.50         | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $6002357.00        | $404979.51         | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $580465.00         | $54368.91          | Agency Mortgage-Backed Securities |
| GNII SF MA4067 M     | 2046-11-20      | 2.5000%  | 0.0000% | $10675000.00       | $1837388.57        | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $1023542.00        | $171338.21         | Agency Mortgage-Backed Securities |
| GNII SF MA4323 M     | 2047-02-20      | 4.5000%  | 0.0000% | $3300000.00        | $262925.32         | Agency Mortgage-Backed Securities |
| GNII SF MA4509 M     | 2046-12-20      | 3.0000%  | 0.0000% | $6443926.00        | $901419.61         | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $30236256.00       | $2724252.63        | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $3756000.00        | $561372.54         | Agency Mortgage-Backed Securities |
| GNII SF MA4835 M     | 2047-11-20      | 2.5000%  | 0.0000% | $199000.00         | $59999.27          | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $1017838.00        | $139517.88         | Agency Mortgage-Backed Securities |
| GNII SF MA4839 M     | 2047-11-20      | 4.5000%  | 0.0000% | $1403000.00        | $139245.07         | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $10279520.00       | $1469087.85        | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $6700000.00        | $816812.91         | Agency Mortgage-Backed Securities |
| GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | 0.0000% | $499000.00         | $45486.83          | Agency Mortgage-Backed Securities |
| GNII SF MA5527 M     | 2048-10-20      | 3.5000%  | 0.0000% | $197590999.00      | $21895825.09       | Agency Mortgage-Backed Securities |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $85754297.00       | $5982030.59        | Agency Mortgage-Backed Securities |
| GNII SF MA5711 M     | 2049-01-20      | 4.5000%  | 0.0000% | $116374784.00      | $7774286.01        | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $2700000.00        | $216928.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $7800000.00        | $1616772.38        | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $909994.00         | $132869.63         | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1211582272.00     | $196663354.58      | Agency Mortgage-Backed Securities |
| GNII SF MA6543 M     | 2050-03-20      | 4.0000%  | 0.0000% | $17822932.00       | $2632884.62        | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $32068446.00       | $7946185.28        | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $1673100.00        | $349617.88         | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $998998.00         | $232539.73         | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $1492121.00        | $595563.67         | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $12292007.00       | $9077664.44        | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $8326.00           | $5017.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $340356242.00      | $249988481.70      | Agency Mortgage-Backed Securities |
| GNII SF MA9304 M     | 2053-10-20      | 5.0000%  | 0.0000% | $54653027.00       | $49495521.56       | Agency Mortgage-Backed Securities |
| GNII SF MA9485 M     | 2052-10-20      | 4.0000%  | 0.0000% | $21491712.00       | $18398123.42       | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $5888.00           | $5267.32           | Agency Mortgage-Backed Securities |
| GNII SF MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $7673042.00        | $7032754.10        | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $3695035.00        | $3426886.87        | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $175433.00         | $156631.07         | Agency Mortgage-Backed Securities |
| GNPL PN CP1229       | 2060-05-15      | 6.1000%  | 0.0000% | $2954455.00        | $3185769.88        | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $1339666.00        | $544447.17         | Agency Mortgage-Backed Securities |
| GNII SF DJ3557 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1008.92           | Agency Mortgage-Backed Securities |
| GNII SF DJ8927 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5896957.00        | $5951511.82        | Agency Mortgage-Backed Securities |
| GNII SF DK1968 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1884303.00        | $1941100.29        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $40837761.00       | $40522707.09       | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $498827.00         | $507201.94         | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $120994874.00      | $123358307.17      | Agency Mortgage-Backed Securities |
| GNII SF DI2063 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1439736.00        | $1494111.87        | Agency Mortgage-Backed Securities |
| GNII SF DI2405 C     | 2055-04-20      | 6.0000%  | 0.0000% | $3996736.00        | $4095753.93        | Agency Mortgage-Backed Securities |
| GNII SF DI6969 C     | 2055-04-20      | 5.5000%  | 0.0000% | $90493.00          | $91203.18          | Agency Mortgage-Backed Securities |
| GNII SF DI9413 C     | 2055-04-20      | 5.5000%  | 0.0000% | $943655.00         | $952238.28         | Agency Mortgage-Backed Securities |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $7516229.00        | $303565.12         | Agency Mortgage-Backed Securities |
| GNII SP 785035 C     | 2050-06-20      | 5.5000%  | 0.0000% | $5076752.00        | $1575019.21        | Agency Mortgage-Backed Securities |
| GNII SP 787046 C     | 2051-09-20      | 4.0000%  | 0.0000% | $1911776.00        | $1495126.65        | Agency Mortgage-Backed Securities |
| GNMI SP 782712 X     | 2039-07-15      | 5.0000%  | 0.0000% | $18614942.00       | $466622.40         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $63663.00          | $5161.70           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $1263023.00        | $119377.19         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08716 G | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3687190.58        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  | 0.0000% | $1675447.00        | $28435.24          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  | 0.0000% | $7089866.00        | $1970518.24        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $92145.64          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $5069707.00        | $4189318.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  | 0.0000% | $1641765.00        | $46448.92          | Agency Mortgage-Backed Securities |

### Security 713: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.420000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B867, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19B867
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                          |
|:---|:---|:---|:---|:---|:---|:---|
| AGCO CORP                      SR GLBL NT5.8%34    | 2034-03-21      | 5.8000%  | 0.0000% | $250000.00         | $256765.00         | Corporate Debt Securities                         |
| AT&T INC                       GLBL NT 5.4%34      | 2034-02-15      | 5.4000%  | 0.0000% | $52000.00          | $54232.36          | Corporate Debt Securities                         |
| ALLSTATE CORP                  SR GLBL NT 26       | 2026-12-15      | 3.2800%  | 0.0000% | $94000.00          | $92741.97          | Corporate Debt Securities                         |
| AMERICAN NATIONAL GROUP INC    SR GLBL NT 6%35     | 2035-07-15      | 6.0000%  | 0.0000% | $5500000.00        | $5502750.00        | Corporate Debt Securities                         |
| AMERICOLD RLTY OPER PARTNERSHI SR GLBL NT 34       | 2034-09-12      | 5.4090%  | 0.0000% | $245000.00         | $242880.01         | Corporate Debt Securities                         |
| ARCELORMITTAL SA LUXEMBOURG    SR GLBL NT 54       | 2054-06-17      | 6.3500%  | 0.0000% | $15000.00          | $15023.45          | Corporate Debt Securities                         |
| ARROW ELECTRS INC              GLBL NT 5.875%34    | 2034-04-10      | 5.8750%  | 0.0000% | $345000.00         | $359181.42         | Corporate Debt Securities                         |
| BOARDWALK PIPELINES LP         4.8%29              | 2029-05-03      | 4.8000%  | 0.0000% | $55000.00          | $56009.25          | Corporate Debt Securities                         |
| BROADCOM INC                   GLBL NT 5.05%29     | 2029-07-12      | 5.0500%  | 0.0000% | $51000.00          | $53395.81          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT 31       | 2031-06-01      | 5.5500%  | 0.0000% | $75000.00          | $78022.56          | Corporate Debt Securities                         |
| CVS HEALTH CORP                SR GLBL NT5.7%34    | 2034-06-01      | 5.7000%  | 0.0000% | $345000.00         | $354529.48         | Corporate Debt Securities                         |
| COX COMMUNICATIONS INC NEW     SR 144A NT 34       | 2034-09-01      | 5.4500%  | 0.0000% | $343000.00         | $342970.94         | Corporate Debt Securities                         |
| DARDEN RESTAURANTS INC         SR GLBL NT 29       | 2029-10-15      | 4.5500%  | 0.0000% | $89000.00          | $89422.68          | Corporate Debt Securities                         |
| DELL INTL LLC/EMC CORP         SR GLBL NT 5%30     | 2030-04-01      | 5.0000%  | 0.0000% | $42000.00          | $43092.89          | Corporate Debt Securities                         |
| ENACT HLDGS INC                SR GLBL NT 29       | 2029-05-28      | 6.2500%  | 0.0000% | $80000.00          | $83277.24          | Corporate Debt Securities                         |
| ENTERPRISE PRODS OPER LLC      SR GLBL NT4.6%31    | 2031-01-15      | 4.6000%  | 0.0000% | $6000.00           | $6039.59           | Corporate Debt Securities                         |
| EXELON CORP                    SR GLBL NT 30       | 2030-04-15      | 4.0500%  | 0.0000% | $72000.00          | $71289.90          | Corporate Debt Securities                         |
| FAIRFAX FINL HLDGS LTD         SR GLBL NT 30       | 2030-04-29      | 4.6250%  | 0.0000% | $85000.00          | $85074.53          | Corporate Debt Securities                         |
| FOUNDRY JV HOLDCO LLC.         SR SEC 144A NT37    | 2037-01-25      | 6.2000%  | 0.0000% | $57494000.00       | $60688238.88       | Corporate Debt Securities                         |
| FREEPORT MCMORAN INC           SR GLBL NT 30       | 2030-08-01      | 4.6250%  | 0.0000% | $308000.00         | $310994.49         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT4.8%31    | 2031-01-15      | 4.8000%  | 0.0000% | $535000.00         | $539558.20         | Corporate Debt Securities                         |
| GE HEALTHCARE TECHNOLOGIES INC SR GLBL NT5.5%35    | 2035-06-15      | 5.5000%  | 0.0000% | $1000000.00        | $1021648.33        | Corporate Debt Securities                         |
| GENERAL MILLS INC              SR GLBL NT 30       | 2030-01-30      | 4.8750%  | 0.0000% | $50000.00          | $52206.31          | Corporate Debt Securities                         |
| GENERAL MTRS CO                SR GLBL NT 43       | 2043-10-02      | 6.2500%  | 0.0000% | $1000000.00        | $987387.78         | Corporate Debt Securities                         |
| GENERAL MTRS FINL CO INC       SR GLBL NT5.4%26    | 2026-04-06      | 5.4000%  | 0.0000% | $1398000.00        | $1422926.34        | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 30       | 2030-04-25      | 5.7270%  | 0.0000% | $1000.00           | $1048.96           | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 35       | 2035-04-25      | 5.8510%  | 0.0000% | $11402000.00       | $12026992.72       | Corporate Debt Securities                         |
| GOLDMAN SACHS GROUP INC        SR GLBL NT 32       | 2032-07-21      | 2.3830%  | 0.0000% | $1000.00           | $881.90            | Corporate Debt Securities                         |
| GOLUB CAP BDC INC              SR GLBL NT 6%29     | 2029-07-15      | 6.0000%  | 0.0000% | $80000.00          | $83176.80          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 35       | 2035-07-15      | 6.7500%  | 0.0000% | $200000.00         | $202291.00         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 31       | 2031-04-01      | 5.4500%  | 0.0000% | $80000.00          | $83276.29          | Corporate Debt Securities                         |
| CONN AVE SECS 2021-R02         2B-2   20411125 FLT | 2041-11-25      | 10.5052% | 0.0000% | $1000000.00        | $1050724.05        | Private Label Collateralized Mortgage Obligations |
| CONN AVN SEC TR 2022-R07       1B-2   20420625 FLT | 2042-06-25      | 16.3062% | 0.0000% | $2250000.00        | $2639150.11        | Private Label Collateralized Mortgage Obligations |
| CONN AVN SEC TR 2022-R06       1B-2   20420527 FLT | 2042-05-27      | 14.9052% | 0.0000% | $450000.00         | $515902.57         | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R01         1B-2   20411025 FLT | 2041-10-25      | 10.3052% | 0.0000% | $2440000.00        | $2549476.15        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-R02         2B-1   20400125 FLT | 2040-01-25      | 7.4197%  | 0.0000% | $36243000.00       | $37114118.88       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVN SEC 2022-R08   1M-2   20420725 FLT | 2042-07-25      | 7.9052%  | 0.0000% | $7500000.00        | $7831709.55        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TRUST  2024-H1  A-1    20681225 FLT | 2068-12-25      | 6.0850%  | 0.0000% | $325000.00         | $202144.00         | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2024-H7           A-1    20691125 FLT | 2069-11-25      | 5.5850%  | 0.0000% | $500000.00         | $447310.73         | Private Label Collateralized Mortgage Obligations |
| CROSS MTG TR 2023-H2           A-1A   20681125 FLT | 2068-11-25      | 7.1350%  | 0.0000% | $490000.00         | $320132.10         | Private Label Collateralized Mortgage Obligations |
| CROSS 2023-H1 MTG TR           M-1    20680325 FLT | 2068-03-25      | 7.4890%  | 0.0000% | $1893000.00        | $1925140.88        | Private Label Collateralized Mortgage Obligations |
| CROSS MORTGAGE TR 2024-H4      A-1    20690725 FLT | 2069-07-25      | 6.1470%  | 0.0000% | $450000.00         | $354085.33         | Private Label Collateralized Mortgage Obligations |
| DBUBS MTG TR 2011-LC3          F      20440812 3.7 | 2044-08-12      | 3.7500%  | 0.0000% | $2000000.00        | $1386621.67        | Private Label Collateralized Mortgage Obligations |
| DBGS MORTGAGE TRUST 2024-SBL   C      20340815 FLT | 2034-08-15      | 7.3016%  | 0.0000% | $3000000.00        | $3003484.00        | Private Label Collateralized Mortgage Obligations |
| DBGS MTG TR 2018-C1            D      20511017 FLT | 2051-10-17      | 3.0355%  | 0.0000% | $5500000.00        | $3813921.41        | Private Label Collateralized Mortgage Obligations |
| DBJPM MTG TR 2016-SFC          A      20360812 2.8 | 2036-08-12      | 2.8330%  | 0.0000% | $12000000.00       | $5307505.67        | Private Label Collateralized Mortgage Obligations |
| DEEPHAVEN RES MTG 2021-2 TR    M-1    20660425 FLT | 2066-04-25      | 2.2170%  | 0.0000% | $3500000.00        | $2744276.21        | Private Label Collateralized Mortgage Obligations |
| DEUTSCHE ALT-B SECS 2007-AB1   A-1    20370425 FLT | 2037-04-25      | 4.7337%  | 0.0000% | $32100000.00       | $2311754.22        | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-2    20680225 FLT | 2068-02-25      | 6.2400%  | 0.0000% | $1479000.00        | $1021142.32        | Private Label Collateralized Mortgage Obligations |
| EFMT 2023-1 2023-1             A-3    20680225 FLT | 2068-02-25      | 6.5440%  | 0.0000% | $1206000.00        | $833195.50         | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    C      20490416 FLT | 2049-04-16      | 5.0689%  | 0.0000% | $3328000.00        | $2879825.88        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P3    E      20490416 FLT | 2049-04-16      | 5.0689%  | 0.0000% | $1835000.00        | $1228591.76        | Private Label Collateralized Mortgage Obligations |
| FNMA CONN AVE SECS 2015-C03    1M-2   20250725 FLT | 2025-07-25      | 9.4197%  | 0.0000% | $2790000.00        | $222980.15         | Private Label Collateralized Mortgage Obligations |
| FNMA CONN AVE SECS 2015-C03    1M-2   20250725 FLT | 2025-07-25      | 9.4197%  | 0.0000% | $3380000.00        | $270133.66         | Private Label Collateralized Mortgage Obligations |
| FNMA CONN AVE SECS 2016-C05    2M-2   20290125 FLT | 2029-01-25      | 8.8697%  | 0.0000% | $2587000.00        | $365275.91         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-505       A-2    20280625 FLT | 2028-06-25      | 4.8190%  | 0.0000% | $315000.00         | $321676.42         | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-508       A-2    20280825 FLT | 2028-08-25      | 4.7400%  | 0.0000% | $300000.00         | $306050.20         | Private Label Collateralized Mortgage Obligations |
| ELLINGTON FINL MTG TR 2022-3   A-1    20670825 FLT | 2067-08-25      | 5.0000%  | 0.0000% | $146132.00         | $110457.36         | Private Label Collateralized Mortgage Obligations |
| FLAGSTAR MTG TR 2018-4         B-2    20480725 FLT | 2048-07-25      | 4.1341%  | 0.0000% | $1500000.00        | $1132986.87        | Private Label Collateralized Mortgage Obligations |
| FONTA MIA BE MRTG TR 2024-FBLU F      20391215 FLT | 2039-12-15      | 8.5618%  | 0.0000% | $2120000.00        | $2123587.89        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-HQA1          B-2    20490225 FLT | 2049-02-25      | 16.6697% | 0.0000% | $1670000.00        | $2060543.24        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-2     M      20601125 FLT | 2060-11-25      | 4.2500%  | 0.0000% | $1200000.00        | $1145175.13        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2021-3 M      20610325 4.2 | 2061-03-25      | 4.2500%  | 0.0000% | $700000.00         | $632522.53         | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-1 M      20611125 FLT | 2061-11-25      | 4.5000%  | 0.0000% | $8200000.00        | $7312456.60        | Private Label Collateralized Mortgage Obligations |
| FREDDIE MAC SCRT SERIES 2022-2 M      20620425 FLT | 2062-04-25      | 5.0000%  | 0.0000% | $8700000.00        | $7952850.77        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-2      M      20580826 FLT | 2058-08-26      | 4.7500%  | 0.0000% | $6337000.00        | $6111145.45        | Private Label Collateralized Mortgage Obligations |
| FHLMC SCRTT SERIES 2019-4      M      20590225 FLT | 2059-02-25      | 4.5000%  | 0.0000% | $9855000.00        | $9278108.01        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRTT SERIES 2020-3    M      20600525 FLT | 2060-05-25      | 4.2500%  | 0.0000% | $3500000.00        | $3320984.14        | Private Label Collateralized Mortgage Obligations |
| FREDDIE SCRT SERIES 2021-1     M      20600925 FLT | 2060-09-25      | 4.2500%  | 0.0000% | $10620000.00       | $9282636.42        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-DNA2          M-2B   20301226 FLT | 2030-12-26      | 6.5697%  | 0.0000% | $6005982.00        | $6099967.30        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-DNA3          B-2    20480925 FLT | 2048-09-25      | 12.1697% | 0.0000% | $4815000.00        | $5512896.83        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HQA2          B-2    20481026 FLT | 2048-10-26      | 15.4197% | 0.0000% | $3795000.00        | $4707316.55        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2018-HRP2          B-2    20470225 FLT | 2047-02-25      | 14.9197% | 0.0000% | $6770000.00        | $8409553.01        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC TR 2022-HAQ2       M-1A   20420725 FLT | 2042-07-25      | 6.9552%  | 0.0000% | $3101000.00        | $1659443.32        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2021-HQA1 B-2    20330825 FLT | 2033-08-25      | 9.3052%  | 0.0000% | $1810000.00        | $2083761.39        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA2          B-1    20330825 FLT | 2033-08-25      | 7.7052%  | 0.0000% | $650000.00         | $724186.56         | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-HQA3 M-1A   20420825 FLT | 2042-08-25      | 6.6052%  | 0.0000% | $3186000.00        | $1929442.06        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-1    20331025 FLT | 2033-10-25      | 7.8052%  | 0.0000% | $2715000.00        | $3063587.13        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA3          B-2    20331025 FLT | 2033-10-25      | 10.5552% | 0.0000% | $11110000.00       | $13675154.53       | Private Label Collateralized Mortgage Obligations |
| FHLMC STARC 2021-DNA5          B-2    20340125 FLT | 2034-01-25      | 9.8052%  | 0.0000% | $1120000.00        | $1322738.85        | Private Label Collateralized Mortgage Obligations |
| FHLMC STARC REMIC TR 2021-HQA3 B-2    20410925 FLT | 2041-09-25      | 10.5552% | 0.0000% | $6400000.00        | $6680838.37        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B6       A-S    20511012 FLT | 2051-10-12      | 4.4410%  | 0.0000% | $89000.00          | $85316.87          | Private Label Collateralized Mortgage Obligations |
| BENCHMART MTG TR 2019-B12      WM-C   20520816 FLT | 2052-08-16      | 4.3878%  | 0.0000% | $2596000.00        | $2249521.25        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B1       A-5    20510118 FLT | 2051-01-18      | 3.6660%  | 0.0000% | $1600000.00        | $1568613.07        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B10      A-M    20620317 3.9 | 2062-03-17      | 3.9790%  | 0.0000% | $1500000.00        | $1438336.96        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B19      A-5    20530917 FLT | 2053-09-17      | 1.8500%  | 0.0000% | $5000000.00        | $4322261.39        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B19      B      20530917 FLT | 2053-09-17      | 2.3510%  | 0.0000% | $1100000.00        | $855209.15         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2019-B14      D      20621215 FLT | 2062-12-15      | 2.5000%  | 0.0000% | $1280000.00        | $469926.26         | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B18      AGN-E  20530717 FLT | 2053-07-17      | 3.7590%  | 0.0000% | $1224000.00        | $1214825.00        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2021-B25      A-5    20540417 FLT | 2054-04-17      | 2.5770%  | 0.0000% | $4800000.00        | $4210852.40        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2025-V13 A-4    20580215 FLT | 2058-02-15      | 5.8150%  | 0.0000% | $5120000.00        | $5366539.81        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MORTGAGE TR 2024-V9  A-3    20570817 5.6 | 2057-08-17      | 5.6019%  | 0.0000% | $1320000.00        | $1368102.97        | Private Label Collateralized Mortgage Obligations |
| BOCA COML MTG TR 2024-BOCA     E      20410815 FLT | 2041-08-15      | 8.7488%  | 0.0000% | $5000000.00        | $5034436.64        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FD TR 2023-NQM8      A-2    20631025 FLT | 2063-10-25      | 6.8000%  | 0.0000% | $3668000.00        | $2682643.03        | Private Label Collateralized Mortgage Obligations |
| BRAVO RES FDG TR 2023-NQM6     A-1    20630925 FLT | 2063-09-25      | 6.6020%  | 0.0000% | $665345.00         | $468408.43         | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-NQM7    A-3    20630925 FLT | 2063-09-25      | 7.5350%  | 0.0000% | $1770000.00        | $1263627.71        | Private Label Collateralized Mortgage Obligations |
| BRAVO RESIDENTIAL 2023-NQM7    B-2    20630925 FLT | 2063-09-25      | 7.9169%  | 0.0000% | $2646000.00        | $2607547.02        | Private Label Collateralized Mortgage Obligations |
| CD MTG TR 2016-CD1             D      20490812 FLT | 2049-08-12      | 2.8946%  | 0.0000% | $5300000.00        | $1208017.03        | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     A-1    20600715 1.6 | 2060-07-15      | 1.6900%  | 0.0000% | $480000.00         | $426500.09         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $250000.00         | $222227.76         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-1    20600715 2.2 | 2060-07-15      | 2.2800%  | 0.0000% | $365000.00         | $324452.52         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER 2020-1     B-2    20600715 2.6 | 2060-07-15      | 2.6000%  | 0.0000% | $500000.00         | $403908.87         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 A-1    20610315 1.5 | 2061-03-15      | 1.5300%  | 0.0000% | $555000.00         | $503364.98         | Private Label Collateralized Mortgage Obligations |
| CF HIPPOLYTA ISSUER LLC 2021-1 B-1    20610315 1.9 | 2061-03-15      | 1.9800%  | 0.0000% | $1095000.00        | $969476.14         | Private Label Collateralized Mortgage Obligations |
| CFCRE COML MTG TR 2017-C8      D      20500617 3.0 | 2050-06-17      | 3.0000%  | 0.0000% | $3741000.00        | $3188961.83        | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              A1     20620525 FLT | 2062-05-25      | 5.0000%  | 0.0000% | $1000000.00        | $753358.49         | Private Label Collateralized Mortgage Obligations |
| CIM TRUST 2023-R4              B2     20620525 FLT | 2062-05-25      | 5.1293%  | 0.0000% | $6107000.00        | $4894876.34        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-I2                 A-1    20671225 FLT | 2067-12-25      | 6.6390%  | 0.0000% | $1000000.00        | $705785.87         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS4          C      20470812 FLT | 2047-08-12      | 4.8025%  | 0.0000% | $5000000.00        | $3669343.46        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2014-UBS5          C      20470912 FLT | 2047-09-12      | 4.8769%  | 0.0000% | $2378500.00        | $2197611.74        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE22        D      20480312 FLT | 2048-03-12      | 3.9753%  | 0.0000% | $2500000.00        | $1908380.73        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2015-CCRE22        B      20480312 FLT | 2048-03-12      | 3.9260%  | 0.0000% | $5450000.00        | $5201183.73        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA6          B-2    20411025 FLT | 2041-10-25      | 11.8052% | 0.0000% | $32000000.00       | $34059379.42       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          M-2    20411125 FLT | 2041-11-25      | 6.1052%  | 0.0000% | $5500000.00        | $5544208.67        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2021-DNA7          B-2    20411125 FLT | 2041-11-25      | 12.1052% | 0.0000% | $47900000.00       | $51330611.12       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR  2022-DNA1         B-2    20420127 FLT | 2042-01-27      | 11.4052% | 0.0000% | $9750000.00        | $10406126.75       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA2 B-2    20420225 FLT | 2042-02-25      | 12.8052% | 0.0000% | $1200000.00        | $1311634.20        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2022-DNA5 M-1A   20420625 FLT | 2042-06-25      | 7.2552%  | 0.0000% | $35000.00          | $15115.87          | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-HQA2          B-2    20490426 FLT | 2049-04-26      | 15.6697% | 0.0000% | $3375000.00        | $4089789.02        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA3 M-2    20431125 FLT | 2043-11-25      | 7.6552%  | 0.0000% | $10167487.00       | $10734163.94       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR REMIC TR 2023-HQA3 M-2    20431125 FLT | 2043-11-25      | 7.6552%  | 0.0000% | $10863000.00       | $11468440.81       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2019-FTR1          B-2    20480127 FLT | 2048-01-27      | 12.7697% | 0.0000% | $14500000.00       | $17241146.16       | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-HQA2          B-2    20500325 FLT | 2050-03-25      | 12.0197% | 0.0000% | $1040000.00        | $1251450.09        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC 2020-HQA3          B-2    20500725 FLT | 2050-07-25      | 14.4197% | 0.0000% | $1200000.00        | $1584466.47        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA3          B-2    20500627 FLT | 2050-06-27      | 13.7697% | 0.0000% | $2840000.00        | $3683086.52        | Private Label Collateralized Mortgage Obligations |
| FHLMC STACR 2020-DNA5          B-2    20501025 FLT | 2050-10-25      | 15.8052% | 0.0000% | $4325000.00        | $6022883.25        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2011-GC5        D      20440812 FLT | 2044-08-12      | 5.2946%  | 0.0000% | $4000000.00        | $3008256.39        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2012-BWTR       A      20341107 2.9 | 2034-11-07      | 2.9540%  | 0.0000% | $7339000.00        | $6099144.22        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2006-16            A-1    20361027 FLT | 2036-10-27      | 4.5537%  | 0.0000% | $106818125.00      | $1769643.20        | Private Label Collateralized Mortgage Obligations |
| GSAA HEQ TR 2005-1             B-1    20341125 FLT | 2034-11-25      | 6.2600%  | 0.0000% | $3671000.00        | $3310220.65        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        D      20491115 FLT | 2049-11-15      | 3.2330%  | 0.0000% | $3500000.00        | $2848787.76        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2016-GS4        B      20491115 FLT | 2049-11-15      | 3.9721%  | 0.0000% | $10000.00          | $9533.47           | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2014-GC24       D      20470912 FLT | 2047-09-12      | 4.5421%  | 0.0000% | $11699000.00       | $6305514.21        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS7        E      20500812 3.0 | 2050-08-12      | 3.0000%  | 0.0000% | $6995000.00        | $5659680.15        | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS8        A-4    20501111 3.4 | 2050-11-11      | 3.4690%  | 0.0000% | $75000.00          | $72976.54          | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2017-GS8        A-4    20501111 3.4 | 2050-11-11      | 3.4690%  | 0.0000% | $200000.00         | $194604.09         | Private Label Collateralized Mortgage Obligations |
| GS MTG SECS TR 2020-PJ1        A-4    20500525 FLT | 2050-05-25      | 3.5000%  | 0.0000% | $2150000.00        | $238741.55         | Private Label Collateralized Mortgage Obligations |
| GS MRTG BCK SEC TR 2021-INV1   A-6    20511225 FLT | 2051-12-25      | 2.5000%  | 0.0000% | $400000.00         | $242739.47         | Private Label Collateralized Mortgage Obligations |
| GS MRTG BCK SEC TR 2022-PJ2    A-4    20520625 FLT | 2052-06-25      | 2.5000%  | 0.0000% | $8861281.00        | $5613582.05        | Private Label Collateralized Mortgage Obligations |
| GALTON FD MTG TR 2019-2        A22    20590625 FLT | 2059-06-25      | 3.5000%  | 0.0000% | $8600000.00        | $366563.37         | Private Label Collateralized Mortgage Obligations |
| GALTON FDG MTG TR 2019-H1      A3     20591025 FLT | 2059-10-25      | 2.9640%  | 0.0000% | $4921000.00        | $570644.54         | Private Label Collateralized Mortgage Obligations |
| HOMES TRUST 2024-NQM1          B-1B   20690725 FLT | 2069-07-25      | 8.0571%  | 0.0000% | $1395000.00        | $1404714.71        | Private Label Collateralized Mortgage Obligations |
| HILT COML MTG TR 2024-ORL      D      20370515 FLT | 2037-05-15      | 7.5006%  | 0.0000% | $2000000.00        | $2002500.52        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-1    2-A1A  20360319 FLT | 2036-03-19      | 4.9121%  | 0.0000% | $77607000.00       | $5109905.03        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2006-12   2A-1A3 20361219 FLT | 2036-12-19      | 4.9121%  | 0.0000% | $37270000.00       | $6351870.93        | Private Label Collateralized Mortgage Obligations |
| HARBORVIEW MTG LN TR 2007-5    A-1B   20370919 FLT | 2037-09-19      | 4.8921%  | 0.0000% | $33000000.00       | $955227.69         | Private Label Collateralized Mortgage Obligations |
| HOME EQUITY ASSET TR 2005-3    M-6    20350825 FLT | 2035-08-25      | 5.4987%  | 0.0000% | $6025000.00        | $4259898.90        | Private Label Collateralized Mortgage Obligations |
| HOMEBANC MTG TR 2005-1         A-1    20350325 FLT | 2035-03-25      | 4.9337%  | 0.0000% | $135065000.00      | $2311127.93        | Private Label Collateralized Mortgage Obligations |
| HOMES TR 2024-AFC2             B-1    20591025 FLT | 2059-10-25      | 7.4165%  | 0.0000% | $5000000.00        | $5008586.79        | Private Label Collateralized Mortgage Obligations |
| IMPAC SECD ASSET TR 2007-3     A1-B   20370925 FLT | 2037-09-25      | 4.9137%  | 0.0000% | $19306000.00       | $2180434.13        | Private Label Collateralized Mortgage Obligations |
| INDYMAC INDX 2006-AR4          A1-B   20460525 FLT | 2046-05-25      | 5.0337%  | 0.0000% | $59400000.00       | $2109314.79        | Private Label Collateralized Mortgage Obligations |
| INDYMAC IMSC 2007-AR1          2-A-1  20370625 FLT | 2037-06-25      | 3.8860%  | 0.0000% | $21775000.00       | $1520268.11        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 A-5    20481118 3.5 | 2048-11-18      | 3.5982%  | 0.0000% | $3705000.00        | $3682257.04        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 C      20481118 FLT | 2048-11-18      | 4.8047%  | 0.0000% | $3000000.00        | $1285750.25        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C32 D      20481118 FLT | 2048-11-18      | 4.3047%  | 0.0000% | $5000000.00        | $636403.20         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  D      20490617 FLT | 2049-06-17      | 3.4724%  | 0.0000% | $7500000.00        | $3532689.25        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MTG SEC TR 2016-C2  A-S    20490617 3.4 | 2049-06-17      | 3.4836%  | 0.0000% | $1500000.00        | $1403743.85        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP2 F      20490817 FLT | 2049-08-17      | 4.7140%  | 0.0000% | $4466000.00        | $1381255.06        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 A-5    20490817 2.8 | 2049-08-17      | 2.8704%  | 0.0000% | $325000.00         | $318099.69         | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP3 A-5    20490817 2.8 | 2049-08-17      | 2.8704%  | 0.0000% | $427000.00         | $417934.05         | Private Label Collateralized Mortgage Obligations |
| JPMORGAN CH BK 2019-CL1        M-5    20470425 FLT | 2047-04-25      | 8.1837%  | 0.0000% | $1136000.00        | $459547.13         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2020-LTV1     A-5    20500625 FLT | 2050-06-25      | 3.5000%  | 0.0000% | $11764810.00       | $554301.23         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTG TR 2024-9      A-3    20550225 FLT | 2055-02-25      | 5.0000%  | 0.0000% | $175000.00         | $132414.42         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2022-INV3   B-5    20520925 FLT | 2052-09-25      | 3.3742%  | 0.0000% | $1851405.00        | $795245.22         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2025-2        B-1    20550725 FLT | 2055-07-25      | 6.6747%  | 0.0000% | $5932997.00        | $5913160.89        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2017-JP7 D      20500916 FLT | 2050-09-16      | 4.5710%  | 0.0000% | $608000.00         | $378273.98         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MORTGAGE 2024-VIS1 B-2    20640725 FLT | 2064-07-25      | 8.0727%  | 0.0000% | $2530000.00        | $2515406.94        | Private Label Collateralized Mortgage Obligations |
| J.P.  MORGAN MTG TR 2023-1     B-3    20530625 FLT | 2053-06-25      | 5.4110%  | 0.0000% | $3200000.00        | $2867331.79        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN ALT LN TR 2006-S4    A-4    20361225 FLT | 2036-12-25      | 6.4600%  | 0.0000% | $10000000.00       | $1354854.65        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM TR 2022-NLP  G      20370415 FLT | 2037-04-15      | 8.8366%  | 0.0000% | $1000000.00        | $882192.48         | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC 2014-C22    B      20470917 FLT | 2047-09-17      | 4.6584%  | 0.0000% | $4000000.00        | $3829810.35        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C29 C      20480515 FLT | 2048-05-15      | 4.4051%  | 0.0000% | $2500000.00        | $2369673.80        | Private Label Collateralized Mortgage Obligations |
| JPMBB COML MTG SEC TR 2015-C31 D      20480817 FLT | 2048-08-17      | 4.2536%  | 0.0000% | $4780000.00        | $1218242.82        | Private Label Collateralized Mortgage Obligations |
| JPMCC COML MTG SEC TR 2016-JP4 D      20491217 FLT | 2049-12-17      | 3.5095%  | 0.0000% | $8000000.00        | $5993896.50        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-WPT  B-FL   20330708 FLT | 2033-07-08      | 5.8050%  | 0.0000% | $3000000.00        | $2607093.25        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  A      20350615 FLT | 2035-06-15      | 5.5690%  | 0.0000% | $2000000.00        | $1671285.96        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN CHASE CMBS 2018-PHH  B      20350615 FLT | 2035-06-15      | 5.8190%  | 0.0000% | $3000000.00        | $2211913.75        | Private Label Collateralized Mortgage Obligations |
| JP MRGN CHASE COM 2020-MKST    B      20361215 FLT | 2036-12-15      | 5.9765%  | 0.0000% | $3000000.00        | $741845.60         | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 D      20530515 FLT | 2053-05-15      | 1.7500%  | 0.0000% | $3866000.00        | $1905565.79        | Private Label Collateralized Mortgage Obligations |
| JPMDB COML MT SEC TR 2020-COR7 C      20530515 FLT | 2053-05-15      | 3.8556%  | 0.0000% | $4496000.00        | $2712746.68        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG 2021-6 TR        A-15   20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $406580.60         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV2     B-5    20511225 FLT | 2051-12-25      | 3.0223%  | 0.0000% | $974000.00         | $552616.33         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MRTG TR 2021-INV4    B-5    20520125 FLT | 2052-01-25      | 3.2054%  | 0.0000% | $2616000.00        | $1737505.84        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MTG TR 2021-INV6     B-5    20520425 FLT | 2052-04-25      | 3.3429%  | 0.0000% | $4156650.00        | $2779882.98        | Private Label Collateralized Mortgage Obligations |
| J.P. MRG COMM TR 2022-OPO      B      20390107 FLT | 2039-01-07      | 3.3765%  | 0.0000% | $2263000.00        | $2019885.81        | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2023-4      B-4    20531125 FLT | 2053-11-25      | 6.2821%  | 0.0000% | $3029000.00        | $2123677.01        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-4       A-5-A  20541025 FLT | 2054-10-25      | 6.0000%  | 0.0000% | $1803660.00        | $1821289.58        | Private Label Collateralized Mortgage Obligations |
| J P MORGAN MTG TR 2024-6       A-6    20541225 FLT | 2054-12-25      | 6.0000%  | 0.0000% | $1469470.00        | $886523.93         | Private Label Collateralized Mortgage Obligations |
| J.P. MORGAN MTG TR 2024-VIS2   B-2    20641125 FLT | 2064-11-25      | 7.7198%  | 0.0000% | $1903000.00        | $1878115.92        | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2024-5   A-4    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $920323.00         | $603840.91         | Private Label Collateralized Mortgage Obligations |
| JP MORGAN MORTGAGE TR 2024-5   A-6    20541125 FLT | 2054-11-25      | 6.0000%  | 0.0000% | $450000.00         | $253215.52         | Private Label Collateralized Mortgage Obligations |
| KIND COML MTG TR 2024-1        C      20410815 FLT | 2041-08-15      | 7.1508%  | 0.0000% | $1000000.00        | $1002354.58        | Private Label Collateralized Mortgage Obligations |
| KSL COMMERCIAL MTG TR 2024-HT2 C      20391215 FLT | 2039-12-15      | 6.6530%  | 0.0000% | $4445000.00        | $4433661.25        | Private Label Collateralized Mortgage Obligations |
| LEHMAN XS TRUST 2007-14H       A1-2   20470725 FLT | 2047-07-25      | 5.4337%  | 0.0000% | $9636000.00        | $3008858.62        | Private Label Collateralized Mortgage Obligations |
| MCR TR 2024-HF1                E      20411216 FLT | 2041-12-16      | 8.5018%  | 0.0000% | $1260000.00        | $1259281.04        | Private Label Collateralized Mortgage Obligations |
| MKT MORTGAGE TRUST 2020-525M   E      20400212 FLT | 2040-02-12      | 3.0386%  | 0.0000% | $1170000.00        | $866202.22         | Private Label Collateralized Mortgage Obligations |
| MOFT MTG TR 2020-B6            D      20400810 FLT | 2040-08-10      | 3.3922%  | 0.0000% | $1497500.00        | $796910.51         | Private Label Collateralized Mortgage Obligations |
| MRCD 2019-PARK MORTGAGE TRUST  J      20361215 4.2 | 2036-12-15      | 4.2500%  | 0.0000% | $11523000.00       | $4102460.07        | Private Label Collateralized Mortgage Obligations |
| MASTR ADJ MTG 2005-1           B-1    20350325 FLT | 2035-03-25      | 5.3703%  | 0.0000% | $11650000.00       | $1632894.58        | Private Label Collateralized Mortgage Obligations |
| MELLO MTG CAP ACCP 2021-INV2   A-3    20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $4200000.00        | $2592114.08        | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M1     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $161000.00         | $153457.21         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M2     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $182000.00         | $168504.48         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $154000.00         | $136716.50         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     M3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $1039000.00        | $922392.48         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B3     20610125 FLT | 2061-01-25      | 3.2500%  | 0.0000% | $168000.00         | $128600.27         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2017-3     B5     20610125 FLT | 2061-01-25      | 3.8863%  | 0.0000% | $1119674.00        | $711927.24         | Private Label Collateralized Mortgage Obligations |
| MILL CITY MTG LN TR 2023-NQM1  A-1    20671025 FLT | 2067-10-25      | 6.0500%  | 0.0000% | $225000.00         | $171997.46         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C22      D      20480417 FLT | 2048-04-17      | 4.1913%  | 0.0000% | $5500000.00        | $3621179.69        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C23      C      20500715 FLT | 2050-07-15      | 4.3113%  | 0.0000% | $100000.00         | $95996.30          | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2017-H1   C      20500617 FLT | 2050-06-17      | 4.2810%  | 0.0000% | $1506000.00        | $1399323.37        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2017-ASHF D      20341115 FLT | 2034-11-15      | 6.8090%  | 0.0000% | $6183000.00        | $5915697.06        | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-L1   A-4    20511017 FLT | 2051-10-17      | 4.4070%  | 0.0000% | $745000.00         | $739840.19         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2018-H4   D      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $300000.00         | $226063.10         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-L3   A-S    20521118 FLT | 2052-11-18      | 3.4900%  | 0.0000% | $715000.00         | $669061.53         | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I TR 2019-PLND A      20360515 FLT | 2036-05-15      | 5.4265%  | 0.0000% | $3500000.00        | $2160413.62        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2012-C6       E      20451117 FLT | 2045-11-17      | 4.4894%  | 0.0000% | $1365000.00        | $695967.68         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2013-C12      D      20461017 FLT | 2046-10-17      | 4.8610%  | 0.0000% | $5000000.00        | $4660028.82        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2014-150E F      20320913 FLT | 2032-09-13      | 4.4382%  | 0.0000% | $9345000.00        | $5180982.15        | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2015-C24      A-S    20470816 FLT | 2047-08-16      | 4.0360%  | 0.0000% | $10000.00          | $9982.33           | Private Label Collateralized Mortgage Obligations |
| MORGAN STAN CAP I  2016-UBS9   A-S    20490317 3.9 | 2049-03-17      | 3.9030%  | 0.0000% | $1000000.00        | $982960.08         | Private Label Collateralized Mortgage Obligations |
| MS BOFA ML TRUST 2016-C30      B      20490917 FLT | 2049-09-17      | 3.3070%  | 0.0000% | $2000000.00        | $1875243.95        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  B      20330815 FLT | 2033-08-15      | 5.6090%  | 0.0000% | $3100000.00        | $1653309.57        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAP I 2018-BOP  C      20330815 FLT | 2033-08-15      | 5.8590%  | 0.0000% | $5020000.00        | $2143585.18        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY CAPTAL 24-BPR2  A      20410507 7.2 | 2041-05-07      | 7.2910%  | 0.0000% | $3192567.00        | $3345638.45        | Private Label Collateralized Mortgage Obligations |
| MORGAN STANLEY RESIDENTIAL 202 B-5    20540225 FLT | 2054-02-25      | 7.4936%  | 0.0000% | $2696250.00        | $2675580.54        | Private Label Collateralized Mortgage Obligations |
| NLT TRUST 2021-INV2            B-2    20560825 FLT | 2056-08-25      | 4.0720%  | 0.0000% | $1296000.00        | $1000630.23        | Private Label Collateralized Mortgage Obligations |
| NYMT LOAN TRUST 2024-INV1      B-1    20690625 FLT | 2069-06-25      | 7.6880%  | 0.0000% | $4000000.00        | $4030036.44        | Private Label Collateralized Mortgage Obligations |
| NATIXIS COM MTG SEC 2019-10K   E      20390517 FLT | 2039-05-17      | 4.2724%  | 0.0000% | $1280000.00        | $1162025.82        | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 A-1    20611020 1.9 | 2061-10-20      | 1.9100%  | 0.0000% | $1253098.00        | $1179776.17        | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 B-1    20611020 2.4 | 2061-10-20      | 2.4100%  | 0.0000% | $100001.00         | $91685.66          | Private Label Collateralized Mortgage Obligations |
| NEW ECONOMY ASSETS-PH 1 2021-1 B-1    20611020 2.4 | 2061-10-20      | 2.4100%  | 0.0000% | $849999.00         | $779319.41         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2024-NQM3    B-2    20641125 FLT | 2064-11-25      | 7.1662%  | 0.0000% | $870000.00         | $742475.19         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MTR 2024-NQM1  B-1    20640325 FLT | 2064-03-25      | 7.9120%  | 0.0000% | $304000.00         | $309292.20         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MTR 2024-NQM1  B-2    20640325 FLT | 2064-03-25      | 8.0387%  | 0.0000% | $289000.00         | $284523.57         | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MTR 2024-NQM1  B-2    20640325 FLT | 2064-03-25      | 8.0387%  | 0.0000% | $1830000.00        | $1801654.47        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-2    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $3634735.00        | $2156689.69        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-4    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1281000.00        | $756077.42         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-6    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $3161319.00        | $1812607.73        | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    A-8    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $1253175.00        | $843991.92         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2021-INV1    B-5    20510625 FLT | 2051-06-25      | 3.2441%  | 0.0000% | $152000.00         | $105689.30         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2022-INV1    B4     20520325 FLT | 2052-03-25      | 3.5142%  | 0.0000% | $230600.00         | $158533.80         | Private Label Collateralized Mortgage Obligations |
| NEW RES MTG LN TR 2022-INV1    B5     20520325 FLT | 2052-03-25      | 3.5142%  | 0.0000% | $151100.00         | $95870.46          | Private Label Collateralized Mortgage Obligations |
| NEW RESIDENTIAL MORTGAGE 2023- A-2    20631025 7.3 | 2063-10-25      | 7.3190%  | 0.0000% | $7500000.00        | $5095895.48        | Private Label Collateralized Mortgage Obligations |
| NEW RSDNTL MTG LN TR 2022-NQM2 B-1    20620325 FLT | 2062-03-25      | 3.8594%  | 0.0000% | $325000.00         | $230389.56         | Private Label Collateralized Mortgage Obligations |
| NEW RSDNTL MTG LN TR 2022-NQM2 B-2    20620325 FLT | 2062-03-25      | 3.8594%  | 0.0000% | $325000.00         | $243998.28         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM2            B-2    20610525 FLT | 2061-05-25      | 4.0610%  | 0.0000% | $3384000.00        | $2885243.61        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2021-NQM4            A-1    20611025 1.9 | 2061-10-25      | 1.9570%  | 0.0000% | $8026000.00        | $4516967.83        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2023-NQM8            A-1    20630925 FLT | 2063-09-25      | 7.0450%  | 0.0000% | $6300000.00        | $4392253.85        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-2    20631225 FLT | 2063-12-25      | 6.3320%  | 0.0000% | $1320000.00        | $903000.89         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               A-3    20631225 FLT | 2063-12-25      | 6.4330%  | 0.0000% | $1529000.00        | $1045417.58        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               M-1    20631225 FLT | 2063-12-25      | 6.8450%  | 0.0000% | $1023000.00        | $1040405.35        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-2    20631225 FLT | 2063-12-25      | 7.7702%  | 0.0000% | $4619000.00        | $3739445.12        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM3               B-3    20631225 FLT | 2063-12-25      | 7.7702%  | 0.0000% | $880000.00         | $614839.23         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM6               A-1    20640225 FLT | 2064-02-25      | 6.4470%  | 0.0000% | $3000000.00        | $2196194.25        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-2    20640125 FLT | 2064-01-25      | 6.2840%  | 0.0000% | $1956000.00        | $1545096.16        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM9 TRUST            A-3    20640125 FLT | 2064-01-25      | 6.4350%  | 0.0000% | $2688000.00        | $2121771.04        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $500000.00         | $394069.94         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20640625 FLT | 2064-06-25      | 5.8750%  | 0.0000% | $1550000.00        | $1221616.81        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $455758.00         | $356732.38         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM10              A-1    20640525 FLT | 2064-05-25      | 6.1800%  | 0.0000% | $1044242.00        | $817352.49         | Private Label Collateralized Mortgage Obligations |
| ORL TRUST MT TR 2024-GLKS      A      20391217 FLT | 2039-12-17      | 5.8043%  | 0.0000% | $461000.00         | $461971.07         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-2    20550225 FLT | 2055-02-25      | 5.6030%  | 0.0000% | $2097000.00        | $2012232.91        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            A-3    20550225 FLT | 2055-02-25      | 5.7550%  | 0.0000% | $2598000.00        | $2493237.58        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            M-1    20550225 FLT | 2055-02-25      | 6.1680%  | 0.0000% | $1268000.00        | $1282040.14        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-2    20550225 FLT | 2055-02-25      | 7.2358%  | 0.0000% | $2134000.00        | $1705470.20        | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2025-NQM4            B-3    20550225 FLT | 2055-02-25      | 7.2358%  | 0.0000% | $388000.00         | $256124.00         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20631125 5.9 | 2063-11-25      | 5.9280%  | 0.0000% | $450000.00         | $324107.70         | Private Label Collateralized Mortgage Obligations |
| OBX TRUST 2024-NQM1            A-1    20631125 5.9 | 2063-11-25      | 5.9280%  | 0.0000% | $1840000.00        | $1325240.37        | Private Label Collateralized Mortgage Obligations |
| OBX 2024-NQM12 TR              A-1    20640725 FLT | 2064-07-25      | 5.4750%  | 0.0000% | $6450000.00        | $5401681.33        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2025-NQM8               A-1    20650325 FLT | 2065-03-25      | 5.4720%  | 0.0000% | $3250000.00        | $3219968.27        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-2    20641025 FLT | 2064-10-25      | 5.5700%  | 0.0000% | $2178000.00        | $1884860.68        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              A-3    20641025 FLT | 2064-10-25      | 5.7220%  | 0.0000% | $2909000.00        | $2517719.09        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              M-1    20641025 FLT | 2064-10-25      | 5.9680%  | 0.0000% | $1638000.00        | $1646701.97        | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-2    20641025 FLT | 2064-10-25      | 7.6576%  | 0.0000% | $1272000.00        | $962784.72         | Private Label Collateralized Mortgage Obligations |
| OBX TR 2024-NQM15              B-3    20641025 FLT | 2064-10-25      | 7.6576%  | 0.0000% | $210000.00         | $139012.49         | Private Label Collateralized Mortgage Obligations |
| PRKCM 2023-AFC4 TRUST          B-1    20581125 FLT | 2058-11-25      | 7.9780%  | 0.0000% | $6047000.00        | $6096843.73        | Private Label Collateralized Mortgage Obligations |
| PRKCM TRUST 2024-AFC1          A-2    20590325 FLT | 2059-03-25      | 6.6360%  | 0.0000% | $610000.00         | $401227.33         | Private Label Collateralized Mortgage Obligations |
| PROVIDENT FND MTG TR 2021-INV1 A-14   20510825 FLT | 2051-08-25      | 2.5000%  | 0.0000% | $2000000.00        | $1288601.01        | Private Label Collateralized Mortgage Obligations |
| PRPM 2023-NQM2 TRUST           B-2    20680825 FLT | 2068-08-25      | 6.9320%  | 0.0000% | $1490000.00        | $1473881.31        | Private Label Collateralized Mortgage Obligations |
| RATE MORTGAGE TRUST 2024-J4    A-5    20541225 FLT | 2054-12-25      | 5.5000%  | 0.0000% | $1335000.00        | $1206238.16        | Private Label Collateralized Mortgage Obligations |
| RESIDENTIAL ACCREDIT 2005-QO1  A-1    20350827 FLT | 2035-08-27      | 4.7337%  | 0.0000% | $37515380.00       | $1306757.31        | Private Label Collateralized Mortgage Obligations |
| RALI TRUST 2005-QO5            A-1    20460125 FLT | 2046-01-25      | 5.3987%  | 0.0000% | $36271000.00       | $1872024.33        | Private Label Collateralized Mortgage Obligations |
| SFAVE COML MTG TR 2015-5AVE    D      20430108 FLT | 2043-01-08      | 4.5343%  | 0.0000% | $3279000.00        | $2581158.67        | Private Label Collateralized Mortgage Obligations |
| SHR TR 2024-LXRY               E      20411015 FLT | 2041-10-15      | 8.7618%  | 0.0000% | $2050000.00        | $2038455.90        | Private Label Collateralized Mortgage Obligations |
| SG COML MTG SECS TR 2019-787E  F      20410215 FLT | 2041-02-15      | 4.6597%  | 0.0000% | $4000000.00        | $3057194.69        | Private Label Collateralized Mortgage Obligations |
| SCG MTG TRUST 2024-MSP         D      20410415 FLT | 2041-04-15      | 8.2498%  | 0.0000% | $2500000.00        | $2499238.75        | Private Label Collateralized Mortgage Obligations |
| SVC ABS LLC 2023-1             C      20530220 6.7 | 2053-02-20      | 6.7000%  | 0.0000% | $3750000.00        | $3618311.67        | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    D      20420218 FLT | 2042-02-18      | 6.9530%  | 0.0000% | $300000.00         | $297675.32         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    E      20420218 FLT | 2042-02-18      | 7.6520%  | 0.0000% | $320000.00         | $317820.26         | Private Label Collateralized Mortgage Obligations |
| SWCH COMM MTG TR  2025-DATA    F      20420218 FLT | 2042-02-18      | 8.5507%  | 0.0000% | $680000.00         | $674872.65         | Private Label Collateralized Mortgage Obligations |
| SALUDA GRADE 7.27527 25AUG59 144A F                | 2059-08-25      | 7.2115%  | 0.0000% | $5115000.00        | $4929352.47        | Private Label Collateralized Mortgage Obligations |
| SANTANDER MTG ASSET 2025-NQM1  B-1    20650125 FLT | 2065-01-25      | 7.3229%  | 0.0000% | $2000000.00        | $1917962.01        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2018-CH2        A-15   20480625 FLT | 2048-06-25      | 4.0000%  | 0.0000% | $11375000.00       | $2038293.67        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MTG TR 2019-CH3        A-13   20491025 FLT | 2049-10-25      | 4.0000%  | 0.0000% | $5000000.00        | $1081705.84        | Private Label Collateralized Mortgage Obligations |
| SEQUOIA MORTGAGE TRUST 2021-4  A-1    20510625 FLT | 2051-06-25      | 2.5000%  | 0.0000% | $350000.00         | $215805.92         | Private Label Collateralized Mortgage Obligations |
| SOHO TRUST 2021-SOHO           B      20380812 FLT | 2038-08-12      | 2.7865%  | 0.0000% | $2000000.00        | $1506949.32        | Private Label Collateralized Mortgage Obligations |
| STORE MSTR FDG I-VII 2018-1    A-2    20481020 4.2 | 2048-10-20      | 4.2900%  | 0.0000% | $1300000.00        | $1170130.43        | Private Label Collateralized Mortgage Obligations |
| STORE MASTER FDING 2023-1      A-2    20530620 6.9 | 2053-06-20      | 6.9200%  | 0.0000% | $250000.00         | $250779.52         | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET ADJ 2004-18   M      20341225 FLT | 2034-12-25      | 4.9637%  | 0.0000% | $10180000.00       | $2394778.81        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET SECS 2004-4   B1     20340425 FLT | 2034-04-25      | 5.9793%  | 0.0000% | $6500000.00        | $1431430.37        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR3  I-2A-3 20360425 FLT | 2036-04-25      | 4.9737%  | 0.0000% | $58500000.00       | $1978046.96        | Private Label Collateralized Mortgage Obligations |
| STRUCTURED ASSET MTG 2006-AR6  II-A-1 20360725 FLT | 2036-07-25      | 4.8137%  | 0.0000% | $58972000.00       | $5348086.30        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-3          B1     20570725 FLT | 2057-07-25      | 3.8823%  | 0.0000% | $3000000.00        | $2769466.13        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-4          B2     20560725 FLT | 2056-07-25      | 3.9892%  | 0.0000% | $3000000.00        | $2844439.59        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2016-3          B2     20560425 FLT | 2056-04-25      | 4.0966%  | 0.0000% | $1100000.00        | $1062080.82        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2017-6          B2     20571025 FLT | 2057-10-25      | 3.3433%  | 0.0000% | $1125906.00        | $901768.76         | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-4          M2     20580625 FLT | 2058-06-25      | 3.0000%  | 0.0000% | $2850000.00        | $2157149.80        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-2          M2     20580325 FLT | 2058-03-25      | 3.5000%  | 0.0000% | $4902900.00        | $4450693.00        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2018-1          M2     20580125 FLT | 2058-01-25      | 3.7500%  | 0.0000% | $2955000.00        | $2776050.62        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2          M2     20581225 FLT | 2058-12-25      | 3.7500%  | 0.0000% | $4272500.00        | $3522278.19        | Private Label Collateralized Mortgage Obligations |
| TOWD PT MTG TR 2019-2          B1     20581225 FLT | 2058-12-25      | 3.7039%  | 0.0000% | $378763.00         | $299935.49         | Private Label Collateralized Mortgage Obligations |
| TOWD POINT MTG TR 2019-4       B4     20591025 FLT | 2059-10-25      | 3.8956%  | 0.0000% | $3000000.00        | $1801140.29        | Private Label Collateralized Mortgage Obligations |
| 280 PARK AVE 2017-280P         F      20340915 FLT | 2034-09-15      | 7.4390%  | 0.0000% | $4000000.00        | $3849870.32        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2012-C4 F      20451212 FLT | 2045-12-12      | 3.9851%  | 0.0000% | $6190900.00        | $3527452.17        | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2013-C5 E      20460312 FLT | 2046-03-12      | 3.8440%  | 0.0000% | $1154000.00        | $621285.36         | Private Label Collateralized Mortgage Obligations |
| UBS-BARCLY COML MTG TR 2013-C5 F      20460312 FLT | 2046-03-12      | 3.8440%  | 0.0000% | $11626000.00       | $1601755.00        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-C33   D      20590317 3.1 | 2059-03-17      | 3.1230%  | 0.0000% | $5078000.00        | $4645556.25        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2017-C42     A-4    20501216 3.5 | 2050-12-16      | 3.5890%  | 0.0000% | $209829.00         | $203990.33         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO CO TR 2018-C44     A-5    20510517 4.2 | 2051-05-17      | 4.2120%  | 0.0000% | $586799.00         | $581031.94         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO MBS 2019-2         A-1    20490425 FLT | 2049-04-25      | 4.0000%  | 0.0000% | $30495000.00       | $441297.94         | Private Label Collateralized Mortgage Obligations |
| WORLDWIDE PLAZA TR 2017-WWP    A      20361112 3.5 | 2036-11-12      | 3.5263%  | 0.0000% | $5008350.00        | $3545113.62        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1000000.00        | $825800.36         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-1    20690625 FLT | 2069-06-25      | 6.3930%  | 0.0000% | $1206000.00        | $995915.23         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-3     A-2    20690625 FLT | 2069-06-25      | 6.6460%  | 0.0000% | $170000.00         | $140616.92         | Private Label Collateralized Mortgage Obligations |
| COMM MORTGAGE TRUST 2019-521F  C      20340615 FLT | 2034-06-15      | 5.7590%  | 0.0000% | $4520000.00        | $3909346.13        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SC TR 2023-R07 2M-1   20430925 FLT | 2043-09-25      | 6.2562%  | 0.0000% | $3000000.00        | $1643280.36        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R04         2B-1   20390627 FLT | 2039-06-27      | 9.6697%  | 0.0000% | $9402025.00        | $6390637.85        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2020-SBT1        2B-1   20400227 FLT | 2040-02-27      | 11.0197% | 0.0000% | $26906846.00       | $28611381.43       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1B-1   20420325 FLT | 2042-03-25      | 10.5552% | 0.0000% | $7500000.00        | $8127187.47        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R03   1B-2   20420325 FLT | 2042-03-25      | 14.1552% | 0.0000% | $2945000.00        | $3302240.27        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R04   1B-1   20420325 FLT | 2042-03-25      | 9.5552%  | 0.0000% | $2000000.00        | $2132460.21        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R04   1B-2   20420325 FLT | 2042-03-25      | 13.8052% | 0.0000% | $12210000.00       | $13619991.08       | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2021-R03         1B-2   20411226 FLT | 2041-12-26      | 9.8052%  | 0.0000% | $5010000.00        | $5227563.40        | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SECS 2022-R02  2B-1   20420127 FLT | 2042-01-27      | 8.8052%  | 0.0000% | $100000.00         | $104497.29         | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SECS 2022-R02  2B-2   20420127 FLT | 2042-01-27      | 11.9552% | 0.0000% | $25000000.00       | $26936311.00       | Private Label Collateralized Mortgage Obligations |
| CONNECTICUT AVE SEC 2022-R05   2B-1   20420425 FLT | 2042-04-25      | 8.8052%  | 0.0000% | $10000000.00       | $10512229.41       | Private Label Collateralized Mortgage Obligations |
| CONNECT AVE SEC TRUST 2024-R02 1B-2   20440225 FLT | 2044-02-25      | 8.0052%  | 0.0000% | $5400000.00        | $5537434.48        | Private Label Collateralized Mortgage Obligations |
| CONN AVE SECS 2019-R05         1B-1   20390725 FLT | 2039-07-25      | 8.5197%  | 0.0000% | $2950000.00        | $1845768.16        | Private Label Collateralized Mortgage Obligations |
| HCA INC.                       SR GLBL NT6.1%64    | 2064-04-01      | 6.1000%  | 0.0000% | $377000.00         | $369365.96         | Corporate Debt Securities                         |
| HCA INC.                       SR GLBL NT 54       | 2054-09-15      | 5.9500%  | 0.0000% | $25000.00          | $24456.35          | Corporate Debt Securities                         |
| HA SUSTAINABLE INFRA CAP INC   SR GLBL NT 34       | 2034-07-01      | 6.3750%  | 0.0000% | $90000.00          | $92360.51          | Corporate Debt Securities                         |
| HASBRO INC                     SR GLBL NT 34       | 2034-05-14      | 6.0500%  | 0.0000% | $299000.00         | $309255.87         | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT4.9%25    | 2025-10-15      | 4.9000%  | 0.0000% | $50000.00          | $50516.42          | Corporate Debt Securities                         |
| HEWLETT PACKARD ENTERPRISE CO  SR GLBL NT 26       | 2026-04-01      | 1.7500%  | 0.0000% | $1987000.00        | $1954982.25        | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -K NT 34    | 2034-07-01      | 5.7000%  | 0.0000% | $345000.00         | $355005.58         | Corporate Debt Securities                         |
| HOST HOTELS & RESORTS LP       SR GLBL -L NT 35    | 2035-04-15      | 5.5000%  | 0.0000% | $77000.00          | $76689.56          | Corporate Debt Securities                         |
| HOWMET AEROSPACE INC           SR GLBL NT 31       | 2031-10-15      | 4.8500%  | 0.0000% | $345000.00         | $352439.64         | Corporate Debt Securities                         |
| HYATT HOTELS CORP              GLBL NT 5.5%34      | 2034-06-30      | 5.5000%  | 0.0000% | $90000.00          | $89312.40          | Corporate Debt Securities                         |
| JPMORGAN CHASE & CO            SR GLBL NT 33       | 2033-01-25      | 2.9630%  | 0.0000% | $408000.00         | $369973.32         | Corporate Debt Securities                         |
| JEFFERIES FINANCIAL GROUP INC  SR GLBL NT 30       | 2030-01-23      | 4.1500%  | 0.0000% | $345000.00         | $342336.12         | Corporate Debt Securities                         |
| LPL HLDGS INC                  SR GLBL NT 6%34     | 2034-05-20      | 6.0000%  | 0.0000% | $122000.00         | $126448.93         | Corporate Debt Securities                         |
| LABORATORY CORP AMER HLDGS     SR GLBL NT 32       | 2032-04-01      | 4.5500%  | 0.0000% | $701000.00         | $696078.01         | Corporate Debt Securities                         |
| MARRIOTT INTL INC NEW          SR GLBL SS NT 37    | 2037-04-15      | 5.5000%  | 0.0000% | $946000.00         | $959513.08         | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 30       | 2030-07-15      | 4.7500%  | 0.0000% | $6294000.00        | $6314581.38        | Corporate Debt Securities                         |
| MARVELL TECHNOLOGY INC         SR GLBL NT 35       | 2035-07-15      | 5.4500%  | 0.0000% | $2909000.00        | $2917116.11        | Corporate Debt Securities                         |
| MICROCHIP TECHNOLOGY INC.      SR GLBL NT4.9%28    | 2028-03-15      | 4.9000%  | 0.0000% | $60000.00          | $61483.90          | Corporate Debt Securities                         |
| MORGAN STANLEY                 FR 5.042%071930     | 2030-07-19      | 5.0420%  | 0.0000% | $195000.00         | $202468.29         | Corporate Debt Securities                         |
| NATIONWIDE BLDG SOC GLOBAL COV FR 4%091426         | 2026-09-14      | 4.0000%  | 0.0000% | $556000.00         | $557622.28         | Corporate Debt Securities                         |
| NUTRIEN LTD                    4.2%29              | 2029-04-01      | 4.2000%  | 0.0000% | $85000.00          | $84911.03          | Corporate Debt Securities                         |
| BLUE OWL CAPITAL CORPORATION   SR GLBL NT3.4%26    | 2026-07-15      | 3.4000%  | 0.0000% | $5632000.00        | $5625654.61        | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD5.8%34    | 2034-05-15      | 5.8000%  | 0.0000% | $85000.00          | $85229.50          | Corporate Debt Securities                         |
| PACIFIC GAS & ELEC CO          1M GLBL BD 6%35     | 2035-08-15      | 6.0000%  | 0.0000% | $750000.00         | $758140.00         | Corporate Debt Securities                         |
| ROYALTY PHARMA PLC             SR GLBL NT 29       | 2029-09-02      | 5.1500%  | 0.0000% | $300000.00         | $310650.17         | Corporate Debt Securities                         |
| UBS COML MTG TR 2018-C10       D      20510517 3.0 | 2051-05-17      | 3.0000%  | 0.0000% | $8000000.00        | $6476389.34        | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C10       A-4    20510517 4.3 | 2051-05-17      | 4.3134%  | 0.0000% | $350000.00         | $344260.24         | Private Label Collateralized Mortgage Obligations |
| UBS COML MTG TR 2018-C14       E      20511215 3.0 | 2051-12-15      | 3.0000%  | 0.0000% | $200000.00         | $104012.33         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2022-INV2         B-1    20671025 FLT | 2067-10-25      | 6.7703%  | 0.0000% | $5000000.00        | $4981369.22        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-1    20680625 FLT | 2068-06-25      | 8.0224%  | 0.0000% | $2000000.00        | $2022957.00        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-5            B-2    20680625 FLT | 2068-06-25      | 8.0224%  | 0.0000% | $5000000.00        | $4985607.49        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2020-1            B-1    20600125 FLT | 2060-01-25      | 3.6240%  | 0.0000% | $1400000.00        | $1314352.67        | Private Label Collateralized Mortgage Obligations |
| VERUS SECRITIZATION TR 2021-R2 M-1    20640225 FLT | 2064-02-25      | 2.2440%  | 0.0000% | $4750000.00        | $4204598.66        | Private Label Collateralized Mortgage Obligations |
| VERUS SECTR 2022-2             A-1    20670225 FLT | 2067-02-25      | 4.2600%  | 0.0000% | $1200000.00        | $912736.70         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-2            A-1    20680325 FLT | 2068-03-25      | 6.1930%  | 0.0000% | $4000000.00        | $2346217.97        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-2            B-1    20680325 FLT | 2068-03-25      | 7.4746%  | 0.0000% | $3000000.00        | $3014835.54        | Private Label Collateralized Mortgage Obligations |
| VERUS SECUR TR 2023-INV1       B-2    20680225 FLT | 2068-02-25      | 7.4866%  | 0.0000% | $1890000.00        | $1878569.09        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-2         A-1    20690225 FLT | 2069-02-25      | 6.0950%  | 0.0000% | $325000.00         | $220713.08         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TR 2023-6            A-1    20680925 FLT | 2068-09-25      | 6.6650%  | 0.0000% | $200000.00         | $134879.98         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2023-8 A-3    20681225 FLT | 2068-12-25      | 6.9677%  | 0.0000% | $440000.00         | $274918.96         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2023-8 B-1    20681225 FLT | 2068-12-25      | 8.0927%  | 0.0000% | $660000.00         | $671707.84         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 A-2    20690125 5.9 | 2069-01-25      | 5.9150%  | 0.0000% | $7000000.00        | $4515229.50        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZATION TR 2024-1 B-2    20690125 FLT | 2069-01-25      | 8.2738%  | 0.0000% | $1715000.00        | $1721261.51        | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     A-1    20690325 FLT | 2069-03-25      | 6.1160%  | 0.0000% | $320000.00         | $267428.34         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     A-3    20690325 FLT | 2069-03-25      | 6.4700%  | 0.0000% | $250000.00         | $209031.60         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURIT TR 2024-INV1     B-1    20690325 FLT | 2069-03-25      | 8.0870%  | 0.0000% | $2147000.00        | $2171936.39        | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-1    20690625 FLT | 2069-06-25      | 6.2180%  | 0.0000% | $800000.00         | $627601.54         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-1    20690625 FLT | 2069-06-25      | 6.2180%  | 0.0000% | $1035000.00        | $811959.49         | Private Label Collateralized Mortgage Obligations |
| VERUS SEC TRUST 2024-4         A-3    20690625 FLT | 2069-06-25      | 6.6740%  | 0.0000% | $550000.00         | $432330.31         | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   A-1    20690825 FLT | 2069-08-25      | 5.3320%  | 0.0000% | $110000.00         | $99669.49          | Private Label Collateralized Mortgage Obligations |
| VERUS SECURITIZ TR 2024-INV2   B-2    20690825 FLT | 2069-08-25      | 7.9764%  | 0.0000% | $257000.00         | $257315.18         | Private Label Collateralized Mortgage Obligations |
| VISIO TR 2023-1                A-3    20580325 FLT | 2058-03-25      | 7.3220%  | 0.0000% | $5209000.00        | $3816432.05        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR13        B-1    20451025 FLT | 2045-10-25      | 5.3337%  | 0.0000% | $4150000.00        | $2029912.43        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-AR19        B-1    20451225 FLT | 2045-12-25      | 5.4837%  | 0.0000% | $11874000.00       | $5728329.67        | Private Label Collateralized Mortgage Obligations |
| WFRBS COML MTG TR 2013-C16     D      20460917 FLT | 2046-09-17      | 4.7113%  | 0.0000% | $7848000.00        | $2940518.51        | Private Label Collateralized Mortgage Obligations |
| FHLMC REMIC SERIES K-1505      A-3    20330425 FLT | 2033-04-25      | 3.7500%  | 0.0000% | $8165000.00        | $7778345.06        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-139       A-2    20320125 FLT | 2032-01-25      | 2.5900%  | 0.0000% | $10513919.00       | $9479795.04        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-145       A-2    20320525 FLT | 2032-05-25      | 2.5800%  | 0.0000% | $4903159.00        | $4384509.38        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-145       A-2    20320525 FLT | 2032-05-25      | 2.5800%  | 0.0000% | $8445000.00        | $7551699.17        | Agency Collateralized Mortgage Obligation         |
| FHLMC REMIC SERIES K-J42       A-2    20321125 4.1 | 2032-11-25      | 4.1180%  | 0.0000% | $29185000.00       | $28874684.01       | Agency Collateralized Mortgage Obligation         |
| ROYALTY PHARMA PLC             SR GLBL NT5.4%34    | 2034-09-02      | 5.4000%  | 0.0000% | $345000.00         | $354290.85         | Corporate Debt Securities                         |
| SHERWIN WILLIAMS CO            SR GLBL NT 27       | 2027-06-01      | 3.4500%  | 0.0000% | $70000.00          | $69165.54          | Corporate Debt Securities                         |
| SOCIETE GENERALE               SUB COCO 55         | 2055-01-19      | 7.1320%  | 0.0000% | $1000000.00        | $1040445.89        | Corporate Debt Securities                         |
| SOUTHERN CALIF EDISON CO       1M GLBL 2025B 55    | 2055-03-01      | 5.9000%  | 0.0000% | $6000.00           | $5609.61           | Corporate Debt Securities                         |
| SYSCO CORP                     SR GLBL NT5.1%30    | 2030-09-23      | 5.1000%  | 0.0000% | $50000.00          | $52020.92          | Corporate Debt Securities                         |
| T MOBILE USA INC               SR GLBL NT 29       | 2029-01-15      | 4.8500%  | 0.0000% | $185000.00         | $191452.65         | Corporate Debt Securities                         |
| TARGA RES PARTNERS / TARGA RES SR GLBL NT 31       | 2031-02-01      | 4.8750%  | 0.0000% | $75000.00          | $75665.03          | Corporate Debt Securities                         |
| UBER TECHNOLOGIES INC          SR GLBL NT4.8%34    | 2034-09-15      | 4.8000%  | 0.0000% | $90000.00          | $89487.00          | Corporate Debt Securities                         |
| UNUM GROUP                     SR GLBL NT 4%29     | 2029-06-15      | 4.0000%  | 0.0000% | $80000.00          | $78556.53          | Corporate Debt Securities                         |
| VALERO ENERGY CORP             SR GLBL NT 30       | 2030-02-15      | 5.1500%  | 0.0000% | $45000.00          | $46761.61          | Corporate Debt Securities                         |
| WELLS FARGO & CO               FR 5.605%042336     | 2036-04-23      | 5.6050%  | 0.0000% | $1000.00           | $1036.93           | Corporate Debt Securities                         |
| GLOBAL ATLANTIC FINANCE CO     SR REGS NT 54       | 2054-03-15      | 6.7500%  | 0.0000% | $346000.00         | $358839.20         | Corporate Debt Securities                         |
| WAMU MTG CERT 2007-HY7         2-A2   20370725 FLT | 2037-07-25      | 4.0593%  | 0.0000% | $19525000.00       | $1178665.41        | Private Label Collateralized Mortgage Obligations |
| WAMU MTG CERT 2005-5           CB-1   20350725 FLT | 2035-07-25      | 4.8337%  | 0.0000% | $19215000.00       | $427608.77         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C27   C      20480218 3.8 | 2048-02-18      | 3.8940%  | 0.0000% | $1111000.00        | $978046.15         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-LC20  C      20500415 FLT | 2050-04-15      | 4.0560%  | 0.0000% | $20000.00          | $9612.97           | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-C28   C      20480515 FLT | 2048-05-15      | 4.2533%  | 0.0000% | $68000.00          | $39274.60          | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2015-NXS4  B      20481217 FLT | 2048-12-17      | 4.2240%  | 0.0000% | $700000.00         | $693692.77         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 D      20481217 3.2 | 2048-12-17      | 3.2410%  | 0.0000% | $1660000.00        | $1581572.98        | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COM MTG TR 2015-P2 B      20481217 4.2 | 2048-12-17      | 4.2550%  | 0.0000% | $300000.00         | $298025.89         | Private Label Collateralized Mortgage Obligations |
| WELLS FARGO COML TR 2016-LC25  B      20591217 FLT | 2059-12-17      | 4.4720%  | 0.0000% | $15000.00          | $14507.89          | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-CCRE28        D      20490212 FLT | 2049-02-12      | 3.9868%  | 0.0000% | $3300000.00        | $2832355.56        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2016-COR1          C      20491013 FLT | 2049-10-13      | 4.4649%  | 0.0000% | $1800000.00        | $1550532.06        | Private Label Collateralized Mortgage Obligations |
| CSAIL COML MTG TR 2017-C8      D      20500617 FLT | 2050-06-17      | 4.5541%  | 0.0000% | $4626885.00        | $3670788.33        | Private Label Collateralized Mortgage Obligations |
| COLT MTG TR 2023-4             B-1    20681025 FLT | 2068-10-25      | 8.3051%  | 0.0000% | $500000.00         | $510660.47         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV2       A-1    20690527 FLT | 2069-05-27      | 6.4210%  | 0.0000% | $600000.00         | $503677.95         | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE5         E      20451212 FLT | 2045-12-12      | 4.6924%  | 0.0000% | $9000000.00        | $5021357.42        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2012-CCRE3         B      20451017 3.9 | 2045-10-17      | 3.9220%  | 0.0000% | $3600000.00        | $3213997.50        | Private Label Collateralized Mortgage Obligations |
| COMM MTG TR 2013-CCRE9         G      20450712 FLT | 2045-07-12      | 3.2500%  | 0.0000% | $13358970.00       | $1550649.53        | Private Label Collateralized Mortgage Obligations |
| CSMC 2020-NQM1                 A-3    20650525 FLT | 2065-05-25      | 2.7220%  | 0.0000% | $2750000.00        | $353774.80         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CHOP           G      20320715 FLT | 2032-07-15      | 9.7940%  | 0.0000% | $310000.00         | $301982.42         | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2017-CHOP           H      20320715 FLT | 2032-07-15      | 11.7940% | 0.0000% | $350000.00         | $339583.01         | Private Label Collateralized Mortgage Obligations |
| CSMC 2019-NQM1                 B-2    20591025 FLT | 2059-10-25      | 5.2500%  | 0.0000% | $3834805.00        | $3437025.15        | Private Label Collateralized Mortgage Obligations |
| COLEM MORTGAGE TRUST 2022-HLNE D      20420412 FLT | 2042-04-12      | 2.5430%  | 0.0000% | $1830000.00        | $1450131.44        | Private Label Collateralized Mortgage Obligations |
| CSMC TRUST 2021-RPL3           A-1    20600125 FLT | 2060-01-25      | 2.0000%  | 0.0000% | $4800000.00        | $2099715.64        | Private Label Collateralized Mortgage Obligations |
| CSMC 2021-GATE                 C      20361215 FLT | 2036-12-15      | 7.1334%  | 0.0000% | $4356000.00        | $4181073.76        | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-2     A-1    20690425 FLT | 2069-04-25      | 6.1250%  | 0.0000% | $525000.00         | $372589.76         | Private Label Collateralized Mortgage Obligations |
| COLT MORTGAGE LN TR 2024-2     B-2    20690425 FLT | 2069-04-25      | 8.3891%  | 0.0000% | $2149000.00        | $2167909.73        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2005-56              1-A-2  20351125 FLT | 2035-11-25      | 4.4226%  | 0.0000% | $72823000.00       | $1982787.91        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-6CB             1-A-1  20360525 5.5 | 2036-05-25      | 5.5000%  | 0.0000% | $46000000.00       | $1743220.69        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-9               1-A-1  20350525 FLT | 2035-05-25      | 5.0337%  | 0.0000% | $79109000.00       | $2115107.80        | Private Label Collateralized Mortgage Obligations |
| CWMBS INC 2005-9               1-A-2  20350525 FLT | 2035-05-25      | 5.1337%  | 0.0000% | $53999000.00       | $564479.48         | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2024-INV1       A-1    20681226 FLT | 2068-12-26      | 5.9030%  | 0.0000% | $2890000.00        | $2453619.48        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM2   A-1    20690425 FLT | 2069-04-25      | 6.4980%  | 0.0000% | $3000000.00        | $2331003.31        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM1   A-1    20690225 FLT | 2069-02-25      | 6.1950%  | 0.0000% | $5321000.00        | $3784552.86        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM1   A-1    20690225 FLT | 2069-02-25      | 6.1950%  | 0.0000% | $5350000.00        | $3805179.06        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2024-NQM3   A-1    20690725 FLT | 2069-07-25      | 6.4510%  | 0.0000% | $5967000.00        | $5054158.33        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   A-1    20681125 FLT | 2068-11-25      | 7.0490%  | 0.0000% | $264000.00         | $215477.02         | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   A-3    20681125 FLT | 2068-11-25      | 7.7560%  | 0.0000% | $1997000.00        | $1637991.97        | Private Label Collateralized Mortgage Obligations |
| A&D MORTGAGE TRUST 2023-NQM5   M-1    20681125 FLT | 2068-11-25      | 8.1233%  | 0.0000% | $2122800.00        | $2189376.79        | Private Label Collateralized Mortgage Obligations |
| ADJUSTABLE RATE MTG 2005-7     7-M-1  20351025 FLT | 2035-10-25      | 5.4337%  | 0.0000% | $2355936.00        | $1049702.59        | Private Label Collateralized Mortgage Obligations |
| CWALT INC ALT LN TR 2006-OA9   2-A-1A 20460720 FLT | 2046-07-20      | 4.8521%  | 0.0000% | $44499900.00       | $2497118.58        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2006-OA11            A-1C   20460925 FLT | 2046-09-25      | 4.9337%  | 0.0000% | $8435000.00        | $5904263.11        | Private Label Collateralized Mortgage Obligations |
| CWALT INC 2007-OA4             A-2    20470525 FLT | 2047-05-25      | 4.8737%  | 0.0000% | $63095200.00       | $2434898.36        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2004-4       M-1    20450225 FLT | 2045-02-25      | 5.2587%  | 0.0000% | $12500000.00       | $5709037.03        | Private Label Collateralized Mortgage Obligations |
| AMERICAN HOME MTG 2005-2       I-A-1  20450925 FLT | 2045-09-25      | 5.0337%  | 0.0000% | $49903000.00       | $1872733.07        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MTG TR 2019-2        B-2    20490325 FLT | 2049-03-25      | 6.2860%  | 0.0000% | $1100000.00        | $1125158.89        | Private Label Collateralized Mortgage Obligations |
| ANGEL OAK MORTGAGE 2024-4      A-1    20690125 FLT | 2069-01-25      | 6.1970%  | 0.0000% | $2184128.00        | $1621704.92        | Private Label Collateralized Mortgage Obligations |
| ATRIUM HOTEL PRTF TR 2024-ATRM E      20391012 FLT | 2039-10-12      | 9.5201%  | 0.0000% | $1900000.00        | $1959601.10        | Private Label Collateralized Mortgage Obligations |
| BB-UBS TRUST 2012-TFT          C      20300607 FLT | 2030-06-07      | 3.6240%  | 0.0000% | $7000000.00        | $4930935.13        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            B      20351015 FLT | 2035-10-15      | 6.1265%  | 0.0000% | $4000000.00        | $610171.67         | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2020-EYP            C      20351015 FLT | 2035-10-15      | 6.5265%  | 0.0000% | $4695000.00        | $200521.49         | Private Label Collateralized Mortgage Obligations |
| BBCMS TRUST 2021-AGW           G      20360616 FLT | 2036-06-16      | 9.2265%  | 0.0000% | $1290000.00        | $1067071.70        | Private Label Collateralized Mortgage Obligations |
| BAMLL CML MTG SEC TR 2022-DKLX E      20390118 FLT | 2039-01-18      | 8.4390%  | 0.0000% | $2919000.00        | $2629964.92        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         C      20370316 FLT | 2037-03-16      | 5.6300%  | 0.0000% | $3376000.00        | $3046319.55        | Private Label Collateralized Mortgage Obligations |
| BBCMS MTG TR 2018-TALL         D      20370316 FLT | 2037-03-16      | 5.9575%  | 0.0000% | $5000000.00        | $4387411.48        | Private Label Collateralized Mortgage Obligations |
| BBCMS MRTG TR 2022-C16         E      20550617 2.5 | 2055-06-17      | 2.5000%  | 0.0000% | $7745000.00        | $4664874.60        | Private Label Collateralized Mortgage Obligations |
| BFLD TRUST 2021-FPM            E      20380615 FLT | 2038-06-15      | 10.0765% | 0.0000% | $2400000.00        | $2406414.60        | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2022-1700  A      20370215 FLT | 2037-02-15      | 5.6120%  | 0.0000% | $2800000.00        | $2526404.26        | Private Label Collateralized Mortgage Obligations |
| BSST MORTGAGE TRUST 2022-1700  B      20370215 FLT | 2037-02-15      | 6.0620%  | 0.0000% | $2300000.00        | $1517182.89        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      A      20380816 FLT | 2038-08-16      | 5.3765%  | 0.0000% | $5000000.00        | $4057116.20        | Private Label Collateralized Mortgage Obligations |
| BSREP COMM MTG TR 2021-DC      B      20380816 FLT | 2038-08-16      | 5.7765%  | 0.0000% | $6800000.00        | $5142006.67        | Private Label Collateralized Mortgage Obligations |
| BMO MORTGAGE TRUST 2024-C9     D      20570717 4.7 | 2057-07-17      | 4.7500%  | 0.0000% | $3870000.00        | $2998322.71        | Private Label Collateralized Mortgage Obligations |
| BX TR 2021-MFM1                E      20340117 FLT | 2034-01-17      | 6.6765%  | 0.0000% | $6510600.00        | $4568675.31        | Private Label Collateralized Mortgage Obligations |
| BAMLL COML MTG TR 2016-UBS10   E      20490716 3.4 | 2049-07-16      | 3.4130%  | 0.0000% | $7000000.00        | $4824612.53        | Private Label Collateralized Mortgage Obligations |
| BANK5 2023-5YR2                A-3    20560717 FLT | 2056-07-17      | 6.6560%  | 0.0000% | $2700000.00        | $2860538.70        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK13                A-S    20610817 FLT | 2061-08-17      | 4.4670%  | 0.0000% | $4000000.00        | $3918393.66        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                A-4    20520216 FLT | 2052-02-16      | 4.0050%  | 0.0000% | $800000.00         | $783445.80         | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK16                A-S    20520216 FLT | 2052-02-16      | 4.2670%  | 0.0000% | $1488333.00        | $1444228.20        | Private Label Collateralized Mortgage Obligations |
| BANK 2018-BNK11                D      20610317 3.0 | 2061-03-17      | 3.0000%  | 0.0000% | $5465000.00        | $4160497.21        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19                A3     20610817 FLT | 2061-08-17      | 3.1830%  | 0.0000% | $1527000.00        | $1427635.18        | Private Label Collateralized Mortgage Obligations |
| BANK 2019-BNK19                A3     20610817 FLT | 2061-08-17      | 3.1830%  | 0.0000% | $3103000.00        | $2901081.84        | Private Label Collateralized Mortgage Obligations |
| BANK 2021-BNK34                A-5    20630615 FLT | 2063-06-15      | 2.4380%  | 0.0000% | $600000.00         | $515837.37         | Private Label Collateralized Mortgage Obligations |
| BARCLAYS MTG LN TR 2021-NQM1   M-1    20510925 FLT | 2051-09-25      | 2.9710%  | 0.0000% | $6000000.00        | $4799473.84        | Private Label Collateralized Mortgage Obligations |
| BAYVIEW MSR OPPORT 2021-INV4   A-8    20511025 FLT | 2051-10-25      | 2.5000%  | 0.0000% | $450000.00         | $260445.54         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2004-10     M-2    20340925 FLT | 2034-09-25      | 6.0837%  | 0.0000% | $292000.00         | $129713.68         | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      I-A-1  20460625 FLT | 2046-06-25      | 4.7537%  | 0.0000% | $63502100.00       | $2540312.45        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A 2006-8      II-A-1 20460825 FLT | 2046-08-25      | 4.7108%  | 0.0000% | $27500000.00       | $1524092.23        | Private Label Collateralized Mortgage Obligations |
| BEAR STEARNS ALT-A II 2007-1   I-A-1  20470925 FLT | 2047-09-25      | 4.3281%  | 0.0000% | $41199900.00       | $3312038.69        | Private Label Collateralized Mortgage Obligations |
| BEAR STRNS MTG FDG 2006-AR5    II-A-1 20370126 FLT | 2037-01-26      | 4.8137%  | 0.0000% | $12749388.00       | $1257900.95        | Private Label Collateralized Mortgage Obligations |
| BEAR STRNS MTG FDG 2006-AR5    II-A-2 20370126 FLT | 2037-01-26      | 4.8937%  | 0.0000% | $60134977.00       | $4485361.96        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B3       A-5    20510412 4.0 | 2051-04-12      | 4.0250%  | 0.0000% | $6233596.00        | $6147200.61        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT | 2053-02-18      | 2.9440%  | 0.0000% | $1836000.00        | $1653779.86        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2020-B-16     A-M    20530218 FLT | 2053-02-18      | 2.9440%  | 0.0000% | $3639000.00        | $3277834.91        | Private Label Collateralized Mortgage Obligations |
| BENCHMARK MTG TR 2018-B6       A-4    20511012 FLT | 2051-10-12      | 4.2610%  | 0.0000% | $1500000.00        | $1482330.71        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2025-4          B-1    20700425 FLT | 2070-04-25      | 7.5607%  | 0.0000% | $2829000.00        | $2842392.91        | Private Label Collateralized Mortgage Obligations |
| CALI MTG TR 2019-101C          A      20390311 3.9 | 2039-03-11      | 3.9570%  | 0.0000% | $6035000.00        | $5707997.04        | Private Label Collateralized Mortgage Obligations |
| CHASE HOME LENDING 2024-7      B-5    20550625 FLT | 2055-06-25      | 6.8515%  | 0.0000% | $1439000.00        | $1222901.39        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2024-R1                 A1     20640625 FLT | 2064-06-25      | 4.7500%  | 0.0000% | $1000000.00        | $854873.51         | Private Label Collateralized Mortgage Obligations |
| CIM TR 2024-R1                 B2     20640625 FLT | 2064-06-25      | 5.2516%  | 0.0000% | $9363000.00        | $5528134.91        | Private Label Collateralized Mortgage Obligations |
| CIM TR 2023-R2                 A1     20640825 FLT | 2064-08-25      | 5.5000%  | 0.0000% | $2000000.00        | $1494492.76        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2022-INV1  A-3B   20511125 FLT | 2051-11-25      | 3.0000%  | 0.0000% | $159280.00         | $104713.98         | Private Label Collateralized Mortgage Obligations |
| CITI GRP COML MTG TR 2012-GC8  D      20450912 FLT | 2045-09-12      | 5.2950%  | 0.0000% | $4600000.00        | $2739554.86        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC23   D      20470712 FLT | 2047-07-12      | 4.7415%  | 0.0000% | $6500000.00        | $3516997.56        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2014-GC25   D      20471011 3.5 | 2047-10-11      | 3.5480%  | 0.0000% | $3000000.00        | $1639074.33        | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC29   D      20480410 3.1 | 2048-04-10      | 3.1100%  | 0.0000% | $286000.00         | $200859.31         | Private Label Collateralized Mortgage Obligations |
| CITGRP COML MTG TR 2015-GC35   C      20481113 FLT | 2048-11-13      | 4.6049%  | 0.0000% | $6000000.00        | $4283379.12        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  C      20490212 FLT | 2049-02-12      | 4.9051%  | 0.0000% | $2500000.00        | $2034875.88        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-GC36  D      20490212 2.8 | 2049-02-12      | 2.8500%  | 0.0000% | $4000000.00        | $2289179.33        | Private Label Collateralized Mortgage Obligations |
| CITIGRP COML MTG TR 2016-P5    C      20491013 FLT | 2049-10-13      | 4.4150%  | 0.0000% | $1620000.00        | $1372915.27        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2017-P7  A-S    20500415 3.9 | 2050-04-15      | 3.9150%  | 0.0000% | $270000.00         | $260057.18         | Private Label Collateralized Mortgage Obligations |
| CITIGROUP COML MTG TR 2018-C6  D      20511110 FLT | 2051-11-10      | 5.2359%  | 0.0000% | $8675000.00        | $6273688.68        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2019-RP1   B-5    20660125 FLT | 2066-01-25      | 4.0000%  | 0.0000% | $11086572.00       | $4082638.83        | Private Label Collateralized Mortgage Obligations |
| CITIGROUP MTG LN TR 2020-EXP2  A-3    20500825 FLT | 2050-08-25      | 2.5000%  | 0.0000% | $433875.00         | $86644.30          | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN 2021-3 TR          A-1    20660927 FLT | 2066-09-27      | 0.9560%  | 0.0000% | $7465000.00        | $3566076.37        | Private Label Collateralized Mortgage Obligations |
| COLT MTG LN TR 2023-3          A-1    20680925 FLT | 2068-09-25      | 7.1800%  | 0.0000% | $577000.00         | $394029.62         | Private Label Collateralized Mortgage Obligations |

### Security 714: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.410000%
- **C.6 - Investment Category:** Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash
- **Identifiers:** C.3 - CUSIP: ARP19B875, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B875
- **C.18 - Value (incl. sponsor support):** $98500000.00
- **C.18.a - Value (excl. sponsor support):** $98500000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-21      | 0.0000%  | 0.0000% | $500.00            | $496.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $1400.00           | $1535.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $200.00            | $197.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $200.00            | $151.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $92.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $23700.00          | $23294.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $91441600.00       | $100456414.09      | U.S. Treasuries (including strips) |

### Security 715: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B883, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B883
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                             | 2041-11-15      | 3.1250%  | 0.0000% | $65207100.00       | $53481445.17       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2043-02-15      | 3.1250%  | 0.0000% | $13130300.00       | $10661541.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2046-05-15      | 2.5000%  | 0.0000% | $25000000.00       | $17259075.00       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2047-02-15      | 3.0000%  | 0.0000% | $37000000.00       | $28082069.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-02-15      | 1.0000%  | 0.0000% | $88288000.00       | $84589726.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-05-15      | 3.1250%  | 0.0000% | $129756400.00      | $98551315.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-08-15      | 3.0000%  | 0.0000% | $862300.00         | $644545.83         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2049-05-15      | 2.8750%  | 0.0000% | $143501000.00      | $103077019.43      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2052-02-15      | 2.2500%  | 0.0000% | $365440800.00      | $225173615.34      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2042-05-15      | 3.2500%  | 0.0000% | $127738400.00      | $105781893.51      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2052-11-15      | 4.0000%  | 0.0000% | $56695200.00       | $49657851.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2055-02-15      | 4.6250%  | 0.0000% | $97175900.00       | $95921838.01       | U.S. Treasuries (including strips)        |
| GNRA 2022-019 FG                                   | 2052-01-20      | 3.0000%  | 0.0000% | $395000000.00      | $244241648.81      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-08O KF                                   | 2074-05-20      | 5.1519%  | 0.0000% | $100000.00         | $97749.75          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF                                   | 2053-05-20      | 5.3019%  | 0.0000% | $85000000.00       | $56653927.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-116 FD                                   | 2053-08-20      | 5.4019%  | 0.0000% | $100000000.00      | $54401896.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-131 FL                                   | 2053-09-20      | 5.6019%  | 0.0000% | $26074200.00       | $14218751.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FA                                   | 2054-01-20      | 5.3519%  | 0.0000% | $50000000.00       | $33395659.53       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-105 AV                                   | 2035-04-20      | 6.0000%  | 0.0000% | $2473000.00        | $2384101.92        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $49306800.00       | $49749503.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-006 EF                                   | 2055-01-20      | 5.4019%  | 0.0000% | $42424700.00       | $37698435.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-050 BY                                   | 2055-03-20      | 5.0000%  | 0.0000% | $8159344.00        | $7742497.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-081 JY                                   | 2055-05-20      | 5.0000%  | 0.0000% | $3003012.00        | $2802581.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 FA                                   | 2055-06-20      | 5.6500%  | 0.0000% | $30000000.00       | $30622830.00       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-104 CA                                   | 2050-03-20      | 3.5000%  | 0.0000% | $162609000.00      | $153294178.31      | Agency Collateralized Mortgage Obligation |
| FNRM CL100BA R12F100                               | 2027-09-25      | 1.5000%  | 0.0000% | $6902688.00        | $107429.72         | Agency Collateralized Mortgage Obligation |
| FNRM CL073BL R13F073                               | 2028-07-25      | 2.2500%  | 0.0000% | $47444480.00       | $1012130.57        | Agency Collateralized Mortgage Obligation |
| FNRM CL128B R13F128                                | 2030-12-25      | 3.5000%  | 0.0000% | $1125000.00        | $1092951.25        | Agency Collateralized Mortgage Obligation |
| FNRM RC014KA R15F014                               | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $116117.76         | Agency Collateralized Mortgage Obligation |
| FNRM CL033DT R19F033                               | 2049-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $14481642.91       | Agency Collateralized Mortgage Obligation |
| FNRM RC034AD R24F034                               | 2050-12-25      | 5.2500%  | 0.0000% | $57361664.00       | $33934828.26       | Agency Collateralized Mortgage Obligation |
| FNRM RC034AB R24F034                               | 2050-12-25      | 5.7500%  | 0.0000% | $57361664.00       | $34084913.82       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-05-25      | 5.3052%  | 0.0000% | $100000000.00      | $77371153.05       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-04-25      | 5.2552%  | 0.0000% | $25000000.00       | $19064724.19       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-03-25      | 5.6052%  | 0.0000% | $54000000.00       | $50774245.77       | Agency Collateralized Mortgage Obligation |
| FNRM CL103M R24F103                                | 2050-12-25      | 5.5000%  | 0.0000% | $102595000.00      | $94137142.00       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-06-25      | 5.8052%  | 0.0000% | $35000000.00       | $34664246.49       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-149       A-2    20320825 FLT | 2032-08-25      | 3.5300%  | 0.0000% | $11900000.00       | $11275709.47       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.3552%  | 0.0000% | $4500000.00        | $3468550.12        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.2552%  | 0.0000% | $9631392.00        | $8851571.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.0000%  | 0.0000% | $954000.00         | $815296.77         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.5052%  | 0.0000% | $4400000.00        | $3792712.32        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.5052%  | 0.0000% | $7100000.00        | $5854759.97        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-12-25      | 5.5052%  | 0.0000% | $7600000.00        | $6833419.18        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-07-25      | 1.5000%  | 0.0000% | $6749672.00        | $4207268.55        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-07-25      | 5.5000%  | 0.0000% | $9355632.00        | $8086359.07        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-02-25      | 5.5000%  | 0.0000% | $5000000.00        | $4799892.78        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-01-25      | 5.5000%  | 0.0000% | $43952000.00       | $44072549.53       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.2500%  | 0.0000% | $7611000.00        | $7859622.19        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $434.99            | Agency Collateralized Mortgage Obligation |
| FNRM CL050BA R08F050                               | 2036-11-25      | 4.5000%  | 0.0000% | $12528272.00       | $211828.46         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2028-02-15      | 5.0000%  | 0.0000% | $165000.00         | $595.41            | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H15 FA                                   | 2063-06-20      | 4.9860%  | 0.0000% | $9749980.00        | $249800.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-H23 FS                                   | 2061-10-20      | 5.1960%  | 0.0000% | $1900000.00        | $179564.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H08 FC                                   | 2062-04-20      | 5.0160%  | 0.0000% | $6712888.00        | $314706.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H25 FA                                   | 2061-12-20      | 5.1460%  | 0.0000% | $2350000.00        | $14545.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-8O FB                                    | 2065-03-20      | 5.0760%  | 0.0000% | $2800000.00        | $443299.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-9O HA                                    | 2065-03-20      | 1.7500%  | 0.0000% | $638969.00         | $127.72            | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O FK                                    | 2067-05-20      | 4.1200%  | 0.0000% | $700000.00         | $21458.79          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-0O FC                                    | 2065-04-20      | 4.9260%  | 0.0000% | $345000.00         | $78598.06          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-23O FD                                   | 2065-09-20      | 4.9660%  | 0.0000% | $1000000.00        | $194114.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-29O FA                                   | 2065-10-20      | 5.1460%  | 0.0000% | $14090240.00       | $2257.29           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-33O FA                                   | 2065-12-20      | 5.1060%  | 0.0000% | $200000.00         | $45867.87          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FK                                    | 2066-03-20      | 5.4460%  | 0.0000% | $12800000.00       | $2926868.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-0O FA                                    | 2066-04-20      | 5.3260%  | 0.0000% | $2500000.00        | $512653.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O FA                                    | 2066-08-20      | 5.1960%  | 0.0000% | $200000.00         | $42378.12          | Agency Collateralized Mortgage Obligation |
| GNRA 2017-7O FG                                    | 2067-02-20      | 4.9060%  | 0.0000% | $2800000.00        | $257161.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-4O FA                                    | 2064-12-20      | 5.0960%  | 0.0000% | $3765804.00        | $766389.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-086 AE                                   | 2052-05-16      | 2.7500%  | 0.0000% | $6500000.00        | $559071.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-5O FG                                    | 2068-08-20      | 5.4612%  | 0.0000% | $800000.00         | $329721.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20O FC                                   | 2069-11-20      | 4.9460%  | 0.0000% | $1000000.00        | $275460.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-4O DF                                    | 2069-08-20      | 5.4460%  | 0.0000% | $9769440.00        | $5717538.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-09O FB                                   | 2070-04-20      | 5.2960%  | 0.0000% | $2657696.00        | $1046864.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-037 A                                    | 2057-05-16      | 4.5000%  | 0.0000% | $750000.00         | $727183.88         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-077 A                                    | 2058-09-16      | 4.5000%  | 0.0000% | $69891456.00       | $67616143.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-6O FD                                    | 2069-01-20      | 5.1660%  | 0.0000% | $205000.00         | $84080.75          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O FB                                   | 2072-10-20      | 5.4019%  | 0.0000% | $7900000.00        | $8071971.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA                                   | 2052-02-20      | 3.0000%  | 0.0000% | $213832000.00      | $135806712.09      | Agency Collateralized Mortgage Obligation |

### Security 716: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B891, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19B891
- **C.18 - Value (incl. sponsor support):** $815000000.00
- **C.18.a - Value (excl. sponsor support):** $815000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                             | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.38             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2027-07-31      | 2.7500%  | 0.0000% | $2855600.00        | $2830802.05        | U.S. Treasuries (including strips)        |
| FMAR 841076 G                                      | 2048-11-01      | 3.0080%  | 0.0000% | $2696322.00        | $528345.70         | Agency Mortgage-Backed Securities         |
| FMAR 841077 G                                      | 2047-11-01      | 3.5150%  | 0.0000% | $1300001.00        | $269487.75         | Agency Mortgage-Backed Securities         |
| FMAR 841554 G                                      | 2053-03-01      | 4.6990%  | 0.0000% | $2678104.00        | $2237840.85        | Agency Mortgage-Backed Securities         |
| FMAR 841581 G                                      | 2043-06-01      | 6.9180%  | 0.0000% | $1347.00           | $1024.44           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $124994.00         | $9137.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342                               | 2053-07-01      | 5.5000%  | 0.0000% | $347374.00         | $296040.42         | Agency Mortgage-Backed Securities         |
| FKAR 03.700 WAWA2225                               | 2037-05-01      | 3.7000%  | 0.0000% | $2003914.00        | $1747151.75        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $9779.00           | $9840.62           | Agency Mortgage-Backed Securities         |
| FKAR 04.980 WNWN1354                               | 2029-04-01      | 4.9800%  | 0.0000% | $7949726.00        | $8075440.32        | Agency Mortgage-Backed Securities         |
| FKAR 04.900 WNWN2511                               | 2032-11-01      | 4.9000%  | 0.0000% | $1679552.00        | $1712451.44        | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G60528 G                               | 2039-02-01      | 7.0000%  | 0.0000% | $2346992.00        | $314274.29         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60713 G                               | 2046-09-01      | 3.5000%  | 0.0000% | $134000.00         | $22631.91          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7128                               | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $718.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555285                               | 2033-03-01      | 6.0000%  | 0.0000% | $5464.00           | $14.67             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI5179                               | 2041-08-01      | 5.0000%  | 0.0000% | $20549855.00       | $586596.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8180                               | 2041-08-01      | 4.5000%  | 0.0000% | $1002.00           | $19.44             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8716                               | 2041-08-01      | 4.5000%  | 0.0000% | $1992.00           | $127.74            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL5134                               | 2044-04-01      | 6.5900%  | 0.0000% | $288424.00         | $14334.71          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8984                               | 2028-04-01      | 3.5100%  | 0.0000% | $2000000.00        | $1843414.68        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $191546.00         | $150529.13         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN8416                               | 2048-02-01      | 3.7400%  | 0.0000% | $573980.00         | $446451.54         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6562                               | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16980.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                               | 2047-02-01      | 4.0000%  | 0.0000% | $1872.00           | $583.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1792                               | 2043-08-01      | 3.5000%  | 0.0000% | $275000.00         | $61597.27          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5693                               | 2044-02-01      | 4.5000%  | 0.0000% | $1471934.00        | $338799.28         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY1357                               | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $264.72            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS722583                               | 2033-08-01      | 6.1880%  | 0.0000% | $3399550.00        | $105689.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL766070                               | 2034-02-01      | 5.5000%  | 0.0000% | $1497509.00        | $16952.31          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD841068                               | 2034-11-01      | 7.0370%  | 0.0000% | $2479414.00        | $23474.09          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868851                               | 2036-04-01      | 6.9430%  | 0.0000% | $6022000.00        | $68838.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA6271                               | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1772.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB0277                               | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $946.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5206                               | 2054-06-01      | 6.5000%  | 0.0000% | $2003.00           | $1606.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6544                               | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6624                               | 2054-11-01      | 6.0000%  | 0.0000% | $1403625.00        | $1428561.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7896                               | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2029.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8647                               | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1983.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0425                               | 2055-01-01      | 5.5000%  | 0.0000% | $66960.00          | $66811.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1010                               | 2055-02-01      | 6.5000%  | 0.0000% | $206641.00         | $214051.86         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1800                               | 2055-02-01      | 6.0000%  | 0.0000% | $806522.00         | $822391.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2138                               | 2055-04-01      | 5.5000%  | 0.0000% | $34215.00          | $34263.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1025.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM7784                               | 2046-11-01      | 4.5000%  | 0.0000% | $145654.00         | $64392.62          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7866                               | 2051-07-01      | 2.5000%  | 0.0000% | $1620426.00        | $1133736.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $748680.00         | $355938.49         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9978                               | 2051-12-01      | 3.0000%  | 0.0000% | $8000.00           | $4411.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0522                               | 2052-02-01      | 2.5000%  | 0.0000% | $5000.00           | $3282.03           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1107                               | 2051-12-01      | 2.5000%  | 0.0000% | $202649.00         | $124762.31         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1535                               | 2052-04-01      | 3.0000%  | 0.0000% | $523711.00         | $354701.05         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $728.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2043                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $662.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2252                               | 2050-07-01      | 3.0000%  | 0.0000% | $393381.00         | $269253.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3102                               | 2052-10-01      | 4.5000%  | 0.0000% | $100000.00         | $83483.59          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS3621                               | 2051-11-01      | 2.5000%  | 0.0000% | $86942.00          | $60494.60          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $778.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3898                               | 2051-05-01      | 4.0000%  | 0.0000% | $1999.00           | $1500.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3925                               | 2053-03-01      | 5.5000%  | 0.0000% | $348042.00         | $297357.12         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $95889.00          | $74605.87          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $4006.00           | $3079.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS7180                               | 2042-05-01      | 2.0000%  | 0.0000% | $556944.00         | $420878.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $17000.00          | $14227.71          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS6606                               | 2052-10-01      | 2.0000%  | 0.0000% | $48000.00          | $34768.14          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0446                               | 2055-05-01      | 6.5000%  | 0.0000% | $166533.00         | $172263.95         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB889789                               | 2036-11-01      | 6.6140%  | 0.0000% | $55980509.00       | $241578.30         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1902798                               | 2036-11-01      | 5.9030%  | 0.0000% | $16296178.00       | $133334.84         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6645568.00        | $160733.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL935668                               | 2039-10-01      | 6.0000%  | 0.0000% | $2721.00           | $113.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA2560                               | 2039-04-01      | 6.0000%  | 0.0000% | $3797532.00        | $264614.58         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA3030                               | 2039-04-01      | 6.0000%  | 0.0000% | $1054.00           | $35.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                               | 2039-07-01      | 6.0000%  | 0.0000% | $3034.00           | $220.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAB8160                               | 2037-10-01      | 6.0000%  | 0.0000% | $2010.00           | $82.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0878                               | 2031-10-01      | 4.0000%  | 0.0000% | $11153696.00       | $536155.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2484                               | 2045-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10492.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521                               | 2048-11-01      | 4.0000%  | 0.0000% | $10998.00          | $879.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $5800.00           | $831.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3120                               | 2047-09-01      | 3.5000%  | 0.0000% | $127000.00         | $15943.10          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3279                               | 2038-02-01      | 3.0000%  | 0.0000% | $53000.00          | $8555.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $201000.00         | $16130.85          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $456047.00         | $34681.68          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $3008.00           | $1854.53           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438                               | 2051-10-01      | 2.5000%  | 0.0000% | $34000.00          | $21074.94          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $2706730.00        | $1729219.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $16003.00          | $2253.23           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4077                               | 2050-07-01      | 2.0000%  | 0.0000% | $1000000.00        | $435583.52         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $69892.00          | $28594.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4160                               | 2050-10-01      | 3.0000%  | 0.0000% | $436993.00         | $144379.64         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4255                               | 2051-02-01      | 2.0000%  | 0.0000% | $160000.00         | $89169.61          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $119000.00         | $56117.55          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4325                               | 2051-05-01      | 2.0000%  | 0.0000% | $21633934.00       | $12868170.87       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4355                               | 2051-06-01      | 2.0000%  | 0.0000% | $4016.00           | $2426.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $33616619.00       | $27272458.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $1328.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072                               | 2053-07-01      | 5.5000%  | 0.0000% | $1351414.00        | $1135832.50        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5106                               | 2053-08-01      | 5.0000%  | 0.0000% | $1021.00           | $883.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $15587857.00       | $14661960.41       | Agency Mortgage-Backed Securities         |
| FKAR 04.730 WSWS4009                               | 2033-05-01      | 4.7300%  | 0.0000% | $718136.00         | $705324.54         | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $1565729.00        | $133461.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1361052.00        | $837093.94         | Agency Mortgage-Backed Securities         |
| GNPL PN CP7208                                     | 2057-11-15      | 4.0000%  | 0.0000% | $217662.00         | $200475.19         | Agency Mortgage-Backed Securities         |
| GNII SF CS4395 C                                   | 2053-08-20      | 6.0000%  | 0.0000% | $227588.00         | $213445.06         | Agency Mortgage-Backed Securities         |
| GNII SF DH2778 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $188800.00         | $196537.17         | Agency Mortgage-Backed Securities         |
| GNII SF DH6498 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $10384.00          | $9726.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 582909 X                                   | 2032-02-15      | 6.5000%  | 0.0000% | $4332176.00        | $37201.94          | Agency Mortgage-Backed Securities         |
| GNAR AT 081385 M                                   | 2035-06-20      | 4.8750%  | 0.0000% | $1000000.00        | $7707.98           | Agency Mortgage-Backed Securities         |
| GNAR FT 082672 M                                   | 2040-11-20      | 5.8750%  | 0.0000% | $335358.00         | $12952.81          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3787                               | 2055-03-01      | 6.5000%  | 0.0000% | $352306.00         | $366461.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5039                               | 2055-04-01      | 6.0000%  | 0.0000% | $4550031.00        | $4552015.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK7618                               | 2048-09-01      | 5.0000%  | 0.0000% | $305844.00         | $61241.93          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1015                               | 2028-12-01      | 3.9550%  | 0.0000% | $248994.00         | $246062.34         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3295                               | 2034-08-01      | 2.9100%  | 0.0000% | $50000.00          | $43878.21          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $2252.00           | $1975.04           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL4949                               | 2029-11-01      | 2.4750%  | 0.0000% | $3192.00           | $2902.69           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5256                               | 2032-02-01      | 2.2800%  | 0.0000% | $15123000.00       | $13329165.20       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6070                               | 2030-05-01      | 2.1700%  | 0.0000% | $2600.00           | $2372.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4781                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $214.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4801                               | 2047-08-01      | 3.5000%  | 0.0000% | $28209.00          | $7296.87           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6199                               | 2040-01-01      | 6.9850%  | 0.0000% | $218000.00         | $46238.43          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7030                               | 2052-06-01      | 2.4730%  | 0.0000% | $75000.00          | $50980.46          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM7725                               | 2049-11-01      | 6.9310%  | 0.0000% | $149251.00         | $151887.36         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBO6267                               | 2050-01-01      | 2.6630%  | 0.0000% | $210000.00         | $49066.96          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2612                               | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $37750.62          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5055                               | 2029-03-01      | 2.4000%  | 0.0000% | $103311.00         | $92033.16          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6188                               | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $99281.61          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6197                               | 2038-07-01      | 4.2400%  | 0.0000% | $1000.00           | $926.24            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6385                               | 2032-08-01      | 3.8900%  | 0.0000% | $895000.00         | $830818.27         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS7824                               | 2039-11-01      | 4.9900%  | 0.0000% | $1483361.00        | $1464766.33        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBT2170                               | 2052-03-01      | 1.9640%  | 0.0000% | $243953.00         | $167304.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5561                               | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1619                               | 2055-04-01      | 5.5000%  | 0.0000% | $1096.00           | $1098.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV7530                               | 2052-05-01      | 3.5000%  | 0.0000% | $19240.00          | $16351.77          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9700                               | 2052-06-01      | 2.5000%  | 0.0000% | $203000.00         | $139485.89         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBW4879                               | 2053-04-01      | 3.0000%  | 0.0000% | $9000.00           | $7011.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5096                               | 2053-01-01      | 6.5000%  | 0.0000% | $112674.00         | $71127.73          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW9662                               | 2053-07-01      | 6.5000%  | 0.0000% | $98290.00          | $90971.66          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8626                               | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $800.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1003.00           | $746.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5406                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $887.87            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0378                               | 2039-01-01      | 4.8900%  | 0.0000% | $1387748.00        | $1381084.75        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1699                               | 2029-09-01      | 4.1150%  | 0.0000% | $90000.00          | $89096.62          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ1175                               | 2034-06-01      | 5.2500%  | 0.0000% | $3573533.00        | $3716614.28        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ2170                               | 2030-06-01      | 3.9500%  | 0.0000% | $1002.00           | $991.33            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3563                               | 2032-04-01      | 4.4000%  | 0.0000% | $1000.00           | $1001.63           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3950                               | 2035-05-01      | 5.1000%  | 0.0000% | $221880.00         | $228608.81         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ4036                               | 2031-01-01      | 5.2600%  | 0.0000% | $1847000.00        | $1918228.12        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0549                               | 2047-10-01      | 4.0000%  | 0.0000% | $425414.00         | $30836.12          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1166                               | 2048-02-01      | 3.5000%  | 0.0000% | $22938776.00       | $8172948.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2208                               | 2048-08-01      | 4.5000%  | 0.0000% | $345000.00         | $37597.27          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCA7422                               | 2040-10-01      | 2.0000%  | 0.0000% | $1000.00           | $542.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2275                               | 2051-12-01      | 2.5000%  | 0.0000% | $788072.00         | $522596.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2762                               | 2052-02-01      | 2.0000%  | 0.0000% | $1998.00           | $1311.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026                               | 2052-03-01      | 3.5000%  | 0.0000% | $1002.00           | $687.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3651                               | 2052-05-01      | 5.0000%  | 0.0000% | $1002.00           | $695.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $917160.00         | $699365.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $10000.00          | $7605.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5124                               | 2052-11-01      | 4.5000%  | 0.0000% | $190000.00         | $161544.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5153                               | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $788.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5257                               | 2052-12-01      | 4.5000%  | 0.0000% | $24960.00          | $18347.63          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053                               | 2053-04-01      | 5.0000%  | 0.0000% | $893928.00         | $658911.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753                               | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1687.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7230                               | 2053-10-01      | 5.0000%  | 0.0000% | $13000.00          | $12288.49          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $159907.00         | $148419.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA0195                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $830.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2963                               | 2050-02-01      | 3.0000%  | 0.0000% | $5500000.00        | $1792659.23        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $326.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $1060.00           | $253.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5197                               | 2050-03-01      | 3.5000%  | 0.0000% | $9000.00           | $2541.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6293                               | 2051-01-01      | 3.0000%  | 0.0000% | $13000.00          | $6467.17           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM5931                               | 2051-02-01      | 2.5000%  | 0.0000% | $2001.00           | $1045.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7558                               | 2050-09-01      | 3.5000%  | 0.0000% | $1999.00           | $689.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $348.84            | Agency Mortgage-Backed Securities         |
| FNRM RC008PB R16F008                               | 2046-03-25      | 3.0000%  | 0.0000% | $299851.00         | $247363.78         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       A-1    20291025 1.2 | 2029-10-25      | 1.2280%  | 0.0000% | $38000.00          | $23609.89          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-09-15      | 6.0000%  | 0.0000% | $2997465.00        | $162612.96         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2040-10-25      | 4.8197%  | 0.0000% | $57255002.00       | $1802871.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2007-078 FA                                   | 2037-12-16      | 4.8962%  | 0.0000% | $46368421.00       | $1419813.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 5.3019%  | 0.0000% | $11574095.00       | $7973882.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA                                   | 2051-12-20      | 2.5000%  | 0.0000% | $13291335.00       | $8405378.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA                                   | 2052-02-20      | 3.0000%  | 0.0000% | $23780835.00       | $15259437.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.3319%  | 0.0000% | $11414797.00       | $8584651.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                   | 2054-04-20      | 5.4319%  | 0.0000% | $10249695.00       | $7883191.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 5.2019%  | 0.0000% | $301055.00         | $208433.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FB                                   | 2052-10-20      | 5.4019%  | 0.0000% | $1277301.00        | $983147.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6019%  | 0.0000% | $1000.00           | $777.21            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-003 FD                                   | 2053-01-20      | 5.2119%  | 0.0000% | $3337288.00        | $2464876.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 LF                                   | 2053-02-20      | 5.2119%  | 0.0000% | $106111.00         | $82883.99          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.3019%  | 0.0000% | $71540461.00       | $33636167.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.3019%  | 0.0000% | $20783660.00       | $13108979.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.2019%  | 0.0000% | $43934658.00       | $26934713.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-148 FA                                   | 2052-08-20      | 5.0000%  | 0.0000% | $11315632.00       | $8842853.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3019%  | 0.0000% | $20907849.00       | $16516423.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 KF                                   | 2053-06-20      | 5.4519%  | 0.0000% | $90097444.00       | $70193363.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 FA                                   | 2053-07-20      | 5.3019%  | 0.0000% | $11990405.00       | $6124101.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4119%  | 0.0000% | $20956.00          | $11400.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 FA                                   | 2063-08-20      | 5.4019%  | 0.0000% | $898604.00         | $364019.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FB                                   | 2053-11-20      | 5.8019%  | 0.0000% | $10658292.00       | $4723978.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 FK                                   | 2053-10-20      | 5.7019%  | 0.0000% | $66093882.00       | $27542654.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.6019%  | 0.0000% | $720199.00         | $308703.81         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | 0.0000% | $3959121.00        | $3974472.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | 0.0000% | $3089245.00        | $3124695.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FE                                   | 2054-08-20      | 5.5519%  | 0.0000% | $4113920.00        | $3503671.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4019%  | 0.0000% | $2826839.00        | $2481537.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4119%  | 0.0000% | $28632616.00       | $23853024.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-157 FA                                   | 2054-09-20      | 5.4019%  | 0.0000% | $30000000.00       | $25530098.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FA                                   | 2054-09-20      | 5.4119%  | 0.0000% | $35658865.00       | $34062652.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3019%  | 0.0000% | $41906903.00       | $39677042.12       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.4019%  | 0.0000% | $2648309.00        | $2415305.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FG                                   | 2054-10-20      | 5.3519%  | 0.0000% | $6042697.00        | $5018835.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                   | 2054-11-20      | 5.9019%  | 0.0000% | $35451800.00       | $33831269.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 NF                                   | 2054-10-20      | 5.2519%  | 0.0000% | $162790.00         | $152488.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 FM                                   | 2054-10-20      | 5.2519%  | 0.0000% | $99998000.00       | $94329418.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 FG                                   | 2055-02-20      | 5.9519%  | 0.0000% | $1555659.00        | $1341476.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA                                   | 2055-02-20      | 5.4119%  | 0.0000% | $44818026.00       | $43404160.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-064 FG                                   | 2055-04-20      | 5.6019%  | 0.0000% | $65511532.00       | $64727474.11       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-064 E                                    | 2055-04-20      | 4.5000%  | 0.0000% | $1961.00           | $1886.72           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 FB                                   | 2055-05-20      | 6.0000%  | 0.0000% | $76411501.00       | $76467733.54       | Agency Collateralized Mortgage Obligation |

### Security 717: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8A8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP19B8A8
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $205823300.00      | $207060072.04      | U.S. Treasuries (including strips) |

### Security 718: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8B6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19B8B6
- **C.18 - Value (incl. sponsor support):** $1542000000.00
- **C.18.a - Value (excl. sponsor support):** $1542000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $164600.00         | $174707.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $4610400.00        | $5039941.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $6346200.00        | $10362499.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $22175900.00       | $25573439.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $2700.00           | $1928.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $2800.00           | $1616.77           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $259086300.00      | $225649917.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $7953000.00        | $10160453.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | 0.0000% | $100.00            | $98.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $32770000.00       | $39436982.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-15      | 0.3750%  | 0.0000% | $6076300.00        | $8223539.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $42686000.00       | $50151676.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $267594400.00      | $249967653.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $27322500.00       | $25533056.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $100.00            | $123.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $10296100.00       | $9563345.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $937100.00         | $879542.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $5893500.00        | $5196241.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $5738000.00        | $6654570.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $33474400.00       | $33183709.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $184643700.00      | $185813644.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $400.00            | $400.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $2316700.00        | $2296293.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $16200.00          | $16581.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $1000.00           | $1090.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1368100.00        | $1387641.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $146800.00         | $149329.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $375100.00         | $380315.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $105255400.00      | $105858267.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $28129200.00       | $28435708.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $165201000.00      | $170783088.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $25062000.00       | $25959482.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $499700.00         | $522140.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $87188000.00       | $89679784.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $5080800.00        | $5174872.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $689400.00         | $693306.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1337800.00        | $1349429.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $248116400.00      | $248774528.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $600.00            | $598.68            | U.S. Treasuries (including strips) |

### Security 719: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8C4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B8C4
- **C.18 - Value (incl. sponsor support):** $2276000000.00
- **C.18.a - Value (excl. sponsor support):** $2276000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $86258100.00       | $124325406.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $1388600.00        | $1609518.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $214918400.00      | $213771167.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $110342400.00      | $113369700.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $77329400.00       | $53385356.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $56815700.00       | $42573197.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $260930000.00      | $249999968.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $309447600.00      | $235028624.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $12253200.00       | $9158934.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $504592000.00      | $249999986.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $475208000.00      | $249999919.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $108511200.00      | $63051470.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $9024000.00        | $5015049.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $405732000.00      | $249999839.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $10556300.00       | $6477426.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $47872800.00       | $35085450.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $178892800.00      | $153642654.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $185158800.00      | $167523403.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $57400800.00       | $55878717.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $44973800.00       | $41624261.47       | U.S. Treasuries (including strips) |

### Security 720: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8D2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19B8D2
- **C.18 - Value (incl. sponsor support):** $1892000000.00
- **C.18.a - Value (excl. sponsor support):** $1892000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $1800.00           | $1204.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $1100.00           | $1060.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $104573300.00      | $102822664.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $253702800.00      | $249999927.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.20             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $3200.00           | $3009.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.2500%  | 0.0000% | $14200000.00       | $14065789.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $400.00            | $342.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1773000.00        | $1538601.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $3200.00           | $2824.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $102154000.00      | $87718373.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $350000.00         | $405850.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $5000100.00        | $4825579.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $25000000.00       | $24660460.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $10000000.00       | $9350737.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $93600000.00       | $91831113.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $275000.00         | $280180.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $8000000.00        | $7802571.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $250666700.00      | $249999918.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $6338100.00        | $6426324.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $39171600.00       | $40814659.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $102305514.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $17178600.00       | $17424131.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $56369000.00       | $58148745.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $125000000.00      | $125782332.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $250625600.00      | $248341894.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $248292200.00      | $249160772.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $128822700.00      | $130858695.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $99358300.00       | $103539795.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $1716000.00        | $1726699.46        | U.S. Treasuries (including strips) |

### Security 721: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8G5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B8G5
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $800.00            | $597.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $194.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $182718900.00      | $171496108.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1874600.00        | $1809006.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $5509000.00        | $5650985.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $247682600.00      | $249897633.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $240474500.00      | $249999931.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3380%  | 0.0000% | $34897900.00       | $35130884.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $100000.00         | $101631.61         | U.S. Treasuries (including strips) |

### Security 722: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8H3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP19B8H3
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $36176700.00       | $35155015.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $98952400.00       | $67682946.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $46684300.00       | $38362153.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $68339200.00       | $62824735.55       | U.S. Treasuries (including strips) |

### Security 723: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8K6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19B8K6
- **C.18 - Value (incl. sponsor support):** $406000000.00
- **C.18.a - Value (excl. sponsor support):** $406000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $222.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $93.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $1051700.00        | $1065618.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $200.00            | $219.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $185800.00         | $186941.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $700.00            | $763.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $500.00            | $511.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $1100.00           | $1103.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $300.00            | $309.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $201.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $100.00            | $102.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $201.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $700.00            | $702.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1034.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $2000.00           | $2016.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $100.00            | $103.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $5000.00           | $4116.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $900.00            | $679.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $2700.00           | $2038.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1700.00           | $1189.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $700.00            | $497.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $128.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $191.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $2200.00           | $1363.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $1000.00           | $526.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $56.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $200.00            | $137.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $200.00            | $175.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $4000.00           | $3503.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $300.00            | $245.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $600.00            | $600.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $500.00            | $462.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $300.00            | $292.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $4600.00           | $4478.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $98.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $3000.00           | $2865.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $900.00            | $896.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-15      | 2.0000%  | 0.0000% | $900.00            | $903.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $8300.00           | $10220.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $58400.00          | $56711.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $1000.00           | $929.92            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLDC2241   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $995.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5123   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1764.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7117   | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2087.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7869   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2056.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2172   | 2055-04-01      | 6.0000%  | 0.0000% | $1209152.00        | $1252110.64        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2926   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.41           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2992   | 2055-02-01      | 7.0000%  | 0.0000% | $1226169.00        | $1306976.49        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD3798   | 2055-03-01      | 5.5000%  | 0.0000% | $2393537.00        | $2396536.85        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5306   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4682   | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2087.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5969   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2020.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7989   | 2055-05-01      | 6.5000%  | 0.0000% | $1111858.00        | $1169284.16        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7448   | 2055-04-01      | 5.5000%  | 0.0000% | $712024.00         | $719783.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7754   | 2055-05-01      | 5.5000%  | 0.0000% | $3790996.00        | $3681601.79        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2707   | 2055-06-01      | 7.0000%  | 0.0000% | $1617395.00        | $1725918.79        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE2711   | 2055-05-01      | 7.0000%  | 0.0000% | $1472200.00        | $1568471.41        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE3237   | 2055-07-01      | 5.5000%  | 0.0000% | $1679770.00        | $1693672.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $11408191.00       | $8683854.73        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL0095   | 2030-10-01      | 3.8700%  | 0.0000% | $9500.00           | $8604.08           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL2908   | 2029-06-01      | 2.9600%  | 0.0000% | $1013973.00        | $859153.94         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX XYBM3226   | 2032-10-01      | 3.4500%  | 0.0000% | $1942.00           | $1748.92           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX XYBM6969   | 2032-07-01      | 3.7795%  | 0.0000% | $1831.00           | $811.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBO9467   | 2053-08-01      | 6.5000%  | 0.0000% | $2001.00           | $1551.24           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1195   | 2031-02-01      | 1.5800%  | 0.0000% | $548698.00         | $474618.16         | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BS7571   | 2030-12-01      | 4.5900%  | 0.0000% | $24749.00          | $24466.50          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4932   | 2054-09-01      | 6.5000%  | 0.0000% | $11453369.00       | $11795807.44       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4933   | 2054-09-01      | 6.0000%  | 0.0000% | $5011.00           | $4794.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1001.00           | $789.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW8740   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $833.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0086   | 2052-10-01      | 4.5000%  | 0.0000% | $1120.00           | $1038.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2116   | 2052-12-01      | 6.0000%  | 0.0000% | $4000.00           | $3427.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3928   | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1806.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0869   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $717.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY0103   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $811.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4247   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7529   | 2050-10-01      | 2.5000%  | 0.0000% | $2764.00           | $1710.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107   | 2051-02-01      | 2.5000%  | 0.0000% | $5706.00           | $3327.24           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $2719437.00        | $1669904.12        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $22524702.00       | $14059082.43       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1104.00           | $962.85            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7656   | 2053-12-01      | 7.0000%  | 0.0000% | $24939135.00       | $19406182.26       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $13518280.00       | $11677895.51       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1991   | 2055-04-01      | 6.0000%  | 0.0000% | $24430.00          | $25236.93          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM7699   | 2048-11-01      | 3.0000%  | 0.0000% | $2323592.00        | $1106377.76        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0668   | 2049-07-01      | 2.5000%  | 0.0000% | $2010.00           | $1258.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $435942.00         | $354188.36         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $14587750.00       | $12001484.61       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6959   | 2054-01-01      | 7.0000%  | 0.0000% | $3638.00           | $3155.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8243   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1837.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9913   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $989.82            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA8498   | 2054-01-01      | 7.0000%  | 0.0000% | $2046.00           | $1462.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $1996.00           | $280.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTMA5340   | 2044-04-01      | 6.0000%  | 0.0000% | $1017.00           | $672.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5553   | 2054-12-01      | 5.5000%  | 0.0000% | $1014.00           | $969.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX0499   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $984.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX0564   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $954.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7544   | 2055-02-01      | 6.5000%  | 0.0000% | $4000.00           | $4153.01           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8577   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX8570   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2074.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9621   | 2055-04-01      | 5.5000%  | 0.0000% | $1040.00           | $1046.04           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0095   | 2055-04-01      | 6.5000%  | 0.0000% | $29984524.00       | $31187688.86       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY1682   | 2055-04-01      | 5.5000%  | 0.0000% | $2009200.00        | $2030807.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1696   | 2055-05-01      | 6.0000%  | 0.0000% | $1075500.00        | $1106703.42        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2419   | 2055-05-01      | 5.5000%  | 0.0000% | $355817.00         | $357764.61         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4074   | 2055-05-01      | 6.0000%  | 0.0000% | $5713101.00        | $5824365.92        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4070   | 2055-05-01      | 6.5000%  | 0.0000% | $6254.00           | $6113.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4167   | 2055-05-01      | 6.0000%  | 0.0000% | $951875.00         | $973456.05         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4179   | 2055-05-01      | 6.0000%  | 0.0000% | $4577415.00        | $4580141.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $2270058.00        | $1921303.37        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1341   | 2054-04-01      | 6.0000%  | 0.0000% | $310395.00         | $291883.36         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2688   | 2054-10-01      | 6.5000%  | 0.0000% | $673756.00         | $670320.05         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1954   | 2054-07-01      | 5.5000%  | 0.0000% | $1030762.00        | $986829.68         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ3315   | 2055-01-01      | 6.5000%  | 0.0000% | $34000000.00       | $32671159.35       | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $28809936.00       | $13634525.50       | Agency Mortgage-Backed Securities  |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $25846150.00       | $16685602.83       | Agency Mortgage-Backed Securities  |
| GNHA AL CP3116 H       | 2072-10-20      | 7.2840%  | 0.0000% | $135505.00         | $124738.80         | Agency Mortgage-Backed Securities  |
| GNII SF BW0562 C       | 2050-07-20      | 3.0000%  | 0.0000% | $4621690.00        | $1521661.29        | Agency Mortgage-Backed Securities  |
| GNII SF BX2263 C       | 2050-08-20      | 4.5000%  | 0.0000% | $1399044.00        | $374677.28         | Agency Mortgage-Backed Securities  |
| GNMI SF BY2839 X       | 2051-01-15      | 2.5000%  | 0.0000% | $1000.00           | $676.19            | Agency Mortgage-Backed Securities  |
| GNII SF CB3228 C       | 2051-02-20      | 3.5000%  | 0.0000% | $1000.00           | $518.85            | Agency Mortgage-Backed Securities  |
| GNII SF CD3283 C       | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $808.94            | Agency Mortgage-Backed Securities  |
| GNII RG CH7265 C       | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $447.64            | Agency Mortgage-Backed Securities  |
| GNHA RM CL0587 H       | 2072-01-20      | 5.8380%  | 0.0000% | $2000.00           | $1858.68           | Agency Mortgage-Backed Securities  |
| GNII SF CR2388 C       | 2053-04-20      | 6.5000%  | 0.0000% | $5118607.00        | $5216368.12        | Agency Mortgage-Backed Securities  |
| GNMI SF CR2389 X       | 2053-04-15      | 6.5000%  | 0.0000% | $1000.00           | $1057.65           | Agency Mortgage-Backed Securities  |
| GNII SF CR8917 C       | 2053-06-20      | 5.5000%  | 0.0000% | $2873870.00        | $2665483.98        | Agency Mortgage-Backed Securities  |
| GNII SF CR9840 C       | 2053-01-20      | 7.5000%  | 0.0000% | $831760.00         | $480226.91         | Agency Mortgage-Backed Securities  |
| GNII SF CS4369 C       | 2053-07-20      | 6.0000%  | 0.0000% | $4523050.00        | $4336974.28        | Agency Mortgage-Backed Securities  |
| GNII SF CS5072 C       | 2053-01-20      | 7.5000%  | 0.0000% | $3490780.00        | $2757361.72        | Agency Mortgage-Backed Securities  |
| GNII SF CT5729 C       | 2053-08-20      | 7.5000%  | 0.0000% | $1110144.00        | $963258.14         | Agency Mortgage-Backed Securities  |
| GNII SF CU3820 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1348096.00        | $1208083.93        | Agency Mortgage-Backed Securities  |
| GNII SF CU6087 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1063.62           | Agency Mortgage-Backed Securities  |
| GNII SF CU6166 C       | 2053-06-20      | 6.0000%  | 0.0000% | $1001.00           | $1052.74           | Agency Mortgage-Backed Securities  |
| GNII SF CU9210 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $477.89            | Agency Mortgage-Backed Securities  |
| GNII SF CV1562 C       | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $836.74            | Agency Mortgage-Backed Securities  |
| GNII SF CV6268 C       | 2053-09-20      | 7.0000%  | 0.0000% | $8652253.00        | $7813573.34        | Agency Mortgage-Backed Securities  |
| GNII SF CV7900 C       | 2053-07-20      | 5.5000%  | 0.0000% | $1753550.00        | $1746562.86        | Agency Mortgage-Backed Securities  |
| GNII SF CV7909 C       | 2053-07-20      | 6.0000%  | 0.0000% | $7858109.00        | $7322002.01        | Agency Mortgage-Backed Securities  |
| GNII SF CV7915 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1621122.00        | $1418461.35        | Agency Mortgage-Backed Securities  |
| GNII SF CX8450 C       | 2053-11-20      | 6.5000%  | 0.0000% | $2268587.00        | $2291139.87        | Agency Mortgage-Backed Securities  |
| GNHA AL DC8273 H       | 2074-07-20      | 6.8900%  | 0.0000% | $3164763.00        | $2984346.58        | Agency Mortgage-Backed Securities  |
| GNHA AL DC8276 H       | 2074-08-20      | 6.8730%  | 0.0000% | $3703243.00        | $3525330.56        | Agency Mortgage-Backed Securities  |
| GNII SF DD1797 C       | 2054-07-20      | 6.0000%  | 0.0000% | $1807710.00        | $1839879.63        | Agency Mortgage-Backed Securities  |
| GNII ET DD5333 C       | 2064-08-20      | 7.0000%  | 0.0000% | $10866565.00       | $9254792.27        | Agency Mortgage-Backed Securities  |
| GNII ET DD5363 C       | 2064-08-20      | 7.0000%  | 0.0000% | $8450144.00        | $6217731.07        | Agency Mortgage-Backed Securities  |
| GNII ET DD5384 C       | 2064-08-20      | 7.0000%  | 0.0000% | $9644739.00        | $7826712.05        | Agency Mortgage-Backed Securities  |
| GNII SF DD6432 C       | 2054-07-20      | 6.0000%  | 0.0000% | $1483010.00        | $1510478.30        | Agency Mortgage-Backed Securities  |
| GNII SF DD9136 C       | 2054-10-20      | 6.5000%  | 0.0000% | $426578.00         | $436974.91         | Agency Mortgage-Backed Securities  |
| GNII SF DF0541 C       | 2054-10-20      | 6.0000%  | 0.0000% | $27784.00          | $27151.92          | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C       | 2055-01-20      | 7.5000%  | 0.0000% | $1008.00           | $1089.08           | Agency Mortgage-Backed Securities  |
| GNII SF DH6151 C       | 2055-01-20      | 6.0000%  | 0.0000% | $19518.00          | $20174.07          | Agency Mortgage-Backed Securities  |
| GNHA AL DJ1381 H       | 2075-04-20      | 6.7930%  | 0.0000% | $1050015.00        | $1111891.24        | Agency Mortgage-Backed Securities  |
| GNII ET DI5902 C       | 2065-03-20      | 7.0000%  | 0.0000% | $1783.00           | $1840.34           | Agency Mortgage-Backed Securities  |
| FMAR 841660 G          | 2050-05-01      | 3.1620%  | 0.0000% | $455029.00         | $393716.81         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $18871667.00       | $14479426.77       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD2908   | 2053-04-01      | 6.5000%  | 0.0000% | $22253999.00       | $18249230.91       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4688   | 2054-02-01      | 6.5000%  | 0.0000% | $14254231.00       | $12327802.95       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4661   | 2052-04-01      | 2.5000%  | 0.0000% | $89804.00          | $68114.09          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5127   | 2054-02-01      | 7.0000%  | 0.0000% | $3678117.00        | $2813745.60        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6310   | 2053-11-01      | 5.5000%  | 0.0000% | $46338620.00       | $42592469.92       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8104   | 2050-11-01      | 1.5000%  | 0.0000% | $687405.00         | $374654.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $1516.00           | $1256.15           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4085   | 2053-10-01      | 6.0000%  | 0.0000% | $347293.00         | $311649.85         | Agency Mortgage-Backed Securities  |
| FKAR 04.100 WNWN5044   | 2029-07-01      | 4.1000%  | 0.0000% | $1000.00           | $988.88            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7368   | 2051-01-01      | 2.0000%  | 0.0000% | $1912783.00        | $1102841.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0846   | 2052-10-01      | 4.5000%  | 0.0000% | $2133588.00        | $1773537.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF2588   | 2052-11-01      | 6.0000%  | 0.0000% | $1145.00           | $765.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF2395   | 2052-10-01      | 4.5000%  | 0.0000% | $1396534.00        | $1049709.40        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF4404   | 2052-12-01      | 6.0000%  | 0.0000% | $4001.00           | $2910.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF9847   | 2053-04-01      | 5.0000%  | 0.0000% | $2086255.00        | $1991404.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3656   | 2053-06-01      | 5.5000%  | 0.0000% | $1436458.00        | $1100010.90        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQG5414   | 2053-06-01      | 4.5000%  | 0.0000% | $1988503.00        | $1519358.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7716   | 2053-07-01      | 5.5000%  | 0.0000% | $1566697.00        | $1235677.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG9146   | 2053-08-01      | 5.5000%  | 0.0000% | $1190537.00        | $906818.08         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH5479   | 2053-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2325.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH5928   | 2053-11-01      | 6.5000%  | 0.0000% | $3047.00           | $2590.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQH7539   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $846.59            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH8759   | 2054-01-01      | 7.0000%  | 0.0000% | $1686478.00        | $1232910.30        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9877   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $720.42            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9193   | 2054-01-01      | 7.0000%  | 0.0000% | $2002.00           | $909.80            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9226   | 2054-02-01      | 7.0000%  | 0.0000% | $6010.00           | $5361.76           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9431   | 2054-02-01      | 7.0000%  | 0.0000% | $326414.00         | $342152.29         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH9996   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $742.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0859   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.89           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1281   | 2054-08-01      | 6.0000%  | 0.0000% | $1079550.00        | $1002698.25        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1407   | 2054-08-01      | 6.0000%  | 0.0000% | $1210548.00        | $1168142.55        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1394   | 2054-08-01      | 5.5000%  | 0.0000% | $1534798.00        | $1529568.35        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ1493   | 2054-08-01      | 5.5000%  | 0.0000% | $2041.00           | $2050.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1585   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1928.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1586   | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.15           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ1912   | 2054-08-01      | 7.0000%  | 0.0000% | $3000.00           | $3153.92           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3177   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5399   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $957.03            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ6810   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8448   | 2054-11-01      | 4.5000%  | 0.0000% | $1585002.00        | $1494973.29        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA2790   | 2050-06-01      | 2.5000%  | 0.0000% | $9525.00           | $3616.83           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5855   | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $619.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI8082   | 2054-06-01      | 6.0000%  | 0.0000% | $19578643.00       | $19595537.47       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HY387923   | 2028-08-01      | 3.5300%  | 0.0000% | $1056.00           | $1041.92           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN2147   | 2028-08-01      | 2.5700%  | 0.0000% | $519463.00         | $453295.16         | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN7163   | 2027-10-01      | 2.9400%  | 0.0000% | $2200000.00        | $1849096.58        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN8293   | 2028-02-01      | 3.2500%  | 0.0000% | $3975.00           | $3402.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDA1612   | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $988.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA4378   | 2054-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2026.73           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6131   | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1960.33           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6670   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $863.39            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB7569   | 2054-07-01      | 7.0000%  | 0.0000% | $4000.00           | $3899.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7781   | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4176.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB8834   | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1841.53           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB9793   | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB9892   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC0797   | 2054-08-01      | 6.5000%  | 0.0000% | $111294.00         | $115641.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1107   | 2054-09-01      | 5.5000%  | 0.0000% | $18964.00          | $18920.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC1569   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.63           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $200.00            | $204.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $1200.00           | $1225.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $100.56            | U.S. Treasuries (including strips) |

### Security 724: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8S9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B8S9
- **C.18 - Value (incl. sponsor support):** $75626627.00
- **C.18.a - Value (excl. sponsor support):** $75626627.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-07-24      | 0.0000%  | 0.0000% | $939800.00         | $937224.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $161000.00         | $159617.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $734300.00         | $745733.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $38100.00          | $30009.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5518600.00        | $3479393.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $82697000.00       | $45674194.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $710300.00         | $700019.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $442200.00         | $453596.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $23981600.00       | $24415798.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $546800.00         | $552751.68         | U.S. Treasuries (including strips) |

### Security 725: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8T7, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP19B8T7
- **C.18 - Value (incl. sponsor support):** $87000000.00
- **C.18.a - Value (excl. sponsor support):** $87000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $88993300.00       | $87010340.97       | U.S. Treasuries (including strips) |

### Security 726: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BBO4, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP19BBO4
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase Agreement Details:**

- **Is Open?:** No

- **Is Cleared?:** No

- **Is Tri-party?:** Yes

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $256438400.00      | $249999936.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $308903300.00      | $229660288.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $373029900.00      | $219447732.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $21756900.00       | $14979351.58       | U.S. Treasuries (including strips) |

### Security 727: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ2L0, C.3 - LEI: N/A, C.5 - Other ID: ATD1WQ2L0
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 728: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ2O4, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WQ2O4
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 729: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ2P1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WQ2P1
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 730: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ2U0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WQ2U0
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 731: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ2Y2, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WQ2Y2
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 732: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ321, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1WQ321
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 733: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ339, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1WQ339
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 734: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ347, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1WQ347
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 735: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WQ354, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1WQ354
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 736: NATIONAL BANK OF CANADA

- **C.1 - Title:** NATIONAL BANK OF CANADA 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR394, C.3 - LEI: BSGEFEIOM18Y80CKCV46, C.5 - Other ID: ATD1WR394
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 737: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3D5, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1WR3D5
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 738: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3L7, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WR3L7
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 739: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3M5, C.3 - LEI: N/A, C.5 - Other ID: ATD1WR3M5
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 740: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3P8, C.3 - LEI: N/A, C.5 - Other ID: ATD1WR3P8
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 741: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3Q6, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WR3Q6
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 742: SANTANDER UK PLC

- **C.1 - Title:** SANTANDER UK PLC 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3S2, C.3 - LEI: PTCQB104N23FMNK2RZ28, C.5 - Other ID: ATD1WR3S2
- **C.18 - Value (incl. sponsor support):** $1085000000.00
- **C.18.a - Value (excl. sponsor support):** $1085000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 743: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3T0, C.3 - LEI: N/A, C.5 - Other ID: ATD1WR3T0
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 744: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WR3V5, C.3 - LEI: N/A, C.5 - Other ID: ATD1WR3V5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 745: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WS5D1, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1WS5D1
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 746: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WS5P4, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1WS5P4
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 747: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WT1S0, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WT1S0
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 748: LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WT1Y7, C.3 - LEI: ZUHK7JXNDU6FLQ1O6482, C.5 - Other ID: ATD1WT1Y7
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 749: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WT226, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WT226
- **C.18 - Value (incl. sponsor support):** $230000000.00
- **C.18.a - Value (excl. sponsor support):** $230000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 750: DBS BANK LTD

- **C.1 - Title:** DBS BANK LTD 4.350000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WT234, C.3 - LEI: ATUEL7OJR5057F2PV266, C.5 - Other ID: ATD1WT234
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 751: NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH)

- **C.1 - Title:** NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3F3, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3F3
- **C.18 - Value (incl. sponsor support):** $455000000.00
- **C.18.a - Value (excl. sponsor support):** $455000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 752: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3G1, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WU3G1
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 753: ING BANK NV

- **C.1 - Title:** ING BANK NV 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3H9, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75, C.5 - Other ID: ATD1WU3H9
- **C.18 - Value (incl. sponsor support):** $695000000.00
- **C.18.a - Value (excl. sponsor support):** $695000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 754: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3J5, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD1WU3J5
- **C.18 - Value (incl. sponsor support):** $3200000000.00
- **C.18.a - Value (excl. sponsor support):** $3200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 755: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3K2, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3K2
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 756: BANCO SANTANDER SA (NEW YORK BRANCH)

- **C.1 - Title:** BANCO SANTANDER SA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3L0, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3L0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 757: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3M8, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3M8
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 758: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3N6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ATD1WU3N6
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 759: AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)

- **C.1 - Title:** AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 4.340000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3O4, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3O4
- **C.18 - Value (incl. sponsor support):** $1300000000.00
- **C.18.a - Value (excl. sponsor support):** $1300000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 760: SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)

- **C.1 - Title:** SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3P1, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3P1
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 761: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3Q9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ATD1WU3Q9
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 762: COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)

- **C.1 - Title:** COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** Non-Negotiable Time Deposit
- **Identifiers:** C.3 - CUSIP: ATD1WU3R7, C.3 - LEI: N/A, C.5 - Other ID: ATD1WU3R7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-07-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO